0001752724-25-107130.txt : 20250519 0001752724-25-107130.hdr.sgml : 20250519 20250519090058 ACCESSION NUMBER: 0001752724-25-107130 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20250331 FILED AS OF DATE: 20250519 DATE AS OF CHANGE: 20250519 PERIOD START: 20251231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LINCOLN VARIABLE INSURANCE PRODUCTS TRUST CENTRAL INDEX KEY: 0000914036 ORGANIZATION NAME: EIN: 521835648 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08090 FILM NUMBER: 25961708 BUSINESS ADDRESS: STREET 1: 1301 SOUTH HARRISON STREET CITY: FORT WAYNE STATE: IN ZIP: 46802 BUSINESS PHONE: 260-455-2000 MAIL ADDRESS: STREET 1: 1301 SOUTH HARRISON STREET CITY: FORT WAYNE STATE: IN ZIP: 46802 FORMER COMPANY: FORMER CONFORMED NAME: AGGRESSIVE GROWTH FUND / DATE OF NAME CHANGE: 20031001 FORMER COMPANY: FORMER CONFORMED NAME: LINCOLN VARIABLE INSURANCE PRODUCTS TRUST DATE OF NAME CHANGE: 20030910 FORMER COMPANY: FORMER CONFORMED NAME: LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC DATE OF NAME CHANGE: 19931025 0000914036 S000002811 LVIP SSGA Global Tactical Allocation Managed Volatility Fund C000007718 Standard Class C000007719 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000914036 XXXXXXXX S000002811 C000007718 C000007719 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP SSGA Global Tactical Allocation Managed Volatility Fund S000002811 13LZ7GRSXRR6X3EW7X06 2025-12-31 2025-03-31 N 855079893.99 254964106.82 600115787.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 706743.39000000 N 30% Bloomberg US Aggregate Bond Index, 26% S&P 500, 20% MSCI EAFE NR, 10% Bloomberg US TIPS Idx, 8% Russell 2000 TR Idx, 6% MSCI EM NR Idx 30% LBUSTRUU, 26% SPX, 20% M1EA, 10% LBUTTRUU, 8% RU20INTR, 6% M1EF LVIP Franklin Templeton Multi-Factor International Equity Fund ZC1JP9GQKS75O7IOKT07 LVIP Franklin Templeton Multi-Factor International Equity Fund 534898648 5886319.05000000 NS USD 51499405.36000000 8.581578165583 Long EC RF US N 1 N N N Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF 549300FMDZNC0BEIYQ10 Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF 46090F100 220595.00000000 NS USD 3006709.85000000 0.501021621873 Long EC RF US N 1 N N N LVIP SSGA Bond Index Fund X5PPJVEZIDWEFRKRER10 LVIP SSGA Bond Index Fund 534898663 9501567.45000000 NS USD 95376734.04000000 15.89305532016 Long EC RF US N 1 N N N LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund XDP4P8WUU8MSZILKKQ09 LVIP Franklin Templeton Multi-Factor SMID Cap Equity Fund 534898614 991023.74000000 NS USD 11612816.14000000 1.935095924532 Long EC RF US N 1 N N N LVIP SSGA International Index Fund 9JGZTL6DAJQG1H1UEI15 LVIP SSGA International Index Fund 534898655 2534695.42000000 NS USD 28571086.72000000 4.760929029168 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 JUN25 000000000 14.00000000 NC USD -10219.44000000 -0.00170291137 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYM5 Index 2025-06-20 1429189.44000000 USD -10219.44000000 N N N Technology Select Sector SPDR Fund 549300BR5T0JNM2MW070 Technology Select Sector SPDR Fund 81369Y803 54223.00000000 NS USD 11195965.04000000 1.865634145836 Long EC RF US N 1 N N N SPDR Portfolio TIPS ETF 5493005MJ79DAO7AOD07 SPDR Portfolio TIPS ETF 78464A656 1780136.00000000 NS USD 46959987.68000000 7.825154525837 Long EC RF US N 1 N N N SPDR Portfolio Developed World ex-US ETF 549300NVXJXJCDK35U34 SPDR Portfolio Developed World ex-US ETF 78463X889 948065.00000000 NS USD 34519046.65000000 5.752064416232 Long EC RF US N 1 N N N SPDR Portfolio Long Term Treasury ETF 549300GYQKAMF6JUVI06 SPDR Portfolio Long Term Treasury ETF 78464A664 221087.00000000 NS USD 6026831.62000000 1.004278132461 Long EC RF US N 1 N N N LVIP Franklin Templeton Multi-Factor Emerging Markets Equity Fund YXMQSSTE7K566U77J545 LVIP Franklin Templeton Multi-Factor Emerging Markets Equity Fund 534898630 2787528.09000000 NS USD 22355975.28000000 3.725276981201 Long EC RF US N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 135501.00000000 NS USD 12662568.45000000 2.110020886088 Long EC RF US N 1 N N N SPDR Portfolio Aggregate Bond ETF 549300E2D1JKWI3P9D54 SPDR Portfolio Aggregate Bond ETF 78464A649 350202.00000000 NS USD 8944159.08000000 1.490405563596 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 20576.00000000 NS USD 11510008.64000000 1.917964647168 Long EC RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 State Street Institutional US Government Money Market Fund 857492706 43781579.92000000 NS USD 43781579.92000000 7.295522106902 Long STIV RF US N 1 N N N Vanguard FTSE Europe ETF 5493000IQHGUVNGQR883 Vanguard FTSE Europe ETF 922042874 201936.00000000 NS USD 14177926.56000000 2.362531841873 Long EC RF US N 1 N N N LVIP SSGA Small-Cap Index Fund XOQF2PFRA3OF885Z6D59 LVIP SSGA Small-Cap Index Fund 474903101 388474.14000000 NS USD 11524473.81000000 1.920375043680 Long EC RF US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO STOXX 50 JUN25 000000000 14.00000000 NC -17276.01000000 -0.00287877945 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGM5 Index 2025-06-20 742437.08000000 EUR -17276.