LVIP SSGA Global Tactical Allocation Managed Volatility Fund
Data updated: 2026-08-06
C000007719 — LVIP SSGA Global Tactical Allocation Managed Volatility Fund. Holdings, fees, performance and SEC filings.
C000007719 Fund Overview
LVIP SSGA Global Tactical Allocation Managed Volatility Fund is a US mutual fund managed by Lincoln Variable Insurance Products Trust, categorised as United States Large Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Lincoln Variable Insurance Products Trust
- Category: United States Large Cap Blend / Core Equity
- Assets under management: $591.60M
- 1-year return: 16.2%
- SEC CIK: 0000914036
- SEC series ID: S000002811
- Share class ID: C000007719
C000007719 Investment Objective and Strategy
LVIP SSGA Global Tactical Allocation Managed Volatility Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Lincoln Variable Insurance Products Trust.
Investment objective
The investment objective of the LVIP SSGA Global Tactical Allocation Managed Volatility Fund (the “Fund”) is to seek long-term growth of capital. Current income is not a consideration.
Principal investment strategy
The Fund operates under a fund of funds structure with an active allocation strategy. The Funds sub-adviser invests substantially all of the Funds assets allocated to it in other mutual funds and exchange traded funds (ETFs) (collectively, underlying funds) which, in turn, invest in equity (stocks), and/or fixed income (bonds) securities. The sub-adviser, under normal circumstances, invests approximately 60% of the Funds assets allocated to it in underlying funds which invest primarily in equity securities (stocks) and approximately 40% in underlying funds which invest primarily in fixed income securities (bonds). The sub-adviser develops the Fund's asset allocation strategy based on the Fund's investment strategy. The Fund's investment strategy is to allocate assets in underlying funds that invest in equity securities (stocks), including small- and medium-cap stocks, with growth and value styles.
The securities may be foreign equity securities, including emerging market equity securities. Through the investment in underlying funds, the sub-adviser may invest a large percentage of the Fund's assets in issuers located in a single country, a small number of countries, or a particular geographic region. The Fund normally maintains investment exposure to at least three countries outside of the United States. Typically, the Fund invests in a large number of different countries. The Fund is not required to allocate its investments in any set percentages in any particular countries. A smaller percentage of assets will be allocated to underlying funds that invest in domestic fixed income securities (bonds), including mortgage-backed securities, corporate, government, and inflation-indexed bonds.
The underlying funds will include but are not limited to funds that employ a passive investment style (i.e., index funds), rules-based funds, and funds that provide exposure to a specific market sector. The sub-advisers allocation to ETFs may range from 30-50%. On at least an annual basis, the sub-adviser will reassess and may make revisions in the Funds asset allocation strategy consistent with the Fund's investment strategy and objective, including revising the weightings among the investments described above and adding or removing underlying funds from the asset allocation strategy. The sub-adviser will also periodically rebalance the weightings in the underlying funds to the current asset allocation model. To determine the relative attractiveness of broad asset classes and markets, the sub-adviser's asset allocation models use a disciplined, systematic process.
The sub-adviser generates and then combines expected risk and return forecasts for a wide variety of asset classes and reassess value across asset-class and/or countries. This set of resulting forecasts is the primary influence in determining the asset allocation over-weights and under-weights. The sub-adviser uses a structured bottom up, two-step process to evaluate asset classes. First, the sub-adviser evaluates asset classes relative to each other in a risk premium analysis. Second, the sub-adviser expands the asset class evaluation to compare countries within each class. Managed Volatility Strategy. The Funds Adviser has retained SSGA Funds Management, Inc. (SSGA FM or overlay manager) as sub-adviser to the Fund to implement the managed volatility strategy within the parameters stated below.
This managed volatility strategy consists of selling (short) positions in exchange-traded futures contracts to manage overall portfolio volatility and seek to reduce the impact on the Funds portfolio of significant market downturns during periods of high volatility. SSGA FM, as identified by the adviser, buys or sells (shorts) individual futures contracts on equity indices of domestic and foreign markets that it believes are highly correlated to the Funds equity exposure. Although up to 20% of the Funds net assets may be used by SSGA FM to implement the managed volatility strategy, under normal market conditions it is expected that less than 10% of the Funds net assets will be used for the strategy. SSGA FM uses a proprietary volatility forecasting model to manage the assets allocated to this strategy.
