- Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (N-Q)
27 Agosto 2012 - 11:41AM
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:
6/30/2012
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ITEM 1.
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SCHEDULE OF INVESTMENTS
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Investment Portfolio
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as of
June 30, 2012 (Unaudited)
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Investors Cash Trust-Treasury Portfolio
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Principal
Amount ($)
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Value ($)
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Government & Agency Obligations 41.3%
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U.S. Treasury Obligations
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U.S. Treasury Bills:
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0.08% *, 7/12/2012
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125,000,000
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124,996,945
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0.08% *, 7/19/2012
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50,000,000
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49,998,000
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0.085% *, 7/19/2012
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50,000,000
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49,997,875
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0.085% *, 7/26/2012
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50,000,000
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49,997,049
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0.095% *, 8/2/2012
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100,000,000
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99,991,555
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0.125% *, 8/23/2012
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145,000,000
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144,973,316
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0.14% *, 10/25/2012
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60,000,000
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59,972,933
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0.15% *, 9/13/2012
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75,000,000
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74,976,875
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U.S. Treasury Notes:
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0.375%, 8/31/2012
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136,226,000
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136,285,159
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0.375%, 9/30/2012
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45,000,000
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45,027,585
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0.375%, 10/31/2012
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102,000,000
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102,081,292
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0.625%, 7/31/2012
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68,000,000
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68,028,128
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0.625%, 2/28/2013
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25,000,000
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25,071,344
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1.125%, 6/15/2013
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100,000,000
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100,865,410
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1.375%, 10/15/2012
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90,000,000
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90,316,891
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1.375%, 1/15/2013
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25,000,000
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25,157,965
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1.375%, 3/15/2013
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25,000,000
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25,204,238
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1.75%, 8/15/2012
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100,000,000
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100,199,940
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3.375%, 11/30/2012
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100,000,000
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101,328,659
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4.0%, 11/15/2012
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175,000,000
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177,505,553
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4.25%, 9/30/2012
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33,000,000
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33,337,984
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Total Government & Agency Obligations
(Cost $1,685,314,696)
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1,685,314,696
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Repurchase Agreements 58.1%
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Barclays Capital, 0.15%, dated 6/29/2012, to be repurchased at $225,002,813 on 7/2/2012 (a)
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225,000,000
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225,000,000
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BNP Paribas, 0.13%, dated 6/29/2012, to be repurchased at $250,002,708 on 7/2/2012 (b)
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250,000,000
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250,000,000
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Citigroup Global Markets, Inc., 0.16%, dated 6/29/2012, to be repurchased at $308,004,107 on 7/2/2012 (c)
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308,000,000
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308,000,000
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Credit Suisse Securities (U.S.A.) LLC, 0.15%, dated 6/29/2012, to be repurchased at $150,001,875 on 7/2/2012 (d)
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150,000,000
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150,000,000
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JPMorgan Securities, Inc., 0.14%, dated 6/29/2012, to be repurchased at $429,005,005 on 7/2/2012 (e)
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429,000,000
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429,000,000
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Merrill Lynch & Co., Inc., 0.14%, dated 6/29/2012, to be repurchased at $812,243,523 on 7/2/2012 (f)
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812,234,047
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812,234,047
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The Toronto-Dominion Bank, 0.15%, dated 6/29/2012, to be repurchased at $200,002,500 on 7/2/2012 (g)
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200,000,000
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200,000,000
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Total Repurchase Agreements
(Cost $2,374,234,047)
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2,374,234,047
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% of
Net Assets
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Value ($)
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Total Investment Portfolio
(Cost $4,059,548,743) †
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99.4
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4,059,548,743
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Other Assets and Liabilities, Net
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0.6
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24,396,209
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Net Assets
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100.0
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4,083,944,952
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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.
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*
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Annualized yield at time of purchase; not a coupon rate.
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†
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The cost for federal income tax purposes was $4,059,548,743.
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(a)
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Collateralized by $168,019,200 U.S. Treasury Bond, 4.375%, maturing on 2/15/2038 with a value of $229,500,107.
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(b)
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Collateralized by:
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203,994,500
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—
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203,562,644
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51,426,200
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0.375
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51,437,434
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255,000,078
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(c)
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Collateralized by $311,616,200 U.S. Treasury Notes, with various coupon rates from 1.0-2.25%, with the various maturity dates of 5/31/2014-8/31/2016 with a value of $320,320,034.
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(d)
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Collateralized by $153,429,000 U.S. Treasury Notes, with various coupon rates from 0.25-1.0%, with the various maturity dates of 5/15/2015-3/31/2017 with a value of $153,003,985.
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(e)
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Collateralized by $621,326,943 U.S. Treasury STRIPS, with the various maturity dates of 5/15/2019-11/15/2028 with a value of $437,583,313.
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(f)
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Collateralized by:
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13,528,300
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4.375
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18,466,642
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769,096,400
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0.125-2.25
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810,012,188
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828,478,830
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25,424,800
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3.875
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32,237,669
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162,358,600
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0.25-4.75
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171,762,362
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204,000,031
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STRIPS: Separate Trading of Registered Interest and Principal Securities
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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 inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Securities held by the fund 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 June 30, 2012 in valuing the Fund's investments.
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Level 1
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Level 2
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Level 3
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Total
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Assets
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Government & Agency Obligations
(h)
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$
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—
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$
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1,685,314,696
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$
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—
|
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$
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1,685,314,696
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Repurchase Agreements
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—
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2,374,234,047
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—
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2,374,234,047
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Total
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$
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—
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$
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4,059,548,743
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$
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—
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$
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4,059,548,743
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There have been no transfers between Level 1 and Level 2 fair value measurements during the period ended June 30, 2012.
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(h)
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See Investment Portfolio for additional detailed categorizations.
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ITEM 2.
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CONTROLS AND PROCEDURES
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(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.
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(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.
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ITEM 3.
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EXHIBITS
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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.
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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.
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Registrant:
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Treasury Portfolio, a series of Investors Cash Trust
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By:
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/s/W. Douglas Beck
W. Douglas Beck
President
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Date:
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August 15, 2012
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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.
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By:
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/s/W. Douglas Beck
W. Douglas Beck
President
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Date:
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August 15, 2012
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By:
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/s/Paul Schubert
Paul Schubert
Chief Financial Officer and Treasurer
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Date:
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August 15, 2012
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