LVIP Blended Large Cap Growth Managed Volatility Fund
Data updated: 2026-08-06
C000007723 — LVIP Blended Large Cap Growth Managed Volatility Fund. United States Large Cap Growth Equity. Holdings, fees, performance and SEC filings.
C000007723 Fund Overview
LVIP Blended Large Cap Growth Managed Volatility Fund is a US mutual fund managed by Lincoln Variable Insurance Products Trust, categorised as United States Large Cap Growth 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 Growth Equity
- Assets under management: $1.59B
- 1-year return: 10.7%
- SEC CIK: 0000914036
- SEC series ID: S000002813
- Share class ID: C000007723
C000007723 Investment Objective and Strategy
LVIP Blended Large Cap Growth 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 Blended Large Cap Growth Managed Volatility Fund (the “Fund”) is long-term growth of capital in a manner consistent with the preservation of capital.
Principal investment strategy
The Fund, under normal circumstances, invests at least 80% of its assets in equity securities of U.S. large capitalization companies. The Fund defines large capitalization companies as those with a market capitalization of at least $2.4 billion at the time of investment. In addition, up to 20% of the Funds assets may be invested in foreign equity securities. Investments in equity securities include common stock and preferred stock, as well as American Depository Receipts (ADRs). The Fund may, but is not required to, use derivative instruments for risk management purposes or as part of the Funds investment strategies. The principal types of derivatives used by the Fund include options, futures, and forward currency agreements. The Fund may use derivatives to earn income and enhance returns, to manage or adjust the risk profile of the Fund, to replace more traditional direct investments, or to obtain direct exposure to certain markets.
Lincoln Investment Advisors Corporation (Adviser) serves as the investment adviser to the Fund. The Adviser has selected Goldman Sachs Asset Management, L.P. (GSAM) and Wellington Management (Wellington) to serve as the Funds sub-advisers. Each sub-adviser is responsible for the day-to-day management of the Funds assets that the Adviser allocates to such sub-adviser. The Adviser may change the allocation at any time, in its sole discretion and the percentage of each sub-advisers share of the Funds assets may change over time. In selecting securities, GSAM uses a quantitative style of management, in combination with a qualitative overlay that emphasizes fundamental-based stock selection, careful portfolio construction and efficient implementation. GSAM selects investments by using fundamental research and a variety of quantitative techniques based on certain investment themes, including, among others, Momentum, Valuation and Profitability.
The Momentum theme seeks to predict drifts in stock prices caused by delayed investor reaction to company-specific information and information about related companies. The Valuation theme attempts to capture potential mispricings of securities, typically by comparing a measure of the companys intrinsic value to its market value. The Profitability theme seeks to assess whether a company is earning more than its cost of capital. Wellington allocates the Funds assets across a variety of industries, selecting companies in each industry based on the research of Wellingtons team of global industry analysts. In analyzing a prospective investment, Wellington utilizes a bottom-up approach, which is the use of fundamental analysis to identify specific securities for purchase or sale. Fundamental analysis of a company involves the assessment of a variety of factors, including the companys business environment, management quality, balance sheet, income statement, anticipated earnings, revenues and dividends, and other related measures or indicators of valuation and growth potential.
The Adviser intends to allocate approximately 50% of the portion of the Funds assets not subject to the overlay to GSAM and approximately 50% of the portion of the Funds assets not subject to the overlay to Wellington. Such allocations are subject to change at the discretion of the Adviser. 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.
C000007723 Holdings
Top 10 holdings of LVIP Blended Large Cap Growth Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| NVIDIA Corp | 11.18% |
| Alphabet Inc | 7.35% |
| Apple Inc | 5.57% |
| State Street Institutional US Government Money Market Fund | 5.14% |
| Broadcom Inc | 5.09% |
| Microsoft Corp | 3.51% |
| Meta Platforms Inc | 3.28% |
| Eli Lilly & Co | 2.84% |
| Micron Technology Inc | 2.70% |
| Visa Inc | 2.23% |
C000007723 Portfolio Allocation
Asset-class allocation of LVIP Blended Large Cap Growth Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 94.5% |
| Cash & Equivalents | 5.1% |
| Derivatives | 0.1% |
C000007723 Performance
Total returns for C000007723 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.0% |
| 1 year | 10.7% |
| 3 years (annualised) | 15.1% |
| 5 years (annualised) | 9.0% |
C000007723 Risk Information
Risk metrics for C000007723, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 16.0%
C000007723 Costs and Fees
C000007723 costs about $91 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.91%
- Gross expense ratio: 1.02%
- Portfolio turnover: 122%
- Brokerage commissions: 0.97 bps of average net assets (SEC N-CEN)
C000007723 Cashflows
Over the 12 months to 2026-06, LVIP Blended Large Cap Growth Managed Volatility Fund had net outflows of $199.06M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$37.52M |
| 2026-05 | −$42.55M |
| 2026-04 | −$12.86M |
| 2026-03 | $185.41K |
| 2026-02 | −$3.89M |
| 2026-01 | −$11.14M |
C000007723 Debt Constituents
No individual debt constituents are reported in LVIP Blended Large Cap Growth Managed Volatility Fund's latest SEC N-PORT filing.
C000007723 Prospectus and SEC Filings
Official LVIP Blended Large Cap Growth 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 Growth 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.