| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
LVIP BlackRock Global Allocation Fund
|
663.14 mm | 51.60 mm shares | 96.97 | Common equity | Long | USA |
| State Street Institutional US Government Money Market Fund | 19.73 mm | 19.73 mm shares | 2.88 | Short-term investment vehicle | Long | USA |
| S+P500 EMINI FUT DEC24 | 309.45 k | 50.00 contracts | 0.05 | Equity derivative | N/A | USA |
| MSCI EMGMKT DEC24 | 107.82 k | 29.00 contracts | 0.02 | Equity derivative | N/A | USA |
| EURO STOXX 50 DEC24 | 65.66 k | 42.00 contracts | 0.01 | Equity derivative | N/A | Germany |
| S+P MID 400 EMINI DEC24 | 33.07 k | 4.00 contracts | 0.00 | Equity derivative | N/A | USA |
| TOPIX INDX FUTR DEC24 | 31.93 k | 6.00 contracts | 0.00 | Equity derivative | N/A | Japan |
| BP CURRENCY FUT DEC24 | 16.00 k | 9.00 contracts | 0.00 | DFE | N/A | USA |
| EURO FX CURR FUT DEC24 | 13.57 k | 14.00 contracts | 0.00 | DFE | N/A | USA |
| AUDUSD CRNCY FUT DEC24 | 10.52 k | 4.00 contracts | 0.00 | DFE | N/A | USA |
| OMXS30 IND FUTURE OCT24 | 4.24 k | 6.00 contracts | 0.00 | Equity derivative | N/A | Sweden |
| SPI 200 FUTURES DEC24 | 3.66 k | 2.00 contracts | 0.00 | Equity derivative | N/A | Australia |
| SWEDISH KRONA FUT DEC24 | 3.45 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| FTSE 100 IDX FUT DEC24 | -9.60 k | 7.00 contracts | -0.00 | Equity derivative | N/A | UK |
| JPN YEN CURR FUT DEC24 | -11.80 k | 10.00 contracts | -0.00 | DFE | N/A | USA |
