Morgan Stanley Global Opportunity Bond Fund Inc-Quarterly Schedule of Portfolio Holdings of Reg'd Mgmt. Investment Co. (N-Q)
29 Noviembre 2007 - 3:44PM
Edgar (US Regulatory)
[Annotated Form N-Q]
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
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FORM N-Q
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QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
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Investment
Company Act file number
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811-08460
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MORGAN STANLEY GLOBAL OPPORTUNITY BOND
FUND, INC.
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(Exact name of registrant as specified in
charter)
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522 Fifth Avenue, New York,
NY
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10036
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(Address of principal executive offices)
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(Zip code)
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RONALD E. ROBISON
522 Fifth Avenue, New York, NY 10036
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(Name and address of agent for service)
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Registrant’s
telephone number, including area code:
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1-800-231-2608
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Date of
fiscal year end:
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12/31
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Date of
reporting period:
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9/30/07
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Item
1. Schedule of Investments.
The Fund’s schedule of
investment as of the close of the reporting period prepared pursuant to Rule 12-12
Regulation S-X is as follows:
Morgan
Stanley Global Opportunity Bond Fund, Inc.
Portfolio
of Investments
Third
Quarter Report
September
30, 2007 (unaudited)
(Showing
Percentages of Total Value of Investments)
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Face
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Amount
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Value
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(000)
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(000)
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Debt Instruments (95.2%)
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Argentina (2.0%)
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Sovereign (2.0%)
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Republic of Argentina,
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0.62%, 12/15/35
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$
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(a)(b)54
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$
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7
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0.65%, 12/15/35
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ARS
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(a)2,878,338
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89
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5.83%, 12/31/33
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(a)671
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258
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8.28%, 12/31/33
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$
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(b)289
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260
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Republic of Argentina (Linked Variable
Rate),
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87.96%, 4/10/49
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(c)280
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133
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747
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Bermuda
(0.5%)
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Corporate
(0.5%)
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Intelsat
Bermuda Ltd.,
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8.87%,
1/15/15
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(a)70
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71
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Intelsat
Subsidiary Holding Co., Ltd.,
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8.63%,
1/15/15
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125
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128
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199
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Brazil
(9.3%)
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Corporate
(1.2%)
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Banco
ABN Amro Real S.A.,
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15.86%,
12/13/07
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BRL
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450
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247
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16.20%,
2/22/10
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330
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197
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444
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Sovereign
(8.1%)
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Federative
Republic of Brazil,
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8.00%,
