LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments
September 30, 2021 (unaudited)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK–99.71% | |||
Aerospace & Defense–1.41% | |||
†AAR | 5,389 | $ 174,765 | |
Aerojet Rocketdyne Holdings | 7,418 | 323,054 | |
†AeroVironment | 1,264 | 109,108 | |
†Astronics | 2,505 | 35,220 | |
†Astronics Class B | 1,301 | 18,474 | |
†Axon Enterprise | 1,811 | 316,961 | |
†Boeing | 15,174 | 3,337,370 | |
BWX Technologies | 5,833 | 314,165 | |
Curtiss-Wright | 4,750 | 599,355 | |
†Ducommun | 1,600 | 80,560 | |
General Dynamics | 9,015 | 1,767,210 | |
HEICO | 2,209 | 291,301 | |
HEICO Class A Class A | 3,448 | 408,347 | |
†Hexcel | 8,199 | 486,939 | |
Howmet Aerospace | 15,822 | 493,646 | |
Huntington Ingalls Industries | 4,327 | 835,371 | |
Kaman | 3,636 | 129,696 | |
†Kratos Defense & Security Solutions | 8,962 | 199,942 | |
L3Harris Technologies | 5,348 | 1,177,844 | |
Lockheed Martin | 8,961 | 3,092,441 | |
†Mercury Systems | 3,446 | 163,409 | |
Moog Class A | 3,369 | 256,819 | |
National Presto Industries | 1,066 | 87,497 | |
Northrop Grumman | 5,795 | 2,087,069 | |
Park Aerospace | 2,423 | 33,147 | |
Raytheon Technologies | 39,754 | 3,417,254 | |
Spirit AeroSystems Holdings Class A | 8,350 | 368,987 | |
Textron | 15,554 | 1,085,825 | |
†TransDigm Group | 1,903 | 1,188,557 | |
†Vectrus | 1,921 | 96,588 | |
22,976,921 | |||
Air Freight & Logistics–0.64% | |||
†Air Transport Services Group | 8,512 | 219,695 | |
†Atlas Air Worldwide Holdings | 3,789 | 309,486 | |
CH Robinson Worldwide | 9,962 | 866,694 | |
†Echo Global Logistics | 3,298 | 157,348 | |
Expeditors International of Washington | 9,387 | 1,118,273 | |
FedEx | 9,819 | 2,153,208 | |
Forward Air | 2,174 | 180,485 | |
†GXO Logistics | 9,670 | 758,515 | |
†Hub Group Class A | 2,675 | 183,906 | |
United Parcel Service Class B | 24,810 | 4,517,901 | |
10,465,511 | |||
Airlines–0.29% | |||
†Alaska Air Group | 9,637 | 564,728 | |
†Allegiant Travel | 1,216 | 237,704 | |
†American Airlines Group | 20,094 | 412,329 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Airlines (continued) | |||
†Copa Holdings Class A | 3,120 | $ 253,906 | |
†Delta Air Lines | 8,763 | 373,391 | |
†Hawaiian Holdings | 6,305 | 136,566 | |
†JetBlue Airways | 28,121 | 429,970 | |
†SkyWest | 5,859 | 289,083 | |
†Southwest Airlines | 22,825 | 1,173,890 | |
†Spirit Airlines | 8,530 | 221,268 | |
†United Airlines Holdings | 11,789 | 560,803 | |
4,653,638 | |||
Auto Components–0.54% | |||
†Adient | 7,115 | 294,917 | |
†American Axle & Manufacturing Holdings | 16,351 | 144,052 | |
†Aptiv | 9,285 | 1,383,186 | |
Autoliv | 9,198 | 788,453 | |
BorgWarner | 25,248 | 1,090,966 | |
†Cooper-Standard Holdings | 2,502 | 54,819 | |
Dana | 13,970 | 310,693 | |
†Dorman Products | 2,903 | 274,827 | |
†Fox Factory Holding | 3,534 | 510,804 | |
Gentex | 24,704 | 814,738 | |
†Gentherm | 1,903 | 154,010 | |
†Goodyear Tire & Rubber | 28,808 | 509,902 | |
†Horizon Global | 2,190 | 15,396 | |
LCI Industries | 2,502 | 336,844 | |
Lear | 6,113 | 956,562 | |
†Modine Manufacturing | 8,303 | 94,073 | |
†Motorcar Parts of America | 2,029 | 39,566 | |
Patrick Industries | 3,021 | 251,649 | |
Standard Motor Products | 2,906 | 127,021 | |
†Stoneridge | 3,532 | 72,018 | |
†Superior Industries International | 3,283 | 23,145 | |
†Tenneco Class A | 8,836 | 126,090 | |
†Veoneer | 7,240 | 246,594 | |
†Visteon | 1,685 | 159,047 | |
8,779,372 | |||
Automobiles–0.86% | |||
†Ford Motor | 102,744 | 1,454,855 | |
†General Motors | 78,728 | 4,149,753 | |
Harley-Davidson | 15,921 | 582,868 | |
†Tesla | 9,108 | 7,063,072 | |
Thor Industries | 4,199 | 515,469 | |
Winnebago Industries | 2,981 | 215,973 | |
13,981,990 | |||
Banks–5.66% | |||
1st Source | 3,376 | 159,482 | |
Allegiance Bancshares | 1,697 | 64,741 | |
Altabancorp | 300 | 13,248 | |
Ameris Bancorp | 8,107 | 420,591 | |
Arrow Financial | 513 | 17,625 |
LVIP Dimensional U.S. Core Equity 1 Fund–1
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Banks (continued) | |||
Associated Banc-Corp | 16,938 | $ 362,812 | |
†Atlantic Capital Bancshares | 2,200 | 58,278 | |
Atlantic Union Bankshares | 7,033 | 259,166 | |
Banc of California | 7,463 | 137,991 | |
BancFirst | 3,473 | 208,797 | |
†Bancorp | 6,649 | 169,217 | |
BancorpSouth Bank | 10,113 | 301,165 | |
Bank of America | 203,468 | 8,637,217 | |
Bank of Hawaii | 3,306 | 271,654 | |
Bank of Marin Bancorp | 800 | 30,200 | |
Bank of NT Butterfield & Son | 6,133 | 217,783 | |
Bank OZK | 13,694 | 588,568 | |
BankUnited | 9,140 | 382,235 | |
Banner | 3,850 | 212,558 | |
Berkshire Hills Bancorp | 5,646 | 152,329 | |
BOK Financial | 5,728 | 512,942 | |
Brookline Bancorp | 9,434 | 143,963 | |
Bryn Mawr Bank | 2,641 | 121,354 | |
Cadence BanCorp | 17,046 | 374,330 | |
Camden National | 1,998 | 95,704 | |
Capital City Bank Group | 800 | 19,792 | |
Cathay General Bancorp | 8,683 | 359,389 | |
CBTX | 1,306 | 34,452 | |
Central Pacific Financial | 5,001 | 128,426 | |
CIT Group | 10,032 | 521,162 | |
Citigroup | 60,792 | 4,266,383 | |
Citizens Financial Group | 18,014 | 846,298 | |
City Holding | 2,141 | 166,805 | |
CNB Financial | 543 | 13,217 | |
Columbia Banking System | 6,665 | 253,203 | |
Comerica | 8,347 | 671,933 | |
Commerce Bancshares | 10,442 | 727,599 | |
Community Bank System | 5,191 | 355,168 | |
Community Trust Bancorp | 2,467 | 103,861 | |
ConnectOne Bancorp | 5,185 | 155,602 | |
Cullen/Frost Bankers | 4,148 | 492,036 | |
†Customers Bancorp | 3,657 | 157,324 | |
CVB Financial | 14,317 | 291,637 | |
Dime Community Bancshares | 7,277 | 237,667 | |
Eagle Bancorp | 3,549 | 204,067 | |
East West Bancorp | 11,093 | 860,151 | |
Enterprise Financial Services | 3,126 | 141,545 | |
Equity Bancshares Class A | 1,380 | 46,064 | |
FB Financial | 5,341 | 229,022 | |
Fifth Third Bancorp | 34,520 | 1,465,029 | |
Financial Institutions | 763 | 23,386 | |
First Bancorp (North Carolina) | 4,235 | 182,147 | |
First BanCorp (Puerto Rico) | 26,383 | 346,936 | |
First Bancshares | 1,363 | 52,857 | |
First Busey | 7,236 | 178,223 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Banks (continued) | |||
First Citizens BancShares Class A | 953 | $ 803,541 | |
First Commonwealth Financial | 10,736 | 146,332 | |
First Community Bancshares | 1,307 | 41,458 | |
First Financial | 880 | 37,004 | |
First Financial Bancorp | 11,350 | 265,703 | |
First Financial Bankshares | 8,922 | 409,966 | |
First Foundation | 5,112 | 134,446 | |
First Hawaiian | 5,650 | 165,828 | |
First Horizon National | 52,745 | 859,216 | |
First Interstate BancSystem Class A | 3,666 | 147,593 | |
First Merchants | 5,690 | 238,070 | |
First Mid Bancshares | 773 | 31,739 | |
First Midwest Bancorp | 11,884 | 225,915 | |
First of Long Island | 1,772 | 36,503 | |
First Republic Bank | 8,409 | 1,621,928 | |
Flushing Financial | 4,876 | 110,198 | |
FNB | 32,839 | 381,589 | |
Fulton Financial | 16,777 | 256,353 | |
German American Bancorp | 3,237 | 125,045 | |
Glacier Bancorp | 7,273 | 402,561 | |
Great Southern Bancorp | 2,431 | 133,243 | |
Great Western Bancorp | 6,142 | 201,089 | |
Hancock Whitney | 9,517 | 448,441 | |
Hanmi Financial | 4,000 | 80,240 | |
Harborone Bancorp | 3,325 | 46,683 | |
Heartland Financial USA | 6,250 | 300,500 | |
Heritage Commerce | 3,648 | 42,426 | |
Heritage Financial | 4,420 | 112,710 | |
Hilltop Holdings | 11,657 | 380,834 | |
Home BancShares | 18,464 | 434,458 | |
HomeTrust Bancshares | 901 | 25,210 | |
Hope Bancorp | 11,520 | 166,349 | |
Horizon Bancorp | 7,246 | 131,660 | |
Huntington Bancshares | 62,198 | 961,581 | |
Independent Bank | 5,643 | 305,668 | |
Independent Bank Group | 4,072 | 289,275 | |
International Bancshares | 6,070 | 252,755 | |
Investors Bancorp | 23,383 | 353,317 | |
JPMorgan Chase & Co. | 116,957 | 19,144,691 | |
KeyCorp | 43,518 | 940,859 | |
Lakeland Bancorp | 7,123 | 125,578 | |
Lakeland Financial | 1,993 | 141,981 | |
Live Oak Bancshares | 3,640 | 231,613 | |
M&T Bank | 5,812 | 867,964 | |
Mercantile Bank | 1,436 | 45,995 | |
Midland States Bancorp | 1,400 | 34,622 | |
MidWestOne Financial Group | 600 | 18,096 | |
National Bank Holdings Class A | 3,762 | 152,286 | |
NBT Bancorp | 5,373 | 194,073 | |
†Nicolet Bankshares | 573 | 42,505 |
LVIP Dimensional U.S. Core Equity 1 Fund–2
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Banks (continued) | |||
OceanFirst Financial | 7,155 | $ 153,189 | |
OFG Bancorp | 5,663 | 142,821 | |
Old National Bancorp | 17,834 | 302,286 | |
Origin Bancorp | 1,679 | 71,106 | |
Pacific Premier Bancorp | 10,343 | 428,614 | |
PacWest Bancorp | 6,709 | 304,052 | |
Park National | 1,685 | 205,486 | |
Peapack Gladstone Financial | 2,958 | 98,679 | |
Peoples Bancorp | 3,493 | 110,414 | |
People's United Financial | 36,431 | 636,450 | |
Pinnacle Financial Partners | 5,894 | 554,508 | |
PNC Financial Services Group | 11,482 | 2,246,338 | |
Popular | 8,599 | 667,884 | |
Preferred Bank | 1,509 | 100,620 | |
Prosperity Bancshares | 7,651 | 544,216 | |
QCR Holdings | 1,263 | 64,969 | |
Regions Financial | 43,297 | 922,659 | |
Renasant | 6,598 | 237,858 | |
Republic Bancorp Class A | 1,755 | 88,891 | |
S&T Bancorp | 4,286 | 126,308 | |
Sandy Spring Bancorp | 4,310 | 197,484 | |
Seacoast Banking Corp. of Florida | 1,194 | 40,369 | |
ServisFirst Bancshares | 4,189 | 325,904 | |
Sierra Bancorp | 742 | 18,016 | |
Signature Bank | 2,865 | 780,082 | |
Simmons First National Class A | 11,060 | 326,934 | |
Southside Bancshares | 3,707 | 141,941 | |
SouthState | 5,805 | 433,459 | |
Sterling Bancorp | 21,051 | 525,433 | |
Stock Yards Bancorp | 2,112 | 123,869 | |
†SVB Financial Group | 3,048 | 1,971,690 | |
Synovus Financial | 16,921 | 742,663 | |
†Texas Capital Bancshares | 5,756 | 345,475 | |
Tompkins Financial | 1,879 | 152,030 | |
Towne Bank | 7,647 | 237,898 | |
TriCo Bancshares | 3,318 | 144,001 | |
†TriState Capital Holdings | 3,540 | 74,871 | |
†Triumph Bancorp | 6,346 | 635,425 | |
Truist Financial | 35,214 | 2,065,301 | |
Trustmark | 7,049 | 227,119 | |
UMB Financial | 5,041 | 487,515 | |
Umpqua Holdings | 21,855 | 442,564 | |
United Bankshares | 15,676 | 570,293 | |
United Community Banks | 9,910 | 325,246 | |
Univest Financial | 5,030 | 137,772 | |
US Bancorp | 56,106 | 3,334,941 | |
Valley National Bancorp | 39,046 | 519,702 | |
Veritex Holdings | 959 | 37,746 | |
Washington Trust Bancorp | 2,170 | 114,967 | |
Webster Financial | 9,266 | 504,626 | |
Wells Fargo & Co. | 114,566 | 5,317,008 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Banks (continued) | |||
WesBanco | 5,095 | $ 173,638 | |
Westamerica Bancorporation | 2,893 | 162,760 | |
Western Alliance Bancorp | 10,465 | 1,138,801 | |
Wintrust Financial | 5,764 | 463,253 | |
Zions Bancorp | 11,022 | 682,152 | |
92,423,317 | |||
Beverages–1.31% | |||
†Boston Beer Class A | 731 | 372,627 | |
Brown-Forman Class A | 1,046 | 65,553 | |
Brown-Forman Class B | 14,939 | 1,001,062 | |
†Celsius Holdings | 1,937 | 174,504 | |
Coca-Cola | 130,541 | 6,849,486 | |
Coca-Cola Consolidated | 822 | 324,016 | |
Constellation Brands Class A | 5,481 | 1,154,792 | |
Keurig Dr Pepper | 16,367 | 559,097 | |
MGP Ingredients | 1,497 | 97,455 | |
Molson Coors Beverage Class B | 16,156 | 749,315 | |
†Monster Beverage | 13,694 | 1,216,438 | |
National Beverage | 3,798 | 199,357 | |
PepsiCo | 57,262 | 8,612,778 | |
21,376,480 | |||
Biotechnology–1.96% | |||
AbbVie | 60,581 | 6,534,872 | |
†ACADIA Pharmaceuticals | 4,382 | 72,785 | |
†Acceleron Pharma | 1,040 | 178,984 | |
†Adverum Biotechnologies | 10,775 | 23,382 | |
†Agios Pharmaceuticals | 1,832 | 84,547 | |
†Akebia Therapeutics | 7,400 | 21,312 | |
†Alkermes | 3,336 | 102,882 | |
†Allakos | 867 | 91,789 | |
†Alnylam Pharmaceuticals | 2,227 | 420,480 | |
Amgen | 25,518 | 5,426,403 | |
†AnaptysBio | 2,400 | 65,088 | |
†Anika Therapeutics | 1,937 | 82,439 | |
†Arena Pharmaceuticals | 3,770 | 224,504 | |
†Arrowhead Pharmaceuticals | 1,080 | 67,424 | |
†Atara Biotherapeutics | 3,839 | 68,718 | |
†Biogen | 6,096 | 1,725,107 | |
†Biohaven Pharmaceutical Holding | 1,172 | 162,803 | |
†BioMarin Pharmaceutical | 4,560 | 352,442 | |