The managed volatility strategy is separate and distinct from any riders or features of your insurance contract. A futures contract is an agreement between two parties to buy or sell a financial instrument for a set price on a future date. A short position would represent a contractual obligation to sell an equity index at a future date at a particular price. In contrast, a long position would represent a contractual obligation to buy an equity index at a future date at a particular price. A short position is generally used to protect against the possible decline in value of financial instruments. SSGA FM will regularly adjust the level of exchange-traded futures contracts to seek to manage the Funds overall net risk level, i.e., volatility. Volatility is a statistical measure of the dispersion of the Funds investment returns.
SSGA FMs investment in exchange-traded futures and their resulting costs could limit the upside participation of the Fund in strong appreciating markets relative to un-hedged funds. In situations of extreme market volatility, the exchange-traded futures could potentially reduce the Funds net economic exposure to equity securities to a substantial degree. The amount of exchange-traded futures may fluctuate frequently based upon market conditions. SSGA FM may take a long position in futures for the purpose of providing an equity exposure generally comparable to the holdings of cash. This allows the Fund to be fully invested in the market by turning cash into an equity position while still maintaining the liquidity provided by the cash. The Investment Company Act of 1940 (the 1940 Act) and the rules and interpretations under the 1940 Act impose certain limitations on the Funds ability to use leverage.
C000007719 Holdings
Top 10 holdings of LVIP SSGA Global Tactical Allocation Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| State Street SPDR S&P 500 ETF Trust | 14.47% |
| LVIP State Street Bond Index Fund | 14.03% |
| LVIP Franklin Templeton Multi-Factor Large Cap Equity Fund | 11.45% |
| LVIP Franklin Templeton Multi-Factor International Equity Fund | 8.88% |
| State Street SPDR Portfolio TIPS ETF | 7.52% |
| LVIP State Street S&P 500 Index Fund | 6.70% |
| State Street SPDR Portfolio S&P 600 Small Cap ETF | 4.82% |
| State Street SPDR Portfolio Emerging Markets ETF | 4.61% |
| LVIP State Street International Index Fund | 4.50% |
| State Street Institutional US Government Money Market Fund | 4.24% |
C000007719 Portfolio Allocation
Asset-class allocation of LVIP SSGA Global Tactical Allocation Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 95.6% |
| Cash & Equivalents | 4.2% |
| Derivatives | 0.1% |
C000007719 Performance
Total returns for C000007719 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.5% |
| 1 year | 16.2% |
| 3 years (annualised) | 12.3% |
| 5 years (annualised) | 6.0% |
C000007719 Risk Information
Risk metrics for C000007719, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.8%
C000007719 Costs and Fees
C000007719 costs about $85 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.85%
- Gross expense ratio: 0.95%
- Portfolio turnover: 84%
- Brokerage commissions: 4.71 bps of average net assets (SEC N-CEN)
C000007719 Cashflows
Over the 12 months to 2026-06, LVIP SSGA Global Tactical Allocation Managed Volatility Fund had net outflows of $81.90M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$7.30M |
| 2026-05 | −$8.98M |
| 2026-04 | −$7.77M |
| 2026-03 | −$10.67M |
| 2026-02 | −$8.00M |
| 2026-01 | −$5.90M |
C000007719 Debt Constituents
No individual debt constituents are reported in LVIP SSGA Global Tactical Allocation Managed Volatility Fund's latest SEC N-PORT filing.
C000007719 Prospectus and SEC Filings
Official LVIP SSGA Global Tactical Allocation Managed Volatility Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-04-30
- Prospectus (485BPOS) — filed 2024-04-29
- Prospectus (485BPOS) — filed 2023-04-28
- Portfolio holdings (N-PORT) — filed 2026-08-06
- Portfolio holdings (N-PORT) — filed 2026-05-18
- Portfolio holdings (N-PORT) — filed 2026-02-06
- Annual census (N-CEN) — filed 2026-03-06
- Annual census (N-CEN) — filed 2025-03-07
Related Funds
Other United States Large Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.