1/15/18
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$
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421
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471
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8.88%,
10/14/19 - 4/15/24
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566
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708
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10.50%,
7/14/14
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130
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165
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11.00%,
8/17/40
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340
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455
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14.50%,
10/15/09
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450
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535
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Nota
do Tesouro Nacional,
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6.00%,
5/18/09
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BRL
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150
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198
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10.00%,
1/1/12
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870
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464
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2,996
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3,440
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Bulgaria
(0.8%)
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Sovereign
(0.8%)
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Republic
of Bulgaria,
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8.25%,
1/15/15
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$
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(d)141
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165
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Republic
of Bulgaria (Registered),
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8.25%,
1/15/15
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120
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140
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305
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Canada
(2.4%)
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Corporate
(2.4%)
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CanWest
Media, Inc.,
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8.00%,
9/15/12
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171
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169
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CHC
Helicopter Corp.,
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7.38%,
5/1/14
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195
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186
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Husky
Oil Co.,
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8.90%,
8/15/28
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(a)(e)155
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160
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Nortel
Networks Corp. (Convertible),
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4.25%,
9/1/08
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100
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99
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Novelis,
Inc.,
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7.25%,
2/15/15
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190
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184
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OPTI
Canada, Inc.,
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8.25%,
12/15/14
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75
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76
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874
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Chile
(0.7%)
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Corporate
(0.7%)
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Empresa
Nacional de Petroleo,
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6.75%,
11/15/12
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(d)250
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263
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Colombia
(1.3%)
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Sovereign
(1.3%)
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Republic
of Colombia,
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7.38%,
9/18/37
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260
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287
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8.25%,
12/22/14
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88
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99
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11.75%,
2/25/20
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70
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103
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489
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Denmark
(0.3%)
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Corporate
(0.3%)
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Nordic
Telephonen Co. Holdings A.p.S.,
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8.88%,
5/1/16
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35
