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64 / 80

Shares

Value ($)

3,061 2,451

83,259 51,030

SJW Corp. York Water Co.

Total Common Stocks (Cost $249,928,578)

781,363 341,781,747

Rights 0.0% Telecommunication Services 0.0%

Leap Wireless International, Inc.* (Cost $26,873)

10,664

26,873

U.S. Treasury Bill, 0.04%**, 10/2/2014 (b) (Cost $1,334,862)

1,335,000

1,334,862

Shares

Value ($)

Value ($)

Securities Lending Collateral 17.5%

61,425,863

Principal Amount ($)

Government & Agency Obligation 0.4% U.S. Treasury Obligation

Daily Assets Fund Institutional, 0.08% (c) (d) (Cost $61,425,863)

61,425,863

117.2

411,218,263

(17.2)

(60,289,580)

100.0

350,928,683

403

1,181

Other Assets and Liabilities, Net

7,557

Net Assets

Warrants 0.0% Energy 0.0%

Magnum Hunter Resources Corp., Expiration Date 4/15/2016* (a)

Financials 0.0%

Tejon Ranch Co., Expiration Date 8/31/2016*

Total Warrants (Cost $2,752)

3,420

6,641,361

6,641,361

% of Net Assets

Value ($)

Total Investment Portfolio (Cost $319,360,289)

6,376

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.

Currency

Date

Contracts

Value ($)

Appreciation ($)

USD

9/19/2014

79

9,403,370

187,156

(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.

Unrealized

Currency Abbreviation

USD

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

Expiration

Notional

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.

24 | Deutsche Small Cap Index VIP

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