Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
24 August 2013 - 4:49AM
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:
6/30/2013
|
ITEM 1.
|
SCHEDULE OF INVESTMENTS
|
|
Consolidated Investment Portfolio
|
as of
June 30, 2013 (Unaudited)
|
DWS Global Inflation Fund
|
|
Principal
Amount ($)
|
|
Value ($)
|
|
|
|
Government & Agency Obligations 94.9%
|
|
|
U.S. Treasury Obligations
|
|
|
|
U.S. Treasury Inflation-Indexed Bonds:
|
|
|
|
|
|
|
|
|
|
|
0.625%, 2/15/2043 (a)
|
|
3,034,290
|
|
2,551,886
|
|
|
|
0.75%, 2/15/2042 (a)
|
|
8,232,880
|
|
7,247,503
|
|
|
|
1.75%, 1/15/2028
|
|
17,204,845
|
|
19,276,153
|
|
|
|
2.125%, 2/15/2040
|
|
7,531,090
|
|
9,152,624
|
|
|
|
2.5%, 1/15/2029
|
|
14,080,170
|
|
17,367,017
|
|
|
U.S. Treasury Inflation-Indexed Notes:
|
|
|
|
|
|
|
|
|
|
|
0.125%, 4/15/2016
|
|
11,061,750
|
|
11,346,070
|
|
|
|
0.125%, 4/15/2017
|
|
20,476,200
|
|
21,008,909
|
|
|
|
0.125%, 7/15/2022
|
|
38,425,600
|
|
37,558,027
|
|
|
|
0.125%, 1/15/2023
|
|
25,186,000
|
|
24,420,572
|
|
|
|
0.625%, 7/15/2021
|
|
4,127,000
|
|
4,259,192
|
|
|
|
1.125%, 1/15/2021
|
|
16,476,810
|
|
17,621,174
|
|
|
|
1.25%, 4/15/2014
|
|
3,296,340
|
|
3,341,408
|
|
|
|
1.375%, 7/15/2018 (a)
|
|
10,783,700
|
|
11,777,828
|
|
|
|
1.375%, 1/15/2020
|
|
15,807,498
|
|
17,222,759
|
|
|
|
1.625%, 1/15/2018 (a)
|
|
7,048,437
|
|
7,715,282
|
|
|
|
2.0%, 7/15/2014
|
|
1,850,475
|
|
1,910,327
|
|
|
U.S. Treasury Note, 0.75%, 6/15/2014 (b)
|
|
|
4,000,000
|
|
4,021,092
|
|
|
|
|
Total Government & Agency Obligations
(Cost $223,691,138)
|
|
217,797,823
|
|
|
|
Mortgage-Backed Securities Pass-Throughs 0.0%
|
|
|
Federal Home Loan Mortgage Corp., 7.5%, 3/17/2017
|
|
|
52,605
|
|
55,372
|
|
|
Federal National Mortgage Association, 9.0%, 3/1/2020
|
|
|
24,314
|
|
26,540
|
|
|
|
|
Total Mortgage-Backed Securities Pass-Throughs
(Cost $80,468)
|
|
81,912
|
|
|
|
|
|
|
Home Equity Loans
|
|
|
|
Countrywide Home Equity Loan Trust, "2A", Series 2006-I, 0.333% *, 1/15/2037
|
|
|
705,614
|
|
617,909
|
|
|
NovaStar Mortgage Funding Trust, "M3", Series 2004-3, 1.243% *, 12/25/2034
|
|
|
1,638,193
|
|
1,608,242
|
|
|
|
|
Total Asset-Backed
(Cost $2,058,182)
|
|
2,226,151
|
|
|
|
Collateralized Mortgage Obligation 0.3%
|
|
|
Residential Asset Securitization Trust, "1A2", Series 2003-A15, 0.643% *, 2/25/2034 (Cost $783,898)
|
|
|
832,827
|
|
792,158
|
|
|
|
Short-Term U.S. Treasury Obligations 1.4%
|
|
|
U.S. Treasury Bills:
|
|
|
|
|
|
|
|
|
|
|
0.1% **, 9/5/2013 (c)
|
|
1,150,000
|
|
1,149,957
|
|
|
|
0.146% **, 6/26/2014
|
|
1,000,000
|
|
998,545
|
|
|
|
0.167% **, 11/14/2013 (b)
|
|
1,000,000
|
|
999,754
|
|
|
|
|
Total Short-Term U.S. Treasury Obligations
(Cost $3,147,703)
|
|
3,148,256
|
|
|
|
|
|
|
|
|
|
Shares
|
|
Value ($)
|
|
|
|
|
|
|
|
|
Financials
|
|
|
|
American Capital Agency Corp. (REIT) (a)
|
|
155,900
|
|
3,584,141
|
|
|
American Capital Mortgage Investment Corp. (REIT)
|
|
100,000
|
|
1,797,000
|
|
|
|
|
Total Common Stocks
(Cost $7,203,637)
|
|
5,381,141
|
|
|
|
|
|
|
|
|
|
Contracts
|
|
Value ($)
|
|
|
|
|
|
Call Options Purchased 0.0%
|
|
|
Options on Exchange-Traded Futures Contracts
|
|
|
|
10 Year U.S. Treasury Note Future, Expiration Date 8/23/2013, Strike Price $132.5 (Cost $31,000)
|
|
|
62
|
|
2,906
|
|
|
|
|
|
|
|
|
|
Shares
|
|
Value ($)
|
|
|
|
|
|