†Bluebird Bio | 4,185 | 79,975 | |
†Bridgebio Pharma | 1,987 | 93,131 | |
†Concert Pharmaceuticals | 4,505 | 14,731 | |
†CRISPR Therapeutics | 2,111 | 236,284 | |
†Denali Therapeutics | 4,195 | 211,638 | |
†Eagle Pharmaceuticals | 1,957 | 109,161 | |
†Editas Medicine | 1,820 | 74,766 | |
†Emergent BioSolutions | 5,759 | 288,353 | |
†Enanta Pharmaceuticals | 2,114 | 120,096 | |
†Exact Sciences | 3,427 | 327,107 |
LVIP Dimensional U.S. Core Equity 1 Fund–3
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Biotechnology (continued) | |||
†Exelixis | 20,982 | $ 443,560 | |
†Fate Therapeutics | 1,659 | 98,329 | |
†G1 Therapeutics | 4,800 | 64,416 | |
Gilead Sciences | 39,713 | 2,773,953 | |
†Global Blood Therapeutics | 4,238 | 107,984 | |
†GlycoMimetics | 1,315 | 2,880 | |
†Halozyme Therapeutics | 5,662 | 230,330 | |
†Horizon Therapeutics | 11,204 | 1,227,286 | |
†Incyte | 2,788 | 191,759 | |
†Intellia Therapeutics | 2,940 | 394,401 | |
†Ionis Pharmaceuticals | 5,845 | 196,041 | |
†Iovance Biotherapeutics | 1,000 | 24,660 | |
†Ironwood Pharmaceuticals | 8,400 | 109,704 | |
†Karuna Therapeutics | 465 | 56,883 | |
†Kura Oncology | 3,841 | 71,942 | |
†Ligand Pharmaceuticals | 1,149 | 160,079 | |
†MacroGenics | 2,941 | 61,585 | |
†Madrigal Pharmaceuticals | 765 | 61,039 | |
†Mirati Therapeutics | 1,683 | 297,740 | |
†Moderna | 5,596 | 2,153,677 | |
†Myriad Genetics | 6,072 | 196,065 | |
†Natera | 2,690 | 299,774 | |
†Neurocrine Biosciences | 2,841 | 272,480 | |
†Novavax | 1,662 | 344,549 | |
†OPKO Health | 26,983 | 98,488 | |
=†PDL BioPharma | 21,857 | 20,246 | |
†Protagonist Therapeutics | 2,495 | 44,211 | |
†Prothena | 2,660 | 189,472 | |
†Regeneron Pharmaceuticals | 2,460 | 1,488,743 | |
†REGENXBIO | 2,474 | 103,710 | |
†Rhythm Pharmaceuticals | 631 | 8,241 | |
†Rocket Pharmaceuticals | 4,200 | 125,538 | |
†Sage Therapeutics | 1,625 | 72,004 | |
†Sangamo Therapeutics | 13,158 | 118,554 | |
†Sarepta Therapeutics | 2,381 | 220,195 | |
†Seagen | 3,269 | 555,076 | |
†Spectrum Pharmaceuticals | 5,200 | 11,336 | |
†SpringWorks Therapeutics | 300 | 19,032 | |
†Travere Therapeutics | 4,405 | 106,821 | |
†Ultragenyx Pharmaceutical | 1,249 | 112,647 | |
†United Therapeutics | 3,216 | 593,609 | |
†Vanda Pharmaceuticals | 5,302 | 90,876 | |
†Vertex Pharmaceuticals | 3,998 | 725,197 | |
†Vir Biotechnology | 2,150 | 93,568 | |
†Xencor | 5,219 | 170,453 | |
32,070,336 | |||
Building Products–1.10% | |||
AAON | 4,128 | 269,724 | |
Advanced Drainage Systems | 7,020 | 759,353 | |
Allegion | 4,973 | 657,331 | |
†American Woodmark | 2,433 | 159,045 | |
AO Smith | 12,081 | 737,787 | |
Apogee Enterprises | 3,439 | 129,857 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Building Products (continued) | |||
†Armstrong Flooring | 3,796 | $ 11,881 | |
Armstrong World Industries | 4,709 | 449,568 | |
†AZEK | 9,229 | 337,135 | |
†Builders FirstSource | 16,653 | 861,626 | |
Carlisle | 5,516 | 1,096,526 | |
Carrier Global | 37,720 | 1,952,387 | |
†Cornerstone Building Brands | 8,244 | 120,445 | |
CSW Industrials | 1,989 | 253,995 | |
Fortune Brands Home & Security | 14,113 | 1,261,984 | |
†Gibraltar Industries | 2,498 | 173,986 | |
Griffon | 6,049 | 148,805 | |
Insteel Industries | 1,756 | 66,816 | |
†JELD-WEN Holding | 11,080 | 277,332 | |
Johnson Controls International | 17,186 | 1,170,023 | |
Lennox International | 1,939 | 570,396 | |
Masco | 10,394 | 577,387 | |
†Masonite International | 2,782 | 295,254 | |
Owens Corning | 8,300 | 709,650 | |
†PGT Innovations | 6,091 | 116,338 | |
Quanex Building Products | 4,360 | 93,348 | |
†Resideo Technologies | 14,386 | 356,629 | |
Simpson Manufacturing | 4,772 | 510,461 | |
Trane Technologies | 9,108 | 1,572,496 | |
†Trex | 8,010 | 816,459 | |
UFP Industries | 7,118 | 483,882 | |
†Zurn Water Solution | 13,942 | 896,331 | |
17,894,237 | |||
Capital Markets–3.26% | |||
Affiliated Managers Group | 4,373 | 660,717 | |
Ameriprise Financial | 4,980 | 1,315,318 | |
Ares Management Class A | 5,059 | 373,506 | |
Artisan Partners Asset Management Class A | 3,789 | 185,358 | |
B. Riley Financial | 702 | 41,446 | |
Bank of New York Mellon | 26,374 | 1,367,228 | |
BGC Partners Class A | 30,856 | 160,760 | |
BlackRock | 3,395 | 2,847,251 | |
Blackstone | 8,898 | 1,035,193 | |
†Blucora | 5,281 | 82,331 | |
Brightsphere Investment Group | 6,371 | 166,474 | |
Cboe Global Markets | 6,135 | 759,881 | |
Charles Schwab | 28,537 | 2,078,635 | |
CME Group | 6,950 | 1,343,991 | |
Cohen & Steers | 4,673 | 391,457 | |
Diamond Hill Investment Group | 786 | 138,069 | |
†Donnelley Financial Solutions | 6,570 | 227,453 | |
Evercore Class A | 5,155 | 689,069 | |
FactSet Research Systems | 2,282 | 900,888 |
LVIP Dimensional U.S. Core Equity 1 Fund–4
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Capital Markets (continued) | |||
Federated Hermes | 11,818 | $ 384,085 | |
Franklin Resources | 20,323 | 604,000 | |
Goldman Sachs Group | 9,985 | 3,774,630 | |
Greenhill & Co. | 3,574 | 52,252 | |
Hamilton Lane Class A | 2,290 | 194,238 | |
Houlihan Lokey | 2,921 | 269,024 | |
Interactive Brokers Group Class A | 3,982 | 248,238 | |
Intercontinental Exchange | 15,452 | 1,774,199 | |
Invesco | 35,679 | 860,221 | |
Janus Henderson Group | 11,212 | 463,392 | |
Jefferies Financial Group | 16,565 | 615,058 | |
KKR & Co. | 20,695 | 1,259,912 | |
Lazard Class A | 6,961 | 318,814 | |
LPL Financial Holdings | 8,795 | 1,378,704 | |
MarketAxess Holdings | 1,677 | 705,497 | |
Moelis & Co. Class A | 4,279 | 264,742 | |
Moody's | 6,584 | 2,338,044 | |
Morgan Stanley | 64,960 | 6,321,258 | |
Morningstar | 3,729 | 965,923 | |
MSCI | 3,104 | 1,888,287 | |
Nasdaq | 7,726 | 1,491,272 | |
Northern Trust | 9,018 | 972,231 | |
Oppenheimer Holdings Class A | 566 | 25,634 | |
Piper Sandler | 2,218 | 307,104 | |
PJT Partners Class A | 2,208 | 174,675 | |
Raymond James Financial | 12,414 | 1,145,564 | |
S&P Global | 7,716 | 3,278,451 | |
SEI Investments | 12,025 | 713,082 | |
State Street | 15,293 | 1,295,623 | |
Stifel Financial | 11,269 | 765,841 | |
†Stonex Group | 1,728 | 113,875 | |
T. Rowe Price Group | 12,640 | 2,486,288 | |
Tradeweb Markets Class A | 4,691 | 378,939 | |
Virtu Financial Class A | 8,744 | 213,616 | |
Virtus Investment Partners | 817 | 253,531 | |
Westwood Holdings Group | 147 | 2,793 | |
WisdomTree Investments | 18,923 | 107,293 | |
53,171,355 | |||
Chemicals–2.27% | |||
†AdvanSix | 4,807 | 191,078 | |
Air Products & Chemicals | 5,258 | 1,346,626 | |
Albemarle | 4,647 | 1,017,554 | |
American Vanguard | 3,629 | 54,617 | |
Ashland Global Holdings | 4,435 | 395,247 | |
Avient | 9,434 | 437,266 | |
†Axalta Coating Systems | 21,171 | 617,982 | |
Balchem | 2,885 | 418,527 | |
Cabot | 5,734 | 287,388 | |
Celanese | 6,285 | 946,772 | |
CF Industries Holdings | 19,765 | 1,103,282 | |
Chase | 1,120 | 114,408 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Chemicals (continued) | |||
Chemours | 8,853 | $ 257,268 | |
Corteva | 31,215 | 1,313,527 | |
Dow | 39,453 | 2,270,915 | |
DuPont de Nemours | 10,105 | 687,039 | |
Eastman Chemical | 8,598 | 866,163 | |
Ecolab | 8,228 | 1,716,525 | |
Ecovyst | 2,891 | 33,709 | |
Element Solutions | 26,715 | 579,181 | |
†Ferro | 7,929 | 161,276 | |
FMC | 12,271 | 1,123,533 | |
FutureFuel | 4,566 | 32,556 | |
†GCP Applied Technologies | 5,509 | 120,757 | |
Hawkins | 1,638 | 57,133 | |
HB Fuller | 5,745 | 370,897 | |
Huntsman | 24,429 | 722,854 | |
†Ingevity | 4,179 | 298,255 | |
Innospec | 2,598 | 218,804 | |
International Flavors & Fragrances | 11,401 | 1,524,542 | |
†Intrepid Potash | 612 | 18,911 | |
†Koppers Holdings | 1,784 | 55,768 | |
†Kraton | 5,160 | 235,502 | |
Kronos Worldwide | 8,371 | 103,884 | |
†Linde | 12,724 | 3,732,967 | |
†Livent | 5,526 | 127,706 | |
†LSB Industries | 2,575 | 26,291 | |
LyondellBasell Industries Class A | 28,091 | 2,636,340 | |
Minerals Technologies | 3,668 | 256,173 | |
Mosaic | 20,562 | 734,475 | |
NewMarket | 1,227 | 415,671 | |
Olin | 18,769 | 905,604 | |
PPG Industries | 12,119 | 1,733,138 | |
Quaker Chemical | 333 | 79,161 | |
†Rayonier Advanced Materials | 10,113 | 75,848 | |
RPM International | 7,154 | 555,508 | |
Scotts Miracle-Gro | 5,415 | 792,539 | |
Sensient Technologies | 3,597 | 327,615 | |
Sherwin-Williams | 10,407 | 2,911,150 | |
Stepan | 2,327 | 262,811 | |
†Trecora Resources | 1,810 | 14,806 | |
Tredegar | 3,092 | 37,661 | |
Trinseo | 7,005 | 378,130 | |
Tronox Holdings Class A | 12,136 | 299,152 | |
Valvoline | 15,826 | 493,455 | |
†Venator Materials | 6,100 | 17,385 | |
Westlake Chemical | 6,558 | 597,696 | |
37,111,028 | |||
Commercial Services & Supplies–0.93% | |||
ABM Industries | 6,155 | 277,037 | |
ACCO Brands | 15,297 | 131,401 | |
ADT | 37,621 | 304,354 | |
Brady Class A | 3,998 | 202,699 |
LVIP Dimensional U.S. Core Equity 1 Fund–5
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Commercial Services & Supplies (continued) | |||
Brink's | 3,096 | $ 195,977 | |
†Casella Waste Systems Class A | 2,209 | 167,752 | |
†Cimpress | 1,769 | 153,602 | |
Cintas | 4,388 | 1,670,336 | |
†Clean Harbors | 6,114 | 635,061 | |
†Copart | 9,177 | 1,273,033 | |
Covanta Holding | 13,922 | 280,111 | |
Deluxe | 5,890 | 211,392 | |
Ennis | 3,323 | 62,639 | |
†Harsco | 9,121 | 154,601 | |
Healthcare Services Group | 2,712 | 67,773 | |
†Heritage-Crystal Clean | 1,138 | 32,979 | |
Herman Miller | 9,236 | 347,828 | |
HNI | 4,903 | 180,038 | |
†IAA | 10,453 | 570,420 | |
Interface | 8,682 | 131,532 | |
†KAR Auction Services | 13,984 | 229,198 | |
Kimball International Class B | 4,901 | 54,891 | |
Matthews International Class A | 2,732 | 94,773 | |
MSA Safety | 1,744 | 254,101 | |
Pitney Bowes | 13,039 | 94,011 | |
†Quad/Graphics | 5,244 | 22,287 | |
Republic Services | 20,118 | 2,415,367 | |
Rollins | 15,837 | 559,521 | |
†SP Plus | 3,002 | 92,071 | |
Steelcase Class A | 12,090 | 153,301 | |
†Stericycle | 7,107 | 483,063 | |
†Team | 2,683 | 8,076 | |
Tetra Tech | 4,642 | 693,236 | |
UniFirst | 1,742 | 370,384 | |
†US Ecology | 3,069 | 99,282 | |
†Viad | 2,959 | 134,368 | |
†Vidler Water Resouces | 2,699 | 30,715 | |
VSE | 600 | 28,902 | |
Waste Management | 15,317 | 2,287,747 | |
15,155,859 | |||
Communications Equipment–0.93% | |||
ADTRAN | 6,434 | 120,702 | |
†Applied Optoelectronics | 2,558 | 18,366 | |
†Arista Networks | 2,186 | 751,197 | |
†CalAmp | 2,806 | 27,920 | |
†Calix | 3,340 | 165,096 | |
†Ciena | 14,673 | 753,459 | |
Cisco Systems | 152,237 | 8,286,260 | |
†CommScope Holding | 14,905 | 202,559 | |
Comtech Telecommunications | 2,467 | 63,180 | |
†F5 Networks | 5,272 | 1,047,968 | |
†Harmonic | 15,891 | 139,046 | |
†Infinera | 15,137 | 125,940 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Communications Equipment (continued) | |||
Juniper Networks | 22,261 | $ 612,623 | |
†Lumentum Holdings | 5,089 | 425,135 | |
Motorola Solutions | 5,314 | 1,234,548 | |
†NETGEAR | 3,638 | 116,089 | |
†NetScout Systems | 8,743 | 235,624 | |
†Ribbon Communications | 7,554 | 45,173 | |
Ubiquiti | 700 | 209,069 | |
†ViaSat | 4,826 | 265,768 | |
†Viavi Solutions | 21,760 | 342,502 | |
15,188,224 | |||
Construction & Engineering–0.44% | |||
†AECOM | 12,090 | 763,483 | |
†Ameresco Class A | 500 | 29,215 | |
Arcosa | 4,724 | 237,003 | |
Argan | 1,865 | 81,445 | |
Comfort Systems | 3,877 | 276,508 | |
†Construction Partners Class A | 3,231 | 107,818 | |
†Dycom Industries | 3,130 | 222,981 | |
EMCOR Group | 6,939 | 800,622 | |
†Fluor | 6,492 | 103,677 | |
Granite Construction | 5,660 | 223,853 | |
†Great Lakes Dredge & Dock | 10,783 | 162,715 | |
†MasTec | 9,092 | 784,458 | |
†Matrix Service | 3,017 | 31,558 | |
†MYR Group | 2,247 | 223,577 | |
†NV5 Global | 1,400 | 137,998 | |
Primoris Services | 10,014 | 245,243 | |
Quanta Services | 12,111 | 1,378,474 | |
†Sterling Construction | 6,125 | 138,854 | |
†Tutor Perini | 7,043 | 91,418 | |
Valmont Industries | 2,153 | 506,213 | |
†WillScot Mobile Mini Holdings | 21,196 | 672,337 | |
7,219,450 | |||
Construction Materials–0.18% | |||
Eagle Materials | 4,281 | 561,496 | |
Martin Marietta Materials | 3,109 | 1,062,283 | |
†Summit Materials Class A | 11,378 | 363,755 | |
