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Receivable for variation margin on futures contracts

63,801

Record keeping fee (Class B)

Custodian fee

Other assets

2,533

Professional fees

Total assets

447,305,867

Reports to shareholders

Statement of Assets and Liabilities

as of June 30, 2014 (Unaudited)

Assets Investments:

Investments in non‐affiliated securities, at value (cost $251,293,065) — including $59,863,493 of securities loaned

Investment in Daily Assets Fund Institutional (cost $61,425,863)*

Investment in Central Cash Management Fund (cost $6,641,361)

Total investments in securities, at value (cost $319,360,289)

Cash Receivable for investments sold Receivable for Fund shares sold Dividends receivable Interest receivable

Liabilities Payable upon return of securities loaned Payable for investments purchased Payable for Fund shares redeemed Accrued management fee Accrued Trustees' fees Other accrued expenses and payables Total liabilities Net assets, at value

Net Assets Consist of Undistributed net investment income

Net unrealized appreciation (depreciation) on: Investments

Futures Foreign currency Accumulated net realized gain (loss) Paid‐in capital Net assets, at value Class A

Net Asset Value, offering and redemption price per share ($322,796,912 18,929,351 outstanding shares of beneficial interest, $.001 par value, unlimited number of shares authorized)

Class B

Net Asset Value, offering and redemption price per share ($28,131,771 1,648,669 outstanding shares of beneficial interest, $.001 par value, unlimited number of shares authorized)

  • *

    Represents collateral on securities loaned.

$

17.06

$

$

Trustees' fees and expenses

61,425,863

Other

34,461,069

Total expenses before expense reductions

253,349

Expense reductions

84,107

Total expenses after expense reductions

1,425

Net investment income (loss)

151,371

Realized and Unrealized Gain (Loss)

343,151,039

Statement of Operations

61,425,863

6,641,361

411,218,263 374,489 35,124,470 106,874 358,278 57,159

Income distributions — Central Cash Management Fund

Securities lending income, including income from Daily Assets Fund Institutional, net of borrower rebates

Total income

Expenses: Management fee

Administration fee Services to shareholders Distribution service fee (Class B)

$

17.05

for the six months ended June 30, 2014 (Unaudited)

$

$

96,377,184 350,928,683

Net realized gain (loss) from: Investments

1,746,931

Futures Foreign currency

Investment Income Income:

Dividends (net of foreign taxes withheld of $1,306)

Interest

$

91,857,974 187,156 13 12,191,973 244,944,636 350,928,683

Change in net unrealized appreciation (depreciation) on:

Investments Futures Foreign currency

Net gain (loss)

Net increase (decrease) in net assets resulting from operations

The accompanying notes are an integral part of the financial statements.

26 | Deutsche Small Cap Index VIP

2,315,149 305

2,480

310,210 2,628,144

590,576 168,736 3,387 33,228 209 19,425 37,221 32,121 7,957 29,718 922,578 (96,256) 826,322 1,801,822

15,730,446

573,951 (4) 16,304,393

(7,302,664)

(104,583) 13 (7,407,234) 8,897,159

10,698,981

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