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Morgan Stanley Institutional Fund of Hedge Funds LP – ‘N-Q’ for 3/31/06

On:  Friday, 5/19/06, at 1:44pm ET   ·   Effective:  5/19/06   ·   For:  3/31/06   ·   Accession #:  1193125-6-116170   ·   File #:  811-10593

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 5/19/06  Morgan Stanley Inst’l Fd of H… LP N-Q         3/31/06    3:338K                                   RR Donnelley/FA

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
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N-Q   —   Morgan Stanley Institutional Fund of Hedge Funds Lp

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  Morgan Stanley Institutional Fund of Hedge Funds LP  

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

 

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number: 811-10593

 

Morgan Stanley Institutional Fund of Hedge Funds LP

(Exact Name of Registrant as specified in Charter)

 

One Tower Bridge

100 Front Street, Suite 1100

West Conshohocken, Pennsylvania 19428-2881

(Address of principal executive offices)

 

Barry Fink, Esq.

Morgan Stanley Investment Management Inc.

1221 Avenue of the Americas

New York, NY 10020

(Name and address of agent for service)

 

Registrant’s Telephone Number, including Area Code: (610) 260-7600

 

Date of fiscal year end: December 31

 

Date of reporting period: March 31, 2006

Item 1. Schedule of Investments.

The Registrant’s schedule of investments as of the close of the reporting period prepared pursuant to Rule 12-12 of Regulation S-X is as follows:

LOGO

MORGAN STANLEY ALTERNATIVE INVESTMENT PARTNERS LP

 

Morgan Stanley Institutional Fund of Hedge Funds LP

Schedule of Investments (Unaudited)

March 31, 2006

 

Description

   

First

Acquisition

Date

    Cost   

Fair

Value

    

Percent of

Partners’

Capital

  

Investment Funds

           

Convertible Arbitrage

           

KBC Convertible Opportunities Fund, LP

    7/1/2002    $ 1,216,852    $ 1,140,125     0.05 %

Lydian Partners II, LP

    7/1/2002      23,750,000      31,726,234     1.48  
                        

Total Convertible Arbitrage

         24,966,852      32,866,359     1.53  
                        

Distressed

           

Avenue Asia Investments, LP

    7/1/2002      18,100,000      28,358,659     1.32  

Avenue Europe Investments, LP

    8/1/2004      38,000,000      42,584,346     1.98  

ORN European Distressed Debt Fund, LLC

    11/1/2003      32,631,840      36,389,885     1.69  
                        

Total Distressed

         88,731,840      107,332,890     4.99  
                        

Equity Long/Short - High Hedge

           

Bryn Mawr Capital, LP

    10/1/2002      9,987,725      12,637,976     0.59  

Durban Capital, LP

    7/1/2004      16,750,000      17,858,689     0.83  

FrontPoint Healthcare Fund, LP

    5/1/2003      22,000,000      26,859,190     1.25  

Highbridge Long/Short Equity Fund, LP

    1/1/2005      29,000,000      31,693,893     1.47  
                        

Total Equity Equity Long/Short - High Hedge

         77,737,725      89,049,748     4.14  
                        

Equity Long/Short - Opportunistic

           

Amici Associates, LP

    5/1/2004      20,000,000      24,352,105     1.13  

Atlas Capital (QP), LP

    8/1/2004      27,000,000      29,629,321     1.38  

Delta Institutional, LP

    3/1/2004      47,400,000      72,165,257     3.36  

Elm Ridge Capital Partners, LP

    7/1/2004      14,000,000      14,741,980     0.69  

Gotham Asset Management (U.S.), LP

    8/1/2003      1,999,839      2,475,345     0.12  

Karsch Capital II, LP

    5/1/2004      21,000,000      26,742,311     1.24  

Lancer Partners, LP

    7/1/2002      15,625,000      —   (a)   0.00  

Lansdowne Global Financials Fund, LP

    10/1/2004      52,000,000      72,964,429     3.40  

Maverick Fund USA, Ltd.

