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As Of Filer Filing For·On·As Docs:Size Issuer Agent 11/29/18 Lord Abbett Series Fund Inc N-Q 9/30/18 2:4.3M Command Financial → Bond-Debenture Portfolio ⇒ Class VC → Classic Stock Portfolio ⇒ Class VC → Developing Growth Portfolio ⇒ Class VC → Dividend Growth Portfolio ⇒ Class VC → Fundamental Equity Portfolio ⇒ Class VC → Growth & Income Portfolio ⇒ Class VC → Growth Opportunities Portfolio ⇒ Class VC → International Equity Portfolio ⇒ Class VC → International Opportunities Portfolio ⇒ Class VC → Mid Cap Stock Portfolio ⇒ Class VC → Short Duration Income Portfolio ⇒ Class VC → Total Return Portfolio ⇒ Class VC |
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number: 811-05876
LORD ABBETT SERIES FUND, INC.
(Exact name of Registrant as specified in charter)
90 Hudson Street, Jersey City, NJ 07302
(Address of principal executive offices) (Zip code)
John T. Fitzgerald, Esq., Vice President & Assistant Secretary
90 Hudson Street, Jersey City, NJ 07302
(Name and address of agent for service)
Registrant’s telephone number, including area code: (800) 201-6984
Date of fiscal year end: 12/31
Date of reporting period: 9/30/2018
C:Item 1: | Schedule of Investments. |
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
LONG-TERM INVESTMENTS 101.03% | ||||||||||||||
ASSET-BACKED SECURITIES 2.14% | ||||||||||||||
Automobiles 0.19% | ||||||||||||||
ACC Trust 2018-1 B† | 4.82 | % | 5/20/2021 | $ | 582 | $ | 581,374 | |||||||
ACC Trust 2018-1 C† | 6.81 | % | 2/21/2023 | 500 | 499,300 | |||||||||
TCF Auto Receivables Owner Trust 2016-1A B† | 2.32 | % | 6/15/2022 | 979 | 956,459 | |||||||||
Westlake Automobile Receivables Trust 2016-3A B† | 2.07 | % | 12/15/2021 | 188 | 187,473 | |||||||||
Total | 2,224,606 | |||||||||||||
Other 1.95% | ||||||||||||||
ALM XIX Ltd. 2016-19A C† | 6.689%(3 Mo. LIBOR + 4.35%) | # | 7/15/2028 | 462 | 465,663 | |||||||||
AMMC CLO XII Ltd. 2013-12A DR† | 5.041%(3 Mo. LIBOR + 2.47%) | # | 11/10/2030 | 391 | 390,666 | |||||||||
Anchorage Capital CLO 9 Ltd. 2016-9A D† | 6.339%(3 Mo. LIBOR + 4.00%) | # | 1/15/2029 | 1,150 | 1,154,914 | |||||||||
Ascentium Equipment Receivables Trust 2016-2A B† | 2.50 | % | 9/12/2022 | 417 | 413,198 | |||||||||
Conn’s Receivables Funding LLC 2017-B C† | 5.95 | % | 11/15/2022 | 2,250 | 2,282,062 | |||||||||
Engs Commercial Finance Trust 2016-1A A2† | 2.63 | % | 2/22/2022 | 512 | 506,338 | |||||||||
Hardee’s Funding LLC 2018-1A AII† | 4.959 | % | 6/20/2048 | 3,340 | 3,345,645 | |||||||||
Jamestown CLO VII Ltd. 2015-7A BR† | 3.985%(3 Mo. LIBOR + 1.65%) | # | 7/25/2027 | 1,202 | 1,182,361 | |||||||||
Mountain View CLO X Ltd. 2015-10A BR† | 3.687%(3 Mo. LIBOR + 1.35%) | # | 10/13/2027 | 1,336 | 1,337,510 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A A1† | 2.939%(3 Mo. LIBOR + .60%) | # | 4/15/2026 | 2,461 | 2,458,535 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A A2† | 3.389%(3 Mo. LIBOR + 1.05%) | # | 4/15/2026 | 884 | 862,641 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A B† | 3.739%(3 Mo. LIBOR + 1.40%) | # | 4/15/2026 | 670 | 647,835 | |||||||||
Planet Fitness Master Issuer LLC 2018-1A A2I† | 4.262 | % | 9/5/2048 | 1,555 | 1,555,284 | |||||||||
Planet Fitness Master Issuer LLC 2018-1A A2II† | 4.666 | % | 9/5/2048 | 1,944 | 1,927,852 | |||||||||
Sound Point CLO XI Ltd. 2016-1A D† | 6.998%(3 Mo. LIBOR + 4.65%) | # | 7/20/2028 | 2,000 | 2,006,531 | |||||||||
Voya CLO Ltd. 2016-2A C† | 6.592%(3 Mo. LIBOR + 4.25%) | # | 7/19/2028 | 750 | 751,461 | |||||||||
West CLO Ltd. 2014-2A BR† | 4.089%(3 Mo. LIBOR + 1.75%) | # | 1/16/2027 | 459 | 459,783 | |||||||||
Westcott Park CLO Ltd. 2016-1A D† | 6.698%(3 Mo. LIBOR + 4.35%) | # | 7/20/2028 | 850 | 863,429 | |||||||||
Total | 22,611,708 | |||||||||||||
Total Asset-Backed Securities (cost $24,757,911) | 24,836,314 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||
COMMON STOCKS 15.75% | ||||||||
Aerospace/Defense 0.49% | ||||||||
Boeing Co. (The) | 3 | $ | 1,143,592 | |||||
HEICO Corp. | 39 | 3,625,867 | ||||||
Teledyne Technologies, Inc.* | 4 | 910,496 | ||||||
Total | 5,679,955 | |||||||
Air Transportation 0.10% | ||||||||
Alaska Air Group, Inc. | 17 | 1,170,620 | ||||||
Auto Parts & Equipment 0.14% | ||||||||
Chassix Holdings, Inc. | 59 | 1,576,087 | ||||||
Banking 0.70% | ||||||||
American Express Co. | 21 | 2,276,543 | ||||||
Glacier Bancorp, Inc. | 26 | 1,098,795 | ||||||
SVB Financial Group* | 9 | 2,847,514 | ||||||
TCF Financial Corp. | 82 | 1,949,682 | ||||||
Total | 8,172,534 | |||||||
Beverages 0.20% | ||||||||
Brown-Forman Corp. Class B | 12 | 602,455 | ||||||
Remy Cointreau SA(a) | EUR | 4 | 567,195 | |||||
Treasury Wine Estates Ltd.(a) | AUD | 90 | 1,138,445 | |||||
Total | 2,308,095 | |||||||
Building Materials 0.20% | ||||||||
Simpson Manufacturing Co., Inc. | 32 | 2,317,416 | ||||||
Chemicals 0.25% | ||||||||
CF Industries Holdings, Inc. | 33 | 1,789,334 | ||||||
Ecolab, Inc. | 7 | 1,151,706 | ||||||
Total | 2,941,040 | |||||||
Discount Stores 0.28% | ||||||||
Amazon.com, Inc.* | — | (b) | 1,360,037 | |||||
Target Corp. | 21 | 1,862,731 | ||||||
Total | 3,222,768 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||
Diversified Capital Goods 0.83% | ||||||||
Acuity Brands, Inc. | 17 | $ | 2,656,366 | |||||
Dover Corp. | 33 | 2,890,504 | ||||||
Fortive Corp. | 14 | 1,199,850 | ||||||
Ingersoll-Rand plc | 12 | 1,196,910 | ||||||
Textron, Inc. | 25 | 1,751,015 | ||||||
Total | 9,694,645 | |||||||
Electric: Generation 0.10% | ||||||||
Vistra Energy Corp.* | 49 | 1,206,680 | ||||||
Electric: Integrated 0.10% | ||||||||
OGE Energy Corp. | 31 | 1,115,133 | ||||||
Electronics 0.13% | ||||||||
Zebra Technologies Corp. Class A* | 8 | 1,485,549 | ||||||
Energy: Exploration & Production 0.21% | ||||||||
Chaparral Energy, Inc. Class A* | 48 | 845,055 | ||||||
Chaparral Energy, Inc. Class B* | 12 | 215,443 | ||||||
MEG Energy Corp.*(a) | CAD | 215 | 1,334,970 | |||||
Templar Energy LLC Class A Units | 46 | 46,219 | ||||||
Total | 2,441,687 | |||||||
Environmental 0.30% | ||||||||
Clean Harbors, Inc.* | 17 | 1,245,277 | ||||||
Republic Services, Inc. | 15 | 1,121,071 | ||||||
Tetra Tech, Inc. | 16 | 1,121,418 | ||||||
Total | 3,487,766 | |||||||
Food: Wholesale 0.44% | ||||||||
Campbell Soup Co. | 29 | 1,052,307 | ||||||
Lamb Weston Holdings, Inc. | 17 | 1,158,573 | ||||||
McCormick & Co., Inc. | 22 | 2,939,606 | ||||||
Total | 5,150,486 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||
Gas Distribution 0.30% | ||||||||
ONE Gas, Inc. | 14 | $ | 1,160,148 | |||||
ONEOK, Inc. | 34 | 2,273,473 | ||||||
Total | 3,433,621 | |||||||
Health Services 0.71% | ||||||||
Bio-Techne Corp. | 16 | 3,296,173 | ||||||
HealthEquity, Inc.* | 13 | 1,193,720 | ||||||
Illumina, Inc.* | 7 | 2,509,956 | ||||||
PRA Health Sciences, Inc.* | 11 | 1,245,147 | ||||||
Total | 8,244,996 | |||||||
Insurance Brokerage 0.10% | ||||||||
Aon plc (United Kingdom)(c) | 8 | 1,153,350 | ||||||
Integrated Energy 0.15% | ||||||||
ConocoPhillips | 23 | 1,764,720 | ||||||
Investments & Miscellaneous Financial Services 0.10% | ||||||||
FactSet Research Systems, Inc. | 5 | 1,107,364 | ||||||
Machinery 0.83% | ||||||||
Chart Industries, Inc.* | 23 | 1,778,875 | ||||||
Gates Industrial Corp. plc* | 66 | 1,285,050 | ||||||
Proto Labs, Inc.* | 20 | 3,170,785 | ||||||
Roper Technologies, Inc. | 11 | 3,383,903 | ||||||
Total | 9,618,613 | |||||||
Media: Content 0.43% | ||||||||
AMC Networks, Inc. Class A* | 19 | 1,250,841 | ||||||
Discovery, Inc. Class A* | 39 | 1,233,152 | ||||||
Netflix, Inc.* | 7 | 2,479,733 | ||||||
Total | 4,963,726 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||
Medical Products 0.80% | ||||||||
Align Technology, Inc.* | 8 | $ | 3,206,830 | |||||
IDEXX Laboratories, Inc.* | 7 | 1,792,809 | ||||||
Intuitive Surgical, Inc.* | 5 | 3,120,264 | ||||||
Straumann Holding AG(a) | CHF | 2 | 1,127,980 | |||||
Total | 9,247,883 | |||||||
Oil Field Equipment & Services 0.11% | ||||||||
Oceaneering International, Inc.* | 47 | 1,293,640 | ||||||
Packaging 0.22% | ||||||||
AptarGroup, Inc. | 24 | 2,536,415 | ||||||
Personal & Household Products 0.12% | ||||||||
LVMH Moet Hennessy Louis Vuitton SE(a) | EUR | 3 | 1,203,845 | |||||
Remington Outdoor Co., Inc.* | 16 | 134,120 | (d) | |||||
Total | 1,337,965 | |||||||
Pharmaceuticals 0.96% | ||||||||
Amgen, Inc. | 8 | 1,744,345 | ||||||
Biogen, Inc.* | 5 | 1,793,755 | ||||||
Canopy Growth Corp.*(a) | CAD | 45 | 2,175,712 | |||||
Eli Lilly & Co. | 16 | 1,754,197 | ||||||
Loxo Oncology, Inc.* | 22 | 3,713,332 | ||||||
Total | 11,181,341 | |||||||
Printing & Publishing 0.09% | ||||||||
S&P Global, Inc. | 6 | 1,091,058 | ||||||
Rail 0.15% | ||||||||
Genesee & Wyoming, Inc. Class A* | 19 | 1,737,090 | ||||||
Real Estate Development & Management 0.15% | ||||||||
CoStar Group, Inc.* | 4 | 1,743,540 | ||||||
Real Estate Investment Trusts 0.15% | ||||||||
Americold Realty Trust | 69 | 1,722,527 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||
Recreation & Travel 0.16% | ||||||||
Vail Resorts, Inc. | 7 | $ | 1,857,823 | |||||
Restaurants 0.82% | ||||||||
Darden Restaurants, Inc. | 11 | 1,250,887 | ||||||
Domino’s Pizza, Inc. | 9 | 2,594,830 | ||||||
Shake Shack, Inc. Class A* | 61 | 3,857,598 | ||||||
Texas Roadhouse, Inc. | 26 | 1,800,986 | ||||||
Total | 9,504,301 | |||||||
Software/Services 1.97% | ||||||||
Aspen Technology, Inc.* | 15 | 1,735,647 | ||||||
Dassault Systemes SE(a) | EUR | 9 | 1,270,625 | |||||
DocuSign, Inc.* | 22 | 1,166,844 | ||||||
Fair Isaac Corp.* | 7 | 1,694,927 | ||||||
Intuit, Inc. | 5 | 1,168,154 | ||||||
Mastercard, Inc. Class A | 8 | 1,786,668 | ||||||
MSCI, Inc. | 7 | 1,192,905 | ||||||
RingCentral, Inc.* | 19 | 1,781,535 | ||||||
ServiceNow, Inc.* | 9 | 1,762,626 | ||||||
Spotify Technology SA (Sweden)*(c) | 15 | 2,669,412 | ||||||
Trade Desk, Inc. (The) Class A* | 16 | 2,450,476 | ||||||
Twilio, Inc. Class A* | 14 | 1,183,848 | ||||||
Veeva Systems, Inc. Class A* | 17 | 1,810,290 | ||||||
WEX, Inc.* | 6 | 1,224,636 | ||||||
Total | 22,898,593 | |||||||
Specialty Retail 2.08% | ||||||||
adidas AG(a) | EUR | 5 | 1,133,972 | |||||
Canada Goose Holdings, Inc. (Canada)*(c) | 27 | 1,765,104 | ||||||
Columbia Sportswear Co. | 31 | 2,922,770 | ||||||
Five Below, Inc.* | 31 | 4,030,950 | ||||||
Lululemon Athletica, Inc. (Canada)*(c) | 25 | 4,088,736 | ||||||
Moncler SpA(a) | EUR | 55 | 2,386,224 | |||||
NIKE, Inc. Class B | 14 | 1,214,970 | ||||||
Ollie’s Bargain Outlet Holdings, Inc.* | 17 | 1,598,239 | ||||||
PRADA SpA(a) | HKD | 287 | 1,375,323 | |||||
SiteOne Landscape Supply, Inc.* | 15 | 1,097,855 | ||||||
Ulta Salon, Cosmetics & Fragrance, Inc.* | 5 | 1,295,777 | ||||||
W.W. Grainger, Inc. | 3 | 1,222,700 | ||||||
Total | 24,132,620 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Shares (000) | Fair Value | ||||||||||||
Support: Services 0.45% | ||||||||||||||
Bright Horizons Family Solutions, Inc.* | 11 | $ | 1,285,163 | |||||||||||
Cintas Corp. | 8 | 1,550,435 | ||||||||||||
TripAdvisor, Inc.* | 23 | 1,174,610 | ||||||||||||
Verisk Analytics, Inc.* | 10 | 1,181,993 | ||||||||||||
Total | 5,192,201 | |||||||||||||
Technology Hardware & Equipment 0.10% | ||||||||||||||
NVIDIA Corp. | 4 | 1,193,492 | ||||||||||||
Telecommunications: Wireless 0.14% | ||||||||||||||
American Tower Corp. | 12 | 1,670,950 | ||||||||||||
Telecommunications: Wireline Integrated & Services 0.09% | ||||||||||||||
CenturyLink, Inc. | 51 | 1,070,600 | ||||||||||||
Undefined 0.10% | ||||||||||||||
Arthur J Gallagher & Co. | 16 | 1,153,820 | ||||||||||||
Total Common Stocks (cost $163,207,863) | 182,822,710 | |||||||||||||
Interest Rate | Maturity Date | Principal Amount (000) | ||||||||||||
CONVERTIBLE BONDS 0.38% | ||||||||||||||
Automakers 0.10% | ||||||||||||||
Tesla, Inc. | 1.25 | % | 3/1/2021 | $ | 1,169 | 1,120,779 | ||||||||
Software/Services 0.11% | ||||||||||||||
RealPage, Inc. | 1.50 | % | 11/15/2022 | 821 | 1,345,425 | |||||||||
Support: Services 0.11% | ||||||||||||||
Square, Inc. | 0.375 | % | 3/1/2022 | 301 | 1,302,891 | |||||||||
Telecommunications: Satellite 0.06% | ||||||||||||||
Intelsat SA (Luxembourg)†(c) | 4.50 | % | 6/15/2025 | 377 | 699,524 | |||||||||
Total Convertible Bonds (cost $3,619,617) | 4,468,619 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
FLOATING RATE LOANS(e) 6.69% | ||||||||||||||
Building Materials 0.15% | ||||||||||||||
Forterra Finance, LLC Replacement Term Loan | 5.242%(1 Mo. LIBOR + 3.00%) | 10/25/2023 | $ | 1,802 | $ | 1,730,791 | ||||||||
Cable & Satellite Television 0.22% | ||||||||||||||
Altice France S.A. Incremental Term Loan (France)(c) | 6.158%(1 Mo. LIBOR +4.00%) | 8/14/2026 | 2,559 | 2,544,375 | ||||||||||
Commercial Services 0.10% | ||||||||||||||
Grizzly Acquisitions Inc. Term Loan B | — | (f) | 9/21/2025 | 1,170 | 1,176,655 | (g) | ||||||||
Consumer/Commercial/Lease Financing 0.10% | ||||||||||||||
Blackhawk Network Holdings, Inc. 1st Lien Term Loan | 5.386%(3 Mo. LIBOR + 3.00%) | 6/15/2025 | 1,148 | 1,156,636 | ||||||||||
Department Stores 0.31% | ||||||||||||||
Belk, Inc. 1st Lien Closing Date Term Loan | 6.883%(1 Mo. LIBOR + 4.75%) | 12/12/2022 | 1,356 | 1,190,317 | ||||||||||
Neiman Marcus Group LTD LLC Other Term Loan | 5.37%(1 Mo. LIBOR + 3.25%) | 10/25/2020 | 2,549 | 2,373,714 | ||||||||||
Total | 3,564,031 | |||||||||||||
Diversified Capital Goods 0.20% | ||||||||||||||
Graftech International Ltd. Initial Term Loan | 5.742%(1 Mo. LIBOR + 3.50%) | 2/12/2025 | 2,277 | 2,295,677 | (g) | |||||||||
Electric: Generation 0.42% | ||||||||||||||
Frontera Generation Holdings LLC Initial Term Loan | 6.354%(1 Mo. LIBOR + 4.25%) | 5/2/2025 | 1,138 | 1,147,395 | ||||||||||
Lightstone Holdco LLC Refinancing Term Loan B | 5.992%(1 Mo. LIBOR + 3.75%) | 1/30/2024 | 2,526 | 2,512,075 | ||||||||||
Lightstone Holdco LLC Refinancing Term Loan C | 5.992%(1 Mo. LIBOR + 3.75%) | 1/30/2024 | 136 | 134,922 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Electric: Generation (continued) | ||||||||||||||
Moxie Patriot LLC Construction Advances Term Loan B1 | 8.136%(3 Mo. LIBOR + 5.75%) | 12/19/2020 | $ | 142 | $ | 141,090 | ||||||||
Moxie Patriot LLC Construction Advances Term Loan B2 | 8.136%(3 Mo. LIBOR + 5.75%) | 12/19/2020 | 1,006 | 999,151 | ||||||||||
Total | 4,934,633 | |||||||||||||
Electronics 0.12% | ||||||||||||||
EXC Holdings III Corp. 1st Lien Initial Dollar Term Loan | 5.886%(3 Mo. LIBOR + 3.50%) | 12/2/2024 | 1,387 | 1,398,223 | ||||||||||
Energy: Exploration & Production 0.11% | ||||||||||||||
California Resources Corp. Initial Term Loan | 6.962%(1 Mo. LIBOR + 4.75%) | 12/31/2022 | 1,220 | 1,243,888 | ||||||||||
Food: Wholesale 0.08% | ||||||||||||||
H-Food Holdings, LLC Initial Term Loan | 5.242%(1 Mo. LIBOR + 3.00%) | 5/23/2025 | 982 | 979,611 | ||||||||||
Gaming 0.19% | ||||||||||||||
Cowlitz Tribal Gaming Authority Term Loan B | 12.742%(1 Mo. LIBOR + 10.50%) | 12/6/2021 | 2,100 | 2,241,216 | (g) | |||||||||
Hotels 0.10% | ||||||||||||||
Wyndham Hotels & Resorts, Inc. Term Loan B | 3.992%(1 Mo. LIBOR + 1.75%) | 5/30/2025 | 1,162 | 1,166,601 | ||||||||||
Insurance Brokerage 0.14% | ||||||||||||||
Hub International Limited Initial Term Loan | 5.335%(3 Mo. LIBOR + 3.00%) | 4/25/2025 | 1,611 | 1,616,182 | ||||||||||
Investments & Miscellaneous Financial Services 0.28% | ||||||||||||||
Edelman Financial Center, LLC 1st Lien Initial Term Loan | 5.592%(3 Mo. LIBOR + 3.25%) | 7/21/2025 | 1,149 | 1,160,732 | ||||||||||
Vertafore, Inc. 1st Lien Initial Term Loan | 5.492%(1 Mo. LIBOR + 3.25%) | 7/2/2025 | 1,695 | 1,704,013 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Investments & Miscellaneous Financial Services (continued) | ||||||||||||||
VFH Parent LLC Term Loan B2 | 5.089%(3 Mo. LIBOR + 2.75%) | 12/30/2021 | $ | 387 | $ | 390,778 | ||||||||
Total | 3,255,523 | |||||||||||||
Media: Diversified 0.11% | ||||||||||||||
UFC Holdings, LLC 2nd Lien Term Loan | 9.742%(1 Mo. LIBOR + 7.50%) | 8/18/2024 | 1,231 | 1,247,545 | ||||||||||
Oil Field Equipment & Services 0.23% | ||||||||||||||
Apergy Corp. Initial Term Loan | 4.75%(2 Mo. LIBOR + 2.50%) | 5/9/2025 | 2,701 | 2,719,800 | ||||||||||
Personal & Household Products 0.57% | ||||||||||||||
Anastasia Parent, LLC Closing Date Term Loan | 5.883%(3 Mo. LIBOR + 3.75%) | 8/11/2025 | 1,154 | 1,147,988 | ||||||||||
Britax U.S. Holdings Inc. Initial Dollar Term Loan | 5.886%(3 Mo. LIBOR + 3.50%) | 10/15/2020 | 1,880 | 1,497,700 | ||||||||||
Energizer Holdings, Inc. Bridge Term Loan | — | (f) | 5/18/2019 | 910 | 910,000 | |||||||||
FGI Operating Company, LLC Exit Term Loan | 12.314%(3 Mo. LIBOR + 10.00%) | 5/15/2022 | 99 | 98,751 | (g) | |||||||||
Gibson Brands, Inc. Term Loan | 11.104%(1 Mo. LIBOR + 9.00%)- 11.242% | 5/1/2019 | 713 | 722,248 | (g) | |||||||||
Revlon Consumer Products Corp. Initial Term Loan B | 5.812% (1 Mo. LIBOR + 3.50%)- 5.886% | 9/7/2023 | 1,421 | 1,088,327 | ||||||||||
TGP Holdings III LLC 1st Lien Refinancing Term Loan | — | (f) | 9/25/2024 | 1,151 | 1,128,141 | |||||||||
Total | 6,593,155 | |||||||||||||
Recreation & Travel 0.38% | ||||||||||||||
Alterra Mountain Company Term Loan B | — | (f) | 7/31/2024 | 105 | 105,109 | |||||||||
Intrawest Resorts Holdings, Inc. Initial Bluebird Term Loan | 5.242%(1 Mo. LIBOR + 3.00%) | 7/31/2024 | 2,072 | 2,078,557 | ||||||||||
Kingpin Intermediate Holdings LLC 1st Lien Refinancing Term Loan | 5.75%(1 Mo. LIBOR + 3.50%) | 7/3/2024 | 1,187 | 1,196,237 | ||||||||||
Silk Bidco AS Facility Term Loan B(a) | 4.00%(6 Mo. Euribor + 4.00%) | 2/24/2025 | EUR | 897 | 1,049,273 | |||||||||
Total | 4,429,176 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Restaurants 0.34% | ||||||||||||||
CEC Entertainment, Inc. Term Loan B | 5.492%(1 Mo. LIBOR + 3.25%) | 2/12/2021 | $ | 1,251 | $ | 1,214,263 | ||||||||
IRB Holding Corp. Term Loan B | 5.46%(1 Mo. LIBOR + 3.25%) | 2/5/2025 | 1,227 | 1,229,908 | ||||||||||
Panera Bread Company Term Loan | 3.938%(1 Mo. LIBOR + 1.75%) | 7/18/2022 | 1,531 | 1,496,132 | ||||||||||
Total | 3,940,303 | |||||||||||||
Software/Services 0.71% | ||||||||||||||
Marketo, Inc. Term Loan | 5.593%(3 Mo. LIBOR + 3.25%) | 2/7/2025 | 2,315 | 2,320,985 | ||||||||||
Rackspace Hosting, Inc. 1st Lien Term Loan B | 5.348%(3 Mo. LIBOR + 3.00%) | 11/3/2023 | 1,173 | 1,159,689 | ||||||||||
SS&C Technologies Holdings, Inc. Term Loan B3 | 4.492%(1 Mo. LIBOR + 2.25%) | 4/16/2025 | 3,383 | 3,390,534 | ||||||||||
SS&C Technologies Holdings, Inc. Term Loan B4 (Luxembourg)(c) | 4.492%(1 Mo. LIBOR + 2.25%) | 4/16/2025 | 1,313 | 1,315,803 | ||||||||||
Total | 8,187,011 | |||||||||||||
Specialty Retail 0.97% | ||||||||||||||
Academy, LTD. Initial Term Loan | 6.104%(3 Mo. LIBOR + 4.00%) | 7/1/2022 | 1,377 | 1,074,680 | ||||||||||
Ascena Retail Group, Inc. Tranche B Term Loan | — | (f) | 8/21/2022 | 884 | 857,953 | |||||||||
Bass Pro Group, LLC Initial Term Loan | 7.242%(1 Mo. LIBOR + 5.00%) | 9/25/2024 | 549 | 555,102 | ||||||||||
BJ’s Wholesale Club, Inc. 1st Lien Tranche B Term Loan | 5.148%(1 Mo. LIBOR + 3.00%) | 2/3/2024 | 1,648 | 1,659,904 | ||||||||||
Boardriders, Inc. Initial Term Loan | 8.742%(1 Mo. LIBOR + 6.50%) | 4/23/2024 | 1,394 | 1,411,797 | ||||||||||
EG Group Limited Additional Facility B Term Loan (United Kingdom)(c) | 6.386%(3 Mo. LIBOR + 4.00%) | 2/7/2025 | 713 | 715,087 | ||||||||||
EG Group Limited Additional Facility Term Loan (United Kingdom)(c) | 6.386%(3 Mo. LIBOR +4.00%) | 2/7/2025 | 880 | 883,140 | ||||||||||
J. Crew Group, Inc. Amended Term Loan | 5.451% (3 Mo. LIBOR + 3.22%)- 5.606% | 3/5/2021 | 1,476 | 1,347,349 | ||||||||||
Mavis Tire Express Services Corp. 1st Lien Closing Date Term Loan | 5.415%(1 Mo. LIBOR + 3.25%) | 3/20/2025 | 2,003 | 1,999,606 | ||||||||||
Mavis Tire Express Services Corp. 1st Lien Delayed Draw Term Loan | 1.00% (1 Mo. LIBOR + 3.25%)- 5.415% | 3/20/2025 | 322 | 321,847 | ||||||||||
Men’s Wearhouse, Inc. (The) Tranche B2 Term Loan | 5.604%(1 Mo. LIBOR + 3.50%) | 4/9/2025 | 436 | 437,582 | ||||||||||
Total | 11,264,047 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Support: Services 0.52% | ||||||||||||||
AVSC Holding Corp. 1st Lien Initial Term Loan | 5.459% (3 Mo. LIBOR +3.25%)- 5.636% | 3/3/2025 | $ | 1,160 | $ | 1,154,189 | ||||||||
Pike Corp. Initial Term Loan | 5.75%(1 Mo. LIBOR + 3.50%) | 3/23/2025 | 809 | 817,079 | ||||||||||
Southern Graphics Inc. 1st Lien Refinancing Term Loan | 5.465%(1 Mo. LIBOR + 3.25%) | 12/31/2022 | 1,738 | 1,741,844 | ||||||||||
Trans Union LLC 2018 Incremental Term Loan B4 | 4.242%(1 Mo. LIBOR +2.00%) | 6/19/2025 | 1,172 | 1,177,067 | ||||||||||
York Risk Services Holding Corp. Term Loan | 5.992%(1 Mo. LIBOR + 3.75%) | 10/1/2021 | 1,163 | 1,129,725 | ||||||||||
Total | 6,019,904 | |||||||||||||
Telecommunications: Satellite 0.10% | ||||||||||||||
Intelsat Jackson Holdings S.A. Tranche B5 Term Loan (Luxembourg)(c) | 6.625 | % | 1/2/2024 | 1,148 | 1,199,175 | |||||||||
Theaters & Entertainment 0.15% | ||||||||||||||
SeaWorld Parks & Entertainment, Inc. Term Loan B5 | 5.242%(1 Mo. LIBOR + 3.00%) | 4/1/2024 | 1,723 | 1,723,080 | ||||||||||
Transportation: Infrastructure/Services 0.09% | ||||||||||||||
Commercial Barge Line Co. Initial Term Loan | 10.992%(1 Mo. LIBOR + 8.75%) | 11/12/2020 | 1,348 | 1,047,745 | ||||||||||
Total Floating Rate Loans (cost $77,235,638) | 77,674,983 | |||||||||||||
FOREIGN BOND(a) 0.21% | ||||||||||||||
Netherlands | ||||||||||||||
Hema Bondco I BV† (cost $2,627,890) | 6.25%(3 Mo. Euribor + 6.25%) | # | 7/15/2022 | EUR | 2,291 | 2,427,219 | ||||||||
FOREIGN GOVERNMENT OBLIGATIONS 2.77% | ||||||||||||||
Argentina 0.89% | ||||||||||||||
City of Buenos Aires†(c) | 7.50 | % | 6/1/2027 | $ | 1,475 | 1,333,400 | ||||||||
City of Buenos Aires†(c) | 8.95 | % | 2/19/2021 | 1,275 | 1,281,375 | |||||||||
Province of Santa Fe†(c) | 6.90 | % | 11/1/2027 | 1,601 | 1,277,006 | |||||||||
Provincia de Cordoba†(c) | 7.125 | % | 6/10/2021 | 1,292 | 1,208,020 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Argentina (continued) | ||||||||||||||
Provincia de Cordoba†(c) | 7.45 | % | 9/1/2024 | $ | 447 | $ | 385,627 | |||||||
Provincia de Mendoza†(c) | 8.375 | % | 5/19/2024 | 2,487 | 2,194,802 | |||||||||
Provincia of Neuquen †(c) | 8.625 | % | 5/12/2028 | 207 | 191,993 | |||||||||
Republic of Argentina(c) | 5.625 | % | 1/26/2022 | 1,184 | 1,072,408 | |||||||||
Republic of Argentina(c) | 6.875 | % | 4/22/2021 | 1,393 | 1,336,249 | |||||||||
Total | 10,280,880 | |||||||||||||
Australia 0.14% | ||||||||||||||
Australian Government(a) | 4.25 | % | 4/21/2026 | AUD | 2,084 | 1,682,273 | ||||||||
Bermuda 0.22% | ||||||||||||||
Government of Bermuda† | 4.138 | % | 1/3/2023 | $ | 1,350 | 1,374,840 | ||||||||
Government of Bermuda† | 4.854 | % | 2/6/2024 | 1,175 | 1,228,533 | |||||||||
Total | 2,603,373 | |||||||||||||
Canada 0.20% | ||||||||||||||
Province of British Columbia Canada(a) | 2.85 | % | 6/18/2025 | CAD | 3,000 | 2,329,555 | ||||||||
Dominican Republic 0.03% | ||||||||||||||
Dominican Republic†(a) | 8.90 | % | 2/15/2023 | DOP | 16,150 | 321,623 | ||||||||
El Salvador 0.14% | ||||||||||||||
Republic of EI Salvador†(c) | 6.375 | % | 1/18/2027 | $ | 1,751 | 1,645,940 | ||||||||
Greece 0.16% | ||||||||||||||
Hellenic Republic†(a) | 4.375 | % | 8/1/2022 | EUR | 1,500 | 1,819,267 | ||||||||
Honduras 0.10% | ||||||||||||||
Honduras Government†(c) | 6.25 | % | 1/19/2027 | $ | 1,108 | 1,142,736 | ||||||||
Jamaica 0.31% | ||||||||||||||
Government of Jamaica(c) | 6.75 | % | 4/28/2028 | 2,073 | 2,256,979 | |||||||||
Government of Jamaica(c) | 8.00 | % | 3/15/2039 | 1,110 | 1,282,194 | |||||||||
Total | 3,539,173 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Paraguay 0.10% | ||||||||||||||
Republic of Paraguay†(c) | 5.60 | % | 3/13/2048 | $ | 1,152 | $ | 1,149,120 | |||||||
Turkey 0.11% | ||||||||||||||
Republic of Turkey(a) | 3.25 | % | 6/14/2025 | EUR | 1,235 | 1,312,310 | ||||||||
United Arab Emirates 0.15% | ||||||||||||||
Abu Dhabi Government International†(c) | 3.125 | % | 5/3/2026 | $ | 1,805 | 1,728,288 | ||||||||
Uruguay 0.22% | ||||||||||||||
Republic of Uruguay†(a) | 8.50 | % | 3/15/2028 | UYU | 40,699 | 1,071,689 | ||||||||
Uruguay Monetary Regulation Bill(a) | Zero Coupon | 5/3/2019 | UYU | 52,404 | 1,490,699 | |||||||||
Total | 2,562,388 | |||||||||||||
Total Foreign Government Obligations (cost $32,971,578) | 32,116,926 | |||||||||||||
Government Sponsored Enterprises Pass-Throughs 3.63% | ||||||||||||||
Federal National Mortgage Assoc.(h) | 3.50 | % | TBA | $ | 16,600 | 16,336,909 | ||||||||
Federal National Mortgage Assoc.(h) | 4.50 | % | TBA | 25,000 | 25,793,946 | |||||||||
Total Government Sponsored Enterprises Pass-Throughs (cost $42,327,489) | 42,130,855 | |||||||||||||
HIGH YIELD CORPORATE BONDS 65.17% | ||||||||||||||
Advertising 0.19% | ||||||||||||||
Clear Channel Worldwide Holdings, Inc. | 6.50 | % | 11/15/2022 | 1,579 | 1,619,059 | |||||||||
Lamar Media Corp. | 5.75 | % | 2/1/2026 | 566 | 588,974 | |||||||||
Total | 2,208,033 | |||||||||||||
Aerospace/Defense 0.77% | ||||||||||||||
BBA US Holdings, Inc.† | 5.375 | % | 5/1/2026 | 1,006 | 1,012,287 | |||||||||
Bombardier, Inc. (Canada)†(c) | 7.50 | % | 12/1/2024 | 1,704 | 1,801,980 | |||||||||
Bombardier, Inc.(Canada)†(c) | 7.50 | % | 3/15/2025 | 4,079 | 4,226,864 | |||||||||
United Technologies Corp. | 4.125 | % | 11/16/2028 | 1,159 | 1,153,564 | |||||||||
United Technologies Corp. | 4.625 | % | 11/16/2048 | 724 | 726,958 | |||||||||
Total | 8,921,653 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Air Transportation 0.55% | ||||||||||||||
Air Canada (Canada)†(c) | 7.75 | % | 4/15/2021 | $ | 1,140 | $ | 1,242,600 | |||||||
Air Canada 2013-1 Class A Pass Through Trust (Canada)†(c) | 4.125 | % | 11/15/2026 | 827 | 831,135 | |||||||||
American Airlines 2013-2 Class B Pass-Through Trust† | 5.60 | % | 1/15/2022 | 577 | 588,785 | |||||||||
Azul Investments LLP† | 5.875 | % | 10/26/2024 | 2,441 | 2,121,131 | |||||||||
British Airways 2018-1 Class A Pass Through Trust (United Kingdom)†(c) | 4.125 | % | 3/20/2033 | 782 | 774,302 | |||||||||
British Airways 2018-1 Class AA Pass Through Trust (United Kingdom)†(c) | 3.80 | % | 3/20/2033 | 801 | 801,833 | |||||||||