Vulcan Materials | 5,108 | 864,069 | |
2,851,603 | |||
Consumer Finance–1.15% | |||
Ally Financial | 25,875 | 1,320,919 | |
American Express | 25,031 | 4,193,443 | |
Capital One Financial | 19,244 | 3,116,951 | |
†Credit Acceptance | 1,842 | 1,078,123 | |
Discover Financial Services | 16,753 | 2,058,106 | |
†Encore Capital Group | 3,279 | 161,556 | |
†Enova International | 5,050 | 174,478 | |
†EZCORP Class A | 6,690 | 50,643 | |
FirstCash | 4,561 | 399,088 |
LVIP Dimensional U.S. Core Equity 1 Fund–6
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Consumer Finance (continued) | |||
†Green Dot Class A | 3,997 | $ 201,169 | |
†LendingClub | 14,756 | 416,709 | |
†LendingTree | 513 | 71,733 | |
Navient | 19,563 | 385,978 | |
Nelnet Class A | 2,759 | 218,623 | |
OneMain Holdings | 11,443 | 633,141 | |
†PRA Group | 5,542 | 233,540 | |
†PROG Holdings | 6,205 | 260,672 | |
Santander Consumer USA Holdings | 27,673 | 1,153,964 | |
SLM | 54,985 | 967,736 | |
Synchrony Financial | 31,383 | 1,534,001 | |
†World Acceptance | 1,118 | 211,950 | |
18,842,523 | |||
Containers & Packaging–0.77% | |||
Amcor | 94,418 | 1,094,305 | |
AptarGroup | 7,071 | 843,924 | |
Ardagh Group | 2,472 | 63,011 | |
Avery Dennison | 6,517 | 1,350,387 | |
Ball | 12,596 | 1,133,262 | |
†Berry Global Group | 15,811 | 962,574 | |
Crown Holdings | 7,001 | 705,561 | |
Graphic Packaging Holding | 37,740 | 718,570 | |
Greif Class A | 4,106 | 265,248 | |
Greif Class B | 502 | 32,530 | |
International Paper | 21,242 | 1,187,853 | |
Myers Industries | 2,920 | 57,144 | |
†O-I Glass | 15,403 | 219,801 | |
Packaging Corp. of America | 8,665 | 1,190,917 | |
Sealed Air | 10,093 | 552,995 | |
Silgan Holdings | 16,148 | 619,437 | |
Sonoco Products | 11,690 | 696,490 | |
†TriMas | 5,477 | 177,236 | |
WestRock | 12,881 | 641,860 | |
12,513,105 | |||
Distributors–0.17% | |||
Genuine Parts | 8,090 | 980,751 | |
†LKQ | 18,049 | 908,226 | |
Pool | 1,930 | 838,411 | |
2,727,388 | |||
Diversified Consumer Services–0.27% | |||
†Adtalem Global Education | 5,122 | 193,663 | |
†American Public Education | 2,213 | 56,675 | |
†Bright Horizons Family Solutions | 3,064 | 427,183 | |
Carriage Services | 2,326 | 103,716 | |
†Chegg | 2,936 | 199,707 | |
†Frontdoor | 5,297 | 221,944 | |
Graham Holdings Class B | 453 | 266,889 | |
†Grand Canyon Education | 4,629 | 407,167 | |
H&R Block | 11,858 | 296,450 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Diversified Consumer Services (continued) | |||
†Houghton Mifflin Harcourt | 18,319 | $ 246,024 | |
†Laureate Education Class A | 1,100 | 18,689 | |
†Perdoceo Education | 7,863 | 83,033 | |
†Regis | 4,006 | 13,941 | |
Service Corp International | 16,855 | 1,015,682 | |
Strategic Education | 2,304 | 162,432 | |
†Stride | 4,689 | 168,523 | |
†Terminix Global Holdings | 10,594 | 441,452 | |
†WW International | 6,119 | 111,672 | |
4,434,842 | |||
Diversified Financial Services–0.91% | |||
†Berkshire Hathaway Class B | 48,981 | 13,368,874 | |
†Cannae Holdings | 9,850 | 306,434 | |
Equitable Holdings | 23,362 | 692,450 | |
Voya Financial | 8,511 | 522,490 | |
14,890,248 | |||
Diversified Telecommunication Services–1.44% | |||
†Anterix | 2,400 | 145,680 | |
AT&T | 293,166 | 7,918,414 | |
ATN International | 2,414 | 113,096 | |
Cogent Communications Holdings | 2,734 | 193,676 | |
†Consolidated Communications Holdings | 10,085 | 92,681 | |
†EchoStar Class A | 4,326 | 110,356 | |
†IDT Class B | 3,397 | 142,504 | |
†Iridium Communications | 10,976 | 437,394 | |
†Liberty Latin America Class C | 8,319 | 109,145 | |
Lumen Technologies | 131,806 | 1,633,076 | |
Verizon Communications | 234,557 | 12,668,424 | |
23,564,446 | |||
Electric Utilities–1.26% | |||
ALLETE | 3,194 | 190,107 | |
Alliant Energy | 10,808 | 605,032 | |
American Electric Power | 14,504 | 1,177,435 | |
Avangrid | 2,641 | 128,353 | |
Duke Energy | 21,083 | 2,057,490 | |
Edison International | 12,899 | 715,507 | |
Entergy | 5,703 | 566,365 | |
Evergy | 10,740 | 668,028 | |
Eversource Energy | 11,554 | 944,655 | |
Exelon | 31,038 | 1,500,377 | |
FirstEnergy | 22,090 | 786,846 | |
Hawaiian Electric Industries | 8,248 | 336,766 | |
IDACORP | 3,906 | 403,802 | |
MGE Energy | 2,722 | 200,067 | |
NextEra Energy | 49,532 | 3,889,253 | |
NRG Energy | 25,841 | 1,055,088 | |
OGE Energy | 8,515 | 280,654 | |
Otter Tail | 3,279 | 183,526 |
LVIP Dimensional U.S. Core Equity 1 Fund–7
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Electric Utilities (continued) | |||
†PG&E | 11,609 | $ 111,446 | |
Pinnacle West Capital | 5,231 | 378,515 | |
PNM Resources | 8,002 | 395,939 | |
Portland General Electric | 5,391 | 253,323 | |
PPL | 26,960 | 751,645 | |
Southern | 29,326 | 1,817,332 | |
Xcel Energy | 17,587 | 1,099,187 | |
20,496,738 | |||
Electrical Equipment–0.82% | |||
Acuity Brands | 2,185 | 378,813 | |
Allied Motion Technologies | 2,562 | 80,139 | |
AMETEK | 11,026 | 1,367,334 | |
†Atkore International Group | 4,968 | 431,819 | |
AZZ | 3,479 | 185,083 | |
Eaton | 12,939 | 1,931,922 | |
Emerson Electric | 19,279 | 1,816,082 | |
Encore Wire | 2,824 | 267,800 | |
EnerSys | 4,508 | 335,576 | |
†FuelCell Energy | 4,376 | 29,275 | |
†Generac Holdings | 3,633 | 1,484,698 | |
GrafTech International | 5,319 | 54,892 | |
Hubbell | 5,553 | 1,003,261 | |
nVent Electric | 8,024 | 259,416 | |
†Plug Power | 4,000 | 102,160 | |
Powell Industries | 1,827 | 44,889 | |
Regal Beloit | 2,925 | 439,744 | |
Rockwell Automation | 5,893 | 1,732,778 | |
†Sensata Technologies Holding | 13,114 | 717,598 | |
†Sunrun | 12,414 | 546,216 | |
†Thermon Group Holdings | 3,728 | 64,532 | |
†TPI Composites | 2,950 | 99,563 | |
13,373,590 | |||
Electronic Equipment, Instruments & Components–1.39% | |||
Advanced Energy Industries | 3,148 | 276,237 | |
Amphenol Class A | 22,350 | 1,636,690 | |
†Arlo Technologies | 6,220 | 39,870 | |
†Arrow Electronics | 8,159 | 916,174 | |
Avnet | 8,965 | 331,436 | |
Badger Meter | 2,792 | 282,383 | |
Belden | 4,758 | 277,201 | |
Benchmark Electronics | 4,152 | 110,900 | |
CDW | 8,592 | 1,563,916 | |
Cognex | 7,440 | 596,837 | |
†Coherent | 2,520 | 630,227 | |
Corning | 36,605 | 1,335,716 | |
CTS | 4,313 | 133,315 | |
†Daktronics | 5,746 | 31,201 | |
†ePlus | 1,636 | 167,870 | |
†Fabrinet | 2,950 | 302,405 | |
†FARO Technologies | 1,676 | 110,298 | |
†Flex | 50,884 | 899,629 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Electronic Equipment, Instruments & Components (continued) | |||
†II-VI | 5,408 | $ 321,019 | |
†Insight Enterprises | 2,880 | 259,430 | |
†IPG Photonics | 3,916 | 620,294 | |
†Itron | 2,913 | 220,310 | |
Jabil | 20,212 | 1,179,774 | |
†Keysight Technologies | 9,796 | 1,609,385 | |
†Knowles | 9,789 | 183,446 | |
Littelfuse | 2,042 | 558,017 | |
Methode Electronics | 4,593 | 193,136 | |
National Instruments | 10,428 | 409,090 | |
†Novanta | 3,392 | 524,064 | |
†OSI Systems | 1,492 | 141,442 | |
PC Connection | 3,183 | 140,147 | |
†Plexus | 3,104 | 277,529 | |
†Rogers | 1,659 | 309,370 | |
†Sanmina | 7,565 | 291,555 | |
†ScanSource | 4,669 | 162,435 | |
SYNNEX | 6,774 | 705,173 | |
TE Connectivity | 10,210 | 1,401,016 | |
†Teledyne Technologies | 2,106 | 904,695 | |
†Trimble | 11,954 | 983,217 | |
†TTM Technologies | 12,750 | 160,268 | |
Vishay Intertechnology | 13,041 | 261,994 | |
Vontier | 5,237 | 175,963 | |
†Zebra Technologies Class A | 2,031 | 1,046,818 | |
22,681,892 | |||
Energy Equipment & Services–0.40% | |||
Archrock | 16,319 | 134,632 | |
Baker Hughes | 31,272 | 773,357 | |
†Bristow Group | 670 | 21,326 | |
Cactus Class A | 3,339 | 125,947 | |
†ChampionX | 17,282 | 386,425 | |
Core Laboratories | 3,764 | 104,451 | |
†DMC Global | 1,792 | 66,143 | |
†Dril-Quip | 4,298 | 108,224 | |
†Exterran | 5,755 | 25,552 | |
†Forum Energy Technologies | 581 | 13,096 | |
†Frank's International | 24,705 | 72,633 | |
Halliburton | 47,488 | 1,026,690 | |
†Helix Energy Solutions Group | 20,202 | 78,384 | |
Helmerich & Payne | 7,597 | 208,234 | |
†Liberty Oilfield Services Class A | 13,753 | 166,824 | |
†Mammoth Energy Services | 3,494 | 10,167 | |
†Nabors Industries | 845 | 81,526 | |
†Newpark Resources | 12,083 | 39,874 | |
†NexTier Oilfield Solutions | 25,985 | 119,531 | |
†NOV | 21,887 | 286,939 | |
†Oceaneering International | 12,328 | 164,209 | |
†Oil States International | 6,670 | 42,621 | |
Patterson-UTI Energy | 16,123 | 145,107 | |
†ProPetro Holding | 10,570 | 91,430 | |
†RPC | 14,752 | 71,695 |
LVIP Dimensional U.S. Core Equity 1 Fund–8
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Energy Equipment & Services (continued) | |||
Schlumberger | 50,860 | $ 1,507,490 | |
†SEACOR Marine Holdings | 2,951 | 13,663 | |
†Select Energy Services Class A | 17,227 | 89,408 | |
†Technip Energies ADR | 4,161 | 65,203 | |
†TechnipFMC | 20,805 | 156,662 | |
†TETRA Technologies | 6,536 | 20,392 | |
†Tidewater | 1,101 | 13,278 | |
†Transocean | 38,916 | 147,492 | |
†US Silica Holdings | 11,361 | 90,774 | |
6,469,379 | |||
Entertainment–1.08% | |||
Activision Blizzard | 15,960 | 1,235,144 | |
†Cinemark Holdings | 7,998 | 153,642 | |
Electronic Arts | 10,593 | 1,506,854 | |
†IMAX | 4,896 | 92,926 | |
†Liberty Media-Liberty Braves Class A | 594 | 15,985 | |
†Liberty Media-Liberty Braves Class C | 1,227 | 32,417 | |
†Liberty Media-Liberty Formula One Class A | 1,485 | 69,869 | |
†Liberty Media-Liberty Formula One Class C | 15,678 | 806,006 | |
†Lions Gate Entertainment Class A | 5,974 | 84,771 | |
†Lions Gate Entertainment Class B | 12,124 | 157,612 | |
†Live Nation Entertainment | 7,827 | 713,275 | |
†Madison Square Garden Entertainment | 3,215 | 233,634 | |
†Marcus | 3,838 | 66,973 | |
†Netflix | 8,167 | 4,984,647 | |
†Reading International Class A | 489 | 2,474 | |
†Roku | 407 | 127,533 | |
†Spotify Technology | 435 | 98,023 | |
†Take-Two Interactive Software | 3,820 | 588,547 | |
†Walt Disney | 34,140 | 5,775,464 | |
Warner Music Group Class A | 2,536 | 108,389 | |
World Wrestling Entertainment Class A | 3,541 | 199,217 | |
†Zynga Class A | 82,444 | 620,803 | |
17,674,205 | |||
Food & Staples Retailing–1.41% | |||
Andersons | 4,370 | 134,727 | |
†BJ's Wholesale Club Holdings | 10,299 | 565,621 | |
Casey's General Stores | 3,835 | 722,706 | |
†Chefs' Warehouse | 2,580 | 84,031 | |
Costco Wholesale | 13,598 | 6,110,261 | |
Ingles Markets Class A | 2,345 | 154,840 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Food & Staples Retailing (continued) | |||
Kroger | 67,817 | $ 2,741,841 | |
Natural Grocers by Vitamin Cottage | 3,652 | 40,975 | |
†Performance Food Group | 12,066 | 560,586 | |
PriceSmart | 1,845 | 143,080 | |
†Rite Aid | 5,316 | 75,487 | |
SpartanNash | 5,888 | 128,947 | |
†Sprouts Farmers Market | 14,602 | 338,328 | |
Sysco | 23,187 | 1,820,180 | |
†U.S. Foods Holding | 16,963 | 587,938 | |
†United Natural Foods | 6,297 | 304,901 | |
Village Super Market Class A | 618 | 13,398 | |
Walgreens Boots Alliance | 30,562 | 1,437,942 | |
Walmart | 48,739 | 6,793,242 | |
Weis Markets | 3,330 | 174,992 | |
22,934,023 | |||
Food Products–1.39% | |||
Alico | 234 | 8,012 | |
Archer-Daniels-Midland | 23,598 | 1,416,116 | |
B&G Foods | 9,162 | 273,852 | |
Bunge | 14,564 | 1,184,344 | |
Calavo Growers | 1,666 | 63,708 | |
Cal-Maine Foods | 5,325 | 192,552 | |
Campbell Soup | 23,610 | 987,134 | |
Conagra Brands | 24,666 | 835,437 | |
†Darling Ingredients | 17,161 | 1,233,876 | |
†Farmer Bros | 400 | 3,364 | |
Flowers Foods | 21,330 | 504,028 | |
Fresh Del Monte Produce | 6,313 | 203,405 | |
†Freshpet | 331 | 47,230 | |
General Mills | 36,688 | 2,194,676 | |
†Hain Celestial Group | 9,937 | 425,105 | |
Hershey | 6,995 | 1,183,904 | |
Hormel Foods | 20,921 | 857,761 | |
†Hostess Brands | 13,011 | 226,001 | |
Ingredion | 8,589 | 764,507 | |
J & J Snack Foods | 1,370 | 209,363 | |
JM Smucker | 7,008 | 841,170 | |
John B Sanfilippo & Son | 748 | 61,127 | |
Kellogg | 18,088 | 1,156,185 | |
Kraft Heinz | 19,060 | 701,789 | |
Lamb Weston Holdings | 5,940 | 364,538 | |
Lancaster Colony | 2,661 | 449,203 | |
†Landec | 1,935 | 17,841 | |
McCormick | 123 | 10,133 | |
McCormick & Co. | 13,226 | 1,071,703 | |
Mondelez International Class A | 29,450 | 1,713,401 | |