    7/1/2002      38,125,539      43,796,798     2.04  

Tiger Global, LP

    1/1/2003      18,500,000      25,772,359     1.20  

Value Partners China Hedge Fund, LLC

    2/1/2005      8,000,000      10,352,246     0.48  

Visium Balanced Fund, LP

    12/1/2005      40,000,000      46,138,296     2.15  
                        

Total Equity Long/Short - Opportunistic

         303,650,378      369,130,447     17.19  
                        

 

1

LOGO

MORGAN STANLEY ALTERNATIVE INVESTMENT PARTNERS LP

 

Morgan Stanley Institutional Fund of Hedge Funds LP

Schedule of Investments (Unaudited) (continued)

March 31, 2006

 

Description

   

First

Acquisition

Date

    Cost   

Fair

Value

    

Percent of

Partners’

Capital

  

Investment Funds (continued)

           

Event Driven Credit

           

Fir Tree Recovery Fund, LP

    7/1/2002    $ 15,500,000    $ 23,942,954     1.11 %

Plainfield Special Situations Onshore Feeder Fund, LP

    8/1/2005      30,000,000      32,553,130     1.51  
                        

Total Event Driven Credit

         45,500,000      56,496,084     2.62  
                        

Fixed Income Arbitrage

           

Endeavour Fund I, LLC

    3/1/2004      24,450,000      27,400,376     1.28  

Nylon Flagship Fund, LP

    2/1/2005      43,000,000      41,641,424     1.94  

Oak Hill CCF Partners, LP

    2/1/2005      30,000,000      32,923,966     1.53  
                        

Total Fixed Income Arbitrage

         97,450,000      101,965,766     4.75  
                        

Macro

           

Brevan Howard, LP - Series A

    8/1/2004      23,000,000      27,586,583     1.28  

Brevan Howard, LP - Series B

    3/1/2006      25,000,000      25,697,500     1.20  
                        

Total Macro

         48,000,000      53,284,083     2.48  
                        

Merger/Risk Arbitrage

           

Deephaven Event Fund, LLC

    1/1/2006      55,000,000      59,460,948     2.77  
                        

Total Merger/Risk Arbitrage

         55,000,000      59,460,948     2.77  
                        

Mortgage Arbitrage

           

Ellington Mortgage Partners, LP

    7/1/2002      45,750,000      61,640,612     2.87  

Highland Opportunity Fund, LP

    8/1/2002      44,500,000      50,410,083     2.34  

Metacapital Fixed Income Relative Value Fund, LP

    7/1/2003      33,000,000      35,282,547     1.64  

New Ellington Credit Partners, LP

    2/1/2006      60,000,000      61,048,536     2.84  

Parmenides Fund, LP

    9/1/2003      38,000,000      42,574,522     1.98  

Safe Harbor Fund, LP (b)

    7/1/2002      18,750,000      8,800,416 (a)   0.41  

Smith Breeden Mortgage Partners, LP

    12/1/2004      6,500,000      6,807,025     0.32  

Structured Servicing Holdings, LP

    7/1/2002      17,825,940      27,453,157     1.28  
                        

Total Mortgage Arbitrage

         264,325,940      294,016,898     13.68  
                        

 

2

LOGO

MORGAN STANLEY ALTERNATIVE INVESTMENT PARTNERS LP

 

Morgan Stanley Institutional Fund of Hedge Funds LP

Schedule of Investments (Unaudited) (continued)

March 31, 2006

 

Description

   

First

Acquisition

Date

    Cost   

Fair

Value

   

Percent of

Partners’

Capital

  

Investment Funds (continued)

            

Multi-Strategy

            

Amaranth Partners, LLC

    11/1/2004    $ 70,000,000    $ 93,489,937    4.35 %

AQR Absolute Return Instititutional Fund, LP

    7/1/2002      24,750,000      31,421,910    1.46  

Citadel Wellington, LLC

    7/1/2002      76,250,000      104,648,884    4.87  

D.E. Shaw Composite Fund, LLC

    9/1/2005      100,171,336      106,729,580    4.97  

D.E. Shaw Oculus Fund, LLC

    11/1/2004      34,000,000      44,068,340    2.05  

HBK Fund, LP

    7/1/2002      94,161,677      114,313,000    5.32  

OZ Domestic Partners, LP

    7/1/2002      37,500,000      57,730,634    2.69  

Polygon Global Opportunities Fund, LP

    7/1/2005      95,000,000      107,439,007    5.00  

Q Funding III, LP

    7/1/2002      9,912,040      19,001,798    0.88  

Severn River Capital Partners, LP

    8/1/2004      1,255,546      1,165,722    0.05  
                       

Total Multi-Strategy

         543,000,599      680,008,812    31.64  
                       

Other Arbitrage

            

Laxey Investors, LP

    9/1/2004      36,000,000      43,840,831    2.04  

Western Investment Activism Partners, LLC

    1/1/2006      42,124,131      43,510,305    2.02  
                       

Total Other Arbitrage

         78,124,131      87,351,136    4.06  
                       

Relative Value Credit

            