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT JUN25 000000000 20.00000000 NC USD 24380.80000000 0.004062682655 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESM5 Index 2025-06-20 5628869.20000000 USD 24380.80000000 N N N Communication Services Select Sector SPDR Fund 549300RPODKQJE2HDW24 Communication Services Select Sector SPDR Fund 81369Y852 118179.00000000 NS USD 11398364.55000000 1.899360888963 Long EC RF US N 1 N N N SPDR FTSE International Government Inflation-Protected Bond ETF 5493002X18ZM866TLJ34 SPDR FTSE International Government Inflation-Protected Bond ETF 78464A490 315283.00000000 NS USD 11823459.31000000 1.970196345901 Long EC RF US N 1 N N N SPDR Portfolio Long Term Corporate Bond ETF 5493005PBSB4DEK8L973 SPDR Portfolio Long Term Corporate Bond ETF 78464A367 524334.00000000 NS USD 11834218.38000000 1.971989178256 Long EC RF US N 1 N N N LVIP Franklin Templeton Multi-Factor Large Cap Equity Fund ZGG96APH7D63U63FX232 LVIP Franklin Templeton Multi-Factor Large Cap Equity Fund 534898622 4892665.03000000 NS USD 69236102.83000000 11.53712405342 Long EC RF US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT JUN25 000000000 10.00000000 NC USD 1630.65000000 0.000271722563 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESM5 Index 2025-06-20 553769.35000000 USD 1630.65000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P MID 400 EMINI JUN25 000000000 4.00000000 NC USD 22310.16000000 0.003717642574 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P MidCap 400 Index Futures FAM5 Index 2025-06-20 1153129.84000000 USD 22310.16000000 N N N LVIP SSGA S&P 500 Index Fund HZ6M8PNJZPCVFNAKW534 LVIP SSGA S&P 500 Index Fund 474903853 795733.18000000 NS USD 23088993.98000000 3.847423192927 Long EC RF US N 1 N N N Osaka Exchange 3538001249AILNPRUX57 NIKKEI 225 (OSE) JUN25 000000000 2.00000000 NC -9473.16000000 -0.00157855537 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long OSE Nikkei 225 Index Futures NKM5 Index 2025-06-12 72740880.00000000 JPY -9473.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 EURO FX CURR FUT JUN25 000000000 6.00000000 NC USD -9224.34000000 -0.00153709337 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Euro Foreign Exchange Currency Futures ECM5 Curncy 2025-06-16 823874.34000000 USD -9224.34000000 N N N ICE Futures Europe - Financial Products Division N/A FTSE 100 IDX FUT JUN25 000000000 4.00000000 NC 58.75000000 0.000009789777 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z M5 Index 2025-06-20 343634.52000000 GBP 58.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPN YEN CURR FUT JUN25 000000000 7.00000000 NC USD -12455.83000000 -0.00207557112 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Japanese Yen Currency Futures JYM5 Curncy 2025-06-16 600368.33000000 USD -12455.83000000 N N N SPDR Gold Shares 549300SMREV46EHBHL79 SPDR Gold Shares 78463V107 31652.00000000 NS USD 9120207.28000000 1.519741269098 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BP CURRENCY FUT JUN25 000000000 6.00000000 NC USD -1178.34000000 -0.00019635210 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME British Pound Currency Futures BPM5 Curncy 2025-06-16 485340.84000000 USD -1178.34000000 N N N SPDR Portfolio S&P 600 Small Cap ETF 549300NYZX301TBLUJ08 SPDR Portfolio S&P 600 Small Cap ETF 78468R853 422187.00000000 NS USD 17208342.12000000 2.867503653111 Long EC RF US N 1 N N N SPDR Portfolio Emerging Markets ETF 5493005Z5SCOTBZOLJ04 SPDR Portfolio Emerging Markets ETF 78463X509 589049.00000000 NS USD 23190859.13000000 3.864397442260 Long EC RF US N 1 N N N SPDR Portfolio Intermediate Term Corporate Bond ETF 549300V0LZHF2UQ4WK69 SPDR Portfolio Intermediate Term Corporate Bond ETF 78464A375 268724.00000000 NS USD 8932385.76000000 1.488443722189 Long EC RF US N 1 N N N 2025-04-21 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP XXXX NPORT-EX 2 NPORT_LNGC_13321286_0325.htm EDGAR HTML
LVIP SSGA Global Tactical Allocation Managed Volatility Fund
Schedule of Investments
March 31, 2025 (unaudited)
 