†Pilgrim's Pride | 10,200 | 296,616 | |
†Post Holdings | 8,460 | 931,954 | |
Sanderson Farms | 2,438 | 458,832 | |
Seaboard | 14 | 57,400 | |
†Simply Good Foods | 7,603 | 262,227 |
LVIP Dimensional U.S. Core Equity 1 Fund–9
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Food Products (continued) | |||
†TreeHouse Foods | 5,737 | $ 228,792 | |
Tyson Foods Class A | 16,834 | 1,328,876 | |
22,766,162 | |||
Gas Utilities–0.16% | |||
Atmos Energy | 5,568 | 491,098 | |
Chesapeake Utilities | 776 | 93,159 | |
National Fuel Gas | 7,308 | 383,816 | |
New Jersey Resources | 8,468 | 294,771 | |
Northwest Natural Holding | 2,733 | 125,691 | |
ONE Gas | 2,955 | 187,258 | |
South Jersey Industries | 7,029 | 149,436 | |
†Southwest Gas Holdings | 3,302 | 220,838 | |
Spire | 3,336 | 204,096 | |
UGI | 11,119 | 473,892 | |
2,624,055 | |||
Health Care Equipment & Supplies–2.58% | |||
Abbott Laboratories | 37,659 | 4,448,658 | |
†ABIOMED | 1,827 | 594,725 | |
†Align Technology | 1,775 | 1,181,138 | |
†AngioDynamics | 5,678 | 147,287 | |
†AtriCure | 1,380 | 95,979 | |
Atrion | 226 | 157,635 | |
†Avanos Medical | 5,480 | 170,976 | |
†Axonics Modulation Technologies | 1,703 | 110,848 | |
Baxter International | 22,619 | 1,819,246 | |
Becton Dickinson & Co. | 5,266 | 1,294,488 | |
†Boston Scientific | 19,203 | 833,218 | |
†Cardiovascular Systems | 1,059 | 34,767 | |
CONMED | 1,948 | 254,857 | |
Cooper | 1,861 | 769,170 | |
†CryoLife | 4,470 | 99,636 | |
Danaher | 11,681 | 3,556,164 | |
DENTSPLY SIRONA | 8,257 | 479,319 | |
†Dexcom | 1,908 | 1,043,409 | |
†Edwards Lifesciences | 11,926 | 1,350,142 | |
†Envista Holdings | 5,087 | 212,687 | |
†Glaukos | 1,111 | 53,517 | |
†Globus Medical Class A | 6,424 | 492,207 | |
†Haemonetics | 4,127 | 291,325 | |
†Heska | 496 | 128,236 | |
Hill-Rom Holdings | 5,864 | 879,600 | |
†Hologic | 14,575 | 1,075,781 | |
†ICU Medical | 1,303 | 304,094 | |
†IDEXX Laboratories | 3,414 | 2,123,167 | |
†Inogen | 1,392 | 59,981 | |
†Insulet | 1,631 | 463,579 | |
†Integer Holdings | 3,432 | 306,615 | |
†Integra LifeSciences Holdings | 6,337 | 433,958 | |
†Intuitive Surgical | 2,106 | 2,093,680 | |
†Invacare | 4,463 | 21,244 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Health Care Equipment & Supplies (continued) | |||
†iRhythm Technologies | 418 | $ 24,478 | |
†Lantheus Holdings | 4,262 | 109,448 | |
LeMaitre Vascular | 1,018 | 54,046 | |
†LENSAR | 1,658 | 13,048 | |
†LivaNova | 3,945 | 312,404 | |
†Masimo | 2,348 | 635,627 | |
Medtronic | 25,795 | 3,233,403 | |
†Meridian Bioscience | 6,320 | 121,597 | |
†Merit Medical Systems | 4,562 | 327,552 | |
†Natus Medical | 5,448 | 136,636 | |
†Neogen | 6,916 | 300,362 | |
†Nevro | 1,168 | 135,932 | |
†Novocure | 1,324 | 153,809 | |
†NuVasive | 4,122 | 246,702 | |
†OraSure Technologies | 3,636 | 41,123 | |
†Orthofix Medical | 3,349 | 127,664 | |
†Penumbra | 719 | 191,613 | |
†Quidel | 3,344 | 472,006 | |
ResMed | 5,495 | 1,448,207 | |
†SeaSpine Holdings | 1,244 | 19,568 | |
†Shockwave Medical | 360 | 74,117 | |
†STAAR Surgical | 700 | 89,971 | |
STERIS | 5,288 | 1,080,233 | |
Stryker | 7,158 | 1,887,708 | |
†Surgalign Holdings | 7,962 | 8,678 | |
†Surmodics | 1,196 | 66,498 | |
†Tandem Diabetes Care | 1,145 | 136,690 | |
Teleflex | 1,857 | 699,253 | |
†Varex Imaging | 4,849 | 136,742 | |
West Pharmaceutical Services | 2,890 | 1,226,921 | |
Zimmer Biomet Holdings | 8,329 | 1,219,032 | |
42,112,401 | |||
Health Care Providers & Services–2.95% | |||
†Acadia Healthcare | 9,522 | 607,313 | |
†Addus HomeCare | 1,490 | 118,827 | |
†Amedisys | 2,782 | 414,796 | |
AmerisourceBergen | 9,288 | 1,109,452 | |
†AMN Healthcare Services | 4,516 | 518,211 | |
Anthem | 8,217 | 3,063,298 | |
†Apollo Medical Holdings | 2,925 | 266,321 | |
†Brookdale Senior Living | 25,409 | 160,077 | |
Cardinal Health | 17,536 | 867,331 | |
†Centene | 24,268 | 1,512,139 | |
Chemed | 1,406 | 653,959 | |
Cigna | 14,802 | 2,962,768 | |
†Community Health Systems | 14,031 | 164,163 | |
†CorVel | 1,436 | 267,412 | |
†Covetrus | 5,946 | 107,860 | |
†Cross Country Healthcare | 2,295 | 48,746 | |
CVS Health | 49,828 | 4,228,404 | |
†DaVita | 12,102 | 1,406,978 | |
Encompass Health | 10,482 | 786,569 |
LVIP Dimensional U.S. Core Equity 1 Fund–10
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Health Care Providers & Services (continued) | |||
Ensign Group | 6,380 | $ 477,798 | |
†Enzo Biochem | 4,600 | 16,284 | |
†Guardant Health | 2,729 | 341,152 | |
†Hanger | 4,881 | 107,187 | |
HCA Healthcare | 8,130 | 1,973,314 | |
†HealthEquity | 1,071 | 69,358 | |
†Henry Schein | 9,338 | 711,182 | |
Humana | 4,975 | 1,936,021 | |
†Laboratory Corp of America Holdings | 6,831 | 1,922,517 | |
†LHC Group | 2,369 | 371,720 | |
†Magellan Health | 3,441 | 325,346 | |
McKesson | 6,172 | 1,230,573 | |
†MEDNAX | 8,411 | 239,125 | |
†ModivCare | 1,930 | 350,527 | |
†Molina Healthcare | 5,883 | 1,596,117 | |
National HealthCare | 1,916 | 134,082 | |
Owens & Minor | 8,370 | 261,897 | |
Patterson | 9,569 | 288,410 | |
†Pennant Group | 3,570 | 100,281 | |
†PetIQ | 1,604 | 40,052 | |
Premier Class A | 5,449 | 211,203 | |
†Progyny | 1,799 | 100,744 | |
Quest Diagnostics | 9,564 | 1,389,745 | |
†R1 RCM | 8,188 | 180,218 | |
Select Medical Holdings | 14,513 | 524,935 | |
†Surgery Partners | 2,745 | 116,223 | |
†Tenet Healthcare | 10,305 | 684,664 | |
†Triple-S Management | 3,286 | 116,226 | |
U.S. Physical Therapy | 1,000 | 110,600 | |
UnitedHealth Group | 30,136 | 11,775,341 | |
Universal Health Services Class B | 8,505 | 1,176,837 | |
48,144,303 | |||
Health Care Technology–0.26% | |||
†Allscripts Healthcare Solutions | 12,205 | 163,181 | |
Cerner | 20,352 | 1,435,223 | |
†Change Healthcare | 16,317 | 341,678 | |
†Computer Programs and Systems | 971 | 34,432 | |
†Evolent Health Class A | 7,583 | 235,073 | |
†HealthStream | 2,606 | 74,479 | |
†Inovalon Holdings Class A | 3,282 | 132,232 | |
†NextGen Healthcare | 6,248 | 88,097 | |
†Omnicell | 2,223 | 329,960 | |
†Teladoc Health | 5,765 | 731,059 | |
†Veeva Systems Class A | 2,496 | 719,272 | |
4,284,686 | |||
Hotels, Restaurants & Leisure–1.98% | |||
Aramark | 18,038 | 592,729 | |
†Bally's | 959 | 48,084 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Hotels, Restaurants & Leisure (continued) | |||
†BJ's Restaurants | 1,988 | $ 83,019 | |
†Bloomin' Brands | 5,220 | 130,500 | |
†Bluegreen Vacations Holding | 529 | 13,648 | |
†Booking Holdings | 438 | 1,039,755 | |
†Boyd Gaming | 3,668 | 232,038 | |
†Brinker International | 3,450 | 169,223 | |
†Caesars Entertainment | 10,276 | 1,153,789 | |
†Carnival | 31,390 | 785,064 | |
Carrols Restaurant Group | 5,537 | 20,265 | |
†Cheesecake Factory | 3,055 | 143,585 | |
†Chipotle Mexican Grill | 805 | 1,463,104 | |
Choice Hotels International | 4,504 | 569,170 | |
Churchill Downs | 1,635 | 392,531 | |
†Chuy's Holdings | 1,400 | 44,142 | |
Cracker Barrel Old Country Store | 2,215 | 309,746 | |
Darden Restaurants | 6,117 | 926,542 | |
†Dave & Buster's Entertainment | 4,590 | 175,935 | |
†Denny's | 3,860 | 63,072 | |
Domino's Pizza | 1,573 | 750,258 | |
†El Pollo Loco Holdings | 3,990 | 67,431 | |
†Expedia Group | 2,936 | 481,210 | |
†Fiesta Restaurant Group | 2,409 | 26,403 | |
†Hilton Grand Vacations | 4,607 | 219,155 | |
†Hilton Worldwide Holdings | 10,382 | 1,371,566 | |
†Hyatt Hotels Class A | 2,033 | 156,744 | |
†International Game Technology | 10,873 | 286,177 | |
Jack in the Box | 1,951 | 189,891 | |
†Las Vegas Sands | 8,039 | 294,227 | |
†Marriott International Class A | 9,978 | 1,477,642 | |
Marriott Vacations Worldwide | 3,604 | 567,017 | |
McDonald's | 20,228 | 4,877,173 | |
MGM Resorts International | 16,524 | 713,011 | |
†Norwegian Cruise Line Holdings | 22,655 | 605,115 | |
Papa John's International | 2,370 | 300,966 | |
†Penn National Gaming | 9,276 | 672,139 | |
†Planet Fitness Class A | 6,007 | 471,850 | |
†Playa Hotels & Resorts | 2,978 | 24,688 | |
†Red Robin Gourmet Burgers | 2,551 | 58,826 | |
†Red Rock Resorts Class A | 6,654 | 340,818 | |
†Royal Caribbean Cruises | 11,210 | 997,129 | |
†Ruth's Hospitality Group | 5,354 | 110,881 | |
†Scientific Games Class A | 7,878 | 654,425 | |
†SeaWorld Entertainment | 7,588 | 419,768 | |
Starbucks | 32,586 | 3,594,562 | |
Texas Roadhouse | 5,372 | 490,625 | |
Travel + Leisure Co | 6,597 | 359,734 | |
†Vail Resorts | 1,935 | 646,387 | |
Wendy's | 21,332 | 462,478 | |
Wingstop | 2,063 | 338,188 |
LVIP Dimensional U.S. Core Equity 1 Fund–11
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Hotels, Restaurants & Leisure (continued) | |||
Wyndham Hotels & Resorts | 4,719 | $ 364,260 | |
†Wynn Resorts | 3,118 | 264,250 | |
Yum! Brands | 10,780 | 1,318,502 | |
32,329,437 | |||
Household Durables–1.09% | |||
†Beazer Homes USA | 1,618 | 27,911 | |
†Cavco Industries | 837 | 198,151 | |
Century Communities | 3,853 | 236,767 | |
DR Horton | 27,293 | 2,291,793 | |
Ethan Allen Interiors | 3,617 | 85,723 | |
Flexsteel Industries | 262 | 8,091 | |
Garmin | 9,022 | 1,402,560 | |
†GoPro Class A | 2,300 | 21,528 | |
†Green Brick Partners | 1,200 | 24,624 | |
Hamilton Beach Brands Holding Class A | 400 | 6,268 | |
†Helen of Troy | 2,108 | 473,625 | |
Hooker Furniture | 1,803 | 48,663 | |
Installed Building Products | 2,299 | 246,338 | |
†iRobot | 1,300 | 102,050 | |
KB Home | 9,361 | 364,330 | |
La-Z-Boy | 5,162 | 166,371 | |
Leggett & Platt | 12,560 | 563,190 | |
Lennar Class A | 14,448 | 1,353,489 | |
Lennar Class B | 513 | 39,804 | |
†LGI Homes | 2,369 | 336,185 | |
†Lovesac | 1,377 | 91,006 | |
†M/I Homes | 4,399 | 254,262 | |
MDC Holdings | 7,338 | 342,831 | |
†Meritage Homes | 5,353 | 519,241 | |
†Mohawk Industries | 2,934 | 520,492 | |
Newell Brands | 34,587 | 765,756 | |
†NVR | 299 | 1,433,430 | |
PulteGroup | 26,145 | 1,200,578 | |
†Skyline Champion | 3,677 | 220,841 | |
†Sonos | 2,851 | 92,258 | |
†Taylor Morrison Home | 12,982 | 334,676 | |
Tempur Sealy International | 18,264 | 847,632 | |
Toll Brothers | 9,920 | 548,477 | |
†TopBuild | 4,347 | 890,309 | |
†TRI Pointe Group | 13,629 | 286,482 | |
†Tupperware Brands | 4,293 | 90,668 | |
†Universal Electronics | 1,276 | 62,843 | |
Whirlpool | 6,418 | 1,308,374 | |
17,807,617 | |||
Household Products–1.04% | |||
†Central Garden & Pet Class A | 5,487 | 235,941 | |
Church & Dwight | 11,426 | 943,445 | |
Clorox | 6,309 | 1,044,834 | |
Colgate-Palmolive | 22,655 | 1,712,265 | |
Energizer Holdings | 2,995 | 116,955 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Household Products (continued) | |||
Kimberly-Clark | 9,668 | $ 1,280,430 | |
Procter & Gamble | 78,038 | 10,909,712 | |
Spectrum Brands Holdings | 4,932 | 471,844 | |
WD-40 | 802 | 185,647 | |
16,901,073 | |||
Independent Power and Renewable Electricity Producers–0.17% | |||
AES | 32,060 | 731,930 | |
Atlantica Sustainable Infrastructure | 8,753 | 302,066 | |
Brookfield Renewable Class A | 8,421 | 326,819 | |
Clearway Energy Class A | 4,200 | 118,440 | |
Clearway Energy Class C | 7,003 | 211,981 | |
Ormat Technologies | 5,007 | 333,516 | |
†Sunnova Energy International | 2,425 | 79,880 | |
Vistra | 37,351 | 638,702 | |
2,743,334 | |||
Industrial Conglomerates–0.81% | |||
3M | 27,842 | 4,884,044 | |
General Electric | 20,420 | 2,103,872 | |
Honeywell International | 21,768 | 4,620,911 | |
†Raven Industries | 2,462 | 141,836 | |
Roper Technologies | 3,362 | 1,499,889 | |
13,250,552 | |||
Insurance–2.89% | |||
Aflac | 30,816 | 1,606,438 | |
†Alleghany | 1,012 | 631,903 | |
Allstate | 22,632 | 2,881,280 | |
†Ambac Financial Group | 5,809 | 83,185 | |
American Equity Investment Life Holding | 7,892 | 233,366 | |
American Financial Group | 5,919 | 744,788 | |
American International Group | 22,594 | 1,240,185 | |
American National Group | 2,184 | 412,842 | |
AMERISAFE | 2,406 | 135,121 | |
Aon Class A | 9,109 | 2,603,079 | |
†Arch Capital Group | 22,493 | 858,783 | |
Argo Group International Holdings | 2,831 | 147,835 | |
Arthur J. Gallagher | 11,489 | 1,707,840 | |
Assurant | 4,180 | 659,395 | |
Assured Guaranty | 8,298 | 388,429 | |
†Athene Holding Class A | 11,979 | 824,994 | |
Axis Capital Holdings | 7,323 | 337,151 | |
