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As Of Filer Filing For·On·As Docs:Size Issuer Agent 6/22/17 Deutsche Portfolio Trust N-Q 4/30/17 2:370K Deutsche Int’l Fd, Inc. → DWS Total Return Bond Fund ⇒ Class A (SZIAX) — Class C (SZICX) — Class S (SCSBX) — Institutional Class (SZIIX) |
Document/Exhibit Description Pages Size 1: N-Q Deutsche Core Plus Income Fund HTML 133K 2: EX-99.CERT Certifications HTML 15K
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: 811-00042
Deutsche Portfolio Trust
(Exact name of registrant as specified in charter)
345 Park Avenue
New York, NY 10154
(Address of principal executive offices) (Zip code)
60 Wall Street
(Name and address of agent for service)
Registrant's telephone number, including area code: (212) 250-3220
Date of fiscal year end: 1/31
Date of reporting period: 4/30/2017
| ITEM 1. | SCHEDULE OF INVESTMENTS |
Investment Portfolio as of April 30, 2017 (Unaudited)
Deutsche Core Plus Income Fund
| Principal Amount ($) (a) |
Value ($) | ||||||||||
| Corporate Bonds 59.9% | |||||||||||
| Consumer Discretionary 8.7% | |||||||||||
| AMC Networks, Inc., 5.0%, 4/1/2024 | 800,000 | 810,520 | |||||||||
| BMW U.S. Capital LLC, 144A, 3.3%, 4/6/2027 (b) | 810,000 | 814,875 | |||||||||
| CCO Holdings LLC, 144A, 5.125%, 5/1/2027 | 1,250,000 | 1,275,000 | |||||||||
| Charter Communications Operating LLC: | |||||||||||
| 3.579%, 7/23/2020 | 270,000 | 278,992 | |||||||||
| 4.908%, 7/23/2025 | 567,000 | 607,680 | |||||||||
| 144A, 5.375%, 5/1/2047 | 200,000 | 204,631 | |||||||||
| CVS Health Corp., 5.125%, 7/20/2045 | 320,000 | 357,620 | |||||||||
| EW Scripps Co., 144A, 5.125%, 5/15/2025 | 475,000 | 487,469 | |||||||||
| General Motors Co.: | |||||||||||
| 6.6%, 4/1/2036 | 145,000 | 167,149 | |||||||||
| 6.75%, 4/1/2046 | 470,000 | 551,461 | |||||||||
| Goodyear Tire & Rubber Co., 4.875%, 3/15/2027 | 1,320,000 | 1,320,000 | |||||||||
| Hilton Domestic Operating Co., Inc., 144A, 4.25%, 9/1/2024 | 930,000 | 936,975 | |||||||||
| Hilton Worldwide Finance LLC, 144A, 4.875%, 4/1/2027 | 1,090,000 | 1,117,250 | |||||||||
| International Game Technology PLC, 144A, 6.5%, 2/15/2025 | 900,000 | 985,500 | |||||||||
| Lennar Corp., 4.125%, 1/15/2022 | 1,515,000 | 1,545,300 | |||||||||
| NCL Corp., Ltd., 144A, 4.75%, 12/15/2021 | 775,000 | 794,375 | |||||||||
| Nordstrom, Inc.: | |||||||||||
| 4.0%, 3/15/2027 | 225,000 | 226,149 | |||||||||
| 5.0%, 1/15/2044 | 355,000 | 337,640 | |||||||||
| PulteGroup, Inc., 5.0%, 1/15/2027 | 1,875,000 | 1,898,438 | |||||||||
| Sabre GLBL, Inc., 144A, 5.375%, 4/15/2023 | 900,000 | 936,000 | |||||||||
| Time Warner, Inc., 3.8%, 2/15/2027 | 170,000 | 169,253 | |||||||||
| Toll Brothers Finance Corp., 4.875%, 11/15/2025 | 900,000 | 924,750 | |||||||||
| Viacom, Inc.: | |||||||||||
| 5.875%, 2/28/2057 | 215,000 | 221,988 | |||||||||
| 6.25%, 2/28/2057 | 230,000 | 236,038 | |||||||||
| Walgreens Boots Alliance, Inc., 4.8%, 11/18/2044 | 280,000 | 289,342 | |||||||||
| 17,494,395 | |||||||||||
| Consumer Staples 1.0% | |||||||||||
| Anheuser-Busch InBev Finance, Inc., 4.9%, 2/1/2046 | 630,000 | 688,246 | |||||||||
| Kraft Heinz Foods Co., 4.375%, 6/1/2046 | 945,000 | 899,108 | |||||||||
| Molson Coors Brewing Co., 4.2%, 7/15/2046 | 330,000 | 312,124 | |||||||||
| PepsiCo, Inc., 4.45%, 4/14/2046 | 130,000 | 139,469 | |||||||||
| 2,038,947 | |||||||||||
| Energy 9.3% | |||||||||||
| Cenovus Energy, Inc., 144A, 5.4%, 6/15/2047 | 760,000 | 744,178 | |||||||||
| Concho Resources, Inc., 5.5%, 4/1/2023 | 450,000 | 466,594 | |||||||||
| ConocoPhillips Co., 4.15%, 11/15/2034 | 335,000 | 333,882 | |||||||||
| Continental Resources, Inc., 5.0%, 9/15/2022 | 450,000 | 453,937 | |||||||||
| Crestwood Midstream Partners LP, 144A, 5.75%, 4/1/2025 | 980,000 | 1,016,750 | |||||||||
| Enbridge, Inc., 5.5%, 12/1/2046 | 300,000 | 329,601 | |||||||||
| Energy Transfer Partners LP, 5.95%, 10/1/2043 | 225,000 | 236,992 | |||||||||
| Halliburton Co., 4.85%, 11/15/2035 | 550,000 | 582,537 | |||||||||
| Hess Corp.: | |||||||||||
| 5.6%, 2/15/2041 | 475,000 | 479,811 | |||||||||
| 5.8%, 4/1/2047 | 250,000 | 259,654 | |||||||||
| Kinder Morgan Energy Partners LP, 4.7%, 11/1/2042 | 430,000 | 403,731 | |||||||||
| Marathon Oil Corp., 5.2%, 6/1/2045 | 255,000 | 256,400 | |||||||||
| Murphy Oil U.S.A., Inc., 5.625%, 5/1/2027 | 530,000 | 543,250 | |||||||||
