| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
LVIP Loomis Sayles Global Growth Fund
|
38.28 mm | 2.17 mm shares | 38.62 | Common equity | Long | USA |
|
LVIP Dimensional U.S. Core Equity 2 Fund
|
37.33 mm | 1.71 mm shares | 37.67 | Common equity | Long | USA |
|
LVIP Dimensional International Core Equity Fund
|
9.36 mm | 700.76 k shares | 9.44 | Common equity | Long | USA |
|
LVIP Franklin Templeton Multi-Factor International Equity Fund
|
9.31 mm | 1.03 mm shares | 9.39 | Common equity | Long | USA |
| State Street Institutional US Government Money Market Fund | 4.61 mm | 4.61 mm shares | 4.65 | Short-term investment vehicle | Long | USA |
| S+P500 EMINI FUT DEC24 | 77.20 k | 8.00 contracts | 0.08 | Equity derivative | N/A | USA |
| S+P MID 400 EMINI DEC24 | 30.17 k | 2.00 contracts | 0.03 | Equity derivative | N/A | USA |
| E-MINI RUSS 2000 DEC24 | 23.97 k | 5.00 contracts | 0.02 | Equity derivative | N/A | USA |
| EURO STOXX 50 DEC24 | 17.16 k | 9.00 contracts | 0.02 | Equity derivative | N/A | Germany |
| MSCI EMGMKT DEC24 | 15.96 k | 4.00 contracts | 0.02 | Equity derivative | N/A | USA |
| NIKKEI 225 (OSE) DEC24 | 11.34 k | 1.00 contracts | 0.01 | Equity derivative | N/A | Japan |
| BP CURRENCY FUT DEC24 | 7.79 k | 4.00 contracts | 0.01 | DFE | N/A | USA |
| EURO FX CURR FUT DEC24 | 3.08 k | 4.00 contracts | 0.00 | DFE | N/A | USA |
| FTSE 100 IDX FUT DEC24 | -495.65 | 3.00 contracts | -0.00 | Equity derivative | N/A | UK |
| JPN YEN CURR FUT DEC24 | -5.30 k | 4.00 contracts | -0.01 | DFE | N/A | USA |
