Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)

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

Investment Portfolio

as of December 31, 2013 (Unaudited)

DWS GNMA Fund

			Principal Amount ($)				Value ($)
	Government National Mortgage Association 97.9%
Government National Mortgage Association:
	2.99%, with various maturities from 3/15/2042 until 6/15/2042			3,505,796			3,362,573
	3.0%, with various maturities from 9/15/2042 until 11/15/2042			47,878,136			46,314,659
	3.1%, with various maturities from 10/15/2041 until 2/15/2042			4,468,948			4,360,261
	3.25%, with various maturities from 9/15/2042 until 11/15/2042			5,611,609			5,546,944
	3.5%, with various maturities from 7/1/2040 until 2/20/2043 (a)			275,815,669			278,288,764
	4.0%, with various maturities from 8/20/2030 until 5/20/2043 (a)			324,578,745			337,653,546
	4.25%, with various maturities from 9/15/2040 until 10/15/2041			2,956,135			3,118,656
	4.49%, 7/15/2041			1,130,777			1,207,291
	4.5%, with various maturities from 6/20/2033 until 5/15/2042 (a)			351,128,234			375,481,731
	4.55%, 1/15/2041			3,677,038			3,940,377
	4.625%, with various maturities from 4/15/2041 until 5/15/2041			1,402,905			1,506,896
	5.0%, with various maturities from 3/20/2029 until 2/20/2042			258,132,870			281,282,032
	5.5%, with various maturities from 12/15/2025 until 6/15/2042			200,671,963			221,591,640
	6.0%, with various maturities from 8/20/2023 until 5/15/2040			137,831,382			153,456,290
	6.5%, with various maturities from 11/20/2032 until 3/20/2041			34,022,690			38,230,728
	7.0%, with various maturities from 1/15/2036 until 6/20/2039			3,939,053			4,501,241
	7.5%, with various maturities from 6/20/2022 until 8/20/2032		213,359			252,937