| Newfield Exploration Co., 5.75%, 1/30/2022 | 450,000 | 478,125 | |||||||||
| Noble Holding International Ltd.: | |||||||||||
| 5.75%, 3/16/2018 | 80,000 | 80,899 | |||||||||
| 7.75%, 1/15/2024 (b) | 1,960,000 | 1,788,500 | |||||||||
| Petrobras Global Finance BV: | |||||||||||
| 6.125%, 1/17/2022 | 337,000 | 353,125 | |||||||||
| 8.375%, 5/23/2021 | 1,825,000 | 2,066,812 | |||||||||
| Petroleos Mexicanos: | |||||||||||
| 4.625%, 9/21/2023 | 375,000 | 377,175 | |||||||||
| 144A, 5.375%, 3/13/2022 | 414,000 | 435,218 | |||||||||
| Plains All American Pipeline LP: | |||||||||||
| 2.85%, 1/31/2023 | 465,000 | 452,073 | |||||||||
| 4.3%, 1/31/2043 | 235,000 | 204,191 | |||||||||
| 4.5%, 12/15/2026 | 420,000 | 435,375 | |||||||||
| Raizen Fuels Finance SA, 144A, 5.3%, 1/20/2027 | 750,000 | 775,507 | |||||||||
| Range Resources Corp., 4.875%, 5/15/2025 | 450,000 | 432,000 | |||||||||
| Regency Energy Partners LP, 4.5%, 11/1/2023 | 330,000 | 343,532 | |||||||||
| Rosneft Finance SA, 144A, 7.25%, 2/2/2020 | 800,000 | 882,160 | |||||||||
| Sabine Pass Liquefaction LLC, 144A, 5.0%, 3/15/2027 | 1,315,000 | 1,387,879 | |||||||||
| Sunoco Logistics Partners Operations LP, 5.3%, 4/1/2044 | 260,000 | 257,677 | |||||||||
| Transcanada Trust, 5.3%, 3/15/2077 | 1,015,000 | 1,023,881 | |||||||||
| Ultra Resources, Inc., 144A, 6.875%, 4/15/2022 | 735,000 | 743,269 | |||||||||
| 18,624,715 | |||||||||||
| Financials 12.8% | |||||||||||
| AIA Group Ltd., 144A, 4.5%, 3/16/2046 | 200,000 | 206,808 | |||||||||
| ANZ New Zealand International Ltd.: | |||||||||||
| 144A, 2.125%, 7/28/2021 | 450,000 | 441,282 | |||||||||
| 144A, 2.75%, 2/3/2021 | 295,000 | 297,295 | |||||||||
| Ares Capital Corp.: | |||||||||||
| 3.625%, 1/19/2022 | 480,000 | 479,306 | |||||||||
| 3.875%, 1/15/2020 | 590,000 | 603,192 | |||||||||
| Bank of America Corp., 3.824%, 1/20/2028 | 985,000 | 992,294 | |||||||||
| Banque Federative du Credit Mutuel SA, 144A, 2.5%, 4/13/2021 | 600,000 | 596,476 | |||||||||
| BBVA Bancomer SA, 144A, 6.75%, 9/30/2022 | 600,000 | 678,480 | |||||||||
| Blackstone Holdings Finance Co., LLC, 144A, 5.0%, 6/15/2044 | 150,000 | 156,561 | |||||||||
| BNP Paribas SA, 144A, 4.625%, 3/13/2027 | 1,120,000 | 1,147,964 | |||||||||
| BPCE SA, 2.65%, 2/3/2021 | 395,000 | 395,183 | |||||||||
| Credit Agricole SA, 144A, 2.375%, 7/1/2021 (b) | 385,000 | 379,991 | |||||||||
| Credit Suisse Group AG, 144A, 4.282%, 1/9/2028 | 300,000 | 304,727 | |||||||||
| Credit Suisse Group Funding Guernsey Ltd.: | |||||||||||
| 3.8%, 6/9/2023 | 525,000 | 535,470 | |||||||||
| 4.55%, 4/17/2026 | 450,000 | 472,243 | |||||||||
| Everest Reinsurance Holdings, Inc., 4.868%, 6/1/2044 | 310,000 | 313,018 | |||||||||
| FS Investment Corp., 4.75%, 5/15/2022 | 440,000 | 451,914 | |||||||||
| HSBC Holdings PLC, 4.375%, 11/23/2026 | 380,000 | 389,346 | |||||||||
| ING Groep NV, 3.95%, 3/29/2027 | 340,000 | 348,200 | |||||||||
| JPMorgan Chase & Co., 2.95%, 10/1/2026 | 1,040,000 | 999,122 | |||||||||
| KKR Group Finance Co. III LLC, 144A, 5.125%, 6/1/2044 | 210,000 | 215,791 | |||||||||
| Legg Mason, Inc., 5.625%, 1/15/2044 | 300,000 | 308,091 | |||||||||
| Loews Corp., 4.125%, 5/15/2043 | 250,000 | 243,684 | |||||||||
| Macquarie Bank Ltd., 144A, 6.125%, 3/8/2027 (b) | 790,000 | 804,220 | |||||||||
| Macquarie Group Ltd., 144A, 6.0%, 1/14/2020 | 1,150,000 | 1,252,190 | |||||||||
| Manulife Financial Corp.: | |||||||||||
| 4.061%, 2/24/2032 | 740,000 | 750,620 | |||||||||
| 4.9%, 9/17/2020 | 230,000 | 248,284 | |||||||||
| Massachusetts Mutual Life Insurance Co., 144A, 4.5%, 4/15/2065 | 60,000 | 58,092 | |||||||||
| Morgan Stanley, 4.375%, 1/22/2047 | 270,000 | 273,164 | |||||||||
| Nationwide Building Society, 144A, 2.45%, 7/27/2021 | 425,000 | 423,689 | |||||||||
| Nationwide Financial Services, Inc., 144A, 5.3%, 11/18/2044 | 260,000 | 288,721 | |||||||||
| QBE Insurance Group Ltd., 144A, 2.4%, 5/1/2018 | 1,140,000 | 1,141,906 | |||||||||
| Royal Bank of Scotland Group PLC, 3.875%, 9/12/2023 | 530,000 | 530,849 | |||||||||
| Santander Holdings U.S.A., Inc., 144A, 3.7%, 3/28/2022 | 770,000 | 774,769 | |||||||||
| Santander UK Group Holdings PLC, 2.875%, 8/5/2021 | 950,000 | 944,682 | |||||||||
| Societe Generale SA, 144A, 7.375%, 12/29/2049 | 1,224,000 | 1,294,380 | |||||||||
| Standard Chartered PLC: | |||||||||||
| 144A, 3.05%, 1/15/2021 | 565,000 | 569,560 | |||||||||
