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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Investors Cash Trust (MM) | NASDAQ:ICTXX | NASDAQ | Ordinary Share |
Price Change | % Change | Share Price | Bid Price | Offer Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 0.00 | - |
ITEM 1.
|
SCHEDULE OF INVESTMENTS
|
Consolidated Investment Portfolio |
as of
December 31, 2013 (Unaudited)
|
Principal
Amount ($)(a)
|
Value ($)
|
||||||||||||
Government & Agency Obligations 93.8%
|
|||||||||||||
Sovereign Bonds 9.3%
|
|||||||||||||
Kingdom of Norway, Series 475, 2.0%, 5/24/2023
|
NOK
|
11,204,000
|
1,698,066
|
||||||||||
United Kingdom Gilt Inflation Linked, Series 3MO, 0.125%, 3/22/2024
|
GBP
|
5,715,105
|
9,540,585
|
||||||||||
11,238,651
|
|||||||||||||
U.S. Treasury Obligations 84.5%
|
|||||||||||||
U.S. Treasury Inflation-Indexed Bonds:
|
|||||||||||||
0.75%, 2/15/2042
|
4,651,470
|
3,739,345
|
|||||||||||
1.75%, 1/15/2028
|
11,706,345
|
12,533,106
|
|||||||||||
2.125%, 2/15/2040
|
4,862,790
|
5,463,802
|
|||||||||||
2.125%, 2/15/2041
|
2,133,100
|
2,396,738
|
|||||||||||
2.5%, 1/15/2029
|
5,439,350
|
6,392,085
|
|||||||||||
U.S. Treasury Inflation-Indexed Notes:
|
|||||||||||||
0.125%, 4/15/2016
|
3,703,525
|
3,802,768
|
|||||||||||
0.125%, 7/15/2022
|
22,344,740
|
21,403,825
|
|||||||||||
0.375%, 7/15/2023
|
12,043,680
|
11,615,563
|
|||||||||||
1.125%, 1/15/2021
|
9,075,620
|
9,538,622
|
|||||||||||
1.375%, 7/15/2018 (b)
|
6,498,780
|
7,043,560
|
|||||||||||
1.375%, 1/15/2020
|
13,717,143
|
14,729,852
|
|||||||||||
2.0%, 7/15/2014
|
1,858,650
|
1,899,598
|
|||||||||||
U.S. Treasury Note, 0.75%, 6/15/2014 (c)
|
2,000,000
|
2,005,782
|
|||||||||||
102,564,646
|
|||||||||||||
Total Government & Agency Obligations
(Cost $115,812,732)
|
113,803,297
|
||||||||||||
Mortgage-Backed Securities Pass-Throughs 0.0%
|
|||||||||||||
Federal Home Loan Mortgage Corp., 7.5%, 3/17/2017
|
28,255
|
29,660
|
|||||||||||
Federal National Mortgage Association, 9.0%, 3/1/2020
|
20,871
|
23,471
|
|||||||||||
Total Mortgage-Backed Securities Pass-Throughs
(Cost $51,814)
|
53,131
|
||||||||||||
Asset-Backed 1.1%
|
|||||||||||||
Home Equity Loans
|
|||||||||||||
NovaStar Mortgage Funding Trust, "M3", Series 2004-3, 1.215% *, 12/25/2034 (Cost $1,291,994)
|
1,365,383
|
1,345,016
|
|||||||||||
Short-Term U.S. Treasury Obligations 2.2%
|
|||||||||||||
U.S. Treasury Bills:
|
|||||||||||||
0.02% **, 2/13/2014 (d)
|
1,150,000
|
1,149,983
|
|||||||||||
0.146% **, 6/26/2014 (e)
|
1,000,000
|
999,599
|
|||||||||||
0.073% **, 8/21/2014
|
500,000
|
499,775
|
|||||||||||
0.055% **, 2/13/2014 (d)
|
17,000
|
17,000
|
|||||||||||
Total Short-Term U.S. Treasury Obligations
(Cost $2,666,026)
|
2,666,357
|
||||||||||||
Shares
|
Value ($)
|
||||||||||||
Securities Lending Collateral 6.0%
|
|||||||||||||
Daily Assets Fund Institutional, 0.08% (f) (g) (Cost $7,282,500)
|
7,282,500
|
7,282,500
|
|||||||||||
Cash Equivalents 2.8%
|
|||||||||||||
Central Cash Management Fund, 0.05% (f) (Cost $3,375,552)
|
3,375,552
|
3,375,552
|
|||||||||||
% of
Net Assets
|
Value ($)
|
||||||||||||
Total Consolidated Investment Portfolio
(Cost $130,480,618) †
|
105.9
|
128,525,853
|
|||||||||||
Other Assets and Liabilities, Net
|
(5.9)
|
(7,201,255)
|
|||||||||||
Net Assets
|
100.0
|
121,324,598
|
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.