 
 
Number of
Shares
Value
(U.S. $)
AFFILIATED INVESTMENTS–52.22%
INVESTMENT COMPANIES–52.22%
Equity Funds–19.25%
✧✧Lincoln Variable Insurance Products Trust-
LVIP Franklin Templeton
Multi-Factor Large Cap
Equity Fund
 
4,892,665
$69,236,103
LVIP Franklin Templeton
Multi-Factor SMID Cap
Equity Fund
 
991,024
11,612,816
LVIP SSGA S&P 500 Index
Fund
 
795,733
23,088,994
LVIP SSGA Small-Cap Index
Fund
 
388,474
11,524,474
 
 
115,462,387
Fixed Income Fund–15.90%
✧✧Lincoln Variable Insurance
Products Trust–
LVIP SSGA Bond Index
Fund
 
9,501,567
95,376,734
 
 
95,376,734
International Equity Funds–17.07%
✧✧Lincoln Variable Insurance Products Trust-
LVIP Franklin Templeton
Multi-Factor Emerging
Markets Equity Fund
 
2,787,528
22,355,975
LVIP Franklin Templeton
Multi-Factor International
Equity Fund
 
5,886,319
51,499,405
LVIP SSGA International
Index Fund
 
2,534,696
28,571,087
 
 
102,426,467
Total Affiliated Investments
(Cost $262,008,257)
 