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37
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TDC
A/S,
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6.50%,
4/19/12
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EUR
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40
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57
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94
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Ecuador
(0.5%)
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Sovereign
(0.5%)
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Republic
of Ecuador (Registered),
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10.00%,
8/15/30
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$
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(f)190
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171
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Egypt
(0.4%)
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Sovereign
(0.4%)
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Arab
Republic of Egypt,
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8.75%,
7/18/12
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EGP
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820
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150
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France
(0.4%)
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Corporate
(0.4%)
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Compagnie
Generale de Geophysique S.A.,
|
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7.50%,
5/15/15
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$
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65
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67
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Crown
European Holdings S.A.,
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6.25%,
9/1/11
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EUR
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50
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73
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140
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Indonesia
(1.9%)
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Corporate
(1.9%)
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Pindo
Deli Finance Mauritius,
|
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Tranche
A, 6.00%, 4/28/15
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$
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(a)(d)77
|
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66
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Tranche
B, 6.00%, 4/28/18
|
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(a)(d)291
|
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145
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Tranche
C, Zero Coupon, 4/28/27
|
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(a)(d)587
|
|
67
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Tijiwi
Kimia Finance Mauritius Ltd.,
|
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Tranche
A, 6.00%, 4/28/15
|
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(a)191
|
|
162
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|
|
Tranche
A, 6.00%, 4/28/15
|
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(a)(d)80
|
|
68
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|
|
Tranche
B, 6.00%, 4/28/18
|
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(a)(d)287
|
|
144
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|
|
Tranche
C, Zero Coupon, 4/28/27
|
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(a)(d)268
|
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31
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|
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|
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|
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683
|
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Ivory
Coast (0.2%)
|
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Sovereign
(0.2%)
|
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Ivory
Coast,
|
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|
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2.50%,
3/31/18
|
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(c)180
|
|
62
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Luxembourg
(0.9%)
|
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Corporate
(0.9%)
|
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FMC
Finance III S.A.,
|
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6.88%,
7/15/17
|
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|
|
120
|
|
120
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SGL
Carbon Luxembourg S.A.,
|
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8.50%,
2/1/12
|
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EUR
|
|
50
|
|
75
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Wind
Acquisition Finance S.A.,
|
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|
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|
|
10.75%,
12/1/15
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$
|
|
115
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|
128
|
|
|
|
|
|
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|
|
323
|
|
|
Malaysia
(0.5%)
|
|
|
|
|
|
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Sovereign
(0.5%)
|
|
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|
|
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|
Government
of Malaysia,
|
|