Total | 6,359,786 | |||||||||||||
Auto Parts & Equipment 0.21% | ||||||||||||||
Allison Transmission, Inc.† | 5.00 | % | 10/1/2024 | 1,250 | 1,246,875 | |||||||||
Navistar International Corp.† | 6.625 | % | 11/1/2025 | 1,112 | 1,162,040 | |||||||||
Total | 2,408,915 | |||||||||||||
Automakers 0.45% | ||||||||||||||
Tesla, Inc.† | 5.30 | % | 8/15/2025 | 6,126 | 5,184,128 | |||||||||
Banking 4.88% | ||||||||||||||
ABN AMRO Bank NV (Netherlands)†(c) | 4.75 | % | 7/28/2025 | 1,692 | 1,699,600 | |||||||||
Ally Financial, Inc. | 8.00 | % | 11/1/2031 | 1,957 | 2,380,201 | |||||||||
American Express Co. | 3.40 | % | 2/27/2023 | 1,891 | 1,863,274 | |||||||||
ANZ New Zealand Int’l Ltd. (United Kingdom)†(c) | 2.125 | % | 7/28/2021 | 1,510 | 1,449,084 | |||||||||
Associated Banc-Corp. | 4.25 | % | 1/15/2025 | 1,000 | 995,948 | |||||||||
Astoria Financial Corp. | 3.50 | % | 6/8/2020 | 1,393 | 1,388,873 | |||||||||
Australia & New Zealand Banking Group Ltd. (United Kingdom)†(c) | 6.75%(USD Swap + 5.17%) | # | — | (i) | 1,415 | 1,468,063 | ||||||||
Banco de Galicia y Buenos Aires SA (Argentina)†(c) | 8.25%(5 Yr Treasury Note CMT + 7.16%) | # | 7/19/2026 | 1,400 | 1,323,000 | |||||||||
Banco Safra SA† | 4.125 | % | 2/8/2023 | 1,768 | 1,690,650 | |||||||||
Bank of America Corp. | 4.45 | % | 3/3/2026 | 1,137 | 1,139,557 | |||||||||
Bank of Ireland Group plc (Ireland)†(c) | 4.50 | % | 11/25/2023 | 1,526 | 1,525,200 | |||||||||
BankUnited, Inc. | 4.875 | % | 11/17/2025 | 2,525 | 2,567,341 | |||||||||
CIT Group, Inc. | 5.25 | % | 3/7/2025 | 603 | 616,568 | |||||||||
CIT Group, Inc. | 6.125 | % | 3/9/2028 | 1,056 | 1,106,160 | |||||||||
Citigroup, Inc. | 4.45 | % | 9/29/2027 | 1,164 | 1,151,149 | |||||||||
Comerica, Inc. | 3.80 | % | 7/22/2026 | 1,258 | 1,212,397 | |||||||||
Commonwealth Bank of Australia (Australia)†(c) | 4.50 | % | 12/9/2025 | 2,144 | 2,126,799 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Banking (continued) | ||||||||||||||
Compass Bank | 3.875 | % | 4/10/2025 | $ | 2,353 | $ | 2,260,097 | |||||||
Credit Suisse Group AG (Switzerland)†(c) | 7.50%(5 Yr Swap rate + 4.60%) | # | — | (i) | 1,075 | 1,133,985 | ||||||||
Fifth Third Bancorp | 8.25 | % | 3/1/2038 | 708 | 967,171 | |||||||||
Goldman Sachs Group, Inc. (The) | 3.50 | % | 11/16/2026 | 1,520 | 1,443,227 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.75 | % | 10/1/2037 | 1,600 | 1,925,708 | |||||||||
Home BancShares, Inc. | 5.625%(3 Mo. LIBOR + 3.58%) | # | 4/15/2027 | 2,396 | 2,457,360 | |||||||||
Huntington Bancshares, Inc. | 5.70 | %#(j) | — | (i) | 1,217 | 1,208,633 | ||||||||
JPMorgan Chase & Co. | 3.54%(3 Mo. LIBOR + 1.38%) | # | 5/1/2028 | 1,306 | 1,246,709 | |||||||||
JPMorgan Chase & Co. | 6.10%(3 Mo. LIBOR + 3.33%) | # | — | (i) | 1,088 | 1,127,440 | ||||||||
Lloyds Banking Group plc (United Kingdom)(c) | 7.50%(5 Yr Swap rate + 4.76%) | # | — | (i) | 1,519 | 1,570,266 | ||||||||
Macquarie Bank Ltd. (United Kingdom)†(c) | 6.125%(5 Yr Swap rate + 3.70%) | # | — | (i) | 1,994 | 1,824,510 | ||||||||
Morgan Stanley | 3.125 | % | 7/27/2026 | 2,144 | 1,998,443 | |||||||||
Morgan Stanley | 3.625 | % | 1/20/2027 | 776 | 745,497 | |||||||||
Popular, Inc. | 6.125 | % | 9/14/2023 | 1,273 | 1,291,942 | |||||||||
Royal Bank of Scotland Group plc (United Kingdom)(c) | 6.10 | % | 6/10/2023 | 1,517 | 1,581,045 | |||||||||
Royal Bank of Scotland Group plc (United Kingdom)(c) | 7.50%(5 Yr Swap rate + 5.80%) | # | — | (i) | 2,235 | 2,293,669 | ||||||||
Royal Bank of Scotland Group plc (United Kingdom)(c) | 8.625%(5 Yr Swap rate + 7.60%) | # | — | (i) | 1,071 | 1,149,986 | ||||||||
SVB Financial Group | 3.50 | % | 1/29/2025 | 999 | 966,861 | |||||||||
Turkiye Vakiflar Bankasi TAO (Turkey)†(c) | 5.75 | % | 1/30/2023 | 1,873 | 1,609,741 | |||||||||
UBS Group Funding Switzerland AG (Switzerland)(c) | 7.00%(5 Yr Swap rate + 4.87%) | # | — | (i) | 1,000 | 1,064,188 | ||||||||
Washington Mutual Bank(k) | 6.875 | % | 6/15/2011 | 1,250 | 125 | (l) | ||||||||
Zions Bancorp N.A. | 3.50 | % | 8/27/2021 | 1,060 | 1,054,516 | |||||||||
Total | 56,624,983 | |||||||||||||
Beverages 0.88% | ||||||||||||||
Bacardi Ltd.† | 2.75 | % | 7/15/2026 | 1,749 | 1,524,194 | |||||||||
Bacardi Ltd.† | 4.70 | % | 5/15/2028 | 2,538 | 2,523,014 | |||||||||
Becle SAB de CV (Mexico)†(c) | 3.75 | % | 5/13/2025 | 1,438 | 1,380,778 | |||||||||
Brown-Forman Corp. | 3.50 | % | 4/15/2025 | 797 | 789,374 | |||||||||
Brown-Forman Corp. | 4.50 | % | 7/15/2045 | 1,572 | 1,653,982 | |||||||||
Coca-Cola Icecek AS (Turkey)†(c) | 4.215 | % | 9/19/2024 | 783 | 738,186 | |||||||||
PepsiCo, Inc. | 3.60 | % | 3/1/2024 | 1,653 | 1,669,337 | |||||||||
Total | 10,278,865 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Building & Construction 1.19% | ||||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.† | 6.75 | % | 8/1/2025 | $ | 1,087 | $ | 1,019,063 | |||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.† | 6.875 | % | 2/15/2021 | 1,023 | 1,035,787 | |||||||||
Boral Finance Pty Ltd. (Australia)†(c) | 3.75 | % | 5/1/2028 | 1,306 | 1,218,619 | |||||||||
ITR Concession Co. LLC† | 5.183 | % | 7/15/2035 | 785 | 747,733 | |||||||||
Lennar Corp. | 4.75 | % | 11/15/2022 | 1,304 | 1,315,410 | |||||||||
Lennar Corp. | 4.75 | % | 5/30/2025 | 518 | 506,993 | |||||||||
Lennar Corp. | 4.75 | % | 11/29/2027 | 440 | 425,150 | |||||||||
PulteGroup, Inc. | 5.00 | % | 1/15/2027 | 1,613 | 1,534,366 | |||||||||
PulteGroup, Inc. | 6.375 | % | 5/15/2033 | 2,250 | 2,171,250 | |||||||||
Shea Homes LP/Shea Homes Funding Corp.† | 6.125 | % | 4/1/2025 | 570 | 559,313 | |||||||||
Toll Brothers Finance Corp. | 5.625 | % | 1/15/2024 | 1,000 | 1,036,250 | |||||||||
William Lyon Homes, Inc. | 5.875 | % | 1/31/2025 | 2,466 | 2,302,627 | |||||||||
Total | 13,872,561 | |||||||||||||
Building Materials 0.20% | ||||||||||||||
Hillman Group, Inc. (The)† | 6.375 | % | 7/15/2022 | 1,311 | 1,186,455 | |||||||||
Lennox International, Inc. | 3.00 | % | 11/15/2023 | 1,136 | 1,082,784 | |||||||||
Total | 2,269,239 | |||||||||||||
Cable & Satellite Television 1.56% | ||||||||||||||
Altice France SA (France)†(c) | 7.375 | % | 5/1/2026 | 3,898 | 3,916,710 | |||||||||
Altice France SA (France)†(c) | 8.125 | % | 2/1/2027 | 1,167 | 1,202,010 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.125 | % | 5/1/2027 | 2,783 | 2,645,548 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.75 | % | 2/15/2026 | 2,158 | 2,171,487 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.875 | % | 4/1/2024 | 1,035 | 1,059,581 | |||||||||
CSC Holdings LLC† | 10.875 | % | 10/15/2025 | 1,430 | 1,664,163 | |||||||||
DISH DBS Corp. | 7.75 | % | 7/1/2026 | 2,453 | 2,333,416 | |||||||||
UPCB Finance IV Ltd.† | 5.375 | % | 1/15/2025 | 1,929 | 1,931,431 | |||||||||
Ziggo BV (Netherlands)†(c) | 5.50 | % | 1/15/2027 | 1,272 | 1,196,634 | |||||||||
Total | 18,120,980 | |||||||||||||
Chemicals 1.29% | ||||||||||||||
CF Industries, Inc.† | 4.50 | % | 12/1/2026 | 2,502 | 2,488,251 | |||||||||
CF Industries, Inc. | 4.95 | % | 6/1/2043 | 253 | 224,854 | |||||||||
CF Industries, Inc. | 5.15 | % | 3/15/2034 | 422 | 404,065 | |||||||||
Chemours Co. (The) | 5.375 | % | 5/15/2027 | 647 | 625,973 | |||||||||
CVR Partners LP/CVR Nitrogen Finance Corp.† | 9.25 | % | 6/15/2023 | 1,123 | 1,199,162 | |||||||||
Eagle Intermediate Global Holding BV/Ruyi US Finance LLC (Netherlands)†(c) | 7.50 | % | 5/1/2025 | 1,124 | 1,104,330 | |||||||||
Hexion, Inc. | 6.625 | % | 4/15/2020 | 953 | 898,203 | |||||||||
International Flavors & Fragrances, Inc. | 5.00 | % | 9/26/2048 | 1,840 | 1,847,139 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Chemicals (continued) | ||||||||||||||
Mexichem SAB de CV (Mexico)†(c) | 5.50 | % | 1/15/2048 | $ | 255 | $ | 234,919 | |||||||
Mexichem SAB de CV (Mexico)†(c) | 5.875 | % | 9/17/2044 | 627 | 605,055 | |||||||||
OCI NV (Netherlands)†(c) | 6.625 | % | 4/15/2023 | 1,138 | 1,182,097 | |||||||||
Olin Corp. | 5.125 | % | 9/15/2027 | 1,181 | 1,142,617 | |||||||||
TPC Group, Inc.† | 8.75 | % | 12/15/2020 | 1,133 | 1,135,833 | |||||||||
Yingde Gases Investment Ltd. (Hong Kong)†(c) | 6.25 | % | 1/19/2023 | 1,933 | 1,875,205 | |||||||||
Total | 14,967,703 | |||||||||||||
Consumer/Commercial/Lease Financing 1.07% | ||||||||||||||
Freedom Mortgage Corp.† | 8.125 | % | 11/15/2024 | 985 | 960,375 | |||||||||
Freedom Mortgage Corp.† | 8.25 | % | 4/15/2025 | 894 | 871,650 | |||||||||
Hunt Cos., Inc.† | 6.25 | % | 2/15/2026 | 1,120 | 1,047,200 | |||||||||
Navient Corp. | 6.125 | % | 3/25/2024 | 3,319 | 3,327,297 | |||||||||
Navient Corp. | 6.75 | % | 6/25/2025 | 2,669 | 2,692,354 | |||||||||
Quicken Loans, Inc.† | 5.25 | % | 1/15/2028 | 2,480 | 2,312,600 | |||||||||
WeWork Cos., Inc.† | 7.875 | % | 5/1/2025 | 1,184 | 1,157,360 | |||||||||
Total | 12,368,836 | |||||||||||||
Department Stores 0.32% | ||||||||||||||
Kohl’s Corp. | 5.55 | % | 7/17/2045 | 2,288 | 2,202,037 | |||||||||
Seven & i Holdings Co. Ltd. (Japan)†(c) | 3.35 | % | 9/17/2021 | 1,527 | 1,527,946 | |||||||||
Total | 3,729,983 | |||||||||||||
Discount Stores 0.94% | ||||||||||||||
Amazon.com, Inc. | 3.15 | % | 8/22/2027 | 1,014 | 972,945 | |||||||||
Amazon.com, Inc. | 4.25 | % | 8/22/2057 | 2,325 | 2,330,470 | |||||||||
Amazon.com, Inc. | 4.80 | % | 12/5/2034 | 3,679 | 4,020,042 | |||||||||
Amazon.com, Inc. | 5.20 | % | 12/3/2025 | 3,295 | 3,622,034 | |||||||||
Total | 10,945,491 | |||||||||||||
Diversified Capital Goods 0.70% | ||||||||||||||
BCD Acquisition, Inc.† | 9.625 | % | 9/15/2023 | 1,028 | 1,101,245 | |||||||||
GE Capital International Funding Co. Unlimited Co. (Ireland)(c) | 4.418 | % | 11/15/2035 | 1,169 | 1,097,591 | |||||||||
Griffon Corp. | 5.25 | % | 3/1/2022 | 1,163 | 1,154,278 | |||||||||
KOC Holding AS (Turkey)†(c) | 5.25 | % | 3/15/2023 | 1,333 | 1,255,766 | |||||||||
Siemens Financieringsmaatschappij NV (Netherlands)†(c) | 3.25 | % | 5/27/2025 | 1,235 | 1,200,672 | |||||||||
SPX FLOW, Inc.† | 5.625 | % | 8/15/2024 | 873 | 881,634 | |||||||||
SPX FLOW, Inc.† | 5.875 | % | 8/15/2026 | 1,465 | 1,479,650 | |||||||||
Total | 8,170,836 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Electric: Distribution/Transportation 0.19% | ||||||||||||||
Cemig Geracao e Transmissao SA (Brazil)†(c) | 9.25 | % | 12/5/2024 | $ | 1,164 | $ | 1,203,285 | |||||||
Oklahoma Gas & Electric Co. | 4.15 | % | 4/1/2047 | 1,087 | 1,038,609 | |||||||||
Total | 2,241,894 | |||||||||||||
Electric: Generation 1.03% | ||||||||||||||
Acwa Power Management & Investments One Ltd. (Sounth Africa)†(c) | 5.95 | % | 12/15/2039 | 1,386 | 1,345,612 | |||||||||
Calpine Corp. | 5.75 | % | 1/15/2025 | 2,442 | 2,170,327 | |||||||||
Clearway Energy Operating LLC†(m) | 5.75 | % | 10/15/2025 | 1,344 | 1,359,120 | |||||||||
NextEra Energy Operating Partners LP† | 4.50 | % | 9/15/2027 | 1,709 | 1,642,776 | |||||||||
NSG Holdings LLC/NSG Holdings, Inc.† | 7.75 | % | 12/15/2025 | 1,709 | 1,882,313 | |||||||||
Rio Energy SA/UGEN SA/UENSA SA (Argentina)†(c) | 6.875 | % | 2/1/2025 | 1,631 | 1,341,498 | |||||||||
Talen Energy Supply LLC | 4.60 | % | 12/15/2021 | 965 | 829,900 | |||||||||
Vistra Operations Co. LLC† | 5.50 | % | 9/1/2026 | 1,360 | 1,377,000 | |||||||||
Total | 11,948,546 | |||||||||||||
Electric: Integrated 2.18% | ||||||||||||||
Aegea Finance Sarl (Brazil)†(c) | 5.75 | % | 10/10/2024 | 1,782 | 1,670,625 | |||||||||
AES Corp. (The) | 4.50 | % | 3/15/2023 | 1,019 | 1,022,821 | |||||||||
AES Corp. (The) | 5.125 | % | 9/1/2027 | 71 | 71,888 | |||||||||
Arizona Public Service Co. | 2.95 | % | 9/15/2027 | 1,333 | 1,245,599 | |||||||||
Ausgrid Finance Pty Ltd. (Australia)†(c) | 4.35 | % | 8/1/2028 | 1,217 | 1,212,128 | |||||||||
Black Hills Corp. | 4.35 | % | 5/1/2033 | 773 | 758,606 | |||||||||
El Paso Electric Co. | 5.00 | % | 12/1/2044 | 1,953 | 1,984,120 | |||||||||
Entergy Arkansas, Inc. | 4.00 | % | 6/1/2028 | 1,589 | 1,590,346 | |||||||||
Entergy Arkansas, Inc. | 4.95 | % | 12/15/2044 | 1,109 | 1,111,658 | |||||||||
Entergy Louisiana LLC | 4.00 | % | 3/15/2033 | 958 | 961,160 | |||||||||
Entergy Mississippi, Inc. | 2.85 | % | 6/1/2028 | 1,547 | 1,415,797 | |||||||||
Indianapolis Power & Light Co.† | 4.05 | % | 5/1/2046 | 2,203 | 2,106,661 | |||||||||
Louisville Gas & Electric Co. | 4.375 | % | 10/1/2045 | 1,017 | 1,023,248 | |||||||||
Monongahela Power Co.† | 3.55 | % | 5/15/2027 | 1,188 | 1,153,463 | |||||||||
NRG Energy, Inc.† | 5.75 | % | 1/15/2028 | 2,930 | 2,966,625 | |||||||||
Ohio Power Co. | 4.15 | % | 4/1/2048 | 2,395 | 2,373,247 | |||||||||
Puget Sound Energy, Inc. | 4.223 | % | 6/15/2048 | 1,174 | 1,179,697 | |||||||||
Puget Sound Energy, Inc. | 7.02 | % | 12/1/2027 | 314 | 381,104 | |||||||||
Rochester Gas & Electric Corp.† | 3.10 | % | 6/1/2027 | 1,113 | 1,051,148 | |||||||||
Total | 25,279,941 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Electronics 0.77% | ||||||||||||||
Nokia OYJ (Finland)(c) | 4.375 | % | 6/12/2027 | $ | 1,208 | $ | 1,165,720 | |||||||
NVIDIA Corp. | 3.20 | % | 9/16/2026 | 2,872 | 2,750,282 | |||||||||
QUALCOMM, Inc. | 4.30 | % | 5/20/2047 | 1,537 | 1,451,326 | |||||||||
Trimble, Inc. | 4.75 | % | 12/1/2024 | 2,232 | 2,262,467 | |||||||||
Xilinx, Inc. | 2.95 | % | 6/1/2024 | 1,345 | 1,278,914 | |||||||||
Total | 8,908,709 | |||||||||||||
Energy: Exploration & Production 4.32% | ||||||||||||||
Alta Mesa Holdings LP/Alta Mesa Finance Services Corp. | 7.875 | % | 12/15/2024 | 1,563 | 1,492,665 | |||||||||
Anadarko Petroleum Corp. | 6.60 | % | 3/15/2046 | 2,406 | 2,835,332 | |||||||||
California Resources Corp.† | 8.00 | % | 12/15/2022 | 3,640 | 3,480,750 | |||||||||
Canadian Natural Resources Ltd. (Canada)(c) | 3.85 | % | 6/1/2027 | 1,976 | 1,926,955 | |||||||||
Centennial Resource Production LLC† | 5.375 | % | 1/15/2026 | 1,155 | 1,152,112 | |||||||||
Chesapeake Energy Corp. | 7.00 | % | 10/1/2024 | 1,150 | 1,151,437 | |||||||||
Chesapeake Energy Corp. | 7.50 | % | 10/1/2026 | 1,150 | 1,151,437 | |||||||||
Continental Resources, Inc. | 3.80 | % | 6/1/2024 | 2,737 | 2,686,636 | |||||||||
Continental Resources, Inc. | 4.375 | % | 1/15/2028 | 827 | 821,879 | |||||||||
Continental Resources, Inc. | 4.50 | % | 4/15/2023 | 2,919 | 2,972,560 | |||||||||
Denbury Resources, Inc.† | 7.50 | % | 2/15/2024 | 1,115 | 1,149,844 | |||||||||
Eclipse Resources Corp. | 8.875 | % | 7/15/2023 | 1,187 | 1,213,707 | |||||||||
Endeavor Energy Resources LP/EER Finance, Inc.† | 5.50 | % | 1/30/2026 | 849 | 853,245 | |||||||||
EP Energy LLC/Everest Acquisition Finance, Inc.† | 8.00 | % | 11/29/2024 | 1,138 | 1,152,225 | |||||||||
EP Energy LLC/Everest Acquisition Finance, Inc.† | 8.00 | % | 2/15/2025 | 1,029 | 792,330 | |||||||||
Gulfport Energy Corp. | 6.375 | % | 5/15/2025 | 586 | 578,675 | |||||||||
Gulfport Energy Corp. | 6.375 | % | 1/15/2026 | 658 | 641,550 | |||||||||
HighPoint Operating Corp. | 7.00 | % | 10/15/2022 | 1,042 | 1,042,000 | |||||||||
HighPoint Operating Corp. | 8.75 | % | 6/15/2025 | 548 | 578,140 | |||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.† | 5.00 | % | 12/1/2024 | 1,160 | 1,137,670 | |||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.† | 5.75 | % | 10/1/2025 | 817 | 824,149 | |||||||||
Hunt Oil Co. of Peru LLC Sucursal Del Peru (Peru)†(c) | 6.375 | % | 6/1/2028 | 2,300 | 2,371,990 | |||||||||
Indigo Natural Resources LLC† | 6.875 | % | 2/15/2026 | 1,192 | 1,159,220 | |||||||||
Jonah Energy LLC/Jonah Energy Finance Corp.† | 7.25 | % | 10/15/2025 | 1,853 | 1,426,810 | |||||||||
MEG Energy Corp. (Canada)†(c) | 6.50 | % | 1/15/2025 | 1,210 | 1,203,950 | |||||||||
MEG Energy Corp. (Canada)†(c) | 7.00 | % | 3/31/2024 | 2,073 | 1,896,795 | |||||||||
Murphy Oil Corp. | 6.875 | % | 8/15/2024 | 517 | 548,522 | |||||||||
Newfield Exploration Co. | 5.625 | % | 7/1/2024 | 3,041 | 3,219,659 | |||||||||
Range Resources Corp. | 4.875 | % | 5/15/2025 | 954 | 907,493 | |||||||||
SM Energy Co. | 6.625 | % | 1/15/2027 | 710 | 734,850 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Energy: Exploration & Production (continued) | ||||||||||||||
SM Energy Co. | 6.75 | % | 9/15/2026 | $ | 1,121 | $ | 1,170,044 | |||||||
Southwestern Energy Co. | 7.75 | % | 10/1/2027 | 658 | 697,480 | |||||||||
SRC Energy, Inc. | 6.25 | % | 12/1/2025 | 1,833 | 1,732,185 | |||||||||
Texaco Capital, Inc. | 8.625 | % | 11/15/2031 | 1,223 | 1,751,230 | |||||||||
Transportadora de Gas del Sur SA (Argentina)†(c) | 6.75 | % | 5/2/2025 | 899 | 867,535 | |||||||||
WildHorse Resource Development Corp. | 6.875 | % | 2/1/2025 | 777 | 806,138 | |||||||||
Total | 50,129,199 | |||||||||||||
Environmental 0.17% | ||||||||||||||
Darling Global Finance BV†(a) | 3.625 | % | 5/15/2026 | EUR | 674 | 807,246 | ||||||||
Waste Pro USA, Inc.† | 5.50 | % | 2/15/2026 | $ | 1,143 | 1,120,140 | ||||||||
Total | 1,927,386 | |||||||||||||
Food & Drug Retailers 0.30% | ||||||||||||||
Albertsons Cos LLC/Safeway, Inc./Albertsons LP/Albertson’s LLC | 6.625 | % | 6/15/2024 | 1,788 | 1,727,655 | |||||||||
Ingles Markets, Inc. | 5.75 | % | 6/15/2023 | 1,690 | 1,719,575 | |||||||||
Total | 3,447,230 | |||||||||||||
Food: Wholesale 1.31% | ||||||||||||||
Arcor SAIC (Argentina)†(c) | 6.00 | % | 7/6/2023 | 1,863 | 1,865,329 | |||||||||
B&G Foods, Inc. | 5.25 | % | 4/1/2025 | 1,260 | 1,210,936 | |||||||||
Campbell Soup Co. | 4.80 | % | 3/15/2048 | 1,089 | 991,082 | |||||||||
Chobani LLC/Chobani Finance Corp., Inc.† | 7.50 | % | 4/15/2025 | 1,312 | 1,197,200 | |||||||||
JBS USA LUX SA/JBS USA Finance, Inc.† | 5.875 | % | 7/15/2024 | 1,165 | 1,151,894 | |||||||||
JBS USA LUX SA/JBS USA Finance, Inc.† | 6.75 | % | 2/15/2028 | 1,179 | 1,173,105 | |||||||||
Kernel Holding SA (Ukraine)†(c) | 8.75 | % | 1/31/2022 | 1,385 | 1,412,128 | |||||||||
Lamb Weston Holdings, Inc.† | 4.625 | % | 11/1/2024 | 1,299 | 1,276,267 | |||||||||
McCormick & Co., Inc. | 4.20 | % | 8/15/2047 | 1,893 | 1,794,210 | |||||||||
MHP Lux SA (Luxembourg)†(c) | 6.95 | % | 4/3/2026 | 986 | 922,748 | |||||||||
MHP SE (Ukraine)†(c) | 7.75 | % | 5/10/2024 | 574 | 575,200 | |||||||||
Nvent Finance Sarl (Luxembourg)†(c) | 4.55 | % | 4/15/2028 | 1,190 | 1,160,095 | |||||||||
Simmons Foods, Inc.† | 5.75 | % | 11/1/2024 | 678 | 522,907 | |||||||||
Total | 15,253,101 | |||||||||||||
Foreign Sovereign 0.20% | ||||||||||||||
CMA CGM SA†(a) | 5.25 | % | 1/15/2025 | EUR | 1,251 | 1,290,109 | ||||||||
Instituto Costarricense de Electricidad (Costa Rica)†(c) | 6.375 | % | 5/15/2043 | $ | 1,332 | 1,045,620 | ||||||||
Total | 2,335,729 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Forestry/Paper 0.76% | ||||||||||||||
Norbord, Inc. (Canada)†(c) | 6.25 | % | 4/15/2023 | $ | 1,991 | $ | 2,085,572 | |||||||
Rayonier AM Products, Inc.† | 5.50 | % | 6/1/2024 | 1,757 | 1,700,477 | |||||||||
Rayonier, Inc. | 3.75 | % | 4/1/2022 | 1,262 | 1,249,161 | |||||||||
Suzano Austria GmbH (Austria)†(c) | 5.75 | % | 7/14/2026 | 1,275 | 1,289,344 | |||||||||
Suzano Austria GmbH (Austria)†(c) | 6.00 | % | 1/15/2029 | 771 | 775,048 | |||||||||
West Fraser Timber Co. Ltd. (Canada)†(c) | 4.35 | % | 10/15/2024 | 1,717 | 1,675,384 | |||||||||
Total | 8,774,986 | |||||||||||||
Gaming 1.39% | ||||||||||||||
Boyd Gaming Corp. | 6.00 | % | 8/15/2026 | 1,127 | 1,141,087 | |||||||||
Delta Merger Sub, Inc.† | 6.00 | % | 9/15/2026 | 1,101 | 1,117,515 | |||||||||
Eldorado Resorts, Inc. | 6.00 | % | 4/1/2025 | 552 | 560,970 | |||||||||
Everi Payments, Inc.† | 7.50 | % | 12/15/2025 | 1,494 | 1,512,675 | |||||||||
GLP Capital LP/GLP Financing II, Inc. | 5.75 | % | 6/1/2028 | 2,357 | 2,437,987 | |||||||||
Jacobs Entertainment, Inc.† | 7.875 | % | 2/1/2024 | 1,821 | 1,937,380 | |||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. | 5.625 | % | 5/1/2024 | 544 | 559,640 | |||||||||
MGM Resorts International | 6.00 | % | 3/15/2023 | 1,631 | 1,692,162 | |||||||||
Mohegan Gaming & Entertainment† | 7.875 | % | 10/15/2024 | 1,181 | 1,161,809 | |||||||||
Penn National Gaming, Inc.† | 5.625 | % | 1/15/2027 | 1,770 | 1,711,944 | |||||||||
Stars Group Holdings BV (Netherlands)†(c) | 7.00 | % | 7/15/2026 | 1,147 | 1,186,216 | |||||||||
Station Casinos LLC† | 5.00 | % | 10/1/2025 | 1,110 | 1,065,933 | |||||||||
Total | 16,085,318 | |||||||||||||
Gas Distribution 2.54% | ||||||||||||||
Cheniere Corpus Christi Holdings LLC | 5.125 | % | 6/30/2027 | 2,154 | 2,167,462 | |||||||||
Cheniere Corpus Christi Holdings LLC | 5.875 | % | 3/31/2025 | 1,059 | 1,114,598 | |||||||||
Cheniere Energy Partners LP | 5.25 | % | 10/1/2025 | 1,149 | 1,151,873 | |||||||||
Cheniere Energy Partners LP† | 5.625 | % | 10/1/2026 | 1,539 | 1,552,005 | |||||||||
Dominion Energy Gas Holdings LLC | 3.60 | % | 12/15/2024 | 1,175 | 1,149,466 | |||||||||
Florida Gas Transmission Co. LLC† | 4.35 | % | 7/15/2025 | 1,145 | 1,163,874 | |||||||||
IFM US Colonial Pipeline 2 LLC† | 6.45 | % | 5/1/2021 | 1,400 | 1,475,498 | |||||||||
LBC Tank Terminals Holding Netherlands BV (Belgium)†(c) | 6.875 | % | 5/15/2023 | 1,419 | 1,415,452 | |||||||||
NGPL PipeCo LLC† | 4.875 | % | 8/15/2027 | 2,762 | 2,758,547 | |||||||||
Northern Natural Gas Co.† | 4.30 | % | 1/15/2049 | 1,811 | 1,744,028 | |||||||||
ONEOK, Inc. | 4.55 | % | 7/15/2028 | 1,949 | 1,961,366 | |||||||||
ONEOK, Inc. | 4.95 | % | 7/13/2047 | 1,857 | 1,849,389 | |||||||||
Plains All American Pipeline LP | 6.125 | %#(j) | — | (i) | 1,193 | 1,164,666 | ||||||||
Rockies Express Pipeline LLC† | 6.875 | % | 4/15/2040 | 1,942 | 2,223,590 | |||||||||
Sabal Trail Transmission LLC† | 4.246 | % | 5/1/2028 | 1,775 | 1,786,370 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Gas Distribution (continued) | ||||||||||||||
Southern Star Central Corp.† | 5.125 | % | 7/15/2022 | $ | 1,145 | $ | 1,146,431 | |||||||
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | 4.25 | % | 11/15/2023 | 748 | 733,975 | |||||||||
Targa Resources Partners LP/Targa Resources Partners Finance Corp.† | 5.875 | % | 4/15/2026 | 1,131 | 1,171,999 | |||||||||
Williams Cos., Inc. (The) | 3.70 | % | 1/15/2023 | 1,721 | 1,703,782 | |||||||||
Total | 29,434,371 | |||||||||||||
Health Facilities 3.26% | ||||||||||||||
AHP Health Partners, Inc.† | 9.75 | % | 7/15/2026 | 1,193 | 1,249,667 | |||||||||
Ascension Health | 3.945 | % | 11/15/2046 | 1,017 | 987,491 | |||||||||
CHS/Community Health Systems, Inc. | 8.00 | % | 11/15/2019 | 2,452 | 2,390,700 | |||||||||
Dignity Health | 3.812 | % | 11/1/2024 | 675 | 667,448 | |||||||||
HCA, Inc. | 4.75 | % | 5/1/2023 | 496 | 506,540 | |||||||||
HCA, Inc. | 5.25 | % | 4/15/2025 | 1,612 | 1,666,405 | |||||||||
HCA, Inc. | 5.25 | % | 6/15/2026 | 763 | 786,844 | |||||||||
HCA, Inc. | 5.375 | % | 2/1/2025 | 360 | 368,100 | |||||||||
HCA, Inc. | 5.50 | % | 6/15/2047 | 4,319 | 4,389,184 | |||||||||
HCA, Inc. | 5.875 | % | 3/15/2022 | 1,715 | 1,822,187 | |||||||||
HCA, Inc. | 5.875 | % | 2/15/2026 | 327 | 341,306 | |||||||||
HCA, Inc. | 7.05 | % | 12/1/2027 | 390 | 420,225 | |||||||||
HCA, Inc. | 7.50 | % | 2/15/2022 | 1,352 | 1,483,820 | |||||||||
HCA, Inc. | 7.58 | % | 9/15/2025 | 552 | 616,860 | |||||||||
HCA, Inc. | 7.69 | % | 6/15/2025 | 1,240 | 1,391,900 | |||||||||
HCA, Inc. | 8.36 | % | 4/15/2024 | 261 | 298,193 | |||||||||
Memorial Sloan-Kettering Cancer Center | 4.20 | % | 7/1/2055 | 1,478 | 1,481,154 | |||||||||
New York & Presbyterian Hospital (The) | 4.063 | % | 8/1/2056 | 1,770 | 1,693,793 | |||||||||
NVA Holdings, Inc.† | 6.875 | % | 4/1/2026 | 1,125 | 1,127,812 | |||||||||
NYU Langone Hospitals | 4.368 | % | 7/1/2047 | 1,191 | 1,202,978 | |||||||||
Rede D’or Finance Sarl (Luxembourg)†(c) | 4.95 | % | 1/17/2028 | 2,506 | 2,173,955 | |||||||||
RegionalCare Hospital Partners Holdings, Inc.† | 8.25 | % | 5/1/2023 | 1,034 | 1,090,870 | |||||||||
Tenet Healthcare Corp. | 4.625 | % | 7/15/2024 | 646 | 629,527 | |||||||||
Tenet Healthcare Corp. | 5.125 | % | 5/1/2025 | 5,730 | 5,658,375 | |||||||||
Tenet Healthcare Corp. | 7.00 | % | 8/1/2025 | 375 | 372,000 | |||||||||
Tenet Healthcare Corp. | 6.75 | % | 6/15/2023 | 2,987 | 2,987,000 | |||||||||
Total | 37,804,334 | |||||||||||||
Health Services 1.07% | ||||||||||||||
DaVita, Inc. | 5.00 | % | 5/1/2025 | 1,000 | 964,690 | |||||||||
Elanco Animal Health, Inc.† | 4.90 | % | 8/28/2028 | 1,154 | 1,173,272 | |||||||||
Jaguar Holding Co. II/Pharmaceutical Product Development LLC† | 6.375 | % | 8/1/2023 | 1,136 | 1,147,360 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Health Services (continued) | ||||||||||||||
Montefiore Obligated Group | 5.246 | % | 11/1/2048 | $ | 1,553 | $ | 1,555,327 | |||||||
MPH Acquisition Holdings LLC† | 7.125 | % | 6/1/2024 | 1,034 | 1,077,428 | |||||||||
Polaris Intermediate Corp. PIK 8.50%† | 8.50 | % | 12/1/2022 | 1,603 | 1,662,295 | |||||||||
Sotera Health Holdings LLC† | 6.50 | % | 5/15/2023 | 364 | 375,830 | |||||||||
Sotera Health Topco, Inc. PIK 8.875%† | 8.125 | % | 11/1/2021 | 189 | 191,363 | |||||||||
Syneos Health, Inc./inVentiv, Health Inc./inVentiv Health, Clinical Inc.† | 7.50 | % | 10/1/2024 | 596 | 633,250 | |||||||||
Verscend Escrow Corp.† | 9.75 | % | 8/15/2026 | 1,692 | 1,749,105 | |||||||||
West Street Merger Sub, Inc.† | 6.375 | % | 9/1/2025 | 2,006 | 1,910,715 | |||||||||
Total | 12,440,635 | |||||||||||||
Hotels 0.58% | ||||||||||||||
ESH Hospitality, Inc.† | 5.25 | % | 5/1/2025 | 1,168 | 1,135,880 | |||||||||
Hilton Domestic Operating Co., Inc. | 4.25 | % | 9/1/2024 | 1,254 | 1,216,756 | |||||||||
Hilton Domestic Operating Co., Inc.† | 5.125 | % | 5/1/2026 | 1,983 | 1,980,522 | |||||||||
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc. | 6.125 | % | 12/1/2024 | 755 | 776,706 | |||||||||
Wyndham Destinations, Inc. | 4.50 | % | 4/1/2027 | 712 | 674,620 | |||||||||
Wyndham Destinations, Inc. | 6.35 | % | 10/1/2025 | 998 | 1,000,495 | |||||||||
Total | 6,784,979 | |||||||||||||
Insurance Brokerage 0.34% | ||||||||||||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer† | 8.25 | % | 8/1/2023 | 1,639 | 1,700,462 | |||||||||
Farmers Insurance Exchange† | 4.747%(3 Mo. LIBOR + 3.23%) | # | 11/1/2057 | 1,230 | 1,111,713 | |||||||||
HUB International Ltd.† | 7.00 | % | 5/1/2026 | 1,133 | 1,137,317 | |||||||||
Total | 3,949,492 | |||||||||||||
Integrated Energy 0.55% | ||||||||||||||
Cenovus Energy, Inc. (Canada)(c) | 6.75 | % | 11/15/2039 | 1,460 | 1,649,452 | |||||||||