Total Government National Mortgage Association (Cost $1,762,443,038)					1,760,096,566
	Collateralized Mortgage Obligations 21.3%
Federal Home Loan Mortgage Corp.:
	"EA", Series 2530, Principal Only, Zero Coupon, 1/15/2032			1,010,627			858,653
	"OH", Series 3382, Principal Only, Zero Coupon, 11/15/2037			1,082,085			724,673
	"CO", Series 3820, Principal Only, Zero Coupon, 3/15/2041			10,788,545			8,520,354
	"UF", Series 3807, 1.365% *, 2/15/2041			929,274			931,268
	"PA", Series 4122, 1.5%, 2/15/2042			2,707,257			2,510,712
	"JZ", Series 4288, 2.5%, 3/15/2041			3,500,000			2,742,929
	"BC", Series 4144, 2.5%, 12/15/2042			1,200,000			899,972
	"KB", Series 4144, 2.5%, 12/15/2042			3,200,000			2,409,717
	"KH"', Series 4153, 2.5%, 1/15/2043			2,292,400			1,668,081
	"PT", Series 3586, 2.555% *, 2/15/2038			5,606,074			5,649,151
	"IY", Series 3955, Interest Only, 3.0%, 3/15/2021			8,148,157			560,087
	"YI", Series 3936, Interest Only, 3.0%, 6/15/2025			1,450,147			117,630
	"AI", Series 4016, Interest Only, 3.0%, 9/15/2025			13,060,897			1,240,191
	"EI", Series 3953, Interest Only, 3.0%, 11/15/2025			2,872,945			275,345
	"DI", Series 3952, Interest Only, 3.0%, 11/15/2025			2,407,482			229,129
	"IO", Series 3974, Interest Only, 3.0%, 12/15/2025			2,520,300			256,015
	"GI", Series 3985, Interest Only, 3.0%, 10/15/2026			1,520,172			160,462
	"DI", Series 4010, Interest Only, 3.0%, 2/15/2027			2,052,240			232,651
	"PI", Series 4017, Interest Only, 3.0%, 3/15/2027			3,852,088			477,497
	"IP", Series 4046, Interest Only, 3.0%, 5/15/2027			4,310,877			535,478
	"ZB", Series 4150, 3.0%, 1/15/2043			3,617,579			2,717,562
	"ZB", Series 4183, 3.0%, 3/15/2043			10,207,479			8,257,202
	"ZP", Series 4181, 3.0%, 3/15/2043			2,277,689			1,851,033
	"JZ", Series 4283, 3.0%, 12/15/2043			5,700,000			5,536,125
	"IA", Series 3800, Interest Only, 3.5%, 12/15/2022			933,749			4,770
	"EI", Series 3749, Interest Only, 3.5%, 3/15/2025			5,503,162			578,284
	"MZ", Series 3821, 3.5%, 3/15/2041			9,357,820			8,229,349
	"DZ", Series 4199, 3.5%, 5/15/2043			10,205,962			8,296,164
	"ZG", Series 4213, 3.5%, 6/15/2043			6,125,070			5,748,745
	"TZ", Series 3982, 4.0%, 1/15/2042			1,184,981			1,100,549
	"VZ", Series 4212, 4.0%, 6/15/2043			20,403,348			18,331,184
	"JI", Series 3558, Interest Only, 4.5%, 12/15/2023			2,161,805			98,743
	"PI", Series 3843, Interest Only, 4.5%, 5/15/2038			16,530,827			2,441,439
	"57", Series 256, Interest Only, 5.0%, 3/15/2023			1,775,484			152,619
	"CZ", Series 3658, 5.0%, 4/15/2040			1,994,459			2,169,963
	"SY", Series 3035, Interest Only, 5.933% **, 9/15/2035			2,552,449			346,096
	"SP", Series 3016, Interest Only, 5.943% **, 8/15/2035			650,241			58,208
	"IO", Series 2580, Interest Only, 6.0%, 3/15/2033			745,252			153,058
	"MI", Series 3871, Interest Only, 6.0%, 4/15/2040			2,501,740			445,154
	"SG", Series 3033, Interest Only, 6.483% **, 9/15/2035			1,732,360			314,353
	"A", Series 172, Interest Only, 6.5%, 1/1/2024			211,715			34,865
	"SB", Series 2742, Interest Only, 6.833% **, 1/15/2019			2,925,771			315,180
	"SN", Series 3175, Interest Only, 6.983% **, 6/15/2036			5,328,524			878,182
Federal National Mortgage Association:
	"CO", Series 2013-117, Principal Only, Zero Coupon, 5/25/2033			4,056,068			2,785,609
	"AY", Series 2013-6, 2.0%, 2/25/2043			1,244,000			851,413
	"ZC", Series 2012-134, 2.5%, 12/25/2042			11,507,154			7,821,596
	"PZ", Series 2013-123, 2.7%, 3/25/2043			6,055,456			4,522,593
	"DI", Series 2011-136, Interest Only, 3.0%, 1/25/2026			2,382,190			222,526
	"IG", Series 2011-96, Interest Only, 3.0%, 10/25/2026			4,658,353			530,129
