LVIP Blended Core Equity Managed Volatility Fund
Data updated: 2026-08-06
C000131267 — LVIP Blended Core Equity Managed Volatility Fund. United States Large Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000131267 Fund Overview
LVIP Blended Core Equity 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: $411.29M
- 1-year return: 18.7%
- SEC CIK: 0000914036
- SEC series ID: S000042337
- Share class ID: C000131267
C000131267 Investment Objective and Strategy
LVIP Blended Core Equity 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 Core Equity Managed Volatility Fund (the “Fund”) is to seek capital appreciation.
Principal investment strategy
The Fund operates under a fund of funds structure. Under normal circumstances, the Fund invests substantially all of its assets in mutual funds (underlying funds) which, in turn, under normal circumstances, invest at least 80% of their assets in equity securities. The Fund also seeks to control the level of portfolio volatility by employing an actively managed risk-management overlay. Blended Core Equity Strategy. The Fund, through underlying funds, invests primarily in equity securities. An underlying fund may invest in securities of issuers of all capitalization sizes; however, a substantial number of the issuers in which an underlying fund invests are large-capitalization issuers. The Fund, through the underlying funds, invests a large percentage of its assets in equity securities of U.S.
companies, although it may also invest in equity securities of foreign issuers, either directly or through depositary receipts. The Fund does not impose a limitation on the geographical locations or percentage of holdings of domestic and foreign issuers of the securities which the Fund holds through the underlying funds. Certain underlying funds also may invest in short sales. Certain underlying funds also may invest, to a limited extent, in derivatives consistent with their investment program, such as futures contracts. Certain underlying funds may lend their portfolio securities to generate additional income. In selecting securities, certain underlying funds look for investments among a strong core of growth and value stocks, consisting primarily of blue chip companies dominant in their industries.
Certain underlying funds also may invest in companies with prospects for sustained earnings growth and/or a cyclical earnings record. Certain underlying funds use a disciplined portfolio construction process whereby they weight each sector and industry approximately the same as the S&P 500 Index. Certain underlying funds also may purchase stocks that are not in the S&P 500 Index, but it is expected that a majority of such underlying funds total assets will be invested in stocks that are in the index at the time of purchase. On at least an annual basis, the adviser will reassess and may make revisions in the Funds asset allocation strategy consistent with the Funds investment strategy and objective, including revising the weightings among the investments described above and adding underlying funds or removing underlying funds from the asset allocation strategy.
The Fund intends to allocate to underlying funds including, but not limited to, the ClearBridge Variable Appreciation Portfolio (in an amount initially expected to be 60% of the portion of the Funds assets not subject to the overlay) and the T. Rowe Price Capital Opportunity Fund (in an amount initially expected to be 40% of the portion of the Funds assets not subject to the overlay). The allocation to the underlying funds may 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.
C000131267 Holdings
Top 10 holdings of LVIP Blended Core Equity Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| NVIDIA Corp | 7.81% |
| Apple Inc | 6.72% |
| Alphabet Inc | 4.70% |
| Microsoft Corp | 3.71% |
| State Street Institutional US Government Money Market Fund | 3.35% |
| Amazon.com Inc | 3.33% |
| Broadcom Inc | 2.39% |
| Alphabet Inc | 2.05% |
| JPMorgan Chase & Co | 1.90% |
| Visa Inc | 1.73% |
C000131267 Portfolio Allocation
Asset-class allocation of LVIP Blended Core Equity Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 96.4% |
| Cash & Equivalents | 3.4% |
| Derivatives | 0.1% |
C000131267 Performance
Total returns for C000131267 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.5% |
| 1 year | 18.7% |
| 3 years (annualised) | 16.5% |
| 5 years (annualised) | 9.4% |
C000131267 Risk Information
Risk metrics for C000131267, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.6%
C000131267 Costs and Fees
C000131267 costs about $66 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.66%
- Gross expense ratio: 0.73%
- Portfolio turnover: 49%
- Brokerage commissions: 1.91 bps of average net assets (SEC N-CEN)
C000131267 Cashflows
Over the 12 months to 2026-06, LVIP Blended Core Equity Managed Volatility Fund had net outflows of $55.54M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$11.73M |
| 2026-05 | −$9.51M |
| 2026-04 | −$8.56M |
| 2026-03 | −$6.31M |
| 2026-02 | −$6.64M |
| 2026-01 | −$6.56M |
C000131267 Debt Constituents
No individual debt constituents are reported in LVIP Blended Core Equity Managed Volatility Fund's latest SEC N-PORT filing.
C000131267 Prospectus and SEC Filings
Official LVIP Blended Core Equity 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.