Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
25 Februar 2014 - 5:33PM
Edgar (US Regulatory)
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: 811-06103
Investors Cash Trust
(Exact name of registrant as specified in charter)
345 Park Avenue
New York, NY 10154
(Address of principal executive offices) (Zip code)
Paul Schubert
60 Wall Street
New York, NY 10005
(Name and address of agent for service)
Registrant's telephone number, including area code:
(212) 250-3220
Date of fiscal year end:
3/31
Date of reporting period:
12/31/2013
ITEM 1.
|
SCHEDULE OF INVESTMENTS
|
Investment Portfolio
|
as of
December 31, 2013 (Unaudited)
|
Central Cash Management Fund
|
Principal
Amount ($)
|
|
Value ($)
|
|
|
Government & Agency Obligations 55.3%
|
|
U.S. Government Sponsored Agencies 50.6%
|
|
Federal Farm Credit Bank:
|
|
|
|
|
|
|
|
|
0.119% *, 2/6/2014
|
|
25,000,000
|
|
25,000,000
|
|
|
0.129% **, 7/16/2014
|
|
10,000,000
|
|
9,992,922
|
|
|
0.13% *, 2/2/2015
|
|
25,000,000
|
|
24,995,879
|
|
|
0.135% *, 10/27/2014
|
|
3,010,000
|
|
3,010,387
|
|
|
0.139% **, 8/7/2014
|
|
10,000,000
|
|
9,991,522
|
|
|
0.145% *, 11/26/2014
|
|
8,000,000
|
|
8,001,123
|
|
|
0.147% *, 10/20/2014
|
|
20,000,000
|
|
20,000,912
|
|
|
0.22% *, 3/4/2015
|
|
5,000,000
|
|
5,005,350
|
|
Federal Home Loan Bank:
|
|
|
|
|
|
|
|
|
0.048% **, 1/9/2014
|
|
7,500,000
|
|
7,499,917
|
|
|
0.048% **, 1/21/2014
|
|
10,000,000
|
|
9,999,722
|
|
|
0.056% **, 1/16/2014
|
|
10,000,000
|
|
9,999,750
|
|
|
0.095% *, 4/22/2014
|
|
38,000,000
|
|
37,999,982
|
|
|
0.095% *, 4/25/2014
|
|
12,000,000
|
|
12,000,000
|
|
|
0.125%, 3/27/2014
|
|
8,000,000
|
|
7,998,938
|
|
|
0.125%, 6/18/2014
|
|
12,000,000
|
|
11,997,211
|
|
|
0.129% **, 6/11/2014
|
|
15,000,000
|
|
14,991,279
|
|
|
0.13%, 3/19/2014
|
|
12,000,000
|
|
11,999,526
|
|
|
0.134% **, 8/25/2014
|
|
13,000,000
|
|
12,988,495
|
|
|
0.14%, 5/22/2014
|
|
12,000,000
|
|
11,999,442
|
|
|
0.144% **, 4/9/2014
|
|
5,000,000
|
|
4,998,026
|
|
|
0.147% **, 2/18/2014
|
|
8,500,000
|
|
8,498,300
|
|
|
0.149% **, 4/9/2014
|
|
5,000,000
|
|
4,997,958
|
|
|
0.17%, 3/25/2014
|
|
8,000,000
|
|
7,999,781
|
|
|
0.17%, 8/1/2014
|
|
10,000,000
|
|
9,999,578
|
|
|
0.17%, 9/5/2014
|
|
10,000,000
|
|
9,998,816
|
|
|
0.18%, 3/7/2014
|
|
8,000,000
|
|
7,999,898
|
|
|
2.375%, 3/14/2014
|
|
9,050,000
|
|
9,089,059
|
|
Federal Home Loan Mortgage Corp.:
|
|
|
|
|
|
|
|
|
0.072% **, 1/8/2014
|
|
12,500,000
|
|
12,499,806
|
|
|
0.08% **, 4/24/2014
|
|
12,500,000
|
|
12,496,861
|
|
|
0.089% **, 3/26/2014
|
|
12,000,000
|
|
11,997,480
|
|
|
0.089% **, 5/13/2014
|
|
12,500,000
|
|
12,495,875
|
|
|
0.098% **, 2/20/2014
|
|
18,000,000
|
|
17,997,500
|
|
|
0.099% **, 6/4/2014
|
|
10,000,000
|
|
9,995,722
|
|
|
0.106% **, 1/22/2014
|
|
10,000,000
|
|
9,999,358
|
|
|
0.106% **, 1/23/2014
|
|
12,500,000
|
|
12,499,160
|
|
|