	"LA", Series 2013-30, 3.0%, 3/25/2043			2,015,000			1,773,131
	"PU", Series 2013-30, 3.0%, 4/25/2043			11,881,078			9,695,506
	"LZ", Series 2013-45, 3.0%, 5/25/2043			12,700,639			9,430,835
	"ZC", Series 2013-53, 3.0%, 6/25/2043			13,356,417			10,173,873
	"HI", Series 2010-123, Interest Only, 3.5%, 3/25/2024			4,767,620			335,400
	"KI", Series 2011-72, Interest Only, 3.5%, 3/25/2025			6,453,178			469,983
	"KI", Series 2012-98, Interest Only, 3.5%, 7/25/2027			29,301,031			4,134,947
	''IO", Series 2012-146, Interest Only, 3.5%, 1/25/2043			9,425,676			2,388,126
	"ZN", Series 2013-54, 3.5%, 6/25/2043			10,925,275			9,670,281
	"KZ", Series 2013-66, 3.5%, 7/25/2043			9,158,653			7,997,063
	"ZU", Series 2013-73, 3.5%, 7/25/2043			2,502,132			2,209,935
	"CI", Series 2010-112, Interest Only, 4.0%, 12/25/2023			4,661,994			83,981
	"BI", Series 2011-42, Interest Only, 4.0%, 8/25/2025			2,107,884			164,810
	"AZ", Series 2013-133, 4.0%, 1/25/2044			6,836,000			6,122,492
	"25", Series 351, Interest Only, 4.5%, 5/1/2019			1,721,461			146,258
	"AI", Series 2011-24, Interest Only, 4.5%, 8/25/2024			1,486,627			51,403
	"CZ", Series 2011-99, 4.5%, 10/25/2041			6,638,062			6,856,451
	"21", Series 334, Interest Only, 5.0%, 3/1/2018			1,766,827			123,938
	"20", Series 334, Interest Only, 5.0%, 3/1/2018			1,444,294			103,991
	''23", Series 339, Interest Only, 5.0%, 7/1/2018			1,323,084			88,483
	"27", Series 351, Interest Only, 5.0%, 4/1/2019			454,331			34,821
	"26", Series 381, Interest Only, 5.0%, 12/25/2020			299,240			24,397
	"BI", Series 2010-10, Interest Only, 5.0%, 9/25/2035			620,616			26,508
	"ZA", Series 2008-24, 5.0%, 4/25/2038			19,984,419			21,583,342
	"ZC", Series 2011-10, 5.0%, 2/25/2041			11,566,528			12,161,675
	"KT", Series 2007-32, 5.5%, 4/25/2037			1,201,243			1,294,642
	"PJ", Series 2004-46, Interest Only, 5.835% **, 3/25/2034			4,682,177			645,487
	"HS", Series 2009-87, Interest Only, 5.985% **, 11/25/2039			9,900,264			1,434,938
	"ZB", Series 2005-37, 6.0%, 5/25/2035			2,294,794			2,553,258
	"Z", Series 2006-116, 6.0%, 12/25/2036			3,055,943			3,318,629
	"WI", Series 2011-59, Interest Only, 6.0%, 5/25/2040			5,122,786			488,121
	"HI", Series 2010-2, Interest Only, 6.5%, 2/25/2040			1,519,669			724,205
	"PI", Series 2006-20, Interest Only, 6.515% **, 11/25/2030			15,910,174			2,680,274
	"SA", Series 2005-17, Interest Only, 6.535% **, 3/25/2035			4,227,830			802,451
	"SI", Series 2007-23, Interest Only, 6.605% **, 3/25/2037			3,498,043			558,799
	"SJ", Series 2007-36, Interest Only, 6.605% **, 4/25/2037			3,169,466			453,860
	"KI", Series 2005-65, Interest Only, 6.835% **, 8/25/2035			1,641,444			305,594
Government National Mortgage Association:
	"SY", Series 2008-83, Interest Only, 0.00% **, 8/20/2034			618,385			0
	"PO", Series 2007-18, Principal Only, Zero Coupon, 5/20/2035			850,060			554,952
	"KO", Series 2013-38, Principal Only, Zero Coupon, 1/20/2043			2,325,858			966,380
	"HS", Series 2009-121, Interest Only, 1.0% **, 2/20/2037			7,210,750			260,754
	"HX", Series 2012-91, 3.0%, 9/20/2040			11,360,139			10,984,578
	"ZD", Series 2013-37, 3.0%, 3/20/2043			2,629,179			2,471,677
	"BZ", Series 2013-79, 3.0%, 5/20/2043			6,105,791			4,744,135
	"LZ", Series 2013-180, 3.0%, 11/16/2043			11,729,250			8,623,797
	"IE", Series 2011-128, Interest Only, 3.5%, 9/20/2026			10,718,485			1,384,827
	"ZJ", Series 2013-106, 3.5%, 7/20/2043			8,178,747			6,771,831
	"ZM", Series 2013-170, 4.0%, 11/20/2043			8,760,937			8,192,424
	"LI", Series 2009-104, Interest Only, 4.5%, 12/16/2018			2,706,148			206,413