Exxon Mobil Corp. | 3.043 | % | 3/1/2026 | 1,101 | 1,068,528 | |||||||||
Rio Oil Finance Trust Series 2018-1 (Brazil)†(c) | 8.20 | % | 4/6/2028 | 1,121 | 1,149,025 | |||||||||
Shell International Finance BV (Netherlands)(c) | 6.375 | % | 12/15/2038 | 1,973 | 2,550,558 | |||||||||
Total | 6,417,563 | |||||||||||||
Investments & Miscellaneous Financial Services 1.35% | ||||||||||||||
BrightSphere Investment Group plc (United Kingdom)(c) | 4.80 | % | 7/27/2026 | 1,571 | 1,527,880 | |||||||||
Curo Group Holdings Corp.† | 8.25 | % | 9/1/2025 | 1,794 | 1,731,228 | |||||||||
FMR LLC† | 5.35 | % | 11/15/2021 | 800 | 840,493 | |||||||||
MSCI, Inc.† | 5.375 | % | 5/15/2027 | 201 | 205,523 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Investments & Miscellaneous Financial Services (continued) | ||||||||||||||
MSCI, Inc.† | 5.75 | % | 8/15/2025 | $ | 1,434 | $ | 1,509,600 | |||||||
Nationstar Mortgage Holdings, Inc.† | 9.125 | % | 7/15/2026 | 1,783 | 1,872,150 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 4.50 | % | 3/15/2027 | 1,263 | 1,256,489 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 4.875 | % | 4/15/2045 | 4,097 | 3,836,173 | |||||||||
S&P Global, Inc. | 6.55 | % | 11/15/2037 | 1,391 | 1,738,365 | |||||||||
VFH Parent LLC/Orchestra Co-Issuer, Inc.† | 6.75 | % | 6/15/2022 | 1,087 | 1,125,045 | |||||||||
Total | 15,642,946 | |||||||||||||
Life Insurance 0.44% | ||||||||||||||
Northwestern Mutual Life Insurance Co. (The)† | 3.85 | % | 9/30/2047 | 2,206 | 2,023,422 | |||||||||
Nuveen Finance LLC† | 4.125 | % | 11/1/2024 | 703 | 695,909 | |||||||||
Teachers Insurance & Annuity Association of America† | 4.27 | % | 5/15/2047 | 889 | 863,163 | |||||||||
Teachers Insurance & Annuity Association of America† | 4.90 | % | 9/15/2044 | 1,424 | 1,517,972 | |||||||||
Total | 5,100,466 | |||||||||||||
Machinery 0.22% | ||||||||||||||
Roper Technologies, Inc. | 4.20 | % | 9/15/2028 | 1,665 | 1,659,097 | |||||||||
Xylem, Inc. | 3.25 | % | 11/1/2026 | 1,004 | 944,115 | |||||||||
Total | 2,603,212 | |||||||||||||
Managed Care 1.13% | ||||||||||||||
Anthem, Inc. | 3.65 | % | 12/1/2027 | 1,434 | 1,365,417 | |||||||||
Centene Corp. | 4.75 | % | 1/15/2025 | 2,336 | 2,336,000 | |||||||||
Centene Corp.† | 5.375 | % | 6/1/2026 | 2,615 | 2,686,913 | |||||||||
Centene Corp. | 6.125 | % | 2/15/2024 | 2,044 | 2,156,420 | |||||||||
Kaiser Foundation Hospitals | 4.15 | % | 5/1/2047 | 1,648 | 1,647,264 | |||||||||
WellCare Health Plans, Inc. | 5.25 | % | 4/1/2025 | 2,829 | 2,882,044 | |||||||||
Total | 13,074,058 | |||||||||||||
Media: Content 1.58% | ||||||||||||||
Activision Blizzard, Inc. | 3.40 | % | 9/15/2026 | 1,845 | 1,756,675 | |||||||||
AMC Networks, Inc. | 4.75 | % | 8/1/2025 | 2,332 | 2,243,547 | |||||||||
Discovery Communications LLC | 5.20 | % | 9/20/2047 | 1,921 | 1,889,064 | |||||||||
Gray Television, Inc.† | 5.125 | % | 10/15/2024 | 211 | 204,406 | |||||||||
Gray Television, Inc.† | 5.875 | % | 7/15/2026 | 938 | 932,138 | |||||||||
iHeartCommunications, Inc.(k) | 9.00 | % | 3/1/2021 | 2,992 | 2,244,000 | |||||||||
Netflix, Inc.(a) | 3.625 | % | 5/15/2027 | EUR | 2,217 | 2,544,332 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Media: Content (continued) | ||||||||||||||
Netflix, Inc. | 4.375 | % | 11/15/2026 | $ | 277 | $ | 261,621 | |||||||
Netflix, Inc.† | 4.875 | % | 4/15/2028 | 553 | 520,511 | |||||||||
Netflix, Inc. | 5.875 | % | 2/15/2025 | 2,195 | 2,274,569 | |||||||||
Sirius XM Radio, Inc.† | 5.00 | % | 8/1/2027 | 1,192 | 1,152,914 | |||||||||
Sirius XM Radio, Inc.† | 6.00 | % | 7/15/2024 | 1,075 | 1,118,215 | |||||||||
Univision Communications, Inc.† | 5.125 | % | 5/15/2023 | 519 | 498,240 | |||||||||
Univision Communications, Inc.† | 5.125 | % | 2/15/2025 | 692 | 648,750 | |||||||||
Total | 18,288,982 | |||||||||||||
Media: Diversified 0.20% | ||||||||||||||
21st Century Fox America, Inc. | 7.75 | % | 12/1/2045 | 1,525 | 2,340,169 | |||||||||
Medical Products 0.65% | ||||||||||||||
Boston Scientific Corp. | 7.00 | % | 11/15/2035 | 1,473 | 1,849,183 | |||||||||
Edwards Lifesciences Corp. | 4.30 | % | 6/15/2028 | 2,411 | 2,413,199 | |||||||||
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA† | 6.625 | % | 5/15/2022 | 2,325 | 2,283,150 | |||||||||
Teleflex, Inc. | 4.625 | % | 11/15/2027 | 641 | 611,354 | |||||||||
Teleflex, Inc. | 4.875 | % | 6/1/2026 | 383 | 381,085 | |||||||||
Total | 7,537,971 | |||||||||||||
Metals/Mining (Excluding Steel) 2.58% | ||||||||||||||
Alcoa Nederland Holding BV (Netherlands)†(c) | 6.125 | % | 5/15/2028 | 1,112 | 1,145,360 | |||||||||
Alcoa Nederland Holding BV (Netherlands)†(c) | 6.75 | % | 9/30/2024 | 1,227 | 1,303,687 | |||||||||
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp.† | 7.50 | % | 5/1/2025 | 1,363 | 1,456,706 | |||||||||
Baffinland Iron Mines Corp. (Canada)†(c) | 8.75 | % | 7/15/2026 | 1,143 | 1,151,572 | |||||||||
Cleveland-Cliffs, Inc. | 5.75 | % | 3/1/2025 | 2,912 | 2,842,840 | |||||||||
Eterna Capital Pte Ltd. PIK 8.00% (Singapore)(c) | 8.00 | % | 12/11/2022 | 1,255 | 1,192,530 | |||||||||
Freeport-McMoRan, Inc. | 3.875 | % | 3/15/2023 | 6,205 | 6,018,354 | |||||||||
Freeport-McMoRan, Inc. | 4.55 | % | 11/14/2024 | 2,406 | 2,345,850 | |||||||||
Grinding Media, Inc./Moly-Cop AltaSteel Ltd.† | 7.375 | % | 12/15/2023 | 686 | 715,663 | |||||||||
Imperial Metals Corp. (Canada)†(c) | 7.00 | % | 3/15/2019 | 1,037 | 881,450 | |||||||||
Mirabela Nickel Ltd. (Australia)(c) | 1.00 | % | 9/10/2044 | 15 | 2 | (l) | ||||||||
Nexa Resources SA (Brazil)†(c) | 5.375 | % | 5/4/2027 | 1,233 | 1,196,010 | |||||||||
Novelis Corp.† | 5.875 | % | 9/30/2026 | 1,000 | 978,750 | |||||||||
Novelis Corp.† | 6.25 | % | 8/15/2024 | 974 | 995,915 | |||||||||
Peabody Energy Corp.† | 6.00 | % | 3/31/2022 | 1,099 | 1,120,980 | |||||||||
Peabody Energy Corp.† | 6.375 | % | 3/31/2025 | 2,810 | 2,866,200 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Metals/Mining (Excluding Steel) (continued) | ||||||||||||||
Peabody Energy Corp.† | 10.00 | % | 3/15/2022 | $ | 1,310 | $ | 131 | (l) | ||||||
Rain CII Carbon LLC/CII Carbon Corp.† | 7.25 | % | 4/1/2025 | 2,127 | 2,177,516 | |||||||||
Samarco Mineracao SA (Brazil)†(c)(k) | 4.125 | % | 11/1/2022 | 944 | 653,248 | |||||||||
Warrior Met Coal, Inc.† | 8.00 | % | 11/1/2024 | 941 | 966,878 | |||||||||
Total | 30,009,642 | |||||||||||||
Monoline Insurance 0.26% | ||||||||||||||
Acrisure LLC/Acrisure Finance, Inc.† | 7.00 | % | 11/15/2025 | 1,930 | 1,803,932 | |||||||||
MGIC Investment Corp. | 5.75 | % | 8/15/2023 | 1,204 | 1,264,200 | |||||||||
Total | 3,068,132 | |||||||||||||
Non-Electric Utilities 0.11% | ||||||||||||||
Brooklyn Union Gas Co. (The)† | 3.407 | % | 3/10/2026 | 1,368 | 1,328,925 | |||||||||
Oil Field Equipment & Services 2.05% | ||||||||||||||
Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates)†(c) | 4.60 | % | 11/2/2047 | 2,529 | 2,471,984 | |||||||||
Calfrac Holdings LP† | 8.50 | % | 6/15/2026 | 1,422 | 1,333,125 | |||||||||
CSI Compressco LP/CSI Compressco Finance, Inc.† | 7.50 | % | 4/1/2025 | 1,407 | 1,442,175 | |||||||||
Ensco plc (United Kingdom)(c) | 4.50 | % | 10/1/2024 | 1,587 | 1,368,787 | |||||||||
Ensco plc (United Kingdom)(c) | 5.20 | % | 3/15/2025 | 2,858 | 2,497,177 | |||||||||
Ensco plc (United Kingdom)(c) | 5.75 | % | 10/1/2044 | 794 | 596,493 | |||||||||
Ensco plc (United Kingdom)(c) | 7.75 | % | 2/1/2026 | 366 | 364,628 | |||||||||
Forum Energy Technologies, Inc. | 6.25 | % | 10/1/2021 | 1,011 | 1,013,528 | |||||||||
National Oilwell Varco, Inc. | 3.95 | % | 12/1/2042 | 1,363 | 1,189,316 | |||||||||
Noble Holding International Ltd.† | 7.875 | % | 2/1/2026 | 2,169 | 2,258,471 | |||||||||
Pioneer Energy Services Corp. | 6.125 | % | 3/15/2022 | 1,264 | 1,112,320 | |||||||||
Precision Drilling Corp. (Canada)(c) | 5.25 | % | 11/15/2024 | 1,804 | 1,731,840 | |||||||||
Rowan Cos., Inc. | 4.75 | % | 1/15/2024 | 1,948 | 1,748,330 | |||||||||
Transocean Phoenix 2 Ltd.† | 7.75 | % | 10/15/2024 | 870 | 922,810 | |||||||||
Transocean Pontus Ltd.† | 6.125 | % | 8/1/2025 | 583 | 593,925 | |||||||||
Transocean Proteus Ltd.† | 6.25 | % | 12/1/2024 | 849 | 867,194 | |||||||||
Transocean, Inc.† | 7.50 | % | 1/15/2026 | 1,144 | 1,184,040 | |||||||||
Unit Corp. | 6.625 | % | 5/15/2021 | 1,136 | 1,141,680 | |||||||||
Total | 23,837,823 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Oil Refining & Marketing 0.29% | ||||||||||||||
Citgo Holding, Inc.† | 10.75 | % | 2/15/2020 | $ | 1,985 | $ | 2,114,025 | |||||||
Tupras Turkiye Petrol Rafinerileri AS (Turkey)†(c) | 4.50 | % | 10/18/2024 | 1,471 | 1,298,819 | |||||||||
Total | 3,412,844 | |||||||||||||
Packaging 0.85% | ||||||||||||||
BWAY Holding Co.† | 7.25 | % | 4/15/2025 | 3,579 | 3,498,115 | |||||||||
Crown Cork & Seal Co., Inc. | 7.375 | % | 12/15/2026 | 1,295 | 1,414,787 | |||||||||
Flex Acquisition Co., Inc.† | 7.875 | % | 7/15/2026 | 937 | 927,630 | |||||||||
Pactiv LLC | 7.95 | % | 12/15/2025 | 1,152 | 1,238,400 | |||||||||
Sealed Air Corp.† | 6.875 | % | 7/15/2033 | 1,850 | 1,998,000 | |||||||||
Trident Merger Sub, Inc.† | 6.625 | % | 11/1/2025 | 801 | 760,950 | |||||||||
Total | 9,837,882 | |||||||||||||
Personal & Household Products 0.81% | ||||||||||||||
Church & Dwight Co., Inc. | 3.15 | % | 8/1/2027 | 1,908 | 1,769,153 | |||||||||
Church & Dwight Co., Inc. | 3.95 | % | 8/1/2047 | 465 | 420,037 | |||||||||
Energizer Gamma Acquisition, Inc.† | 6.375 | % | 7/15/2026 | 1,072 | 1,110,860 | |||||||||
Gibson Brands, Inc.†(k) | 8.875 | % | 8/1/2018 | 1,725 | 1,509,375 | |||||||||
Mattel, Inc. | 2.35 | % | 8/15/2021 | 2,885 | 2,625,350 | |||||||||
Mattel, Inc.† | 6.75 | % | 12/31/2025 | 1,176 | 1,155,420 | |||||||||
SC Johnson & Son, Inc.† | 4.75 | % | 10/15/2046 | 805 | 859,693 | |||||||||
Total | 9,449,888 | |||||||||||||
Pharmaceuticals 1.55% | ||||||||||||||
Bausch Health Cos., Inc.†(a) | 4.50 | % | 5/15/2023 | EUR | 2,705 | 3,110,146 | ||||||||
Bausch Health Cos., Inc.† | 5.50 | % | 3/1/2023 | $ | 1,975 | 1,907,356 | ||||||||
Bausch Health Cos., Inc.† | 5.625 | % | 12/1/2021 | 4,365 | 4,365,000 | |||||||||
Bausch Health Cos., Inc.† | 5.875 | % | 5/15/2023 | 1,811 | 1,764,819 | |||||||||
Bausch Health Cos., Inc.† | 7.00 | % | 3/15/2024 | 1,332 | 1,410,588 | |||||||||
Bausch Health Cos., Inc.† | 8.50 | % | 1/31/2027 | 1,621 | 1,706,103 | |||||||||
Teva Pharmaceutical Finance Netherlands II BV(a) | 1.875 | % | 3/31/2027 | EUR | 1,123 | 1,123,308 | ||||||||
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(c) | 3.15 | % | 10/1/2026 | $ | 1,714 | 1,428,753 | ||||||||
Zoetis, Inc. | 3.90 | % | 8/20/2028 | 1,159 | 1,148,572 | |||||||||
Total | 17,964,645 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Printing & Publishing 0.15% | ||||||||||||||
Meredith Corp.† | 6.875 | % | 2/1/2026 | $ | 1,710 | $ | 1,757,025 | |||||||
Property & Casualty 0.20% | ||||||||||||||
Allstate Corp. (The) | 4.20 | % | 12/15/2046 | 1,244 | 1,218,687 | |||||||||
Arch Capital Finance LLC | 4.011 | % | 12/15/2026 | 1,172 | 1,159,196 | |||||||||
Total | 2,377,883 | |||||||||||||
Rail 0.41% | ||||||||||||||
Central Japan Railway Co. (Japan)†(c) | 4.25 | % | 11/24/2045 | 1,524 | 1,579,469 | |||||||||
Rumo Luxembourg Sarl (Luxembourg)†(c) | 5.875 | % | 1/18/2025 | 1,799 | 1,682,065 | |||||||||
Rumo Luxembourg Sarl (Luxembourg)†(c) | 7.375 | % | 2/9/2024 | 1,459 | 1,494,235 | |||||||||
Total | 4,755,769 | |||||||||||||
Real Estate Development & Management 0.28% | ||||||||||||||
China Evergrande Group (China)(c) | 8.75 | % | 6/28/2025 | 1,998 | 1,796,192 | |||||||||
Country Garden Holdings Co. Ltd. (China)(c) | 4.75 | % | 9/28/2023 | 1,051 | 951,190 | |||||||||
Shimao Property Holdings Ltd. (Hong Kong)(c) | 5.20 | % | 1/30/2025 | 601 | 558,386 | |||||||||
Total | 3,305,768 | |||||||||||||
Real Estate Investment Trusts 0.52% | ||||||||||||||
Alexandria Real Estate Equities, Inc. | 3.95 | % | 1/15/2028 | 1,194 | 1,147,247 | |||||||||
Goodman US Finance Four LLC† | 4.50 | % | 10/15/2037 | 1,137 | 1,092,788 | |||||||||
Goodman US Finance Three LLC† | 3.70 | % | 3/15/2028 | 769 | 719,776 | |||||||||
National Retail Properties, Inc. | 4.80 | % | 10/15/2048 | 768 | 772,187 | |||||||||
Prologis LP | 3.875 | % | 9/15/2028 | 781 | 785,105 | |||||||||
VEREIT Operating Partnership LP | 4.875 | % | 6/1/2026 | 1,483 | 1,498,118 | |||||||||
Total | 6,015,221 | |||||||||||||
Real Estate Management & Development 0.17% | ||||||||||||||
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(c) | 3.875 | % | 3/20/2027 | 2,039 | 2,003,418 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Recreation & Travel 0.52% | ||||||||||||||
eDreams ODIGEO SA†(a) | 5.50 | % | 9/1/2023 | EUR | 669 | $ | 781,613 | |||||||
Royal Caribbean Cruises Ltd. | 7.50 | % | 10/15/2027 | $ | 1,450 | 1,718,936 | ||||||||
Silversea Cruise Finance Ltd.† | 7.25 | % | 2/1/2025 | 1,587 | 1,734,353 | |||||||||
Six Flags Entertainment Corp.† | 4.875 | % | 7/31/2024 | 1,182 | 1,160,724 | |||||||||
Six Flags Entertainment Corp.† | 5.50 | % | 4/15/2027 | 593 | 588,552 | |||||||||
Total | 5,984,178 | |||||||||||||
Reinsurance 0.40% | ||||||||||||||
AXIS Specialty Finance plc (United Kingdom)(c) | 5.15 | % | 4/1/2045 | 770 | 745,929 | |||||||||
Berkshire Hathaway, Inc. | 2.75 | % | 3/15/2023 | 907 | 886,182 | |||||||||
Berkshire Hathaway, Inc. | 3.125 | % | 3/15/2026 | 907 | 875,510 | |||||||||
Transatlantic Holdings, Inc. | 8.00 | % | 11/30/2039 | 1,584 | 2,167,690 | |||||||||
Total | 4,675,311 | |||||||||||||
Restaurants 0.60% | ||||||||||||||
Arcos Dorados Holdings, Inc. (Uruguay)†(c) | 5.875 | % | 4/4/2027 | 1,199 | 1,125,777 | |||||||||
Darden Restaurants, Inc. | 3.85 | % | 5/1/2027 | 384 | 372,375 | |||||||||
Darden Restaurants, Inc. | 4.55 | % | 2/15/2048 | 691 | 648,837 | |||||||||
IRB Holding Corp.† | 6.75 | % | 2/15/2026 | 1,177 | 1,156,403 | |||||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC† | 4.75 | % | 6/1/2027 | 2,083 | 2,007,491 | |||||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC† | 5.00 | % | 6/1/2024 | 1,610 | 1,600,952 | |||||||||
Total | 6,911,835 | |||||||||||||
Software/Services 2.33% | ||||||||||||||
Alibaba Group Holding Ltd. (China)(c) | 3.125 | % | 11/28/2021 | 1,150 | 1,136,920 | |||||||||
Autodesk, Inc. | 3.50 | % | 6/15/2027 | 2,446 | 2,281,069 | |||||||||
Citrix Systems, Inc. | 4.50 | % | 12/1/2027 | 1,222 | 1,179,032 | |||||||||
First Data Corp.† | 5.75 | % | 1/15/2024 | 2,563 | 2,605,289 | |||||||||
Informatica LLC† | 7.125 | % | 7/15/2023 | 1,115 | 1,146,867 | |||||||||
j2 Cloud Services LLC/j2 Global Co-Obligor, Inc.† | 6.00 | % | 7/15/2025 | 565 | 581,950 | |||||||||
Match Group, Inc.† | 5.00 | % | 12/15/2027 | 2,419 | 2,419,242 | |||||||||
Microsoft Corp. | 2.40 | % | 8/8/2026 | 792 | 730,656 | |||||||||
Microsoft Corp. | 3.125 | % | 11/3/2025 | 2,817 | 2,758,925 | |||||||||
Microsoft Corp. | 4.50 | % | 2/6/2057 | 1,921 | 2,074,913 | |||||||||
Rackspace Hosting, Inc.† | 8.625 | % | 11/15/2024 | 1,065 | 1,039,706 | |||||||||
salesforce.com, Inc. | 3.70 | % | 4/11/2028 | 1,580 | 1,567,364 | |||||||||
Solera LLC/Solera Finance, Inc.† | 10.50 | % | 3/1/2024 | 1,010 | 1,111,808 | |||||||||
Tencent Holdings Ltd. (China)†(c) | 3.595 | % | 1/19/2028 | 1,766 | 1,672,766 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Software/Services (continued) | ||||||||||||||
Tencent Holdings Ltd. (China)†(c) | 3.925 | % | 1/19/2038 | $ | 1,218 | $ | 1,100,827 | |||||||
VeriSign, Inc. | 4.75 | % | 7/15/2027 | 750 | 733,837 | |||||||||
VeriSign, Inc. | 5.25 | % | 4/1/2025 | 1,593 | 1,628,842 | |||||||||
Visa, Inc. | 3.15 | % | 12/14/2025 | 1,289 | 1,250,518 | |||||||||
Total | 27,020,531 | |||||||||||||
Specialty Retail 1.49% | ||||||||||||||
Asbury Automotive Group, Inc. | 6.00 | % | 12/15/2024 | 1,102 | 1,118,530 | |||||||||
Best Buy Co., Inc. | 4.45 | % | 10/1/2028 | 2,299 | 2,292,324 | |||||||||
Brookstone Holdings Corp. PIK 10.00%(k) | 10.00 | % | 7/7/2021 | 49 | 42,588 | (d) | ||||||||
Claire’s Stores, Inc.†(k) | 9.00 | % | 3/15/2019 | 1,841 | 1,150,625 | |||||||||
Guitar Center Escrow Issuer, Inc.† | 9.50 | % | 10/15/2021 | 1,192 | 1,178,530 | |||||||||
Hot Topic, Inc.† | 9.25 | % | 6/15/2021 | 1,174 | 1,176,935 | |||||||||
Levi Strauss & Co.(a) | 3.375 | % | 3/15/2027 | EUR | 957 | 1,148,226 | ||||||||
PetSmart, Inc.† | 5.875 | % | 6/1/2025 | $ | 2,674 | 2,205,221 | ||||||||
PVH Corp.(a) | 3.125 | % | 12/15/2027 | EUR | 986 | 1,141,533 | ||||||||
Tapestry, Inc. | 4.125 | % | 7/15/2027 | $ | 1,682 | 1,600,637 | ||||||||
Tiffany & Co. | 4.90 | % | 10/1/2044 | 1,595 | 1,500,003 | |||||||||
Under Armour, Inc. | 3.25 | % | 6/15/2026 | 1,340 | 1,184,087 | |||||||||
W.W. Grainger, Inc. | 4.20 | % | 5/15/2047 | 1,555 | 1,527,526 | |||||||||
Total | 17,266,765 | |||||||||||||
Steel Producers/Products 0.32% | ||||||||||||||
Allegheny Technologies, Inc. | 7.875 | % | 8/15/2023 | 1,633 | 1,753,434 | |||||||||
Joseph T Ryerson & Son, Inc.† | 11.00 | % | 5/15/2022 | 815 | 891,520 | |||||||||
Steel Dynamics, Inc. | 4.125 | % | 9/15/2025 | 604 | 581,471 | |||||||||
Steel Dynamics, Inc. | 5.00 | % | 12/15/2026 | 502 | 500,745 | |||||||||
Total | 3,727,170 | |||||||||||||
Support: Services 2.83% | ||||||||||||||
AECOM | 5.125 | % | 3/15/2027 | 2,417 | 2,362,859 | |||||||||
Ahern Rentals, Inc.† | 7.375 | % | 5/15/2023 | 1,190 | 1,178,100 | |||||||||
Ashtead Capital, Inc.† | 4.375 | % | 8/15/2027 | 1,393 | 1,326,833 | |||||||||
Brand Industrial Services, Inc.† | 8.50 | % | 7/15/2025 | 1,787 | 1,843,523 | |||||||||
Brink’s Co. (The)† | 4.625 | % | 10/15/2027 | 1,766 | 1,633,550 | |||||||||
Cleveland Clinic Foundation (The) | 4.858 | % | 1/1/2114 | 1,100 | 1,152,874 | |||||||||
Cloud Crane LLC† | 10.125 | % | 8/1/2024 | 990 | 1,086,525 | |||||||||
Fluor Corp. | 4.25 | % | 9/15/2028 | 1,312 | 1,284,172 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Support: Services (continued) | ||||||||||||||
Garda World Security Corp. (Canada)†(c) | 8.75 | % | 5/15/2025 | $ | 1,124 | $ | 1,104,330 | |||||||
H&E Equipment Services, Inc. | 5.625 | % | 9/1/2025 | 1,122 | 1,122,000 | |||||||||
IHS Markit Ltd. (United Kingdom)†(c) | 4.00 | % | 3/1/2026 | 2,627 | 2,520,278 | |||||||||
IHS Markit Ltd. (United Kingdom)(c) | 4.75 | % | 8/1/2028 | 1,550 | 1,555,657 | |||||||||
Jurassic Holdings III, Inc.† | 6.875 | % | 2/15/2021 | 1,467 | 1,437,660 | |||||||||
Marble II Pte Ltd. (Singapore)†(c) | 5.30 | % | 6/20/2022 | 2,449 | 2,392,832 | |||||||||
Metropolitan Museum of Art (The) | 3.40 | % | 7/1/2045 | 1,975 | 1,807,725 | |||||||||
Monitronics International, Inc. | 9.125 | % | 4/1/2020 | 1,185 | 900,600 | |||||||||
Prime Security Services Borrower LLC/Prime Finance, Inc.† | 9.25 | % | 5/15/2023 | 1,298 | 1,391,456 | |||||||||
Promontoria Holding 264 BV†(a) | 6.75 | % | 8/15/2023 | EUR | 528 | 619,616 | ||||||||
Ritchie Bros Auctioneers, Inc. (Canada)†(c) | 5.375 | % | 1/15/2025 | $ | 1,130 | 1,135,085 | ||||||||
United Rentals North America, Inc. | 4.875 | % | 1/15/2028 | 2,047 | 1,924,180 | |||||||||
United Rentals North America, Inc. | 5.875 | % | 9/15/2026 | 755 | 777,650 | |||||||||
Weight Watchers International, Inc.† | 8.625 | % | 12/1/2025 | 2,134 | 2,313,363 | |||||||||
Total | 32,870,868 | |||||||||||||
Technology Hardware & Equipment 0.99% | ||||||||||||||
Banff Merger Sub, Inc.† | 8.375 | % | 9/1/2026 | EUR | 500 | 587,039 | ||||||||
Banff Merger Sub, Inc.† | 9.75 | % | 9/1/2026 | $ | 1,551 | 1,577,367 | ||||||||
CDW LLC/CDW Finance Corp. | 5.50 | % | 12/1/2024 | 1,425 | 1,482,000 | |||||||||
Dell International LLC/EMC Corp.† | 6.02 | % | 6/15/2026 | 2,552 | 2,721,833 | |||||||||
Dell International LLC/EMC Corp.† | 7.125 | % | 6/15/2024 | 2,055 | 2,207,654 | |||||||||
HP, Inc. | 6.00 | % | 9/15/2041 | 1,212 | 1,234,657 | |||||||||
Western Digital Corp. | 4.75 | % | 2/15/2026 | 1,781 | 1,725,700 | |||||||||
Total | 11,536,250 | |||||||||||||
Telecommunications: Satellite 0.24% | ||||||||||||||
Intelsat Connect Finance SA (Luxembourg)†(c) | 9.50 | % | 2/15/2023 | 1,220 | 1,218,475 | |||||||||
Intelsat Jackson Holdings SA (Luxembourg)(c) | 5.50 | % | 8/1/2023 | 1,644 | 1,519,878 | |||||||||
Total | 2,738,353 | |||||||||||||
Telecommunications: Wireless 0.51% | ||||||||||||||
T-Mobile USA, Inc. | 6.375 | % | 3/1/2025 | 2,386 | 2,491,700 | |||||||||
T-Mobile USA, Inc. | 6.50 | % | 1/15/2026 | 3,228 | 3,390,045 | |||||||||
Total | 5,881,745 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Telecommunications: Wireline Integrated & Services 1.98% | ||||||||||||||
CenturyLink, Inc. | 5.625 | % | 4/1/2025 | $ | 1,902 | $ | 1,864,531 | |||||||
CenturyLink, Inc. | 6.75 | % | 12/1/2023 | 598 | 622,668 | |||||||||
CenturyLink, Inc. | 6.875 | % | 1/15/2028 | 172 | 165,997 | |||||||||
CenturyLink, Inc. | 7.50 | % | 4/1/2024 | 4,708 | 5,043,445 | |||||||||
DKT Finance ApS (Denmark)†(c) | 9.375 | % | 6/17/2023 | 1,653 | 1,745,981 | |||||||||
Equinix, Inc.(a) | 2.875 | % | 2/1/2026 | EUR | 2,781 | 3,189,570 | ||||||||
Frontier Communications Corp. | 6.875 | % | 1/15/2025 | $ | 2,612 | 1,600,712 | ||||||||
GCI LLC | 6.875 | % | 4/15/2025 | 1,230 | 1,278,019 | |||||||||
InterXion Holding NV†(a) | 4.75 | % | 6/15/2025 | EUR | 1,179 | 1,438,034 | ||||||||
Level 3 Financing, Inc. | 5.25 | % | 3/15/2026 | $ | 801 | 790,026 | ||||||||
Motorola Solutions, Inc. | 4.60 | % | 2/23/2028 | 1,213 | 1,187,596 | |||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC | 8.25 | % | 10/15/2023 | 1,832 | 1,758,720 | |||||||||
Wind Tre SpA (Italy)†(c) | 5.00 | % | 1/20/2026 | 1,278 | 1,117,809 | |||||||||
WTT Investment Ltd. (Hong Kong)†(c) | 5.50 | % | 11/21/2022 | 1,168 | 1,169,561 | |||||||||
Total | 22,972,669 | |||||||||||||
Theaters & Entertainment 0.10% | ||||||||||||||
AMC Entertainment Holdings, Inc. | 5.875 | % | 11/15/2026 | 804 | 771,840 | |||||||||
AMC Entertainment Holdings, Inc. | 6.125 | % | 5/15/2027 | 384 | 369,888 | |||||||||
Total | 1,141,728 | |||||||||||||
Transportation: Infrastructure/Services 0.80% | ||||||||||||||
Aeropuerto Internacional de Tocumen SA (Panama)†(c) | 6.00 | % | 11/18/2048 | 1,183 | 1,201,928 | |||||||||
Autopistas del Sol SA (Costa Rica)†(c) | 7.375 | % | 12/30/2030 | 1,382 | 1,401,041 | |||||||||
Autoridad del Canal de Panama (Panama)†(c) | 4.95 | % | 7/29/2035 | 1,000 | 1,037,500 | |||||||||
CH Robinson Worldwide, Inc. | 4.20 | % | 4/15/2028 | 1,459 | 1,442,438 | |||||||||
Delhi International Airport Ltd. (India)†(c) | 6.125 | % | 10/31/2026 | 1,148 | 1,160,915 | |||||||||
Intelsat Jackson Holdings SA (Luxembourg)†(c) | 8.50 | % | 10/15/2024 | 1,331 | 1,344,310 | |||||||||
Kirby Corp. | 4.20 | % | 3/1/2028 | 1,575 | 1,541,558 | |||||||||
Stena AB (Sweden)†(c) | 7.00 | % | 2/1/2024 | 200 | 190,000 | |||||||||
Total | 9,319,690 | |||||||||||||
Trucking & Delivery 0.10% | ||||||||||||||
XPO CNW, Inc. | 6.70 | % | 5/1/2034 | 1,155 | 1,180,988 | |||||||||
Total High Yield Corporate Bonds (cost $761,784,177) | 756,536,155 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
MUNICIPAL BONDS 3.89% | ||||||||||||||
Air Transportation 0.21% | ||||||||||||||
Miami Dade Cnty, FL | 3.982 | % | 10/1/2041 | $ | 970 | $ | 919,657 | |||||||
Miami-Dade Cnty, FL | 4.28 | % | 10/1/2041 | 1,550 | 1,534,206 | |||||||||
Total | 2,453,863 | |||||||||||||
Education 0.96% | ||||||||||||||
California St Univ | 3.899 | % | 11/1/2047 | 2,675 | 2,531,807 | |||||||||
Ohio Univ | 5.59 | % | 12/1/2114 | 1,000 | 1,104,400 | |||||||||
Permanent University Fund - Texas A&M University System | 3.66 | % | 7/1/2047 | 6,640 | 6,199,901 | |||||||||
Univ of California Bd of Regents | 6.548 | % | 5/15/2048 | 1,000 | 1,312,970 | |||||||||
Total | 11,149,078 | |||||||||||||
General Obligation 1.29% | ||||||||||||||
California | 7.55 | % | 4/1/2039 | 1,000 | 1,463,130 | |||||||||
Chicago Transit Auth, IL | 6.899 | % | 12/1/2040 | 1,000 | 1,273,680 | |||||||||
Chicago, IL | 5.432 | % | 1/1/2042 | 2,292 | 2,060,393 | |||||||||
Chicago, IL | 6.314 | % | 1/1/2044 | 2,167 | 2,154,236 | |||||||||
District of Columbia | 5.591 | % | 12/1/2034 | 1,445 | 1,666,663 | |||||||||
Honolulu City & Cnty, HI | 5.418 | % | 12/1/2027 | 740 | 847,352 | |||||||||
Los Angeles Unif Sch Dist, CA | 5.75 | % | 7/1/2034 | 1,000 | 1,185,220 | |||||||||
New York City | 5.985 | % | 12/1/2036 | 1,134 | 1,364,463 | |||||||||
Ohio St Univ | 4.048 | % | 12/1/2056 | 676 | 643,282 | |||||||||
Pennsylvania | 5.45 | % | 2/15/2030 | 1,336 | 1,494,356 | |||||||||
The Bd of Governors of the Univ of North Carolina | 3.847 | % | 12/1/2034 | 855 | 858,925 | |||||||||
Total | 15,011,700 | |||||||||||||
Government Guaranteed 0.04% | ||||||||||||||
City & County of San Francisco CA | 5.45 | % | 6/15/2025 | 460 | 510,637 | |||||||||
Lease Obligations 0.06% | ||||||||||||||
Wisconsin | 3.294 | % | 5/1/2037 | 790 | 700,303 | |||||||||
Miscellaneous 0.46% | ||||||||||||||
Chicago Transit Auth, IL | 6.20 | % | 12/1/2040 | 330 | 400,389 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Miscellaneous (continued) | ||||||||||||||
Dallas Convention Center Hotel Dev Corp., TX | 7.088 | % | 1/1/2042 | $ | 1,210 | $ | 1,564,675 | |||||||
Pasadena Public Fing Auth | 7.148 | % | 3/1/2043 | 2,445 | 3,345,909 | |||||||||
Total | 5,310,973 | |||||||||||||
Tax Revenue 0.56% | ||||||||||||||
Massachusetts Sch Bldg Auth | 5.715 | % | 8/15/2039 | 1,720 | 2,056,742 | |||||||||
Memphis-Shelby County Industrial Development Board, TN | 7.00 | % | 7/1/2045 | 1,225 | 1,259,863 | |||||||||
New York City Indl Dev Agy† | 11.00 | % | 3/1/2029 | 2,475 | 3,229,875 | |||||||||
Total | 6,546,480 | |||||||||||||
Transportation 0.15% | ||||||||||||||
Port of Seattle, WA | 3.571 | % | 5/1/2032 | 650 | 617,825 | |||||||||
Port of Seattle, WA | 3.755 | % | 5/1/2036 | 1,105 | 1,058,225 | |||||||||
Total | 1,676,050 | |||||||||||||
Utilities 0.16% | ||||||||||||||
San Antonio, TX | 5.718 | % | 2/1/2041 | 1,480 | 1,838,959 | |||||||||
Total Municipal Bonds (cost $46,523,870) | 45,198,043 | |||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.38% | ||||||||||||||
Caesars Palace Las Vegas Trust 2017-VICI D† (cost $4,418,553) | 4.499 | %#(n) | 10/15/2034 | 4,354 | 4,363,543 | |||||||||
Dividend Rate | Shares (000) | |||||||||||||
PREFERRED STOCK 0.02% | ||||||||||||||