†Brighthouse Financial | 8,990 | 406,618 | |
Brown & Brown | 16,251 | 901,118 | |
Chubb | 11,488 | 1,992,938 | |
Cincinnati Financial | 7,701 | 879,608 | |
CNA Financial | 4,359 | 182,904 |
LVIP Dimensional U.S. Core Equity 1 Fund–12
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Insurance (continued) | |||
†eHealth | 2,423 | $ 98,132 | |
Employers Holdings | 3,284 | 129,685 | |
†Enstar Group | 1,331 | 312,426 | |
Erie Indemnity Class A | 2,514 | 448,548 | |
Everest Re Group | 2,439 | 611,652 | |
†FedNat Holding | 2,034 | 5,024 | |
Fidelity National Financial | 24,731 | 1,121,304 | |
First American Financial | 12,666 | 849,255 | |
†Genworth Financial Class A | 43,794 | 164,228 | |
Globe Life | 8,750 | 779,012 | |
†Greenlight Capital Re Class A | 4,459 | 32,952 | |
Hanover Insurance Group | 4,661 | 604,159 | |
Hartford Financial Services Group | 19,979 | 1,403,525 | |
HCI Group | 2,595 | 287,448 | |
Heritage Insurance Holdings | 3,747 | 25,517 | |
Horace Mann Educators | 5,165 | 205,515 | |
Independence Holding | 300 | 14,877 | |
James River Group Holdings | 3,086 | 116,435 | |
Kemper | 7,106 | 474,610 | |
Kinsale Capital Group | 1,057 | 170,917 | |
Loews | 10,924 | 589,131 | |
†Maiden Holdings | 12,125 | 38,315 | |
†Markel | 624 | 745,761 | |
Marsh & McLennan | 16,852 | 2,551,898 | |
Mercury General | 6,071 | 337,973 | |
MetLife | 20,200 | 1,246,946 | |
National Western Life Group Class A | 415 | 87,395 | |
†NI Holdings | 900 | 15,804 | |
Old Republic International | 27,874 | 644,726 | |
Primerica | 4,918 | 755,552 | |
Principal Financial Group | 14,946 | 962,522 | |
ProAssurance | 6,511 | 154,832 | |
Progressive | 19,028 | 1,719,941 | |
Prudential Financial | 12,050 | 1,267,660 | |
Reinsurance Group of America | 4,774 | 531,155 | |
RenaissanceRe Holdings | 3,891 | 542,405 | |
RLI | 3,097 | 310,536 | |
Safety Insurance Group | 2,074 | 164,364 | |
Selective Insurance Group | 7,063 | 533,468 | |
†SiriusPoint | 13,203 | 122,260 | |
State Auto Financial | 6,451 | 328,678 | |
Stewart Information Services | 3,350 | 211,921 | |
Travelers | 17,587 | 2,673,400 | |
United Fire Group | 3,480 | 80,388 | |
United Insurance Holdings | 4,888 | 17,743 | |
Universal Insurance Holdings | 7,335 | 95,648 | |
Unum Group | 9,122 | 228,597 | |
W R Berkley | 10,492 | 767,805 | |
White Mountains Insurance Group | 305 | 326,231 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Insurance (continued) | |||
Willis Towers Watson | 5,748 | $ 1,336,180 | |
47,104,256 | |||
Interactive Media & Services–4.24% | |||
†Alphabet Class A | 7,902 | 21,126,155 | |
†Alphabet Class C | 7,515 | 20,029,805 | |
†ANGI | 2,100 | 25,914 | |
†Cargurus | 2,819 | 88,545 | |
†Cars.com | 8,684 | 109,853 | |
†DHI Group | 5,517 | 26,261 | |
†Facebook Class A | 69,355 | 23,538,393 | |
†Liberty TripAdvisor Holdings Class A | 1,471 | 4,545 | |
†Match Group | 9,882 | 1,551,375 | |
†Pinterest Class A | 7,293 | 371,578 | |
†QuinStreet | 3,909 | 68,642 | |
†Snap Class A | 4,200 | 310,254 | |
†TripAdvisor | 8,010 | 271,138 | |
†TrueCar | 10,819 | 45,007 | |
†Twitter | 13,007 | 785,493 | |
†Yelp | 6,349 | 236,437 | |
†Zedge Class B | 1,132 | 15,124 | |
†Zillow Group Class A | 2,234 | 197,888 | |
†Zillow Group Class C | 5,442 | 479,658 | |
69,282,065 | |||
Internet & Direct Marketing Retail–2.91% | |||
†1-800-Flowers.com Class A | 5,253 | 160,269 | |
†Amazon.com | 12,851 | 42,216,049 | |
†Chewy Class A | 1,306 | 88,952 | |
eBay | 37,478 | 2,611,092 | |
†Etsy | 4,697 | 976,788 | |
†Lands' End | 2,926 | 68,878 | |
†Liquidity Services | 356 | 7,693 | |
PetMed Express | 1,000 | 26,870 | |
†Quotient Technology | 10,979 | 63,898 | |
Qurate Retail | 23,614 | 240,627 | |
Shutterstock | 1,235 | 139,950 | |
†Stamps.com | 1,031 | 340,013 | |
†Wayfair Class A | 2,356 | 601,982 | |
47,543,061 | |||
IT Services–4.47% | |||
Accenture Class A | 23,314 | 7,458,615 | |
†Akamai Technologies | 8,799 | 920,287 | |
Alliance Data Systems | 4,827 | 486,996 | |
Amdocs | 9,367 | 709,176 | |
Automatic Data Processing | 17,610 | 3,520,591 | |
†BM Technologies | 562 | 5,002 | |
Broadridge Financial Solutions | 6,640 | 1,106,490 | |
Cass Information Systems | 1,874 | 78,427 | |
†Cloudflare Class A | 1,236 | 139,235 |
LVIP Dimensional U.S. Core Equity 1 Fund–13
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
IT Services (continued) | |||
Cognizant Technology Solutions Class A | 26,271 | $ 1,949,571 | |
†Concentrix | 6,774 | 1,198,998 | |
†Conduent | 18,114 | 119,371 | |
CSG Systems International | 2,870 | 138,334 | |
†DXC Technology | 19,155 | 643,800 | |
†EPAM Systems | 1,758 | 1,002,904 | |
†Euronet Worldwide | 4,413 | 561,687 | |
EVERTEC | 7,143 | 326,578 | |
†Evo Payments Class A | 463 | 10,964 | |
†ExlService Holdings | 2,948 | 362,958 | |
Fidelity National Information Services | 16,512 | 2,009,180 | |
†Fiserv | 15,359 | 1,666,451 | |
†FleetCor Technologies | 4,616 | 1,206,022 | |
†Gartner | 5,032 | 1,529,124 | |
Genpact | 17,874 | 849,194 | |
Global Payments | 8,159 | 1,285,695 | |
†Globant | 1,717 | 482,494 | |
†GoDaddy Class A | 3,510 | 244,647 | |
†GTT Communications | 5,749 | 1,150 | |
Hackett Group | 2,613 | 51,267 | |
International Business Machines | 43,938 | 6,104,306 | |
Jack Henry & Associates | 4,888 | 801,925 | |
†Limelight Networks | 5,104 | 12,147 | |
†LiveRamp Holdings | 4,728 | 223,303 | |
Mastercard Class A | 31,994 | 11,123,674 | |
Maximus | 7,040 | 585,728 | |
†MoneyGram International | 1,616 | 12,960 | |
†MongoDB | 1,325 | 624,751 | |
†Okta | 2,043 | 484,886 | |
Paychex | 11,146 | 1,253,368 | |
†PayPal Holdings | 19,280 | 5,016,849 | |
†Perficient | 3,007 | 347,910 | |
SolarWinds | 4,705 | 78,715 | |
†Square Class A | 4,058 | 973,271 | |
Switch Class A | 6,909 | 175,419 | |
TTEC Holdings | 4,912 | 459,419 | |
†Twilio Class A | 2,382 | 759,977 | |
†Unisys | 5,740 | 144,304 | |
†VeriSign | 4,464 | 915,165 | |
Visa Class A | 53,355 | 11,884,826 | |
Western Union | 21,608 | 436,914 | |
†WEX | 3,024 | 532,647 | |
73,017,672 | |||
Leisure Products–0.26% | |||
Acushnet Holdings | 6,089 | 284,356 | |
†American Outdoor Brands | 2,016 | 49,513 | |
Brunswick | 7,857 | 748,536 | |
†Callaway Golf | 8,026 | 221,758 | |
Hasbro | 7,816 | 697,344 | |
Johnson Outdoors Class A | 842 | 89,084 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Leisure Products (continued) | |||
†Malibu Boats Class A | 2,224 | $ 155,636 | |
†Mattel | 18,587 | 344,975 | |
†Nautilus | 4,229 | ��� 39,372 | |
†Peloton Interactive Class A | 4,493 | 391,116 | |
Polaris | 4,675 | 559,410 | |
Smith & Wesson Brands | 8,067 | 167,471 | |
†Vista Outdoor | 7,301 | 294,303 | |
†YETI Holdings | 2,431 | 208,312 | |
4,251,186 | |||
Life Sciences Tools & Services–1.29% | |||
†10X Genomics Class A | 375 | 54,593 | |
†Adaptive Biotechnologies | 1,790 | 60,842 | |
Agilent Technologies | 11,008 | 1,734,090 | |
†Avantor | 13,387 | 547,528 | |
†Bio-Rad Laboratories Class A | 1,047 | 781,010 | |
Bio-Techne | 1,512 | 732,670 | |
Bruker | 12,233 | 955,397 | |
†Charles River Laboratories International | 4,062 | 1,676,266 | |
†Illumina | 2,792 | 1,132,463 | |
†IQVIA Holdings | 9,518 | 2,279,942 | |
†Medpace Holdings | 3,184 | 602,668 | |
†Mettler-Toledo International | 1,134 | 1,561,926 | |
†NeoGenomics | 2,472 | 119,249 | |
PerkinElmer | 7,931 | 1,374,363 | |
†Repligen | 1,556 | 449,668 | |
†Syneos Health | 7,453 | 651,988 | |
Thermo Fisher Scientific | 9,443 | 5,395,069 | |
†Waters | 2,540 | 907,542 | |
21,017,274 | |||
Machinery–2.75% | |||
AGCO | 8,002 | 980,485 | |
Alamo Group | 1,267 | 176,785 | |
Albany International Class A | 2,740 | 210,624 | |
Allison Transmission Holdings | 11,348 | 400,811 | |
Astec Industries | 2,784 | 149,807 | |
Barnes Group | 5,223 | 217,956 | |
Caterpillar | 18,781 | 3,605,389 | |
†Chart Industries | 2,648 | 506,059 | |
†CIRCOR International | 2,161 | 71,335 | |
†Colfax | 11,030 | 506,277 | |
Columbus McKinnon | 2,989 | 144,518 | |
Crane | 5,256 | 498,321 | |
Cummins | 9,768 | 2,193,502 | |
Deere & Co. | 10,659 | 3,571,511 | |
Donaldson | 12,837 | 736,972 | |
Douglas Dynamics | 3,649 | 132,459 | |
Dover | 9,459 | 1,470,874 | |
†Energy Recovery | 5,205 | 99,051 | |
Enerpac Tool Group | 5,155 | 106,863 | |
EnPro Industries | 2,717 | 236,705 |
LVIP Dimensional U.S. Core Equity 1 Fund–14
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Machinery (continued) | |||
ESCO Technologies | 2,378 | $ 183,106 | |
†Evoqua Water Technologies | 3,982 | 149,564 | |
Federal Signal | 6,198 | 239,367 | |
Flowserve | 11,478 | 397,942 | |
Fortive | 13,093 | 923,973 | |
Franklin Electric | 3,933 | 314,050 | |
Gorman-Rupp | 3,528 | 126,338 | |
Graco | 12,990 | 908,910 | |
Greenbrier | 3,320 | 142,727 | |
Helios Technologies | 4,083 | 335,255 | |
Hillenbrand | 7,862 | 335,314 | |
Hyster-Yale Materials Handling | 2,265 | 113,839 | |
IDEX | 3,004 | 621,678 | |
Illinois Tool Works | 11,804 | 2,439,061 | |
†Ingersoll Rand | 18,575 | 936,366 | |
ITT | 7,814 | 670,754 | |
John Bean Technologies | 2,531 | 355,732 | |
Kadant | 857 | 174,914 | |
Kennametal | 8,400 | 287,532 | |
†L B Foster Class A | 1,339 | 20,741 | |
Lincoln Electric Holdings | 5,153 | 663,655 | |
Lindsay | 1,086 | 164,844 | |
†Lydall | 4,164 | 258,543 | |
†Manitowoc | 5,279 | 113,076 | |
†Meritor | 9,827 | 209,413 | |
†Middleby | 5,380 | 917,344 | |
Mueller Industries | 6,447 | 264,972 | |
Mueller Water Products Class A | 14,392 | 219,046 | |
†NN | 2,981 | 15,650 | |
Nordson | 2,988 | 711,592 | |
Oshkosh | 7,330 | 750,372 | |
Otis Worldwide | 15,126 | 1,244,567 | |
PACCAR | 20,125 | 1,588,265 | |
Parker-Hannifin | 8,335 | 2,330,633 | |
Park-Ohio Holdings | 1,206 | 30,777 | |
Pentair | 15,842 | 1,150,604 | |
†Proto Labs | 1,861 | 123,943 | |
†RBC Bearings | 2,276 | 482,967 | |
REV Group | 7,071 | 121,338 | |
Shyft Group | 3,500 | 133,035 | |
Snap-on | 4,957 | 1,035,765 | |
†SPX | 3,638 | 194,451 | |
SPX FLOW | 3,819 | 279,169 | |
Standex International | 1,405 | 138,969 | |
Stanley Black & Decker | 6,307 | 1,105,680 | |
Tennant | 1,546 | 114,327 | |
Terex | 5,972 | 251,421 | |
Timken | 8,361 | 546,977 | |
†Titan International | 4,215 | 30,179 | |
Toro | 9,030 | 879,612 | |
Trinity Industries | 12,252 | 332,887 | |
Wabash National | 7,597 | 114,943 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Machinery (continued) | |||
Watts Water Technologies Class A | 2,301 | $ 386,775 | |
†Welbilt | 12,316 | 286,224 | |
Westinghouse Air Brake Technologies | 8,019 | 691,318 | |
Woodward | 4,565 | 516,758 | |
Xylem | 6,906 | 854,134 | |
44,947,692 | |||
Marine–0.06% | |||
Costamare | 10,400 | 161,096 | |
Eneti | 1,605 | 26,803 | |
Genco Shipping & Trading | 1,685 | 33,919 | |
†Kirby | 5,754 | 275,962 | |
Matson | 5,348 | 431,637 | |
929,417 | |||
Media–1.67% | |||
†Altice USA Class A | 14,605 | 302,616 | |
†AMC Networks Class A | 4,165 | 194,047 | |
Cable One | 488 | 884,808 | |
†Charter Communications Class A | 4,629 | 3,367,875 | |
Comcast Class A | 156,235 | 8,738,224 | |
†comScore | 6,307 | 24,597 | |
†Discovery Class A | 12,159 | 308,595 | |
†Discovery Class C Class C | 21,177 | 513,966 | |
†DISH Network Class A | 15,803 | 686,798 | |
†Emerald Holding | 1,076 | 4,670 | |
†Entercom Communications | 18,467 | 67,959 | |
Entravision Communications Class A | 11,605 | 82,396 | |
EW Scripps Class A | 6,953 | 125,571 | |
Fox Class A | 17,665 | 708,543 | |
Fox Class B | 15,802 | 586,570 | |
†Gannett | 20,670 | 138,076 | |
Gray Television | 12,929 | 295,040 | |
Interpublic Group | 41,293 | 1,514,214 | |
John Wiley & Sons Class A | 3,746 | 195,579 | |
†Liberty Broadband Class A | 1,224 | 206,060 | |
†Liberty Broadband Class C | 7,117 | 1,229,106 | |
†Liberty Media-Liberty SiriusXM Class A | 4,025 | 189,859 | |
†Liberty Media-Liberty SiriusXM Class C | 11,519 | 546,807 | |
Loral Space & Communications | 573 | 24,645 | |
†Meredith | 4,281 | 238,452 | |
National CineMedia | 6,797 | 24,197 | |
New York Times Class A | 12,678 | 624,645 | |
News Class A | 18,564 | 436,811 | |
News Class B | 10,996 | 255,437 | |
Nexstar Media Group Class A | 5,697 | 865,716 | |
Omnicom Group | 22,077 | 1,599,699 |