| 144A, 4.05%, 4/12/2026 | 475,000 | 481,870 | |||||||||
| Sumitomo Mitsui Financial Group, Inc., 2.058%, 7/14/2021 | 220,000 | 216,133 | |||||||||
| Suncorp-Metway Ltd.: | |||||||||||
| 144A, 2.1%, 5/3/2019 | 270,000 | 269,392 | |||||||||
| 144A, 2.8%, 5/4/2022 (c) | 550,000 | 549,692 | |||||||||
| Swiss Re Treasury U.S. Corp., 144A, 4.25%, 12/6/2042 | 200,000 | 199,645 | |||||||||
| The Goldman Sachs Group, Inc., 3.75%, 2/25/2026 | 1,070,000 | 1,087,674 | |||||||||
| UniCredit SpA, 144A, 3.75%, 4/12/2022 | 495,000 | 495,107 | |||||||||
| Voya Financial, Inc., 4.8%, 6/15/2046 | 335,000 | 335,823 | |||||||||
| Wells Fargo & Co., 3.0%, 10/23/2026 | 1,025,000 | 988,353 | |||||||||
| Woori Bank, 144A, 4.5%, 12/29/2049 | 750,000 | 735,086 | |||||||||
| 25,670,339 | |||||||||||
| Health Care 2.6% | |||||||||||
| AbbVie, Inc., 4.45%, 5/14/2046 | 320,000 | 311,920 | |||||||||
| Aetna, Inc., 2.8%, 6/15/2023 | 240,000 | 240,139 | |||||||||
| Amgen, Inc., 2.6%, 8/19/2026 | 350,000 | 327,455 | |||||||||
| Anthem, Inc., 3.3%, 1/15/2023 | 180,000 | 182,952 | |||||||||
| Bristol-Myers Squibb Co., 3.25%, 2/27/2027 | 855,000 | 857,798 | |||||||||
| Express Scripts Holding Co.: | |||||||||||
| 3.4%, 3/1/2027 | 255,000 | 242,682 | |||||||||
| 4.8%, 7/15/2046 | 195,000 | 189,557 | |||||||||
| HCA, Inc., 5.25%, 6/15/2026 | 900,000 | 959,625 | |||||||||
| Mylan NV, 5.25%, 6/15/2046 | 115,000 | 118,077 | |||||||||
| Shire Acquisitions Investments Ireland DAC, 3.2%, 9/23/2026 | 717,000 | 694,204 | |||||||||
| Stryker Corp.: | |||||||||||
| 3.375%, 11/1/2025 | 240,000 | 243,304 | |||||||||
| 4.625%, 3/15/2046 | 120,000 | 125,507 | |||||||||
| Teva Pharmaceutical Finance Netherlands III BV, 2.2%, 7/21/2021 | 430,000 | 417,895 | |||||||||
| UnitedHealth Group, Inc.: | |||||||||||
| 3.45%, 1/15/2027 | 135,000 | 138,205 | |||||||||
| 4.2%, 1/15/2047 | 210,000 | 215,282 | |||||||||
| 5,264,602 | |||||||||||
| Industrials 3.4% | |||||||||||
| Bombardier, Inc., 144A, 8.75%, 12/1/2021 | 1,685,000 | 1,874,562 | |||||||||
| Booz Allen Hamilton, Inc., 144A, 5.125%, 5/1/2025 | 65,000 | 66,138 | |||||||||
| FedEx Corp., 4.55%, 4/1/2046 | 260,000 | 262,667 | |||||||||
| Northrop Grumman Corp., 3.2%, 2/1/2027 | 455,000 | 455,531 | |||||||||
| Rockwell Collins, Inc., 4.35%, 4/15/2047 | 455,000 | 460,870 | |||||||||
| Siemens Financieringsmaatschappij NV: | |||||||||||
| 144A, 3.4%, 3/16/2027 | 600,000 | 612,153 | |||||||||
| 144A, 4.2%, 3/16/2047 | 585,000 | 606,055 | |||||||||
| Transurban Finance Co. Pty Ltd., 144A, 3.375%, 3/22/2027 | 335,000 | 326,767 | |||||||||
| United Rentals North America, Inc.: | |||||||||||
| 5.5%, 5/15/2027 | 985,000 | 1,013,319 | |||||||||
| 5.875%, 9/15/2026 | 1,090,000 | 1,149,950 | |||||||||
| 6,828,012 | |||||||||||
| Information Technology 5.0% | |||||||||||
| Apple, Inc., 3.45%, 2/9/2045 | 170,000 | 154,733 | |||||||||
| Broadcom Corp.: | |||||||||||
| 144A, 3.0%, 1/15/2022 | 620,000 | 624,903 | |||||||||
| 144A, 3.625%, 1/15/2024 | 515,000 | 522,489 | |||||||||
| CA, Inc., 3.6%, 8/15/2022 | 230,000 | 236,017 | |||||||||
| Cardtronics, Inc., 144A, 5.5%, 5/1/2025 | 570,000 | 582,112 | |||||||||
| Dell International LLC: | |||||||||||
| 144A, 3.48%, 6/1/2019 | 425,000 | 434,689 | |||||||||
| 144A, 4.42%, 6/15/2021 | 345,000 | 362,181 | |||||||||
| 144A, 5.875%, 6/15/2021 | 1,655,000 | 1,754,300 | |||||||||
| 144A, 8.1%, 7/15/2036 | 260,000 | 326,285 | |||||||||
| DXC Technology Co.: | |||||||||||
| 144A, 4.25%, 4/15/2024 | 550,000 | 563,529 | |||||||||
| 144A, 4.75%, 4/15/2027 | 675,000 | 697,152 | |||||||||
| eBay, Inc., 3.8%, 3/9/2022 | 231,000 | 241,385 | |||||||||
| Fidelity National Information Services, Inc., 3.625%, 10/15/2020 | 400,000 | 416,914 | |||||||||
| Gartner, Inc., 144A, 5.125%, 4/1/2025 | 130,000 | 134,550 | |||||||||
| Hewlett Packard Enterprise Co., 3.6%, 10/15/2020 | 280,000 | 289,423 | |||||||||
| Microsoft Corp., 3.45%, 8/8/2036 | 250,000 | 240,302 | |||||||||
| Quintiles IMS, Inc., 144A, 5.0%, 10/15/2026 | 750,000 | 765,000 | |||||||||
| Seagate HDD Cayman: | |||||||||||
| 144A, 4.25%, 3/1/2022 | 235,000 | 234,514 | |||||||||
| 5.75%, 12/1/2034 | 320,000 | 298,422 | |||||||||
| Symantec Corp., 144A, 5.0%, 4/15/2025 | 345,000 | 356,644 | |||||||||
| Tencent Holdings Ltd., 144A, 3.8%, 2/11/2025 (b) | 750,000 | 773,621 | |||||||||
| 10,009,165 | |||||||||||
| Materials 5.6% | |||||||||||