Artesian GMSCAF (Onshore) Series, LP - OP2

    2/1/2006      21,626,034      21,920,078    1.02  

Mariner - Credit Risk Advisors Relative Value Fund, LP

    9/1/2003      13,000,000      15,549,695    0.72  

Par IV Fund, LP

    11/1/2004      12,000,000      13,717,880    0.64  

Solent Relative Value Credit Fund, LP

    11/1/2004      34,000,000      36,654,250    1.71  

Trilogy Financial Partners, LP

    1/1/2003      25,000,000      29,404,314    1.37  
                       

Total Relative Value Credit

         105,626,034      117,246,217    5.46  
                       

Restructurings and Value

            

Empyrean Capital Fund, LP

    7/1/2004      37,500,000      40,737,041    1.90  

K Capital II, LP

    2/1/2003      5,000,000      4,142,451    0.19  
                       

Total Restructurings and Value

         42,500,000      44,879,492    2.09  
                       

 

3

LOGO

MORGAN STANLEY ALTERNATIVE INVESTMENT PARTNERS LP

 

Morgan Stanley Institutional Fund of Hedge Funds LP

Schedule of Investments (Unaudited) (continued)

March 31, 2006

 

Description

   

First

Acquisition

Date

    Cost   

Fair

Value

   

Percent of

Partners’

Capital

  

Investment Funds (continued)

            

Statistical Arbitrage

            

Thales Fund, LP

    7/1/2002    $ 4,562,255    $ 6,378,958    0.30 %
                       

Total Statistical Arbitrage

         4,562,255      6,378,958    0.30  
                       

Total Investments in Investment Funds

         1,779,175,754      2,099,467,838    97.70  
                       
           

Short-Term Investments

            

State Street Euro Dollar Time Deposit

            

3.75% due 04/03/06

         36,458,156      36,458,156    1.70  
                       

Total Short-Term Investments

         36,458,156      36,458,156    1.70  
                       

Total Investments in Investment Funds and Short-Term Investments

       $ 1,815,633,910      2,135,925,994    99.40  
               
           

Other Assets, less Liabilities

            12,884,838    0.60  
                   

Total Partners’ Capital

          $ 2,148,810,832    100.00 %
                   

Detailed information about the Investment Funds’ portfolios is not available.

 

(a) Fair valued by Morgan Stanley AIP GP LP, the Registrant’s investment adviser.
(b) In liquidation.

 

4

    Cost   Cost (Rounded)   Fair Value   FMV ROUNDED   Percent of
Partners’
Capital		            

Amaranth Partners L.L.C.

   70,000,000.00   70,000,000.00   93,489,937.41   93,489,937.00   4.35 %    

Amici Associates, L.P.

   20,000,000.00   20,000,000.00   24,352,104.95   24,352,105.00   1.13 %    

AQR Absolute Return Institutional Fund, L.P.

   24,750,000.00   24,750,000.00   31,421,910.14   31,421,910.00   1.46 %    

Artesian Credit Arbitrage Total Return Fund LP

   —     —     —     —     0.00 %    

Artesian GMSCAF (Onshore) Series LP - OP Series 2

   21,626,034.00   21,626,034.00   21,920,078.32   21,920,078.00   1.02 %    

Atlas Capital (Q.P.), L.P.

   27,000,000.00   27,000,000.00   29,629,320.72   29,629,321.00   1.38 %    

Avenue Asia Investments, L.P.

   18,100,000.00   18,100,000.00   28,358,658.64   28,358,659.00   1.32 %    

Avenue Europe Investments, L.P.

   38,000,000.00   38,000,000.00   42,584,345.62   42,584,346.00   1.98 %    

Brevan Howard L.P. - Series A

   23,000,000.00   23,000,000.00   27,586,582.52   27,586,583.00   1.28 %    

Brevan Howard L.P. - Series B

   25,000,000.00   25,000,000.00   25,697,500.00   25,697,500.00   1.20 %    

Bryn Mawr Capital, L.P.

   9,987,724.70   9,987,725.00   12,637,975.74   12,637,976.00   0.59 %    

Citadel Wellington LLC

   76,250,000.00   76,250,000.00   104,648,883.68   104,648,884.00   4.87 %    

D.E. Shaw Oculus Fund, L.L.C.

   34,000,000.00   34,000,000.00   44,068,340.45   44,068,340.00   2.05 %    

D.E. Shaw Composite Fund, LLC

   100,171,336.00   100,171,336.00   106,729,580.16   106,729,580.00   4.97 %    

Delta Institutional, LP

   47,400,000.00   47,400,000.00   72,165,257.30   72,165,257.00   3.36 %    

Deephaven Event Fund LLC

   55,000,000.00   55,000,000.00   59,460,947.99   59,460,948.00   2.77 %    

Durban Capital, L.P.