LVIP Dimensional U.S. Core Equity 1 Fund–15
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Media (continued) | |||
Scholastic | 4,716 | $ 168,125 | |
Sirius XM Holdings | 68,041 | 415,050 | |
TEGNA | 26,053 | 513,765 | |
ViacomCBS Class A | 178 | 7,489 | |
ViacomCBS Class B | 30,937 | 1,222,321 | |
27,308,328 | |||
Metals & Mining–0.73% | |||
†Alcoa | 18,767 | 918,457 | |
†Allegheny Technologies | 11,771 | 195,752 | |
†Arconic | 6,630 | 209,110 | |
Carpenter Technology | 5,905 | 193,330 | |
†Century Aluminum | 9,619 | 129,376 | |
†Cleveland-Cliffs | 8,845 | 175,219 | |
†Coeur Mining | 23,894 | 147,426 | |
Commercial Metals | 12,040 | 366,738 | |
Compass Minerals International | 3,859 | 248,520 | |
†Ferroglobe | 12,975 | 112,883 | |
Freeport-McMoRan | 60,404 | 1,964,942 | |
Haynes International | 1,268 | 47,233 | |
Hecla Mining | 58,317 | 320,743 | |
Kaiser Aluminum | 1,961 | 213,671 | |
Materion | 2,300 | 157,872 | |
Newmont | 19,903 | 1,080,733 | |
Nucor | 15,511 | 1,527,678 | |
Reliance Steel & Aluminum | 5,749 | 818,773 | |
Royal Gold | 5,496 | 524,813 | |
Ryerson Holding | 607 | 13,518 | |
Schnitzer Steel Industries Class A | 2,756 | 120,740 | |
Southern Copper | 4,923 | 276,377 | |
Steel Dynamics | 21,496 | 1,257,086 | |
SunCoke Energy | 15,427 | 96,882 | |
†TimkenSteel | 6,778 | 88,656 | |
United States Steel | 19,736 | 433,600 | |
Warrior Met Coal | 5,674 | 132,034 | |
Worthington Industries | 3,912 | 206,162 | |
11,978,324 | |||
Multiline Retail–0.66% | |||
Big Lots | 4,322 | 187,402 | |
Dillard's Class A | 3,626 | 625,558 | |
Dollar General | 8,779 | 1,862,377 | |
†Dollar Tree | 16,075 | 1,538,699 | |
Kohl's | 17,305 | 814,893 | |
Macy's | 41,432 | 936,363 | |
†Nordstrom | 4,534 | 119,924 | |
†Ollie's Bargain Outlet Holdings | 3,936 | 237,262 | |
Target | 19,765 | 4,521,639 | |
10,844,117 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Multi-Utilities–0.59% | |||
Ameren | 8,666 | $ 701,946 | |
Avista | 5,502 | 215,238 | |
Black Hills | 4,628 | 290,453 | |
CenterPoint Energy | 22,804 | 560,978 | |
CMS Energy | 11,504 | 687,134 | |
Consolidated Edison | 10,269 | 745,427 | |
Dominion Energy | 22,789 | 1,664,053 | |
DTE Energy | 6,090 | 680,314 | |
MDU Resources Group | 18,965 | 562,692 | |
NiSource | 16,856 | 408,421 | |
NorthWestern | 3,593 | 205,879 | |
Public Service Enterprise Group | 16,849 | 1,026,104 | |
Sempra Energy | 6,916 | 874,874 | |
Unitil | 1,492 | 63,828 | |
WEC Energy Group | 11,137 | 982,283 | |
9,669,624 | |||
Oil, Gas & Consumable Fuels–2.85% | |||
Antero Midstream | 10,270 | 107,013 | |
†Antero Resources | 21,428 | 403,061 | |
APA | 24,746 | 530,307 | |
†Arch Resources | 2,884 | 267,491 | |
Berry | 5,961 | 42,979 | |
Bonanza Creek Energy | 1,747 | 83,681 | |
Cabot Oil & Gas | 44,254 | 962,967 | |
†Callon Petroleum | 5,442 | 267,093 | |
†Centennial Resource Development Class A | 22,272 | 149,222 | |
†Cheniere Energy | 11,454 | 1,118,712 | |
Chesapeake Energy | 3,224 | 198,566 | |
Chevron | 50,688 | 5,142,298 | |
Cimarex Energy | 6,236 | 543,779 | |
†Clean Energy Fuels | 25,088 | 204,467 | |
†CNX Resources | 18,203 | 229,722 | |
ConocoPhillips | 60,443 | 4,096,222 | |
†CONSOL Energy | 4,705 | 122,424 | |
Continental Resources | 6,219 | 287,007 | |
CVR Energy | 8,133 | 135,496 | |
†Delek US Holdings | 9,997 | 179,646 | |
†Denbury | 1,908 | 134,037 | |
Devon Energy | 33,930 | 1,204,854 | |
DHT Holdings | 14,019 | 91,544 | |
Diamondback Energy | 3,862 | 365,616 | |
Dorian LPG | 349 | 4,331 | |
†DTE Midstream | 3,045 | 140,801 | |
†EnLink Midstream | 18,193 | 124,076 | |
EOG Resources | 25,186 | 2,021,680 | |
†EQT | 18,234 | 373,068 | |
Equitrans Midstream | 7,528 | 76,334 | |
Exxon Mobil | 112,566 | 6,621,132 | |
†Green Plains | 4,898 | 159,920 | |
Hess | 14,817 | 1,157,356 | |
HollyFrontier | 18,276 | 605,484 |
LVIP Dimensional U.S. Core Equity 1 Fund–16
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Oil, Gas & Consumable Fuels (continued) | |||
International Seaways | 3,390 | $ 61,766 | |
Kinder Morgan | 61,710 | 1,032,408 | |
†Kosmos Energy | 44,165 | 130,728 | |
†Laredo Petroleum | 1,478 | 119,822 | |
Magnolia Oil & Gas Class A | 7,196 | 128,017 | |
Marathon Oil | 56,103 | 766,928 | |
Marathon Petroleum | 29,946 | 1,850,962 | |
Matador Resources | 13,122 | 499,161 | |
Murphy Oil | 15,669 | 391,255 | |
NACCO Industries Class A | 200 | 5,968 | |
Occidental Petroleum | 63,728 | 1,885,074 | |
ONEOK | 22,611 | 1,311,212 | |
Ovintiv | 4,175 | 137,274 | |
†Par Pacific Holdings | 9,387 | 147,564 | |
†PBF Energy Class A | 14,133 | 183,305 | |
PDC Energy | 13,619 | 645,404 | |
†Peabody Energy | 15,632 | 231,197 | |
†Penn Virginia | 1,279 | 34,111 | |
Phillips 66 | 12,822 | 897,925 | |
PHX Minerals | 1,806 | 5,526 | |
Pioneer Natural Resources | 12,157 | 2,024,262 | |
†Range Resources | 18,226 | 412,454 | |
†Renewable Energy Group | 4,757 | 238,801 | |
†REX American Resources | 1,042 | 83,225 | |
Scorpio Tankers | 6,981 | 129,428 | |
SFL | 13,649 | 114,379 | |
SM Energy | 18,345 | 483,941 | |
†Southwestern Energy | 52,528 | 291,005 | |
†Talos Energy | 7,201 | 99,158 | |
Targa Resources | 16,910 | 832,141 | |
†Teekay | 13,659 | 49,992 | |
Texas Pacific Land | 120 | 145,123 | |
Valero Energy | 17,485 | 1,233,917 | |
†W&T Offshore | 13,431 | 49,963 | |
Williams | 53,335 | 1,383,510 | |
World Fuel Services | 8,358 | 280,996 | |
46,470,288 | |||
Paper & Forest Products–0.10% | |||
†Clearwater Paper | 2,473 | 94,790 | |
†Domtar | 6,867 | 374,526 | |
Glatfelter | 4,944 | 69,710 | |
Louisiana-Pacific | 8,881 | 545,027 | |
Mercer International | 10,372 | 120,212 | |
Neenah | 2,359 | 109,953 | |
Resolute Forest Products | 7,351 | 87,477 | |
Schweitzer-Mauduit International | 4,384 | 151,949 | |
Verso Class A | 4,244 | 88,063 | |
1,641,707 | |||
Personal Products–0.25% | |||
†Coty Class A | 39,789 | 312,741 | |
Edgewell Personal Care | 5,853 | 212,464 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Personal Products (continued) | |||
†elf Beauty | 3,904 | $ 113,411 | |
Estee Lauder Class A | 7,752 | 2,325,057 | |
†Herbalife Nutrition | 9,618 | 407,611 | |
Inter Parfums | 2,708 | 202,477 | |
Medifast | 806 | 155,268 | |
Natural Health Trends | 1,722 | 12,347 | |
Nu Skin Enterprises Class A | 4,913 | 198,829 | |
†USANA Health Sciences | 2,193 | 202,195 | |
4,142,400 | |||
Pharmaceuticals–2.89% | |||
†Amphastar Pharmaceuticals | 7,904 | 150,255 | |
†ANI Pharmaceuticals | 738 | 24,221 | |
†Arvinas | 1,435 | 117,928 | |
Bristol-Myers Squibb | 64,188 | 3,798,004 | |
†Catalent | 9,319 | 1,240,079 | |
†Corcept Therapeutics | 8,642 | 170,075 | |
†Cymabay Therapeutics | 5,176 | 18,892 | |
†Elanco Animal Health | 22,076 | 704,004 | |
Eli Lilly & Co. | 29,646 | 6,849,708 | |
†Endo International | 19,354 | 62,707 | |
†Innoviva | 12,944 | 216,294 | |
†Intra-Cellular Therapies | 5,388 | 200,865 | |
†Jazz Pharmaceuticals | 4,967 | 646,753 | |
Johnson & Johnson | 87,136 | 14,072,464 | |
†Lannett | 7,113 | 21,339 | |
Merck & Co. | 86,083 | 6,465,694 | |
†Nektar Therapeutics | 9,757 | 175,236 | |
†NGM Biopharmaceuticals | 1,298 | 27,284 | |
Organon | 9,303 | 305,045 | |
†Otonomy | 619 | 1,188 | |
†Pacira BioSciences | 500 | 28,000 | |
Perrigo | 8,951 | 423,651 | |
Pfizer | 156,456 | 6,729,173 | |
Phibro Animal Health Class A | 1,442 | 31,061 | |
†Prestige Consumer Healthcare | 5,307 | 297,776 | |
†Supernus Pharmaceuticals | 3,800 | 101,346 | |
†Taro Pharmaceutical Industries | 3,413 | 217,169 | |
Viatris | 55,995 | 758,732 | |
Zoetis | 17,085 | 3,316,882 | |
†Zogenix | 4,371 | 66,396 | |
47,238,221 | |||
Professional Services–1.02% | |||
†ASGN | 5,974 | 675,898 | |
Barrett Business Services | 300 | 22,878 | |
Booz Allen Hamilton Holding | 9,775 | 775,646 | |
†CACI International Class A | 2,787 | 730,473 | |
†CBIZ | 6,133 | 198,341 | |
†Clarivate | 3,625 | 79,388 | |
†CoStar Group | 7,680 | 660,941 |
LVIP Dimensional U.S. Core Equity 1 Fund–17
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Professional Services (continued) | |||
Equifax | 3,968 | $ 1,005,571 | |
Exponent | 4,416 | 499,670 | |
†Forrester Research | 2,034 | 100,195 | |
†Franklin Covey | 993 | 40,505 | |
†FTI Consulting | 3,393 | 457,037 | |
†GP Strategies | 1,772 | 36,680 | |
Heidrick & Struggles International | 2,100 | 93,723 | |
†Huron Consulting Group | 2,990 | 155,480 | |
ICF International | 2,478 | 221,261 | |
IHS Markit | 15,728 | 1,834,199 | |
Insperity | 2,353 | 260,571 | |
Jacobs Engineering Group | 5,278 | 699,493 | |
KBR | 12,823 | 505,226 | |
Kelly Services Class A | 5,692 | 107,465 | |
Kforce | 2,567 | 153,096 | |
Korn Ferry | 5,540 | 400,874 | |
Leidos Holdings | 12,573 | 1,208,643 | |
ManpowerGroup | 5,754 | 623,043 | |
ManTech International Class A | 3,157 | 239,680 | |
†Mistras Group | 3,448 | 35,032 | |
Nielsen Holdings | 26,911 | 516,422 | |
Resources Connection | 4,071 | 64,240 | |
Robert Half International | 9,812 | 984,438 | |
Science Applications International | 6,116 | 523,285 | |
TransUnion | 3,586 | 402,744 | |
†TriNet Group | 6,496 | 614,392 | |
†TrueBlue | 5,561 | 150,592 | |
†Upwork | 2,142 | 96,454 | |
Verisk Analytics | 7,642 | 1,530,463 | |
16,704,039 | |||
Real Estate Management & Development–0.30% | |||
†CBRE Group Class A | 15,664 | 1,525,047 | |
eXp World Holdings | 2,976 | 118,355 | |
†Forestar Group | 476 | 8,868 | |
†FRP Holdings | 631 | 35,286 | |
†Howard Hughes | 4,225 | 370,997 | |
†Jones Lang LaSalle | 4,649 | 1,153,370 | |
Kennedy-Wilson Holdings | 16,113 | 337,084 | |
†Marcus & Millichap | 4,001 | 162,521 | |
Newmark Group Class A | 20,238 | 289,606 | |
†Rafael Holdings Class B | 1,698 | 52,180 | |
RE/MAX Holdings Class A | 3,816 | 118,907 | |
†Realogy Holdings | 15,606 | 273,729 | |
†Redfin | 1,712 | 85,771 | |
RMR Group Class A | 862 | 28,834 | |
St Joe | 8,527 | 358,987 | |
†Tejon Ranch | 2,365 | 42,002 | |
4,961,544 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Road & Rail–1.31% | |||
AMERCO | 2,266 | $ 1,463,904 | |
ArcBest | 3,105 | 253,896 | |
†Avis Budget Group | 4,584 | 534,082 | |
†Covenant Logistics Group | 3,400 | 94,010 | |
CSX | 81,525 | 2,424,553 | |
Heartland Express | 11,699 | 187,418 | |
JB Hunt Transport Services | 8,342 | 1,394,949 | |
Kansas City Southern | 6,427 | 1,739,403 | |
Knight-Swift Transportation Holdings | 13,736 | 702,596 | |
Landstar System | 3,625 | 572,098 | |
†Lyft Class A | 3,275 | 175,507 | |
Marten Transport | 11,904 | 186,774 | |
Norfolk Southern | 8,087 | 1,934,815 | |
Old Dominion Freight Line | 6,623 | 1,894,046 | |
†PAM Transportation Services | 612 | 27,528 | |
Ryder System | �� | 5,995 | 495,846 |
†Saia | 3,054 | 726,944 | |
Schneider National Class B | 12,607 | 286,683 | |
†Uber Technologies | 11,046 | 494,861 | |
Union Pacific | 23,513 | 4,608,783 | |
Universal Logistics Holdings | 2,500 | 50,200 | |
†USA Truck | 1,448 | 22,125 | |
Werner Enterprises | 9,031 | 399,802 | |
†XPO Logistics | 9,670 | 769,539 | |
21,440,362 | |||
Semiconductors & Semiconductor Equipment–5.06% | |||
†Advanced Micro Devices | 18,799 | 1,934,417 | |
†Alpha & Omega Semiconductor | 1,200 | 37,644 | |
†Ambarella | 1,579 | 245,913 | |
Amkor Technology | 37,829 | 943,834 | |
Analog Devices | 14,016 | 2,347,400 | |
Applied Materials | 33,111 | 4,262,379 | |
†Axcelis Technologies | 3,896 | 183,229 | |
Broadcom | 12,460 | 6,042,228 | |
Brooks Automation | 6,164 | 630,885 | |
†CEVA | 1,850 | 78,939 | |
†Cirrus Logic | 5,584 | 459,842 | |
CMC Materials | 2,032 | 250,403 | |
†Cohu | 4,934 | 157,592 | |
†Diodes | 3,823 | 346,326 | |
†DSP Group | 4,368 | 95,703 | |
†Enphase Energy | 3,297 | 494,451 | |
Entegris | 7,552 | 950,797 | |
†First Solar | 7,613 | 726,737 | |
†FormFactor | 6,333 | 236,411 | |
†Ichor Holdings | 2,461 | 101,122 | |
Intel | 192,256 | 10,243,400 | |
KLA | 7,775 | 2,600,815 | |
Kulicke & Soffa Industries | 6,090 | 354,925 | |
Lam Research | 5,946 | 3,384,166 | |
†Lattice Semiconductor | 8,615 | 556,960 |
LVIP Dimensional U.S. Core Equity 1 Fund–18
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Semiconductors & Semiconductor Equipment (continued) | |||
†MACOM Technology Solutions Holdings | 4,534 | $ 294,121 | |
