| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
LVIP MFS International Growth Fund
|
432.56 mm | 19.90 mm shares | 67.33 | Common equity | Long | USA |
|
MFS Research International Fund
|
119.97 mm | 4.84 mm shares | 18.67 | Common equity | Long | USA |
|
LVIP MFS Value Fund
|
59.65 mm | 1.07 mm shares | 9.28 | Common equity | Long | USA |
| State Street Institutional US Government Money Market Fund | 28.54 mm | 28.54 mm shares | 4.44 | Short-term investment vehicle | Long | USA |
| EURO STOXX 50 DEC24 | 335.50 k | 176.00 contracts | 0.05 | Equity derivative | N/A | Germany |
| NIKKEI 225 (OSE) DEC24 | 295.07 k | 27.00 contracts | 0.05 | Equity derivative | N/A | Japan |
| BP CURRENCY FUT DEC24 | 138.26 k | 71.00 contracts | 0.02 | DFE | N/A | USA |
| S+P500 EMINI FUT DEC24 | 135.10 k | 14.00 contracts | 0.02 | Equity derivative | N/A | USA |
| MSCI EMGMKT DEC24 | 83.19 k | 21.00 contracts | 0.01 | Equity derivative | N/A | USA |
| EURO FX CURR FUT DEC24 | 81.78 k | 70.00 contracts | 0.01 | DFE | N/A | USA |
| S+P MID 400 EMINI DEC24 | 45.25 k | 3.00 contracts | 0.01 | Equity derivative | N/A | USA |
| E-MINI RUSS 2000 DEC24 | 14.38 k | 3.00 contracts | 0.00 | Equity derivative | N/A | USA |
| FTSE 100 IDX FUT DEC24 | -8.76 k | 53.00 contracts | -0.00 | Equity derivative | N/A | UK |
| JPN YEN CURR FUT DEC24 | -106.01 k | 80.00 contracts | -0.02 | DFE | N/A | USA |