   16,750,000.00   16,750,000.00   17,858,689.00   17,858,689.00   0.83 %    

Ellington Mortgage Partners, L.P.

   45,750,000.00   45,750,000.00   61,640,611.94   61,640,612.00   2.87 %    

Elm Ridge Capital Partners, L.P.

   14,000,000.00   14,000,000.00   14,741,980.01   14,741,980.00   0.69 %    

Empyrean Capital Fund, LP

   37,500,000.00   37,500,000.00   40,737,040.30   40,737,041.00   1.90 %    

Endeavour Fund I LLC

   24,450,000.00   24,450,000.00   27,400,376.28   27,400,376.00   1.28 %    

Fir Tree Recovery Fund, L.P.

   15,500,000.00   15,500,000.00   23,942,953.58   23,942,954.00   1.11 %    

FrontPoint Healthcare Fund, L.P.

   22,000,000.00   22,000,000.00   26,859,190.44   26,859,190.00   1.25 %    

Gotham Asset Management (U.S.), L.P.

   1,999,838.74   1,999,839.00   2,475,344.66   2,475,345.00   0.12 %    

HBK Fund L.P. - Class A & Class C

   94,161,677.56   94,161,677.00   114,313,000.00   114,313,000.00   5.32 %    

Highland Opportunity Fund, L.P.

   44,500,000.00   44,500,000.00   50,410,082.91   50,410,083.00   2.35 %    

Highbridge Long/Short Equity Fund LP

   29,000,000.00   29,000,000.00   31,693,892.93   31,693,893.00   1.47 %    

K Capital II, L.P.

   5,000,000.00   5,000,000.00   4,142,451.29   4,142,451.00   0.19 %    

Karsch Capital II, LP

   21,000,000.00   21,000,000.00   26,742,311.41   26,742,311.00   1.24 %    

KBC Alpha Series Feeder Fund a/c KBC Convertible Opportunities Fund (L.P.) - Class A

   1,216,852.03   1,216,852.00   1,140,125.04   1,140,125.00   0.05 %    

Lancer Partners, Limited Partnership

   15,625,000.00   15,625,000.00   —     —     0.00 %    

Lansdowne Global Financials Fund, L.P.

   52,000,000.00   52,000,000.00   72,964,429.38   72,964,429.00   3.40 %    

Laxey Investors L.P.

   36,000,000.00   36,000,000.00   43,840,830.98   43,840,831.00   2.04 %    

Lydian Partners II L.P.

   23,750,000.00   23,750,000.00   31,726,234.38   31,726,234.00   1.48 %    

Mariner - Credit Risk Advisors Relative Value Fund, LP

   13,000,000.00   13,000,000.00   15,549,695.44   15,549,695.00   0.72 %    

Maverick Fund USA, Ltd.

   38,125,539.30   38,125,539.00   43,796,797.58   43,796,798.00   2.04 %    

Metacapital Fixed Income Relative Value Fund, L.P.

   33,000,000.00   33,000,000.00   35,282,547.37   35,282,547.00   1.64 %    

New Ellington Credit Partners LP

   60,000,000.00   60,000,000.00   61,048,536.00   61,048,536.00   2.84 %    

Nylon Flagship Fund L.P.

   43,000,000.00   43,000,000.00   41,641,424.10   41,641,424.00   1.94 %    

Oak Hill CCF Partners, L.P.

   30,000,000.00   30,000,000.00   32,923,966.00   32,923,966.00   1.53 %    

ORN European Distressed Debt Fund LLC USD Class Series 5 2004, Series 11. Series 11 2005

   32,631,840.00   32,631,840.00   36,389,885.04   36,389,885.00   1.69 %    

OZ Domestic Partners, L.P.

   37,500,000.00   37,500,000.00   57,730,633.92   57,730,634.00   2.69 %    

Par IV Fund, L.P.

   12,000,000.00   12,000,000.00   13,717,880.00   13,717,880.00   0.64 %    

Parmenides Fund, L.P.

   38,000,000.00   38,000,000.00   42,574,522.01   42,574,522.00   1.98 %    

Plainfield Special Situations Onshore Feeder Fund LP

   30,000,000.00   30,000,000.00   32,553,129.68   32,553,130.00   1.51 %    

Polygon Global Opportunities Fund, L.P. - Class C

   95,000,000.00   95,000,000.00   107,439,007.22   107,439,007.00   5.00 %    

Q Funding III, L.P.