Energy: Exploration & Production | ||||||||||||||
Templar Energy LLC (cost $418,206) | Zero Coupon | 42 | 272,883 | |||||||||||
Exercise Price | Expiration Date | Shares (000) | ||||||||||||
WARRANT 0.00% | ||||||||||||||
Personal & Household Products | ||||||||||||||
Remington Outdoor Co., Inc.* (cost $86,340) | $ | 35.05 | 5/14/2022 | 16 | 164 | (d) | ||||||||
Total Long-Term Investments (cost $1,159,979,132) | 1,172,848,414 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Investments | Principal Amount (000) | Fair Value | ||||||||||||
SHORT-TERM INVESTMENT 0.92% | ||||||||||||||
REPURCHASE AGREEMENT 0.92% | ||||||||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized
by $10,895,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $10,898,149; proceeds: $10,682,982 (cost $10,681,869) | $ | 10,682 | $ | 10,681,869 | ||||||||||
Total Investments in Securities 101.95% (cost $1,170,661,001) | 1,183,530,283 | |||||||||||||
Less Unfunded Loan Commitments (0.10%)(cost ($1,215,058)) | (1,214,189 | ) | ||||||||||||
Net Investment 101.85% (cost $1,169,445,943) | 1,182,316,094 | |||||||||||||
Liabilities in Excess of Cash, Foreign Cash and Other Assets(o) (1.85%) | (21,448,531 | ) | ||||||||||||
Net Assets 100.00% | $ | 1,160,867,563 |
AUD | Australian dollar. | |
CAD | Canadian dollar. | |
CHF | Swiss franc. | |
DOP | Dominican peso. | |
EUR | euro. | |
HKD | Hong Kong dollar. | |
UYU | Uruguayan Peso. | |
EURIBOR | Euro Interbank Offered Rate. | |
LIBOR | London Interbank Offered Rate. | |
PIK | Payment-in-kind. | |
Units | More than one class of securities traded together. | |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. | |
# | Variable rate security. The interest rate represents the rate in effect at September 30, 2018. | |
* | Non-income producing security. | |
(a) | Investment in non-U.S. dollar denominated securities. | |
(b) | Amount is less than $1,000. | |
(c) | Foreign security traded in U.S. dollars. | |
(d) | Level 3 Investment as described in Note 2(l) in the Notes to Financials. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. | |
(e) | Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2018. | |
(f) | Interest rate to be determined. |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
(g) | Level 3 Investment as described in Note 2(l) in the Notes to Financials. Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation. | |
(h) | To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned. | |
(i) | Security is perpetual in nature and has no stated maturity. | |
(j) | Variable Rate is Fixed to Float: Rate remains fixed until designated future date. | |
(k) | Defaulted (non-income producing security). | |
(l) | Level 3 Investment as described in Note 2(l) in the Notes to Financials. Security fair valued by the Pricing Committee. | |
(m) | Security purchased on a when-issued basis. | |
(n) | Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. | |
(o) | Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on open forward foreign currency exchange contracts, futures contracts and swaps as follows: |
Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at September 30, 2018(1):
Referenced Index/Issuer | Central Clearing Party | Fund Pays (Quarterly) | Termination Date | Notional Amount | Notional Value | Payments Upfront(2) | Unrealized Depreciation(3) | |||||||||||||
Republic of Brazil(4)(5) | Credit Suisse | 1.00 | % | 6/20/2023 | $ 10,041,000 | $ | (9,429,154 | ) | $ | 724,564 | $ | (112,718 | ) | |||||||
Markit CDX. NA.EM.30(4)(6) | Credit Suisse | 1.00 | % | 12/20/2023 | 9,867,000 | (9,452,330 | ) | 478,997 | (64,327 | ) | ||||||||||
Markit CDX. NA.IG.31(4)(7) | Credit Suisse | 1.00 | % | 12/20/2023 | 98,138,000 | (100,024,005 | ) | (1,827,599 | ) | (58,406 | ) | |||||||||
$ | (624,038 | ) | $ | (235,451 | ) |
Centrally Cleared Credit Default Swaps on Indexes - Sell Protection at September 30, 2018(1):
Referenced Index | Central Clearing Party | Fund Receives (Quarterly) | Termination Date | Notional Amount | Notional Value | Payments Upfront(2) | Unrealized Appreciation(3) | |||||||||||||
Markit CDX. NA.HY.30(4)(8) | Credit Suisse | 5.00 | % | 6/20/2023 | $ 58,459,000 | $ | 63,003,631 | $ | 3,823,316 | $ | 721,315 |
(1) | If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities. If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities. |
(2) | Upfront payments received by Central Clearing Party are presented net of amortization (See Note 2(h)). |
(3) | Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $721,315. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $235,451. |
(4) | Central Clearinghouse: Intercontinental Exchange (ICE). |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
(5) | Moody’s Credit Rating: Ba2 |
(6) | The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of emerging markets securities. |
(7) | The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of investment grade securities. |
(8) | The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities. |
Credit Default Swaps on Indexes - Sell Protection at September 30, 2018(1):
Referenced Index/Issuer | Swap Counterparty | Fund Receives (Quarterly) | Termination Date | Notional Amount | Notional Value | Payments Upfront(2) | Unrealized Appreciation(3) | Credit Default Swap Agreements Payable at Fair Value(4) | ||||||||||||||
Markit CMBX. NA.BBB.9 | Credit Suisse | 3.00 | % | 9/17/2058 | $ 2,112,000 | $ 1,937,158 | $ | (174,842 | ) | $ | 48,616 | $ | (126,226 | ) | ||||||||
Markit CMBX. NA.BBB.10 | Credit Suisse | 3.00 | % | 11/17/2059 | 4,667,000 | 4,343,457 | (323,543 | ) | 87,685 | (235,858 | ) | |||||||||||
Markit CMBX. NA.BBB.9 | Deutsche Bank | 3.00 | % | 9/17/2058 | 3,363,000 | 3,084,593 | (278,407 | ) | 77,413 | (200,994 | ) | |||||||||||
Markit CMBX. NA.BBB.10 | Deutsche Bank | 3.00 | % | 11/17/2059 | 851,000 | 792,004 | (58,996 | ) | 15,989 | (43,007 | ) | |||||||||||
Markit CMBX. NA.BBB.11 | Deutsche Bank | 3.00 | % | 11/18/2054 | 838,000 | 782,206 | (55,794 | ) | 10,275 | (45,519 | ) | |||||||||||
Markit CMBX. NA.BBB.9 | Goldman Sachs | 3.00 | % | 9/17/2058 | 1,153,000 | 1,057,549 | (95,451 | ) | 26,541 | (68,910 | ) | |||||||||||
Markit CMBX. NA.BBB.10 | Goldman Sachs | 3.00 | % | 11/17/2059 | 3,573,000 | 3,325,299 | (247,701 | ) | 67,130 | (180,571 | ) | |||||||||||
Markit CMBX. NA.BBB.11 | JPMorgan Chase | 3.00 | % | 11/18/2054 | 393,000 | 366,833 | (26,167 | ) | 4,819 | (21,348 | ) | |||||||||||
Markit CMBX. NA.BBB.9 | Morgan Stanley | 3.00 | % | 9/17/2058 | 4,977,000 | 4,564,978 | (412,022 | ) | 114,566 | (297,456 | ) | |||||||||||
Markit CMBX. NA.BBB.10 | Morgan Stanley | 3.00 | % | 11/17/2059 | 4,812,000 | 4,478,404 | (333,596 | ) | 90,409 | (243,187 | ) | |||||||||||
Markit CMBX. NA.BBB.11 | Morgan Stanley | 3.00 | % | 11/18/2054 | 10,501,000 | 9,801,842 | (699,158 | ) | 128,760 | (570,398 | ) | |||||||||||
Tesla | Morgan Stanley | 1.00 | % | 6/20/2020 | 1,358,000 | 1,263,707 | (99,096 | ) | 4,803 | (94,293 | ) | |||||||||||
$ | (2,804,773 | ) | $ | 677,006 | $ | (2,127,767 | ) |
(1) | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities. | |
(2) | Upfront payments received are presented net of amortization (See Note 2(h)). | |
(3) | Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $677,006. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0. | |
(4) | Includes upfront payments received. |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Open Forward Foreign Currency Exchange Contracts at September 30, 2018:
Forward Foreign Currency Exchange Contracts | Transaction Type | Counterparty | Expiration Date | Foreign Currency | U.S. $ Cost on Origination Date | U.S. $ Current Value | Unrealized Appreciation | |||||||||||||
British pound | Sell | J.P. Morgan | 10/19/2018 | 1,281,000 | $ | 1,693,334 | $ | 1,670,910 | $ | 22,424 | ||||||||||
euro | Sell | Citibank | 12/7/2018 | 715,000 | 847,601 | 834,541 | 13,060 | |||||||||||||
euro | Sell | Goldman Sachs | 12/7/2018 | 477,000 | 563,124 | 556,750 | 6,374 | |||||||||||||
euro | Sell | J.P. Morgan | 12/7/2018 | 904,000 | 1,069,458 | 1,055,140 | 14,318 | |||||||||||||
euro | Sell | Standard Chartered Bank | 12/7/2018 | 588,000 | 694,802 | 686,308 | 8,494 | |||||||||||||
euro | Sell | State Street Bank and Trust | 12/7/2018 | 8,270,000 | 9,787,545 | 9,652,660 | 134,885 | |||||||||||||
euro | Sell | State Street Bank and Trust | 12/7/2018 | 191,000 | 225,576 | 222,933 | 2,643 | |||||||||||||
euro | Sell | State Street Bank and Trust | 12/7/2018 | 768,000 | 899,474 | 896,402 | 3,072 | |||||||||||||
Japanese yen | Sell | State Street Bank and Trust | 10/26/2018 | 242,350,000 | 2,196,135 | 2,136,688 | 59,447 | |||||||||||||
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts | $ | 264,717 | ||||||||||||||||||
Forward Foreign Currency Exchange Contracts | Transaction Type | Counterparty | Expiration Date | Foreign Currency | U.S. $ Cost on Origination Date | U.S.
$ Current Value | Unrealized Depreciation | |||||||||||||
British pound | Buy | Citibank | 10/19/2018 | 442,000 | $ | 577,917 | $ | 576,536 | $ | (1,381 | ) | |||||||||
British pound | Buy | Citibank | 10/19/2018 | 839,000 | 1,104,869 | 1,094,374 | (10,495 | ) | ||||||||||||
euro | Buy | Goldman Sachs | 11/16/2018 | 147,000 | 173,310 | 171,276 | (2,034 | ) | ||||||||||||
euro | Buy | Standard Chartered Bank | 11/16/2018 | 140,000 | 165,314 | 163,120 | (2,194 | ) | ||||||||||||
euro | Buy | State Street Bank and Trust | 11/16/2018 | 190,000 | 224,150 | 221,377 | (2,773 | ) | ||||||||||||
Japanese yen | Buy | Citibank | 10/26/2018 | 51,202,000 | 462,626 | 451,424 | (11,202 | ) | ||||||||||||
Japanese yen | Buy | J.P. Morgan | 10/26/2018 | 37,000,000 | 335,050 | 326,212 | (8,838 | ) | ||||||||||||
Japanese yen | Buy | J.P. Morgan | 10/26/2018 | 50,831,000 | 461,735 | 448,153 | (13,582 | ) | ||||||||||||
Japanese yen | Buy | Standard Chartered Bank | 10/26/2018 | 46,600,000 | 421,940 | 410,851 | (11,089 | ) | ||||||||||||
Japanese yen | Buy | State Street Bank and Trust | 10/26/2018 | 25,449,000 | 230,500 | 224,372 | (6,128 | ) | ||||||||||||
Japanese yen | Buy | State Street Bank and Trust | 10/26/2018 | 25,591,000 | 230,971 | 225,624 | (5,347 | ) | ||||||||||||
euro | Sell | J.P. Morgan | 11/16/2018 | 500,000 | 573,675 | 582,571 | (8,896 | ) | ||||||||||||
euro | Sell | Morgan Stanley | 11/16/2018 | 14,100,000 | 16,101,391 | 16,428,493 | (327,102 | ) | ||||||||||||
euro | Sell | J.P. Morgan | 12/7/2018 | 800,000 | 930,980 | 933,752 | (2,772 | ) | ||||||||||||
Swiss franc | Sell | J.P. Morgan | 11/16/2018 | 227,000 | 230,573 | 232,231 | (1,658 | ) | ||||||||||||
Swiss franc | Sell | J.P. Morgan | 11/16/2018 | 569,000 | 577,786 | 582,111 | (4,325 | ) | ||||||||||||
Swiss franc | Sell | J.P. Morgan | 11/16/2018 | 226,000 | 230,733 | 231,208 | (475 | ) | ||||||||||||
Swiss franc | Sell | State Street Bank and Trust | 11/16/2018 | 225,000 | 229,344 | 230,185 | (841 | ) | ||||||||||||
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts | $ | (421,132 | ) |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
Open Futures Contracts at September 30, 2018:
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Appreciation | ||||||||||||
Euro-Bobl | December 2018 | 6 | Short | EUR | (789,229 | ) | EUR | (784,200 | ) | $ | 5,839 | |||||||
U.S. 10-Year Treasury Note | December 2018 | 22 | Short | $ | (2,639,618 | ) | $ | (2,613,188 | ) | 26,430 | ||||||||
U.S. Long Bond | December 2018 | 975 | Short | (140,531,070 | ) | (136,987,500 | ) | 3,543,570 | ||||||||||
Ultra Long U.S. Treasury Bond | December 2018 | 85 | Short | (13,162,896 | ) | (13,113,906 | ) | 48,990 | ||||||||||
Total Unrealized Appreciation on Open Futures Contracts | $ | 3,624,829 | ||||||||||||||||
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Depreciation | ||||||||||||
U.S. 2-Year Treasury Note | December 2018 | 252 | Long | $ | 53,251,171 | $ | 53,105,063 | $ | (146,108 | ) | ||||||||
U.S. 5-Year Treasury Note | December 2018 | 1,430 | Long | 161,833,752 | 160,841,485 | (992,267 | ) | |||||||||||
U.S. 10-Year Treasury Note | December 2018 | 32 | Long | 4,064,556 | 4,032,000 | (32,556 | ) | |||||||||||
Total Unrealized Depreciation on Open Futures Contracts | $ | (1,170,931 | ) |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type (2)(3) | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 24,836,314 | $ | — | $ | 24,836,314 | ||||||||
Common Stocks | ||||||||||||||||
Auto Parts & Equipment | — | 1,576,087 | — | 1,576,087 | ||||||||||||
Energy: Exploration & Production | 2,395,468 | 46,219 | — | 2,441,687 | ||||||||||||
Personal & Household Products | 1,203,845 | — | 134,120 | 1,337,965 | ||||||||||||
Remaining Industries | 177,466,971 | — | — | 177,466,971 | ||||||||||||
Convertible Bonds | — | 4,468,619 | — | 4,468,619 | ||||||||||||
Floating Rate Loans | ||||||||||||||||
Commercial Services | — | — | 1,176,655 | 1,176,655 | ||||||||||||
Diversified Capital Goods | — | — | 2,295,677 | 2,295,677 | ||||||||||||
Gaming | — | — | 2,241,216 | 2,241,216 | ||||||||||||
Personal & Household Products | — | 5,772,156 | 820,999 | 6,593,155 | ||||||||||||
Remaining Industries | — | 65,368,280 | — | 65,368,280 | ||||||||||||
Foreign Bond | — | 2,427,219 | — | 2,427,219 | ||||||||||||
Foreign Government Obligations | — | 32,116,926 | — | 32,116,926 | ||||||||||||
Government Sponsored Enterprises Pass-Throughs | — | 42,130,855 | — | 42,130,855 | ||||||||||||
High Yield Corporate Bonds | ||||||||||||||||
Banking | — | 56,624,858 | 125 | 56,624,983 | ||||||||||||
Metals/Mining (Excluding Steel) | — | 30,009,509 | 133 | 30,009,642 | ||||||||||||
Specialty Retail | — | 17,224,177 | 42,588 | 17,266,765 | ||||||||||||
Remaining Industries | — | 652,634,765 | — | 652,634,765 | ||||||||||||
Municipal Bonds | — | 45,198,043 | — | 45,198,043 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Security | — | 4,363,543 | — | 4,363,543 | ||||||||||||
Preferred Stock | — | 272,883 | — | 272,883 | ||||||||||||
Warrant | — | — | 164 | 164 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 10,681,869 | — | 10,681,869 | ||||||||||||
Total | $ | 181,066,284 | $ | 995,752,322 | $ | 6,711,677 | $ | 1,183,530,283 | ||||||||
Other Financial Instruments | ||||||||||||||||
Centrally Cleared Credit Default Swap Contracts | ||||||||||||||||
Assets | $ | — | $ | 721,315 | $ | — | $ | 721,315 | ||||||||
Liabilities | — | (235,451 | ) | — | (235,451 | ) | ||||||||||
Credit Default Swap Contracts | ||||||||||||||||
Assets | — | — | — | — | ||||||||||||
Liabilities | — | (2,127,767 | ) | — | (2,127,767 | ) | ||||||||||
Forward Foreign Currency Exchange Contracts | ||||||||||||||||
Assets | — | 264,717 | — | 264,717 | ||||||||||||
Liabilities | — | (421,132 | ) | — | (421,132 | ) | ||||||||||
Futures Contracts | ||||||||||||||||
Assets | 3,624,829 | — | — | 3,624,829 | ||||||||||||
Liabilities | (1,170,931 | ) | — | — | (1,170,931 | ) | ||||||||||
Unfunded Commitment | ||||||||||||||||
Assets | — | 1,214,189 | — | 1,214,189 | ||||||||||||
Liabilities | — | — | — | — | ||||||||||||
Total | $ | 2,453,898 | $ | (584,129 | ) | $ | — | $ | 1,869,769 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2018
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. | |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized. | |
(3) | Securities in the amount of $6,522,610 were transferred from Level 2 to Level 1 as a result of utilizing the last sale or official closing price on the exchange or system on which the securities are principally traded on September 30, 2018. |
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Asset-Backed Securities | Common Stocks | Floating Rate Loans | High Yield Corporate Bonds | Warrants | |||||||||||||||
Balance as of January 1, 2018 | $ | 2,273,600 | — | $ | 3,137,076 | $ | 319,757 | — | ||||||||||||
Accrued Discounts (Premiums) | — | — | 18,118 | (3,784 | ) | — | ||||||||||||||
Realized Gain (Loss) | — | (47 | ) | 1,211 | (30,794 | ) | (2 | ) | ||||||||||||
Change in Unrealized Appreciation (Depreciation) | — | (917,766 | ) | (99,855 | ) | 35,926 | (86,176 | ) | ||||||||||||
Purchases | — | 1,051,933 | 5,336,723 | 430,278 | 86,342 | |||||||||||||||
Sales | — | — | (1,858,726 | ) | (464,988 | ) | — | |||||||||||||
Transfers in to Level 3 | — | — | — | — | — | |||||||||||||||
Transfers out of Level 3 | (2,273,600 | ) | — | — | (243,549 | ) | — | |||||||||||||
Balance as of September 30, 2018 | — | $ | 134,120 | $ | 6,534,547 | $ | 42,846 | $ | 164 | |||||||||||
Change in unrealized appreciation/depreciation for period ended September 30, 2018, related to Level 3 investments held at September 30, 2018 | — | $ | (917,766 | ) | $ | (99,855 | ) | $ | 35,926 | $ | (86,176 | ) |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.10% | ||||||||
Aerospace & Defense 6.10% | ||||||||
General Dynamics Corp. | 6,500 | $ | 1,331 | |||||
Harris Corp. | 12,500 | 2,115 | ||||||
Lockheed Martin Corp. | 8,092 | 2,800 | ||||||
Northrop Grumman Corp. | 8,000 | 2,539 | ||||||
Raytheon Co. | 13,400 | 2,769 | ||||||
Total | 11,554 | |||||||
Air Freight & Logistics 1.92% | ||||||||
FedEx Corp. | 15,100 | 3,636 | ||||||
Banks 1.04% | ||||||||
Cullen/Frost Bankers, Inc. | 4,600 | 481 | ||||||
People’s United Financial, Inc. | 87,400 | 1,496 | ||||||
Total | 1,977 | |||||||
Beverages 3.63% | ||||||||
Coca-Cola Co. (The) | 88,168 | 4,072 | ||||||
PepsiCo, Inc. | 25,124 | 2,809 | ||||||
Total | 6,881 | |||||||
Biotechnology 1.68% | ||||||||
AbbVie, Inc. | 33,599 | 3,178 | ||||||
Capital Markets 2.12% | ||||||||
Ameriprise Financial, Inc. | 12,500 | 1,846 | ||||||
S&P Global, Inc. | 4,700 | 918 | ||||||
T. Rowe Price Group, Inc. | 11,500 | 1,256 | ||||||
Total | 4,020 | |||||||
Chemicals 3.36% | ||||||||
Air Products & Chemicals, Inc. | 4,200 | 701 | ||||||
Ecolab, Inc. | 11,300 | 1,772 | ||||||
PPG Industries, Inc. | 20,506 | 2,238 | ||||||
Sherwin-Williams Co. (The) | 3,625 | 1,650 | ||||||
Total | 6,361 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Commercial Services & Supplies 1.01% | ||||||||
Cintas Corp. | 1,700 | $ | 337 | |||||
Waste Management, Inc. | 17,400 | 1,572 | ||||||
Total | 1,909 | |||||||
Diversified Telecommunication Services 4.12% | ||||||||
AT&T, Inc. | 105,108 | 3,530 | ||||||
Verizon Communications, Inc. | 80,000 | 4,271 | ||||||
Total | 7,801 | |||||||
Electric: Utilities 4.70% | ||||||||
Alliant Energy Corp. | 39,600 | 1,686 | ||||||
Duke Energy Corp. | 27,600 | 2,208 | ||||||
Evergy, Inc. | 16,000 | 879 | ||||||
Eversource Energy | 32,500 | 1,997 | ||||||
NextEra Energy, Inc. | 4,500 | 754 | ||||||
Southern Co. (The) | 15,200 | 663 | ||||||
Xcel Energy, Inc. | 15,100 | 713 | ||||||
Total | 8,900 | |||||||
Electrical Equipment 1.14% | ||||||||
Emerson Electric Co. | 5,000 | 383 | ||||||
Hubbell, Inc. | 13,300 | 1,776 | ||||||
Total | 2,159 | |||||||
Food & Staples Retailing 5.54% | ||||||||
Costco Wholesale Corp. | 16,000 | 3,758 | ||||||
Sysco Corp. | 37,800 | 2,769 | ||||||
Walgreens Boots Alliance, Inc. | 15,221 | 1,110 | ||||||
Walmart, Inc. | 30,280 | 2,843 | ||||||
Total | 10,480 | |||||||
Food Products 1.83% | ||||||||
Flowers Foods, Inc. | 44,300 | 827 | ||||||
Hormel Foods Corp. | 20,600 | 812 | ||||||
J.M. Smucker Co. (The) | 7,900 | 810 | ||||||
Kellogg Co. | 14,400 | 1,008 | ||||||
Total | 3,457 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Gas Utilities 0.59% | ||||||||
UGI Corp. | 20,100 | $ | 1,115 | |||||
Health Care Equipment & Supplies 5.68% | ||||||||
Abbott Laboratories | 57,100 | 4,189 | ||||||
Becton, Dickinson & Co. | 8,100 | 2,114 | ||||||
Medtronic plc (Ireland)(a) | 45,191 | 4,445 | ||||||
Total | 10,748 | |||||||
Health Care Providers & Services 2.59% | ||||||||
AmerisourceBergen Corp. | 19,800 | 1,826 | ||||||
CVS Health Corp. | 39,100 | 3,078 | ||||||
Total | 4,904 | |||||||
Hotels, Restaurants & Leisure 2.29% | ||||||||
McDonald’s Corp. | 25,974 | 4,345 | ||||||
Household Products 4.11% | ||||||||
Church & Dwight Co., Inc. | 24,600 | 1,460 | ||||||
Clorox Co. (The) | 12,400 | 1,865 | ||||||
Kimberly-Clark Corp. | 18,635 | 2,118 | ||||||
Procter & Gamble Co. (The) | 28,100 | 2,339 | ||||||
Total | 7,782 | |||||||
Industrial Conglomerates 3.14% | ||||||||
3M Co. | 16,967 | 3,575 | ||||||
Roper Technologies, Inc. | 8,000 | 2,370 | ||||||
Total | 5,945 | |||||||
Information Technology Services 4.48% | ||||||||
Accenture plc Class A (Ireland)(a) | 17,700 | 3,013 | ||||||
Automatic Data Processing, Inc. | 17,000 | 2,561 | ||||||
International Business Machines Corp. | 19,187 | 2,901 | ||||||
Total | 8,475 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Insurance 3.55% | ||||||||
Brown & Brown, Inc. | 13,100 | $ | 388 | |||||
Chubb Ltd. (Switzerland)(a) | 2,800 | 374 | ||||||
Old Republic International Corp. | 56,100 | 1,256 | ||||||
RenaissanceRe Holdings Ltd. | 7,600 | 1,015 | ||||||
Torchmark Corp. | 13,000 | 1,127 | ||||||
Travelers Cos., Inc. (The) | 19,700 | 2,555 | ||||||
Total | 6,715 | |||||||
Machinery 3.01% | ||||||||
Caterpillar, Inc. | 19,200 | 2,928 | ||||||
Cummins, Inc. | 12,800 | 1,869 | ||||||
Stanley Black & Decker, Inc. | 6,200 | 908 | ||||||
Total | 5,705 | |||||||
Metals & Mining 1.04% | ||||||||
Nucor Corp. | 31,000 | 1,967 | ||||||
Multi-Line Retail 1.01% | ||||||||
Target Corp. | 21,700 | 1,914 | ||||||
Multi-Utilities 1.95% | ||||||||
Consolidated Edison, Inc. | 11,000 | 838 | ||||||
Dominion Energy, Inc. | 40,500 | 2,846 | ||||||
Total | 3,684 | |||||||
Oil, Gas & Consumable Fuels 5.23% | ||||||||
Chevron Corp. | 42,549 | 5,203 | ||||||
Exxon Mobil Corp. | 10,000 | 850 | ||||||
Occidental Petroleum Corp. | 35,973 | 2,956 | ||||||
ONEOK, Inc. | 13,100 | 888 | ||||||
Total | 9,897 | |||||||
Pharmaceuticals 1.67% | ||||||||
Johnson & Johnson | 22,919 | 3,167 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Professional Services 1.00% | ||||||||
Robert Half International, Inc. | 26,900 | $ | 1,893 | |||||
Road & Rail 3.43% | ||||||||
J.B. Hunt Transport Services, Inc. | 13,800 | 1,641 | ||||||
Ryder System, Inc. | 5,800 | 424 | ||||||
Union Pacific Corp. | 27,200 | 4,429 | ||||||
Total | 6,494 | |||||||
Semiconductors & Semiconductor Equipment 5.01% | ||||||||
Analog Devices, Inc. | 11,900 | 1,100 | ||||||
Microchip Technology, Inc. | 8,566 | 676 | ||||||
QUALCOMM, Inc. | 47,257 | 3,404 | ||||||
Texas Instruments, Inc. | 40,200 | 4,313 | ||||||
Total | 9,493 | |||||||
Software 3.59% | ||||||||
CDK Global, Inc. | 27,000 | 1,689 | ||||||
Microsoft Corp. | 44,600 | 5,101 | ||||||
Total | 6,790 | |||||||
Specialty Retail 4.21% | ||||||||
Lowe’s Cos., Inc. | 38,625 | 4,435 | ||||||
Ross Stores, Inc. | 7,800 | 773 | ||||||
TJX Cos., Inc. (The) | 24,700 | 2,767 | ||||||
Total | 7,975 | |||||||
Textiles, Apparel & Luxury Goods 2.31% | ||||||||
NIKE, Inc. Class B | 51,600 | 4,372 | ||||||
Trading Companies & Distributors 1.02% | ||||||||
Fastenal Co. | 33,200 | 1,926 | ||||||
Total Common Stocks (cost $163,567,343) | 187,619 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
Investments | Principal Amount (000) | Fair Value (000) |
||||||
SHORT-TERM INVESTMENT 0.68% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $1,310,000 of U.S. Treasury Note at 2.750% due 5/31/2023; value: $1,310,379; proceeds: $1,283,366 (cost $1,283,232) | $ | 1,283 | $ | 1,283 | ||||
Total Investments in Securities 99.78% (cost $164,850,575) | 188,902 | |||||||
Other Assets in Excess Liabilities(b) 0.22% | 414 | |||||||
Net Assets 100.00% | $ | 189,316 |
(a) | Foreign security traded in U.S. dollars. |
(b) | Other Assets in Excess Liabilities include net unrealized appreciation on futures contracts as follows: |
Open Futures Contracts at September 30, 2018:
Type | Expiration | Contracts | Position | Notional Amount |
Notional Value |
Unrealized Appreciation | ||||||||||||
E-Mini S&P 500 Index | December 2018 | 9 | Long | $ | 1,304,421 | $ | 1,313,550 | $ | 9,129 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2018
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 187,619 | $ | — | $ | — | $ | 187,619 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 1,283 | — | 1,283 | ||||||||||||
Total | $ | 187,619 | $ | 1,283 | $ | — | $ | 188,902 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 9 | $ | — | $ | — | $ | 9 | ||||||||
Liabilities | — | — | — | — | ||||||||||||
Total | $ | 9 | $ | — | $ | — | $ | 9 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.87% | ||||||||
Banks 4.99% | ||||||||
Citizens Financial Group, Inc. | 15,994 | $ | 617 | |||||
East West Bancorp, Inc. | 5,085 | 307 | ||||||
Signature Bank | 6,507 | 747 | ||||||
SVB Financial Group* | 1,663 | 517 | ||||||
Total | 2,188 | |||||||
Beverages 1.78% | ||||||||
Coca-Cola Co. (The) | 16,920 | 782 | ||||||
Biotechnology 2.54% | ||||||||
Vertex Pharmaceuticals, Inc.* | 5,788 | 1,116 | ||||||
Capital Markets 3.05% | ||||||||
Charles Schwab Corp. (The) | 8,966 | 441 | ||||||
Morgan Stanley | 19,222 | 895 | ||||||
Total | 1,336 | |||||||
Chemicals 2.11% | ||||||||
DowDuPont, Inc. | 14,387 | 925 | ||||||
Consumer Finance 1.80% | ||||||||
Discover Financial Services | 10,335 | 790 | ||||||
Diversified Telecommunication Services 0.68% | ||||||||
AT&T, Inc. | 8,875 | 298 | ||||||
Electric: Utilities 2.26% | ||||||||
NextEra Energy, Inc. | 5,923 | 993 | ||||||
Electrical Equipment 1.52% | ||||||||
AMETEK, Inc. | 8,421 | 666 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Electronic Equipment, Instruments & Components 1.84% | ||||||||
Corning, Inc. | 22,807 | $ | 805 | |||||
Energy Equipment & Services 1.02% | ||||||||
Halliburton Co. | 11,052 | 448 | ||||||
Entertainment 9.68% | ||||||||
Live Nation Entertainment, Inc.* | 3,564 | 194 | ||||||
Netflix, Inc.* | 5,604 | 2,097 | ||||||
Nintendo Co. Ltd. ADR | 15,935 | 724 | ||||||
Walt Disney Co. (The) | 10,509 | 1,229 | ||||||
Total | 4,244 | |||||||
Equity Real Estate Investment Trusts 2.03% | ||||||||
Prologis, Inc. | 13,105 | 888 | ||||||
Food & Staples Retailing 2.06% | ||||||||
Walmart, Inc. | 9,639 | 905 | ||||||
Food Products 0.54% | ||||||||
Mondelez International, Inc. Class A | 5,550 | 238 | ||||||
Health Care Equipment & Supplies 4.17% | ||||||||