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|
|
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|
7.50%,
7/15/11
|
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|
|
30
|
|
33
|
|
|
8.75%,
6/1/09
|
|
|
|
139
|
|
147
|
|
|
|
|
|
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180
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|
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Mexico
(9.9%)
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|
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Corporate
(5.0%)
|
|
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|
|
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Axtel
S.A.B. de C.V.,
|
|
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|
|
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|
|
11.00%,
12/15/13
|
|
|
|
118
|
|
128
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|
|
Pemex
Project Funding Master Trust,
|
|
|
|
|
|
|
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|
6.99%,
6/15/10
|
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|
(a)(d)330
|
|
337
|
|
|
8.63%,
12/1/23
|
|
|
|
250
|
|
310
|
|
|
9.13%,
10/13/10
|
|
|
|
360
|
|
399
|
|
|
9.50%,
9/15/27
|
|
|
|
480
|
|
653
|
|
|
|
|
|
|
|
|
1,827
|
|
|
Sovereign
(4.9%)
|
|
|
|
|
|
|
|
|
Mexican
Bonos,
|
|
|
|
|
|
|
|
|
8.00%,
12/17/15
|
|
MXN
|
|
4,210
|
|
387
|
|
|
9.50%,
12/18/14
|
|
|
|
9,040
|
|
902
|
|
|
United
Mexican States,
|
|
|
|
|
|
|
|
|
6.75%,
9/27/34
|
|
$
|
|
(e)265
|
|
289
|
|
|
7.50%,
1/14/12
|
|
|
|
140
|
|
153
|
|
|
8.38%,
1/14/11
|
|
|
|
85
|
|
94
|
|
|
|
|
|
|
|
|
1,825
|
|
|
|
|
|
|
|
|
3,652
|
|
|
Netherlands
(0.3%)
|
|
|
|
|
|
|
|
|
Corporate
(0.3%)
|
|
|
|
|
|
|
|
|
Intergen
N.V.,
|
|
|
|
|
|
|
|
|
9.00%,
6/30/17
|
|
|
|
105
|
|
111
|
|
|
Panama
(1.4%)
|
|
|
|
|
|
|
|
|
Sovereign
(1.4%)
|
|
|
|
|
|
|
|
|
Republic
of Panama,
|
|
|
|
|
|
|
|
|
7.13%,
1/29/26
|
|
|
|
150
|
|
163
|
|
|
7.25%,
3/15/15
|
|
|
|
60
|
|
64
|
|
|
9.38%,
4/1/29
|
|
|
|
150
|
|
202
|
|
|
9.63%,
2/8/11
|
|
|
|
66
|
|
74
|
|
|
|
|
|
|
|
|
503
|
|
|
Peru
(1.5%)
|
|
|
|
|
|
|
|
|
Sovereign
(1.5%)
|
|
|
|
|
|
|
|
|
Republic
of Peru,
|
|
|
|
|
|
|
|
|
8.38%,
5/3/16
|
|
|
|
90
|
|
106
|
|
|
8.75%,
11/21/33
|
|
|
|
240
|
|
316
|
|
|
9.88%,
2/6/15
|
|
|
|
100
|
|
126
|
|
|
|
|
|
|
|
|
548
|
|
|
Philippines
(5.6%)
|
|
|
|
|
|
|
|
|
Sovereign
(5.6%)
|
|
|
|
|
|
|
|
|
Republic
of Philippines,
|
|
|
|
|
|
|
|
|
8.88%,
3/17/15
|
|
|
|
(e)780
|
|
907
|
|
|
9.00%,
2/15/13
|
|
|
|
(e)180
|
|
206
|
|
|
9.50%,
2/2/30
|
|
|
|
717
|
|
937
|
|
|
|
|
|
|
|
|
2,050
|
|
|
Qatar
(0.4%)
|
|
|
|
|
|
|
|
|
Sovereign
(0.4%)
|
|
|
|
|
|
|
|
|
State
of Qatar (Registered),
|
|
|
|
|
|
|
|
|
9.75%,
6/15/30
|
|
|
|
110
|
|
163
|
|
|
Russia
(7.0%)
|
|
|
|
|
|
|
|
|
Corporate
(3.4%)
|
|
|
|
|
|
|
|
|
Gaz
Capital for Gazprom,
|
|
|
|
|
|
|
|
|
6.21%,
11/22/16
|
|
|
|
(d)252
|
|
250
|
|
|
8.63%,
4/28/34
|
|
|
|
290
|
|
369
|
|
|
JPMorgan
Chase & Co.,
|
|
|
|
|
|
|
|
|
7.00%,
6/28/17
|
|
RUB
|
|
6,000
|
|
226
|
|
|
RSHB
Capital S.A. for OJSC Russian Agricultural Bank,
|
|
|
|
|
|
|
|
|
6.30%,
5/15/17
|
|
$
|
|
(d)100
|
|
94
|
|
|
7.18%,
5/16/13
|
|
|
|
(d)210
|
|
215
|
|
|
7.18%,
5/16/13
|
|
|
|
100
|
|
102
|
|
|
|
|
|
|
|
|
1,256
|
|
|
Sovereign
(3.6%)
|
|
|
|
|
|
|
|
|
Russian
Federation,
|
|
|
|
|
|
|
|
|
7.50%,
3/31/30
|
|
|
|
300
|
|
336
|
|
|
Russian
Federation (Registered),
|
|
|
|
|
|
|
|
|
7.50%,
3/31/30
|
|
|
|
(c)(d)(f)469
|
|
525
|
|
|
11.00%,
7/24/18
|
|
|
|
256
|
|
361
|
|
|
12.75%,
6/24/28
|
|
|
|
65
|
|
116
|
|
|
|
|
|
|
|
|
1,338
|
|
|
|
|
|
|
|
|
2,594
|
|
|
Trinidad
(0.4%)
|
|
|
|
|
|
|
|
|
Corporate
(0.4%)
|
|
|
|
|
|
|
|
|
National
Gas of Trinidad & Tobago Ltd.,
|
|
|
|
|
|
|
|
|
6.05%,
1/15/36
|
|
|
|
(d)172
|
|
164
|
|
|
Turkey
(4.1%)
|
|
|
|
|
|
|
|
|
Sovereign
(4.1%)
|
|
|
|
|
|
|
|
|
Republic
of Turkey,
|
|
|
|
|
|
|
|
|
6.75%,
4/3/18
|
|
|
|
409
|
|
406
|
|
|
7.00%,
9/26/16
|
|
|
|
230
|
|
236
|
|
|
11.00%,
1/14/13
|
|
|
|
527
|
|
640
|
|
|
11.50%,
1/23/12
|
|
|
|
20
|
|
24
|
|
|
11.88%,
1/15/30
|
|
|
|
134
|
|
209
|
|
|
|
|
|
|
|
|
1,515
|
|
|
Ukraine
(0.5%)
|
|
|
|
|
|
|
|
|
Sovereign
(0.5%)
|
|
|
|
|
|
|
|
|
Republic
of Ukraine,
|
|
|
|
|
|
|
|
|
6.58%,
11/21/16
|
|
|
|
190
|
|
192
|
|
|
United
Kingdom (0.1%)
|
|
|
|
|
|
|
|
|
Corporate
(0.1%)
|
|
|
|
|
|
|
|
|
Esprit
Telecom Group plc,
|
|
|
|
|
|
|
|
|
11.00%,
6/15/08
|
|
EUR
|
|
(b)(c)(g)233
|
|
@—
|
|
|
NTL
Cable plc,
|
|
|
|
|
|
|
|
|
8.75%,
4/15/14
|
|
$
|
|
20
|
|
21
|
|
|
|
|
|
|
|
|
21
|
|
|
United
States (37.5%)
|
|
|
|
|
|
|
|
|
Corporate
(37.5%)
|
|
|
|
|
|
|
|
|
AES
Corp. (The),
|
|
|
|
|
|
|
|
|
7.75%,
3/1/14
|
|
|
|
40
|
|
41
|
|
|
8.88%,
2/15/11
|
|
|
|
9
|
|
9
|
|
|
9.00%,
5/15/15
|
|
|
|
100
|
|
106
|
|
|
9.38%,
9/15/10
|
|
|
|
16
|
|
17
|
|
|
Allied
Waste North America,
|
|
|
|
|
|
|
|
|
5.75%,
2/15/11
|
|
|
|
60
|
|
59
|
|
|
6.38%,
4/15/11
|
|
|
|
250
|
|
252
|
|
|
American
Tower Corp.,
|
|
|
|
|
|
|
|
|
7.13%,
10/15/12
|
|
|
|
130
|
|
134
|
|
|
7.50%,
5/1/12
|
|
|
|
75
|
|
77
|
|
|
Aramark
Corp.,
|
|
|
|
|
|
|
|
|
8.50%,
2/1/15
|
|
|
|
30
|
|
31
|
|
|
8.86%,
2/1/15
|
|
|
|
(a)5
|
|
5
|
|
|
Aramark
Services, Inc.,
|
|
|
|
|
|
|
|
|
5.00%,
6/1/12
|
|
|
|
50
|
|
44
|
|
|
ArvinMeritor,
Inc.,
|
|
|
|
|
|
|
|
|
8.75%,
3/1/12
|
|
|
|
(e)125
|
|
128
|
|
|
Asbury
Automotive Group, Inc.,
|
|
|
|
|
|
|
|
|
7.63%,
3/15/17
|
|
|
|
45
|
|
42
|
|
|
Baldor
Electric Co.,
|
|
|
|
|
|
|
|
|
8.625%,
2/15/17
|
|
|
|
40
|
|
42
|
|
|
Berry
Plastics Holding Corp.,
|
|
|
|
|
|
|
|
|
8.88%,
9/15/14
|
|
|
|
(e)170
|
|
175
|
|
|
10.25%,
3/1/16
|
|
|
|
80
|
|
79
|
|
|
Brown
Shoe Company, Inc.,
|
|
|
|
|
|
|
|
|
8.75%,
5/1/12
|
|
|
|
100
|
|
104
|
|
|
CA
