LVIP Blended Mid Cap Managed Volatility Fund

C000043859 Fund Overview

LVIP Blended Mid Cap Managed Volatility Fund is a US mutual fund managed by Lincoln Variable Insurance Products Trust, categorised as United States Mid 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 Mid Cap Growth Equity
• Assets under management: $738.54M
• 1-year return: 6.9%
• SEC CIK: 0000914036
• SEC series ID: S000015972
• Share class ID: C000043859

C000043859 Investment Objective and Strategy

LVIP Blended Mid Cap 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 Mid Cap Managed Volatility Fund (the “Fund”) is to seek capital appreciation.

Principal investment strategy

The Fund seeks to achieve its objective by investing primarily in common stocks of mid-capitalization companies that are high quality and/or offer above-average growth potential. Under normal circumstances, the Fund invests at least 80% of its net assets in the securities of mid-capitalization companies. Mid-capitalization companies are companies with market capitalizations within the range of companies in the Russell Midcap Growth Index at the time of acquisition. In addition, the Fund may invest in foreign stocks, including those in emerging markets, up to 10% of its total assets. The Fund may also, to a lesser extent, invest in small capitalization companies. Lincoln Investment Advisors Corporation (adviser) serves as the investment adviser to the Fund. The adviser has selected Ivy Investment Management Company (Ivy) and T.

Rowe Price Associates (T. Rowe Price) to serve as the Funds sub-advisers. Each sub-adviser is responsible for the day-to-day management of the portion 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 for the Fund, Ivy primarily emphasizes a bottom-up approach and focuses on companies it believes have the potential for strong growth, increasing profitability, attractive valuations and sound capital structures. Ivy may look at a number of factors in its consideration of a company, such as: new or innovative products or services; adaptive or creative management; strong financial and operational capabilities to sustain multiyear growth; stable and consistent revenue, earnings, and cash flow; strong balance sheet; market potential; and profit potential.

Part of Ivys investment process also includes a review of the macroeconomic environment, with a focus on factors such as interest rates, inflation, consumer confidence and corporate spending. T. Rowe Prices stock selection is based on a combination of fundamental, bottom-up analysis and top-down quantitative strategies in an effort to identify companies with superior long-term appreciation prospects. The companies sought typically have: (1) a demonstrated ability to consistently increase revenues, earnings, and cash flow; (2) capable management; (3) attractive business niches; and (4) a sustainable competitive advantage. When T. Rowe Price selects investments, valuation measures, such as a companys price/earnings (P/E) ratio relative to the market and its own growth rate are also considered.

The adviser intends to allocate approximately 50% of the portion of the Funds assets not subject to the overlay to Ivy and approximately 50% of the portion of the Funds assets not subject to the overlay to T. Rowe Price. 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.

C000043859 Holdings

Top 10 holdings of LVIP Blended Mid Cap Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000043859 holdings

C000043859 Portfolio Allocation

Asset-class allocation of LVIP Blended Mid Cap Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.

C000043859 Performance

Total returns for C000043859 (as of 2026-10-01), from SEC filings.

C000043859 Risk Information

Risk metrics for C000043859, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 11.9%

C000043859 Costs and Fees

C000043859 costs about $72 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.72%
• Gross expense ratio: 0.73%
• Portfolio turnover: 41%
• Brokerage commissions: 1.72 bps of average net assets (SEC N-CEN)

C000043859 Cashflows

Over the 12 months to 2026-06, LVIP Blended Mid Cap Managed Volatility Fund had net inflows of $41.57M, from monthly SEC N-PORT filings.

C000043859 Debt Constituents

Largest debt holdings of LVIP Blended Mid Cap Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.

C000043859 Prospectus and SEC Filings

Official LVIP Blended Mid Cap 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 Mid Cap Growth Equity funds tracked on ABC INVEST:

• Vanguard Small-Cap Growth Index Fund (VISGX)
• Vanguard Mid-Cap Growth Index Fund (VMGIX)
• T. Rowe Price Mid-Cap Growth Fund, Inc. (RPMGX)
• Janus Henderson Enterprise Fund (JAENX)
• Vanguard Explorer Fund (VEXPX)

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.