| Anglo American Capital PLC, 144A, 4.75%, 4/10/2027 | 1,630,000 | 1,685,469 | |||||||||
| AngloGold Ashanti Holdings PLC, 5.125%, 8/1/2022 (b) | 750,000 | 774,750 | |||||||||
| Bluestar Finance Holdings Ltd., REG S, 4.375%, 6/11/2020 | 900,000 | 930,382 | |||||||||
| Cemex SAB de CV, 144A, 7.75%, 4/16/2026 (b) | 500,000 | 570,000 | |||||||||
| CF Industries, Inc., 3.45%, 6/1/2023 (b) | 1,100,000 | 1,025,750 | |||||||||
| Freeport-McMoRan, Inc., 2.375%, 3/15/2018 | 450,000 | 447,750 | |||||||||
| Glencore Funding LLC, 144A, 4.625%, 4/29/2024 | 120,000 | 125,458 | |||||||||
| LYB International Finance II BV, 3.5%, 3/2/2027 | 870,000 | 860,026 | |||||||||
| Mexichem SAB de CV, 144A, 5.875%, 9/17/2044 | 1,000,000 | 989,500 | |||||||||
| Rio Tinto Finance U.S.A. Ltd., 3.75%, 6/15/2025 | 270,000 | 281,227 | |||||||||
| St. Marys Cement, Inc., 144A, 5.75%, 1/28/2027 | 1,185,000 | 1,183,519 | |||||||||
| Vale Overseas Ltd., 6.25%, 8/10/2026 | 630,000 | 688,464 | |||||||||
| Vedanta Resources PLC, 144A, 6.375%, 7/30/2022 | 900,000 | 912,150 | |||||||||
| Yamana Gold, Inc., 4.95%, 7/15/2024 | 775,000 | 782,700 | |||||||||
| 11,257,145 | |||||||||||
| Real Estate 4.9% | |||||||||||
| CBL & Associates LP: | |||||||||||
| (REIT), 5.25%, 12/1/2023 | 440,000 | 440,761 | |||||||||
| (REIT), 5.95%, 12/15/2026 (b) | 325,000 | 319,161 | |||||||||
| Crown Castle International Corp., (REIT), 5.25%, 1/15/2023 | 335,000 | 370,690 | |||||||||
| CyrusOne LP: | |||||||||||
| 144A, (REIT), 5.0%, 3/15/2024 | 340,000 | 349,350 | |||||||||
| 144A, (REIT), 5.375%, 3/15/2027 | 225,000 | 231,750 | |||||||||
| Equinix, Inc., (REIT), 5.375%, 4/1/2023 | 900,000 | 937,125 | |||||||||
| Government Properties Income Trust, (REIT), 3.75%, 8/15/2019 | 330,000 | 332,476 | |||||||||
| Hospitality Properties Trust, (REIT), 5.0%, 8/15/2022 | 560,000 | 598,438 | |||||||||
| Host Hotels & Resorts LP, (REIT), 3.875%, 4/1/2024 | 365,000 | 371,491 | |||||||||
| Howard Hughes Corp., 144A, 5.375%, 3/15/2025 | 3,090,000 | 3,120,900 | |||||||||
| MGM Growth Properties Operating Partnership LP, (REIT), 4.5%, 9/1/2026 | 840,000 | 836,850 | |||||||||
| Omega Healthcare Investors, Inc.: | |||||||||||
| (REIT), 4.75%, 1/15/2028 | 400,000 | 397,175 | |||||||||
| (REIT), 4.95%, 4/1/2024 | 370,000 | 386,515 | |||||||||
| Select Income REIT, (REIT), 4.15%, 2/1/2022 | 370,000 | 375,086 | |||||||||
| VEREIT Operating Partnership LP, (REIT), 4.125%, 6/1/2021 | 850,000 | 884,531 | |||||||||
| 9,952,299 | |||||||||||
| Telecommunication Services 3.2% | |||||||||||
| AT&T, Inc.: | |||||||||||
| 3.4%, 5/15/2025 | 525,000 | 511,259 | |||||||||
| 4.25%, 3/1/2027 | 576,000 | 588,130 | |||||||||
| 4.5%, 5/15/2035 | 505,000 | 478,285 | |||||||||
| Bharti Airtel International Netherlands BV, 144A, 5.125%, 3/11/2023 | 900,000 | 948,112 | |||||||||
| CommScope Technologies LLC, 144A, 5.0%, 3/15/2027 | 555,000 | 559,856 | |||||||||
| Deutsche Telekom International Finance BV: | |||||||||||
| 144A, 2.82%, 1/19/2022 | 640,000 | 640,610 | |||||||||
| 144A, 3.6%, 1/19/2027 | 554,000 | 558,520 | |||||||||
| Sprint Spectrum Co., LLC, 144A, 3.36%, 3/20/2023 | 475,000 | 479,156 | |||||||||
| Telefonica Emisiones SAU, 5.213%, 3/8/2047 | 515,000 | 535,089 | |||||||||
| Verizon Communications, Inc.: | |||||||||||
| 2.625%, 8/15/2026 | 865,000 | 792,768 | |||||||||
| 4.272%, 1/15/2036 | 425,000 | 397,529 | |||||||||
| 6,489,314 | |||||||||||
| Utilities 3.4% | |||||||||||
| AES Argentina Generacion SA, 144A, 7.75%, 2/2/2024 | 1,200,000 | 1,253,508 | |||||||||
| AmeriGas Partners LP, 5.5%, 5/20/2025 | 792,000 | 799,920 | |||||||||
| Electricite de France SA, 144A, 4.75%, 10/13/2035 | 555,000 | 575,956 | |||||||||
| Great Plains Energy, Inc., 4.85%, 4/1/2047 | 230,000 | 233,665 | |||||||||
| Israel Electric Corp. Ltd., Series 6, 144A, REG S, 5.0%, 11/12/2024 | 900,000 | 971,244 | |||||||||
| NRG Energy, Inc., 6.625%, 1/15/2027 (b) | 815,000 | 806,850 | |||||||||
| Pampa Energia SA, 144A, 7.5%, 1/24/2027 | 1,363,000 | 1,451,595 | |||||||||
| Southern Co., 3.25%, 7/1/2026 | 590,000 | 574,263 | |||||||||
| Southern Power Co., Series F, 4.95%, 12/15/2046 | 231,000 | 232,641 | |||||||||
| 6,899,642 | |||||||||||
| Total Corporate Bonds (Cost $118,146,631) | 120,528,575 | ||||||||||
| Mortgage-Backed Securities Pass-Throughs 10.0% | |||||||||||
| Federal Home Loan Mortgage Corp.: | |||||||||||