FM Lease Trust,
|
|
|
|
|
|
|
|
|
8.50%,
7/15/17
|
|
|
|
80
|
|
87
|
|
|
Cablevision
Systems Corp.,
|
|
|
|
|
|
|
|
|
9.82%,
4/1/09
|
|
|
|
(a)155
|
|
160
|
|
|
Caesar’s
Entertainment, Inc.,
|
|
|
|
|
|
|
|
|
8.88%,
9/15/08
|
|
|
|
110
|
|
113
|
|
|
Capmark
Financial Group, Inc.,
|
|
|
|
|
|
|
|
|
5.88%,
5/10/12
|
|
|
|
25
|
|
23
|
|
|
6.30%,
5/10/17
|
|
|
|
10
|
|
9
|
|
|
Chaparral
Energy, Inc.,
|
|
|
|
|
|
|
|
|
8.50%,
12/1/15
|
|
|
|
140
|
|
132
|
|
|
8.88%,
2/1/17
|
|
|
|
20
|
|
19
|
|
|
Charter
Communications Holdings I, LLC,
|
|
|
|
|
|
|
|
|
11.00%,
10/1/15
|
|
|
|
60
|
|
61
|
|
|
Charter
Communications Holdings II, LLC,
|
|
|
|
|
|
|
|
|
10.25%,
9/15/10
|
|
|
|
40
|
|
41
|
|
|
Chesapeake
Energy Corp.,
|
|
|
|
|
|
|
|
|
7.50%,
9/15/13
|
|
|
|
145
|
|
150
|
|
|
7.63%,
7/15/13
|
|
|
|
25
|
|
26
|
|
|
Cimarex
Energy Co.,
|
|
|
|
|
|
|
|
|
7.13%,
5/1/17
|
|
|
|
30
|
|
30
|
|
|
Citizens
Communications Co.,
|
|
|
|
|
|
|
|
|
6.25%,
1/15/13
|
|
|
|
45
|
|
44
|
|
|
Colorado
Interstate Gas Co.,
|
|
|
|
|
|
|
|
|
6.80%,
11/15/15
|
|
|
|
235
|
|
244
|
|
|
Community
Health Systems, Inc.,
|
|
|
|
|
|
|
|
|
8.88%,
7/15/15
|
|
|
|
85
|
|
88
|
|
|
Constellations
Brands, Inc.,
|
|
|
|
|
|
|
|
|
7.25%,
5/15/17
|
|
|
|
70
|
|
70
|
|
|
Countrywide
Alternative Loan Trust,
|
|
|
|
|
|
|
|
|
5.65%,
10/25/46
|
|
|
|
(a)50
|
|
34
|
|
|
5.83%,
2/25/36
|
|
|
|
(a)25
|
|
22
|
|
|
5.95%,
1/25/36
|
|
|
|
(a)85
|
|
63
|
|
|
Crown
Americas, LLC/Crown Americas Capital Corp.,
|
|
|
|
|
|
|
|
|
7.63%,
11/15/13
|
|
|
|
105
|
|
108
|
|
|
DAE
Aviation Holdings, Inc,
|
|
|
|
|
|
|
|
|
11.25%,
8/1/15
|
|
|
|
45
|
|
47
|
|
|
DaVita,
Inc.,
|
|
|
|
|
|
|
|
|
6.63%,
3/15/13
|
|
|
|
(e)220
|
|
219
|
|
|
Delhaize
America, Inc.,
|
|
|
|
|
|
|
|
|
9.00%,
4/15/31
|
|
|
|
56
|
|
67
|
|
|
Dex
Media East, LLC/Dex Media East Finance Co.,
|
|
|
|
|
|
|
|
|
12.13%,
11/15/12
|
|
|
|
48
|
|
51
|
|
|
Dex
Media West, LLC/Dex Media West Finance Co.,
|
|
|
|
|
|
|
|
|
9.88%,
8/15/13
|
|
|
|
69
|
|
74
|
|
|
Dynegy
Holdings, Inc.,
|
|
|
|
|
|
|
|
|
7.75%,
6/1/19
|
|
|
|
95
|
|
91
|
|
|
Echostar
DBS Corp.,
|
|
|
|
|
|
|
|
|
6.38%,
10/1/11
|
|
|
|
120
|
|
121
|
|
|
6.63%,
10/1/14
|
|
|
|
50
|
|
50
|
|
|
Equistar
Chemicals, LP,
|
|
|
|
|
|
|
|
|
10.13%,
9/1/08
|
|
|
|
(e)110
|
|
114
|
|
|
10.63%,
5/1/11
|
|
|
|
31
|
|
33
|
|
|
Exodus
Communications, Inc.,
|
|
|
|
|
|
|
|
|
11.63%,
7/15/10
|
|
|
|
(b)(c)(g)159
|
|
@—
|
|
|
Fisher
Scientific International, Inc.,
|
|
|
|
|
|
|
|
|
6.13%,
7/1/15
|
|
|
|
180
|
|
177
|
|
|
Ford
Motor Credit Co.,
|
|
|
|
|
|
|
|
|
5.80%,
1/12/09
|
|
|
|
115
|
|
111
|
|
|
7.00%,
10/1/13
|
|
|
|
160
|
|
145
|
|
|
7.25%,
10/25/11
|
|
|
|
(e)120
|
|
113
|
|
|
Foundation
PA Coal Co.,
|
|
|
|
|
|
|
|
|
7.25%,
8/1/14
|
|
|
|
35
|
|
34
|
|
|
Freeport-McMoran
Copper & Gold, Inc.,
|
|
|
|
|
|
|
|
|
8.38%,
4/1/17
|
|
|
|
115
|
|
126
|
|
|
Freescale
Semiconductor, Inc.,
|
|
|
|
|
|
|
|
|
8.875%,
12/15/14
|
|
|
|
130
|
|
126
|
|
|
Fresenius
Medical Care Capital Trust II,
|
|
|
|
|
|
|
|
|
7.88%,
2/1/08
|
|
|
|
235
|
|
236
|
|
|
Fresenius
Medical Capital Trust IV,
|
|
|
|
|
|
|
|
|
7.88%,
6/15/11
|
|
|
|
35
|
|
36
|
|
|
General
Motors Acceptance Corp., LLC,
|
|
|
|
|
|
|
|
|
4.38%,
12/10/07
|
|
|
|
115
|
|
114
|
|
|
6.88%,
9/15/11
|
|
|
|
(e)255
|
|
243
|
|
|
General
Motors Corp.,
|
|
|
|
|
|
|
|
|
7.13%,
7/15/13
|
|
|
|
90
|
|
83
|
|
|
8.38%,
7/15/33
|
|
|
|
60
|
|
53
|
|
|
Georgia-Pacific
Corp.,
|
|
|
|
|
|
|
|
|
7.13%,
1/15/17
|
|
|
|
105
|
|
102
|
|
|
Glatfelter,
|
|
|
|
|
|
|
|
|
7.13%,
5/1/16
|
|
|
|
30
|
|
30
|
|
|
Goodman
Global Holding Co., Inc.,
|
|
|
|
|
|
|
|
|
8.36%,
6/15/12
|
|
|
|
(a)22
|
|
22
|
|
|
Graham
Packaging Co., Inc.,
|
|
|
|
|
|
|
|
|
8.50%,
10/15/12
|
|
|
|
30
|
|
30
|
|
|
9.88%,
10/15/14
|
|
|
|
(e)135
|
|
134
|
|
|
Graphic
Packaging International Corp.,
|
|
|
|
|
|
|
|
|
9.50%,
8/15/13
|
|
|
|
(e)135
|
|
139
|
|
|
Harborview
Mortgage Loan Trust,
|
|
|
|
|
|
|
|
|
5.70%,
8/21/36
|
|
|
|
(a)50
|
|
34
|
|
|
6.20%,
1/19/36
|
|
|
|
(a)74
|
|
65
|
|
|
HCA,
Inc.,
|
|
|
|
|
|
|
|
|
5.75%,
3/15/14
|
|
|
|
55
|
|
46
|
|
|
6.25%,
2/15/13
|
|
|
|
40
|
|
36
|
|
|
6.50%,
2/15/16
|
|
|
|
50
|
|
43
|
|
|
7.58%,
9/15/25
|
|
|
|
65
|
|
53
|
|
|
7.69%,
6/15/25
|
|
|
|
25
|
|
21
|
|
|
8.75%,
9/1/10
|
|
|
|
90
|
|
91
|
|
|
9.13%,
11/15/14
|
|
|
|
35
|
|
37
|
|
|
Hexcel
Corp.,
|
|
|
|
|
|
|
|
|
6.75%,
2/1/15
|
|
|
|
125
|
|
124
|
|
|
Hilcorp
Energy I, LP/Hilcorp Finance Co.,
|
|
|
|
|
|
|
|
|
7.75%,
11/1/15
|
|
|
|
195
|
|
192
|
|
|
Host
Marriott, LP,
|
|
|
|
|
|
|
|
|
6.38%,
3/15/15
|
|
|
|
50
|
|
49
|
|
|
7.13%,
11/1/13
|
|
|
|
90
|
|
91
|
|
|
Idearc,
Inc.,
|
|
|
|
|
|
|
|
|
8.00%,
11/15/16
|
|
|
|
130
|
|
130
|
|
|
Innophos
Holdings, Inc.,
|
|
|
|
|
|
|
|
|
9.50%,
4/15/12
|
|
|
|
50
|
|
51
|
|
|
Innophos,
Inc.,
|
|
|
|
|
|
|
|
|
8.88%,
8/15/14
|
|
|
|
80
|
|
80
|
|
|
Interface,
Inc.,
|
|
|
|
|
|
|
|
|
9.50%,
2/1/14
|
|
|
|
90
|
|
95
|
|
|
10.38%,
2/1/10
|
|
|
|
30
|
|
32
|
|
|
Interpublic
Group of Cos., Inc.,
|
|
|
|
|
|
|
|
|
6.25%,
11/15/14
|
|
|
|
60
|
|
54
|
|
|
Ipalco
Enterprises, Inc.,
|
|
|
|
|
|
|
|
|
8.38%,
11/14/08
|
|
|
|
75
|
|
77
|
|
|
8.63%,
11/14/11
|
|
|
|
30
|
|
32
|
|
|
Iron
Mountain, Inc.,
|
|
|
|
|
|
|
|
|
7.75%,
1/15/15
|
|
|
|
40
|
|
40
|
|
|
8.63%,
4/1/13
|
|
|
|
(e)130
|
|
132
|
|
|
Isle
of Capri Casinos, Inc.,
|
|
|
|
|
|
|
|
|
7.00%,
3/1/14
|
|
|
|
195
|
|
176
|
|
|
Invacare
Corp.,
|
|
|
|
|
|
|
|
|
9.75%,
2/15/15
|
|
|
|
20
|
|
20
|
|
|
Jarden
Corp.,
|
|
|
|
|
|
|
|
|
7.50%,
5/1/17
|
|
|
|
115
|
|
112
|
|
|
Johnsondiversey,
Inc.,
|
|
|
|
|
|
|
|
|
9.63%,
5/15/12
|
|
|
|
(e)125
|
|
128
|
|
|
9.63%,
5/15/12
|
|
EUR
|
|
25
|
|
36
|
|
|
Kinder
Morgan, Inc.,
|
|
|
|