Securities Lending Collateral 9.7%
|
|
|
Daily Assets Fund Institutional, 0.10% (d) (e)
(Cost $22,156,175)
|
|
|
22,156,175
|
|
22,156,175
|
|
|
|
|
|
|
Central Cash Management Fund, 0.07% (d)
(Cost $80,416)
|
|
|
80,416
|
|
80,416
|
|
|
|
|
|
|
|
|
|
% of
Net Assets
|
|
Value ($)
|
|
|
|
|
Total Consolidated Investment Portfolio
(Cost $259,232,617) †
|
109.7
|
|
251,666,938
|
|
|
Other Assets and Liabilities, Net
|
(9.7)
|
|
(22,220,780)
|
|
|
|
|
Net Assets
|
100.0
|
|
229,446,158
|
|
|
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 June 30, 2013.
|
|
**
|
Annualized yield at time of purchase; not a coupon rate.
|
|
†
|
The cost for federal income tax purposes was $259,585,929. At June 30, 2013, net unrealized depreciation for all securities based on tax cost was $7,918,991. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $3,451,867 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $11,370,858.
|
|
(a)
|
All or a portion of these securities were on loan. The value of securities loaned at June 30, 2013 amounted to $21,767,405 which is 9.5% of net assets.
|
|
(b)
|
At June 30, 2013, this security has been pledged, in whole or in part, as collateral for open interest rate swap contracts.
|
|
(c)
|
At June 30, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
|
|
(d)
|
Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end.
|
|
(e)
|
Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates.
|
|
REIT: Real Estate Investment Trust
|
|
At June 30, 2013, open futures contracts purchased were as follows:
|
|
Futures
|
Currency
|
Expiration
Date
|
|
Contracts
|
|
|
Notional
Value ($)
|
|
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
|
|
10 Year Canadian Government Bond
|
|
|
|
|
10
|
|
|
|
1,249,501
|
|
|
|
(50,395
|
)
|
3 Month Euro Euribor Interest Rate Futures
|
|
|
|
|
3
|
|
|
|
971,551
|
|
|
|
(1,220
|
)
|
3 Month Euro Swiss Franc (Euroswiss) Interest Rate Futures
|
|
|
|
|
4
|
|
|
|
1,057,752
|
|
|
|
(344
|
)
|
|
|
|
|
|
|
4
|
|
|
|
1,005,445
|
|
|
|
151
|
|
3 Month Sterling (Short Sterling) Interest Rate Futures
|
|
|
|
|
5
|
|
|
|
943,654
|
|
|
|
(1,331
|
)
|
5 Year U.S. Treasury Note
|
|
|
|
|
180
|
|
|
|
21,788,438
|
|
|
|
(358,594
|
)
|
ASX 90 Day Bank Accepted Bills
|
|
|
|
|
4
|
|
|
|
3,633,828
|
|
|
|
(178
|
)
|
|
|
|
|
|
|
4
|
|
|
|
995,100
|
|
|
|
(300
|
)
|
Federal Republic of Germany Euro-Bund
|
|
|
|
|
5
|
|
|
|
921,047
|
|
|
|
(18,158
|
)
|
Ultra Long U.S. Treasury Bond
|
|
|
|
|
3
|
|
|
|
441,938
|
|
|
|
(26,015
|
)
|
|
Total net unrealized depreciation
|
|
|
|
(456,384
|
)
|
|
|
|
|
At June 30, 2013, open futures contracts sold were as follows:
|
|
Futures
|
Currency
|
Expiration
Date
|
|
Contracts
|
|
|
Notional
Value ($)
|
|
|
Unrealized
Appreciation ($)
|
|
|
|
|
10 Year U.S. Treasury Note
|
USD
|
9/19/2013
|
|
|
185
|
|
|
|
23,414,063
|
|
|
|
183,635
|
|
|
|
|
At June 30, 2013, open written options contracts were as follows:
|
|
Options on Exchange-Traded Futures Contracts
|
|
|
|
|
Contracts
|
|
Expiration
Date
|
|
Strike
Price ($)
|
|
|
Premiums
Received ($)
|
|
|
Value ($) (f)
|
|
|
|
|
Put Options
|
|
|
|
10 Year U.S. Treasury Note Future
|
|
|
62
|
|
8/23/2013
|
|
|
130.0
|
|
|
|
50,375
|
|
|
|
(224,750
|
)
|
|
(f)
|
Unrealized depreciation on written options on exchange-traded futures contracts at June 30, 2013 was $174,375.