0.109% **, 3/19/2014
|
|
10,000,000
|
|
9,997,647
|
|
|
0.119% **, 3/12/2014
|
|
15,000,000
|
|
14,996,500
|
|
|
0.119% **, 5/27/2014
|
|
17,500,000
|
|
17,491,483
|
|
|
0.119% **, 6/18/2014
|
|
15,000,000
|
|
14,991,600
|
|
|
0.129% **, 3/25/2014
|
|
10,000,000
|
|
9,997,003
|
|
|
0.139% **, 4/22/2014
|
|
10,000,000
|
|
9,995,683
|
|
|
0.14% **, 8/26/2014
|
|
7,000,000
|
|
6,993,548
|
|
|
0.163% **, 7/7/2014
|
|
15,000,000
|
|
14,987,222
|
|
|
0.17% **, 12/3/2014
|
|
10,000,000
|
|
9,984,133
|
|
|
1.375%, 2/25/2014
|
|
8,000,000
|
|
8,014,816
|
|
|
4.5%, 4/2/2014
|
|
5,000,000
|
|
5,053,955
|
|
Federal National Mortgage Association:
|
|
|
|
|
|
|
|
|
0.054%, 1/2/2014
|
|
20,000,000
|
|
19,999,956
|
|
|
0.1% **, 6/2/2014
|
|
10,000,000
|
|
9,995,778
|
|
|
0.118% **, 2/24/2014
|
|
7,500,000
|
|
7,498,650
|
|
|
0.139% **, 6/2/2014
|
|
5,000,000
|
|
4,997,044
|
|
|
1.25%, 2/27/2014
|
|
8,000,000
|
|
8,013,664
|
|
|
2.75%, 3/13/2014
|
|
8,000,000
|
|
8,040,431
|
|
|
|
600,084,648
|
|
U.S. Treasury Obligations 4.7%
|
|
U.S. Treasury Notes:
|
|
|
|
|
|
|
|
|
1.0%, 1/15/2014
|
|
32,500,000
|
|
32,511,920
|
|
|
2.375%, 9/30/2014
|
|
7,500,000
|
|
7,623,510
|
|
|
2.625%, 6/30/2014
|
|
7,500,000
|
|
7,592,233
|
|
|
4.0%, 2/15/2014
|
|
8,000,000
|
|
8,037,610
|
|
|
|
55,765,273
|
|
|
Total Government & Agency Obligations
(Cost $655,849,921)
|
|
655,849,921
|
|
|
Repurchase Agreements 23.4%
|
|
Barclays Capital, 0.01%, dated 12/31/2013, to be repurchased at $69,000,038 on 1/2/2014 (a)
|
|
69,000,000
|
|
69,000,000
|
|
HSBC Securities, Inc., 0.01%, dated 12/31/2013, to be repurchased at $11,000,006 on 1/2/2014 (b)
|
|
11,000,000
|
|
11,000,000
|
|
HSBC Securities, Inc., 0.02%, dated 12/31/2013, to be repurchased at $45,000,050 on 1/2/2014 (c)
|
|
45,000,000
|
|
45,000,000
|
|
Merrill Lynch & Co., Inc., 0.01%, dated 12/31/2013, to be repurchased at $48,000,027 on 1/2/2014 (d)
|
|
48,000,000
|
|
48,000,000
|
|
Nomura Securities International, 0.02%, dated 12/31/2013, to be repurchased at $35,000,039 on 1/2/2014 (e)
|
|
35,000,000
|
|
35,000,000
|
|
The Goldman Sachs & Co., 0.01%, dated 12/31/2013, to be repurchased at $70,000,039 on 1/2/2014 (f)
|
|
70,000,000
|
|
70,000,000
|
|
|
Total Repurchase Agreements
(Cost $278,000,000)
|
|
278,000,000
|
|
|
|
|
|
|
|
% of
Net Assets
|
|
Value ($)
|
|
|
Total Investment Portfolio
(Cost $933,849,921) †
|
78.7
|
|
933,849,921
|
|
Other Assets and Liabilities, Net
|
21.3
|
|
253,436,721
|
|
|
Net Assets
|
100.0
|
|
1,187,286,642
|
|
For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.
|
†
|
The cost for federal income tax purposes was $933,849,921.
|
*
|
Floating rate securities’ yields vary with a designated market index or market rate, such as the coupon-equivalent of the U.S. Treasury Bill rate. These securities are shown at their current rate as of December 31, 2013.