|
|
|
|
|
6.50%,
9/1/12
|
|
$
|
|
135
|
|
134
|
|
|
Koppers
Holdings, Inc.,
|
|
|
|
|
|
|
|
|
Zero
Coupon, 11/15/14
|
|
|
|
(f)60
|
|
52
|
|
|
Koppers,
Inc.,
|
|
|
|
|
|
|
|
|
9.88%,
10/15/13
|
|
|
|
45
|
|
48
|
|
|
Las
Vegas Sands Corp.,
|
|
|
|
|
|
|
|
|
6.38%,
2/15/15
|
|
|
|
105
|
|
102
|
|
|
LIN
Television Corp.,
|
|
|
|
|
|
|
|
|
6.50%,
5/15/13
|
|
|
|
50
|
|
49
|
|
|
6.50%,
5/15/13
|
|
|
|
40
|
|
39
|
|
|
Luminent
Mortgage Trust,
|
|
|
|
|
|
|
|
|
5.49%,
7/25/36
|
|
|
|
(a)75
|
|
59
|
|
|
Massey
Energy Co.,
|
|
|
|
|
|
|
|
|
6.88%,
12/15/13
|
|
|
|
175
|
|
164
|
|
|
Mastr
Adjustable Rate Mortgages Trust,
|
|
|
|
|
|
|
|
|
5.53%,
1/25/47
|
|
|
|
(a)25
|
|
20
|
|
|
MGM
Mirage,
|
|
|
|
|
|
|
|
|
5.88%,
2/27/14
|
|
|
|
115
|
|
107
|
|
|
6.00%,
10/1/09
|
|
|
|
200
|
|
199
|
|
|
Michael
Foods, Inc.,
|
|
|
|
|
|
|
|
|
8.00%,
11/15/13
|
|
|
|
75
|
|
75
|
|
|
Nalco
Co.,
|
|
|
|
|
|
|
|
|
7.75%,
11/15/11
|
|
|
|
70
|
|
72
|
|
|
8.88%,
11/15/13
|
|
|
|
100
|
|
106
|
|
|
National
Mentor Holdings, Inc.,
|
|
|
|
|
|
|
|
|
11.25%,
7/1/14
|
|
|
|
75
|
|
80
|
|
|
Nortek,
Inc.,
|
|
|
|
|
|
|
|
|
8.50%,
9/1/14
|
|
|
|
130
|
|
113
|
|
|
NRG
Energy, Inc.,
|
|
|
|
|
|
|
|
|
7.38%,
1/15/17
|
|
|
|
90
|
|
90
|
|
|
Omnicare,
Inc.,
|
|
|
|
|
|
|
|
|
6.75%,
12/15/13
|
|
|
|
95
|
|
89
|
|
|
6.88%,
12/15/15
|
|
|
|
80
|
|
74
|
|
|
Ormat
Funding Corp.,
|
|
|
|
|
|
|
|
|
8.25%,
12/30/20
|
|
|
|
138
|
|
141
|
|
|
Owens-Illinois,
Inc.,
|
|
|
|
|
|
|
|
|
7.35%,
5/15/08
|
|
|
|
20
|
|
20
|
|
|
7.50%,
5/15/10
|
|
|
|
(e)285
|
|
289
|
|
|
Oxford
Industries, Inc.,
|
|
|
|
|
|
|
|
|
8.88%,
6/1/11
|
|
|
|
(e)70
|
|
71
|
|
|
Pacific
Energy Partners, LP/Pacific Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
7.13%,
6/15/14
|
|
|
|
90
|
|
92
|
|
|
PanAmSat
Corp.,
|
|
|
|
|
|
|
|
|
9.00%,
8/15/14
|
|
|
|
17
|
|
18
|
|
|
Petro
Stopping Centers, LP/Petro Financial Corp.,
|
|
|
|
|
|
|
|
|
9.00%,
2/15/12
|
|
|
|
135
|
|
142
|
|
|
Phillips
- Van Heusen,
|
|
|
|
|
|
|
|
|
7.25%,
2/15/11
|
|
|
|
(e)130
|
|
132
|
|
|
Pilgrim’s
Pride Corp.,
|
|
|
|
|
|
|
|
|
7.63%,
5/1/15
|
|
|
|
105
|
|
107
|
|
|
9.63%,
9/15/11
|
|
|
|
262
|
|
270
|
|
|
Pogo
Producing Co.,
|
|
|
|
|
|
|
|
|
6.88%,
10/1/17
|
|
|
|
130
|
|
131
|
|
|
Propex
Fabrics, Inc.,
|
|
|
|
|
|
|
|
|
10.00%,
12/1/12
|
|
|
|
(e)90
|
|
69
|
|
|
PSEG
Energy Holdings, LLC,
|
|
|
|
|
|
|
|
|
8.63%,
2/15/08
|
|
|
|
98
|
|
99
|
|
|
Qwest
Communications International, Inc.,
|
|
|
|
|
|
|
|
|
8.87%,
2/15/09
|
|
|
|
(a)(e)103
|
|
105
|
|
|
Qwest
Corp.,
|
|
|
|
|
|
|
|
|
5.63%,
11/15/08
|
|
|
|
25
|
|
25
|
|
|
RBS
Global, Inc./Rexnord Corp.,
|
|
|
|
|
|
|
|
|
9.50%,
8/1/14
|
|
|
|
140
|
|
146
|
|
|
Realogy
Corp.,
|
|
|
|
|
|
|
|
|
10.50%,
4/15/14
|
|
|
|
45
|
|
38
|
|
|
Reliant
Resources, Inc.,
|
|
|
|
|
|
|
|
|
7.88%,
6/15/17
|
|
|
|
90
|
|
91
|
|
|
Reynolds
American, Inc.,
|
|
|
|
|
|
|
|
|
6.50%,
7/15/10
|
|
|
|
85
|
|
88
|
|
|
Rhythms
NetConnections, Inc.,
|
|
|
|
|
|
|
|
|
13.88%,
5/15/08
|
|
|
|
(b)(c)(g)570
|
|
@—
|
|
|
14.00%,
2/15/10
|
|
|
|
(b)(c)(g)179
|
|
@—
|
|
|
Rite
Aid Corp.,
|
|
|
|
|
|
|
|
|
8.13%,
5/1/10
|
|
|
|
100
|
|
101
|
|
|
Rockwood
Specialties Group, Inc.,
|
|
|
|
|
|
|
|
|
7.63%,
11/15/14
|
|
EUR
|
|
50
|
|
71
|
|
|
Sandridge
Energy,
|
|
|
|
|
|
|
|
|
8.63%,
4/1/15
|
|
$
|
|
85
|
|
84
|
|
|
Sierra
Pac Power Co.,
|
|
|
|
|
|
|
|
|
6.25%,
4/15/12
|
|
|
|
70
|
|
72
|
|
|
Smithfield
Foods, Inc.,
|
|
|
|
|
|
|
|
|
7.00%,
8/1/11
|
|
|
|
70
|
|
71
|
|
|
7.63%,
2/15/08
|
|
|
|
(e)50
|
|
50
|
|
|
8.00%,
10/15/09
|
|
|
|
50
|
|
52
|
|
|
Sonic
Automotive, Inc.,
|
|
|
|
|
|
|
|
|
8.63%,
8/15/13
|
|
|
|
(e)230
|
|
228
|
|
|
Station
Casinos, Inc.,
|
|
|
|
|
|
|
|
|
6.00%,
4/1/12
|
|
|
|
180
|
|
172
|
|
|
7.75%,
8/15/16
|
|
|
|
40
|
|
40
|
|
|
Sungard
Data Systems, Inc.,
|
|
|
|
|
|
|
|
|
9.13%,
8/15/13
|
|
|
|
95
|
|
99
|
|
|
Sun
Healthcare Group, Inc.,
|
|
|
|
|
|
|
|
|
9.13%,
4/15/15
|
|
|
|
65
|
|
67
|
|
|
SUPERVALU,
Inc.,
|
|
|
|
|
|
|
|
|
7.50%,
5/15/12 - 11/15/14
|
|
|
|
65
|
|
119
|
|
|
Tenet
Healthcare Corp.,
|
|
|
|
|
|
|
|
|
7.38%,
2/1/13
|
|
|
|
45
|
|
38
|
|
|
9.88%,
7/1/14
|
|
|
|
45
|
|
41
|
|
|
Terra
Capital, Inc.,
|
|
|
|
|
|
|
|
|
7.00%,
2/1/17
|
|
|
|
90
|
|
88
|
|
|
TXU
Energy Co., LLC,
|
|
|
|
|
|
|
|
|
7.00%,
3/15/13
|
|
|
|
45
|
|
49
|
|
|
UCAR
Finance, Inc.,
|
|
|
|
|
|
|
|
|
10.25%,
2/15/12
|
|
|
|
40
|
|
42
|
|
|
United
Auto Group, Inc.,
|
|
|
|
|
|
|
|
|
7.75%,
12/15/16
|
|
|
|
85
|
|
82
|
|
|
Univision
Communications, Inc. PIK,
|
|
|
|
|
|
|
|
|
9.75%,
3/15/15
|
|
|
|
60
|
|
59
|
|
|
Valassis
Communications, Inc.,
|
|
|
|
|
|
|
|
|
8.25%,
3/1/15
|
|
|
|
115
|
|
101
|
|
|
Vangent,
Inc.,
|
|
|
|
|
|
|
|
|
9.63%,
2/15/15
|
|
|
|
65
|
|
61
|
|
|
Warner
Chilcott Corp.,
|
|
|
|
|
|
|
|
|
8.75%,
2/1/15
|
|
|
|
77
|
|
80
|
|
|
Westlake
Chemical Corp.,
|
|
|
|
|
|
|
|
|
6.63%,
1/15/16
|
|
|
|
90
|
|
86
|
|
|
Williams
Cos., Inc.,
|
|
|
|
|
|
|
|
|
7.88%,
9/1/21
|
|
|
|
180
|
|
197
|
|
|
Windstream
Corp.,
|
|
|
|
|
|
|
|
|
8.13%,
8/1/13
|
|
|
|
40
|
|
42
|
|
|
|
|
|
|
|
|
13,805
|
|
|
Venezuela
(4.4%)
|
|
|
|
|
|
|
|
|
Sovereign
(4.4%)
|
|
|
|
|
|
|
|
|
Republic
of Venezuela,
|
|
|
|
|
|
|
|
|
8.50%,
10/8/14
|
|
|
|
120
|
|
121
|
|
|
9.25%,
9/15/27
|
|
|
|
751
|
|
779
|
|
|
10.75%,
9/19/13
|
|
|
|
640
|
|
709
|
|
|
|
|
|
|
|
|
1,609
|
|
|
Total
Debt Instruments (Cost $34,813)
|
|
|
|
|
|
35,047
|
|
|
|
|
|
|
Shares
|
|
|
|
|
Common
Stocks (0.0%)
|
|
|
|
|
|
|
|
|
United
Kingdom (0.0%)
|
|
|
|
|
|
|
|
|
Viatel
Holding Bermuda Ltd.
|
|
|
|
(h)290
|
|
@—
|
|
|
United
States (0.0%)
|
|
|
|
|
|
|
|
|
Neon
Communications Group, Inc.
|
|
|
|
(h)140
|
|
1
|
|
|
PNM
Resources, Inc.
|
|
|
|
23
|
|
@—
|
|
|
XO
Holdings, Inc.