Baxter International, Inc. | 14,372 | 1,108 | ||||||
Insulet Corp.* | 6,785 | 719 | ||||||
Total | 1,827 | |||||||
Health Care Providers & Services 4.76% | ||||||||
UnitedHealth Group, Inc. | 7,847 | 2,088 | ||||||
Hotels, Restaurants & Leisure 2.94% | ||||||||
McDonald’s Corp. | 3,576 | 598 | ||||||
Yum! Brands, Inc. | 7,613 | 692 | ||||||
Total | 1,290 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Household Products 0.79% | ||||||||
Clorox Co. (The) | 2,290 | $ | 344 | |||||
Industrial Conglomerates 2.87% | ||||||||
Honeywell International, Inc. | 7,554 | 1,257 | ||||||
Information Technology Services 1.08% | ||||||||
Worldpay, Inc. Class A* | 4,658 | 472 | ||||||
Insurance 2.21% | ||||||||
Chubb Ltd. (Switzerland)(a) | 3,231 | 432 | ||||||
Hartford Financial Services Group, Inc. (The) | 10,744 | 537 | ||||||
Total | 969 | |||||||
Interactive Media & Services 5.12% | ||||||||
Alphabet, Inc. Class A* | 1,379 | 1,665 | ||||||
Tencent Holdings Ltd. ADR | 14,259 | 582 | ||||||
Total | 2,247 | |||||||
Internet & Direct Marketing Retail 7.20% | ||||||||
Alibaba Group Holding Ltd. ADR* | 5,036 | 830 | ||||||
Amazon.com, Inc.* | 1,161 | 2,325 | ||||||
Total | 3,155 | |||||||
Machinery 1.36% | ||||||||
Caterpillar, Inc. | 1,244 | 189 | ||||||
Parker-Hannifin Corp. | 2,217 | 408 | ||||||
Total | 597 | |||||||
Media 2.03% | ||||||||
Charter Communications, Inc. Class A* | 1,013 | 330 | ||||||
Comcast Corp. Class A | 15,774 | 559 | ||||||
Total | 889 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Oil, Gas & Consumable Fuels 3.27% | ||||||||
Devon Energy Corp. | 12,902 | $ | 516 | |||||
EOG Resources, Inc. | 7,198 | 918 | ||||||
Total | 1,434 | |||||||
Pharmaceuticals 4.97% | ||||||||
Bristol-Myers Squibb Co. | 5,368 | 333 | ||||||
Johnson & Johnson | 8,282 | 1,144 | ||||||
Novartis AG ADR | 8,158 | 703 | ||||||
Total | 2,180 | |||||||
Road & Rail 1.05% | ||||||||
CSX Corp. | 6,236 | 462 | ||||||
Semiconductors & Semiconductor Equipment 2.28% | ||||||||
NVIDIA Corp. | 2,419 | 680 | ||||||
Texas Instruments, Inc. | 2,965 | 318 | ||||||
Total | 998 | |||||||
Software 6.69% | ||||||||
Microsoft Corp. | 24,111 | 2,758 | ||||||
Red Hat, Inc.* | 1,302 | 177 | ||||||
Total | 2,935 | |||||||
Specialty Retail 3.90% | ||||||||
Burlington Stores, Inc.* | 3,713 | 605 | ||||||
Home Depot, Inc. (The) | 3,164 | 655 | ||||||
O’Reilly Automotive, Inc.* | 1,300 | 452 | ||||||
Total | 1,712 | |||||||
Technology Hardware, Storage & Peripherals 4.47% | ||||||||
Apple, Inc. | 8,691 | 1,962 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Tobacco 0.81% | ||||||||
Philip Morris International, Inc. | 4,340 | $ | 354 | |||||
Total Common Stocks (cost $34,626,851) | 43,794 | |||||||
Principal Amount (000) |
||||||||
SHORT-TERM INVESTMENT 0.40% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $190,000 of U.S. Treasury Note at 2.125% due 2/29/2024; value: $182,266; proceeds: $177,016 (cost $176,998) |
$ | 177 | 177 | |||||
Total Investments in Securities 100.27% (cost $34,803,849) |
43,971 | |||||||
Liabilities in Excess of Other Assets (0.27)% | (118 | ) | ||||||
Net Assets 100.00% | $ | 43,853 |
ADR | American Depositary Receipt. | |
* | Non-income producing security. | |
(a) | Foreign security traded in U.S. dollars. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 43,794 | $ | — | $ | — | $ | 43,794 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 177 | — | 177 | ||||||||||||
Total | $ | 43,794 | $ | 177 | $ | — | $ | 43,971 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 97.33% | ||||||||
Aerospace & Defense 4.51% | ||||||||
Aerovironment, Inc.* | 14,307 | $ | 1,605 | |||||
Axon Enterprise, Inc.* | 14,699 | 1,006 | ||||||
Curtiss-Wright Corp. | 4,134 | 568 | ||||||
Total | 3,179 | |||||||
Air Freight & Logistics 0.77% | ||||||||
Atlas Air Worldwide Holdings, Inc.* | 5,731 | 366 | ||||||
XPO Logistics, Inc.* | 1,561 | 178 | ||||||
Total | 544 | |||||||
Banks 4.73% | ||||||||
Cadence BanCorp | 23,263 | 608 | ||||||
CenterState Bank Corp. | 31,478 | 883 | ||||||
Webster Financial Corp. | 9,192 | 542 | ||||||
Western Alliance Bancorp* | 12,324 | 701 | ||||||
Wintrust Financial Corp. | 7,102 | 603 | ||||||
Total | 3,337 | |||||||
Biotechnology 10.50% | ||||||||
Agios Pharmaceuticals, Inc.* | 6,111 | 471 | ||||||
Amarin Corp. plc ADR* | 25,151 | 409 | ||||||
Amicus Therapeutics, Inc.* | 32,252 | 390 | ||||||
AnaptysBio, Inc.* | 3,200 | 319 | ||||||
Audentes Therapeutics, Inc.* | 12,037 | 477 | ||||||
Blueprint Medicines Corp.* | 7,194 | 562 | ||||||
Denali Therapeutics, Inc.* | 11,877 | 258 | ||||||
FibroGen, Inc.* | 11,662 | 709 | ||||||
Immunomedics, Inc.* | 25,498 | 531 | ||||||
Loxo Oncology, Inc.* | 5,355 | 915 | ||||||
Myovant Sciences Ltd. (United Kingdom)*(a) | 21,065 | 559 | ||||||
Sage Therapeutics, Inc.* | 3,669 | 518 | ||||||
Sarepta Therapeutics, Inc.* | 4,599 | 743 | ||||||
Spark Therapeutics, Inc.* | 815 | (b) | 45 | |||||
Ultragenyx Pharmaceutical, Inc.* | 6,515 | 497 | ||||||
Total | 7,403 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Building Products 1.36% | ||||||||
Trex Co., Inc.* | 12,479 | $ | 961 | |||||
Capital Markets 3.01% | ||||||||
Evercore, Inc. Class A | 7,395 | 744 | ||||||
Hamilton Lane, Inc. Class A | 18,301 | 810 | ||||||
Moelis & Co. Class A | 10,378 | 569 | ||||||
Total | 2,123 | |||||||
Communications Equipment 0.67% | ||||||||
Lumentum Holdings, Inc.* | 7,826 | 469 | ||||||
Construction & Engineering 0.56% | ||||||||
NV5 Global, Inc.* | 4,549 | 394 | ||||||
Diversified Consumer Services 4.23% | ||||||||
Chegg, Inc.* | 31,211 | 887 | ||||||
Grand Canyon Education, Inc.* | 9,683 | 1,092 | ||||||
Weight Watchers International, Inc.* | 13,969 | 1,006 | ||||||
Total | 2,985 | |||||||
Electrical Equipment 1.21% | ||||||||
Generac Holdings, Inc.* | 15,106 | 852 | ||||||
Energy Equipment & Services 1.26% | ||||||||
Cactus, Inc. Class A* | 23,274 | 891 | ||||||
Entertainment 2.56% | ||||||||
Live Nation Entertainment, Inc.* | 3,317 | 181 | ||||||
World Wrestling Entertainment, Inc. Class A | 16,812 | 1,626 | ||||||
Total | 1,807 | |||||||
Food Products 0.92% | ||||||||
Calavo Growers, Inc. | 6,732 | 650 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Health Care Equipment & Supplies 9.50% | ||||||||
Glaukos Corp.* | 16,294 | $ | 1,058 | |||||
Inogen, Inc.* | 4,417 | 1,078 | ||||||
Insulet Corp.* | 13,592 | 1,440 | ||||||
iRhythm Technologies, Inc.* | 10,795 | 1,022 | ||||||
Penumbra, Inc.* | 8,116 | 1,215 | ||||||
Tandem Diabetes Care, Inc.* | 20,665 | 885 | ||||||
Total | 6,698 | |||||||
Health Care Providers & Services 1.37% | ||||||||
HealthEquity, Inc.* | 10,240 | 967 | ||||||
Health Care Technology 1.72% | ||||||||
Teladoc, Inc.* | 14,014 | 1,210 | ||||||
Hotels, Restaurants & Leisure 2.09% | ||||||||
Planet Fitness, Inc. Class A* | 27,316 | 1,476 | ||||||
Household Durables 3.73% | ||||||||
iRobot Corp.* | 8,271 | 909 | ||||||
Roku, Inc.* | 19,835 | 1,448 | ||||||
Sonos, Inc.* | 17,065 | 274 | ||||||
Total | 2,631 | |||||||
Information Technology Services 4.06% | ||||||||
EPAM Systems, Inc.* | 6,337 | 872 | ||||||
Okta, Inc.* | 14,264 | 1,004 | ||||||
Twilio, Inc. Class A* | 11,425 | 986 | ||||||
Total | 2,862 | |||||||
Interactive Media & Services 1.46% | ||||||||
Cargurus, Inc.* | 9,670 | 539 | ||||||
Eventbrite, Inc.* | 12,889 | 489 | ||||||
Total | 1,028 | |||||||
Internet & Direct Marketing Retail 2.74% | ||||||||
Etsy, Inc.* | 15,348 | 788 | ||||||
Stamps.com, Inc.* | 2,586 | 585 | ||||||
Stitch Fix, Inc.* | 12,722 | 557 | ||||||
Total | 1,930 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Leisure Products 0.61% | ||||||||
Malibu Boats, Inc.* | 7,785 | $ | 426 | |||||
Machinery 2.69% | ||||||||
Chart Industries, Inc.* | 5,119 | 401 | ||||||
Proto Labs, Inc.* | 3,880 | 627 | ||||||
RBC Bearings, Inc.* | 5,772 | 868 | ||||||
Total | 1,896 | |||||||
Pharmaceuticals 1.43% | ||||||||
GW Pharmaceuticals plc ADR* | 5,845 | 1,010 | ||||||
Professional Services 2.12% | ||||||||
Insperity, Inc. | 12,696 | 1,497 | ||||||
Semiconductors & Semiconductor Equipment 1.95% | ||||||||
Monolithic Power Systems, Inc. | 5,550 | 697 | ||||||
Semtech Corp.* | 12,231 | 680 | ||||||
Total | 1,377 | |||||||
Software 21.94% | ||||||||
2U, Inc.* | 4,194 | 315 | ||||||
Alteryx, Inc.* | 10,259 | 587 | ||||||
Appian Corp.* | 9,883 | 327 | ||||||
Aspen Technology, Inc.* | 3,740 | 426 | ||||||
Carbon Black, Inc.* | 13,745 | 291 | ||||||
Cision Ltd.* | 30,278 | 509 | ||||||
Coupa Software, Inc.* | 13,590 | 1,075 | ||||||
Everbridge, Inc.* | 20,847 | 1,202 | ||||||
Five9, Inc.* | 22,422 | 980 | ||||||
HubSpot, Inc.* | 5,835 | 881 | ||||||
Mimecast Ltd.* | 21,970 | 920 | ||||||
New Relic, Inc.* | 6,765 | 638 | ||||||
Paycom Software, Inc.* | 4,565 | 709 | ||||||
Paylocity Holding Corp.* | 8,374 | 673 | ||||||
Proofpoint, Inc.* | 2,776 | 295 | ||||||
RingCentral, Inc.* | 11,101 | 1,033 | ||||||
SendGrid, Inc.* | 9,961 | 366 | ||||||
Talend SA ADR* | 9,153 | 638 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Software (continued) | ||||||||
Trade Desk, Inc. (The) Class A* | 10,286 | $ | 1,552 | |||||
Yext, Inc.* | 14,868 | 352 | ||||||
Zendesk, Inc.* | 8,954 | 636 | ||||||
Zscaler, Inc.* | 18,387 | 750 | ||||||
Zuora, Inc. Class A* | 13,584 | 314 | ||||||
Total | 15,469 | |||||||
Specialty Retail 1.20% | ||||||||
At Home Group, Inc.* | 26,918 | 849 | ||||||
Textiles, Apparel & Luxury Goods 0.83% | ||||||||
Canada Goose Holdings, Inc. (Canada)*(a) | 9,080 | 586 | ||||||
Trading Companies & Distributors 1.60% | ||||||||
Air Lease Corp. | 17,415 | 799 | ||||||
SiteOne Landscape Supply, Inc.* | 4,317 | 325 | ||||||
Total | 1,124 | |||||||
Total Common Stocks (cost $52,043,911) | 68,631 |
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 1.27% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $985,000 of U.S. Treasury Note at 1.250% due 7/31/2023; value: $911,517; proceeds: $893,553 (cost $893,460) | $ | 893 | 893 | |||||
Total Investments in Securities 98.60% (cost $52,937,371) | 69,524 | |||||||
Other Assets in Excess of Liabilities 1.40% | 990 | |||||||
Net Assets 100.00% | $ | 70,514 |
ADR | American Depositary Receipt. | |
* | Non-income producing security. | |
(a) | Foreign security traded in U.S. dollars. | |
(b) | Amount represents less than 1,000 shares. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2018
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 68,631 | $ | — | $ | — | $ | 68,631 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 893 | — | 893 | ||||||||||||
Total | $ | 68,631 | $ | 893 | $ | — | $ | 69,524 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.56% | ||||||||
Aerospace & Defense 2.13% | ||||||||
Boeing Co. (The) | 10,495 | $ | 3,903 | |||||
General Dynamics Corp. | 18,675 | 3,823 | ||||||
Total | 7,726 | |||||||
Airlines 0.84% | ||||||||
Delta Air Lines, Inc. | 52,896 | 3,059 | ||||||
Banks 14.44% | ||||||||
Bank of America Corp. | 433,027 | 12,757 | ||||||
Citizens Financial Group, Inc. | 147,037 | 5,671 | ||||||
Comerica, Inc. | 65,424 | 5,901 | ||||||
East West Bancorp, Inc. | 72,145 | 4,355 | ||||||
JPMorgan Chase & Co. | 126,921 | 14,322 | ||||||
Signature Bank | 23,813 | 2,735 | ||||||
SVB Financial Group* | 10,468 | 3,254 | ||||||
Wells Fargo & Co. | 64,733 | 3,402 | ||||||
Total | 52,397 | |||||||
Beverages 1.97% | ||||||||
Coca-Cola Co. (The) | 85,121 | 3,932 | ||||||
PepsiCo, Inc. | 28,800 | 3,220 | ||||||
Total | 7,152 | |||||||
Biotechnology 0.75% | ||||||||
Gilead Sciences, Inc. | 35,300 | 2,725 | ||||||
Capital Markets 0.99% | ||||||||
Goldman Sachs Group, Inc. (The) | 16,027 | 3,594 | ||||||
Chemicals 2.72% | ||||||||
DowDuPont, Inc. | 153,500 | 9,872 | ||||||
Communications Equipment 3.42% | ||||||||
Cisco Systems, Inc. | 254,800 | 12,396 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Consumer Finance 1.06% | ||||||||
Discover Financial Services | 50,268 | $ | 3,843 | |||||
Diversified Telecommunication Services 3.66% | ||||||||
AT&T, Inc. | 142,069 | 4,771 | ||||||
Verizon Communications, Inc. | 159,600 | 8,521 | ||||||
Total | 13,292 | |||||||
Electric: Utilities 5.24% | ||||||||
Duke Energy Corp. | 111,045 | 8,886 | ||||||
NextEra Energy, Inc. | 60,452 | 10,132 | ||||||
Total | 19,018 | |||||||
Electrical Equipment 2.06% | ||||||||
AMETEK, Inc. | 94,386 | 7,468 | ||||||
Electronic Equipment, Instruments & Components 1.46% | ||||||||
Corning, Inc. | 150,030 | 5,296 | ||||||
Entertainment 1.76% | ||||||||
Walt Disney Co. (The) | 54,591 | 6,384 | ||||||
Equity Real Estate Investment Trusts 2.65% | ||||||||
Boston Properties, Inc. | 22,373 | 2,754 | ||||||
Prologis, Inc. | 101,293 | 6,867 | ||||||
Total | 9,621 | |||||||
Food & Staples Retailing 1.85% | ||||||||
Walmart, Inc. | 71,489 | 6,713 | ||||||
Food Products 0.76% | ||||||||
Mondelez International, Inc. Class A | 64,563 | 2,774 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Health Care Equipment & Supplies 3.84% | ||||||||
Abbott Laboratories | 115,900 | $ | 8,502 | |||||
Boston Scientific Corp.* | 100,272 | 3,861 | ||||||
Insulet Corp.* | 14,752 | 1,563 | ||||||
Total | 13,926 | |||||||
Health Care Providers & Services 2.11% | ||||||||
UnitedHealth Group, Inc. | 28,807 | 7,664 | ||||||
Hotels, Restaurants & Leisure 1.34% | ||||||||
Yum! Brands, Inc. | 53,411 | 4,856 | ||||||
Industrial Conglomerates 2.60% | ||||||||
Honeywell International, Inc. | 56,704 | 9,436 | ||||||
Information Technology Services 1.27% | ||||||||
PayPal Holdings, Inc.* | 52,569 | 4,618 | ||||||
Insurance 3.41% | ||||||||
Chubb Ltd. (Switzerland)(a) | 51,450 | 6,876 | ||||||
Hartford Financial Services Group, Inc. (The) | 110,263 | 5,508 | ||||||
Total | 12,384 | |||||||
Interactive Media & Services 1.28% | ||||||||
Alphabet, Inc. Class A* | 3,852 | 4,650 | ||||||
Internet & Direct Marketing Retail 0.83% | ||||||||
Alibaba Group Holding Ltd. ADR* | 5,263 | 867 | ||||||
Amazon.com, Inc.* | 1,069 | 2,141 | ||||||
Total | 3,008 | |||||||
Multi-Line Retail 0.53% | ||||||||
Dollar Tree, Inc.* | 23,648 | 1,928 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Oil, Gas & Consumable Fuels 11.09% | ||||||||
Chevron Corp. | 99,868 | $ | 12,212 | |||||
ConocoPhillips | 111,389 | 8,621 | ||||||
Devon Energy Corp. | 118,252 | 4,723 | ||||||
EOG Resources, Inc. | 28,941 | 3,692 | ||||||
Marathon Petroleum Corp. | 65,700 | 5,254 | ||||||
Royal Dutch Shell plc Class A ADR | 84,312 | 5,745 | ||||||
Total | 40,247 | |||||||
Personal Products 0.98% | ||||||||
Unilever NV Registered Shares (United Kingdom)(a) | 64,188 | 3,566 | ||||||
Pharmaceuticals 11.01% | ||||||||
Allergan plc | 25,852 | 4,924 | ||||||
Johnson & Johnson | 107,450 | 14,846 | ||||||
Merck & Co., Inc. | 132,432 | 9,395 | ||||||
Novartis AG ADR | 22,025 | 1,898 | ||||||
Pfizer, Inc. | 201,391 | 8,875 | ||||||
Total | 39,938 | |||||||
Road & Rail 1.90% | ||||||||
CSX Corp. | 93,102 | 6,894 | ||||||
Semiconductors & Semiconductor Equipment 1.24% | ||||||||
Intel Corp. | 94,972 | 4,491 | ||||||
Software 3.77% | ||||||||
Microsoft Corp. | 72,464 | 8,287 | ||||||
Oracle Corp. | 104,242 | 5,375 | ||||||
Total | 13,662 | |||||||
Specialty Retail 4.10% | ||||||||
Burlington Stores, Inc.* | 23,049 | 3,755 | ||||||
Home Depot, Inc. (The) | 32,753 | 6,785 | ||||||
O’Reilly Automotive, Inc.* | 12,442 | 4,321 | ||||||
Total | 14,861 | |||||||
Tobacco 0.50% | ||||||||
Philip Morris International, Inc. | 22,320 | 1,820 | ||||||
Total Common Stocks (cost $333,796,012) | 361,279 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2018
Investments | Principal Amount (000) | Fair Value (000) | ||||||
SHORT-TERM INVESTMENT 0.57% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $2,125,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $2,125,614; proceeds: $2,081,460 (cost $2,081,243) | $ | 2,081 | $ | 2,081 | ||||
Total Investments in Securities 100.13% (cost $335,877,255) | 363,360 | |||||||
Liabilities in Excess of Other Assets (0.13)% | (478 | ) | ||||||
Net Assets 100.00% | $ | 362,882 |
ADR | American Depositary Receipt. | |
* | Non-income producing security. | |
(a) | Foreign security traded in U.S. dollars. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 361,279 | $ | — | $ | — | $ | 361,279 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 2,081 | — | 2,081 | ||||||||||||
Total | $ | 361,279 | $ | 2,081 | $ | — | $ | 363,360 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.73% | ||||||||
Aerospace & Defense 2.10% | ||||||||
Boeing Co. (The) | 18,017 | $ | 6,701 | |||||
General Dynamics Corp. | 32,729 | 6,700 | ||||||
Total | 13,401 | |||||||
Airlines 0.84% | ||||||||
Delta Air Lines, Inc. | 92,416 | 5,344 | ||||||
Banks 14.78% | ||||||||
Bank of America Corp. | 810,970 | 23,891 | ||||||
Citizens Financial Group, Inc. | 265,025 | 10,222 | ||||||
Comerica, Inc. | 114,869 | 10,361 | ||||||
East West Bancorp, Inc. | 126,841 | 7,658 | ||||||
JPMorgan Chase & Co. | 225,065 | 25,396 | ||||||
Signature Bank | 42,915 | 4,928 | ||||||
SVB Financial Group* | 18,769 | 5,834 | ||||||
Wells Fargo & Co. | 113,368 | 5,959 | ||||||
Total | 94,249 | |||||||
Beverages 1.98% | ||||||||
Coca-Cola Co. (The) | 151,816 | 7,012 | ||||||
PepsiCo, Inc. | 50,400 | 5,635 | ||||||
Total | 12,647 | |||||||
Biotechnology 0.75% | ||||||||
Gilead Sciences, Inc. | 62,078 | 4,793 | ||||||
Capital Markets 0.99% | ||||||||
Goldman Sachs Group, Inc. (The) | 28,050 | 6,290 | ||||||
Chemicals 2.73% | ||||||||
DowDuPont, Inc. | 271,131 | 17,436 | ||||||
Communications Equipment 3.17% | ||||||||
Cisco Systems, Inc. | 415,470 | 20,213 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Consumer Finance 1.06% | ||||||||
Discover Financial Services | 88,773 | $ | 6,787 | |||||
Diversified Telecommunication Services 3.68% | ||||||||
AT&T, Inc. | 254,148 | 8,534 | ||||||
Verizon Communications, Inc. | 279,620 | 14,929 | ||||||
Total | 23,463 | |||||||
Electric: Utilities 5.25% | ||||||||
Duke Energy Corp. | 196,699 | 15,740 | ||||||
NextEra Energy, Inc. | 105,721 | 17,719 | ||||||
Total | 33,459 | |||||||
Electrical Equipment 2.16% | ||||||||
AMETEK, Inc. | 174,351 | 13,795 | ||||||
Electronic Equipment, Instruments & Components 1.47% | ||||||||
Corning, Inc. | 265,164 | 9,360 | ||||||
Entertainment 1.34% | ||||||||
Walt Disney Co. (The) | 72,879 | 8,523 | ||||||
Equity Real Estate Investment Trusts 2.65% | ||||||||
Boston Properties, Inc. | 38,608 | 4,752 | ||||||
Prologis, Inc. | 178,735 | 12,117 | ||||||
Total | 16,869 | |||||||
Food & Staples Retailing 1.86% | ||||||||
Walmart, Inc. | 125,943 | 11,827 | ||||||
Food Products 0.76% | ||||||||
Mondelez International, Inc. Class A | 112,541 | 4,835 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Health Care Equipment & Supplies 3.86% | ||||||||
Abbott Laboratories | 204,729 | $ | 15,019 | |||||
Boston Scientific Corp.* | 177,173 | 6,821 | ||||||
Insulet Corp.* | 26,145 | 2,770 | ||||||
Total | 24,610 | |||||||
Health Care Providers & Services 2.12% | ||||||||
UnitedHealth Group, Inc. | 50,859 | 13,531 | ||||||
Hotels, Restaurants & Leisure 1.80% | ||||||||
McDonald’s Corp. | 19,264 | 3,223 | ||||||
Yum! Brands, Inc. | 90,983 | 8,271 | ||||||
Total | 11,494 | |||||||
Industrial Conglomerates 2.60% | ||||||||
Honeywell International, Inc. | 99,491 | 16,555 | ||||||
Information Technology Services 1.25% | ||||||||
PayPal Holdings, Inc.* | 90,432 | 7,944 | ||||||
Insurance 3.40% | ||||||||
Chubb Ltd. (Switzerland)(a) | 88,956 | 11,888 | ||||||
Hartford Financial Services Group, Inc. (The) | 196,547 | 9,820 | ||||||
Total | 21,708 | |||||||
Interactive Media & Services 1.31% | ||||||||
Alphabet, Inc. Class A* | 6,921 | 8,354 | ||||||
Internet & Direct Marketing Retail 0.74% | ||||||||
Alibaba Group Holding Ltd. ADR* | 9,302 | 1,532 | ||||||
Amazon.com, Inc.* | 1,597 | 3,199 | ||||||
Total | 4,731 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Multi-Line Retail 0.54% | ||||||||
Dollar Tree, Inc.* | 41,839 | $ | 3,412 | |||||
Oil, Gas & Consumable Fuels 11.10% | ||||||||
Chevron Corp. | 175,501 | 21,460 | ||||||
ConocoPhillips | 196,568 | 15,214 | ||||||
Devon Energy Corp. | 205,572 | 8,211 | ||||||
EOG Resources, Inc. | 50,186 | 6,402 | ||||||
Marathon Petroleum Corp. | 116,513 | 9,318 | ||||||
Royal Dutch Shell plc Class A ADR | 148,936 | 10,148 | ||||||
Total | 70,753 | |||||||
Personal Products 0.98% | ||||||||
Unilever NV Registered Shares (United Kingdom)(a) | 112,260 | 6,236 | ||||||
Pharmaceuticals 10.98% | ||||||||
Allergan plc | 45,261 | 8,622 | ||||||
Johnson & Johnson | 189,023 | 26,117 | ||||||
Merck & Co., Inc. | 229,107 | 16,253 | ||||||
Novartis AG ADR | 38,776 | 3,341 | ||||||
Pfizer, Inc. | 354,962 | 15,643 | ||||||
Total | 69,976 | |||||||
Road & Rail 1.90% | ||||||||
CSX Corp. | 163,845 | 12,133 | ||||||
Semiconductors & Semiconductor Equipment 1.25% | ||||||||
Intel Corp. | 168,014 | 7,945 | ||||||
Software 3.78% | ||||||||
Microsoft Corp. | 129,093 | 14,764 | ||||||
Oracle Corp. | 181,438 | 9,355 | ||||||
Total | 24,119 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Specialty Retail 4.05% | ||||||||
Burlington Stores, Inc.* | 40,589 | $ | 6,613 | |||||
Home Depot, Inc. (The) | 56,356 | 11,674 | ||||||
O’Reilly Automotive, Inc.* | 21,776 | 7,563 | ||||||
Total | 25,850 | |||||||
Tobacco 0.50% | ||||||||
Philip Morris International, Inc. | 39,029 | 3,182 | ||||||
Total Common Stocks (cost $565,607,018) | 635,824 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 0.47% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $3,060,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $3,060,884; proceeds: $2,997,726 (cost $2,997,414) | $ | 2,997 | 2,997 | |||||
Total Investments in Securities 100.20% (cost $568,604,432) | 638,821 | |||||||
Liabilities in Excess of Other Assets (0.20)% | (1,280 | ) | ||||||
Net Assets 100.00% | $ | 637,541 |
ADR | American Depositary Receipt. | |
* | Non-income producing security. | |
(a) | Foreign security traded in U.S. dollars. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 635,824 | $ | — | $ | — | $ | 635,824 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 2,997 | — | 2,997 | ||||||||||||
Total | $ | 635,824 | $ | 2,997 | $ | — | $ | 638,821 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.28% | ||||||||
Aerospace & Defense 1.22% | ||||||||
TransDigm Group, Inc.* | 4,303 | $ | 1,602 | |||||
Air Freight & Logistics 0.88% | ||||||||
Expeditors International of Washington, Inc. | 15,706 | 1,155 | ||||||
Banks 2.55% | ||||||||
Cadence BanCorp | 34,364 | 898 | ||||||
First Republic Bank | 10,481 | 1,006 | ||||||
Western Alliance Bancorp* | 25,526 | 1,452 | ||||||
Total | 3,356 | |||||||
Beverages 1.34% | ||||||||
Brown-Forman Corp. Class B | 34,829 | 1,761 | ||||||
Biotechnology 4.33% | ||||||||
AnaptysBio, Inc.* | 5,601 | 559 | ||||||
BioMarin Pharmaceutical, Inc.* | 14,649 | 1,420 | ||||||
Myovant Sciences Ltd. (United Kingdom)*(a) | 31,295 | 831 | ||||||
Neurocrine Biosciences, Inc.* | 7,861 | 966 | ||||||
Repligen Corp.* | 6,867 | 381 | ||||||
Sarepta Therapeutics, Inc.* | 4,316 | 697 | ||||||
Vertex Pharmaceuticals, Inc.* | 4,330 | 835 | ||||||
Total | 5,689 | |||||||
Building Products 1.46% | ||||||||
Allegion plc (Ireland)(a) | 21,202 | 1,920 | ||||||
Capital Markets 4.28% | ||||||||
E*TRADE Financial Corp.* | 28,959 | 1,517 | ||||||
MarketAxess Holdings, Inc. | 5,000 | 893 | ||||||
Moody’s Corp. | 12,410 | 2,075 | ||||||
MSCI, Inc. | 6,437 | 1,142 | ||||||
Total | 5,627 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Chemicals 2.16% | ||||||||
Ashland Global Holdings, Inc. | 10,130 | $ | 850 | |||||
Axalta Coating Systems Ltd.* | 31,728 | 925 | ||||||
FMC Corp. | 12,285 | 1,071 | ||||||
Total | 2,846 | |||||||
Commercial Services & Supplies 1.76% | ||||||||
Cintas Corp. | 5,370 | 1,062 | ||||||
Healthcare Services Group, Inc. | 30,776 | 1,250 | ||||||
Total | 2,312 | |||||||
Communications Equipment 1.28% | ||||||||
Palo Alto Networks, Inc.* | 7,454 | 1,679 | ||||||
Construction Materials 1.26% | ||||||||
Vulcan Materials Co. | 14,894 | 1,656 | ||||||
Consumer Finance 0.76% | ||||||||
SLM Corp.* | 90,249 | 1,006 | ||||||
Containers & Packaging 2.06% | ||||||||
Avery Dennison Corp. | 14,388 | 1,559 | ||||||
Owens-Illinois, Inc.* | 61,391 | 1,153 | ||||||
Total | 2,712 | |||||||
Diversified Consumer Services 0.92% | ||||||||
Service Corp. International | 27,250 | 1,204 | ||||||
Electrical Equipment 2.36% | ||||||||
AMETEK, Inc. | 20,796 | 1,646 | ||||||
Hubbell, Inc. | 10,932 | 1,460 | ||||||
Total | 3,106 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Electronic Equipment, Instruments & Components 1.49% | ||||||||
Keysight Technologies, Inc.* | 14,514 | $ | 962 | |||||
Trimble, Inc.* | 22,963 | 998 | ||||||
Total | 1,960 | |||||||
Equity Real Estate Investment Trusts 1.40% | ||||||||
SBA Communications Corp.* | 11,429 | 1,836 | ||||||
Food Products 0.50% | ||||||||
Hershey Co. (The) | 6,425 | 655 | ||||||
Health Care Equipment & Supplies 4.34% | ||||||||
ABIOMED, Inc.* | 1,911 | 860 | ||||||
Align Technology, Inc.* | 3,124 | 1,222 | ||||||
Edwards Lifesciences Corp.* | 13,499 | 2,350 | ||||||
Insulet Corp.* | 2,587 | 274 | ||||||
Teleflex, Inc. | 3,762 | 1,001 | ||||||
Total | 5,707 | |||||||
Health Care Providers & Services 1.74% | ||||||||
Centene Corp.* | 15,797 | 2,287 | ||||||
Hotels, Restaurants & Leisure 4.77% | ||||||||
Aramark | 41,192 | 1,772 | ||||||
Hilton Worldwide Holdings, Inc. | 16,179 | 1,307 | ||||||
Norwegian Cruise Line Holdings Ltd.* | 19,316 | 1,109 | ||||||
Vail Resorts, Inc. | 4,749 | 1,303 | ||||||
Yum China Holdings, Inc. (China)(a) | 22,100 | 776 | ||||||
Total | 6,267 | |||||||
Household Durables 0.66% | ||||||||
Mohawk Industries, Inc.* | 4,936 | 866 | ||||||
Household Products 1.06% | ||||||||
Church & Dwight Co., Inc. | 23,578 | 1,400 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Industrial Conglomerates 1.35% | ||||||||
Roper Technologies, Inc. | 6,011 | $ | 1,780 | |||||
Information Technology Services 8.93% | ||||||||
DXC Technology Co. | 13,742 | 1,285 | ||||||
Euronet Worldwide, Inc.* | 11,061 | 1,109 | ||||||
Fidelity National Information Services, Inc. | 17,089 | 1,864 | ||||||
Global Payments, Inc. | 21,714 | 2,766 | ||||||