|
|
Options on Interest Rate Swap Contracts
|
|
|
|
Swap
Effective/
Expiration
Date
|
|
Contract
Amount
|
|
Option
Expiration
Date
|
|
Premiums
Received ($)
|
|
|
Value ($) (g)
|
|
|
|
|
Call Options
|
|
|
Receive Fixed - 4.064% - Pay Floating - LIBOR
|
5/13/2014
5/13/2044
|
|
|
5,300,000
|
1
|
5/9/2014
|
|
|
39,088
|
|
|
|
(146,708
|
)
|
|
|
|
Put Options
|
|
|
Pay Fixed - 2.064% - Receive Floating - LIBOR
|
5/13/2014
5/13/2044
|
|
|
5,300,000
|
1
|
5/9/2014
|
|
|
39,088
|
|
|
|
(5,879
|
)
|
|
|
|
Total
|
|
|
78,176
|
|
|
|
(152,587
|
)
|
|
|
|
(g)
|
Unrealized depreciation on written options on interest rate swap contracts at June 30, 2013 was $74,411.
|
|
|
|
|
At June 30, 2013, open interest rate swap contracts were as follows:
|
|
Effective/
Expiration
Date
|
Notional
Amount ($)
|
Cash Flows
Paid by
the Fund
|
Cash Flows
Received by
the Fund
|
Value ($)
|
Upfront
Payments
Paid/
(Received) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total net unrealized appreciation
|
84,380
|
|
|
|
|
|
At June 30, 2013, open commodity-linked swap contracts were as follows:
|
|
Expiration
Date
|
|
Notional
Amount ($)
|
|
|
Fixed Fee Paid
by the Fund
|
|
Pay/Receive Return
of the Reference Index
|
|
Value ($) (h)
|
|
|
|
Long Positions
|
|
|
|
|
363,000
|
3
|
|
|
0.57
|
%
|
Barclays-Commodity Strategy 1610 Index
|
|
|
1,782
|
|
|
|
|
|
762,000
|
4
|
|
|
0.2
|
%
|
BNP Paribas 03 Alpha Index
|
|
|
(495
|
)
|
|
|
|
|
585,000
|
2
|
|
|
0.44
|
%
|
Citi Cubes Dow Jones-UBS Weighted Index
|
|
|
(25,027
|
)
|
|
|
|
|
72,600
|
5
|
|
|
0.13
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
(3,294
|
)
|
|
|
|
|
896,000
|
2
|
|
|
0.15
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
(40,664
|
)
|
|
|
|
|
181,500
|
6
|
|
|
0.12
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
8,221
|
|
|
|
|
|
145,000
|
7
|
|
|
0.43
|
%
|
Goldman Dow Jones-UBS Commodity Excess Return E177 Strategy Index
|
|
|
(6,524
|
)
|
|
|
|
|
363,000
|
8
|
|
|
0.65
|
%
|
JPMorgan Seasonal Commodity Spread Index
|
|
|
1,192
|
|
|
|
|
|
191,000
|
6
|
|
|
0.44
|
%
|
Merrill Lynch Commodity Index eXtra ADLS Modifies Excess Return Index
|
|
|
(28
|
)
|
|
|
|
|
191,000
|
6
|
|
|
0.39
|
%
|
Merrill Lynch Commodity Index eXtra LDA Long/Short Index
|
|
|
5
|
|
|
|
|
|
1,481,000
|
9
|
|
|
0.0
|
%
|
UBS Custom Commodity Index
|
|
|
67,109
|
|
|
Short Positions
|
|
|
|
|
212,000
|
8
|
|
|
0.05
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
9,599
|
|
|
|
|
|
301,000
|
10
|
|
|
0.1
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
13,625
|
|
|
|
|
|
491,000
|
4
|
|
|
0.0
|
%
|
Dow Jones-UBS Commodity Index
|
|
|
22,249
|
|
|
|
|
|
169,000
|
9
|
|
|
0.0
|
%
|
Dow Jones-UBS Commodity Index 2-4-6 Month Forward Blend
|
|
|
7,633
|
|
|
Total net unrealized appreciation
|
|
|
|
55,383
|
|
|
|
|
(h)
|
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
|
Barclays Bank PLC
|
|
4
|
BNP Paribas
|
|
5
|
Canadian Imperial Bank of Commerce
|
|
6
|
Bank of America
|
|
7
|
The Goldman Sachs & Co.