|
|
|
|
(h)287
|
|
1
|
|
|
|
|
|
|
|
|
2
|
|
|
Total
Common Stocks (Cost $381)
|
|
|
|
|
|
2
|
|
|
|
|
|
|
No. of
|
|
|
|
|
|
|
|
|
Warrants
|
|
|
|
|
Warrants
(0.5%)
|
|
|
|
|
|
|
|
|
Mexico
(0.0%)
|
|
|
|
|
|
|
|
|
United
Mexican States, expiring 10/11/07
|
|
|
|
(h)296
|
|
@—
|
|
|
United
Mexican States, expiring 11/07/07
|
|
|
|
(h)296
|
|
1
|
|
|
|
|
|
|
|
|
1
|
|
|
Nigeria
(0.4%)
|
|
|
|
|
|
|
|
|
Central
Bank of Nigeria, expiring 11/15/20
|
|
|
|
(b)(h)500
|
|
128
|
|
|
United
States (0.0%)
|
|
|
|
|
|
|
|
|
SW
Acquisition, LP, expiring 4/1/11
|
|
|
|
(b)(g)(h)1
|
|
@—
|
|
|
XO
Holdings, Inc., Series A, expiring 1/16/10
|
|
|
|
(h)576
|
|
@—
|
|
|
XO
Holdings, Inc., Series B, expiring 1/16/10
|
|
|
|
(h)432
|
|
@—
|
|
|
XO
Holdings, Inc., Series C, expiring 1/16/10
|
|
|
|
(h)433
|
|
@—
|
|
|
|
|
|
|
|
|
@—
|
|
|
Venezuela
(0.1%)
|
|
|
|
|
|
|
|
|
Republic
of Venezuela, Oil-Linked Payment Obligation,
|
|
|
|
|
|
|
|
|
expiring
4/15/20
|
|
|
|
(a)(b)950
|
|
36
|
|
|
Total
Warrants (Cost $18)
|
|
|
|
|
|
165
|
|
|
|
|
|
|
Shares
|
|
|
|
|
Short-Term
Investments (4.3%)
|
|
|
|
|
|
|
|
|
United
States (4.3%)
|
|
|
|
|
|
|
|
|
Investment
Company (4.2%)
|
|
|
|
|
|
|
|
|
Morgan
Stanley Institutional Liquidity
|
|
|
|
|
|
|
|
|
Money
Market Portfolio
|
|
|
|
|
|
|
|
|
—
Institutional Class
|
|
|
|
(i)1,540,584
|
|
1,541
|
|
|
|
|
|
|
Face
|
|
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
|
|
|
(000)
|
|
|
|
|
U.S.
Treasury Security (0.1%)
|
|
|
|
|
|
|
|
|
U.S.
Treasury Bill,
|
|
|
|
|
|
|
|
|
3.82%,
1/10/08
|
|
$
|
|
(j)(k)50
|
|
49
|
|
|
Total
Short-Term Investments (Cost $1,590)
|
|
|
|
|
|
1,590
|
|
|
Total
Investments + (Cost $36,802) (100%)
|
|
|
|
|
|
36,804
|
|
|
Liabilities
in Excess of Other Assets
|
|
|
|
|
|
(2,643
|
)
|
|
Net
Assets
|
|
|
|
|
|
$
|
34,161
|
|
|
|
|
|
|
|
|
|
|
|
|
(a)
|
|
Variable/Floating
Rate Security — Interest rate changes on these instruments are based on
changes in a designated base rate. The rates shown are those in effect on
September 30, 2007.
|
|
(b)
|
|
Security
was valued at fair value — At September 30, 2007, the Fund held fair valued
securities valued at $431,000, representing 1.3% of net assets.
|
|
(c)
|
|
Issuer
is in default.
|
|
(d)
|
|
144A
Security — Certain conditions for public sale may exist. Unless otherwise
noted, these securities are deemed to be liquid.
|
|
(e)
|
|
Denotes
all or a portion of securities subject to repurchase under the Reverse
Repurchase Agreements as of September 30, 2007.
|
|
(f)
|
|
Step
Bond — Coupon rate increases in increments to maturity. Rate disclosed is as
of September 30, 2007. Maturity date disclosed is the ultimate maturity date.
|
|
(g)
(h)
|
|
Security
has been deemed illiquid at September 30, 2007.
Non-income producing security.
|
|
(i)
|
|
The
Fund invests in the Institutional Class of the Morgan Stanley Institutional
Liquidity Money Market Portfolio (the “Liquidity Fund”), an open-end
management investment company managed by the Adviser. Investment Advisory
fees paid by the Portfolio are reduced by an amount equal to its pro-rata
share of the advisory and administration fees paid by the Liquidity Fund. For
the nine months ended September 30, 2007, advisory fees paid were reduced by
$700 relating to the Fund’s investment in the Liquidity Fund. For the same
period, income distributions earned by the Fund are recorded as interest from
affiliates and totaled $34,745. During the nine months ended September 30,
2007, cost of purchases and sales in the Liquidity Fund were $7,475,000 and
$5,935,000, respectively.
|
|
(j)
(k)
|
|
All
or a portion of the security was pledged to cover margin requirements for
futures contracts.
Rate shown is the Yield to Maturity at September 30, 2007.
|
|
@
|
|
Amount
is less than $500.
|
|
ARS
|
|
Argentinian
Peso
|
|
BRL
|
|
Brazilian
Real
|
|
EGP
|
|
Egyptian
Pound
|
|
EUR
|
|
Euro
|
|
MXN
|
|
Mexican
Peso
|
|
PIK
|
|
Payment-in-Kind
|
|
RUB
|
|
Russian
Ruble
|
|
+
|
|
At
September 30, 2007, the U.S. Federal income tax cost basis of investments was
approximately $120,753,000 and, accordingly, net unrealized appreciation for
U.S. Federal income tax purposes was $66,837,000 of which $71,704,000 related
to appreciated securities and $4,867,000 related to depreciated securities.
|
Foreign Currency Exchange Contract Information:
The
Fund had the following foreign currency exchange contract(s) open at period
end:
|
|
|
|
|
|
|
|
|
|
|
Net
|
|
|
Currency
|
|
|
|
|
|
In
|
|
|
|
Unrealized
|
|
|
to
|
|
|
|
|
|
Exchange
|
|
|
|
Appreciation
|
|
|
Deliver
|
|
Value
|
|
Settlement
|
|
For
|
|
Value
|
|
(Depreciation)
|
|
|
(000)
|
|
(000)
|
|
Date
|
|
(000)
|
|
(000)
|
|
(000
)
|
|
|
EUR
|
267
|
|
$
|
381
|
|
10/31/07
|
|
USD
|
|
365
|
|
$
|
365
|
|
$
|
(16
|
)
|
|
USD
|
68
|
|
68
|
|
10/31/07
|
|
EUR
|
|
50
|
|
71
|
|
3
|
|
|
|
|
|
$
|
449
|
|
|
|
|
|
|
|
$
|
436
|
|
$
|
(13
|
)
|
USD
—United States Dollar
The
Fund had the following futures contract(s) open at period end:
|
|
|
|
|
|
|
|
|
Net Unrealized
|
|
|
|
|
Number
|
|
|
|
|
|
Appreciation
|
|
|
|
|
of
|
|
Value
|
|
Expiration
|
|
(Depreciation)
|
|
|
|
|
Contracts
|
|
(000)
|
|
Date
|
|
(000)
|
|
|
Long:
|
|
|
|
|
|
|
|
|
|
|
U.S.