GoDaddy, Inc. Class A* | 18,319 | 1,528 | ||||||
Total System Services, Inc. | 14,931 | 1,474 | ||||||
Worldpay, Inc. Class A* | 16,884 | 1,710 | ||||||
Total | 11,736 | |||||||
Insurance 1.51% | ||||||||
Goosehead Insurance, Inc. Class A* | 27,737 | 939 | ||||||
RenaissanceRe Holdings Ltd. | 7,819 | 1,045 | ||||||
Total | 1,984 | |||||||
Interactive Media & Services 2.26% | ||||||||
Eventbrite, Inc.* | 2,700 | 103 | ||||||
IAC/InterActiveCorp.* | 9,235 | 2,001 | ||||||
Twitter, Inc.* | 30,423 | 866 | ||||||
Total | 2,970 | |||||||
Life Sciences Tools & Services 4.14% | ||||||||
Agilent Technologies, Inc. | 24,786 | 1,748 | ||||||
Charles River Laboratories International, Inc.* | 11,506 | 1,548 | ||||||
Illumina, Inc.* | 2,291 | 841 | ||||||
Mettler-Toledo International, Inc.* | 2,154 | 1,312 | ||||||
Total | 5,449 | |||||||
Machinery 4.32% | ||||||||
Fortive Corp. | 26,854 | 2,261 | ||||||
IDEX Corp. | 12,145 | 1,830 | ||||||
Stanley Black & Decker, Inc. | 10,871 | 1,592 | ||||||
Total | 5,683 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Multi-Line Retail 2.43% | ||||||||
Dollar General Corp. | 18,597 | $ | 2,033 | |||||
Dollar Tree, Inc.* | 14,229 | 1,160 | ||||||
Total | 3,193 | |||||||
Oil, Gas & Consumable Fuels 1.37% | ||||||||
Cimarex Energy Co. | 11,470 | 1,066 | ||||||
Parsley Energy, Inc. Class A* | 25,012 | 732 | ||||||
Total | 1,798 | |||||||
Pharmaceuticals 1.37% | ||||||||
Elanco Animal Health, Inc.* | 12,634 | 441 | ||||||
Zoetis, Inc. | 14,805 | 1,355 | ||||||
Total | 1,796 | |||||||
Professional Services 1.26% | ||||||||
CoStar Group, Inc.* | 3,951 | 1,663 | ||||||
Road & Rail 1.84% | ||||||||
Genesee & Wyoming, Inc. Class A* | 12,200 | 1,110 | ||||||
J.B. Hunt Transport Services, Inc. | 10,960 | 1,304 | ||||||
Total | 2,414 | |||||||
Semiconductors & Semiconductor Equipment 5.85% | ||||||||
Advanced Micro Devices, Inc.* | 36,738 | 1,135 | ||||||
Analog Devices, Inc. | 13,921 | 1,287 | ||||||
Lam Research Corp. | 7,692 | 1,167 | ||||||
MACOM Technology Solutions Holdings, Inc.* | 20,705 | 426 | ||||||
Marvell Technology Group Ltd. | 28,124 | 543 | ||||||
Microchip Technology, Inc. | 15,865 | 1,252 | ||||||
Skyworks Solutions, Inc. | 11,838 | 1,074 | ||||||
Universal Display Corp. | 6,854 | 808 | ||||||
Total | 7,692 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Software 9.85% | ||||||||
Carbon Black, Inc.* | 1,671 | $ | 35 | |||||
New Relic, Inc.* | 7,774 | 733 | ||||||
PTC, Inc.* | 10,374 | 1,102 | ||||||
Red Hat, Inc.* | 20,703 | 2,821 | ||||||
RingCentral, Inc.* | 6,841 | 637 | ||||||
ServiceNow, Inc.* | 15,850 | 3,101 | ||||||
Splunk, Inc.* | 15,057 | 1,820 | ||||||
Ultimate Software Group, Inc. (The)* | 8,402 | 2,707 | ||||||
Total | 12,956 | |||||||
Specialty Retail 6.34% | ||||||||
AutoZone, Inc.* | 525 | 407 | ||||||
Burlington Stores, Inc.* | 14,642 | 2,386 | ||||||
O’Reilly Automotive, Inc.* | 6,230 | 2,164 | ||||||
Tractor Supply Co. | 15,020 | 1,365 | ||||||
Ulta Salon, Cosmetics & Fragrance, Inc.* | 7,151 | 2,017 | ||||||
Total | 8,339 | |||||||
Technology Hardware, Storage & Peripherals 1.06% | ||||||||
NetApp, Inc. | 16,260 | 1,397 | ||||||
Textiles, Apparel & Luxury Goods 0.82% | ||||||||
Carter’s, Inc. | 10,935 | 1,078 | ||||||
Total Common Stocks (cost $103,668,630) | 130,537 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 0.98% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $1,310,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $1,310,379; proceeds: $1,284,543 (cost $1,284,409) | $ | 1,284 | 1,284 | |||||
Total Investments in Securities 100.26% (cost $104,953,039) | 131,821 | |||||||
Liabilities in Excess of Other Assets (0.26)% | (342 | ) | ||||||
Net Assets 100.00% | $ | 131,479 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2018
* | Non-income producing security. |
(a) | Foreign security traded in U.S. dollars. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 130,537 | $ | — | $ | — | $ | 130,537 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 1,284 | — | 1,284 | ||||||||||||
Total | $ | 130,537 | $ | 1,284 | $ | — | $ | 131,821 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
COMMON STOCKS 95.96% | ||||||||
Australia 1.91% | ||||||||
Metals & Mining | ||||||||
BHP Billiton Ltd. | 50,302 | $ | 1,259 | |||||
Brunei 1.39% | ||||||||
Insurance | ||||||||
Hiscox Ltd. | 42,706 | 916 | ||||||
Canada 2.73% | ||||||||
Aerospace & Defense 1.45% | ||||||||
CAE, Inc. | 47,200 | 958 | ||||||
Metals & Mining 1.28% | ||||||||
Lundin Mining Corp. | 159,300 | 844 | ||||||
Total Canada | 1,802 | |||||||
China 5.50% | ||||||||
Insurance 1.11% | ||||||||
Ping An Insurance Group Co. of China Ltd. Class H | 72,500 | 736 | ||||||
Interactive Media & Services 1.71% | ||||||||
Tencent Holdings Ltd. | 27,300 | 1,127 | ||||||
Internet & Direct Marketing Retail 1.37% | ||||||||
Alibaba Group Holding Ltd. ADR * | 5,502 | 907 | ||||||
Oil, Gas & Consumable Fuels 1.31% | ||||||||
CNOOC Ltd. | 436,000 | 863 | ||||||
Total China | 3,633 | |||||||
Denmark 2.00% | ||||||||
Health Care Equipment & Supplies 0.97% | ||||||||
Ambu A/S Class B | 26,542 | 638 | ||||||
Pharmaceuticals 1.03% | ||||||||
Novo Nordisk A/S Class B | 14,496 | 682 | ||||||
Total Denmark | 1,320 | |||||||
France 10.78% | ||||||||
Beverages 0.99% | ||||||||
Remy Cointreau SA | 5,040 | 657 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
France (continued) | ||||||||
Construction & Engineering 1.66% | ||||||||
Vinci SA | 11,523 | $ | 1,097 | |||||
Entertainment 1.41% | ||||||||
Ubisoft Entertainment SA * | 8,567 | 929 | ||||||
Information Technology Services 1.25% | ||||||||
Capgemini SE | 6,542 | 824 | ||||||
Machinery 0.89% | ||||||||
Alstom SA | 13,181 | 589 | ||||||
Oil, Gas & Consumable Fuels 1.87% | ||||||||
Total SA | 19,015 | 1,233 | ||||||
Personal Products 1.18% | ||||||||
L’Oreal SA | 3,240 | 781 | ||||||
Textiles, Apparel & Luxury Goods 1.53% | ||||||||
LVMH Moet Hennessy Louis Vuitton SE | 2,851 | 1,008 | ||||||
Total France | 7,118 | |||||||
Germany 9.72% | ||||||||
Chemicals 1.59% | ||||||||
Symrise AG | 11,470 | 1,047 | ||||||
Hotels, Restaurants & Leisure 0.47% | ||||||||
TUI AG | 16,109 | 309 | ||||||
Information Technology Services 1.37% | ||||||||
Wirecard AG | 4,174 | 905 | ||||||
Insurance 1.54% | ||||||||
Allianz SE Registered Shares | 4,565 | 1,018 | ||||||
Life Sciences Tools & Services 0.43% | ||||||||
MorphoSys AG * | 2,655 | 284 | ||||||
Real Estate Management & Development 1.76% | ||||||||
Aroundtown SA | 130,732 | 1,163 | ||||||
Software 1.82% | ||||||||
SAP SE | 9,787 | 1,204 | ||||||
Textiles, Apparel & Luxury Goods 0.74% | ||||||||
adidas AG (Denmark) | 2,007 | 491 | ||||||
Total Germany | 6,421 | |||||||
Hong Kong 2.51% | ||||||||
Insurance | ||||||||
AIA Group Ltd. | 185,400 | 1,655 | ||||||
Hungary 0.81% | ||||||||
Oil, Gas & Consumable Fuels | ||||||||
MOL Hungarian Oil & Gas plc | 49,429 | 533 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
India 1.12% | ||||||||
Banks | ||||||||
ICICI Bank Ltd. ADR | 87,464 | $ | 743 | |||||
Indonesia 0.52% | ||||||||
Banks | ||||||||
Bank Rakyat Indonesia Persero Tbk PT | 1,623,300 | 343 | ||||||
Ireland 3.83% | ||||||||
Banks 1.22% | ||||||||
Bank of Ireland Group plc | 105,053 | 804 | ||||||
Construction Materials 1.21% | ||||||||
CRH plc | 24,540 | 803 | ||||||
Life Sciences Tools & Services 1.40% | ||||||||
ICON plc * | 6,007 | 924 | ||||||
Total Ireland | 2,531 | |||||||
Isle Of Man 0.99% | ||||||||
Hotels, Restaurants & Leisure | ||||||||
GVC Holdings PLC | 54,464 | 652 | ||||||
Israel 1.45% | ||||||||
Software | ||||||||
Nice Ltd. ADR * | 8,397 | 961 | ||||||
Italy 1.46% | ||||||||
Capital Markets 0.50% | ||||||||
Anima Holding SpA † | 67,428 | 331 | ||||||
Textiles, Apparel & Luxury Goods 0.96% | ||||||||
Moncler SpA | 14,740 | 635 | ||||||
Total Italy | 966 | |||||||
Japan 18.25% | ||||||||
Building Products 1.21% | ||||||||
Daikin Industries Ltd. | 6,000 | 799 | ||||||
Chemicals 1.03% | ||||||||
Asahi Kasei Corp. | 44,635 | 677 | ||||||
Construction & Engineering 0.97% | ||||||||
Taisei Corp. | 14,100 | 643 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Japan (continued) | ||||||||
Distributors 0.96% | ||||||||
PALTAC Corp. | 11,600 | $ | 634 | |||||
Diversified Financial Services 1.26% | ||||||||
ORIX Corp. | 51,300 | 832 | ||||||
Entertainment 1.67% | ||||||||
Nintendo Co., Ltd. | 3,027 | 1,105 | ||||||
Household Durables 1.93% | ||||||||
Sony Corp. | 20,800 | 1,275 | ||||||
Internet & Direct Marketing Retail 0.85% | ||||||||
Start Today Co., Ltd. | 18,400 | 557 | ||||||
Personal Products 1.49% | ||||||||
Shiseido Co., Ltd. | 12,700 | 983 | ||||||
Professional Services 2.73% | ||||||||
en-japan, Inc. | 16,600 | 833 | ||||||
Recruit Holdings Co., Ltd. | 29,100 | 971 | ||||||
1,804 | ||||||||
Specialty Retail 2.36% | ||||||||
Bic Camera, Inc. | 49,900 | 694 | ||||||
Fast Retailing Co., Ltd. | 1,700 | 866 | ||||||
1,560 | ||||||||
Trading Companies & Distributors 0.76% | ||||||||
Mitsubishi Corp. | 16,230 | 500 | ||||||
Wireless Telecommunication Services 1.03% | ||||||||
NTT DOCOMO, Inc. | 25,300 | 680 | ||||||
Total Japan | 12,049 | |||||||
Luxembourg 2.27% | ||||||||
Metals & Mining 1.01% | ||||||||
ArcelorMittal | 21,541 | 670 | ||||||
Multi-Line Retail 1.26% | ||||||||
B&M European Value Retail SA | 164,734 | 831 | ||||||
Total Luxembourg | 1,501 | |||||||
Mexico 1.46% | ||||||||
Banks | ||||||||
Grupo Financiero Banorte SAB de CV | 133,600 | 966 | ||||||
Netherlands 6.19% | ||||||||
Health Care Equipment & Supplies 1.70% | ||||||||
Koninklijke Philips NV | 24,679 | 1,124 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Netherlands (continued) | ||||||||
Insurance 1.40% | ||||||||
ASR Nederland NV | 19,435 | $ | 926 | |||||
Oil, Gas & Consumable Fuels 2.08% | ||||||||
Royal Dutch Shell plc B Shares | 39,275 | 1,377 | ||||||
Semiconductors & Semiconductor Equipment 1.01% | ||||||||
ASML Holding NV | 3,552 | 664 | ||||||
Total Netherlands | 4,091 | |||||||
Norway 0.30% | ||||||||
Banks | ||||||||
Sparebank 1 Oestlandet | 17,663 | 196 | ||||||
Philippines 1.17% | ||||||||
Banks | ||||||||
Metropolitan Bank & Trust Co. | 622,072 | 771 | ||||||
Singapore 1.36% | ||||||||
Banks | ||||||||
United Overseas Bank Ltd. | 45,500 | 901 | ||||||
South Africa 1.56% | ||||||||
Paper & Forest Products | ||||||||
Mondi plc | 37,479 | 1,028 | ||||||
Sweden 0.57% | ||||||||
Commercial Services & Supplies | ||||||||
Loomis AB Class B | 11,651 | 375 | ||||||
Switzerland 4.83% | ||||||||
Food Products 1.64% | ||||||||
Nestle SA Registered Shares | 12,954 | 1,080 | ||||||
Insurance 1.69% | ||||||||
Swiss Life Holding AG Registered Shares * | 2,949 | 1,118 | ||||||
Pharmaceuticals 1.50% | ||||||||
Novartis AG Registered Shares | 11,531 | 992 | ||||||
Total Switzerland | 3,190 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Taiwan 1.39% | ||||||||
Semiconductors & Semiconductor Equipment | ||||||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 20,728 | $ | 915 | |||||
United Kingdom 9.89% | ||||||||
Aerospace & Defense 1.27% | ||||||||
BAE Systems plc | 102,384 | 840 | ||||||
Banks 0.96% | ||||||||
The Royal Bank of Scotland Group PLC | 193,871 | 632 | ||||||
Beverages 1.26% | ||||||||
Coca-Cola European Partners plc | 18,340 | 830 | ||||||
Capital Markets 1.08% | ||||||||
Schroders plc | 17,739 | 716 | ||||||
Metals & Mining 0.96% | ||||||||
Anglo American plc | 28,363 | 637 | ||||||
Personal Products 1.19% | ||||||||
Unilever NV CVA | 14,053 | 783 | ||||||
Pharmaceuticals 1.81% | ||||||||
AstraZeneca plc | 15,333 | 1,192 | ||||||
Trading Companies & Distributors 1.36% | ||||||||
Ashtead Group plc | 28,305 | 899 | ||||||
Total United Kingdom | 6,529 | |||||||
Total Common Stocks (cost $60,378,978) | 63,365 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 2.57% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $1,875,000 of U.S. Treasury Note at 1.25% due 7/31/2023; value: $1,735,121; proceeds: $1,701,157 (cost $1,700,980) | $ | 1,701 | 1,701 | |||||
Total Investments in Securities 98.53% (cost $62,079,958) | 65,066 | |||||||
Foreign Cash and Other Assets in Excess of Liabilities 1.47% | 968 | |||||||
Net Assets 100.00% | $ | 66,034 |
ADR | American Depositary Receipt. | |
CVA | Company Voluntary Arrangement. | |
* | Non-income producing security. | |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO September 30, 2018
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks(2) | $ | 63,365 | $ | — | $ | — | $ | 63,365 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 1,701 | — | 1,701 | ||||||||||||
Total | $ | 63,365 | $ | 1,701 | $ | — | $ | 65,066 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | Securities in the amount of $24,967,703 were transferred from Level 2 to Level 1 as a result of utilizing the last sale or official closing price on the exchange or system on which the securities are principally traded on September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
COMMON STOCKS 96.44% | ||||||||
Australia 4.71% | ||||||||
Auto Components 1.12% | ||||||||
GUD Holdings Ltd. | 50,440 | $ | 528 | |||||
Beverages 1.47% | ||||||||
Coca-Cola Amatil Ltd. | 97,816 | 690 | ||||||
Diversified Financial Services 0.98% | ||||||||
IMF Bentham Ltd. | 211,563 | 463 | ||||||
Electric: Utilities 1.14% | ||||||||
AusNet Services | 457,979 | 538 | ||||||
Total Australia | 2,219 | |||||||
Canada 7.01% | ||||||||
Entertainment 1.99% | ||||||||
Entertainment One Ltd. | 174,403 | 939 | ||||||
Metals & Mining 1.23% | ||||||||
Hudbay Minerals, Inc. | 56,302 | 285 | ||||||
Lundin Mining Corp. | 55,100 | 292 | ||||||
577 | ||||||||
Oil, Gas & Consumable Fuels 3.17% | ||||||||
Africa Oil Corp.* | 276,667 | 323 | ||||||
Canacol Energy Ltd. * | 201,900 | 630 | ||||||
Vermilion Energy, Inc. | 16,400 | 540 | ||||||
Software 0.62% | ||||||||
Kinaxis, Inc.* | 3,900 | 293 | ||||||
Total Canada | 3,302 | |||||||
Denmark 1.40% | ||||||||
Construction & Engineering | ||||||||
FLSmidth & Co. A/S | 10,642 | 662 | ||||||
Finland 2.68% | ||||||||
Health Care Providers & Services 0.39% | ||||||||
Terveystalo OYJ †* | 19,631 | 182 | ||||||
Machinery 1.45% | ||||||||
Konecranes OYJ | 13,311 | 510 | ||||||
Outotec OYJ* | 26,501 | 173 | ||||||
683 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Finland (continued) | ||||||||
Trading Companies & Distributors 0.84% | ||||||||
Cramo OYJ | 17,648 | $ | 398 | |||||
Total Finland | 1,263 | |||||||
France 3.08% | ||||||||
Construction Materials 1.08% | ||||||||
Vicat SA | 8,377 | 510 | ||||||
Health Care Providers & Services 1.65% | ||||||||
Korian SA | 21,262 | 774 | ||||||
Specialty Retail 0.35% | ||||||||
Maisons du Monde SA † | 5,689 | 166 | ||||||
Total France | 1,450 | |||||||
Germany 5.92% | ||||||||
Industrial Conglomerates 0.48% | ||||||||
Rheinmetall AG | 2,159 | 226 | ||||||
Interactive Media & Services 1.08% | ||||||||
XING SE | 1,484 | 507 | ||||||
Life Sciences Tools & Services 2.04% | ||||||||
Gerresheimer AG | 8,665 | 732 | ||||||
MorphoSys AG * | 2,161 | 231 | ||||||
963 | ||||||||
Machinery 1.26% | ||||||||
Deutz AG | 67,035 | 597 | ||||||
Real Estate Management & Development 1.06% | ||||||||
PATRIZIA Immobilien AG | 25,997 | 499 | ||||||
Total Germany | 2,792 | |||||||
Hong Kong 4.92% | ||||||||
Auto Components 1.46% | ||||||||
Xinyi Glass Holdings Ltd. | 544,000 | 687 | ||||||
Communications Equipment 1.05% | ||||||||
VTech Holdings Ltd. | 42,900 | 495 | ||||||
Consumer Finance 1.03% | ||||||||
Sun Hung Kai & Co., Ltd. | 956,000 | 489 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Hong Kong (continued) | ||||||||
Hotels, Restaurants & Leisure 0.55% | ||||||||
Melco International Development Ltd. | 129,000 | $ | 258 | |||||
Pharmaceuticals 0.83% | ||||||||
SSY Group Ltd. | 406,000 | 392 | ||||||
Total Hong Kong | 2,321 | |||||||
India 0.62% | ||||||||
Consumer Finance | ||||||||
Satin Creditcare Network Ltd. * | 74,741 | 293 | ||||||
Indonesia 1.02% | ||||||||
Banks 0.75% | ||||||||
PT Bank Tabungan Negara Persero Tbk | 2,009,700 | 355 | ||||||
Consumer Finance 0.27% | ||||||||
PT Clipan Finance Indonesia Tbk * | 7,426,600 | 127 | ||||||
Total Indonesia | 482 | |||||||
Ireland 6.66% | ||||||||
Beverages 1.23% | ||||||||
C&C Group plc | 151,233 | 581 | ||||||
Equity Real Estate Investment Trusts 1.31% | ||||||||
Hibernia REIT plc | 374,697 | 618 | ||||||
Health Care Providers & Services 1.30% | ||||||||
UDG Healthcare plc | 69,255 | 614 | ||||||
Household Durables 1.80% | ||||||||
Cairn Homes plc * | 139,833 | 239 | ||||||
Glenveagh Properties plc *† | 541,671 | 610 | ||||||
849 | ||||||||
Information Technology Services 1.02% | ||||||||
Keywords Studios plc | 18,824 | 478 | ||||||
Total Ireland | 3,140 | |||||||
Israel 1.14% | ||||||||
Chemicals 0.63% | ||||||||
Frutarom Industries Ltd. | 2,849 | 296 | ||||||
Semiconductors & Semiconductor Equipment 0.51% | ||||||||
Tower Semiconductor Ltd. * | 11,119 | 242 | ||||||
Total Israel | 538 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Italy 4.26% | ||||||||
Capital Markets 0.83% | ||||||||
Anima Holding SpA † | 79,554 | $ | 391 | |||||
Construction Materials 1.77% | ||||||||
Buzzi Unicem SpA | 40,280 | 836 | ||||||
Diversified Financial Services 0.72% | ||||||||
doBank SpA † | 30,744 | 339 | ||||||
Textiles, Apparel & Luxury Goods 0.94% | ||||||||
Brunello Cucinelli SpA | 11,342 | 442 | ||||||
Total Italy | 2,008 | |||||||
Japan 21.77% | ||||||||
Banks 0.82% | ||||||||
Shinsei Bank Ltd. | 23,700 | 387 | ||||||
Chemicals 1.12% | ||||||||
KH Neochem Co., Ltd. | 13,600 | 530 | ||||||
Construction & Engineering 1.78% | ||||||||
SHO-BOND Holdings Co., Ltd. | 10,400 | 839 | ||||||
Containers & Packaging 1.01% | ||||||||
Fuji Seal International, Inc. | 13,400 | 475 | ||||||
Distributors 1.08% | ||||||||
PALTAC Corp. | 9,300 | 508 | ||||||
Electronic Equipment, Instruments & Components 0.32% | ||||||||
Taiyo Yuden Co., Ltd. | 6,700 | 151 | ||||||
Entertainment 1.27% | ||||||||
Capcom Co., Ltd. | 23,600 | 599 | ||||||
Equity Real Estate Investment Trusts 1.33% | ||||||||
GLP J-REIT | 644 | 626 | ||||||
Food Products 0.94% | ||||||||
Nichirei Corp. | 16,700 | 442 | ||||||
Health Care Providers & Services 0.70% | ||||||||
Japan Lifeline Co., Ltd. | 15,700 | 332 | ||||||
Hotels, Restaurants & Leisure 1.07% | ||||||||
HIS Co., Ltd. | 12,100 | 405 | ||||||
St. Marc Holdings Co., Ltd. | 4,200 | 98 | ||||||
503 | ||||||||
Information Technology Services 1.47% | ||||||||
NS Solutions Corp. | 21,400 | 691 | ||||||
Machinery 0.80% | ||||||||
DMG Mori Co., Ltd. | 22,700 | 379 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Japan (continued) | ||||||||
Professional Services 3.05% | ||||||||
en-japan, Inc. | 13,900 | $ | 697 | |||||
TechnoPro Holdings, Inc. | 11,900 | 739 | ||||||
1,436 | ||||||||
Real Estate Management & Development 1.24% | ||||||||
Kenedix, Inc. | 102,400 | 585 | ||||||
Specialty Retail 2.70% | ||||||||
Bic Camera, Inc. | 43,500 | 605 | ||||||
United Arrows Ltd. | 15,700 | 669 | ||||||
1,274 | ||||||||
Wireless Telecommunication Services 1.07% | ||||||||
Okinawa Cellular Telephone Co. | 13,900 | 503 | ||||||
Total Japan | 10,260 | |||||||
Luxembourg 1.45% | ||||||||
Multi-Line Retail | ||||||||
B&M European Value Retail SA | 135,783 | 685 | ||||||
Netherlands 4.88% | ||||||||
Air Freight & Logistics 0.78% | ||||||||
PostNL NV | 103,413 | 370 | ||||||
Hotels, Restaurants & Leisure 1.37% | ||||||||
Basic-Fit NV *† | 18,980 | 646 | ||||||
Insurance 1.37% | ||||||||
ASR Nederland NV | 13,571 | 647 | ||||||
Machinery 1.36% | ||||||||
Aalberts Industries NV | 15,017 | 639 | ||||||
Total Netherlands | 2,302 | |||||||
Philippines 2.10% | ||||||||
Industrial Conglomerates 1.14% | ||||||||
Alliance Global Group, Inc. * | 2,327,300 | 538 | ||||||
Real Estate Management & Development 0.96% | ||||||||
Filinvest Land, Inc. | 17,052,500 | 451 | ||||||
Total Philippines | 989 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Portugal 0.60% | ||||||||
Multi-Utilities | ||||||||
REN—Redes Energeticas Nacionais SGPS SA | 99,734 | $ | 281 | |||||
South Korea 0.62% | ||||||||
Food & Staples Retailing | ||||||||
GS Retail Co., Ltd. | 8,385 | 291 | ||||||
Spain 5.57% | ||||||||
Food Products 1.32% | ||||||||
Ebro Foods SA | 28,428 | 621 | ||||||
Household Durables 1.06% | ||||||||
Neinor Homes SA *† | 27,477 | 500 | ||||||
Professional Services 1.96% | ||||||||
Applus Services SA | 64,942 | 924 | ||||||
Real Estate Management & Development 1.23% | ||||||||
Aedas Homes SAU *† | 18,331 | 579 | ||||||
Total Spain | 2,624 | |||||||
Sweden 3.13% | ||||||||
Commercial Services & Supplies 2.12% | ||||||||
Bravida Holding AB † | 89,936 | 738 | ||||||
Loomis AB Class B | 8,165 | 263 | ||||||
1,001 | ||||||||
Food & Staples Retailing 1.01% | ||||||||
Axfood AB | 25,364 | 475 | ||||||
Total Sweden | 1,476 | |||||||
Switzerland 0.45% | ||||||||
Industrial Conglomerates | ||||||||
SIG Combibloc Group AG * | 17,100 | 214 | ||||||
Taiwan 1.05% | ||||||||
Semiconductors & Semiconductor Equipment 0.95% | ||||||||
Realtek Semiconductor Corp. | 100,000 | 446 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Taiwan (continued) | ||||||||
Technology Hardware, Storage & Peripherals 0.10% | ||||||||
Primax Electronics Ltd. | 30,000 | $ | 48 | |||||
Total Taiwan | 494 | |||||||
United Kingdom 8.99% | ||||||||
Beverages 1.65% | ||||||||
Britvic plc | 76,189 | 777 | ||||||
Capital Markets 1.44% | ||||||||
Man Group plc | 135,642 | 312 | ||||||
TP ICAP plc | 105,330 | 367 | ||||||
679 | ||||||||
Consumer Finance 1.27% | ||||||||
Arrow Global Group plc | 199,674 | 601 | ||||||
Electronic Equipment, Instruments & Components 0.60% | ||||||||
accesso Technology Group plc * | 7,386 | 282 | ||||||
Insurance 1.05% | ||||||||
Lancashire Holdings Ltd. | 62,277 | 494 | ||||||
Machinery 0.93% | ||||||||
Concentric AB | 27,311 | 439 | ||||||
Media 0.57% | ||||||||
Huntsworth plc | 180,605 | 271 | ||||||
Metals & Mining 0.75% | ||||||||
Hill & Smith Holdings plc | 27,398 | 352 | ||||||
Pharmaceuticals 0.73% | ||||||||
Dechra Pharmaceuticals plc | 12,081 | 343 | ||||||
Total United Kingdom | 4,238 | |||||||
United States 1.11% | ||||||||
Exchange- Traded Funds | ||||||||
VanEck Vectors Junior Gold Miners | 19,107 | 523 | ||||||
Vietnam 1.30% | ||||||||
Closed-Ended Fund | ||||||||
VinaCapital Vietnam Opportunity Fund Ltd. | 134,290 | 613 | ||||||
Total Common Stocks (cost $45,864,499) | 45,460 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2018
Investments | Principal Amount (000) | Fair Value (000) | ||||||
SHORT-TERM INVESTMENT 2.70% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $1,300,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $1,300,376; proceeds: $1,272,356 (cost $1,272,223) | $ | 1,272 | $ | 1,272 | ||||
Total Investments in Securities 99.14% (cost $47,136,722) | 46,732 | |||||||
Foreign Cash and Other Assets in Excess of Liabilities 0.85% | 403 | |||||||
Net Assets 100.00% | $ | 47,135 |
REIT | Real Estate Investment Trust | |
* | Non-income producing security. | |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks(3) | $ | 45,460 | $ | — | $ | — | $ | 45,460 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 1,272 | — | 1,272 | ||||||||||||
Total | $ | 45,460 | $ | 1,272 | $ | — | $ | 46,732 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. | |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. | |
(3) | Securities in the amount of $25,044,351 were transferred from Level 2 to Level 1 as a result of utilizing the last sale or official closing price on the exchange or system on which the securities are principally traded on September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 96.13% | ||||||||
Aerospace & Defense 3.39% | ||||||||
Huntington Ingalls Industries, Inc. | 17,000 | $ | 4,354 | |||||
Textron, Inc. | 85,368 | 6,101 | ||||||
Total | 10,455 | |||||||
Airlines 1.29% | ||||||||
Alaska Air Group, Inc. | 57,915 | 3,988 | ||||||
Banks 9.71% | ||||||||
Cadence BanCorp | 66,300 | 1,732 | ||||||
CIT Group, Inc. | 83,254 | 4,297 | ||||||
Citizens Financial Group, Inc. | 148,200 | 5,716 | ||||||
East West Bancorp, Inc. | 51,800 | 3,127 | ||||||
First Horizon National Corp. | 175,500 | 3,029 | ||||||
KeyCorp | 356,100 | 7,083 | ||||||
Signature Bank | 14,016 | 1,609 | ||||||
Sterling Bancorp | 152,862 | 3,363 | ||||||
Total | 29,956 | |||||||
Beverages 2.47% | ||||||||
Coca-Cola European Partners plc (United Kingdom)(a) | 77,359 | 3,518 | ||||||
Cott Corp. | 254,200 | 4,105 | ||||||
Total | 7,623 | |||||||
Capital Markets 1.86% | ||||||||
BrightSphere Investment Group plc (United Kingdom)(a) | 147,130 | 1,824 | ||||||
E*TRADE Financial Corp.* | 74,800 | 3,919 | ||||||
Total | 5,743 | |||||||
Chemicals 4.92% | ||||||||
Ashland Global Holdings, Inc. | 60,293 | 5,056 | ||||||
Axalta Coating Systems Ltd.* | 82,031 | 2,392 | ||||||
Eastman Chemical Co. | 29,917 | 2,864 | ||||||
FMC Corp. | 32,311 | 2,817 | ||||||
Platform Specialty Products Corp.* | 164,706 | 2,054 | ||||||
Total | 15,183 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Construction & Engineering 1.40% | ||||||||
Jacobs Engineering Group, Inc. | 56,600 | $ | 4,330 | |||||
Containers & Packaging 1.46% | ||||||||
Graphic Packaging Holding Co. | 254,436 | 3,565 | ||||||
Packaging Corp. of America | 8,602 | 943 | ||||||
Total | 4,508 | |||||||
Electric: Utilities 6.56% | ||||||||
Edison International | 79,100 | 5,354 | ||||||
Entergy Corp. | 35,339 | 2,867 | ||||||
Evergy, Inc. | 99,344 | 5,456 | ||||||
FirstEnergy Corp. | 176,795 | 6,571 | ||||||
Total | 20,248 | |||||||
Electrical Equipment 3.53% | ||||||||
AMETEK, Inc. | 36,301 | 2,872 | ||||||
Hubbell, Inc. | 39,839 | 5,321 | ||||||
nVent Electric plc (United Kingdom)(a) | 99,499 | 2,703 | ||||||
Total | 10,896 | |||||||
Electronic Equipment, Instruments & Components 3.65% | ||||||||
Corning, Inc. | 142,000 | 5,013 | ||||||
Flex Ltd.* | 180,100 | 2,363 | ||||||
Keysight Technologies, Inc.* | 58,726 | 3,892 | ||||||
Total | 11,268 | |||||||
Energy Equipment & Services 0.49% | ||||||||
Patterson-UTI Energy, Inc. | 88,012 | 1,506 | ||||||
Equity Real Estate Investment Trusts 10.17% | ||||||||
Alexandria Real Estate Equities, Inc. | 39,106 | 4,919 | ||||||