Marvell Technology | 35,186 | 2,122,068 | |
†MaxLinear | 5,270 | 259,547 | |
Microchip Technology | 8,806 | 1,351,633 | |
Micron Technology | 45,489 | 3,228,809 | |
MKS Instruments | 4,703 | 709,730 | |
Monolithic Power Systems | 1,614 | 782,273 | |
†NeoPhotonics | 2,126 | 18,517 | |
NVE | 50 | 3,198 | |
NVIDIA | 61,316 | 12,702,223 | |
NXP Semiconductors | 2,363 | 462,841 | |
†ON Semiconductor | 23,557 | 1,078,204 | |
†Onto Innovation | 5,165 | 373,171 | |
†PDF Solutions | 3,040 | 70,042 | |
†Photronics | 5,636 | 76,819 | |
Power Integrations | 5,085 | 503,364 | |
†Qorvo | 5,681 | 949,806 | |
QUALCOMM | 40,021 | 5,161,909 | |
†Rambus | 12,319 | 273,482 | |
†Semtech | 5,171 | 403,183 | |
†Silicon Laboratories | 2,813 | 394,270 | |
Skyworks Solutions | 9,309 | 1,533,937 | |
†SMART Global Holdings | 3,325 | 147,962 | |
†SolarEdge Technologies | 2,041 | 541,314 | |
†Synaptics | 3,515 | 631,751 | |
Teradyne | 9,638 | 1,052,180 | |
Texas Instruments | 37,904 | 7,285,528 | |
†Ultra Clean Holdings | 2,793 | 118,982 | |
Universal Display | 1,770 | 302,599 | |
†Veeco Instruments | 6,193 | 137,547 | |
†Wolfspeed | 6,986 | 563,980 | |
†Xilinx | 9,244 | 1,395,752 | |
82,597,260 | |||
Software–7.08% | |||
†ACI Worldwide | 8,610 | 264,585 | |
†Adobe | 11,801 | 6,794,072 | |
†Alarm.com Holdings | 2,786 | 217,837 | |
†Altair Engineering Class A | 997 | 68,733 | |
†Alteryx Class A | 939 | 68,641 | |
†Anaplan | 1,125 | 68,501 | |
†ANSYS | 2,448 | 833,422 | |
†Appfolio Class A | 1,131 | 136,172 | |
†Appian | 494 | 45,700 | |
†Asana Class A | 2,643 | 274,449 | |
†Aspen Technology | 4,013 | 492,796 | |
†Atlassian Class A | 1,472 | 576,170 | |
†Autodesk | 5,266 | 1,501,705 | |
†Avalara | 2,525 | 441,294 | |
†Avaya Holdings | 9,200 | 182,068 | |
†Bill.Com Holdings | 1,914 | 510,942 | |
†Black Knight | 6,997 | 503,784 | |
†Blackbaud | 3,139 | 220,829 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Software (continued) | |||
†Blackline | 786 | $ 92,795 | |
†Bottomline Technologies | 1,500 | 58,920 | |
†Box Class A | 4,710 | 111,486 | |
†Cadence Design Systems | 9,599 | 1,453,673 | |
CDK Global | 9,277 | 394,736 | |
†Cerence | 2,733 | 262,669 | |
†Ceridian HCM Holding | 3,040 | 342,365 | |
Citrix Systems | 4,741 | 509,041 | |
†Cognyte Software | 5,416 | 111,299 | |
†CommVault Systems | 1,800 | 135,558 | |
†Coupa Software | 1,158 | 253,810 | |
†Crowdstrike Holdings Class A | 1,645 | 404,308 | |
†Datadog Class A | 1,907 | 269,554 | |
†DocuSign | 2,254 | 580,247 | |
Dolby Laboratories Class A | 6,088 | 535,744 | |
†Dropbox Class A | 7,150 | 208,923 | |
†Dynatrace | 8,266 | 586,638 | |
Ebix | 3,512 | 94,578 | |
†Elastic | 740 | 110,253 | |
†Envestnet | 3,287 | 263,749 | |
†Fair Isaac | 1,666 | 662,951 | |
†Five9 | 698 | 111,499 | |
†Fortinet | 5,173 | 1,510,723 | |
†Guidewire Software | 3,986 | 473,816 | |
†HubSpot | 998 | 674,738 | |
InterDigital | 3,332 | 225,976 | |
Intuit | 8,326 | 4,491,960 | |
†J2 Global | 5,206 | 711,244 | |
†Mandiant | 3,083 | 54,877 | |
†Manhattan Associates | 4,099 | 627,270 | |
Microsoft | 219,522 | 61,887,642 | |
†N-Able | 4,705 | 58,389 | |
†NCR | 13,077 | 506,865 | |
†New Relic | 1,830 | 131,339 | |
NortonLifeLock | 13,452 | 340,336 | |
†Nuance Communications | 16,608 | 914,104 | |
†Nutanix Class A | 5,889 | 222,015 | |
†OneSpan | 3,332 | 62,575 | |
Oracle | 67,391 | 5,871,778 | |
†Palantir Technologies Class A | 14,120 | 339,445 | |
†Palo Alto Networks | 1,493 | 715,147 | |
†Paycom Software | 2,573 | 1,275,565 | |
†Paylocity Holding | 1,771 | 496,588 | |
Pegasystems | 3,145 | 399,730 | |
Progress Software | 4,679 | 230,160 | |
†PTC | 4,125 | 494,134 | |
†Q2 Holdings | 1,216 | 97,450 | |
†Qualys | 1,453 | 161,704 | |
†RingCentral Class A | 402 | 87,435 | |
†SailPoint Technologies Holding | 1,400 | 60,032 | |
†salesforce.com | 10,083 | 2,734,711 | |
Sapiens International | 854 | 24,578 |
LVIP Dimensional U.S. Core Equity 1 Fund–19
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Software (continued) | |||
†ServiceNow | 2,218 | $ 1,380,195 | |
†Smartsheet Class A | 2,737 | 188,360 | |
†Splunk | 2,645 | 382,758 | |
†SPS Commerce | 602 | 97,109 | |
SS&C Technologies Holdings | 14,543 | 1,009,284 | |
†Synchronoss Technologies | 4,423 | 10,615 | |
†Synopsys | 3,261 | 976,376 | |
†Teradata | 10,985 | 629,990 | |
†Trade Desk Class A | 8,630 | 606,689 | |
†Tyler Technologies | 1,278 | 586,155 | |
†Varonis Systems | 2,654 | 161,496 | |
†Verint Systems | 5,416 | 242,583 | |
†VMware Class A | 1,975 | 293,683 | |
†Vonage Holdings | 14,049 | 226,470 | |
†Workday Class A | 1,507 | 376,584 | |
†Workiva | 709 | 99,941 | |
Xperi Holding | 14,584 | 274,763 | |
†Zendesk | 2,528 | 294,234 | |
†Zoom Video Communications Class A | 2,558 | 668,917 | |
†Zscaler | 1,623 | 425,583 | |
115,570,607 | |||
Specialty Retail–2.86% | |||
Aaron's | 3,102 | 85,429 | |
†Abercrombie & Fitch Class A | 8,315 | 312,893 | |
Advance Auto Parts | 6,226 | 1,300,549 | |
American Eagle Outfitters | 17,294 | 446,185 | |
†America's Car-Mart | 559 | 65,280 | |
†Asbury Automotive Group | 2,126 | 418,269 | |
†AutoNation | 10,371 | 1,262,773 | |
†AutoZone | 842 | 1,429,708 | |
†Barnes & Noble Education | 6,119 | 61,129 | |
Bath & Body Works | 4,877 | 307,397 | |
†Bed Bath & Beyond | 14,541 | 251,196 | |
Best Buy | 17,025 | 1,799,713 | |
Big 5 Sporting Goods | 900 | 20,736 | |
†Boot Barn Holdings | 3,430 | 304,824 | |
Buckle | 4,520 | 178,947 | |
†Build-A-Bear Workshop | 2,901 | 49,143 | |
†Burlington Stores | 1,507 | 427,340 | |
Caleres | 7,320 | 162,650 | |
Camping World Holdings Class A | 2,739 | 106,465 | |
†CarMax | 11,993 | 1,534,624 | |
†Carvana | 442 | 133,281 | |
Cato Class A | 4,303 | 71,172 | |
†Chico's FAS | 18,957 | 85,117 | |
†Children's Place | 1,721 | 129,522 | |
†Citi Trends | 2,149 | 156,791 | |
†Conn's | 6,316 | 144,194 | |
†Designer Brands Class A | 7,264 | 101,188 | |
Dick's Sporting Goods | 8,270 | 990,498 | |
†Five Below | 3,322 | 587,363 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Specialty Retail (continued) | |||
†Floor & Decor Holdings Class A | 5,614 | $ 678,115 | |
Foot Locker | 11,651 | 531,985 | |
Gap | 29,199 | 662,817 | |
†Genesco | 3,102 | 179,078 | |
Group 1 Automotive | 2,404 | 451,664 | |
Guess | 8,419 | 176,883 | |
Haverty Furniture | 2,655 | 89,500 | |
Hibbett Sports | 1,645 | 116,367 | |
Home Depot | 29,507 | 9,685,968 | |
Lithia Motors | 3,191 | 1,011,675 | |
Lowe's | 26,614 | 5,398,916 | |
†MarineMax | 2,439 | 118,340 | |
Monro | 2,231 | 128,305 | |
Murphy USA | 4,148 | 693,795 | |
†National Vision Holdings | 4,591 | 260,631 | |
†ODP | 6,111 | 245,418 | |
†O'Reilly Automotive | 3,146 | 1,922,395 | |
Penske Automotive Group | 9,169 | 922,401 | |
Rent-A-Center | 8,035 | 451,647 | |
†RH | 1,359 | 906,331 | |
Ross Stores | 10,071 | 1,096,228 | |
†Sally Beauty Holdings | 5,960 | 100,426 | |
Shoe Carnival | 3,150 | 102,123 | |
Signet Jewelers | 8,178 | 645,735 | |
†Sleep Number | 2,723 | 254,546 | |
Sonic Automotive Class A | 3,294 | 173,067 | |
†Sportsman's Warehouse Holdings | 165 | 2,904 | |
TJX | 30,661 | 2,023,013 | |
Tractor Supply | 8,025 | 1,625,945 | |
†Ulta Beauty | 3,053 | 1,101,889 | |
†Urban Outfitters | 8,844 | 262,578 | |
†Victoria's Secret & Co. | 1,625 | 89,798 | |
Williams-Sonoma | 8,213 | 1,456,411 | |
Winmark | 151 | 32,470 | |
†Zumiez | 3,015 | 119,876 | |
46,643,616 | |||
Technology Hardware, Storage & Peripherals–5.20% | |||
†3D Systems | 12,600 | 347,382 | |
Apple | 544,070 | 76,985,905 | |
†Avid Technology | 6,614 | 191,277 | |
†Dell Technologies Class C | 8,375 | 871,335 | |
Hewlett Packard Enterprise | 66,095 | 941,854 | |
HP | 46,272 | 1,266,002 | |
NetApp | 13,388 | 1,201,707 | |
†Pure Storage Class A | 9,250 | 232,730 | |
Seagate Technology Holdings | 14,816 | 1,222,616 | |
†Stratasys | 4,881 | 105,039 | |
†Western Digital | 17,077 | 963,826 | |
Xerox Holdings | 23,774 | 479,521 | |
84,809,194 |
LVIP Dimensional U.S. Core Equity 1 Fund–20
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Textiles, Apparel & Luxury Goods–1.01% | |||
†Capri Holdings | 15,972 | $ 773,204 | |
Carter's | 3,697 | 359,496 | |
Columbia Sportswear | 6,536 | 626,410 | |
†Crocs | 5,293 | 759,440 | |
Culp | 695 | 8,952 | |
†Deckers Outdoor | 2,578 | 928,596 | |
†Fossil Group | 8,573 | 101,590 | |
†G-III Apparel Group | 9,262 | 262,115 | |
Hanesbrands | 36,640 | 628,742 | |
Kontoor Brands | 1,846 | 92,208 | |
Levi Strauss & Co. Class A | 6,870 | 168,384 | |
†Lululemon Athletica | 3,750 | 1,517,625 | |
Movado Group | 2,255 | 71,010 | |
NIKE Class B | 43,454 | 6,310,824 | |
Oxford Industries | 1,750 | 157,797 | |
†PVH | 5,201 | 534,611 | |
Ralph Lauren | 3,815 | 423,618 | |
†Skechers USA Class A | 10,959 | 461,593 | |
Steven Madden | 5,325 | 213,852 | |
Tapestry | 16,823 | 622,787 | |
†Under Armour Class A | 8,228 | 166,041 | |
†Under Armour Class C | 15,584 | 273,032 | |
†Unifi | 3,174 | 69,606 | |
†Vera Bradley | 810 | 7,622 | |
VF | 11,580 | 775,744 | |
Wolverine World Wide | 7,147 | 213,266 | |
16,528,165 | |||
Thrifts & Mortgage Finance–0.38% | |||
†Axos Financial | 7,624 | 392,941 | |
Capitol Federal Financial | 17,349 | 199,340 | |
†Columbia Financial | 6,136 | 113,516 | |
Essent Group | 9,692 | 426,545 | |
Federal Agricultural Mortgage Class C | 1,195 | 129,681 | |
Flagstar Bancorp | 5,432 | 275,837 | |
HomeStreet | 2,845 | 117,072 | |
Kearny Financial | 10,885 | 135,301 | |
Meridian Bancorp | 6,616 | 137,348 | |
Meta Financial Group | 7,426 | 389,716 | |
MGIC Investment | 35,831 | 536,032 | |
†Mr Cooper Group | 6,569 | 270,446 | |
New York Community Bancorp | 39,410 | 507,207 | |
†NMI Holdings Class A | 9,001 | 203,513 | |
Northfield Bancorp | 6,724 | 115,384 | |
Northwest Bancshares | 14,286 | 189,718 | |
Premier Financial | 4,031 | 128,347 | |
Provident Financial Services | 6,385 | 149,856 | |
Radian Group | 20,843 | 473,553 | |
†Sterling Bancorp | 1,664 | 8,586 | |
TFS Financial | 9,915 | 188,980 | |
TrustCo Bank | 2,494 | 79,733 | |
Walker & Dunlop | 3,997 | 453,659 |
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Thrifts & Mortgage Finance (continued) | |||
Washington Federal | 7,858 | $ 269,608 | |
Waterstone Financial | 3,925 | 80,423 | |
WSFS Financial | 5,321 | 273,020 | |
6,245,362 | |||
Tobacco–0.46% | |||
Altria Group | 66,703 | 3,036,320 | |
Philip Morris International | 43,020 | 4,077,866 | |
Universal | 2,660 | 128,558 | |
Vector Group | 14,208 | 181,152 | |
7,423,896 | |||
Trading Companies & Distributors–0.78% | |||
Air Lease | 16,007 | 629,715 | |
Applied Industrial Technologies | 3,004 | 270,751 | |
†Beacon Roofing Supply | 8,312 | 396,981 | |
Boise Cascade | 5,038 | 271,951 | |
CAI International | 2,879 | 160,965 | |
†DXP Enterprises | 1,631 | 48,229 | |
Fastenal | 31,166 | 1,608,477 | |
GATX | 3,554 | 318,296 | |
Global Industrial | 4,022 | 152,394 | |
†GMS | 5,211 | 228,242 | |
H&E Equipment Services | 5,317 | 184,553 | |
†Herc Holdings | 3,940 | 644,032 | |
McGrath RentCorp | 2,869 | 206,425 | |
†MRC Global | 11,216 | 82,325 | |
MSC Industrial Direct Class A | 5,382 | 431,583 | |
†NOW | 13,867 | 106,083 | |
Rush Enterprises Class A | 7,029 | 317,430 | |
†SiteOne Landscape Supply | 1,610 | 321,147 | |
†Textainer Group Holdings | 6,500 | 226,915 | |
†Titan Machinery | 4,300 | 111,413 | |
Triton International | 8,058 | 419,338 | |
†United Rentals | 7,322 | 2,569,509 | |
†Univar Solutions | 13,479 | 321,070 | |
†Veritiv | 1,100 | 98,516 | |
Watsco | 2,624 | 694,363 | |
†WESCO International | 7,511 | 866,168 | |
WW Grainger | 2,584 | 1,015,667 | |
12,702,538 | |||
Transportation Infrastructure–0.01% | |||
Macquarie Infrastructure Holdings | 5,269 | 213,711 | |
213,711 | |||
Water Utilities–0.14% | |||
American States Water | 2,081 | 177,967 | |
American Water Works | 6,665 | 1,126,652 | |
California Water Service Group | 3,488 | 205,548 |
LVIP Dimensional U.S. Core Equity 1 Fund–21
LVIP Dimensional U.S. Core Equity 1 Fund
Schedule of Investments (continued)
Number of Shares | Value (U.S. $) | ||
COMMON STOCK (continued) | |||
Water Utilities (continued) | |||
Essential Utilities | 10,156 | $ 467,988 | |