|
|
8
|
JPMorgan Chase Securities, Inc.
|
|
9
|
UBS AG
|
|
10
|
Macquarie Bank Ltd.
|
|
LIBOR: London Interbank Offered Rate
|
|
At June 30, 2013, the Fund had the following open forward foreign currency exchange contracts:
|
|
Contracts to Deliver
|
|
In Exchange For
|
|
Settlement
Date
|
|
Unrealized
Appreciation ($)
|
|
Counterparty
|
|
|
|
|
|
|
22,226,789
|
|
|
|
|
2,900,000
|
|
|
|
|
116,079
|
|
|
|
|
|
|
19,694
|
|
|
|
|
120,054
|
|
|
|
|
68
|
|
|
|
|
|
|
1,900,000
|
|
|
|
|
2,900,171
|
|
|
|
|
10,426
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
180,000,000
|
|
|
|
|
1,852,235
|
|
|
|
|
37,299
|
|
|
|
|
|
|
1,400,000
|
|
|
|
|
1,854,398
|
|
|
|
|
32,024
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
1,400,000
|
|
|
|
|
1,857,587
|
|
|
|
|
35,213
|
|
|
|
|
|
|
1,200,000
|
|
|
|
|
1,866,115
|
|
|
|
|
41,087
|
|
|
|
|
|
|
3,900,000
|
|
|
|
|
3,134,379
|
|
|
|
|
57,399
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
3,300,000
|
|
|
|
|
3,938,352
|
|
|
|
|
34,040
|
|
|
|
|
|
|
36,200,000
|
|
|
|
|
1,874,128
|
|
|
|
|
62,761
|
|
|
|
|
|
|
36,400,000
|
|
|
|
|
1,868,776
|
|
|
|
|
47,402
|
|
|
|
|
|
|
2,300,000
|
|
|
|
|
1,833,024
|
|
|
|
|
52,300
|
|
|
|
|
|
|
1,855,774
|
|
|
|
|
18,400,000
|
|
|
|
|
2,104
|
|
|
|
|
|
|
1,800,000
|
|
|
|
|
2,398,160
|
|
|
|
|
55,051
|
|
|
|
|
|
|
1,600,000
|
|
|
|
|
2,507,494
|
|
|
|
|
74,223
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
180,000,000
|
|
|
|
|
1,826,601
|
|
|
|
|
11,571
|
|
|
|
|
|
|
1,196,556
|
|
|
|
|
12,300,000
|
|
|
|
|
43,591
|
|
|
|
|
|
|
1,730,385
|
|
|
|
|
1,900,000
|
|
|
|
|
4,199
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
1,900,000
|
|
|
|
|
1,755,462
|
|
|
|
|
20,878
|
|
|
|
|
|
|
1,800,000
|
|
|
|
|
1,711,217
|
|
|
|
|
672
|
|
|
|
|
|
|
2,400,000
|
|
|
|
|
2,349,422
|
|
|
|
|
68,964
|
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
2,316,358
|
|
|
|
|
230,000,000
|
|
|
|
|
2,924
|
|
JPMorgan Chase Securities, Inc.
