Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
February 25 2014 - 10:50AM
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: 811-04049
DWS Income 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:
9/30
Date of reporting period:
12/31/2013
ITEM 1.
|
SCHEDULE OF INVESTMENTS
|
Consolidated Investment Portfolio
|
as of
December 31, 2013 (Unaudited)
|
DWS Global Inflation Fund
|
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
|
|
|
|
|
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
|
|
|
|
|
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 $6,502,968, which is 5.3% of net assets.
|
(c)
|
At December 31, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open centrally cleared swap contracts.
|
(d)
|
At December 31, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
|
(e)
|
At December 31, 2013, this security has been pledged, in whole or in part, as collateral for open bilateral swap contracts.
|
(f)
|
Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end.
|
(g)
|
Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates.
|
At December 31, 2013, open futures contracts purchased were as follows:
|
Futures
|
Currency
|
Expiration
Date
|
|
Contracts
|
|
|
Notional
Value ($)
|
|
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
|
|
3 Month Euro Euribor Interest Rate Futures
|
|
|
|
|
2
|
|
|
|
685,305
|
|
|
|
(481
|
)
|
3 Month Euro Swiss Franc (Euroswiss) Interest Rate Futures
|
|
|
|
|
2
|
|
|
|
560,283
|
|
|
|
(392
|
)
|
|
|
|
|
|
2
|
|
|
|
473,744
|
|
|
|
(119
|
)
|
3 Month Sterling (Short Sterling) Interest Rate Futures
|
|
|
|
|
3
|
|
|
|
615,237
|
|
|
|
(1,025
|
)
|
5 Year U.S. Treasury Note
|
|
|
|
|
104
|
|
|
|
12,408,500
|
|
|
|
(79,117
|
)
|
|
|
|
|
|
2
|
|
|
|
497,850
|
|
|
|
(400
|
)
|
ASX 90 Day Bank Accepted Bills
|
|
|
|
|
3
|
|
|
|
2,660,268
|
|
|
|
260
|
|
|
|
|
|
|
2
|
|
|
|
240,460
|
|
|
|
559
|
|
Ultra Long U.S. Treasury Bond
|
|
|
|
|
25
|
|
|
|
3,406,250
|
|
|
|
(12,500
|
)
|
Total net unrealized depreciation
|
|
|
|
(93,215
|
)
|
|
|
At December 31, 2013, open futures contracts sold were as follows:
|
Futures
|
Currency
|
Expiration
Date
|
|
Contracts
|
|
|
Notional
Value ($)
|
|
|
Unrealized
Appreciation ($)
|
|
|
10 Year Japanese Government Bond
|
|
|
|
|
3
|
|
|
|
4,082,803
|
|
|
|
23,763
|
|
United Kingdom Long Gilt Bond
|
|
|
|
|
63
|
|
|
|
11,116,855
|
|
|
|
198,532
|
|
Total unrealized appreciation
|
|
|
222,295
|
|
|
|
At December 31, 2013, open written options contracts were as follows:
|
Options on Interest Rate Swap Contracts
|
|
|
Swap
Effective/
Expiration
Date
|
|
Contract
Amount
|
|
Option
Expiration
Date
|
|
Premiums
Received ($)
|
|
|
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
|
|
|
|
5,300,000
|
1
|
|
|
|
39,088
|
|
|
|
(4
|
)
|
Pay Fixed - 3.033% - Receive Floating - LIBOR
|
|
|
|
2,700,000
|
2
|
|
|
|
34,290
|
|
|
|
(8,403
|
)
|
Pay Fixed - 3.093% - Receive Floating - LIBOR
|
|
|
|
2,700,000
|
3
|
|
|
|
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 $8,128.
