0001752724-21-250593.txt : 20211123 0001752724-21-250593.hdr.sgml : 20211123 20211123084648 ACCESSION NUMBER: 0001752724-21-250593 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: 211434862 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 S000029470 LVIP American Balanced Allocation Fund C000090441 Standard Class C000090442 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000914036 XXXXXXXX S000029470 C000090441 C000090442 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP American Balanced Allocation Fund S000029470 066NOI0U7IYJ74KLTT11 2021-12-31 2021-09-30 N 1011345229.99 1669637.43 1009675592.56 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 American Funds Insurance Series - New World Fund PVP372RQGVFGA7F5HB16 American Funds Insurance Series - New World Fund 030372866 1098502.13900000 NS USD 35196008.53000000 3.485872966460 Long EC RF US N 1 N N N American Funds Insurance Series - Blue Chip Income and Growth Fund E8N96L3OLBC178UFN669 American Funds Insurance Series - Blue Chip Income and Growth Fund 030372692 4238873.57100000 NS USD 69347971.62000000 6.868341884364 Long EC RF US N 1 N N N American Mutual Fund QURFUUOMKQ61ME3JJZ05 American Mutual Fund 027681816 1195303.69800000 NS USD 59502218.09000000 5.893201591526 Long EC RF US N 1 N N N Intermediate Bond Fund of America R8LBW477MUD2IBLY9S75 Intermediate Bond Fund of America 458809811 4816485.18400000 NS USD 66467495.54000000 6.583054599891 Long EC RF US N 1 N N N American Funds Insurance Series - Growth-Income Fund UCVW0L2W23MYYH7ZDY46 American Funds Insurance Series - Growth-Income Fund 030372304 1288194.49100000 NS USD 80653857.08000000 7.988096144376 Long EC RF US N 1 N N N American Funds Insurance Series - Growth Fund B17BZT6N2A8R48VTU480 American Funds Insurance Series - Growth Fund 030372403 1032641.46800000 NS USD 122595195.08000000 12.14203809454 Long EC RF US N 1 N N N American High-Income Trust WRWMC5QCF7WNXYIQUK76 American High-Income Trust 026547810 1966986.51600000 NS USD 20751707.74000000 2.055284676871 Long EC RF US N 1 N N N American Capital Income Builder HB3628X2G8I5EW1FVP36 American Capital Income Builder 140193822 2237080.60100000 NS USD 149369871.73000000 14.79384792805 Long EC RF US N 1 N N N American Funds Insurance Series - International Fund 54P03CIVU00CG5WE6525 American Funds Insurance Series - International Fund 030372700 2782004.23700000 NS USD 67213222.37000000 6.656912662371 Long EC RF US N 1 N N N American Funds Insurance - Mortgage Fund 33730ZIO15J7RYERPX98 American Funds Insurance - Mortgage Fund 02630E301 2867654.10000000 NS USD 30655222.33000000 3.036145724021 Long EC RF US N 1 N N N American Funds Insurance Series - Capital World Bond Fund 76DXPVU3WVUTJZFYDE42 American Funds Insurance Series - Capital World Bond Fund 030372577 1671601.82500000 NS USD 20176234.03000000 1.998288774995 Long EC RF US N 1 N N N American Funds Insurance Series - U.S. Government/AAA-Rated Securities Fund ZIZPYJJVT4JGEJFM4E41 American Funds Insurance Series - U.S. Government/AAA-Rated Securities Fund 030372502 3029129.58000000 NS USD 35713437.75000000 3.537120042631 Long EC RF US N 1 N N N American Funds Insurance Series - Global Small Capitalization Fund 1FTLT781KW35GMTQ2U30 American Funds Insurance Series - Global Small Capitalization Fund 030372874 1501294.38700000 NS USD 52169979.95000000 5.167004167915 Long EC RF US N 1 N N N American Funds - Bond Fund of America/The FHEDDMKTP6L2RVHI1O58 American Funds - Bond Fund of America/The 097873814 13464040.86700000 NS USD 181225990.07000000 17.94893244972 Long EC RF US N 1 N N N Capital World Growth and Income Fund LQ04W2HWI5RNHQAJLX76 Capital World Growth and Income Fund 030372619 1134729.17900000 NS USD 19891802.51000000 1.970118190097 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_LNAP_70854356_0921.htm
LVIP American Balanced Allocation Fund
Schedule of Investments
September 30, 2021 (unaudited)
    Number of
Shares 		Value
(U.S. $)
AFFILIATED INVESTMENT–3.03%
INVESTMENT COMPANY–3.03%
Fixed Income Fund–3.03%
✢American Funds Insurance Series®–