	"BI", Series 2010-95, Interest Only, 4.5%, 8/20/2032			2,875,098			59,378
	"ZC", Series 2003-86, 4.5%, 10/20/2033			1,999,670			2,105,647
	"TI", Series 2010-115, Interest Only, 4.5%, 10/20/2037			3,576,881			401,728
	"BL", Series 2011-46, 4.5%, 10/20/2037			5,143,000			5,458,524
	"CI", Series 2011-111, Interest Only, 4.5%, 11/20/2037			2,617,384			231,916
	"PI", Series 2010-94, Interest Only, 4.5%, 12/20/2037			4,395,291			550,409
	"CI", Series 2010-87, Interest Only, 4.5%, 11/20/2038			1,500,000			397,088
	"GP", Series 2010-67, 4.5%, 3/20/2039			10,514,000			11,121,638
	"IN", Series 2011-18, Interest Only, 4.5%, 5/20/2039			2,629,832			470,880
	"IP", Series 2011-132, Interest Only, 4.5%, 12/20/2039			15,030,109			1,679,989
	"ZA", Series 2010-3, 4.5%, 1/20/2040			3,577,029			3,666,981
	"AI", Series 2012-15, Interest Only, 4.5%, 9/20/2040			7,084,261			1,889,493
	"ZV", Series 2011-73, 4.5%, 5/20/2041			13,476,389			13,731,834
	"QI", Series 2013-20, Interest Only, 4.5%, 12/16/2042			14,099,387			2,792,814
	"LV", Series 2012-77, 5.0%, 7/20/2026			8,000,000			8,657,794
	"UI", Series 2010-45, Interest Only, 5.0%, 5/20/2033			200,219			695
	"MI", Series 2009-76, Interest Only, 5.0%, 3/20/2035			1,955,302			25,475
	"GZ", Series 2005-44, 5.0%, 7/20/2035			4,565,698			4,916,872
	"Z", Series 2008-5, 5.0%, 1/20/2038			5,580,722			6,016,350
	"IJ", Series 2010-41, Interest Only, 5.0%, 9/20/2038			979,308			163,732
	"Z", Series 2009-112, 5.0%, 11/20/2039			11,033,842			12,026,910
	"UZ", Series 2010-37, 5.0%, 3/20/2040			1,310,226			1,399,170
	"AI", Series 2008-51, Interest Only, 5.5%, 5/16/2023			3,727,418			309,280
	"AI", Series 2008-46, Interest Only, 5.5%, 5/16/2023			1,286,983			113,564
	"AI", Series 2008-40, Interest Only, 5.5%, 5/16/2023			1,473,111			142,697
	"PC", Series 2003-19, 5.5%, 3/16/2033			4,708,197			5,233,193
	"PI", Series 2005-73, Interest Only, 5.5%, 12/20/2034			2,081,799			197,323
	"Z", Series 2006-12, 5.5%, 3/20/2036			99,451			110,681
	"HZ", Series 2009-43, 5.5%, 6/20/2039			2,121,423			2,351,707
	"YI", Series 2010-147, Interest Only, 5.5%, 7/16/2039			1,032,216			124,043
	"DZ", Series 2009-106, 5.5%, 11/20/2039			97,590			112,071
	"SJ", Series 2011-66, Interest Only, 5.883% **, 5/16/2041			14,684,239			2,491,046
	"BS", Series 2011-93, Interest Only, 5.933% **, 7/16/2041			20,224,549			2,960,801
	"IL", Series 2009-93, Interest Only, 6.0%, 10/16/2014			3,681,796			149,002
	"CI", Series 2009-42, Interest Only, 6.0%, 8/16/2035			535,664			161,562
	"SA", Series 2012-84, Interest Only, 6.133% **, 12/20/2038			15,224,129			2,569,571
	"AV", Series 2010-14, Interest Only, 6.133% **, 2/16/2040			6,201,628			1,308,200
	"ST", Series 2009-31, Interest Only, 6.183% **, 3/20/2039			801,012			111,122
	"SM", Series 2009-100, Interest Only, 6.283% **, 5/16/2039			2,427,325			322,533
	"AI", Series 2007-38, Interest Only, 6.293% **, 6/16/2037			4,115,774			590,416
	"GI", Series 2006-28, Interest Only, 6.333% **, 3/20/2035			506,130			8,423
	"QA", Series 2007-57, Interest Only, 6.333% **, 10/20/2037			3,189,061			476,318
	"SL", Series 2009-100, Interest Only, 6.333% **, 5/16/2039			2,805,430			401,895
	"S", Series 2003-11, Interest Only, 6.383% **, 2/16/2033			1,626,307			245,670
	"IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039			1,239,111			281,218
	"SL", Series 2007-26, Interest Only, 6.633% **, 5/16/2037			6,183,497			974,697
	"S", Series 1999-17, Interest Only, 8.033% **, 5/16/2029			859,791			163,989
	"SA", Series 1999-44, Interest Only, 8.383% **, 12/16/2029			771,776			133,787