313,265,588
 
 
 

 

 
UNAFFILIATED INVESTMENTS–47.64%
INVESTMENT COMPANIES–47.64%
Equity Funds–12.19%
Communication Services
Select Sector SPDR® Fund
 
118,179
11,398,365
Energy Select Sector SPDR®
Fund
 
135,501
12,662,568
SPDR® Portfolio S&P 600
Small Cap ETF
 
422,187
17,208,342
SPDR® S&P 500 ETF Trust
 
20,576
11,510,009
SPDR® Gold Shares
 
31,652
9,120,207
 
 
Number of
Shares
Value
(U.S. $)
UNAFFILIATED INVESTMENTS (continued)
INVESTMENT COMPANIES (continued)
Equity Funds (continued)
Technology Select Sector
SPDR® Fund
 
54,223
$11,195,965
 
 
73,095,456
Fixed Income Funds–16.17%
Invesco Optimum Yield
Diversified Commodity
Strategy No K-1 ETF
 
220,595
3,006,710
SPDR® Portfolio Aggregate
Bond ETF
 
350,202
8,944,159
SPDR® Portfolio Long Term
Corporate Bond ETF
 
524,334
11,834,218
SPDR® Portfolio Long Term
Treasury ETF
 
221,087
6,026,832
SPDR® Portfolio TIPS ETF
 
1,761,103
46,457,897
SPDR® FTSE International
Government
Inflation-Protected Bond
ETF
 
315,283
11,823,459
SPDR® Portfolio
Intermediate Term
Corporate Bond ETF
 
268,724
8,932,386
 
 
97,025,661
International Equity Funds–11.98%
SPDR® Portfolio Developed
World ex-US ETF
 
948,065
34,519,047
SPDR® Portfolio Emerging
Markets ETF
 
589,049
23,190,859
Vanguard FTSE European
ETF
 
201,936
14,177,927
 
 
71,887,833
Money Market Fund–7.30%
State Street Institutional
U.S. Government Money
Market Fund - Premier Class
(seven-day effective yield
4.29%)
 
43,781,580
43,781,580
 
 
43,781,580
Total Unaffiliated
Investments
(Cost $275,173,069)
 
285,790,530
 
 
TOTAL INVESTMENTS–99.86% (Cost $537,181,326)
599,056,118
RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.14%
863,956
NET ASSETS APPLICABLE TO 50,020,663 SHARES OUTSTANDING–100.00%
$599,920,074
 
✧✧Standard Class shares.
LVIP SSGA Global Tactical Allocation Managed Volatility Fund–1
LVIP SSGA Global Tactical Allocation Managed Volatility Fund
Schedule of Investments (continued)
 
The following futures contracts were outstanding at March 31, 2025:
Futures Contracts 
Contracts to Buy (Sell)
Notional
Amount
Notional
Cost (Proceeds)
Expiration
Date
Value/
Unrealized
Appreciation1
Value/
Unrealized
Depreciation1
Currency Contracts:
6
British Pound
$484,163
$485,341
6/16/25
$—
$(1,178
)
6
Euro
814,650
823,874
6/16/25
—
(9,224
)
7
Japanese Yen
587,913
600,369
6/16/25
—
(12,456
)
 
—
(22,858
)
Equity Contracts:
10
E-mini MSCI Emerging Markets Index
555,400
553,770
6/20/25
1,630
—
14
E-mini Russell 2000 Index
1,418,970
1,429,190
6/20/25
—
(10,220
)
20
E-mini S&P 500 Index
5,653,250
5,628,869
6/20/25
24,381
—
4
E-mini S&P MidCap 400 Index
1,175,440
1,153,130
6/20/25
22,310
—
14
Euro STOXX 50 Index
785,521
802,797
6/20/25
—
(17,276
)
4
FTSE 100 Index
443,948
443,889
6/20/25
59
—
2
Nikkei 225 Index (OSE)
475,498
484,971
6/12/25
—
(9,473
)
 
48,380
(36,969
)
Total Futures Contracts
$48,380
$(59,827
)
 
The use of futures contracts involves elements of market risk and risks in excess of the amounts recognized in the financial statements. The
notional amounts presented above represent the Fund’s total exposure in such contracts, whereas only the net unrealized appreciation
(depreciation) is reflected in the Fund’s net assets.
 
