0001752724-21-250562.txt : 20211123 0001752724-21-250562.hdr.sgml : 20211123 20211123084629 ACCESSION NUMBER: 0001752724-21-250562 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211123 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LINCOLN VARIABLE INSURANCE PRODUCTS TRUST CENTRAL INDEX KEY: 0000914036 IRS NUMBER: 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: 211434830 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 S000029487 LVIP SSGA Moderately Aggressive Structured Allocation Fund C000090477 Standard Class C000090478 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000914036 XXXXXXXX S000029487 C000090478 C000090477 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP SSGA Moderately Aggressive Structured Allocation Fund S000029487 DHX3QCOLPK0S42W81H94 2021-12-31 2021-09-30 N 540360109.01 308485.68 540051623.33 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 0.00000000 N LVIP SSgA Developed International Fund ZC1JP9GQKS75O7IOKT07 LVIP SSGA Developed International 150 Fund 534898648 6901633.72000000 NS USD 59775049.65000000 11.06839551401 Long EC RF US N 1 N N N LVIP SSgA Bond Index Fund X5PPJVEZIDWEFRKRER10 LVIP SSgA Bond Index Fund 534898663 11530826.25900000 NS USD 136017626.55000000 25.18604160678 Long EC RF US N 1 N N N LVIP SSgA Small-Mid Cap 200 Fund XDP4P8WUU8MSZILKKQ09 LVIP SSgA Small-Mid Cap 200 Fund 534898614 1304677.24700000 NS USD 21778977.28000000 4.032758414039 Long EC RF US N 1 N N N LVIP SSgA International Index Fund 9JGZTL6DAJQG1H1UEI15 LVIP SSgA International Index Fund 534898655 5260326.84900000 NS USD 58663165.02000000 10.86251063523 Long EC RF US N 1 N N N SPDR Portfolio TIPS ETF 5493005MJ79DAO7AOD07 SPDR Portfolio TIPS ETF 78464A656 872506.00000000 NS USD 27134936.60000000 5.024507922535 Long EC RF US N 1 N N N LVIP SSgA Emerging Markets Fund YXMQSSTE7K566U77J545 LVIP SSGA Emerging Markets 100 Fund 534898630 6014787.65400000 NS USD 55474386.53000000 10.27205254711 Long EC RF US N 1 N N N LVIP SSgA Small Cap Index Fund XOQF2PFRA3OF885Z6D59 LVIP SSgA Small Cap Index Fund 474903101 558236.08600000 NS USD 22256314.51000000 4.121145747653 Long EC RF US N 1 N N N LVIP SSgA Mid-Cap Index Fund 549300YYWU78MNJNW746 LVIP SSgA Mid-Cap Index Fund 535000764 1482109.66800000 NS USD 21560249.34000000 3.992257111840 Long EC RF US N 1 N N N LVIP SSgA Large Cap 100 Fund ZGG96APH7D63U63FX232 LVIP SSgA Large Cap 100 Fund 534898622 4419152.07100000 NS USD 68549886.93000000 12.69321005042 Long EC RF US N 1 N N N LVIP SSGA S&P 500 Index Fund HZ6M8PNJZPCVFNAKW534 LVIP SSgA S&P 500 Index Fund 474903853 2514781.32000000 NS USD 69148941.96000000 12.80413556274 Long EC RF US N 1 N N N 2021-10-27 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP XXXX NPORT-EX 2 NPORT_LNAV_19775520_0921.htm
LVIP SSGA Moderately Aggressive Structured Allocation Fund
Schedule of Investments
September 30, 2021 (unaudited)
    Number of
Shares 		Value
(U.S. $)
AFFILIATED INVESTMENTS–95.02%
INVESTMENT COMPANIES–95.02%
Equity Funds–37.64%
✧✧Lincoln Variable Insurance Products Trust-  
LVIP SSGA Large Cap 100 Fund
  4,418,202 $ 68,535,146
LVIP SSGA Mid-Cap Index Fund
  1,481,798  21,555,714
LVIP SSGA S&P 500 Index Fund
  2,514,245  69,134,201
LVIP SSGA Small-Cap Index Fund
  558,122  22,251,779
LVIP SSGA Small-Mid Cap 200 Fund
  1,304,406  21,774,441
      203,251,281
Fixed Income Fund–25.18%
✧✧Lincoln Variable Insurance Products Trust–