Total Collateralized Mortgage Obligations (Cost $398,263,748)					381,876,470
	U.S. Government Agency Sponsored Pass-Throughs 1.1%
Federal National Mortgage Association, 3.0%, 11/15/2027 (Cost $23,226,750)				23,250,000			20,347,179
	Government & Agency Obligations 6.5%
U.S. Treasury Obligations
U.S. Treasury Bill, 0.02% ***, 2/13/2014 (b)				7,983,000			7,982,880
U.S. Treasury Notes:
	0.75%, 6/15/2014 (c)			18,000,000			18,052,038
	1.0%, 8/31/2016 (c)			60,000,000			60,562,500
	2.75%, 11/15/2023			30,000,000			29,348,430

Total Government & Agency Obligations (Cost $116,149,383)					115,945,848

			Contract Amount				Value ($)
	Call Options Purchased 0.5%
Options on Interest Rate Swap Contracts
Pay Fixed Rate - 3.72% - Receive Floating - LIBOR, Swap Expiration Date 4/22/2026, Option Expiration Date 4/20/2016 1		42,100,000					2,785,665
Pay Fixed Rate - 4.19% - Receive Floating - LIBOR, Swap Expiration Date 2/3/2027, Option Expiration Date 2/1/2017 2		48,400,000					3,048,256
Pay Fixed Rate - 4.32% - Receive Floating - LIBOR, Swap Expiration Date 2/3/2027, Option Expiration Date 2/1/2017 3		47,000,000					2,719,044

Total Call Options Purchased (Cost $6,260,633)					8,552,965
	Put Options Purchased 0.0%
Options on Interest Rate Swap Contracts
Receive Fixed Rate - 2.19% - Pay Floating - LIBOR, Swap Expiration Date 2/3/2027, Option Expiration Date 2/1/2017 2		48,400,000					215,569
Receive Fixed Rate - 2.32% - Pay Floating - LIBOR, Swap Expiration Date 2/3/2027, Option Expiration Date 2/1/2017 3		47,000,000					252,949

Total Put Options Purchased (Cost $3,242,687)					468,518

			Shares				Value ($)
	Cash Equivalents 3.1%
Central Cash Management Fund, 0.05% (d) (Cost $56,298,074)		56,298,074					56,298,074

			% of Net Assets				Value ($)

Total Investment Portfolio (Cost $2,365,884,313) †		130.4				2,343,585,620
Other Assets and Liabilities, Net		(30.4)				(546,086,960)

Net Assets		100.0				1,797,498,660

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.
**	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 $2,366,906,294. At December 31, 2013, net unrealized depreciation for all securities based on tax cost was $23,320,674. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $42,558,212 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $65,878,886.
(a)	When-issued or delayed delivery security included.
(b)	At December 31, 2013, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
(c)	At December 31, 2013, this security has been pledged, in whole or in part, as collateral for open swap contracts.
(d)	Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end.
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.
LIBOR: London Interbank Offered Rate
Principal Only: Principal Only (PO) bonds represent the “principal only” portion of payments on a pool of underlying mortgages or mortgage-backed securities.
Included in the portfolio are investments in mortgage or asset-backed securities which are interests in separate pools of mortgages or assets. Effective maturities of these investments may be shorter than stated maturities due to prepayments. Some separate investments in the Government National Mortgage Association issues which have similar coupon rates have been aggregated for presentation purposes in this investment portfolio.