| 3.5%, 7/1/2045 | 2,477,587 | 2,561,246 | |||||||||
| 5.5%, 6/1/2035 | 2,001,192 | 2,250,642 | |||||||||
| Federal National Mortgage Association: | |||||||||||
| 3.5%, 12/1/2046 | 2,413,255 | 2,491,241 | |||||||||
| 4.0%, with various maturities from 9/1/2040 until 11/1/2045 | 4,157,291 | 4,406,215 | |||||||||
| 5.5%, with various maturities from 12/1/2032 until 8/1/2037 | 2,066,701 | 2,314,244 | |||||||||
| 6.5%, 6/1/2017 | 1,196 | 1,197 | |||||||||
| Government National Mortgage Association: | |||||||||||
| 3.5%, 9/1/2044 (c) | 3,000,000 | 3,117,891 | |||||||||
| 4.0%, 1/1/2044 (c) | 2,900,000 | 3,066,523 | |||||||||
| Total Mortgage-Backed Securities Pass-Throughs (Cost $19,918,722) | 20,209,199 | ||||||||||
| Asset-Backed 5.6% | |||||||||||
| Automobile Receivables 2.3% | |||||||||||
| AmeriCredit Automobile Receivables Trust, "C", Series 2016-2, 2.87%, 11/8/2021 | 500,000 | 504,455 | |||||||||
| Avis Budget Rental Car Funding AESOP LLC, "C", Series 2015-1A, 144A, 3.96%, 7/20/2021 | 1,200,000 | 1,192,558 | |||||||||
| Ford Credit Auto Owner Trust, "A", Series 2014-2, 144A, 2.31%, 4/15/2026 | 2,500,000 | 2,524,546 | |||||||||
| Skopos Auto Receivables Trust, "A", Series 2015-1A, 144A, 3.1%, 12/15/2023 | 367,201 | 367,685 | |||||||||
| 4,589,244 | |||||||||||
| Credit Card Receivables 1.7% | |||||||||||
| Master Credit Card Trust II, "A", Series 2017-1A, 144A, 2.26%, 7/21/2021 | 510,000 | 514,198 | |||||||||
| World Financial Network Credit Card Master Trust, "M", Series 2016-A, 2.33%, 4/15/2025 | 3,000,000 | 2,950,800 | |||||||||
| 3,464,998 | |||||||||||
| Miscellaneous 1.6% | |||||||||||
| Hilton Grand Vacations Trust, "B", Series 2014-AA, 144A, 2.07%, 11/25/2026 | 409,988 | 405,260 | |||||||||
| Taco Bell Funding LLC, "A2I", Series 2016-1A, 144A, 3.832%, 5/25/2046 | 2,213,875 | 2,253,503 | |||||||||
| Voya CLO Ltd., "C", Series 2015-1A, 144A, 4.424% *, 4/18/2027 | 500,000 | 492,838 | |||||||||
| 3,151,601 | |||||||||||
| Total Asset-Backed (Cost $11,208,829) | 11,205,843 | ||||||||||
| Commercial Mortgage-Backed Securities 2.2% | |||||||||||
| Banc of America Commercial Mortgage Trust, "AM", Series 2006-3, 5.917% *, 7/10/2044 | 137,810 | 99,083 | |||||||||
| Commercial Mortgage Trust, "A3", Series 2013-CR12, 3.765%, 10/10/2046 | 200,000 | 210,450 | |||||||||
| FHLMC Multifamily Structured Pass-Through Certificates: | |||||||||||
| "X1", Series K043, Interest Only, 0.675% **, 12/25/2024 | 7,951,044 | 283,529 | |||||||||
| "X1", Series K054, Interest Only, 1.318% **, 1/25/2026 | 5,503,940 | 465,794 | |||||||||
| JPMBB Commercial Mortgage Securities Trust, "A3", Series 2014-C19, 3.669%, 4/15/2047 | 150,000 | 156,149 | |||||||||
| JPMorgan Chase Commercial Mortgage Securities Corp., "A4", Series 2007-C1, 5.716%, 2/15/2051 | 972,076 | 983,261 | |||||||||
| LB-UBS Commercial Mortgage Trust, "A4", Series 2007-C6, 5.858% *, 7/15/2040 | 1,103,972 | 1,105,458 | |||||||||
| Wells Fargo Commercial Mortgage Trust, "A4", Series 2015-C27, 3.19%, 2/15/2048 | 1,110,000 | 1,121,442 | |||||||||
| Total Commercial Mortgage-Backed Securities (Cost $4,605,592) | 4,425,166 | ||||||||||
| Collateralized Mortgage Obligations 8.2% | |||||||||||
| Credit Suisse First Boston Mortgage Securities Corp., "10A3", Series 2005-10, 6.0%, 11/25/2035 | 257,779 | 139,478 | |||||||||
| Federal Home Loan Mortgage Corp.: | |||||||||||
| "IK", Series 4048, Interest Only, 3.0%, 5/15/2027 | 1,310,565 | 129,989 | |||||||||
| "PI", Series 3940, Interest Only, 4.0%, 2/15/2041 | 1,325,585 | 192,285 | |||||||||
| "C31", Series 303, Interest Only, 4.5%, 12/15/2042 | 4,300,517 | 848,676 | |||||||||
| "MS", Series 3055, Interest Only, 5.606% **, 10/15/2035 | 1,551,703 | 260,941 | |||||||||
| "SG", Series 3859, Interest Only, 5.706% **, 11/15/2039 | 1,297,773 | 99,446 | |||||||||
| Federal National Mortgage Association: | |||||||||||
| "AL", Series 2014-11, 2.5%, 11/25/2042 | 2,000,000 | 1,836,040 | |||||||||
| "KM", Series 2012-146, 3.0%, 1/25/2043 | 1,775,000 | 1,596,124 | |||||||||
| "PZ", Series 2016-9, 3.5%, 3/25/2046 | 2,962,052 | 2,938,368 | |||||||||
| "CE", Series 2015-60, 3.75%, 8/25/2045 | 2,082,000 | 2,148,157 | |||||||||
| "4", Series 406, Interest Only, 4.0%, 9/25/2040 | 710,067 | 138,739 | |||||||||
| "YI", Series 2008-36, Interest Only, 6.209% **, 7/25/2036 | 2,230,522 | 365,396 | |||||||||
| Government National Mortgage Association: | |||||||||||