   9,912,040.31   9,912,040.00   19,001,798.49   19,001,798.00   0.88 %    

Safe Harbor Fund, L.P.

   18,750,000.00   18,750,000.00   8,800,415.84   8,800,416.00   0.41 %    

Severn River Capital Partners, LP

   1,255,545.81   1,255,546.00   1,165,722.22   1,165,722.00   0.05 %    

Smith Breeden Mortgage Partners L.P.

   6,500,000.00   6,500,000.00   6,807,024.43   6,807,025.00   0.32 %    

Solent Relative Value Credit Fund L.P.

   34,000,000.00   34,000,000.00   36,654,249.40   36,654,250.00   1.71 %    

Structured Servicing Holdings, L.P.

   17,825,939.92   17,825,940.00   27,453,157.36   27,453,157.00   1.28 %    

Thales Fund, L.P.

   4,562,254.52   4,562,255.00   6,378,958.05   6,378,958.00   0.30 %    

Tiger Global, L.P.

   18,500,000.00   18,500,000.00   25,772,358.92   25,772,359.00   1.20 %    

Trilogy Financial Partners, L.P.

   25,000,000.00   25,000,000.00   29,404,313.75   29,404,314.00   1.37 %    

Value Partners China Hedge Fund LLC

   8,000,000.00   8,000,000.00   10,352,245.58   10,352,246.00   0.48 %    

Vega Relative Value Fund Limited, Investor USD Class Series 1

   —     —     —     —     0.00 %    

Visium Balanced Fund LP

   40,000,000.00   40,000,000.00   46,138,296.48   46,138,296.00   2.15 %    

Western Investment Activism Partners LLC

   42,124,131.00   42,124,131.00   43,510,305.00   43,510,305.00   2.02 %    
            TRIAL BALANCE  
                         

Swaptions expired 12/20/05

   1,779,175,753.89   1,779,175,754.00   2,099,467,838.02   2,099,467,838.00   97.70 %   2,099,467,838.02   (0.00 )
                         

Iboxx CDX Swaption (Strike .45%)

   —     —       —     0.00 %    

Iboxx CDX Swaption (Strike .50%)

   —     —       —     0.00 %    

Iboxx CDX Swaption (Strike .50%)

   —     —       —     0.00 %    

Iboxx CDX Swaption (Strike .75%)

   —     —       —     0.00 %    

Iboxx CDX Swaption (Strike .75%)

   —     —       —     0.00 %    
                         
  —     —     —     —     0.00 %    
                         

Cash Equivalent

   36458156.17   36,458,156.00   36,458,156.17   36,458,156.00   1.70 %   36,458,156.17   —    
                         

Total Investments

   1,815,633,910.06   1,815,633,910.00   2,135,925,994.19   2,135,925,994.00   99.40 %    

Other Assets less Liabilities

       12,884,837.40   12,884,838.00   0.60 %    

Total Partners’ Capital

       2,148,810,831.59   2,148,810,832.00   100.00 %   2,148,810,831.59   —    
                         

Description

    Cost    Value Fair     

HBK Fund L.P. - Class A & Class C

    94,161,677.56    114,313,000.00   

Polygon Global Opportunities Fund, L.P. - Class C

    95,000,000.00    107,439,007.22   

D.E. Shaw Composite Fund, LLC

    100,171,336.00    106,729,580.16   

Citadel Wellington LLC

    76,250,000.00    104,648,883.68   

Amaranth Partners L.L.C.

    70,000,000.00    93,489,937.41   

Lansdowne Global Financials Fund, L.P.

    52,000,000.00    72,964,429.38   

Delta Institutional, LP

    47,400,000.00    72,165,257.30   

Ellington Mortgage Partners, L.P.

    45,750,000.00    61,640,611.94   

New Ellington Credit Partners LP

    60,000,000.00    61,048,536.00   

Deephaven Event Fund LLC

    55,000,000.00    59,460,947.99    853,900,191
          

OZ Domestic Partners, L.P.

    37,500,000.00    57,730,633.92   

Highland Opportunity Fund, L.P.

    44,500,000.00    50,410,082.91   

Visium Balanced Fund LP

    40,000,000.00    46,138,296.48   

D.E. Shaw Oculus Fund, L.L.C.

    34,000,000.00    44,068,340.45   

Laxey Investors L.P.

    36,000,000.00    43,840,830.98   

Maverick Fund USA, Ltd.

    38,125,539.30    43,796,797.58   

Western Investment Activism Partners LLC

    42,124,131.00    43,510,305.00   

Avenue Europe Investments, L.P.

