EX-99.77B ACCT LTTR

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Board of Directors, Trustees and Shareholders of
Morgan Stanley Quality Municipal Investment Trust:
In planning and performing our audit of the financial statements of Morgan Stanley Quality Municipal Investment Trust (the “Trust”) as of and for the year ended October 31, 2006 (on which we have issued our report dated January 12, 2007), in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered its internal control over financial reporting, including control activities for safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting.  Accordingly, we express no such opinion.
The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting.  In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls.  The Trust’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles.  Such internal control includes policies and procedures that provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a Trust’s assets that could have a material effect on the financial statements.
Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements.  Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.
A control deficiency exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis.  A significant deficiency is a control deficiency, or combination of control deficiencies, that adversely affect the Trust’s ability to initiate, authorize, record, process or report  external financial data reliably in accordance with generally accepted accounting principles such that there is more than a remote likelihood that a misstatement of the Trust’s annual or interim financial statements that is more than inconsequential will not be prevented or detected.  A material weakness is a significant deficiency, or combination of significant deficiencies, that results in more than a remote likelihood that a material misstatement of the annual or interim financial statements will not be prevented or detected.
Our consideration of the Trust’s internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in  internal control that might be significant deficiencies or material weaknesses under standards established by the Public Company Accounting Oversight Board (United States).  However, as discussed below, we noted the following deficiency in the design of the Trust’s internal control over financial reporting, that we consider to be a material weakness, as defined above, as of October 31, 2006.

The Trust’s controls related to the review and analysis of the relevant terms and conditions of certain transfers of securities were not designed to appropriately determine whether the transfers qualified for sale accounting under the provisions of Statement of Financial Accounting Standards No. 140 "Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities." As a result of this weakness, material adjustments to the Trust’s financial statements and financial highlights as of and for the period ended October 31, 2006, prior to their filing, were recorded to appropriately account for such transfers of securities as secured borrowings, rather than sales.  The effects of the adjustments on the financial statements were to increase assets and liabilities by corresponding and equal amounts, and to increase interest income and interest expense by corresponding and equal amounts. Additionally, adjustments were made to certain ratios reported in the financial highlights f
or the current year. This material weakness was considered in determining the nature, timing, and extent of audit tests applied in our audit of the financial statements as of and for the year ended October 31, 2006, of the Trust  and this report does not affect our report on such financial statements.
This report is intended solely for the information and use of shareholders, management and the Board of Directors and Trustees of Morgan Stanley Quality Municipal Investment Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.



New York, New York
January 12, 2007

EX-99.77D POLICIES

Item 77(D)
Morgan Stanley Quality Municipal Investment Trust (the
"Fund")

The Board recently approved the following:

The Fund may enter into interest rate swaps and may purchase
or sell interest rate caps, floors and collars. The Fund
expects to enter into these transactions primarily to manage
interest rate risk, hedge portfolio positions and preserve a
return or spread on a particular investment or portion of
its portfolio. The Fund may also enter into these
transactions to protect against any increase in the price of
securities the Fund anticipates purchasing at a later date.
The Fund does not intend to use these transactions as
speculative investments and will not enter into interest
rate swaps or sell interest rate caps or floors where it
does not own or have the right to acquire the underlying
securities or other  instruments providing the income stream
the Fund may be obligated to pay. Interest rate swaps
involve the exchange by the Fund with another party of their
respective commitments to pay or receive interest, e.g., an
exchange of floating rate payments for fixed-rate payments.
The purchase of an interest rate cap entitles the purchaser,
to the extent that a specified index exceeds a predetermined
interest rate, to receive payments of interest on a
contractually-based principal amount from the party selling
the interest rate cap. The purchase of an interest rate
floor entitles the purchaser, to the extent that a specified
index falls below a predetermined interest rate, to receive
payments of interest on a contractually-based principal
amount from the party selling the interest rate floor. An
interest rate collar combines the elements of purchasing a
cap and selling a floor. The collar protects against an
interest rate rise above the maximum amount but foregoes the
benefit of an interest rate decline below the minimum
amount.

The Fund may enter into interest rate swaps, caps, floors
and collars on either an asset-based or liability-based
basis, and will usually enter into interest rate swaps on a
net basis, i.e., the two payment streams are netted out,
with the Fund receiving or paying, as the case may be, only
the net amount of the two payments. The net amount of the
excess, if any, of the Fund's obligations over its
entitlements with respect to each interest rate swap will be
accrued on a daily basis and the Fund segregates an amount
of cash and/or liquid securities having an aggregate net
asset value at least equal to the accrued excess. If the
Fund enters into an interest rate swap on other than a net
basis, the Fund would segregate the full amount accrued on a
daily basis of the Fund's obligations with respect to the
swap. Interest rate transactions do not constitute senior
securities under the 1940 Act when the Fund segregates
assets to cover the obligations under the transactions. The
Fund will enter into interest rate swap, cap or floor
transactions only with counterparties approved by the Fund's
Board of Trustees.  The Adviser will monitor the
reditworthiness of counterparties to the Fund's interest
rate swap, cap, floor and collar transactions on an ongoing
basis. If there is a default by the other party to such a
transaction, the Fund will have contractual remedies
pursuant to the agreements related to the transaction. To
the extent the Fund sells (i.e., writes) caps, floors and
collars, it will segregate cash and/or liquid securities
having an aggregate net asset value at least equal to the
full amount, accrued on a daily basis, of the Fund's net
obligations with respect to the caps, floors or collars. The
use of interest rate swaps is a highly specialized activity
which involves investment techniques and risks different
from those associated with
ordinary portfolio securities transactions. If the Adviser
is incorrect in its forecasts of the market values, interest
rates and other applicable factors, the investment
performance of the Fund would diminish compared with what it
would have been if these investment techniques were not
used. The use of interest rate swaps, caps, collars and
floors may also have the effect of shifting the recognition
of income between current and future periods.

These transactions do not involve the delivery of securities
or other underlying assets or principal. Accordingly, the
risk of loss with respect to interest rate swaps is limited
to the net amount of interest payments that the Fund is
contractually obligated to make. If the other party to an
interest rate swap defaults, the Fund's risk of loss
consists of the net amount of interest payments that the
Fund contractually is entitled to receive.
August 24, 2006
Supplement