| "BL", Series 2013-19, 2.5%, 2/20/2043 | 1,120,820 | 1,031,257 | |||||||||
| "LM", Series 2015-65, 3.0%, 5/20/2045 | 2,204,000 | 2,080,478 | |||||||||
| "DI", Series 2014-102, Interest Only, 3.5%, 7/16/2029 | 5,091,013 | 484,946 | |||||||||
| "HZ", Series 2012-56, 3.5%, 6/20/2040 | 1,032,250 | 1,059,821 | |||||||||
| "PI", Series 2015-40, Interest Only, 4.0%, 4/20/2044 | 619,176 | 81,921 | |||||||||
| "AI", Series 2011-94, Interest Only, 4.5%, 1/20/2039 | 810,227 | 24,545 | |||||||||
| "DI", Series 2011-40, Interest Only, 4.5%, 12/20/2040 | 486,260 | 6,660 | |||||||||
| "EI", Series 2011-162, Interest Only, 4.5%, 5/20/2040 | 787,045 | 40,318 | |||||||||
| "IP", Series 2014-115, Interest Only, 4.5%, 2/20/2044 | 509,357 | 90,222 | |||||||||
| "PI", Series 2014-108, Interest Only, 4.5%, 12/20/2039 | 671,480 | 109,047 | |||||||||
| "IN", Series 2009-69, Interest Only, 5.5%, 8/20/2039 | 251,247 | 45,339 | |||||||||
| "IV", Series 2009-69, Interest Only, 5.5%, 8/20/2039 | 804,065 | 136,977 | |||||||||
| "IJ", Series 2009-75, Interest Only, 6.0%, 8/16/2039 | 212,431 | 36,574 | |||||||||
| "SB", Series 2014-81, 12.469% *, 6/20/2044 | 477,087 | 625,868 | |||||||||
| Total Collateralized Mortgage Obligations (Cost $17,427,984) | 16,547,612 | ||||||||||
| Government & Agency Obligations 15.6% | |||||||||||
| Other Government Related (d) 2.5% | |||||||||||
| Credit Bank of Moscow, 144A, 8.875%, 11/10/2022 (c) | 3,750,000 | 3,747,038 | |||||||||
| Novatek OAO, 144A, 6.604%, 2/3/2021 | 900,000 | 991,922 | |||||||||
| Vnesheconombank, 144A, 6.902%, 7/9/2020 | 350,000 | 384,098 | |||||||||
| 5,123,058 | |||||||||||
| Sovereign Bonds 5.8% | |||||||||||
| Government of Australia, Series 150, REG S, 3.0%, 3/21/2047 | AUD | 3,320,000 | 2,241,596 | ||||||||
| Government of New Zealand: | |||||||||||
| Series 0437, REG S, 2.75%, 4/15/2037 | NZD | 4,365,000 | 2,648,370 | ||||||||
| Series 0427, REG S, 4.5%, 4/15/2027 | NZD | 2,500,000 | 1,926,409 | ||||||||
| KazAgro National Management Holding JSC, 144A, 4.625%, 5/24/2023 | 1,000,000 | 986,832 | |||||||||
| Kingdom of Norway, 144A, REG S, 1.75%, 2/17/2027 | NOK | 33,340,000 | 3,925,003 | ||||||||
| 11,728,210 | |||||||||||
| U.S. Government Sponsored Agency 1.1% | |||||||||||
| Federal Home Loan Mortgage Corp., 6.25%, 7/15/2032 | 1,500,000 | 2,115,481 | |||||||||
| U.S. Treasury Obligations 6.2% | |||||||||||
| U.S. Treasury Bonds: | |||||||||||
| 2.875%, 11/15/2046 | 1,280,000 | 1,258,101 | |||||||||
| 3.0%, 2/15/2047 | 1,000,000 | 1,009,414 | |||||||||
| U.S. Treasury Notes: | |||||||||||
| 0.75%, 10/31/2017 (e) | 7,500,000 | 7,490,040 | |||||||||
| 2.25%, 2/15/2027 | 2,682,500 | 2,674,640 | |||||||||
| 12,432,195 | |||||||||||
| Total Government & Agency Obligations (Cost $31,507,474) | 31,398,944 | ||||||||||
| Short-Term U.S. Treasury Obligations 1.2% | |||||||||||
| U.S. Treasury Bills: | |||||||||||
| 0.56% ***, 6/1/2017 (f) | 450,000 | 449,735 | |||||||||
| 0.59% ***, 8/10/2017 (f) | 1,880,000 | 1,875,781 | |||||||||
| Total Short-Term U.S. Treasury Obligations (Cost $2,326,671) | 2,325,516 | ||||||||||
| Shares | Value ($) | ||||||||||
| Securities Lending Collateral 4.0% | |||||||||||
| Deutsche Government & Agency Securities Portfolio "Deutsche Government Cash Institutional Shares", 0.66% (g) (h) (Cost $7,993,073) | 7,993,073 | 7,993,073 | |||||||||
| Cash Equivalents 3.0% | |||||||||||
| Deutsche Central Cash Management Government Fund, 0.80% (g) (Cost $6,109,546) | 6,109,546 | 6,109,546 | |||||||||
| % of Net Assets |
Value ($) | ||||||||||
| Total Investment Portfolio (Cost $219,244,522) † | 109.7 | 220,743,474 | |||||||||
| Other Assets and Liabilities, Net | (9.7) | (19,493,802) | |||||||||
| Net Assets | 100.0 | 201,249,672 | |||||||||
| 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 April 30, 2017. |
| ** | These securities are shown at their current rate as of April 30, 2017. |
| *** | Annualized yield at time of purchase; not a coupon rate. |
| † | The cost for federal income tax purposes was $219,713,496. At April 30, 2017, net unrealized appreciation for all securities based on tax cost was $1,029,978. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $3,646,585 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $2,616,607. |
| (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 April 30, 2017 amounted to $7,748,109, which is 3.8% of net assets. |