|
|
*
|
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.
|
†
|
The cost for federal income tax purposes was $131,006,708. At December 31, 2013, net unrealized depreciation for all securities based on tax cost was $2,480,855. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $2,481,047 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $4,961,902.
|
(a)
|
Principal amount stated in U.S. dollars unless otherwise noted.
|
(b)
|
All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The value of securities loaned at December 31, 2013 amounted to $6,502,968, which is 5.3% of net assets.
|
(c)
|
At December 31, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open centrally cleared swap contracts.
|
(d)
|
At December 31, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
|
(e)
|
At December 31, 2013, this security has been pledged, in whole or in part, as collateral for open bilateral swap contracts.
|
(f)
|
Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end.
|
(g)
|
Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates.
|
At December 31, 2013, open futures contracts purchased were as follows:
|
At December 31, 2013, open futures contracts sold were as follows:
|
At December 31, 2013, open written options contracts were as follows:
|
Options on Interest Rate Swap Contracts
|
Swap
Effective/
Expiration
Date
|
Contract
Amount
|
Option
Expiration
Date
|
Premiums
Received ($)
|
Value ($) (h)
|
||||||||||
Call Options
|
||||||||||||||
Receive Fixed - 4.064% - Pay Floating - LIBOR
|
5/13/2014
5/13/2044
|
5,300,000 | 1 |
5/9/2014
|
39,087 | (123,345 | ) | |||||||
Put Options
|
||||||||||||||
Pay Fixed - 2.064% - Receive Floating - LIBOR
|
5/13/2014
5/13/2044
|
5,300,000 | 1 |
5/9/2014
|
39,088 | (4 | ) | |||||||
Pay Fixed - 3.033% - Receive Floating - LIBOR
|
10/24/2014
10/24/2044
|
2,700,000 | 2 |
10/22/2014
|
34,290 | (8,403 | ) | |||||||
Pay Fixed - 3.093% - Receive Floating - LIBOR
|
10/21/2014
10/21/2044
|
2,700,000 | 3 |
10/17/2014
|
37,260 | (9,845 | ) | |||||||
Total Put Options
|
110,638 | (18,252 | ) | |||||||||||
Total
|
149,725 | (141,597 | ) | |||||||||||
(h)
|
Unrealized appreciation on written options on interest rate swap contracts at December 31, 2013 was $8,128.