    38,000,000.00    42,584,345.62   

Parmenides Fund, L.P.

    38,000,000.00    42,574,522.01   

Nylon Flagship Fund L.P.

    43,000,000.00    41,641,424.10   

Empyrean Capital Fund, LP

    37,500,000.00    40,737,040.30   

Solent Relative Value Credit Fund L.P.

    34,000,000.00    36,654,249.40   

ORN European Distressed Debt Fund LLC USD Class Series 5 2004, Series 11. Series 11 2005

    32,631,840.00    36,389,885.04   

Metacapital Fixed Income Relative Value Fund, L.P.

    33,000,000.00    35,282,547.37   

Oak Hill CCF Partners, L.P.

    30,000,000.00    32,923,966.00   

Plainfield Special Situations Onshore Feeder Fund LP

    30,000,000.00    32,553,129.68   

Lydian Partners II L.P.

    23,750,000.00    31,726,234.38   

Highbridge Long/Short Equity Fund LP

    29,000,000.00    31,693,892.93   

AQR Absolute Return Institutional Fund, L.P.

    24,750,000.00    31,421,910.14   

Atlas Capital (Q.P.), L.P.

    27,000,000.00    29,629,320.72   

Trilogy Financial Partners, L.P.

    25,000,000.00    29,404,313.75   

Avenue Asia Investments, L.P.

    18,100,000.00    28,358,658.64   

Brevan Howard L.P. - Series A

    23,000,000.00    27,586,582.52   

Structured Servicing Holdings, L.P.

    17,825,939.92    27,453,157.36   

Endeavour Fund I LLC

    24,450,000.00    27,400,376.28   

FrontPoint Healthcare Fund, L.P.

    22,000,000.00    26,859,190.44   

Karsch Capital II, LP

    21,000,000.00    26,742,311.41   

Tiger Global, L.P.

    18,500,000.00    25,772,358.92   

Brevan Howard L.P. - Series B

    25,000,000.00    25,697,500.00   

Amici Associates, L.P.

    20,000,000.00    24,352,104.95   

Fir Tree Recovery Fund, L.P.

    15,500,000.00    23,942,953.58   

Artesian GMSCAF (Onshore) Series LP - OP Series 2

    21,626,034.00    21,920,078.32   

Q Funding III, L.P.

    9,912,040.31    19,001,798.49   

Durban Capital, L.P.

    16,750,000.00    17,858,689.00   

Mariner - Credit Risk Advisors Relative Value Fund, LP

    13,000,000.00    15,549,695.44   

Elm Ridge Capital Partners, L.P.

    14,000,000.00    14,741,980.01   

Par IV Fund, L.P.

    12,000,000.00    13,717,880.00   

Bryn Mawr Capital, L.P.

    9,987,724.70    12,637,975.74   

Value Partners China Hedge Fund LLC

    8,000,000.00    10,352,245.58   

Safe Harbor Fund, L.P.

    18,750,000.00    8,800,415.84   

Smith Breeden Mortgage Partners L.P.

    6,500,000.00    6,807,024.43   

Thales Fund, L.P.

    4,562,254.52    6,378,958.05   

K Capital II, L.P.

    5,000,000.00    4,142,451.29   

Gotham Asset Management (U.S.), L.P.

    1,999,838.74    2,475,344.66   

KBC Alpha Series Feeder Fund a/c KBC Convertible Opportunities Fund (L.P.) - Class A

    1,216,852.03    1,140,125.04   

Artesian Credit Arbitrage Total Return Fund LP

    —      —     

Lancer Partners, Limited Partnership

    15,625,000.00    —     

Vega Relative Value Fund Limited, Investor USD Class Series 1

    —      —     
            
   1,779,175,753.89    2,099,467,838.02   
            

5-Dec

 

