LVIP State Street Bond Index Fund

LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

U.S. bond index fund
$2.62B NAV
5,369 positions · as of 2026-06-30 · filed 2026-08-06

Fund classification

Classified from what the fund holds · as of 2026 Q2

LVIP State Street Bond Index Fund is a U.S. bond index fund that tracks the Bloomberg U.S. Aggregate Bond Index.

Asset class
Bonds
Region
United States
Management
Index (passive)
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 SSGA Bond Index Fund (the Fund) is to seek to match as closely as practicable, before fees and expenses, the performance of the Bloomberg U.S. Aggregate Bond Index*.

Strategy · summarised

The fund tracks the Bloomberg U.S. Aggregate Bond Index by holding a diversified portfolio of investment-grade bonds—Treasuries, agencies, corporates, mortgage-backed securities, asset-backed securities, and commercial mortgage-backed securities—with sector and quality weightings aligned to the Index. A sub-adviser's credit and research group selects individual securities based on their analysis of impact on portfolio weightings and security availability. The fund holds at least 90% of assets in securities contained in the Index and may use futures contracts to adjust interest-rate sensitivity or manage cash flows.

Expenses
0.37% 0.62%across 2 share classes
Share classGrossNet
C0000620270.49%0.37%
C0000620280.74%0.62%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 40.00% · as of 2025 Q2

Allocation

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

100.75%
of net assets
Bonds73.45%
Securitized25.01%
Cash & short-term2.29%

Sector allocation

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

100%
of net assets
Government49.1%
Securitized24.8%
Financials5.3%
Other3.5%
12 smaller17.3%

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: 268 new190 exited

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

Largest exited: United States Treasury ×5, UMBS, TBA ×2, FEDERAL HOME LOAN BANK

Return profile

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

1-year
+3.71%
3-year
+9.67%
5-year
-0.85%
Volatility
3.46%
Worst 3-yr fall
-6.27%
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
3.74%
Avg maturity
12.26 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.

0%
floating
Fixed rate99.6%
Floating rate0.4%
Maturity ladder

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

<1y10y+
<1y0.0%
1-3y23.5%
3-5y13.3%
5-10y21.9%
10y+41.3%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

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
5.87 yr
approx. move per 100bp
Credit-spread duration
1.92 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.

+1.92
yrs total
Investment grade+1.91 yr
High yield+0.02 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 rate5.87 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.66 yr11%
5 yr1.67 yr28%
10 yr2.29 yr39%
30 yr1.24 yr21%
Credit spread1.92 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.19 yr10%
5 yr0.54 yr28%
10 yr0.75 yr39%
30 yr0.44 yr23%

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+0.00+0.00$801$8
1 yr+0.66+0.18+0.00$48.5k$820
5 yr+1.67+0.53+0.01$139.9k$1.9k
10 yr+2.29+0.75+0.00$196.9k$908
30 yr+1.24+0.44+0.00$114.7k$297

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
State Street Institutional US Government Money Market FundGVMXX2.29%$60.14M
United States Treasury0.38% · due 2027-07-311.39%$36.50M
United States Treasury0.75% · due 2028-01-311.26%$33.18M
United States Treasury3.50% · due 2029-02-151.20%$31.47M
United States Treasury3.38% · due 2027-12-311.05%$27.68M
United States Treasury4.13% · due 2029-06-150.95%$24.98M
United States Treasury3.63% · due 2027-08-310.95%$24.86M
United States Treasury4.00% · due 2034-02-150.94%$24.62M
United States Treasury4.00% · due 2028-05-310.76%$19.94M
United States Treasury3.88% · due 2029-04-150.76%$19.85M
Showing 10 of 5,369Sign in to see more

Top 10 positions are 11.56% of net assets, top 25 19.89%, across 1.0K issuers.

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