|
|
Total unrealized appreciation
|
|
|
|
|
810,275
|
|
|
|
|
|
Contracts to Deliver
|
|
In Exchange For
|
|
Settlement
Date
|
|
Unrealized
Depreciation ($)
|
|
Counterparty
|
|
|
|
|
|
|
2,958,557
|
|
|
|
|
1,900,000
|
|
|
|
|
(68,812
|
)
|
|
|
|
|
|
1,920,249
|
|
|
|
|
190,000,000
|
|
|
|
|
(4,519
|
)
|
|
|
|
|
|
2,900,000
|
|
|
|
|
22,106,735
|
|
|
|
|
(135,841
|
)
|
|
|
|
|
|
190,000,000
|
|
|
|
|
1,896,425
|
|
|
|
|
(19,305
|
)
|
|
|
|
|
|
1,862,111
|
|
|
|
|
180,000,000
|
|
|
|
|
(47,175
|
)
|
|
|
|
|
|
3,726,856
|
|
|
|
|
2,800,000
|
|
|
|
|
(82,107
|
)
|
|
|
|
|
|
1,866,528
|
|
|
|
|
1,200,000
|
|
|
|
|
(41,500
|
)
|
|
|
|
|
|
3,102,070
|
|
|
|
|
3,900,000
|
|
|
|
|
(25,091
|
)
|
|
|
|
|
|
2,409,004
|
|
|
|
|
2,000,000
|
|
|
|
|
(37,763
|
)
|
|
|
|
|
|
1,554,263
|
|
|
|
|
1,300,000
|
|
|
|
|
(15,571
|
)
|
|
|
|
|
|
3,786,950
|
|
|
|
|
72,600,000
|
|
|
|
|
(154,209
|
)
|
|
|
|
|
|
19,302
|
|
|
|
|
24,915
|
|
|
|
|
(8
|
)
|
|
|
|
|
|
1,241,497
|
|
|
|
|
73,000,000
|
|
|
|
|
(15,912
|
)
|
|
|
|
|
|
1,850,201
|
|
|
|
|
2,300,000
|
|
|
|
|
(69,477
|
)
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
73,000,000
|
|
|
|
|
1,199,080
|
|
|
|
|
(26,505
|
)
|
|
|
|
|
|
18,400,000
|
|
|
|
|
1,835,147
|
|
|
|
|
(22,730
|
)
|
|
|
|
|
|
2,380,153
|
|
|
|
|
1,800,000
|
|
|
|
|
(37,044
|
)
|
|
|
|
|
|
2,516,000
|
|
|
|
|
1,600,000
|
|
|
|
|
(82,728
|
)
|
|
|
|
|
|
18,100,000
|
|
|
|
|
1,813,341
|
|
|
|
|
(13,182
|
)
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
1,833,200
|
|
|
|
|
18,100,000
|
|
|
|
|
(6,677
|
)
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
11,115,017
|
|
|
|
|
1,400,000
|
|
|
|
|
(5,993
|
)
|
|
|
|
|
|
1,842,007
|
|
|
|
|
180,000,000
|
|
|
|
|
(26,977
|
)
|
|
|
|
|
|
12,300,000
|
|
|
|
|
1,215,293
|
|
|
|
|
(24,855
|
)
|
|
|
|
|
|
52,300,000
|
|
|
|
|
1,739,854
|
|
|
|
|
(5,522
|
)
|
JPMorgan Chase Securities, Inc.
|
|
|
|
|
17,600,000
|
|
|
|
|
1,759,806
|
|
|
|
|
(12,911
|
)
|
|
|
|
|
|
1,776,468
|
|
|
|
|
17,600,000
|
|
|
|
|
(3,750
|
)
|
|
|
Total unrealized depreciation
|
|
|
|
|
(986,164
|
)
|
|
|
|
|
Currency Abbreviations
|
|
|
|
|
AUD
|
Australian Dollar
|
JPY
|
Japanese Yen
|
|
|
CAD
|
Canadian Dollar
|
NOK
|
Norwegian Krone
|
|
|
CHF
|
Swiss Franc
|
NZD
|
New Zealand Dollar
|
|
|
CZK
|
Czech Koruna
|
SGD
|
Singapore Dollar
|
|
|
EUR
|
Euro
|
TWD
|
Taiwan Dollar
|
|
|
GBP
|
British Pound
|
USD
|
United States Dollar
|
|
|
INR
|
Indian Rupee
|
ZAR
|
South African Rand
|
|
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.