|
**
|
Annualized yield at time of purchase; not a coupon rate.
|
(a)
|
Collateralized by $70,556,400 U.S. Treasury Note, 2.375%, maturing on 12/31/2020 with a value of $70,380,009.
|
(b)
|
Collateralized by $22,949,013 U.S. Treasury STRIPS, with various maturity dates of 11/15/2031-2/15/2033 with a value of $11,222,468.
|
(c)
|
Collateralized by $47,208,883 Government National Mortgage Association, 3.0%, maturing on 10/20/2042 with a value of $45,900,933.
|
(d)
|
Collateralized by:
|
|
|
|
|
|
|
|
|
|
|
|
18,433,000
|
|
U.S. Treasury Inflation-Indexed Note
|
|
|
0.625
|
|
|
|
|
19,478,025
|
|
|
27,732,100
|
|
|
|
|
2.625
|
|
|
|
|
29,482,043
|
|
|
|
|
|
|
|
|
|
|
|
48,960,068
|
|
(e)
|
Collateralized by $33,212,584 Government National Mortgage Association, with the various coupon rates from 2.49-7.5%, with various maturity dates of 6/15/2019-6/20/2043 with a value of $35,753,788.
|
(f)
|
Collateralized by:
|
|
|
|
|
|
|
|
|
|
|
|
71,011,109
|
|
Federal Home Loan Mortgage Corp. - Interest Only
|
|
|
3.5
|
|
|
|
|
9,293,910
|
|
|
10,058,393
|
|
Federal Home Loan Mortgage Corp. - Principal Only
|
|
|
|
|
|
|
9,219,000
|
|
|
369,999,097
|
|
Federal National Mortgage Association - Interest Only
|
|
|
2.5-4.0
|
|
|
|
|
52,887,090
|
|
|
|
|
|
|
|
|
|
|
|
71,400,000
|
|
Interest Only: Interest Only (IO) bonds represent the "interest only" portion of payments on a pool of underlying mortgages or mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.
|
Principal Only: Principal Only (PO) bonds represent the “principal only” portion of payments on a pool of underlying mortgages or mortgage-backed securities.
|
STRIPS: Separate Trading of Registered Interest and Principal Securities
|
Fair Value Measurements
Various inputs are used in determining the value of the Fund’s investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Securities held by the Portfolio are reflected as Level 2 because the securities are valued at amortized cost (which approximates fair value) and, accordingly, the inputs used to determine value are not quoted prices in an active market.
The following is a summary of the inputs used as of December 31, 2013 in valuing the Fund's investments.
Assets
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Government & Agency Obligations
(g)
|
|
$
|
—
|
|
|
$
|
655,849,921
|
|
|
$
|
—
|
|
|
$
|
655,849,921
|
|
Repurchase Agreements
|
|
|
—
|
|
|
|
278,000,000
|
|
|
|
—
|
|
|
|
278,000,000
|
|
Total
|
|
$
|
—
|
|
|
$
|
933,849,921
|
|
|
$
|
—
|
|
|
$
|
933,849,921
|
|
There have been no transfers between fair value measurement levels during the period ended December 31, 2013.
|
(g)
|
See Investment Portfolio for additional detailed categorizations.
|
ITEM 2.
|
CONTROLS AND PROCEDURES
|
|
|
|
(a)
The Chief Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on the evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
|
|
|
|
(b)
There have been no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.
|
|
|
ITEM 3.
|
EXHIBITS
|
|
|
|
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.
|
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:
|
Central Cash Management Fund, a series of Investors Cash Trust
|
|
|
By:
|
/s/Brian E. Binder
Brian E. Binder
President
|
|
|
Date:
|
February 21, 2014
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By:
|
/s/Brian E. Binder
Brian E. Binder
President
|
|
|
Date:
|
February 21, 2014
|
|
|
|
|
|
|
By:
|
/s/Paul Schubert
Paul Schubert
Chief Financial Officer and Treasurer
|
|
|
Date:
|
February 21, 2014
|
Investors Cash Trust (NASDAQ:ICTXX)
Historical Stock Chart
Von Jun 2024 bis Jul 2024
Investors Cash Trust (NASDAQ:ICTXX)
Historical Stock Chart
Von Jul 2023 bis Jul 2024
Echtzeit-Nachrichten über Investors Cash Trust (MM) (NASDAQ): 0 Nachrichtenartikel
Weitere Investors Cash Trust News-Artikel