|
At December 31, 2013, open interest rate swap contracts were as follows:
|
Centrally Cleared Swaps
|
At December 31, 2013, open commodity-linked swap contracts were as follows:
|
Expiration
Date
|
Notional
Amount ($)
|
Fixed Fee Paid
by the Fund
|
Pay/Receive Return
of the Reference Index
|
Value ($) (i)
|
|||||||||
Long Positions
|
|||||||||||||
1/15/2014
|
141,000 | 4 | 0.53 | % |
Barclays Spread Index -022
|
1,458 | |||||||
1/15/2014
|
84,600 | 4 | 0.57 | % |
Barclays-Commodity Strategy 1610 Index
|
1,252 | |||||||
1/15/2014
|
141,000 | 2 | 0.44 | % |
Citi Commodity Term Structure Alpha II DJUBS Index
|
2,211 | |||||||
1/15/2014
|
42,000 | 5 | 0.12 | % |
Dow Jones-UBS Commodity Index
|
(120 | ) | ||||||
1/15/2014
|
181,000 | 6 | 0.1 | % |
Dow Jones-UBS Commodity Index
|
(519 | ) | ||||||
1/15/2014
|
85,000 | 2 | 0.14 | % |
Dow Jones-UBS Commodity Index
|
(244 | ) | ||||||
1/15/2014
|
84,600 | 7 | 0.23 | % |
Dow Jones-UBS Commodity Index 2-4-6 Month Forward Blend
|
44 | |||||||
1/15/2014
|
113,000 | 8 | 0.43 | % |
Goldman Dow Jones-UBS Commodity Excess Return E177 Strategy Index
|
65 | |||||||
1/15/2014
|
73,000 | 6 | 0.65 | % |
JPMorgan SS Explorer
|
312 | |||||||
1/13/2014
|
1,000,000 | 6 | 0.0 | % |
JPMorgan Brent Volemont Strategy
|
4,910 | |||||||
1/15/2014
|
1,000,000 | 6 | 0.0 | % |
JPMorgan WTI Volemont Strategy
|
1,947 | |||||||
1/15/2014
|
14,000 | 5 | 0.4 | % |
Merrill Lynch Commodity Index
|
2 | |||||||
1/15/2014
|
85,000 | 5 | 0.44 | % |
Merrill Lynch Commodity Index eXtra ADLS Modifies Excess Return Index
|
52 | |||||||
1/15/2014
|
267,900 | 9 | 0.79 | % |
UBS Custom Commodity Index
|
(475 | ) | ||||||
Short Positions
|
|||||||||||||
1/15/2014
|
176,000 | 3 | 0.0 | % |
Dow Jones-UBS Commodity Index 3 Month Forward
|
(98 | ) | ||||||
1/15/2014
|
276,800 | 10 | 0.0 | % |
Dow Jones-UBS Commodity Index 3 Month Forward
|
(154 | ) | ||||||
Total net unrealized appreciation
|
10,643 | ||||||||||||
(i)
|
There are no upfront payments on the commodity-linked swaps listed above, therefore unrealized appreciation (depreciation) is equal to their value.
|
Counterparties:
|
|
1
|
Nomura International PLC
|
2
|
Citigroup, Inc.
|
3
|
BNP Paribas
|
4
|
Barclays Bank PLC
|
5
|
Bank of America
|
6
|
JPMorgan Chase Securities, Inc.
|
7
|
Canadian Imperial Bank of Commerce
|
8
|
The Goldman Sachs & Co.
|
9
|
UBS AG
|
10
|
Macquarie Bank Ltd.
|
LIBOR: London Interbank Offered Rate
|
As of December 31, 2013, the Fund had the following open forward foreign currency exchange contracts:
|
Contracts to Deliver
|
In Exchange For
|
Settlement
Date
|
Unrealized
Appreciation ($)
|
Counterparty
|
|||||||||||
CAD
|
3,669,072 |
NZD
|
4,200,000 |
1/6/2014
|
353 |
Australia & New Zealand Banking Group Ltd.
|
|||||||||
JPY
|
290,000,000 |
USD
|
2,809,043 |
1/6/2014
|
55,268 |
Citigroup. Inc.
|
|||||||||
ZAR
|
21,300,000 |
USD
|
2,057,923 |
1/17/2014
|
31,475 |
UBS AG
|
|||||||||
USD
|
2,031,268 |
AUD
|
2,300,000 |
1/23/2014
|
19,715 |
Commonwealth Bank of Australia
|
|||||||||
USD
|
9,513,808 |
GBP
|
5,842,000 |
1/23/2014
|
158,970 |
Nomura International PLC
|
|||||||||
AUD
|
2,300,000 |
USD
|
2,051,773 |
1/23/2014
|
790 |
Nomura International PLC
|
|||||||||
CAD
|
2,400,000 |
USD
|
2,324,343 |
1/23/2014
|
66,117 |
Barclays Bank PLC
|
|||||||||
NOK
|
10,630,000 |
USD
|
1,788,638 |
1/23/2014
|
37,357 |
UBS AG
|
|||||||||
KRW
|
2,189,000,000 |
USD
|
2,068,705 |
2/18/2014
|
855 |
JPMorgan Chase Securities, Inc.
