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The Phantom Thieves of Hearts is a vigilante group of high-school students working to change the hearts of criminals by getting them to confess their crimes through defeating a physical manifestation of their subconscious in a mysterious realm known as the Metaverse.

They are willing to exploit the supernatural if it means bringing the masses freedom and liberation.

Firstly, they will confirm the target is some big shot which is corrupted adults in the society.

Secondly, they'll send a calling card; the methods of which vary from simple vandalism via an actual "calling card," to mass broadcast hijacks.

Once this occurs, the target's Shadow Self reacts due to internal knowledge of the wrongness of their actions, provoking them to defend their Treasure at all costs.

Which ultimately causes the treasure to take physical form.

And thirdly, they came back into the Metaverse, the target's palace, and steal the treasure.

Once the "treasure" is stolen from the shadow self victim's Palace, it will engrave a huge amount of guilt and confusion to the victim, causing the victim to have a change of heart.

This is what the Phantom Thieves are referring to "Stealing hearts" means.

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In the prison, Ren looks at the two figures in front of him.

「My name... is Lavenza」

The new girl dressed in blue stated.

「He is the rightful master of this Velvet Room, the true aid on your journey.」

She said, indicating the bizarre-looking man with a long nose sitting in front of his desk.

「True aid?」

Ren muttered in confusion.

To which then the bizarre man says.

「It may be difficult for you to understand this all at once.」

「If I were to summarize this, the "fake" has left, and the "real" has returned,」 (Lavenza)

「Indeed...」 (The real Igor)

「This place exists between dream and reality, mind and matter...」

Ren stood there while hearing the explanation from Igor and the new girl in blue called Lavenza.

It turns out that the Igor he knew this whole time was never been "Igor" in the first place.

Instead, it was the imposter named Yaldabaoth, the god of control.

He planned to fuse himself with the holy grail to control humanity's desire.

He is the manifestation of humanity's wish for order and control, considers himself to be a god, and represents all of the deadly sins.

Residing in the center of Mementos while pretending to be Igor, Yaldabaoth is the one behind the Metaverse's origin, the conspiracy of Masayoshi Shido and his minions, as well as all the turns of events by granting Ren Amamiya and Goro Akechi their Persona power.

He manipulated the Phantom Thieves of Hearts and Shido to make them go against each other, while he himself would either destroy the world or enslave humanity dependent on the outcome.

Whatever the outcome is, humanity would eventually fall under his control.

That was what should've happened if the path to the holy grail wasn't blocked by a certain Administrator who locked away the world's Akashic records.