0001752724-21-250566.txt : 20211123 0001752724-21-250566.hdr.sgml : 20211123 20211123084630 ACCESSION NUMBER: 0001752724-21-250566 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: 211434833 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 S000016762 LVIP T. Rowe Price 2010 Fund C000046811 Standard Class C000046812 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000914036 XXXXXXXX S000016762 C000046811 C000046812 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP T. Rowe Price 2010 Fund S000016762 U4WDDR46I7MPJ6XVTS07 2021-12-31 2021-09-30 N 27300192.89 32833.74 27267359.15 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 T Rowe Price International Stock Fund DIXEPQW5DPUCAUYFLI61 T Rowe Price International Stock Fund 77956H526 23851.23100000 NS USD 517094.69000000 1.896387131424 Long EC RF US N 1 N N N LVIP SSgA Bond Index Fund X5PPJVEZIDWEFRKRER10 LVIP SSgA Bond Index Fund 534898663 522618.22100000 NS USD 6164804.53000000 22.60873338003 Long EC RF US N 1 N N N LVIP SSgA International Index Fund 9JGZTL6DAJQG1H1UEI15 LVIP SSgA International Index Fund 534898655 152169.92700000 NS USD 1696999.03000000 6.223554766212 Long EC RF US N 1 N N N T Rowe Price Mid-Cap Value Fund Inc VTYZMD0S9U3JRH8LCB93 T Rowe Price Mid-Cap Value Fund Inc 77957Y403 7008.45100000 NS USD 241371.05000000 0.885201418561 Long EC RF US N 1 N N N T Rowe Price Limited Duration Inflation Focused Bond Fund 5493009ZRV6DHHWWGU69 T Rowe Price Limited Duration Inflation Focused Bond Fund 872798202 774826.95500000 NS USD 4261548.25000000 15.62875314238 Long EC RF US N 1 N N N T Rowe Price Real Assets Fund Inc 5493008NLR7XEV5QEO07 T Rowe Price Real Assets Fund Inc 87279W209 22608.28000000 NS USD 318324.58000000 1.167419911289 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 322853.86000000 NS USD 322853.86000000 1.184030540779 Long STIV RF US N 1 N N N T Rowe Price Mid-Cap Growth Fund Inc 80RXPO345YBHPM0J9835 T Rowe Price Mid-Cap Growth Fund Inc 779556406 2189.31900000 NS USD 272701.57000000 1.000102608029 Long EC RF US N 1 N N N LVIP SSgA Small Cap Index Fund XOQF2PFRA3OF885Z6D59 LVIP SSgA Small Cap Index Fund 474903101 10819.88700000 NS USD 431378.07000000 1.582030983004 Long EC RF US N 1 N N N T Rowe Price Value Fund Inc TLDUHX6EEOQ43DDR8861 T Rowe Price Value Fund Inc 779578301 29919.51400000 NS USD 1463961.82000000 5.368916776819 Long EC RF US N 1 N N N T Rowe Price International Value Equity Fund 97KIE6QHONOYE0TN8681 T Rowe Price International Value Equity Fund 77956H518 39983.88100000 NS USD 631745.32000000 2.316855536044 Long EC RF US N 1 N N N T Rowe Price US Treasury Long-Term Index Fund 81MQEQSHGI5PN6BWN277 T Rowe Price US Treasury Long-Term Index Fund 77957T503 43742.12900000 NS USD 500847.38000000 1.836801933200 Long EC RF US N 1 N N N LVIP SSgA Mid-Cap Index Fund 549300YYWU78MNJNW746 LVIP SSgA Mid-Cap Index Fund 535000764 29428.03400000 NS USD 428089.61000000 1.569970922541 Long EC RF US N 1 N N N T Rowe Price High Yield Fund Inc 2F9VPFCSWR3EU5WBPH73 T Rowe Price High Yield Fund Inc 741481303 240189.09200000 NS USD 1604463.13000000 5.884189668584 Long EC RF US N 1 N N N T Rowe Price Growth Stock Fund Inc 549300OJ8IWU7COPZY12 T Rowe Price Growth Stock Fund Inc 741479406 10001.64300000 NS USD 1112582.77000000 4.080273281617 Long EC RF US N 1 N N N T Rowe Price Emerging Markets Stock Fund IMG3L58DUY918PK2SP65 T Rowe Price Emerging Markets Stock Fund 77956H484 9055.24500000 NS USD 462994.68000000 1.697981375655 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 140047.95400000 NS USD 3850898.59000000 14.12274129231 Long EC RF US N 1 N N N T Rowe Price Small-Cap Value Fund Inc ZPMK6UBY3Q3LBDC3GP51 T Rowe Price Small-Cap Value Fund Inc 77957Q301 4087.12800000 NS USD 258960.43000000 0.949708508900 Long EC RF US N 1 N N N T Rowe Price International Bond Fund - USD Hedged 549300A3CV9FBEEC1242 T Rowe Price International Bond Fund - USD Hedged 77956H195 110465.36400000 NS USD 1113490.87000000 4.083603637134 Long EC RF US N 1 N N N T Rowe Price Emerging Markets Value Stock Fund 549300O1OJ5I2F2FBD73 T Rowe Price Emerging Markets Value Stock Fund 77956H237 16399.71700000 NS USD 249767.69000000 0.915995159729 Long EC RF US N 1 N N N T Rowe Price Emerging Markets Bond Fund 515326IHLDOILEO6ED43 T Rowe Price Emerging Markets Bond Fund 77956H534 101185.66900000 NS USD 1127208.35000000 4.133910965851 Long EC RF US N 1 N N N T Rowe Price New Horizons Fund Inc E0J2ATABWUU4WO6I2K88 T Rowe Price New Horizons Fund Inc 779562206 2649.68200000 NS USD 249865.01000000 0.916352069980 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_LNAB_43603248_0921.htm
LVIP T. Rowe Price 2010 Fund
Schedule of Investments
September 30, 2021 (unaudited)
    Number of
Shares 		Value
(U.S. $)
AFFILIATED INVESTMENTS–45.89%
INVESTMENT COMPANIES–45.89%
Equity Funds–17.33%
✧✧Lincoln Variable Insurance Products Trust-  
LVIP SSGA Mid-Cap Index Fund
  29,428 $   428,090
LVIP SSGA S&P 500 Index Fund
  140,048  3,850,898
LVIP SSGA Small-Cap Index Fund
  10,820    431,378
      4,710,366
Fixed Income Fund–22.31%
✧✧Lincoln Variable Insurance Products Trust–

