LVIP JPMorgan Core Bond Fund

LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

Actively managed U.S. bond fund
$3.77B NAV
3,053 positions · as of 2026-06-30 · filed 2026-08-06

Fund classification

Classified from what the fund holds · as of 2026 Q2

LVIP JPMorgan Core Bond Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q2

The investment objective of the LVIP JPMorgan Core Bond Fund (the Fund) is to seek to maximize total return by investing primarily in a diversified portfolio of intermediate- and long-term debt securities.

Strategy · summarised

The fund is managed day-to-day by J.P. Morgan Investment Management as sub-adviser, which selects investment-grade intermediate- and long-term debt securities across corporate bonds, U.S. Treasuries, mortgage-backed securities, and asset-backed securities, applying a value-oriented approach that evaluates interest rate risk, credit risk, duration, and liquidity. The fund ordinarily maintains an average weighted maturity between four and 12 years and invests at least 80% of net assets in bonds. Because performance of mortgage-backed and asset-backed securities depends on prepayment assumptions, the fund's actual weighted average life may diverge from stated maturity targets.

Expenses
0.47% 0.72%across 2 share classes
Share classExpense ratio
C0002413000.72%
C0002413010.47%

Portfolio turnover 19.00% · as of 2025 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.78%
of net assets
Bonds58.56%
Securitized39.25%
Cash & short-term1.94%
Derivatives0.03%

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized39.3%
Government34.5%
International6.4%
Financials5.6%
12 smaller14.1%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 62 new116 exited

Largest new: United States Treasury ×7, UMBS, TBA

Largest exited: United States Treasury ×7, Fannie Mae

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+3.70%
3-year
+10.56%
5-year
37 of 60 months
Volatility
3.75%
Worst 3-yr fall
-6.25%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
3.80%
Avg maturity
13.51 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

6%
floating
Fixed rate89.4%
Floating rate6.4%
Zero-coupon or unclassified4.2%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y1.3%
1-3y11.1%
3-5y14.2%
5-10y25.9%
10y+47.5%
Flagged holdings
Defaulted: none reported
In arrears: 0.14% · $5.15M · 11 positions
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying a small fraction as much.

Interest-rate duration
6.02 yr
approx. move per 100bp
Credit-spread duration
2.02 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -8.0%
of value
Interest rates75%
Credit spreads25%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+2.02
yrs total
Investment grade+1.88 yr
High yield+0.13 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.02 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.61 yr10%
5 yr1.70 yr28%
10 yr2.41 yr40%
30 yr1.30 yr22%
Credit spread2.02 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.20 yr10%
5 yr0.63 yr31%
10 yr0.81 yr40%
30 yr0.37 yr18%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.01+0.01+0.00$3.4k$252
1 yr+0.61+0.18+0.01$69.0k$5.5k
5 yr+1.70+0.59+0.04$221.8k$16.0k
10 yr+2.41+0.76+0.05$286.3k$19.0k
30 yr+1.30+0.34+0.03$129.1k$9.5k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
United States Treasury2.75% · due 2029-05-312.90%$109.42M
United States Treasury0.88% · due 2030-11-152.48%$93.44M
State Street Global AdvisorsGVMXX1.94%$73.25M
United States Treasury4.00% · due 2032-07-311.54%$58.15M
United States Treasury4.38% · due 2032-01-311.41%$52.99M
United States Treasury0.00% · due 2040-02-151.38%$51.80M
United States Treasury4.63% · due 2055-11-151.29%$48.72M
United States Treasury3.00% · due 2052-08-151.28%$48.21M
United States Treasury1.38% · due 2031-11-151.28%$48.16M
United States Treasury4.25% · due 2028-01-151.27%$48.02M
Showing 10 of 3,053Sign in to see more

Top 10 positions are 16.78% of net assets, top 25 28.25%, across 635 issuers.

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