The following is a summary of the inputs used as of June 30, 2013 in valuing the Fund's investments.
|
Assets
|
|
Level 1
|
|
|
Level 2
|
|
Level 3
|
|
Total
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed Income Investments
(i)
|
|
|
|
|
|
|
|
|
|
|
|
Government & Agency Obligations
|
|
$
|
—
|
|
|
$
|
217,797,823
|
|
$
|
—
|
|
$
|
217,797,823
|
|
|
Mortgage-Backed Securities Pass-Throughs
|
|
|
—
|
|
|
|
81,912
|
|
|
—
|
|
|
81,912
|
|
|
Asset-Backed
|
|
|
—
|
|
|
|
2,226,151
|
|
|
—
|
|
|
2,226,151
|
|
|
Collateralized Mortgage Obligation
|
|
|
—
|
|
|
|
792,158
|
|
|
—
|
|
|
792,158
|
|
|
Short-Term U.S. Treasury Obligations
|
|
|
—
|
|
|
|
3,148,256
|
|
|
—
|
|
|
3,148,256
|
|
|
Common Stocks
|
|
|
5,381,141
|
|
|
|
—
|
|
|
—
|
|
|
5,381,141
|
|
|
Short-Term Investments
(i)
|
|
|
22,236,591
|
|
|
|
—
|
|
|
—
|
|
|
22,236,591
|
|
|
Derivatives
(j)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts
|
|
|
183,786
|
|
|
|
—
|
|
|
—
|
|
|
183,786
|
|
|
Purchased Options
|
|
|
2,906
|
|
|
|
—
|
|
|
—
|
|
|
2,906
|
|
|
Interest Rate Swap Contracts
|
|
|
—
|
|
|
|
560,952
|
|
|
—
|
|
|
560,952
|
|
|
Commodity-Linked Swap Contracts
|
|
|
—
|
|
|
|
131,415
|
|
|
—
|
|
|
131,415
|
|
|
Forward Foreign Currency Exchange Contracts
|
|
|
—
|
|
|
|
810,275
|
|
|
—
|
|
|
810,275
|
|
|
Total
|
|
$
|
27,804,424
|
|
|
$
|
225,548,942
|
|
$
|
—
|
|
$
|
253,353,366
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivatives
(j)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts
|
|
$
|
(456,535
|
)
|
|
$
|
—
|
|
$
|
—
|
|
$
|
(456,535
|
)
|
|
Written Options
|
|
|
(224,750
|
)
|
|
|
(152,587
|
)
|
|
—
|
|
|
(377,337
|
)
|
|
Interest Rate Swap Contracts
|
|
|
—
|
|
|
|
(476,572
|
)
|
|
—
|
|
|
(476,572
|
)
|
|
Commodity-Linked Swap Contracts
|
|
|
—
|
|
|
|
(76,032
|
)
|
|
—
|
|
|
(76,032
|
)
|
|
Forward Foreign Currency Exchange Contracts
|
|
|
—
|
|
|
|
(986,164
|
)
|
|
—
|
|
|
(986,164
|
)
|
|
Total
|
|
$
|
(681,285
|
)
|
|
$
|
(1,691,355
|
)
|
$
|
—
|
|
$
|
(2,372,640
|
)
|
|
There have been no transfers between fair value measurement levels during the period ended June 30, 2013.
|
|
(i)
|
See Consolidated Investment Portfolio for additional detailed categorizations.
|
|
(j)
|
Derivatives include value of options purchased, unrealized appreciation (depreciation) on open futures contracts, interest rate swap contracts, commodity-linked swap contracts, 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 June 30, 2013 categorized by the primary underlying risk exposure.
|
Primary Underlying Risk Disclosure
|
|
Futures
|
|
|
Swaps
|
|
|
Forward Currency Contracts
|
|
|
Options
|
|
|
Commodity Contracts
|
|
$
|
—
|
|
|
$
|
55,383
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
Foreign Exchange Contracts
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
(175,889
|
)
|
|
$
|
—
|
|
|
Interest Rate Contracts
|
|
$
|
(272,749
|
)
|
|
$
|
84,380
|
|
|
$
|
—
|
|
|
$
|
(276,880
|
)
|
|
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/W. Douglas Beck
W. Douglas Beck
President
|
|
|
|
|
Date:
|
August 19, 2013
|
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/W. Douglas Beck
W. Douglas Beck
President
|
|
|
|
|
Date:
|
August 19, 2013
|
|
|
|
|
|
|
|
|
|
|
By:
|
/s/Paul Schubert
Paul Schubert
Chief Financial Officer and Treasurer
|
|
|
|
|
Date:
|
August 19, 2013
|
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