Mortgage Fund
  2,864,391 $ 30,620,337
Total Affiliated Investment

(Cost $29,834,160)
    30,620,337
    
       
UNAFFILIATED INVESTMENTS–97.03%
INVESTMENT COMPANIES–97.03%
Asset Allocation Fund–14.78%
✧American Funds®–

Capital Income Builder
  2,234,468 149,195,448
      149,195,448
Equity Funds–32.86%
✧American Funds®–

American Mutual Fund
  1,193,902  59,432,448
✢American Funds Insurance Series®-  
Blue Chip Income & Growth Fund
  4,233,898  69,266,574
Growth Fund
  1,031,466 122,455,656
Growth-Income Fund
  1,286,700 80,560,250
      331,714,928
Fixed Income Funds–30.13%
✧American Funds®-  
Bond Fund of America
  13,468,065 181,280,160
High-Income Trust
  1,972,194 20,806,642
Intermediate Bond Fund of America
  4,816,110 66,462,319
    Number of
Shares 		Value
(U.S. $)
UNAFFILIATED INVESTMENTS (continued)
INVESTMENT COMPANIES (continued)
Fixed Income Funds (continued)
✢American Funds Insurance Series®–

U.S. Government/AAA-Rated Securities Fund
  3,025,678 $ 35,672,739
      304,221,860
Global Equity Funds–7.13%
✢American Funds Insurance Series®-  
Global Growth & Income Fund
  1,133,402  19,868,546
Global Small Capitalization Fund
  1,499,588  52,110,676
      71,979,222
Global Fixed Income Fund–2.00%
✢American Funds Insurance Series®–

Global Bond Fund
  1,669,675 20,152,977
      20,152,977
International Equity Funds–10.13%
American Funds Insurance Series®-  
✢International Fund
  2,778,851 67,137,057
New World Fund
  1,097,232 35,155,310
      102,292,367
Total Unaffiliated Investments

(Cost $746,351,747)
    979,556,802
    
TOTAL INVESTMENTS–100.06% (Cost $776,185,907)
1,010,177,139
LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(0.06%)
(563,281)
NET ASSETS APPLICABLE TO 67,444,911 SHARES OUTSTANDING–100.00%
$1,009,613,858
    
✢ Class 1 shares.
✧ Class R-6 shares.
See accompanying notes.
LVIP American Balanced Allocation Fund–1

 

LVIP American Balanced Allocation Fund
Notes
September 30, 2021 (unaudited)
1. Significant Accounting Policies
Lincoln Variable Insurance Products Trust (“LVIP” or the “Trust”)–LVIP American Balanced 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 the American Funds Insurance Series® funds and American Funds® retail funds (collectively, the “Underlying Funds”). 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 New York Stock Exchange (“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 Company
$30,620,337   $—   $—   $30,620,337
Unaffiliated Investment Companies
979,556,802   —   —   979,556,802
Total Investments
$1,010,177,139   $—   $—   $1,010,177,139
There were no Level 3 investments at the beginning or end of the period.
LVIP American Balanced Allocation Fund–2

 

LVIP American Balanced 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). 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 COMPANY-3.03%@                                    
Fixed Income Fund-3.03%@                                    
✢American Funds Insurance Series® – Mortgage Fund
$28,374,855   $5,423,174   $2,026,235   $(55,189)   $(1,096,268)   $30,620,337   2,864,391   $1,068,911   $—  
    
@ As a percentage of Net Assets as of September 30, 2021.
✢ Class 1 shares.
LVIP American Balanced Allocation Fund–3