LVIP SSGA Bond Index Fund
  514,141 6,064,805
      6,064,805
International Equity Fund–6.25%
✧✧Lincoln Variable Insurance Products Trust–

LVIP SSGA International Index Fund
  152,170 1,696,999
      1,696,999
Total Affiliated Investments

(Cost $7,321,305)
    12,472,170
    
       
UNAFFILIATED INVESTMENTS–53.24%
INVESTMENT COMPANIES–53.24%
Equity Funds–15.15%
**T. Rowe Price Emerging Markets Value Stock Fund
  16,400    249,768
**T. Rowe Price Growth Stock Fund
  10,002  1,112,583
**T. Rowe Price Mid-Cap Growth Fund
  2,189    272,701
**T. Rowe Price Mid-Cap Value Fund
  7,008    241,371
**T. Rowe Price New Horizons Fund
  2,120    199,865
**T. Rowe Price Real Assets Fund
  22,608    318,325
**T. Rowe Price Small-Cap Value Fund
  4,087 258,960
    Number of
Shares 		Value
(U.S. $)
UNAFFILIATED INVESTMENTS (continued)
INVESTMENT COMPANIES (continued)
Equity Funds (continued)
**T. Rowe Price Value Fund
  29,920 $ 1,463,962
      4,117,535
Fixed Income Funds–22.90%
**T. Rowe Price High Yield Fund
  233,715  1,561,214
**T. Rowe Price Limited Duration Inflation Focused Bond Fund
  756,645  4,161,548
**T. Rowe Price U.S. Treasury Long-Term Fund
  43,812    501,652
      6,224,414
International Equity Funds–5.93%
**T. Rowe Price Emerging Markets Stock Fund
  9,055 462,994
**T. Rowe Price International Stock Fund
  23,851 517,095
**T. Rowe Price International Value Equity Fund
  39,984 631,745
      1,611,834
International Fixed Income Funds–8.08%
**T. Rowe Price Emerging Markets Bond Fund
  101,552 1,131,289
**T. Rowe Price International Bond Fund
  105,624 1,064,695
      2,195,984
Money Market Fund–1.18%
State Street Institutional U.S. Government Money Market Fund - Premier Class (seven-day effective yield 0.03%)
  322,854 322,854
      322,854
Total Unaffiliated Investments

(Cost $12,530,770)
    14,472,621
    
TOTAL INVESTMENTS–99.13% (Cost $19,852,075)
26,944,791
RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.87%
237,430
NET ASSETS APPLICABLE TO 2,516,131 SHARES OUTSTANDING–100.00%
$27,182,221
    
✧✧ Standard Class shares.
** Institutional Class shares.
    
Summary of Abbreviations:
S&P–Standard & Poor’s
See accompanying notes.
LVIP T. Rowe Price 2010 Fund–1

 

LVIP T. Rowe Price 2010 Fund
Notes
September 30, 2021 (unaudited)
1. Significant Accounting Policies
Lincoln Variable Insurance Products Trust (“LVIP” or the “Trust”)–LVIP T. Rowe Price 2010 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 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
$12,472,170   $—   $—   $12,472,170
Unaffiliated Investment Companies
14,472,621   —   —   14,472,621
Total Investments
$26,944,791   $—   $—   $26,944,791
There were no Level 3 investments at the beginning or end of the period.
LVIP T. Rowe Price 2010 Fund–2

 

LVIP T. Rowe Price 2010 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). 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-45.89%@                                    
Equity Funds-17.33%@                                    
✧✧LVIP SSGA Mid-Cap Index Fund
$510,133   $4,803   $160,000   $51,317   $21,837   $428,090   29,428   $4,803   $—  
✧✧LVIP SSGA S&P 500 Index Fund
3,920,902   124,044   710,000   307,482   208,470   3,850,898   140,048   54,044   —  
✧✧LVIP SSGA Small-Cap Index Fund
459,767   4,865   85,000   50,158   1,588   431,378   10,820   4,865   —  
Fixed Income Fund-22.31%@                                    
✧✧LVIP SSGA Bond Index Fund
6,529,675   173,675   500,000   (10,339)   (128,206)   6,064,805   514,141   23,675   —  
International Equity Fund-6.25%@                                    
✧✧LVIP SSGA International Index Fund
1,758,213   23,031   215,000   88,366   42,389   1,696,999   152,170   3,031   —  
Total
$13,178,690   $330,418   $1,670,000   $486,984   $146,078   $12,472,170       $90,418   $—  
    
@ As a percentage of Net Assets as of September 30, 2021.
✧✧ Standard Class shares.
LVIP T. Rowe Price 2010 Fund–3