70,000,000.00    Amaranth Partners L.L.C.
20,000,000.00    Amici Associates, L.P.
24,750,000.00    AQR Absolute Return Institutional Fund, L.P.
20,000,000.00    Artesian Credit Arbitrage Total Return Fund LP
27,000,000.00    Atlas Capital (Q.P.), L.P.
18,100,000.00    Avenue Asia Investments, L.P.
18,000,000.00    Avenue Europe Investments, L.P.
37,500,000.00    Blue Mountain Credit Alternatives Fund L.P.
23,000,000.00    Brevan Howard L.P.
9,987,724.70    Bryn Mawr Capital, L.P.
76,250,000.00    Citadel Wellington LLC
28,750,000.00    D.E. Shaw Laminar Fund, L.L.C.
34,000,000.00    D.E. Shaw Oculus Fund, L.L.C.
44,000,000.00    D.E. Shaw Composite Fund, LLC
47,400,000.00    Delta Institutional, LP
16,750,000.00    Durban Capital, L.P.
40,750,000.00    Ellington Mortgage Partners, L.P.
14,000,000.00    Elm Ridge Capital Partners, L.P.
37,500,000.00    Empyrean Capital Fund, LP
24,450,000.00    Endeavour Fund I LLC
15,500,000.00    Fir Tree Recovery Fund, L.P.
22,000,000.00    FrontPoint Healthcare Fund, L.P.
14,500,000.00    Gotham Asset Management (U.S.), L.P.
94,161,677.56    HBK Fund L.P. - Class A & Class C
44,500,000.00    Highland Opportunity Fund, L.P.
29,000,000.00    Highbridge Long/Short Equity Fund LP
17,500,000.00    IKOS, LP Equity Class
15,500,000.00    Intrepid Capital Fund (QP), L.P.
22,000,000.00    K Capital II, L.P.
21,000,000.00    Karsch Capital II, LP
5,929,097.79    KBC Convertible Opportunities Fund (L.P.)
15,625,000.00    Lancer Partners, Limited Partnership
52,000,000.00    Lansdowne Global Financials Fund, L.P.
36,000,000.00    Laxey Investors L.P.
23,750,000.00    Lydian Partners II L.P.
13,000,000.00    Mariner - Credit Risk Advisors Relative Value Fund, LP
21,875,000.00    Maverick Fund USA, Ltd.
33,000,000.00    Metacapital Fixed Income Relative Value Fund, L.P.
41,000,000.00    MKP Partners, L.P.
2,158,505.20    Nisswa Fund L.P.
43,000,000.00    Nylon Flagship Fund L.P.
30,000,000.00    Oak Hill CCF Partners, L.P.
27,631,840.00    ORN European Distressed Debt Fund LLC USD
37,500,000.00    OZ Domestic Partners, L.P.

12,000,000.00   Par IV Fund, L.P.
38,000,000.00   Parmenides Fund, L.P.
30,000,000.00   Plainfield Special Situations Onshore Feeder Fund LP
62,000,000.00   Polygon Global Opportunities Fund, L.P.
9,403,366.75   Pequot Credit Opportunities Fund, L.P.
14,000,000.00   Precept Domestic Fund II, L.P. (The)
9,912,040.31   Q Funding III, L.P.
18,750,000.00   Safe Harbor Fund, L.P.
—     Sagamore Hill Partners L.P.
2,500,330.04   Severn River Capital Partners, LP
6,500,000.00   Smith Breeden Mortgage Partners L.P.
34,000,000.00   Solent Relative Value Credit Fund L.P.
17,825,939.92   Structured Servicing Holdings, L.P.
4,562,254.52   Thales Fund, L.P.
5,000,000.00   Tiger Consumer Partners, L.P.
6,500,000.00   Tiger Global, L.P.
25,000,000.00   Trilogy Financial Partners, L.P.
8,000,000.00   Value Partners China Hedge Fund LLC
24,750,000.00   Vega Relative Value Fund Limited, Investor USD
40,000,000.00   Visium Balanced Fund LP
6,600,000.00   Western Investment Hedged Partners L.P.
2,000,000.00   Western Investment Institutional Partners LLC

3/6/2006

 

Amaranth Partners L.L.C.

    $ 70,000,000.00

Amici Associates, L.P.

    $ 20,000,000.00

AQR Absolute Return Institutional Fund, L.P.

    $ 24,750,000.00

Artesian Credit Arbitrage Total Return Fund LP

    $ 0.00

Artesian GMSCAF (Onshore) Series LP - OP Series 2

    $ 21,626,034.00

Atlas Capital (Q.P.), L.P.

    $ 27,000,000.00

Avenue Asia Investments, L.P.

    $ 18,100,000.00

Avenue Europe Investments, L.P.

    $ 38,000,000.00

Brevan Howard L.P. - Series A

    $ 23,000,000.00

Brevan Howard L.P. - Series B

    $ 25,000,000.00

Bryn Mawr Capital, L.P.

    $ 9,987,724.70

Citadel Wellington LLC

    $ 76,250,000.00

D.E. Shaw Oculus Fund, L.L.C.

    $ 34,000,000.00

D.E. Shaw Composite Fund, LLC

      100,171,336.000

Delta Institutional, LP

    $ 47,400,000.00

Deephaven Event Fund LLC

    $ 55,000,000.00

Durban Capital, L.P.

