| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
LVIP Dimensional International Core Equity Fund
|
283.11 mm | 21.20 mm shares | 47.52 | Common equity | Long | USA |
|
DFA International Value Portfolio
|
283.07 mm | 12.81 mm shares | 47.51 | Common equity | Long | USA |
| State Street Institutional US Government Money Market Fund | 27.97 mm | 27.97 mm shares | 4.69 | Short-term investment vehicle | Long | USA |
| EURO STOXX 50 DEC24 | 396.50 k | 208.00 contracts | 0.07 | Equity derivative | N/A | Germany |
| NIKKEI 225 (OSE) DEC24 | 340.14 k | 30.00 contracts | 0.06 | Equity derivative | N/A | Japan |
| BP CURRENCY FUT DEC24 | 154.87 k | 86.00 contracts | 0.03 | DFE | N/A | USA |
| EURO FX CURR FUT DEC24 | 85.21 k | 84.00 contracts | 0.01 | DFE | N/A | USA |
| MSCI EMGMKT DEC24 | 27.56 k | 7.00 contracts | 0.00 | Equity derivative | N/A | USA |
| S+P500 EMINI FUT DEC24 | 19.30 k | 2.00 contracts | 0.00 | Equity derivative | N/A | USA |
| S+P MID 400 EMINI DEC24 | 15.08 k | 1.00 contracts | 0.00 | 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 | -10.99 k | 64.00 contracts | -0.00 | Equity derivative | N/A | UK |
| JPN YEN CURR FUT DEC24 | -121.83 k | 96.00 contracts | -0.02 | DFE | N/A | USA |