1 Includes cumulative appreciation (depreciation) of futures contracts from the date the contracts were opened through March 31, 2025.
 
Summary of Abbreviations:
ETF–Exchange-Traded Fund
FTSE–Financial Times Stock Exchange
MSCI–Morgan Stanley Capital International
OSE–Osaka Securities Exchange
S&P–Standard & Poor’s
SPDR–Standard & Poor’s Depositary Receipt
TIPS–Treasury Inflation-Protected Securities
See accompanying notes.
LVIP SSGA Global Tactical Allocation Managed Volatility Fund–2
LVIP SSGA Global Tactical Allocation Managed Volatility Fund
Notes
March 31, 2025 (unaudited)
1. Transactions with Affiliates
Affiliated investments, for purposes of the Investment Company Act of 1940, are investments that have a common investment adviser, Lincoln Financial Investments Corporation ("LFI") (LVIP Funds), or investments in issuers whereby the Fund held 5% or more of the issuers’ outstanding securities (non-LVIP Funds or ETFs). Affiliated investments of the Fund and the corresponding investment activity for the period ended March 31, 2025, were as follows: 
 
Value
12/31/24
Purchases
Sales
Net
Realized
Gain (Loss)
Net Change
in
Unrealized
Appreciation
(Depreciation)
Value
03/31/25
Number of
Shares
03/31/25
Dividends
Capital
Gain
Distributions
INVESTMENT COMPANIES-52.22%@
Equity Funds-19.25%@
✧✧LVIP Franklin Templeton Multi-Factor
Large Cap Equity Fund
$72,427,153
$2,660,000
$2,770,000
$264,288
$(3,345,338
)
$69,236,103
4,892,665
$—
$—
✧✧LVIP Franklin Templeton Multi-Factor
SMID Cap Equity Fund
11,578,748
1,180,000
90,000
(3,624
)
(1,052,308
)
11,612,816
991,024
—
—
✧✧LVIP SSGA S&P 500 Index Fund
42,243,282
740,000
19,610,000
4,753,385
(5,037,673
)
23,088,994
795,733
—
—
✧✧LVIP SSGA Small-Cap Index Fund
11,581,391
1,220,001
170,000
(7,263
)
(1,099,655
)
11,524,474
388,474
—
—
Fixed Income Funds-15.90%@
×SPDR® Portfolio TIPS ETF
46,855,720
—
—
—
—
—
—
—
—
✧✧LVIP SSGA Bond Index Fund
94,427,495
2,560,000
4,135,196
(484,319
)
3,008,754
95,376,734
9,501,567
—
—
International Equity Funds-17.07%@
✧✧LVIP Franklin Templeton Multi-Factor
Emerging Markets Equity Fund
23,836,999
—
2,416,045
46,009
889,012
22,355,975
2,787,528
—
—
✧✧LVIP Franklin Templeton Multi-Factor
International Equity Fund
53,512,995
—
6,710,000
419,750
4,276,660
51,499,405
5,886,319
—
—
✧✧LVIP SSGA International Index Fund
29,710,550
—
3,470,000
337,415
1,993,122
28,571,087
2,534,696
—
—
Total
$386,174,333
$8,360,001
$39,371,241
$5,325,641
$(367,426
)
$313,265,588
$—
$—
 
@ As a percentage of Net Assets as of March 31, 2025.
✧✧ Standard Class shares.
× Issuer is no longer an affiliate of the Fund at March 31, 2025.
LVIP SSGA Global Tactical Allocation Managed Volatility Fund–3