LVIP SSGA Bond Index Fund
  11,528,423 135,989,279
      135,989,279
International Equity Funds–32.20%
✧✧Lincoln Variable Insurance Products Trust-  
LVIP SSGA Developed International 150 Fund
  6,900,194 59,762,577
    Number of
Shares 		Value
(U.S. $)
AFFILIATED INVESTMENTS (continued)
INVESTMENT COMPANIES (continued)
International Equity Funds (continued)
✧✧Lincoln Variable Insurance Products Trust- (continued)  
LVIP SSGA Emerging Markets 100 Fund
  6,013,558 $ 55,463,047
LVIP SSGA International Index Fund
  5,259,208  58,650,692
      173,876,316
Total Affiliated Investments

(Cost $371,202,615)
    513,116,876
    
       
UNAFFILIATED INVESTMENT–5.03%
INVESTMENT COMPANY–5.03%
Fixed Income Fund–5.03%
SPDR® Portfolio TIPS ETF
  872,323  27,129,245
Total Unaffiliated Investment

(Cost $24,430,235)
    27,129,245
    
TOTAL INVESTMENTS–100.05% (Cost $395,632,850)
540,246,121
LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(0.05%)
(248,440)
NET ASSETS APPLICABLE TO 35,463,943 SHARES OUTSTANDING–100.00%
$539,997,681
    
✧✧ Standard Class shares.
    
Summary of Abbreviations:
ETF–Exchange-Traded Fund
S&P–Standard & Poor’s
SPDR–Standard & Poor’s Depositary Receipt
TIPS–Treasury Inflation-Protected Securities
See accompanying notes.
LVIP SSGA Moderately Aggressive Structured Allocation Fund–1

 

LVIP SSGA Moderately Aggressive Structured Allocation Fund
Notes
September 30, 2021 (unaudited)
1. Significant Accounting Policies
Lincoln Variable Insurance Products Trust (“LVIP” or the “Trust”)–LVIP SSGA Moderately Aggressive Structured Allocation Fund (the “Fund”) is an investment company in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). Therefore, the Fund follows the accounting and reporting guidelines for investment companies. The following accounting policies are in accordance with U.S. GAAP and are consistently followed by the Fund.
Security Valuation –The Fund operates under a fund of funds structure and invests substantially all of its assets in open-end investment companies, including Exchange-Traded Funds (“ETFs”), and mutual funds that are advised by Lincoln Investment Advisors Corporation (“LIAC”) or other unaffiliated managers (collectively, the “Underlying Funds”). ETFs, except those traded on The Nasdaq Stock Market LLC (“Nasdaq”), are valued at the last quoted sales price as of the time of the regular close of the New York Stock Exchange (“NYSE”) on the valuation date. ETFs traded on Nasdaq are valued in accordance with the Nasdaq Official Closing Price, which may not be the last sales price. If on a particular day an ETF does not trade, then the mean between the bid and ask prices is used, which approximates fair value. The Fund values Underlying Funds that are open-end funds at their published net asset value (“NAV”), computed as of the close of regular trading on the NYSE on days when the NYSE is open. Securities of each open-end Underlying Fund are valued under the valuation policy of such Underlying Fund. For information regarding the determination of the Underlying Funds’ NAVs, see the Underlying Funds’ prospectuses and statements of additional information. Financial statements for the Underlying Funds can be found at www.sec.gov.   Investments in government money market funds have a stable NAV.
2. Investments
U.S. GAAP defines fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date under current market conditions. A three level hierarchy for fair value measurements has been established based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the asset or liability developed based on the best information available under the circumstances. Each investment in its entirety is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three level hierarchy of inputs is summarized below.
Level 1– inputs are quoted prices in active markets for identical investments (e.g., equity securities, open-end investment companies, futures contracts, options contracts)
Level 2– other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs) (e.g., debt securities, government securities, swap contracts, foreign currency exchange contracts, foreign securities utilizing international fair value pricing)
Level 3– inputs are significant unobservable inputs (including the Fund's own assumptions used to determine the fair value of investments) (e.g., indicative quotes from brokers, fair valued securities)
The following table summarizes the valuation of the Fund's investments by fair value hierarchy levels as of September 30, 2021:
  Level 1   Level 2   Level 3   Total
Investments:              
Assets:
             