At December 31, 2013, open futures contracts purchased were as follows:

Futures	Currency	Expiration Date	Contracts		Notional Value ($)		Unrealized Depreciation ($)

10 Year U.S. Treasury Note	USD	3/20/2014		1,627		200,197,266		(3,487,887	)
Ultra Long U.S. Treasury Bond	USD	3/20/2014		125		17,031,250		(265,875	)
Total unrealized depreciation								(3,753,762	)

Currency Abbreviation

USD	United States Dollar

At December 31, 2013, open written option contracts were as follows:

Options on Mortgage-Backed Securities - TBAs

	Coupon Rate (%)		Contract Amount			Expiration Date	Strike Price ($)		Premiums Received ($)		Value ($) (g)

Call Options
30-Year GNSF		3.5		30,000,000	6	3/13/2014		100.500		300,000		(296,611	)
30-Year GNSF		3.5		30,000,000	5	2/13/2014		100.891		229,688		(234,375	)
Total Call Options										529,688		(530,986	)

Put Options
30-Year GNSF		3.5		30,000,000	6	3/13/2014		99.500		342,187		(296,976	)
30-Year GNSF		3.5		30,000,000	5	2/13/2014		99.891		255,469		(215,625	)
Total Put Options										597,656		(512,601	)

Total										1,127,344		(1,043,587	)

(g)

Unrealized appreciation on written options on mortgage-backed securities - TBAs at December 31, 2013 was $83,757.

Options on Interest Rate Swap Contracts

	Swap Effective/ Expiration Date	Contract Amount			Option Expiration Date	Premiums Received ($)		Value ($) (h)

Call Options
Receive Fixed - 3.19% - Pay Floating - LIBOR	2/3/2017 2/3/2027		24,200,000	2	2/1/2017		1,742,400		(2,749,634	)
Receive Fixed - 3.32% - Pay Floating - LIBOR	2/3/2017 2/3/2027		23,500,000	3	2/1/2017		1,699,757		(2,490,354	)
Receive Fixed - 4.064% - Pay Floating - LIBOR	5/13/2014 5/13/2044		51,000,000	1	5/9/2014		376,125		(1,186,908	)
Receive Fixed - 4.22% - Pay Floating - LIBOR	4/22/2016 4/22/2026		42,100,000	1	4/20/2016		1,500,865		(1,911,172	)
Receive Fixed - 5.132% - Pay Floating - LIBOR	3/17/2016 3/17/2026		51,000,000	1	3/15/2016		368,475		(975,865	)
Receive Fixed - 5.132% - Pay Floating - LIBOR	3/17/2016 3/17/2026		51,000,000	3	3/15/2016		601,800		(975,865	)
Total Call Options							6,289,422		(10,289,798	)

Put Options
Pay Fixed - 1.132% - Receive Floating - LIBOR	3/17/2016 3/17/2026		51,000,000	1	3/15/2016		368,475		(17,788	)
Pay Fixed - 1.132% - Receive Floating - LIBOR	3/17/2016 3/17/2026		51,000,000	3	3/15/2016		130,050		(17,788	)
Pay Fixed - 2.064% - Receive Floating - LIBOR	5/13/2014 5/13/2044		51,000,000	1	5/9/2014		376,125		(41	)
Pay Fixed - 2.385% - Receive Floating - LIBOR	3/31/2014 3/31/2044		51,000,000	4	3/27/2014		696,150		(20	)
Pay Fixed - 2.423% - Receive Floating - LIBOR	3/20/2014 3/20/2044		51,000,000	2	3/18/2014		734,400		(26	)
Pay Fixed - 3.033% - Receive Floating - LIBOR	10/24/2014 10/24/2044		36,500,000	5	10/22/2014		463,550		(113,592	)
Pay Fixed - 3.093% - Receive Floating - LIBOR	10/21/2014 10/21/2044		36,500,000	3	10/17/2014		503,700		(133,094	)
Pay Fixed - 3.19% - Receive Floating - LIBOR	2/3/2017 2/3/2027		24,200,000	2	2/1/2017		1,742,400		(399,961	)
Pay Fixed - 3.32% - Receive Floating - LIBOR	2/3/2017 2/3/2027		23,500,000	3	2/1/2017		1,699,757		(449,860	)
Total Put Options							6,714,607		(1,132,170	)