|
At December 31, 2013, open interest rate swap contracts were as follows:
|
Effective/
Expiration
Date
|
|
Notional
Amount ($)
|
|
Cash Flows
Paid by
the Fund
|
Cash Flows
Received by
the Fund
|
|
Value ($)
|
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
|
|
|
|
|
3,300,000
|
|
|
|
|
|
21,494
|
|
|
20,490
|
|
|
|
|
|
5,300,000
|
|
|
|
|
|
(61,432
|
)
|
|
595
|
|
|
|
|
|
3,800,000
|
|
|
|
|
|
8,504
|
|
|
8,896
|
|
|
|
|
|
3,600,000
|
|
|
|
|
|
2,623
|
|
|
(738
|
)
|
|
Total net unrealized appreciation
|
|
29,243
|
|
|
Bilateral 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
|
|
|
|
141,000
|
4
|
|
|
0.53
|
%
|
Barclays Spread Index -022
|
|
|
1,458
|
|
|
|
|
84,600
|
4
|
|
|
0.57
|
%
|
Barclays-Commodity Strategy 1610 Index
|
|
|
1,252
|
|
|
|
|
141,000
|
2
|
|
|
0.44
|
%
|
Citi Commodity Term Structure Alpha II DJUBS Index
|
|
|
2,211
|
|
|
|
|
42,000
|
5
|
|
|
0.12
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
(120
|
)
|
|
|
|
181,000
|
6
|
|
|
0.1
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
(519
|
)
|
|
|
|
85,000
|
2
|
|
|
0.14
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
(244
|
)
|
|
|
|
84,600
|
7
|
|
|
0.23
|
%
|
Dow Jones-UBS Commodity Index 2-4-6 Month Forward Blend
|
|
|
44
|
|
|
|
|
113,000
|
8
|
|
|
0.43
|
%
|
Goldman Dow Jones-UBS Commodity Excess Return E177 Strategy Index
|
|
|
65
|
|
|
|
|
73,000
|
6
|
|
|
0.65
|
%
|
|
|
|
312
|
|
|
|
|
1,000,000
|
6
|
|
|
0.0
|
%
|
JPMorgan Brent Volemont Strategy
|
|
|
4,910
|
|
|
|
|
1,000,000
|
6
|
|
|
0.0
|
%
|
JPMorgan WTI Volemont Strategy
|
|
|
1,947
|
|
|
|
|
14,000
|
5
|
|
|
0.4
|
%
|
Merrill Lynch Commodity Index
|
|
|
2
|
|
|
|
|
85,000
|
5
|
|
|
0.44
|
%
|
Merrill Lynch Commodity Index eXtra ADLS Modifies Excess Return Index
|
|
|
52
|
|
|
|
|
267,900
|
9
|
|
|
0.79
|
%
|
UBS Custom Commodity Index
|
|
|
(475
|
)
|
Short Positions
|
|
|
|
176,000
|
3
|
|
|
0.0
|
%
|
Dow Jones-UBS Commodity Index 3 Month Forward
|
|
|
(98
|
)
|
|
|
|
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 ($)
|
|
Counterparty
|
|
|
|
|
3,669,072
|
|
|
|
|
4,200,000
|
|
|
|
|
353
|
|
Australia & New Zealand Banking Group Ltd.
|
|
|
|
290,000,000
|
|
|
|
|
2,809,043
|
|
|
|
|
55,268
|
|
|
|
|
|
21,300,000
|
|
|
|
|
2,057,923
|
|
|
|
|
31,475
|
|
|
|
|
|
2,031,268
|
|
|
|
|
2,300,000
|
|
|
|
|
19,715
|
|
Commonwealth Bank of Australia
|
|
|
|
9,513,808
|
|
|
|
|
5,842,000
|
|
|
|
|
158,970
|
|
|
|
|
|
2,300,000
|
|
|
|
|
2,051,773
|
|
|
|
|
790
|
|
|
|
|
|
2,400,000
|
|
|
|
|
2,324,343
|
|
|
|
|
66,117
|
|
|
|
|
|
10,630,000
|
|
|
|
|
1,788,638
|
|
|
|
|
37,357
|
|
|
|
|
|
2,189,000,000
|
|
|
|
|
2,068,705
|
|
|
|
|
855
|
|
JPMorgan Chase Securities, Inc.
|
Total unrealized appreciation
|
|
|
|
|
370,900
|
|
|
|
Contracts to Deliver
|
|
In Exchange For
|
|
Settlement
Date
|
|
Unrealized
Depreciation ($)
|
|
Counterparty
|
|
|
|
|
2,819,251
|
|
|
|
|
290,000,000
|
|
|
|
|
(65,477
|
)
|
|
|
|
|
5,842,000
|
|
|
|
|
9,563,967
|
|
|
|
|
(108,810
|
)
|
JPMorgan Chase Securities, Inc.
|
|
|
|
1,751,654
|
|
|
|
|
2,200,000
|
|
|
|
|
(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
|
|
Investment in Subsidiary
The Fund may seek exposure to the commodities markets by investing a portion of its assets in a wholly owned subsidiary organized under the laws of the Cayman Islands (the "Subsidiary"). Among other investments, the Subsidiary may invest in commodity-linked derivative instruments such as swaps and futures contracts. The Subsidiary may also invest in debt securities, some of which are intended to serve as margin or collateral for the Subsidiary's derivative positions. As of December 31, 2013, the Fund held $2,007,305 in the Subsidiary, representing 1.7% of the Fund's net assets. The Fund’s Investment Portfolio has been consolidated and includes the accounts of the Fund and the Subsidiary.
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.
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
|
|
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.
|
Derivatives
The following table presents, by major type of derivative contract, the unrealized appreciation (depreciation) of the Fund's derivative
instruments as of December 31, 2013 categorized by the primary underlying risk exposure.
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.
|
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:
|
DWS Global Inflation Fund, a series of DWS Income 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
|
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