    $ 16,750,000.00

Ellington Mortgage Partners, L.P.

    $ 45,750,000.00

Elm Ridge Capital Partners, L.P.

    $ 14,000,000.00

Empyrean Capital Fund, LP

    $ 37,500,000.00

Endeavour Fund I LLC

    $ 24,450,000.00

Fir Tree Recovery Fund, L.P.

    $ 15,500,000.00

FrontPoint Healthcare Fund, L.P.

    $ 22,000,000.00

Gotham Asset Management (U.S.), L.P.

    $ 1,999,838.74

HBK Fund L.P. - Class A & Class C

    $ 94,161,677.56

Highland Opportunity Fund, L.P.

    $ 44,500,000.00

Highbridge Long/Short Equity Fund LP

    $ 29,000,000.00

K Capital II, L.P.

    $ 5,000,000.00

Karsch Capital II, LP

    $ 21,000,000.00

KBC Alpha Series Feeder Fund a/c KBC Convertible Opportunities Fund (L.P.) - Class A

    $ 1,216,852.03

Lancer Partners, Limited Partnership

    $ 15,625,000.00

Lansdowne Global Financials Fund, L.P.

    $ 52,000,000.00

Laxey Investors L.P.

    $ 36,000,000.00

Lydian Partners II L.P.

    $ 23,750,000.00

Mariner - Credit Risk Advisors Relative Value Fund, LP

    $ 13,000,000.00

Maverick Fund USA, Ltd.

    $ 38,125,539.30

Metacapital Fixed Income Relative Value Fund, L.P.

      33,000,000.000

New Ellington Credit Partners LP

      60,000,000.000

Nylon Flagship Fund L.P.

    $ 43,000,000.00

Oak Hill CCF Partners, L.P.

    $ 30,000,000.00

ORN European Distressed Debt Fund LLC USD Class Series 5 2004, Series 11. Series 11 2005

    $ 32,631,840.00

OZ Domestic Partners, L.P.

    $ 37,500,000.00

Par IV Fund, L.P.

    $ 12,000,000.00

Parmenides Fund, L.P.

    $ 38,000,000.00

Plainfield Special Situations Onshore Feeder Fund LP

    $ 30,000,000.00

Polygon Global Opportunities Fund, L.P. - Class C

    $ 95,000,000.00

Q Funding III, L.P.

    $ 9,912,040.31

Safe Harbor Fund, L.P.

    $ 18,750,000.00

Severn River Capital Partners, LP

    $ 1,255,545.81

Smith Breeden Mortgage Partners L.P.

    $ 6,500,000.00

Solent Relative Value Credit Fund L.P.

      34,000,000.000

Structured Servicing Holdings, L.P.

    $ 17,825,939.92

Thales Fund, L.P.

    $ 4,562,254.52

Tiger Global, L.P.

    $ 18,500,000.00

Trilogy Financial Partners, L.P.

    $ 25,000,000.00

Value Partners China Hedge Fund LLC

    $ 8,000,000.00

Vega Relative Value Fund Limited, Investor USD Class Series 1

    $ 0.00

Visium Balanced Fund LP

    $ 40,000,000.00

Western Investment Activism Partners LLC

    $ 42,124,131.00
   $ 1,779,175,753.89

Item 2. Controls and Procedures

 

(a) The Registrant’s principal executive officer and principal financial officer have concluded that the Registrant’s disclosure controls and procedures are sufficient to ensure that information required to be disclosed by the Registrant in the 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 or corrective actions during the Registrant’s first fiscal quarter with regard to significant deficiencies or material weaknesses in the Registrant’s internal controls over financial reporting or in other factors that could materially affect the Registrant’s internal controls over financial reporting.

Item 3. Exhibits

 

(a) Certifications of Principal Executive Officer and Principal Financial Officer attached to the report as part of EX-99. CERT.

SIGNATURES

Pursuant to the requirement of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused his report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

 

(Registrant)   Morgan Stanley Institutional Fund of Hedge Funds LP
By:  

/s/ Ronald E. Robison

Name:   Ronald E. Robison
Title:   Principal Executive Officer
Date:   May 19, 2006

Pursuant to the requirement 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:   May 19, 2006
By:  

/s/ James Garrett

Name:   James Garrett
Title:   Principal Financial Officer
Date:   May 19, 2006

Dates Referenced Herein

This ‘N-Q’ Filing    Date    Other Filings
Filed on / Effective on:5/19/06None on these Dates
For Period End:3/31/06
 List all Filings 
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