Affiliated Investment Companies
$513,116,876   $—   $—   $513,116,876
Unaffiliated Investment Company
27,129,245   —   —   27,129,245
Total Investments
$540,246,121   $—   $—   $540,246,121
There were no Level 3 investments at the beginning or end of the period.
LVIP SSGA Moderately Aggressive Structured Allocation Fund–2

 

LVIP SSGA Moderately Aggressive Structured Allocation Fund
Notes (continued)
3. Transactions with Affiliates
Affiliated investments, for purposes of the Investment Company Act of 1940, are investments that have a common investment adviser, LIAC (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 September 30, 2021, were as follows:
  Value
12/31/20 		  Purchases   Sales   Net
Realized
Gain (Loss) 		  Net Change
in
Unrealized
Appreciation
(Depreciation) 		  Value
09/30/21 		  Number of
Shares
09/30/21 		  Dividends   Capital
Gain
Distributions 		 
INVESTMENT COMPANIES-95.02%@                                    
Equity Funds-37.64%@                                    
✧✧LVIP SSGA Large Cap 100 Fund
$67,946,652   $710,743   $13,522,887   $3,212,621   $10,188,017   $68,535,146   4,418,202   $29,661   $—  
✧✧LVIP SSGA Mid-Cap Index Fund
21,568,026   691,366   3,647,814   709,083   2,235,053   21,555,714   1,481,798   242,255   —  
✧✧LVIP SSGA S&P 500 Index Fund
67,828,235   2,795,374   11,076,170   5,133,611   4,453,151   69,134,201   2,514,245   971,915   —  
✧✧LVIP SSGA Small-Cap Index Fund
22,293,284   2,510,657   5,130,854   2,180,077   398,615   22,251,779   558,122   251,361   —  
✧✧LVIP SSGA Small-Mid Cap 200 Fund
22,259,696   1,199,167   7,296,973   1,586,904   4,025,647   21,774,441   1,304,406   —   —  
Fixed Income Fund-25.18%@                                    
✧✧LVIP SSGA Bond Index Fund
126,640,590   23,659,373   11,583,578   (397,345)   (2,329,761)   135,989,279   11,528,423   523,146   —  
International Equity Funds-32.20%@                                    
✧✧LVIP SSGA Developed International 150 Fund
58,797,195   2,150,543   8,916,320   508,676   7,222,483   59,762,577   6,900,194   144,238   —  
✧✧LVIP SSGA Emerging Markets 100 Fund
55,058,639   4,600,354   8,681,574   (114,084)   4,599,712   55,463,047   6,013,558   626,397   —  
✧✧LVIP SSGA International Index Fund
58,502,149   1,185,657   5,379,297   864,231   3,477,952   58,650,692   5,259,208   104,949   —  
Total
$500,894,466   $39,503,234   $75,235,467   $13,683,774   $34,270,869   $513,116,876       $2,893,922   $—  
    
@ As a percentage of Net Assets as of September 30, 2021.
✧✧ Standard Class shares.
LVIP SSGA Moderately Aggressive Structured Allocation Fund–3