Total							13,004,029		(11,421,968	)

(h)	Unrealized appreciation on written options on interest rate swap contracts at December 31, 2013 was $1,582,061.

At December 31, 2013, open interest rate swap contracts were as follows:

Centrally Cleared Swaps

Effective/ Expiration Date	Notional Amount ($)		Cash Flows Paid by the Fund	Cash Flows Received by the Fund	Value ($)			Unrealized Appreciation/ Depreciation ($)

12/30/2014 12/30/2016		241,500,000	Fixed — 1.173%	Floating —- LIBOR		(126,031	)		(156,191	)
12/30/2014 12/30/2019		12,400,000	Fixed — 2.522%	Floating —- LIBOR		9,035			(2,541	)
12/30/2014 12/30/2024		52,800,000	Fixed — 3.524%	Floating —- LIBOR		118,158			123,606
12/30/2014 12/30/2034		153,400,000	Fixed — 4.01%	Floating —- LIBOR		999,145			952,460
5/13/2014 5/13/2044		51,000,000	Fixed — 4.064%	Floating —- LIBOR		(591,146	)		5,716
12/30/2014 12/30/2044		35,600,000	Floating —- LIBOR	Fixed — 4.081%		(315,176	)		(270,291	)
Total net unrealized appreciation open interest rate swaps									652,759

Bilateral Swaps

Effective/ Expiration Date	Notional Amount ($)			Cash Flows Paid by the Fund	Cash Flows Received by the Fund	Value ($)			Upfront Payments Paid/ (Received) ($)		Unrealized Depreciation ($)

6/3/2013 6/3/2025		48,500,000	1	Floating —- LIBOR	Fixed — 3.0%		(2,195,172	)		—		(2,195,172	)

Counterparties:
1	Nomura International PLC
2	JPMorgan Chase Securities, Inc.
3	BNP Paribas
4	Barclays Bank PLC
5	Citigroup, Inc.
6	The Goldman Sachs & Co.
GNSF: Government National Single Family
TBA: To Be Announced.

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 (i)
Government National Mortgage Association	$	—		$	1,760,096,566		$	—	$	1,760,096,566
Collateralized Mortgage Obligations		—			381,876,470			—		381,876,470
U.S. Government Agency Sponsored Pass-Throughs		—			20,347,179			—		20,347,179
Government & Agency Obligations		—			115,945,848			—		115,945,848
Short-Term Investments (i)		56,298,074			—			—		56,298,074
Derivatives (j)
Purchased Options		—			9,021,483			—		9,021,483
Interest Rate Swap Contracts		—			1,081,782			—		1,081,782

Total	$	56,298,074		$	2,288,369,328		$	—	$	2,344,667,402

Liabilities
Derivatives (j)
Futures Contracts	$	(3,753,762	)	$	—		$	—	$	(3,753,762	)
Written Options		—			(12,465,555	)		—		(12,465,555	)
Interest Rate Swap Contracts		—			(2,624,195	)		—		(2,624,195	)

Total	$	(3,753,762	)	$	(15,089,750	)	$	—	$	(18,843,512	)

There have been no transfers between fair value measurement levels during the period ended December 31, 2013.
(i)	See Investment Portfolio for additional detailed categorizations.
(j)	Derivatives include value of options purchased, unrealized appreciation (depreciation) on open futures contracts, interest rate swap 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				Options
Interest Rate Contracts		$	(3,753,762	)		$	(1,542,413	)		$	1,183,981

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 GNMA 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