Middlesex Water | 1,357 | 139,472 | |
SJW Group | 2,175 | 143,681 | |
York Water | 591 | 25,815 | |
2,287,123 | |||
Wireless Telecommunication Services–0.21% | |||
Shenandoah Telecommunications | 4,651 | 146,878 | |
Spok Holdings | 1,858 | 18,989 | |
Telephone & Data Systems | 9,452 | 184,314 | |
†T-Mobile | 23,197 | 2,963,649 | |
†United States Cellular | 3,838 | 122,394 | |
3,436,224 | |||
Total Common Stock (Cost $767,047,152) | 1,627,834,593 | ||
PREFERRED STOCKS–0.01% | |||
†Qurate Retail 8.00% | 708 | 76,570 | |
†WESCO International 10.63% | 3,174 | 99,600 | |
Total Preferred Stocks (Cost $288,457) | 176,170 |
Number of Shares | Value (U.S. $) | ||
RIGHTS–0.00% | |||
=†πAchillion Pharmace CVR | 5,527 | $ 8,014 | |
=πContra zagg | 1,799 | 162 | |
=†πMedia General CVR | 16,818 | 949 | |
Total Rights (Cost $2,704) | 9,125 | ||
WARRANT–0.00% | |||
†Nabors Industries exp 6/11/26 exercise price USD 166.67 | 338 | 1,974 | |
Total Warrant (Cost $0) | 1,974 |
MONEY MARKET FUND–0.22% | |||
State Street Institutional U.S. Government Money Market Fund -Premier Class (seven-day effective yield 0.03%) | 3,518,785 | 3,518,785 | |
Total Money Market Fund (Cost $3,518,785) | 3,518,785 |
TOTAL INVESTMENTS–99.94% (Cost $770,857,098) | 1,631,540,647 | ||
RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.06% | 1,011,749 | ||
NET ASSETS APPLICABLE TO 38,138,402 SHARES OUTSTANDING–100.00% | $1,632,552,396 |
† Non-income producing. | |
= The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the disclosure table located in Note 2 in "Notes." | |
π Restricted Security. These investments are in securities not registered under the Securities Act of 1933, as amended, and have certain restrictions on resale which may limit their liquidity. At September 30, 2021, the aggregate value of restricted securities was $9,125, which represented 0.00% of the Fund’s net assets. The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. |
Restricted Securities | ||||||
Investment | Date of Acquisition | Cost | Value | |||
Achillion Pharmace CVR | 1/29/2020 | $2,542 | $8,014 | |||
Contra zagg | 2/22/2021 | 162 | 162 | |||
Media General CVR | 1/18/2017 | — | 949 | |||
Total | $2,704 | $9,125 |
Summary of Abbreviations: |
ADR–American Depositary Receipt |
CVR–Contingent Value Rights |
IT–Information Technology |
S&P–Standard & Poor’s |
See accompanying notes.
LVIP Dimensional U.S. Core Equity 1 Fund–22
LVIP Dimensional U.S. Core Equity 1 Fund
Notes
September 30, 2021 (unaudited)
1. Significant Accounting Policies
Lincoln Variable Insurance Products Trust (“LVIP” or the “Trust”)–LVIP Dimensional U.S. Core Equity 1 Fund (the “Fund”) is an investment company in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”). Therefore, the Fund follows the accounting and reporting guidelines for investment companies. The following accounting policies are in accordance with U.S. GAAP and are consistently followed by the Fund.
Security Valuation–Equity securities, except those traded on The Nasdaq Stock Market LLC (“Nasdaq”), are valued at the last quoted sales price as of the time of the regular close of the New York Stock Exchange on the valuation date. Equity securities traded on Nasdaq are valued in accordance with the Nasdaq Official Closing Price, which may not be the last sale price. If on a particular day an equity security does not trade, then the mean between the bid and ask prices is used, which approximates fair value. Securities listed on a foreign exchange are valued at the last quoted sales price on the valuation date. Open-end investment companies are valued at their published net asset value (“NAV”). Investments in government money market funds have a stable NAV. Other securities and assets for which market quotations are not reliable or readily available are generally valued at fair value as determined in good faith under policies adopted by the Fund’s Board of Trustees (the “Board”). In determining whether market quotations are reliable or readily available, various factors are taken into consideration, such as market closures or suspension of trading in a security. The Fund may use fair value pricing more frequently for securities traded primarily in non-U.S. markets because, among other things, most foreign markets close well before the Fund values its securities, generally as of 4:00 p.m. Eastern Time. The earlier close of these foreign markets gives rise to the possibility that significant events, including broad market moves, government actions or pronouncements, aftermarket trading, or news events may have occurred in the interim. To account for this, the Fund may value foreign securities using fair value prices based on third-party vendor modeling tools (“international fair value pricing”). Restricted securities are valued at fair value by the Fund's Fair Valuation Committee, using methods approved by the Board, taking into account a review of information, assumptions and sub-adviser recommendations, as applicable.
2. Investments
U.S. GAAP defines fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date under current market conditions. A three level hierarchy for fair value measurements has been established based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the asset or liability developed based on the best information available under the circumstances. Each investment in its entirety is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three level hierarchy of inputs is summarized below.
Level 1– | inputs are quoted prices in active markets for identical investments (e.g., equity securities, open-end investment companies, futures contracts, options contracts) |
Level 2– | other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs) (e.g., debt securities, government securities, swap contracts, foreign currency exchange contracts, foreign securities utilizing international fair value pricing) |
Level 3– | inputs are significant unobservable inputs (including the Fund's own assumptions used to determine the fair value of investments) (e.g., indicative quotes from brokers, fair valued securities) |
Level 3 investments are valued using significant unobservable inputs, including related or comparable assets or liabilities, recent transactions, market multiples, book values, and other relevant information for the investment to determine the fair value of the investment. The Fund may also use an income-based valuation approach in which the anticipated future cash flows of the investment are discounted to calculate fair value. Discounts may also be applied due to the nature or duration of any restrictions on the disposition of the investments. Valuations may also be based upon current market prices of securities that are comparable in coupon, rating, maturity and industry. The derived value of a Level 3 investment may not represent the value which is received upon disposition and this could impact the results of operations.
The following table summarizes the valuation of the Fund's investments by fair value hierarchy levels as of September 30, 2021:
Level 1 | Level 2 | Level 3 | Total | ||||
Investments: | |||||||
Assets: | |||||||
Common Stock | |||||||
Aerospace & Defense | $22,976,921 | $— | $— | $22,976,921 | |||
Air Freight & Logistics | 10,465,511 | — | — | 10,465,511 |
LVIP Dimensional U.S. Core Equity 1 Fund–23
LVIP Dimensional U.S. Core Equity 1 Fund
Notes (continued)
2. Investments (continued)
Level 1 | Level 2 | Level 3 | Total | ||||
Investments: | |||||||
Airlines | $4,653,638 | $— | $— | $4,653,638 | |||
Auto Components | 8,779,372 | — | — | 8,779,372 | |||
Automobiles | 13,981,990 | — | — | 13,981,990 | |||
Banks | 92,423,317 | — | — | 92,423,317 | |||
Beverages | 21,376,480 | — | — | 21,376,480 | |||
Biotechnology | 32,050,090 | — | 20,246 | 32,070,336 | |||
Building Products | 17,894,237 | — | — | 17,894,237 | |||
Capital Markets | 53,171,355 | — | — | 53,171,355 | |||
Chemicals | 37,111,028 | — | — | 37,111,028 | |||
Commercial Services & Supplies | 15,155,859 | — | — | 15,155,859 | |||
Communications Equipment | 15,188,224 | — | — | 15,188,224 | |||
Construction & Engineering | 7,219,450 | — | — | 7,219,450 | |||
Construction Materials | 2,851,603 | — | — | 2,851,603 | |||
Consumer Finance | 18,842,523 | — | — | 18,842,523 | |||
Containers & Packaging | 12,513,105 | — | — | 12,513,105 | |||
Distributors | 2,727,388 | — | — | 2,727,388 | |||
Diversified Consumer Services | 4,434,842 | — | — | 4,434,842 | |||
Diversified Financial Services | 14,890,248 | — | — | 14,890,248 | |||
Diversified Telecommunication Services | 23,564,446 | — | — | 23,564,446 | |||
Electric Utilities | 20,496,738 | — | — | 20,496,738 | |||
Electrical Equipment | 13,373,590 | — | — | 13,373,590 | |||
Electronic Equipment, Instruments & Components | 22,681,892 | — | — | 22,681,892 | |||
Energy Equipment & Services | 6,469,379 | — | — | 6,469,379 | |||
Entertainment | 17,674,205 | — | — | 17,674,205 | |||
Food & Staples Retailing | 22,934,023 | — | — | 22,934,023 | |||
Food Products | 22,766,162 | — | — | 22,766,162 | |||
Gas Utilities | 2,624,055 | — | — | 2,624,055 | |||
Health Care Equipment & Supplies | 42,112,401 | — | — | 42,112,401 | |||
Health Care Providers & Services | 48,144,303 | — | — | 48,144,303 | |||
Health Care Technology | 4,284,686 | — | — | 4,284,686 | |||
Hotels, Restaurants & Leisure | 32,329,437 | — | — | 32,329,437 | |||
Household Durables | 17,807,617 | — | — | 17,807,617 | |||
Household Products | 16,901,073 | — | — | 16,901,073 | |||
Independent Power and Renewable Electricity Producers | 2,743,334 | — | — | 2,743,334 | |||
Industrial Conglomerates | 13,250,552 | — | — | 13,250,552 | |||
Insurance | 47,104,256 | — | — | 47,104,256 | |||
Interactive Media & Services | 69,282,065 | — | — | 69,282,065 | |||
Internet & Direct Marketing Retail | 47,543,061 | — | — | 47,543,061 | |||
IT Services | 73,017,672 | — | — | 73,017,672 | |||
Leisure Products | 4,251,186 | — | — | 4,251,186 | |||
Life Sciences Tools & Services | 21,017,274 | — | — | 21,017,274 | |||
Machinery | 44,947,692 | — | — | 44,947,692 | |||
Marine | 929,417 | — | — | 929,417 | |||
Media | 27,308,328 | — | — | 27,308,328 | |||
Metals & Mining | 11,978,324 | — | — | 11,978,324 | |||
Multiline Retail | 10,844,117 | — | — | 10,844,117 | |||
Multi-Utilities | 9,669,624 | — | — | 9,669,624 | |||
Oil, Gas & Consumable Fuels | 46,470,288 | — | — | 46,470,288 | |||
Paper & Forest Products | 1,641,707 | — | — | 1,641,707 | |||
Personal Products | 4,142,400 | — | — | 4,142,400 | |||
Pharmaceuticals | 47,238,221 | — | — | 47,238,221 | |||
Professional Services | 16,704,039 | — | — | 16,704,039 | |||
Real Estate Management & Development | 4,961,544 | — | — | 4,961,544 | |||
Road & Rail | 21,440,362 | — | — | 21,440,362 | |||
Semiconductors & Semiconductor Equipment | 82,597,260 | — | — | 82,597,260 | |||
Software | 115,570,607 | — | — | 115,570,607 | |||
Specialty Retail | 46,643,616 | — | — | 46,643,616 | |||
Technology Hardware, Storage & Peripherals | 84,809,194 | — | — | 84,809,194 |
LVIP Dimensional U.S. Core Equity 1 Fund–24
LVIP Dimensional U.S. Core Equity 1 Fund
Notes (continued)
2. Investments (continued)
Level 1 | Level 2 | Level 3 | Total | ||||
Investments: | |||||||
Textiles, Apparel & Luxury Goods | $16,528,165 | $— | $— | $16,528,165 | |||
Thrifts & Mortgage Finance | 6,245,362 | — | — | 6,245,362 | |||
Tobacco | 7,423,896 | — | — | 7,423,896 | |||
Trading Companies & Distributors | 12,702,538 | — | — | 12,702,538 | |||
Transportation Infrastructure | 213,711 | — | — | 213,711 | |||
Water Utilities | 2,287,123 | — | — | 2,287,123 | |||
Wireless Telecommunication Services | 3,436,224 | — | — | 3,436,224 | |||
Preferred Stocks | 176,170 | — | — | 176,170 | |||
Rights | — | — | 9,125 | 9,125 | |||
Warrant | 1,974 | — | — | 1,974 | |||
Money Market Fund | 3,518,785 | — | — | 3,518,785 | |||
Total Investments | $1,631,511,276 | $— | $29,371 | $1,631,540,647 |
During the period ended September 30, 2021, there were no material transfers to or from Level 3 investments.
LVIP Dimensional U.S. Core Equity 1 Fund–25