SJW Corp. York Water Co.
Total Common Stocks (Cost $249,928,578)
Rights 0.0% Telecommunication Services 0.0%
Leap Wireless International, Inc.* (Cost $26,873)
U.S. Treasury Bill, 0.04%**, 10/2/2014 (b) (Cost $1,334,862)
Securities Lending Collateral 17.5%
Principal Amount ($)
Government & Agency Obligation 0.4% U.S. Treasury Obligation
Daily Assets Fund Institutional, 0.08% (c) (d) (Cost $61,425,863)
Other Assets and Liabilities, Net
Warrants 0.0% Energy 0.0%
Magnum Hunter Resources Corp., Expiration Date 4/15/2016* (a)
Tejon Ranch Co., Expiration Date 8/31/2016*
Total Warrants (Cost $2,752)
% of Net Assets
Total Investment Portfolio (Cost $319,360,289)
Cash Equivalents 1.9%
Central Cash Management Fund, 0.06% (c) (Cost $6,641,361)
Non‐income producing security. Annualized yield at time of purchase; not a coupon rate.
The cost for federal income tax purposes was $323,326,639. At June 30, 2014, net unrealized appreciation for all securities based on tax cost was $87,891,624. This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $107,144,405 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $19,252,781.
(a) 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 all securities loaned at June 30, 2014 amounted to $59,863,493, which is 17.1% of net assets.
(b) At June 30, 2014, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.
(c) Affiliated fund managed by Deutsche Investment Management Americas Inc. The rate shown is the annualized seven‐day yield at period end.
United States Dollar
(d) 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, 2014, open futures contracts purchased were as follows:
Futures Russell E Mini 2000 Index
For information on the Fund's policy and additional disclosures regarding futures contracts, please refer to Note B in the accompanying Notes to Financial Statements.
The accompanying notes are an integral part of the financial statements.
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