|
|||||||||
Total unrealized appreciation
|
370,900 | ||||||||||||||
Contracts to Deliver
|
In Exchange For
|
Settlement
Date
|
Unrealized
Depreciation ($)
|
Counterparty
|
|||||||||||
USD
|
2,819,251 |
JPY
|
290,000,000 |
1/6/2014
|
(65,477 | ) |
Nomura International PLC
|
||||||||
GBP
|
5,842,000 |
USD
|
9,563,967 |
1/23/2014
|
(108,810 | ) |
JPMorgan Chase Securities, Inc.
|
||||||||
USD
|
1,751,654 |
SGD
|
2,200,000 |
2/18/2014
|
(8,304 | ) |
Commonwealth Bank of Australia
|
||||||||
Total unrealized depreciation
|
(182,591 | ) | |||||||||||||
Currency Abbreviations
|
||||
AUD
|
Australian Dollar
|
KRW
|
South Korean Won
|
|
CAD
|
Canadian Dollar
|
NOK
|
Norwegian Krone
|
|
CHF
|
Swiss Franc
|
NZD
|
New Zealand Dollar
|
|
EUR
|
Euro
|
SGD
|
Singapore Dollar
|
|
GBP
|
British Pound
|
USD
|
United States Dollar
|
|
JPY
|
Japanese Yen
|
ZAR
|
South African Rand
|
Assets
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Fixed Income Investments
|
||||||||||||||||
Government & Agency Obligations
|
$ | — | $ | 113,803,297 | $ | — | $ | 113,803,297 | ||||||||
Mortgage-Backed Securities Pass-Throughs
|
— | 53,131 | — | 53,131 | ||||||||||||
Asset-Backed
|
— | 1,345,016 | — | 1,345,016 | ||||||||||||
Short-Term U.S. Treasury Obligations
|
— | 2,666,357 | — | 2,666,357 | ||||||||||||
Short-Term Investments (j)
|
10,658,052 | — | — | 10,658,052 | ||||||||||||
Derivatives (k)
|
||||||||||||||||
Futures Contracts
|
223,114 | — | — | 223,114 | ||||||||||||
Interest Rate Swap Contracts
|
— | 29,981 | — | 29,981 | ||||||||||||
Commodity-Linked Swap Contracts
|
— | 12,253 | — | 12,253 | ||||||||||||
Forward Foreign Currency Exchange Contracts
|
— | 370,900 | — | 370,900 | ||||||||||||
Total
|
$ | 10,881,166 | $ | 118,280,935 | $ | — | $ | 129,162,101 | ||||||||
Liabilities
|
||||||||||||||||
Derivatives (k)
|
||||||||||||||||
Futures Contracts
|
$ | (94,034 | ) | $ | — | $ | — | $ | (94,034 | ) | ||||||
Written Options
|
— | (141,597 | ) | — | (141,597 | ) | ||||||||||
Interest Rate Swap Contracts
|
— | (738 | ) | — | (738 | ) | ||||||||||
Commodity-Linked Swap Contracts
|
— | (1,610 | ) | — | (1,610 | ) | ||||||||||
Forward Foreign Currency Exchange Contracts
|
— | (182,591 | ) | — | (182,591 | ) | ||||||||||
Total
|
$ | (94,034 | ) | $ | (326,536 | ) | $ | — | $ | (420,570 | ) |
There have been no transfers between fair value measurement levels during the period ended December 31, 2013.
|
(j)
|
See Consolidated Investment Portfolio for additional detailed categorizations.
|
(k)
|
Derivatives include unrealized appreciation (depreciation) on open future contacts, interest rate swap contracts, commodity-linked swap contracts, forward foreign currency exchange contracts, and written options, at value.
|
Primary Underlying Risk Disclosure
|
Futures
|
Swaps
|
Forward Currency Contracts
|
Options
|
||||||||||||
Commodity Contracts
|
$ | 559 | $ | 10,643 | $ | — | $ | — | ||||||||
Foreign Exchange Contracts
|
$ | — | $ | — | $ | 188,309 | $ | — | ||||||||
Interest Rate Contracts
|
$ | 128,521 | $ | 29,243 | $ | — | $ | 8,128 |
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.
|
Registrant:
|
DWS Global Inflation Fund, a series of DWS Income Trust
|
By:
|
/s/Brian E. Binder
Brian E. Binder
President
|
Date:
|
February 21, 2014
|
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
|
1 Year Investors Cash Trust Chart |
1 Month Investors Cash Trust Chart |
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