| (c) | When-issued or delayed delivery security included. |
| (d) | Government-backed debt issued by financial companies or government sponsored enterprises. |
| (e) | At April 30, 2017, this security has been pledged, in whole or in part, to cover initial margin requirements for open centrally cleared swap contracts. |
| (f) | At April 30, 2017, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts. |
| (g) | Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven-day yield at period end. |
| (h) | Represents collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates. |
| 144A: Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. | |
| CLO: Collateralized Loan Obligation | |
| 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. | |
| JSC: Joint Stock Company | |
| REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the account or benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. | |
| REIT: Real Estate Investment Trust | |
| 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 Federal National Mortgage Association issues which have similar coupon rates have been aggregated for presentation purposes in this investment portfolio. | |
| At April 30, 2017, open futures contracts purchased were as follows: | |
| Futures | Currency | Expiration Date | Contracts | Notional Value ($) | Unrealized Appreciation ($) | |||||||||||||
| 10 Year U.S. Treasury Note | USD | 6/21/2017 | 165 | 20,743,594 | 221,872 | |||||||||||||
| 5 Year U.S. Treasury Note | USD | 6/30/2017 | 105 | 12,432,656 | 82,875 | |||||||||||||
| Total unrealized appreciation | 304,747 | |||||||||||||||||
| At April 30, 2017, open futures contracts sold were as follows: |
| Futures | Currency | Expiration Date | Contracts | Notional Value ($) | Unrealized (Depreciation) ($) | |||||||||||||||
| Euro-BTP Italian Government Bond | EUR | 6/8/2017 | 39 | 5,595,395 | (55,096 | ) | ||||||||||||||
| Federal Republic of Germany Euro-Bund | EUR | 6/8/2017 | 23 | 4,053,219 | (44,558 | ) | ||||||||||||||
| U.S. Treasury Long Bond | USD | 6/21/2017 | 6 | 917,813 | (4,700 | ) | ||||||||||||||
| Ultra 10 Year U.S. Treasury Note | USD | 6/21/2017 | 22 | 2,979,969 | (83,919 | ) | ||||||||||||||
| Ultra Long U.S. Treasury Bond | USD | 6/21/2017 | 80 | 13,035,000 | (222,084 | ) | ||||||||||||||
| United Kingdom Long Gilt Bond | GBP | 6/28/2017 | 11 | 1,827,487 | (40,050 | ) | ||||||||||||||
| Total unrealized depreciation | (450,407 | ) | ||||||||||||||||||
| At April 30, 2017, open interest rate swap contracts were as follows: |
| Centrally Cleared Swaps | |||||||
| Effective/ Expiration Date |
Notional Amount ($) |
Cash Flows Paid by the Fund |
Cash Flows Received by the Fund |
Value ($) | Unrealized Appreciation/ (Depreciation) ($) | ||
|
2/3/2015 |
5,300,000 |
Fixed — 3.035% |
Floating — 3-Month LIBOR |
(602,346) |
(541,777) |
||
|
5/9/2016 |
5,900,000 |
Fixed — 2.48% |
Floating — 3-Month LIBOR |
(157,536) |
(97,783) |
||
|
12/16/2015 |
19,300,000 |
Fixed — 2.64% |
Floating — 3-Month LIBOR |
(701,274) |
(612,045) |
||
|
12/16/2015 |
3,900,000 |
Fixed — 1.557% |
Floating — 3-Month LIBOR |
(6,676) |
(7,350) |
||
|
12/16/2015 |
13,500,000 |
Floating — 3-Month LIBOR |
Fixed — 2.998% |
1,292,609 |
858,435 |
||
| Total net unrealized depreciation | (400,520) | ||||||
| LIBOR: London Interbank Offered Rate; 3-Month LIBOR rate at April 30, 2017 is 1.17%. |
| As of April 30, 2017, the Fund had the following open forward foreign currency exchange contracts: |
| Contracts to Deliver | In Exchange For | Settlement Date | Unrealized Appreciation ($) | Counterparty | ||||||||||||||
| USD | 4,063,458 | JPY | 453,100,000 | 5/8/2017 | 2,342 | Canadian Imperial Bank of Commerce | ||||||||||||
| JPY | 451,100,000 | USD | 4,067,750 | 5/8/2017 | 19,896 | Toronto-Dominion Bank | ||||||||||||
| USD | 2,950,797 | EUR | 2,800,000 | 5/15/2017 | 101,592 | JPMorgan Chase Securities, Inc. | ||||||||||||
| NZD | 2,820,000 | USD | 2,027,242 | 5/15/2017 | 91,790 | Goldman Sachs & Co. | ||||||||||||
| NOK | 33,800,000 | USD | 4,031,527 | 5/15/2017 | 94,107 | Barclays Bank PLC | ||||||||||||
| AUD | 3,000,000 | USD | 2,267,535 | 5/22/2017 | 22,061 | Canadian Imperial Bank of Commerce | ||||||||||||
| NOK | 34,318,000 | USD | 4,115,613 | 5/22/2017 | 117,467 | Citigroup, Inc. | ||||||||||||
