It basically means you included DT1, but not DT2. In your Personal Trust depth list, it means the 559 users on Depth 2 weren't included. Even though you probably won't recognize most of them, the changes are significant.

I think "depth 1" should only be used if you have a very long Trust list on your own. You may even go to "depth 0" (although I don't recommend that): it would mean you only see the feedback from users you've included by yourself, and ignoreo the Trust lists from the users on your own Trust list.