Treasury
|
|
|
|
|
|
|
|
|
|
|
2yr. Note
|
|
4
|
|
$
|
828
|
|
Dec-07
|
|
$
|
4
|
|
|
U.S.
Treasury
|
|
|
|
|
|
|
|
|
|
|
5yr. Note
|
|
5
|
|
535
|
|
Dec-07
|
|
4
|
|
|
U.S.
Treasury
|
|
|
|
|
|
|
|
|
|
|
10yr. Note
|
|
10
|
|
1,093
|
|
Dec-07
|
|
6
|
|
|
Short:
|
|
|
|
|
|
|
|
|
|
|
U.S.
Treasury
|
|
|
|
|
|
|
|
|
|
|
Long Bond
|
|
12
|
|
1,336
|
|
Dec-07
|
|
1
|
|
|
|
|
|
|
|
|
|
|
$
|
15
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap Contracts
The
Fund had the following credit default swap agreement(s) open at period end:
|
|
|
|
|
|
|
|
|
|
|
Unrealized
|
|
|
|
|
|
|
|
|
|
|
|
|
Appreciation
|
|
|
|
|
Buy/Sell
|
|
Notional
|
|
Pay/Receive Fixed
|
|
Termination
|
|
(Depreciation)
|
|
|
Swap Counterparty and Reference Obligation
|
|
Protection
|
|
Amount(000)
|
|
Rate
|
|
Date
|
|
(000)
|
|
|
JPMorgan Chase
|
|
|
|
|
|
|
|
|
|
|
|
|
Dow
Jones CDX North America High Yield Index,
|
|
|
|
|
|
|
|
|
|
|
|
|
Series
8
|
|
Sell
|
|
$
|
510
|
|
2.75%
|
|
6/20/12
|
|
$
|
21
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest
Rate Swap Contracts
The
Fund had the following interest rate swap agreement(s) open at period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized
|
|
|
|
|
|
|
|
|
|
|
|
|
Notional
|
|
Appreciation
|
|
|
|
|
Floating Rate
|
|
Pay/Receive
|
|
|
|
|
|
Amount
|
|
(Depreciation)
|
|
|
Swap
Counterparty
|
|
Index
|
|
Floating Rate
|
|
Fixed Rate
|
|
Termination Date
|
|
(000)
|
|
(000)
|
|
|
|
|
Dow
Jones CDX
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
North
America
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
High
Yield Index,
|
|
|
|
|
|
|
|
|
|
|
|
|
JPMorgan
Chase
|
|
Series
8
|
|
Pay
|
|
5.43%
|
|
8/20/17
|
|
$
|
1,200
|
|
$
|
20
|
|
|
|
|
3
Month LIBOR
|
|
Pay
|
|
5.36
|
|
8/24/17
|
|
750
|
|
9
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
29
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LIBOR
— London Inter Bank Offer Rate
At
September 30, 2007, the Fund had reverse repurchase agreements
outstanding with Lehman Brothers and UBS Warburg as follows:
|
|
|
Maturity
in
|
|
|
|
|
less than
|
|
|
Lehman Brothers Agreement
|
|
365 Days
|
|
|
Value of Securities Subject to Repurchase
|
|
$
|
810,379
|
|
|
Liability Under Reverse Repurchase
|
|
|
|
|
Agreement
|
|
$
|
813,329
|
|
|
Weighted Average Days to Maturity
|
|
62.11
|
|
|
|
|
|
|
|
|
|
Maturity
in
|
|
|
|
|
less than
|
|
|
UBS Warburg Agreement
|
|
365 Days
|
|
|
Value of Securities Subject to Repurchase
|
|
$
|
1,936,519
|
|
|
Liability Under Reverse Repurchase
|
|
|
|
|
Agreement
|
|
$
|
1,959,888
|
|
|
Weighted Average Days to Maturity
|
|
69.46
|
|
|
|
|
|
|
Item
2. Controls and Procedures.
(a) The Fund’s principal executive officer and
principal financial officer have concluded that the Fund’s disclosure controls
and procedures are sufficient to ensure that information required to be
disclosed by the Fund in this Form N-Q was recorded, processed, summarized and
reported within the time periods specified in the Securities and Exchange
Commission’s rules and forms, based upon such officers’ evaluation of these
controls and procedures as of a date within 90 days of the filing date of the
report.
(b) There were no changes in the Fund’s internal
control over financial reporting that occurred during the registrant’s fiscal
quarter that has materially affected, or is reasonably likely to materially
affect, the Fund’s internal control over financial reporting.
Item
3. Exhibits.
SIGNATURES
Pursuant to
the requirements of the Securities Exchange Act of 1934 and the Investment
Company Act of 1940, the registrant has duly caused this report to be signed on
its behalf by the undersigned, thereunto duly authorized.
|
(Registrant)
|
Morgan
Stanley Global Opportunity Bond Fund, Inc.
|
|
|
By:
|
/s/ Ronald E. Robison
|
|
|
Name:
|
Ronald E.
Robison
|
|
|
Title:
|
Principal
Executive Officer
|
|
|
Date:
|
November 20,
2007
|
|
|
|
|
|
|
|
Pursuant to
the requirements of the Securities Exchange Act of 1934 and the Investment Company
Act of 1940, this report has been signed by the following persons on behalf of
the registrant and in the capacities and on the dates indicated.
|
By:
|
/s/ Ronald E. Robison
|
|
|
Name:
|
Ronald E.
Robison
|
|
|
Title:
|
Principal
Executive Officer
|
|
|
Date:
|
November 20,
2007
|
|
|
|
|
|
|
By:
|
/s/ James Garrett
|
|
|
Name:
|
James
Garrett
|
|
|
Title:
|
Principal
Financial Officer
|
|
|
Date:
|
November 20,
2007
|
|
|
|
|
|
|
|
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