| CAD | 3,205,335 | USD | 2,448,017 | 5/23/2017 | 99,104 | Goldman Sachs & Co. | ||||||||||||
| AUD | 5,500,000 | JPY | 472,403,250 | 6/8/2017 | 128,595 | Australia and New Zealand Banking Group Ltd. | ||||||||||||
| NOK | 34,200,000 | USD | 4,028,411 | 6/28/2017 | 42,432 | Citigroup, Inc. | ||||||||||||
| Total unrealized appreciation | 719,386 | |||||||||||||||||
| Contracts to Deliver | In Exchange For | Settlement Date | Unrealized Depreciation ($) | Counterparty | ||||||||||||||
| JPY | 453,100,000 | USD | 4,045,409 | 5/8/2017 | (20,390 | ) | Canadian Imperial Bank of Commerce | |||||||||||
| USD | 4,078,090 | JPY | 451,100,000 | 5/8/2017 | (30,237 | ) | Citigroup, Inc. | |||||||||||
| USD | 3,987,977 | NOK | 33,800,000 | 5/15/2017 | (50,557 | ) | Canadian Imperial Bank of Commerce | |||||||||||
| EUR | 2,800,000 | USD | 2,971,290 | 5/15/2017 | (81,099 | ) | JPMorgan Chase Securities, Inc. | |||||||||||
| USD | 2,354,470 | CAD | 3,205,335 | 5/23/2017 | (5,557 | ) | Citigroup, Inc. | |||||||||||
| JPY | 465,008,500 | AUD | 5,500,000 | 6/8/2017 | (62,160 | ) | Canadian Imperial Bank of Commerce | |||||||||||
| USD | 3,987,524 | NOK | 34,200,000 | 6/28/2017 | (1,546 | ) | Canadian Imperial Bank of Commerce | |||||||||||
| Total unrealized depreciation | (251,546 | ) | ||||||||||||||||
| Currency Abbreviation | |||
| AUD | Australian Dollar | ||
| CAD | Canadian Dollar | ||
| EUR | Euro | ||
| GBP | British Pound | ||
| JPY | Japanese Yen | ||
| NOK | Norwegian Krone | ||
| NZD | New Zealand Dollar | ||
| USD | United States Dollar | ||
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 April 30, 2017 in valuing the Fund's investments.
| Assets | Level 1 | Level 2 | Level 3 | Total | |||||
| Fixed Income Investments (i) | |||||||||
| Corporate Bonds | $ | — | $ | 120,528,575 | $ | — | $ | 120,528,575 | |
| Mortgage-Backed Securities Pass-Throughs | — | 20,209,199 | — | 20,209,199 | |||||
| Asset-Backed | — | 11,205,843 | — | 11,205,843 | |||||
| Commercial Mortgage-Backed Securities | — | 4,425,166 | — | 4,425,166 | |||||
| Collateralized Mortgage Obligations | — | 16,547,612 | — | 16,547,612 | |||||
| Government & Agency Obligations | — | 31,398,944 | — | 31,398,944 | |||||
| Short-Term U.S. Treasury Obligations | 2,325,516 | 2,325,516 | |||||||
| Short-Term Investments (i) | 14,102,619 | — | — | 14,102,619 | |||||
| Derivatives (j) | |||||||||
| Futures Contracts | 304,747 | — | — | 304,747 | |||||
| Interest Rate Swap Contracts | — | 858,435 | — | 858,435 | |||||
| Forward Foreign Currency Exchange Contracts | — | 719,386 | — | 719,386 | |||||
| Total | $ | 14,407,366 | $ | 208,218,676 | $ | — | $ | 222,626,042 | |
| Liabilities | Level 1 | Level 2 | Level 3 | Total | |||||
| Derivatives (j) | |||||||||
| Futures Contracts | $ | (450,407) | $ | — | $ | — | $ | (450,407) | |
| Interest Rate Swap Contracts | — | (1,258,955) | — | (1,258,955) | |||||
| Forward Foreign Currency Exchange Contracts | — | (251,546) | — | (251,546) | |||||
| Total | $ | (450,407) | $ | (1,510,501) | $ | — | $ | (1,960,908) | |
| There have been no transfers between fair value measurement levels during the period ended April 30, 2017. | |
| (i) | See Investment Portfolio for additional detailed categorizations. |
| (j) | Derivatives include unrealized appreciation (depreciation) on open futures contracts, interest rate swap contracts and forward foreign currency exchange contracts. |
Derivatives
The following table presents, by major type of derivative contract, the unrealized appreciation (depreciation) of the Fund's derivative instruments as of April 30, 2017 categorized by the primary underlying risk exposure.
|
Primary Underlying Risk Disclosure |
Futures | Swaps | Forward Currency Contracts |
| Foreign Exchange Contracts | $ — | $ — | $ 467,840 |
| Interest Rate Contracts | $ (145,660) | $ (400,520) | $ — |
| 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: | Deutsche Core Plus Income Fund, a series of Deutsche Portfolio Trust |
| By: |
President |
| Date: | June 22, 2017 |
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: |
President |
| Date: | June 22, 2017 |
| By: |
Chief Financial Officer and Treasurer |
| Date: | June 22, 2017 |
| This ‘N-Q’ Filing | Date | Other Filings | ||
|---|---|---|---|---|
 | ||||
| Filed on / Effective on: | 6/22/17 | None on these Dates | ||
| For Period End: | 4/30/17 | |||
| List all Filings | ||||