Boston Properties, Inc. | 34,700 | 4,271 | ||||||
Camden Property Trust | 36,300 | 3,397 | ||||||
Duke Realty Corp. | 141,701 | 4,020 | ||||||
Healthcare Trust of America, Inc. Class A | 129,940 | 3,466 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Equity Real Estate Investment Trusts (continued) | ||||||||
Highwoods Properties, Inc. | 52,300 | $ | 2,472 | |||||
Invitation Homes, Inc. | 149,600 | 3,427 | ||||||
UDR, Inc. | 134,114 | 5,422 | ||||||
Total | 31,394 | |||||||
Food Products 2.40% | ||||||||
Bunge Ltd. | 27,917 | 1,918 | ||||||
Conagra Brands, Inc. | 80,760 | 2,744 | ||||||
Pinnacle Foods, Inc. | 17,115 | 1,109 | ||||||
TreeHouse Foods, Inc.* | 34,425 | 1,647 | ||||||
Total | 7,418 | |||||||
Health Care Equipment & Supplies 2.30% | ||||||||
Hill-Rom Holdings, Inc. | 28,881 | 2,726 | ||||||
Zimmer Biomet Holdings, Inc. | 33,200 | 4,365 | ||||||
Total | 7,091 | |||||||
Health Care Providers & Services 2.25% | ||||||||
Centene Corp.* | 24,216 | 3,506 | ||||||
Encompass Health Corp. | 44,074 | 3,435 | ||||||
Total | 6,941 | |||||||
Hotels, Restaurants & Leisure 2.60% | ||||||||
Aramark | 96,100 | 4,134 | ||||||
MGM Resorts International | 139,278 | 3,887 | ||||||
Total | 8,021 | |||||||
Household Durables 1.40% | ||||||||
Lennar Corp. Class A | 49,300 | 2,302 | ||||||
Mohawk Industries, Inc.* | 11,500 | 2,016 | ||||||
Total | 4,318 | |||||||
Information Technology Services 2.18% | ||||||||
Conduent, Inc.* | 297,903 | 6,709 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Insurance 7.07% | ||||||||
Argo Group International Holdings Ltd. | 64,432 | $ | 4,062 | |||||
Axis Capital Holdings Ltd. | 39,300 | 2,268 | ||||||
Hanover Insurance Group, Inc. (The) | 33,048 | 4,077 | ||||||
Hartford Financial Services Group, Inc. (The) | 90,886 | 4,541 | ||||||
Lincoln National Corp. | 53,300 | 3,606 | ||||||
RenaissanceRe Holdings Ltd. | 24,397 | 3,259 | ||||||
Total | 21,813 | |||||||
Life Sciences Tools & Services 1.38% | ||||||||
PerkinElmer, Inc. | 43,600 | 4,241 | ||||||
Machinery 3.75% | ||||||||
Flowserve Corp. | 53,346 | 2,918 | ||||||
ITT, Inc. | 48,927 | 2,997 | ||||||
Parker-Hannifin Corp. | 12,169 | 2,238 | ||||||
Pentair plc (United Kingdom)(a) | 79,099 | 3,429 | ||||||
Total | 11,582 | |||||||
Media 0.66% | ||||||||
Cable One, Inc. | 2,300 | 2,032 | ||||||
Metals & Mining 1.88% | ||||||||
Alcoa Corp.* | 45,800 | 1,850 | ||||||
Lundin Mining Corp.(b) | CAD | 320,266 | 1,696 | |||||
Steel Dynamics, Inc. | 50,100 | 2,264 | ||||||
Total | 5,810 | |||||||
Multi-Line Retail 1.05% | ||||||||
Dollar Tree, Inc.* | 39,753 | 3,242 | ||||||
Multi-Utilities 1.90% | ||||||||
CMS Energy Corp. | 119,625 | 5,862 | ||||||
Oil, Gas & Consumable Fuels 6.89% | ||||||||
Andeavor | 15,600 | 2,395 | ||||||
Cimarex Energy Co. | 25,769 | 2,395 | ||||||
Concho Resources, Inc.* | 34,600 | 5,285 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Shares | Fair Value (000) | ||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Hess Corp. | 55,700 | $ | 3,987 | |||||
Noble Energy, Inc. | 145,444 | 4,536 | ||||||
ONEOK, Inc. | 39,046 | 2,647 | ||||||
Total | 21,245 | |||||||
Pharmaceuticals 0.77% | ||||||||
Mylan NV* | 64,965 | 2,378 | ||||||
Road & Rail 1.50% | ||||||||
Kansas City Southern | 40,967 | 4,641 | ||||||
Semiconductors & Semiconductor Equipment 1.86% | ||||||||
Marvell Technology Group Ltd. | 124,100 | 2,395 | ||||||
Qorvo, Inc.* | 43,478 | 3,343 | ||||||
Total | 5,738 | |||||||
Specialty Retail 1.27% | ||||||||
Advance Auto Parts, Inc. | 23,200 | 3,905 | ||||||
Technology Hardware, Storage & Peripherals 1.18% | ||||||||
NetApp, Inc. | 42,262 | 3,630 | ||||||
Textiles, Apparel & Luxury Goods 0.94% | ||||||||
Tapestry, Inc. | 57,900 | 2,911 | ||||||
Total Common Stocks (cost $261,909,205) | 296,626 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 4.04% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $12,705,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $12,708,672; proceeds: $12,457,161 (cost $12,455,864) | $ | 12,456 | 12,456 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2018
Investments | Fair Value (000) | |||||||
SHORT-TERM INVESTMENT (continued) | ||||||||
Repurchase Agreement (continued) | ||||||||
Total Investments in Securities 100.17% (cost $274,365,069) | $ | 309,082 | ||||||
Liabilities in Excess of Foreign Cash and Other Assets (0.17)% | (515 | ) | ||||||
Net Assets 100.00% | $ | 308,567 |
CAD | Canadian Dollar | |
* | Non-income producing security. | |
(a) | Foreign security traded in U.S. dollars. | |
(b) | Investment in non-U.S. dollar denominated securities. |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | $ | 296,626 | $ | — | $ | — | $ | 296,626 | ||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 12,456 | — | 12,456 | ||||||||||||
Total | $ | 296,626 | $ | 12,456 | $ | — | $ | 309,082 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. | |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. | |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
LONG-TERM INVESTMENTS 97.43% | ||||||||||||||
ASSET-BACKED SECURITIES 27.67% | ||||||||||||||
Automobiles 10.32% | ||||||||||||||
ACC Trust 2018-1 A† | 3.70 | % | 12/21/2020 | $ | 73 | $ | 72,514 | |||||||
American Credit Acceptance Receivables Trust 2015-3 C† | 4.84 | % | 10/12/2021 | 80 | 80,608 | |||||||||
AmeriCredit Automobile Receivables Trust 2016-3 A3 | 1.46 | % | 5/10/2021 | 29 | 28,987 | |||||||||
AmeriCredit Automobile Receivables Trust 2016-3 B | 1.80 | % | 10/8/2021 | 31 | 30,641 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-1 A2A | 1.51 | % | 5/18/2020 | 4 | 3,678 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-2 B | 2.40 | % | 5/18/2022 | 43 | 42,491 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-2 C | 2.97 | % | 3/20/2023 | 64 | 63,454 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-3 A2A | 1.69 | % | 12/18/2020 | 25 | 25,332 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-3 B | 2.24 | % | 6/19/2023 | 29 | 28,491 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-4 A2A | 1.83 | % | 5/18/2021 | 41 | 40,391 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-4 A3 | 2.04 | % | 7/18/2022 | 97 | 95,711 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-4 B | 2.36 | % | 12/19/2022 | 42 | 41,173 | |||||||||
Bank of The West Auto Trust 2017-1 A3† | 2.11 | % | 1/15/2023 | 100 | 98,293 | |||||||||
Bank of The West Auto Trust 2017-1 A4† | 2.33 | % | 9/15/2023 | 100 | 97,327 | |||||||||
California Republic Auto Receivables Trust 2015-3 A4 | 2.13 | % | 5/17/2021 | 10 | 9,953 | |||||||||
California Republic Auto Receivables Trust 2015-4 A4† | 2.58 | % | 6/15/2021 | 176 | 176,049 | |||||||||
California Republic Auto Receivables Trust 2015-4 B† | 3.73 | % | 11/15/2021 | 12 | 12,006 | |||||||||
California Republic Auto Receivables Trust 2016-1 A4 | 2.24 | % | 10/15/2021 | 57 | 56,860 | |||||||||
California Republic Auto Receivables Trust 2016-1 B | 3.43 | % | 2/15/2022 | 335 | 333,871 | |||||||||
California Republic Auto Receivables Trust 2016-2 A3 | 1.56 | % | 7/15/2020 | 2 | 1,743 | |||||||||
California Republic Auto Receivables Trust 2016-2 A4 | 1.83 | % | 12/15/2021 | 15 | 14,848 | |||||||||
California Republic Auto Receivables Trust 2018-1 A2 | 2.86 | % | 3/15/2021 | 336 | 335,915 | |||||||||
California Republic Auto Receivables Trust 2018-1 A3 | 3.14 | % | 8/15/2022 | 97 | 96,887 | |||||||||
Capital Auto Receivables Asset Trust 2015-2 C | 2.67 | % | 8/20/2020 | 132 | 131,915 | |||||||||
Capital Auto Receivables Asset Trust 2015-3 B | 2.43 | % | 9/21/2020 | 11 | 10,982 | |||||||||
Capital Auto Receivables Asset Trust 2015-3 C | 2.90 | % | 12/21/2020 | 10 | 10,001 | |||||||||
Capital Auto Receivables Asset Trust 2015-3 D | 3.34 | % | 3/22/2021 | 9 | 9,022 | |||||||||
Capital Auto Receivables Asset Trust 2016-1 A4 | 1.98 | % | 10/20/2020 | 16 | 15,958 | |||||||||
Capital Auto Receivables Asset Trust 2016-1 B | 2.67 | % | 12/21/2020 | 12 | 11,970 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 A3 | 1.46 | % | 6/22/2020 | 6 | 5,700 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 A4 | 1.63 | % | 1/20/2021 | 24 | 23,845 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 B | 2.11 | % | 3/22/2021 | 4 | 3,962 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 A2† | 1.76 | % | 6/22/2020 | 31 | 30,698 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 A3† | 2.02 | % | 8/20/2021 | 28 | 27,766 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 A4† | 2.22 | % | 3/21/2022 | 17 | 16,756 | |||||||||
CarMax Auto Owner Trust 2016-3 A3 | 1.39 | % | 5/17/2021 | 24 | 24,004 | |||||||||
CarMax Auto Owner Trust 2016-3 A4 | 1.60 | % | 1/18/2022 | 32 | 31,191 | |||||||||
CarMax Auto Owner Trust 2016-4 A3 | 1.40 | % | 8/15/2021 | 26 | 25,705 | |||||||||
CarMax Auto Owner Trust 2016-4 A4 | 1.60 | % | 6/15/2022 | 21 | 20,390 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automobiles (continued) | ||||||||||||||
CarMax Auto Owner Trust 2017-3 A2A | 1.64 | % | 9/15/2020 | $ | 57 | $ | 57,082 | |||||||
CarMax Auto Owner Trust 2017-3 A4 | 2.22 | % | 11/15/2022 | 49 | 47,878 | |||||||||
CarMax Auto Owner Trust 2017-4 A3 | 2.11 | % | 10/17/2022 | 125 | 123,095 | |||||||||
Chesapeake Funding II LLC 2016-1A A1† | 2.11 | % | 3/15/2028 | 67 | 67,152 | |||||||||
Chesapeake Funding II LLC 2016-2A A1† | 1.88 | % | 6/15/2028 | 174 | 173,595 | |||||||||
Chesapeake Funding II LLC 2017-2A A1† | 1.99 | % | 5/15/2029 | 76 | 75,512 | |||||||||
Chesapeake Funding II LLC 2017-3A A1† | 1.91 | % | 8/15/2029 | 165 | 163,623 | |||||||||
Chesapeake Funding II LLC 2017-4A A1† | 2.12 | % | 11/15/2029 | 208 | 205,379 | |||||||||
Chrysler Capital Auto Receivables Trust 2015-BA B† | 2.70 | % | 12/15/2020 | 3 | 3,000 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA A3† | 1.77 | % | 10/15/2020 | 8 | 7,727 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA B† | 2.88 | % | 6/15/2022 | 11 | 10,989 | |||||||||
CPS Auto Receivables Trust 2017-C A† | 1.78 | % | 9/15/2020 | 26 | 26,115 | |||||||||
CPS Auto Receivables Trust 2017-C B† | 2.30 | % | 7/15/2021 | 100 | 99,428 | |||||||||
CPS Auto Receivables Trust 2017-D C† | 3.01 | % | 10/17/2022 | 100 | 98,928 | |||||||||
CPS Auto Receivables Trust 2018-B A† | 2.72 | % | 9/15/2021 | 77 | 77,152 | |||||||||
CPS Auto Receivables Trust 2018-B B† | 3.23 | % | 7/15/2022 | 100 | 99,615 | |||||||||
CPS Auto Receivables Trust 2018-B C† | 3.58 | % | 3/15/2023 | 100 | 99,587 | |||||||||
Drive Auto Receivables Trust 2015-AA C† | 3.06 | % | 5/17/2021 | 8 | 7,997 | |||||||||
Drive Auto Receivables Trust 2015-BA D† | 3.84 | % | 7/15/2021 | 5 | 4,572 | |||||||||
Drive Auto Receivables Trust 2015-BA E† | 5.15 | % | 8/15/2022 | 50 | 50,573 | |||||||||
Drive Auto Receivables Trust 2015-DA C† | 3.38 | % | 11/15/2021 | 7 | 6,786 | |||||||||
Drive Auto Receivables Trust 2015-DA D† | 4.59 | % | 1/17/2023 | 22 | 22,300 | |||||||||
Drive Auto Receivables Trust 2016-BA C† | 3.19 | % | 7/15/2022 | 12 | 11,887 | |||||||||
Drive Auto Receivables Trust 2016-BA D† | 4.53 | % | 8/15/2023 | 41 | 41,728 | |||||||||
Drive Auto Receivables Trust 2016-CA B† | 2.37 | % | 11/16/2020 | 1 | 1,477 | |||||||||
Drive Auto Receivables Trust 2016-CA C† | 3.02 | % | 11/15/2021 | 78 | 78,053 | |||||||||
Drive Auto Receivables Trust 2016-CA D† | 4.18 | % | 3/15/2024 | 27 | 27,281 | |||||||||
Drive Auto Receivables Trust 2017-2 B | 2.25 | % | 6/15/2021 | 25 | 24,872 | |||||||||
Drive Auto Receivables Trust 2017-2 C | 2.75 | % | 9/15/2023 | 42 | 41,902 | |||||||||
Drive Auto Receivables Trust 2017-2 D | 3.49 | % | 9/15/2023 | 180 | 179,288 | |||||||||
Drive Auto Receivables Trust 2017-BA C† | 2.61 | % | 8/16/2021 | 52 | 51,789 | |||||||||
Drive Auto Receivables Trust 2017-BA D† | 3.72 | % | 10/17/2022 | 173 | 173,680 | |||||||||
Drive Auto Receivables Trust 2018-3 B | 3.37 | % | 9/15/2022 | 49 | 48,967 | |||||||||
Drive Auto Receivables Trust 2018-3 C | 3.72 | % | 9/16/2024 | 118 | 117,886 | |||||||||
Drive Auto Receivables Trust 2018-4 B | 3.36 | % | 10/17/2022 | 58 | 58,037 | |||||||||
Drive Auto Receivables Trust 2018-4 C | 3.66 | % | 11/15/2024 | 113 | 113,090 | |||||||||
Exeter Automobile Receivables Trust 2017-3A A† | 2.05 | % | 12/15/2021 | 28 | 27,375 | |||||||||
Exeter Automobile Receivables Trust 2017-3A B† | 2.81 | % | 9/15/2022 | 50 | 49,434 | |||||||||
First Investors Auto Owner Trust 2016-2A A1† | 1.53 | % | 11/16/2020 | 2 | 1,937 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automobiles (continued) | ||||||||||||||
First Investors Auto Owner Trust 2017-1A A1† | 1.69 | % | 4/15/2021 | $ | 10 | $ | 9,996 | |||||||
First Investors Auto Owner Trust 2017-3A A1† | 2.00 | % | 3/15/2022 | 29 | 29,066 | |||||||||
First Investors Auto Owner Trust 2018-1A B† | 3.51 | % | 5/15/2023 | 100 | 99,801 | |||||||||
Flagship Credit Auto Trust 2015-2 A† | 1.98 | % | 10/15/2020 | 8 | 7,514 | |||||||||
Flagship Credit Auto Trust 2015-3 A† | 2.38 | % | 10/15/2020 | — | (a) | 786 | ||||||||
Flagship Credit Auto Trust 2016-2 A2† | 3.05 | % | 8/16/2021 | 42 | 41,787 | |||||||||
Flagship Credit Auto Trust 2016-4 A2† | 1.96 | % | 2/16/2021 | 7 | 6,975 | |||||||||
Flagship Credit Auto Trust 2017-3 A† | 1.88 | % | 10/15/2021 | 33 | 33,262 | |||||||||
Flagship Credit Auto Trust 2017-3 B† | 2.59 | % | 7/15/2022 | 30 | 29,640 | |||||||||
Flagship Credit Auto Trust 2017-4 A† | 2.07 | % | 4/15/2022 | 53 | 52,443 | |||||||||
Flagship Credit Auto Trust 2018-3 A† | 3.07 | % | 2/15/2023 | 307 | 306,354 | |||||||||
Ford Credit Auto Owner Trust 2017-2 A† | 2.36 | % | 3/15/2029 | 100 | 95,982 | |||||||||
Ford Credit Auto Owner Trust 2018-2 A† | 3.47 | % | 1/15/2030 | 100 | 99,962 | |||||||||
Huntington Auto Trust 2016-1 A3 | 1.59 | % | 11/16/2020 | 55 | 54,761 | |||||||||
Hyundai Auto Receivables Trust 2016-B C | 2.19 | % | 11/15/2022 | 72 | 70,385 | |||||||||
Nissan Auto Receivables Owner Trust 2016-B A3 | 1.32 | % | 1/15/2021 | 18 | 17,568 | |||||||||
Santander Drive Auto Receivables Trust 2014-3 D | 2.65 | % | 8/17/2020 | 8 | 8,285 | |||||||||
Santander Drive Auto Receivables Trust 2015-3 C | 2.74 | % | 1/15/2021 | 7 | 6,522 | |||||||||
Santander Drive Auto Receivables Trust 2015-4 C | 2.97 | % | 3/15/2021 | 52 | 51,776 | |||||||||
Santander Drive Auto Receivables Trust 2015-5 D | 3.65 | % | 12/15/2021 | 22 | 22,091 | |||||||||
Santander Drive Auto Receivables Trust 2016-1 D | 4.02 | % | 4/15/2022 | 264 | 266,708 | |||||||||
Santander Drive Auto Receivables Trust 2016-2 B | 2.08 | % | 2/16/2021 | 5 | 4,721 | |||||||||
Santander Drive Auto Receivables Trust 2017-1 D | 3.17 | % | 4/17/2023 | 14 | 13,920 | |||||||||
Santander Drive Auto Receivables Trust 2017-2 D | 3.49 | % | 7/17/2023 | 88 | 87,784 | |||||||||
Santander Drive Auto Receivables Trust 2017-3 C | 2.76 | % | 12/15/2022 | 20 | 19,770 | |||||||||
Santander Drive Auto Receivables Trust 2018-3 A3 | 3.03 | % | 2/15/2022 | 64 | 63,965 | |||||||||
Santander Drive Auto Receivables Trust 2018-3 B | 3.29 | % | 10/17/2022 | 98 | 97,874 | |||||||||
Santander Drive Auto Receivables Trust 2018-4 C | 3.56 | % | 7/15/2024 | 54 | 53,887 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A A4† | 1.96 | % | 11/16/2020 | 234 | 233,614 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A B† | 2.49 | % | 4/15/2021 | 29 | 28,965 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A D† | 3.53 | % | 3/15/2022 | 10 | 9,965 | |||||||||
TCF Auto Receivables Owner Trust 2015-2A B† | 3.00 | % | 9/15/2021 | 6 | 5,982 | |||||||||
TCF Auto Receivables Owner Trust 2015-2A C† | 3.75 | % | 12/15/2021 | 4 | 4,006 | |||||||||
TCF Auto Receivables Owner Trust 2016-1A A4† | 2.03 | % | 2/15/2022 | 50 | 49,445 | |||||||||
TCF Auto Receivables Owner Trust 2016-1A B† | 2.32 | % | 6/15/2022 | 33 | 32,240 | |||||||||
TCF Auto Receivables Owner Trust 2016-PT1A A† | 1.93 | % | 6/15/2022 | 42 | 41,657 | |||||||||
Toyota Auto Receivables Owner Trust 2016-A A3 | 1.25 | % | 3/16/2020 | 16 | 15,513 | |||||||||
Toyota Auto Receivables Owner Trust 2016-D A3 | 1.23 | % | 10/15/2020 | 32 | 31,962 | |||||||||
Westlake Automobile Receivables Trust 2016-2A C† | 2.83 | % | 5/17/2021 | 9 | 9,413 | |||||||||
Westlake Automobile Receivables Trust 2016-3A B† | 2.07 | % | 12/15/2021 | 7 | 7,445 | |||||||||
Westlake Automobile Receivables Trust 2017-1A B† | 2.30 | % | 10/17/2022 | 100 | 99,799 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automobiles (continued) | ||||||||||||||
Westlake Automobile Receivables Trust 2017-2A A2A† | 1.80 | % | 7/15/2020 | $ | 39 | $ | 39,163 | |||||||
Westlake Automobile Receivables Trust 2017-2A B† | 2.25 | % | 12/15/2020 | 67 | 66,637 | |||||||||
Westlake Automobile Receivables Trust 2018-3A A2A† | 2.98 | % | 1/18/2022 | 167 | 166,958 | |||||||||
Total | 7,260,205 | |||||||||||||
Credit Cards 7.45% | ||||||||||||||
American Express Credit Account Master Trust 2017-6 A | 2.04 | % | 5/15/2023 | 167 | 163,769 | |||||||||
American Express Credit Account Master Trust 2017-7 A | 2.35 | % | 5/15/2025 | 229 | 221,413 | |||||||||
BA Credit Card Trust 2017-A2 | 1.84 | % | 1/17/2023 | 241 | 235,685 | |||||||||
Barclays Dryrock Issuance Trust 2016-1 A | 1.52 | % | 5/16/2022 | 100 | 99,033 | |||||||||
Barclays Dryrock Issuance Trust 2017-1 A | 2.488%(1 Mo. LIBOR + .33%) | # | 3/15/2023 | 320 | 320,672 | |||||||||
Barclays Dryrock Issuance Trust 2017-2 A | 2.458%(1 Mo. LIBOR + .30%) | # | 5/15/2023 | 221 | 221,362 | |||||||||
Capital One Multi-Asset Execution Trust 2015-A3 | 2.558%(1 Mo. LIBOR + .40%) | # | 3/15/2023 | 50 | 50,220 | |||||||||
Capital One Multi-Asset Execution Trust 2016-A4 | 1.33 | % | 6/15/2022 | 28 | 27,646 | |||||||||
Capital One Multi-Asset Execution Trust 2017-A4 | 1.99 | % | 7/17/2023 | 247 | 242,049 | |||||||||
Capital One Multi-Asset Execution Trust 2017-A6 | 2.29 | % | 7/15/2025 | 133 | 128,344 | |||||||||
Citibank Credit Card Issuance Trust 2014-A1 | 2.88 | % | 1/23/2023 | 135 | 134,373 | |||||||||
Citibank Credit Card Issuance Trust 2017-A3 | 1.92 | % | 4/7/2022 | 100 | 98,442 | |||||||||
Citibank Credit Card Issuance Trust 2017-A8 | 1.86 | % | 8/7/2022 | 178 | 174,330 | |||||||||
Citibank Credit Card Issuance Trust 2018-A6 | 3.21 | % | 12/7/2024 | 337 | 336,398 | |||||||||
Discover Card Execution Note Trust 2015-A2 A | 1.90 | % | 10/17/2022 | 145 | 142,701 | |||||||||
Discover Card Execution Note Trust 2015-A4 | 2.19 | % | 4/17/2023 | 100 | 98,343 | |||||||||
Discover Card Execution Note Trust 2016-A1 | 1.64 | % | 7/15/2021 | 262 | 261,359 | |||||||||
Discover Card Execution Note Trust 2016-A4 | 1.39 | % | 3/15/2022 | 100 | 98,670 | |||||||||
Discover Card Execution Note Trust 2017-A6 | 1.88 | % | 2/15/2023 | 161 | 157,715 | |||||||||
First National Master Note Trust 2017-2 A | 2.598%(1 Mo. LIBOR + .44%) | # | 10/16/2023 | 172 | 172,390 | |||||||||
Golden Credit Card Trust 2018-1A A† | 2.62 | % | 1/15/2023 | 168 | 165,839 | |||||||||
Golden Credit Card Trust 2018-4A A† | 3.44 | % | 10/15/2025 | 151 | 150,938 | (b) | ||||||||
Master Credit Card Trust II Series 2018-1A A† | 2.672%(1 Mo. LIBOR + .49%) | # | 7/21/2024 | 100 | 100,237 | |||||||||
Synchrony Credit Card Master Note Trust 2015-1 A | 2.37 | % | 3/15/2023 | 24 | 23,762 | |||||||||
Synchrony Credit Card Master Note Trust 2016-2 A | 2.21 | % | 5/15/2024 | 179 | 174,344 | |||||||||
Synchrony Credit Card Master Note Trust 2016-2 B | 2.55 | % | 5/15/2024 | 100 | 97,611 | |||||||||
Synchrony Credit Card Master Note Trust 2017-1 A | 1.93 | % | 6/15/2023 | 99 | 97,077 | |||||||||
Synchrony Credit Card Master Note Trust 2017-1 B | 2.19 | % | 6/15/2023 | 202 | 198,329 | |||||||||
Synchrony Credit Card Master Note Trust 2017-2 A | 2.62 | % | 10/15/2025 | 129 | 125,161 | |||||||||
Synchrony Credit Card Master Note Trust 2017-2 B | 2.82 | % | 10/15/2025 | 100 | 96,692 | |||||||||
Synchrony Credit Card Master Note Trust 2018-2 A | 3.47 | % | 5/15/2026 | 99 | 99,042 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Credit Cards (continued) | ||||||||||||||
World Financial Network Credit Card Master Trust 2012-A | 3.14 | % | 1/17/2023 | $ | 17 | $ | 17,035 | |||||||
World Financial Network Credit Card Master Trust 2015-B A | 2.55 | % | 6/17/2024 | 49 | 48,400 | |||||||||
World Financial Network Credit Card Master Trust 2016-A | 2.03 | % | 4/15/2025 | 134 | 129,264 | |||||||||
World Financial Network Credit Card Master Trust 2017-A | 2.12 | % | 3/15/2024 | 150 | 147,462 | |||||||||
World Financial Network Credit Card Master Trust 2017-B A | 1.98 | % | 6/15/2023 | 131 | 130,084 | |||||||||
World Financial Network Credit Card Master Trust 2017-C A | 2.31 | % | 8/15/2024 | 56 | 54,958 | |||||||||
Total | 5,241,149 | |||||||||||||
Other 9.90% | ||||||||||||||
Access Point Funding I LLC 2017-A† | 3.06 | % | 4/15/2029 | 112 | 111,034 | |||||||||
Ammc CLO 19 Ltd. 2016-19A A† | 3.839%(3 Mo. LIBOR + 1.50%) | # | 10/15/2028 | 250 | 250,532 | |||||||||
Arbor Realty Collateralized Loan Obligation Ltd. 2017-FL3 A† | 3.148%(1 Mo. LIBOR + .99%) | # | 12/15/2027 | 100 | 100,206 | |||||||||
Arbor Realty Commercial Real Estate Notes Ltd. 2018-FL1 A† | 3.308%(1 Mo. LIBOR + 1.15%) | # | 6/15/2028 | 100 | 100,407 | |||||||||
Ascentium Equipment Receivables Trust 2016-2A A3† | 1.65 | % | 5/10/2022 | 24 | 24,333 | |||||||||
Ascentium Equipment Receivables Trust 2017-1A A3† | 2.29 | % | 6/10/2021 | 20 | 19,792 | |||||||||
Ascentium Equipment Receivables Trust 2017-2A A2† | 2.00 | % | 5/11/2020 | 19 | 19,236 | |||||||||
Avery Point V CLO Ltd. 2014-5A AR† | 3.316%(3 Mo. LIBOR + .98%) | # | 7/17/2026 | 250 | 249,690 | |||||||||
CNH Equipment Trust 2015-B A4 | 1.89 | % | 4/15/2022 | 11 | 10,960 | |||||||||
CNH Equipment Trust 2015-C A3 | 1.66 | % | 11/16/2020 | 15 | 14,915 | |||||||||
Conn’s Receivables Funding LLC 2018-A† | 3.25 | % | 1/15/2023 | 79 | 79,507 | |||||||||
CoreVest American Finance Trust 2018-1 A† | 3.804 | % | 6/15/2051 | 99 | 99,543 | |||||||||
Dell Equipment Finance Trust 2016-1 A3† | 1.65 | % | 7/22/2021 | 17 | 16,893 | |||||||||
Dell Equipment Finance Trust 2016-1 B† | 2.03 | % | 7/22/2021 | 100 | 99,882 | |||||||||
Dell Equipment Finance Trust 2017-1 A2† | 1.86 | % | 6/24/2019 | 13 | 12,553 | |||||||||
Dell Equipment Finance Trust 2017-1 A3† | 2.14 | % | 4/22/2022 | 100 | 99,669 | |||||||||
Diamond Resorts Owner Trust 2015-2 A† | 2.99 | % | 5/22/2028 | 18 | 18,119 | |||||||||
Diamond Resorts Owner Trust 2016-1 A† | 3.08 | % | 11/20/2028 | 29 | 28,804 | |||||||||
Diamond Resorts Owner Trust 2018-1 A† | 3.70 | % | 1/21/2031 | 120 | 119,628 | |||||||||
Diamond Resorts Owner Trust 2018-1 B† | 4.19 | % | 1/21/2031 | 98 | 97,294 | |||||||||
DLL LLC 2018-1 A2† | 2.81 | % | 11/17/2020 | 100 | 99,991 | |||||||||
DLL LLC 2018-1 A3† | 3.10 | % | 4/18/2022 | 182 | 181,802 | |||||||||
DLL LLC 2018-1 A4† | 3.27 | % | 4/17/2026 | 109 | 108,978 | |||||||||
DLL Securitization Trust 2017-A A2† | 1.89 | % | 7/15/2020 | 75 | 74,582 | |||||||||
DLL Securitization Trust 2017-A A3† | 2.14 | % | 12/15/2021 | 100 | 98,640 | |||||||||
Dryden 30 Senior Loan Fund 2013-30A AR† | 3.134%(3 Mo. LIBOR + .82%) | # | 11/15/2028 | 250 | 248,889 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Other (continued) | ||||||||||||||
Engs Commercial Finance Trust 2016-1A A2† | 2.63 | % | 2/22/2022 | $ | 48 | $ | 47,633 | |||||||
Ford Credit Floorplan Master Owner Trust 2015-2 A1 | 1.98 | % | 1/15/2022 | 23 | 22,700 | |||||||||
Ford Credit Floorplan Master Owner Trust 2017-2 A1 | 2.16 | % | 9/15/2022 | 100 | 98,104 | |||||||||
GoldenTree Loan Opportunities IX Ltd. 2014-9A AR† | 3.709%(3 Mo. LIBOR + 1.37%) | # | 10/29/2026 | 500 | 500,589 | |||||||||
Greystone Commercial Real Estate Notes 2018-HC1 Ltd. 2018-HC1 A† | 3.671%(1 Mo. LIBOR + 1.55%) | # | 9/15/2028 | 124 | 124,197 | |||||||||
Greystone Commercial Real Estate Notes 2018-HC1 Ltd. 2018-HC1 AS† | 4.271%(1 Mo. LIBOR + 2.15%) | # | 9/15/2028 | 38 | 38,061 | |||||||||
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A A† | 3.708%(1 Mo. LIBOR + 1.55%) | # | 3/15/2027 | 229 | 229,281 | |||||||||
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A B† | 4.908%(1 Mo. LIBOR + 2.75%) | # | 3/15/2027 | 100 | 100,641 | |||||||||
Halcyon Loan Advisors Funding Ltd. 2015-2A A† | 3.725%(3 Mo. LIBOR + 1.39%) | # | 7/25/2027 | 250 | 250,907 | |||||||||
Magnetite VII Ltd. 2012-7A A1R2† | 3.139%(3 Mo. LIBOR + .80%) | # | 1/15/2028 | 250 | 248,387 | |||||||||
Mountain Hawk III CLO Ltd. 2014-3A AR† | 3.533%(3 Mo. LIBOR + 1.20%) | # | 4/18/2025 | 219 | 219,384 | |||||||||
MVW Owner Trust 2017-1A A† | 2.42 | % | 12/20/2034 | 79 | 76,262 | |||||||||
Navient Student Loan Trust 2018-1A A1† | 2.406%(1 Mo. LIBOR + .19%) | # | 3/25/2067 | 56 | 55,742 | |||||||||
NextGear Floorplan Master Owner Trust 2016-2A A2† | 2.19 | % | 9/15/2021 | 100 | 99,198 | |||||||||
NextGear Floorplan Master Owner Trust 2017-1A A2† | 2.54 | % | 4/18/2022 | 100 | 98,992 | |||||||||
Nissan Master Owner Trust Receivables 2016-A A2 | 1.54 | % | 6/15/2021 | 35 | 34,602 | |||||||||
Nissan Master Owner Trust Receivables 2017-B A | 2.588%(1 Mo. LIBOR + .43%) | # | 4/18/2022 | 78 | 78,325 | |||||||||
Octagon Investment Partners XXI Ltd. 2014-1A A1AR† | 3.669%(3 Mo. LIBOR + 1.35%) | # | 11/14/2026 | 250 | 250,144 | |||||||||
OHA Loan Funding Ltd. 2015-1A AR† | 3.724%(3 Mo. LIBOR + 1.41%) | # | 8/15/2029 | 250 | 250,517 | |||||||||
OneMain Financial Issuance Trust 2015-1A A† | 3.19 | % | 3/18/2026 | 36 | 36,206 | |||||||||
OneMain Financial Issuance Trust 2015-2A A† | 2.57 | % | 7/18/2025 | 1 | 1,118 | |||||||||
PFS Financing Corp. 2018-B A† | 2.89 | % | 2/15/2023 | 122 | 120,707 | |||||||||
Ready Capital Mortgage Financing LLC 2018-FL2 A† | 3.066%(1 Mo. LIBOR + .85%) | # | 6/25/2035 | 85 | 85,054 | |||||||||
SCF Equipment Leasing LLC 2017-2A A† | 3.41 | % | 12/20/2023 | 73 | 72,174 | |||||||||
SCF Equipment Leasing LLC 2018-1A A1† | 2.81 | % | 4/20/2021 | 116 | 115,936 | |||||||||
SCF Equipment Leasing LLC 2018-1A A2† | 3.63 | % | 10/20/2024 | 161 | 160,801 | |||||||||
SoFi Professional Loan Program 2017-D A1FX† | 1.72 | % | 9/25/2040 | 45 | 44,982 | |||||||||
SoFi Professional Loan Program LLC 2017-C A2A† | 1.75 | % | 7/25/2040 | 41 | 40,751 |
See Notes to Schedule of Investments.
C:Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Other (continued) | ||||||||||||||
SoFi Professional Loan Program LLC 2017-E A2A† | 1.86 | % | 11/26/2040 | $ | 88 | $ | 86,929 | |||||||
SoFi Professional Loan Program LLC 2017-F A1FX† | 2.05 | % | 1/25/2041 | 70 | 68,971 | |||||||||
Taco Bell Funding LLC 2016-1A A2I† | 3.832 | % | 5/25/2046 | 25 | 24,668 | |||||||||
THL Credit Wind River CLO Ltd. 2012-1A BR† | 4.189%(3 Mo. LIBOR + 1.85%) | # | 1/15/2026 | 250 | 250,453 | |||||||||
THL Credit Wind River CLO Ltd. 2014-3A BR† | 3.947%(3 Mo. LIBOR + 1.60%) | # | 1/22/2027 | 258 | 258,356 | |||||||||
Towd Point Asset Trust 2018-SL1 A† | 2.816%(1 Mo. LIBOR + .60%) | # | 1/25/2046 | 135 | 134,740 | |||||||||
Wells Fargo Dealer Floorplan Master Note Trust 2015-2 A | 2.815%(1 Mo. LIBOR + .65%) | # | 1/20/2022 | 5 | 5,028 | |||||||||
West CLO Ltd. 2014-2A A1AR† | 3.209%(3 Mo. LIBOR + .87%) | # | 1/16/2027 | 250 | 250,227 | |||||||||
Total | 6,966,646 | |||||||||||||
Total Asset-Backed Securities (cost $19,587,893) | 19,468,000 | |||||||||||||
Shares (000) | ||||||||||||||
COMMON STOCK 0.00% | ||||||||||||||
Oil | ||||||||||||||
Templar Energy LLC Class A Units (cost $728) | — | (a) | 73 | |||||||||||
Principal Amount (000) | ||||||||||||||
CONVERTIBLE BONDS 0.14% | ||||||||||||||
Electric: Power 0.06% | ||||||||||||||
NRG Yield, Inc.† | 3.25 | % | 6/1/2020 | $ | 42 | 42,071 | ||||||||
Energy Equipment & Services 0.01% | ||||||||||||||
Tesla Energy Operations, Inc. | 1.625 | % | 11/1/2019 | 10 | 8,775 | |||||||||
Real Estate Investment Trusts 0.07% | ||||||||||||||
VEREIT, Inc. | 3.75 | % | 12/15/2020 | 44 | 44,463 | |||||||||
Total Convertible Bonds (cost $95,827) | 95,309 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
CORPORATE BONDS 36.70% | ||||||||||||||
Aerospace/Defense 0.39% | ||||||||||||||
Bombardier, Inc. (Canada)†(c) | 6.00 | % | 10/15/2022 | $ | 2 | $ | 2,015 | |||||||
Bombardier, Inc. (Canada)†(c) | 8.75 | % | 12/1/2021 | 46 | 51,099 | |||||||||
Embraer Overseas Ltd.† | 5.696 | % | 9/16/2023 | 33 | 34,320 | |||||||||
Embraer SA (Brazil)(c) | 5.15 | % | 6/15/2022 | 2 | 2,078 | |||||||||
KLX, Inc.† | 5.875 | % | 12/1/2022 | 79 | 81,804 | |||||||||
L3 Technologies, Inc. | 4.95 | % | 2/15/2021 | 6 | 6,174 | |||||||||
Triumph Group, Inc. | 4.875 | % | 4/1/2021 | 23 | 22,310 | |||||||||
United Technologies Corp. | 3.35 | % | 8/16/2021 | 23 | 22,983 | |||||||||
United Technologies Corp. | 3.65 | % | 8/16/2023 | 55 | 54,787 | |||||||||
Total | 277,570 | |||||||||||||
Air Transportation 0.43% | ||||||||||||||
Air Canada 2015-1 Class B Pass-Through Trust (Canada)†(c) | 3.875 | % | 9/15/2024 | 16 | 15,285 | |||||||||
Air Canada 2015-2 Class B Pass-Through Trust (Canada)†(c) | 5.00 | % | 6/15/2025 | 9 | 9,081 | |||||||||
American Airlines 2013-2 Class B Pass-Through Trust† | 5.60 | % | 1/15/2022 | 126 | 128,837 | |||||||||
American Airlines 2014-1 Class B Pass-Through Trust | 4.375 | % | 4/1/2024 | 69 | 68,611 | |||||||||
Continental Airlines 2012-1 Class B Pass-Through Trust | 6.25 | % | 10/11/2021 | 2 | 2,529 | |||||||||
Delta Airlines 2011-1 Class A Pass Through Trust | 5.30 | % | 10/15/2020 | 21 | 21,043 | |||||||||
United Airlines 2014-1 Class B Pass-Through Trust | 4.75 | % | 10/11/2023 | 11 | 10,899 | |||||||||
US Airways 2012-2 Class B Pass-Through Trust | 6.75 | % | 12/3/2022 | 10 | 11,052 | |||||||||
US Airways 2013-1 Class B Pass-Through Trust | 5.375 | % | 5/15/2023 | 35 | 35,673 | |||||||||
Total | 303,010 | |||||||||||||
Auto Parts: Original Equipment 0.38% | ||||||||||||||
American Axle & Manufacturing, Inc. | 6.625 | % | 10/15/2022 | 47 | 48,058 | |||||||||
Nexteer Automotive Group Ltd.† | 5.875 | % | 11/15/2021 | 200 | 204,684 | |||||||||
Titan International, Inc. | 6.50 | % | 11/30/2023 | 16 | 15,510 | |||||||||
Total | 268,252 | |||||||||||||
Automotive 1.29% | ||||||||||||||
Deck Chassis Acquisition, Inc.† | 10.00 | % | 6/15/2023 | 19 | 20,235 | |||||||||
Ford Motor Credit Co. LLC | 8.125 | % | 1/15/2020 | 300 | 317,046 | |||||||||
General Motors Co. | 4.875 | % | 10/2/2023 | 71 | 72,843 | |||||||||
General Motors Financial Co., Inc. | 3.15 | % | 6/30/2022 | 103 | 100,286 | |||||||||
General Motors Financial Co., Inc. | 3.20 | % | 7/6/2021 | 46 | 45,475 | |||||||||
General Motors Financial Co., Inc. | 4.20 | % | 3/1/2021 | 85 | 86,099 | |||||||||
General Motors Financial Co., Inc. | 4.375 | % | 9/25/2021 | 50 | 50,921 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automotive (continued) | ||||||||||||||
Hyundai Capital America† | 1.75 | % | 9/27/2019 | $ | 36 | $ | 35,503 | |||||||
Hyundai Capital America† | 2.00 | % | 7/1/2019 | 5 | 4,968 | |||||||||
Hyundai Capital America† | 2.40 | % | 10/30/2018 | 29 | 28,999 | |||||||||
Hyundai Capital America† | 2.50 | % | 3/18/2019 | 117 | 116,753 | |||||||||
Hyundai Capital America† | 3.25 | % | 9/20/2022 | 31 | 30,071 | |||||||||
Total | 909,199 | |||||||||||||
Banks: Regional 6.09% | ||||||||||||||
ABN AMRO Bank NV (Netherlands)(c) | 6.25 | % | 4/27/2022 | 400 | 426,965 | |||||||||
Associated Banc-Corp. | 2.75 | % | 11/15/2019 | 29 | 28,892 | |||||||||
Associated Bank NA | 3.50 | % | 8/13/2021 | 47 | 46,795 | |||||||||
Banco Bilbao Vizcaya Argentaria SA (Spain)(c) | 3.00 | % | 10/20/2020 | 200 | 197,890 | |||||||||
Banco de Credito del Peru (Panama)†(c) | 2.25 | % | 10/25/2019 | 200 | 198,200 | |||||||||
Bank of America Corp. | 2.328%(3 Mo. LIBOR + .63%) | # | 10/1/2021 | 59 | 57,734 | |||||||||
Bank of America Corp. | 2.369%(3 Mo. LIBOR + .66%) | # | 7/21/2021 | 37 | 36,360 | |||||||||
Bank of America Corp. | 5.49 | % | 3/15/2019 | 300 | 303,740 | |||||||||
Bank of America Corp. | 6.875 | % | 11/15/2018 | 14 | 14,075 | |||||||||
Barclays Bank plc (United Kingdom)†(c) | 10.179 | % | 6/12/2021 | 160 | 182,367 | |||||||||
CIT Group, Inc. | 4.125 | % | 3/9/2021 | 28 | 28,161 | |||||||||
Citigroup, Inc. | 2.876%(3 Mo. LIBOR + .95%) | # | 7/24/2023 | 61 | 59,052 | |||||||||
Citigroup, Inc. | 2.90 | % | 12/8/2021 | 70 | 68,576 | |||||||||
Citigroup, Inc. | 3.027%(3 Mo. LIBOR + .69%) | # | 10/27/2022 | 91 | 91,096 | |||||||||
Citigroup, Inc. | 4.05 | % | 7/30/2022 | 42 | 42,382 | |||||||||
Citigroup, Inc. | 8.50 | % | 5/22/2019 | 45 | 46,606 | |||||||||
Compass Bank | 5.50 | % | 4/1/2020 | 68 | 69,848 | |||||||||
Credit Suisse AG | 5.40 | % | 1/14/2020 | 22 | 22,585 | |||||||||
Discover Bank | 7.00 | % | 4/15/2020 | 250 | 262,135 | |||||||||
Discover Bank | 8.70 | % | 11/18/2019 | 250 | 263,601 | |||||||||
Goldman Sachs Group, Inc. (The) | 2.876%(3 Mo. LIBOR + .82%) | # | 10/31/2022 | 96 | 93,704 | |||||||||
Goldman Sachs Group, Inc. (The) | 2.908%(3 Mo. LIBOR + 1.05%) | # | 6/5/2023 | 67 | 64,865 | |||||||||
Goldman Sachs Group, Inc. (The) | 3.445%(3 Mo. LIBOR + 1.11%) | # | 4/26/2022 | 64 | 64,781 | |||||||||
Goldman Sachs Group, Inc. (The) | 5.25 | % | 7/27/2021 | 103 | 107,871 | |||||||||
Goldman Sachs Group, Inc. (The) | 5.375 | % | 3/15/2020 | 119 | 122,701 | |||||||||
Goldman Sachs Group, Inc. (The) | 5.75 | % | 1/24/2022 | 24 | 25,541 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.00 | % | 6/15/2020 | 19 | 19,868 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Banks: Regional (continued) | ||||||||||||||
Intesa Sanpaolo SpA (Italy)(c) | 3.875 | % | 1/15/2019 | $ | 200 | $ | 200,191 | |||||||
Macquarie Bank Ltd. (Australia)†(c) | 6.625 | % | 4/7/2021 | 91 | 96,804 | |||||||||
Macquarie Group Ltd. (Australia)†(c) | 4.15%(3 Mo. LIBOR + 1.33%) | # | 3/27/2024 | 75 | 74,752 | |||||||||
Macquarie Group Ltd. (Australia)†(c) | 6.00 | % | 1/14/2020 | 75 | 77,518 | |||||||||
Macquarie Group Ltd. (Australia)†(c) | 7.625 | % | 8/13/2019 | 75 | 77,813 | |||||||||
Mitsubishi UFJ Financial Group, Inc. (Japan)(c) | 3.535 | % | 7/26/2021 | 46 | 46,088 | |||||||||
Morgan Stanley | 2.80 | % | 6/16/2020 | 11 | 10,918 | |||||||||
Morgan Stanley | 3.119%(3 Mo. LIBOR + .80%) | # | 2/14/2020 | 56 | 56,135 | |||||||||
Morgan Stanley | 3.528%(3 Mo. LIBOR + 1.18%) | # | 1/20/2022 | 59 | 59,845 | |||||||||
Morgan Stanley | 4.875 | % | 11/1/2022 | 39 | 40,436 | |||||||||
Nordea Bank AB (Sweden)†(c) | 4.875 | % | 5/13/2021 | 200 | 204,618 | |||||||||
Popular, Inc. | 6.125 | % | 9/14/2023 | 23 | 23,342 | |||||||||
Popular, Inc. | 7.00 | % | 7/1/2019 | 57 | 58,482 | |||||||||
Royal Bank of Scotland Group plc (United Kingdom)(c) | 6.125 | % | 12/15/2022 | 22 | 23,055 | |||||||||
Santander UK Group Holdings plc (United Kingdom)(c) | 3.125 | % | 1/8/2021 | 173 | 171,027 | |||||||||
SVB Financial Group | 5.375 | % | 9/15/2020 | 5 | 5,182 | |||||||||
Wells Fargo & Co. | 3.069 | % | 1/24/2023 | 117 | 114,231 | |||||||||
Total | 4,286,828 | |||||||||||||
Beverages 0.18% | ||||||||||||||
Keurig Dr Pepper, Inc. | 3.20 | % | 11/15/2021 | 46 | 45,363 | |||||||||
Keurig Dr Pepper, Inc.† | 4.057 | % | 5/25/2023 | 84 | 84,192 | |||||||||
Total | 129,555 | |||||||||||||
Biotechnology Research & Production 0.07% | ||||||||||||||
Sotera Health Topco, Inc. PIK 8.875%† | 8.125 | % | 11/1/2021 | 48 | 48,600 | |||||||||
Total | 48,600 | |||||||||||||
Building Materials 0.59% | ||||||||||||||
Boral Finance Pty Ltd. (Australia)†(c) | 3.00 | % | 11/1/2022 | 19 | 18,296 | |||||||||
CPG Merger Sub LLC† | 8.00 | % | 10/1/2021 | 43 | 43,699 | |||||||||
Griffon Corp. | 5.25 | % | 3/1/2022 | 61 | 60,542 | |||||||||
Holcim US Finance Sarl & Cie SCS (Luxembourg)†(c) | 6.00 | % | 12/30/2019 | 179 | 184,673 | |||||||||
Martin Marietta Materials, Inc. | 2.96%(3 Mo. LIBOR + .65%) | # | 5/22/2020 | 10 | 10,036 | |||||||||
Standard Industries, Inc.† | 5.375 | % | 11/15/2024 | 10 | 10,025 | |||||||||
Vulcan Materials Co. | 2.934%(3 Mo. LIBOR + .60%) | # | 6/15/2020 | 65 | 65,184 | |||||||||
Vulcan Materials Co. | 2.971%(3 Mo. LIBOR + .65%) | # | 3/1/2021 | 20 | 20,081 | |||||||||
Total | 412,536 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Business Services 0.31% | ||||||||||||||
APX Group, Inc. | 8.75 | % | 12/1/2020 | $ | 100 | $ | 100,250 | |||||||
Chicago Parking Meters LLC† | 5.489 | % | 12/30/2020 | 30 | 29,686 | |||||||||
Equifax, Inc. | 3.60 | % | 8/15/2021 | 24 | 23,862 | |||||||||
ERAC USA Finance LLC† | 5.25 | % | 10/1/2020 | 25 | 25,826 | |||||||||
IHS Markit Ltd. (United Kingdom)(c) | 4.125 | % | 8/1/2023 | 23 | 22,985 | |||||||||
Verisk Analytics, Inc. | 4.875 | % | 1/15/2019 | 17 | 17,090 | |||||||||
Total | 219,699 | |||||||||||||
Chemicals 1.06% | ||||||||||||||
Blue Cube Spinco LLC | 9.75 | % | 10/15/2023 | 10 | 11,337 | |||||||||
Celanese US Holdings LLC | 4.625 | % | 11/15/2022 | 160 | 163,170 | |||||||||
Celanese US Holdings LLC | 5.875 | % | 6/15/2021 | 86 | 90,361 | |||||||||
Rayonier AM Products, Inc.† | 5.50 | % | 6/1/2024 | 8 | 7,743 | |||||||||
Syngenta Finance NV (Netherlands)†(c) | 3.698 | % | 4/24/2020 | 200 | 199,839 | |||||||||
Syngenta Finance NV (Netherlands)†(c) | 3.933 | % | 4/23/2021 | 200 | 199,558 | |||||||||
Yara International ASA (Norway)†(c) | 7.875 | % | 6/11/2019 | 72 | 74,343 | |||||||||
Total | 746,351 | |||||||||||||
Coal 0.06% | ||||||||||||||
Eterna Capital Pte Ltd. PIK 1.00% (Singapore)(c) | 7.50 | % | 12/11/2022 | 35 | 34,638 | |||||||||
Peabody Energy Corp.† | 6.00 | % | 3/31/2022 | 8 | 8,160 | |||||||||
Total | 42,798 | |||||||||||||
Computer Hardware 0.35% | ||||||||||||||
Dell International LLC/EMC Corp.† | 3.48 | % | 6/1/2019 | 32 | 32,087 | |||||||||
Dell International LLC/EMC Corp.† | 5.45 | % | 6/15/2023 | 70 | 73,600 | |||||||||
Dell International LLC/EMC Corp.† | 4.42 | % | 6/15/2021 | 93 | 94,436 | |||||||||
Dell International LLC/EMC Corp.† | 5.875 | % | 6/15/2021 | 30 | 30,975 | |||||||||
GCI LLC | 6.75 | % | 6/1/2021 | 16 | 16,221 | |||||||||
Total | 247,319 | |||||||||||||
Computer Software 0.55% | ||||||||||||||
BMC Software Finance, Inc.† | 8.125 | % | 7/15/2021 | 140 | 143,269 | |||||||||
Dun & Bradstreet Corp. (The) | 4.25 | % | 6/15/2020 | 3 | 3,024 | |||||||||
First Data Corp.† | 5.75 | % | 1/15/2024 | 31 | 31,511 | |||||||||
First Data Corp.† | 7.00 | % | 12/1/2023 | 77 | 80,369 | |||||||||
Infor Software Parent LLC/Infor Software Parent, Inc. PIK 7.875%† | 7.125 | % | 5/1/2021 | 26 | 26,410 | |||||||||
Informatica LLC† | 7.125 | % | 7/15/2023 | 21 | 21,600 | |||||||||
Sophia LP/Sophia Finance, Inc.† | 9.00 | % | 9/30/2023 | 22 | 23,045 | |||||||||
TIBCO Software, Inc.† | 11.375 | % | 12/1/2021 | 55 | 58,781 | |||||||||
Total | 388,009 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Construction/Homebuilding 0.50% | ||||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.† | 6.875 | % | 2/15/2021 | $ | 11 | $ | 11,138 | |||||||
Brookfield Residential Properties, Inc. (Canada)†(c) | 6.50 | % | 12/15/2020 | 98 | 98,612 | |||||||||
Century Communities, Inc. | 6.875 | % | 5/15/2022 | 30 | 30,825 | |||||||||
D.R. Horton, Inc. | 3.75 | % | 3/1/2019 | 60 | 60,078 | |||||||||
DR Horton, Inc. | 4.75 | % | 2/15/2023 | 7 | 7,176 | |||||||||
M/I Homes, Inc. | 6.75 | % | 1/15/2021 | 103 | 105,441 | |||||||||
William Lyon Homes, Inc. | 7.00 | % | 8/15/2022 | 35 | 35,744 | |||||||||
Total | 349,014 | |||||||||||||
Containers 0.31% | ||||||||||||||
OI European Group BV (Netherlands)†(c) | 4.00 | % | 3/15/2023 | 20 | 19,050 | |||||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA | 6.875 | % | 2/15/2021 | 35 | 35,087 | |||||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA | 5.75 | % | 10/15/2020 | 160 | 160,502 | |||||||||
Total | 214,639 | |||||||||||||
Drugs 0.32% | ||||||||||||||
AmerisourceBergen Corp. | 3.50 | % | 11/15/2021 | 14 | 13,996 | |||||||||
Bausch Health Cos, Inc.† | 7.50 | % | 7/15/2021 | 47 | 47,999 | |||||||||
Bayer US Finance II LLC† | 2.75 | % | 7/15/2021 | 32 | 31,204 | |||||||||
Elanco Animal Health, Inc.† | 3.912 | % | 8/27/2021 | 19 | 19,030 | |||||||||
Elanco Animal Health, Inc.† | 4.272 | % | 8/28/2023 | 22 | 22,084 | |||||||||
Express Scripts Holding Co. | 4.75 | % | 11/15/2021 | 24 | 24,787 | |||||||||
Teva Pharmaceutical Finance Co. BV (Curacao)(c) | 3.65 | % | 11/10/2021 | 9 | 8,723 | |||||||||
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(c) | 1.70 | % | 7/19/2019 | 16 | 15,743 | |||||||||
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(c) | 2.20 | % | 7/21/2021 | 44 | 41,371 | |||||||||
Total | 224,937 | |||||||||||||
Electric: Power 2.49% | ||||||||||||||
AES Corp. (The) | 4.875 | % | 5/15/2023 | 31 | 31,426 | |||||||||
Ausgrid Finance Pty Ltd. (Australia)†(c) | 3.85 | % | 5/1/2023 | 114 | 113,372 | |||||||||
Dominion Energy, Inc. | 2.962 | % | 7/1/2019 | 37 | 36,990 | |||||||||
Dominion Energy, Inc. | 4.104 | % | 4/1/2021 | 77 | 77,595 | |||||||||
Duquesne Light Holdings, Inc.† | 5.90 | % | 12/1/2021 | 19 | 19,954 | |||||||||
Duquesne Light Holdings, Inc.† | 6.40 | % | 9/15/2020 | 192 | 201,100 | |||||||||
Emera US Finance LP | 2.70 | % | 6/15/2021 | 115 | 111,701 | |||||||||
Enel Finance International NV (Netherlands)†(c) | 2.875 | % | 5/25/2022 | 200 | 190,356 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Electric: Power (continued) | ||||||||||||||
Entergy Texas, Inc. | 7.125 | % | 2/1/2019 | $ | 27 | $ | 27,365 | |||||||
Exelon Generation Co. LLC | 3.40 | % | 3/15/2022 | 7 | 6,941 | |||||||||
Exelon Generation Co. LLC | 4.25 | % | 6/15/2022 | 2 | 2,031 | |||||||||
Jersey Central Power & Light Co.† | 4.70 | % | 4/1/2024 | 10 | 10,378 | |||||||||
Jersey Central Power & Light Co. | 7.35 | % | 2/1/2019 | 107 | 108,663 | |||||||||
Metropolitan Edison Co. | 7.70 | % | 1/15/2019 | 11 | 11,153 | |||||||||
Oklahoma Gas & Electric Co. | 8.25 | % | 1/15/2019 | 100 | 101,540 | |||||||||
Origin Energy Finance Ltd. (Australia)†(c) | 3.50 | % | 10/9/2018 | 200 | 199,997 | |||||||||
Origin Energy Finance Ltd. (Australia)†(c) | 5.45 | % | 10/14/2021 | 102 | 105,697 | |||||||||
Pennsylvania Electric Co. | 5.20 | % | 4/1/2020 | 11 | 11,256 | |||||||||
PNM Resources, Inc. | 3.25 | % | 3/9/2021 | 28 | 27,754 | |||||||||
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(c) | 5.375 | % | 5/1/2021 | 20 | 20,729 | |||||||||
PSEG Power LLC | 3.85 | % | 6/1/2023 | 78 | 77,781 | |||||||||
PSEG Power LLC | 5.125 | % | 4/15/2020 | 3 | 3,070 | |||||||||
Puget Energy, Inc. | 6.00 | % | 9/1/2021 | 33 | 35,102 | |||||||||
San Diego Gas & Electric Co. | 1.914 | % | 2/1/2022 | 15 | 14,636 | |||||||||
SCANA Corp. | 4.125 | % | 2/1/2022 | 33 | 32,566 | |||||||||
SCANA Corp. | 4.75 | % | 5/15/2021 | 91 | 91,543 | |||||||||
SCANA Corp. | 6.25 | % | 4/1/2020 | 39 | 40,011 | |||||||||
Sempra Energy | 2.839%(3 Mo. LIBOR + .50%) | # | 1/15/2021 | 37 | 37,011 | |||||||||
TECO Finance, Inc. | 5.15 | % | 3/15/2020 | 7 | 7,164 | |||||||||
Total | 1,754,882 | |||||||||||||
Electrical Equipment 0.43% | ||||||||||||||
Analog Devices, Inc. | 2.85 | % | 3/12/2020 | 4 | 3,979 | |||||||||
Broadcom Corp./Broadcom Cayman Finance Ltd. | 2.375 | % | 1/15/2020 | 79 | 78,098 | |||||||||
Broadcom Corp./Broadcom Cayman Finance Ltd. | 2.65 | % | 1/15/2023 | 71 | 67,088 | |||||||||
Broadcom Corp./Broadcom Cayman Finance Ltd. | 3.00 | % | 1/15/2022 | 104 | 101,382 | |||||||||
Marvell Technology Group Ltd. | 4.20 | % | 6/22/2023 | 50 | 49,795 | |||||||||
Total | 300,342 | |||||||||||||
Electronics 0.15% | ||||||||||||||
PerkinElmer, Inc. | 5.00 | % | 11/15/2021 | 22 | 22,724 | |||||||||
Tech Data Corp. | 3.70 | % | 2/15/2022 | 28 | 27,424 | |||||||||
Trimble, Inc. | 4.15 | % | 6/15/2023 | 55 | 55,083 | |||||||||
Total | 105,231 | |||||||||||||
Engineering & Contracting Services 0.04% | ||||||||||||||
StandardAero Aviation Holdings, Inc.† | 10.00 | % | 7/15/2023 | 27 | 29,194 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Entertainment 0.26% | ||||||||||||||
Eldorado Resorts, Inc. | 7.00 | % | 8/1/2023 | $ | 11 | $ | 11,605 | |||||||
Scientific Games International, Inc. | 6.25 | % | 9/1/2020 | 31 | 31,000 | |||||||||
Scientific Games International, Inc. | 6.625 | % | 5/15/2021 | 36 | 36,000 | |||||||||
Scientific Games International, Inc. | 10.00 | % | 12/1/2022 | 94 | 99,952 | |||||||||
WMG Acquisition Corp.† | 5.625 | % | 4/15/2022 | 2 | 2,035 | |||||||||
Total | 180,592 | |||||||||||||
Financial Services 2.78% | ||||||||||||||
Aircastle Ltd. | 5.00 | % | 4/1/2023 | 70 | 71,947 | |||||||||
Aircastle Ltd. | 5.125 | % | 3/15/2021 | 148 | 151,992 | |||||||||
Aircastle Ltd. | 5.50 | % | 2/15/2022 | 133 | 138,327 | |||||||||
Aircastle Ltd. | 7.625 | % | 4/15/2020 | 71 | 75,174 | |||||||||
Discover Financial Services | 5.20 | % | 4/27/2022 | 144 | 149,153 | |||||||||
E*TRADE Financial Corp. | 2.95 | % | 8/24/2022 | 36 | 34,841 | |||||||||
International Lease Finance Corp. | 5.875 | % | 4/1/2019 | 34 | 34,474 | |||||||||
International Lease Finance Corp. | 6.25 | % | 5/15/2019 | 104 | 106,041 | |||||||||
International Lease Finance Corp. | 8.25 | % | 12/15/2020 | 380 | 415,446 | |||||||||
International Lease Finance Corp. | 8.625 | % | 1/15/2022 | 2 | 2,274 | |||||||||
Jefferies Financial Group, Inc. | 5.50 | % | 10/18/2023 | 31 | 32,130 | |||||||||
Jefferies Group LLC | 6.875 | % | 4/15/2021 | 32 | 34,340 | |||||||||
Jefferies Group LLC | 8.50 | % | 7/15/2019 | 289 | 301,152 | |||||||||
Lazard Group LLC | 4.25 | % | 11/14/2020 | 29 | 29,456 | |||||||||
Nationstar Mortgage Holdings, Inc.† | 8.125 | % | 7/15/2023 | 71 | 74,536 | |||||||||
Nationstar Mortgage LLC/Nationstar Capital Corp. | 6.50 | % | 7/1/2021 | 89 | 89,329 | |||||||||
Navient Corp. | 4.875 | % | 6/17/2019 | 13 | 13,107 | |||||||||
Navient Corp. | 5.00 | % | 10/26/2020 | 120 | 121,777 | |||||||||
Navient Corp. | 5.875 | % | 3/25/2021 | 14 | 14,378 | |||||||||
Navient Corp. | 6.625 | % | 7/26/2021 | 58 | 60,610 | |||||||||
VFH Parent LLC/Orchestra Co-Issuer, Inc.† | 6.75 | % | 6/15/2022 | 7 | 7,245 | |||||||||
Total | 1,957,729 | |||||||||||||
Food 0.25% | ||||||||||||||
B&G Foods, Inc. | 4.625 | % | 6/1/2021 | 27 | 27,067 | |||||||||
JBS USA LUX SA/JBS USA Finance, Inc. † | 7.25 | % | 6/1/2021 | 122 | 124,440 | |||||||||
Smithfield Foods, Inc.† | 2.70 | % | 1/31/2020 | 17 | 16,743 | |||||||||
Smithfield Foods, Inc.† | 3.35 | % | 2/1/2022 | 10 | 9,673 | |||||||||
Total | 177,923 | |||||||||||||
Health Care Products 0.63% | ||||||||||||||
Becton Dickinson & Co. | 3.261%(3 Mo. LIBOR + .88%) | # | 12/29/2020 | 36 | 36,055 | |||||||||
Kinetic Concepts, Inc./KCI USA, Inc.† | 7.875 | % | 2/15/2021 | 55 | 56,873 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Health Care Products (continued) | ||||||||||||||
Kinetic Concepts, Inc./KCI USA, Inc.† | 12.50 | % | 11/1/2021 | $ | 6 | $ | 6,632 | |||||||
Life Technologies Corp. | 5.00 | % | 1/15/2021 | 233 | 238,621 | |||||||||
Life Technologies Corp. | 6.00 | % | 3/1/2020 | 86 | 89,121 | |||||||||
Zimmer Biomet Holdings, Inc. | 3.70 | % | 3/19/2023 | 14 | 13,919 | |||||||||
Total | 441,221 | |||||||||||||
Health Care Services 1.21% | ||||||||||||||
Acadia Healthcare Co., Inc. | 6.125 | % | 3/15/2021 | 18 | 18,180 | |||||||||
Centene Corp. | 5.625 | % | 2/15/2021 | 261 | 266,546 | |||||||||
Eagle Holding Co. II LLC PIK 8.375%† | 7.625 | % | 5/15/2022 | 24 | 24,360 | |||||||||
Envision Healthcare Corp.† | 6.25 | % | 12/1/2024 | 24 | 25,920 | |||||||||
Fresenius Medical Care US Finance II, Inc.† | 4.125 | % | 10/15/2020 | 7 | 7,066 | |||||||||
Fresenius Medical Care US Finance II, Inc.† | 5.875 | % | 1/31/2022 | 194 | 204,825 | |||||||||
Fresenius Medical Care US Finance, Inc.† | 5.75 | % | 2/15/2021 | 6 | 6,259 | |||||||||
Surgery Center Holdings, Inc.† | 8.875 | % | 4/15/2021 | 39 | 40,804 | |||||||||
Syneos Health, Inc./inVentiv, Health Inc./inVentiv Health, Clinical Inc.† | 7.50 | % | 10/1/2024 | 37 | 39,313 | |||||||||
Universal Health Services, Inc.† | 3.75 | % | 8/1/2019 | 79 | 79,691 | |||||||||
Universal Health Services, Inc.† | 4.75 | % | 8/1/2022 | 136 | 137,020 | |||||||||
Total | 849,984 | |||||||||||||
Household Equipment/Products 0.46% | ||||||||||||||
Newell Brands, Inc. | 3.15 | % | 4/1/2021 | 34 | 33,474 | |||||||||
Newell Brands, Inc. | 3.85 | % | 4/1/2023 | 159 | 155,757 | |||||||||
Newell Brands, Inc. | 5.00 | % | 11/15/2023 | 12 | 12,142 | |||||||||
Scotts Miracle-Gro Co. (The) | 6.00 | % | 10/15/2023 | 109 | 112,542 | |||||||||
Spectrum Brands, Inc. | 6.625 | % | 11/15/2022 | 6 | 6,165 | |||||||||
Total | 320,080 | |||||||||||||
Insurance 0.34% | ||||||||||||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer† | 8.25 | % | 8/1/2023 | 36 | 37,350 | |||||||||
Assurant, Inc. | 4.20 | % | 9/27/2023 | 45 | 44,794 | |||||||||
AXA Equitable Holdings, Inc.† | 3.90 | % | 4/20/2023 | 23 | 22,851 | |||||||||
CNA Financial Corp. | 5.875 | % | 8/15/2020 | 11 | 11,488 | |||||||||
CNO Financial Group, Inc. | 4.50 | % | 5/30/2020 | 5 | 5,075 | |||||||||
Liberty Mutual Group, Inc.† | 5.00 | % | 6/1/2021 | 17 | 17,508 | |||||||||
Protective Life Corp. | 7.375 | % | 10/15/2019 | 15 | 15,633 | |||||||||
Willis North America, Inc. | 7.00 | % | 9/29/2019 | 44 | 45,517 | |||||||||
Willis Towers Watson plc (United Kingdom)(c) | 5.75 | % | 3/15/2021 | 14 | 14,683 | |||||||||
WR Berkley Corp. | 5.375 | % | 9/15/2020 | 24 | 24,756 | |||||||||
Total | 239,655 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Leasing 0.11% | ||||||||||||||
Aviation Capital Group LLC† | 3.875 | % | 5/1/2023 | $ | 38 | $ | 37,624 | |||||||
Avolon Holdings Funding Ltd. (Ireland)†(c) | 5.50 | % | 1/15/2023 | 6 | 6,105 | |||||||||
DAE Funding LLC† | 4.00 | % | 8/1/2020 | 18 | 17,843 | |||||||||
Park Aerospace Holdings Ltd. (Ireland)†(c) | 5.25 | % | 8/15/2022 | 16 | 16,220 | |||||||||
Total | 77,792 | |||||||||||||
Leisure 0.48% | ||||||||||||||
LTF Merger Sub, Inc.† | 8.50 | % | 6/15/2023 | 164 | 171,585 | |||||||||
NCL Corp. Ltd.† | 4.75 | % | 12/15/2021 | 11 | 11,124 | |||||||||
Royal Caribbean Cruises Ltd. | 5.25 | % | 11/15/2022 | 120 | 126,394 | |||||||||
Silversea Cruise Finance Ltd.† | 7.25 | % | 2/1/2025 | 24 | 26,228 | |||||||||
Total | 335,331 | |||||||||||||
Lodging 0.03% | ||||||||||||||
Wyndham Destinations, Inc. | 5.625 | % | 3/1/2021 | 20 | 20,500 | |||||||||
Machinery: Agricultural 0.16% | ||||||||||||||
Reynolds American, Inc. | 4.85 | % | 9/15/2023 | 14 | 14,539 | |||||||||
Viterra, Inc. (Canada)†(c) | 5.95 | % | 8/1/2020 | 94 | 97,387 | |||||||||
Total | 111,926 | |||||||||||||
Machinery: Industrial/Specialty 0.50% | ||||||||||||||
CNH Industrial Capital LLC | 4.20 | % | 1/15/2024 | 24 | 23,895 | |||||||||
CNH Industrial Capital LLC | 4.375 | % | 4/5/2022 | 79 | 80,130 | |||||||||
CNH Industrial Capital LLC | 4.375 | % | 11/6/2020 | 14 | 14,216 | |||||||||
CNH Industrial Capital LLC | 4.875 | % | 4/1/2021 | 60 | 61,639 | |||||||||
CNH Industrial NV (United Kingdom)(c) | 4.50 | % | 8/15/2023 | 62 | 63,110 | |||||||||
Nvent Finance Sarl (Luxembourg)†(c) | 3.95 | % | 4/15/2023 | 69 | 67,840 | |||||||||
Roper Technologies, Inc. | 3.65 | % | 9/15/2023 | 40 | 39,773 | |||||||||
Total | 350,603 | |||||||||||||
Manufacturing 0.23% | ||||||||||||||
Gates Global LLC/Gates Global Co.† | 6.00 | % | 7/15/2022 | 45 | 45,394 | |||||||||
General Electric Co. | 5.50 | % | 1/8/2020 | 17 | 17,494 | |||||||||
Pentair Finance Sarl (Luxembourg)(c) | 2.65 | % | 12/1/2019 | 96 | 95,550 | |||||||||
Total | 158,438 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Media 0.87% | ||||||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital | 4.50 | % | 2/1/2024 | $ | 58 | $ | 58,311 | |||||
Cox Communications, Inc.† | 2.95 | % | 6/30/2023 | 58 | 54,987 | |||||||
Cox Communications, Inc.† | 3.25 | % | 12/15/2022 | 199 | 193,464 | |||||||
NBCUniversal Enterprise, Inc.† | 5.25 | % | — | (d) | 200 | 203,299 | ||||||
Sky plc (United Kingdom)†(c) | 9.50 | % | 11/15/2018 | 50 | 50,396 | |||||||
Time Warner Cable LLC | 8.25 | % | 4/1/2019 | 22 | 22,565 | |||||||
Time Warner Cable LLC | 8.75 | % | 2/14/2019 | 6 | 6,125 | |||||||
Viacom, Inc. | 2.75 | % | 12/15/2019 | 24 | 23,870 | |||||||
Total | 613,017 | |||||||||||
Metal Fabricating 0.04% | ||||||||||||
Zekelman Industries, Inc.† | 9.875 | % | 6/15/2023 | 28 | 30,485 | |||||||
Metals & Minerals: Miscellaneous 2.09% | ||||||||||||
Anglo American Capital plc (United Kingdom)†(c) | 4.125 | % | 9/27/2022 | 200 | 200,267 | |||||||
Century Aluminum Co.† | 7.50 | % | 6/1/2021 | 80 | 81,200 | |||||||
First Quantum Minerals Ltd. (Canada)†(c) | 7.00 | % | 2/15/2021 | 16 | 15,850 | |||||||
Freeport-McMoRan, Inc. | 6.875 | % | 2/15/2023 | 17 | 18,190 | |||||||
Glencore Finance Canada Ltd. (Canada)†(c) | 4.25 | % | 10/25/2022 | 99 | 99,789 | |||||||
Glencore Finance Canada Ltd. (Canada)†(c) | 4.95 | % | 11/15/2021 | 294 | 303,217 | |||||||
Glencore Funding LLC† | 3.00 | % | 10/27/2022 | 11 | 10,561 | |||||||
Glencore Funding LLC† | 3.125 | % | 4/29/2019 | 83 | 82,834 | |||||||
Glencore Funding LLC† | 4.125 | % | 5/30/2023 | 24 | 23,996 | |||||||
Goldcorp, Inc. (Canada)(c) | 3.625 | % | 6/9/2021 | 80 | 79,745 | |||||||
Goldcorp, Inc. (Canada)(c) | 3.70 | % | 3/15/2023 | 28 | 27,629 | |||||||
Hecla Mining Co. | 6.875 | % | 5/1/2021 | 23 | 23,129 | |||||||
Hudbay Minerals, Inc. (Canada)†(c) | 7.25 | % | 1/15/2023 | 35 | 36,141 | |||||||
Joseph T Ryerson & Son, Inc.† | 11.00 | % | 5/15/2022 | 35 | 38,286 | |||||||
Kinross Gold Corp. (Canada)(c) | 5.125 | % | 9/1/2021 | 17 | 17,553 | |||||||
Kinross Gold Corp. (Canada)(c) | 5.95 | % | 3/15/2024 | 57 | 58,425 | |||||||
Lundin Mining Corp. (Canada)†(c) | 7.875 | % | 11/1/2022 | 77 | 80,494 | |||||||
New Gold, Inc. (Canada)†(c) | 6.25 | % | 11/15/2022 | 32 | 28,160 | |||||||
Newmont Mining Corp. | 3.50 | % | 3/15/2022 | 17 | 16,867 | |||||||
Newmont Mining Corp. | 5.125 | % | 10/1/2019 | 67 | 68,354 | |||||||
Teck Resources Ltd. (Canada)†(c) | 8.50 | % | 6/1/2024 | 145 | 158,884 | |||||||
Total | 1,469,571 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Natural Gas 0.08% | ||||||||||||
CenterPoint Energy Resources Corp. | 4.50 | % | 1/15/2021 | $ | 10 | $ | 10,183 | |||||
National Fuel Gas Co. | 3.75 | % | 3/1/2023 | 8 | 7,850 | |||||||
National Fuel Gas Co. | 4.90 | % | 12/1/2021 | 12 | 12,275 | |||||||
National Fuel Gas Co. | 7.395 | % | 3/30/2023 | 25 | 27,968 | |||||||
Total | 58,276 | |||||||||||
Office Furniture & Business Equipment 0.02% | ||||||||||||
Xerox Corp. | 3.625 | % | 3/15/2023 | 7 | 6,671 | |||||||
Xerox Corp. | 5.625 | % | 12/15/2019 | 10 | 10,242 | |||||||
Total | 16,913 | |||||||||||
Oil 3.45% | ||||||||||||
Anadarko Petroleum Corp. | 4.85 | % | 3/15/2021 | 36 | 37,012 | |||||||
Anadarko Petroleum Corp. | 6.95 | % | 6/15/2019 | 7 | 7,187 | |||||||
Andeavor | 5.375 | % | 10/1/2022 | 5 | 5,089 | |||||||
Antero Resources Corp. | 5.125 | % | 12/1/2022 | 132 | 133,980 | |||||||
Canadian Oil Sands Ltd. (Canada)†(c) | 7.75 | % | 5/15/2019 | 13 | 13,332 | |||||||
Canadian Oil Sands Ltd. (Canada)†(c) | 9.40 | % | 9/1/2021 | 63 | 71,206 | |||||||
Carrizo Oil & Gas, Inc. | 6.25 | % | 4/15/2023 | 32 | 32,840 | |||||||
Carrizo Oil & Gas, Inc. | 7.50 | % | 9/15/2020 | 33 | 33,041 | |||||||
Cenovus Energy, Inc. (Canada)(c) | 5.70 | % | 10/15/2019 | 35 | 35,832 | |||||||
Chaparral Energy, Inc.† | 8.75 | % | 7/15/2023 | 82 | 82,000 | |||||||
CNOOC Finance 2015 Australia Pty Ltd. (Australia)(c) | 2.625 | % | 5/5/2020 | 200 | 197,343 | |||||||
CNX Resources Corp. | 5.875 | % | 4/15/2022 | 28 | 28,106 | |||||||
Continental Resources, Inc. | 4.50 | % | 4/15/2023 | 27 | 27,495 | |||||||
Continental Resources, Inc. | 5.00 | % | 9/15/2022 | 227 | 230,537 | |||||||
Devon Energy Corp. | 2.25 | % | 12/15/2018 | 15 | 14,984 | |||||||
Devon Energy Corp. | 6.30 | % | 1/15/2019 | 6 | 6,049 | |||||||
Diamondback Energy, Inc. | 4.75 | % | 11/1/2024 | 32 | 32,120 | |||||||
Diamondback Energy, Inc.† | 4.75 | % | 11/1/2024 | 30 | 30,113 | |||||||
Eclipse Resources Corp. | 8.875 | % | 7/15/2023 | 31 | 31,697 | |||||||
Encana Corp. (Canada)(c) | 6.50 | % | 5/15/2019 | 186 | 190,060 | |||||||
Eni SpA (Italy)†(c) | 4.15 | % | 10/1/2020 | 100 | 100,668 | |||||||
Gazprom OAO Via Gaz Capital SA (Luxembourg)†(c) | 6.51 | % | 3/7/2022 | 100 | 105,519 | |||||||
Gulfport Energy Corp. | 6.625 | % | 5/1/2023 | 33 | 33,742 | |||||||
HighPoint Operating Corp. | 7.00 | % | 10/15/2022 | 17 | 17,000 | |||||||
Motiva Enterprises LLC† | 5.75 | % | 1/15/2020 | 15 | 15,355 | |||||||
Newfield Exploration Co. | 5.75 | % | 1/30/2022 | 51 | 53,614 | |||||||
Oasis Petroleum, Inc. | 6.875 | % | 3/15/2022 | 153 | 155,866 | |||||||
Petrobras Global Finance BV (Netherlands)(c) | 6.125 | % | 1/17/2022 | 9 | 9,314 | |||||||
Petroleos Mexicanos (Mexico)(c) | 3.50 | % | 1/30/2023 | 80 | 76,040 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Oil (continued) | ||||||||||||
Petroleos Mexicanos (Mexico)(c) | 4.625 | % | 9/21/2023 | $ | 178 | $ | 176,843 | |||||
Petroleos Mexicanos (Mexico)(c) | 8.00 | % | 5/3/2019 | 26 | 26,780 | |||||||
Phillips 66 | 2.911%(3 Mo. LIBOR + .60%) | # | 2/26/2021 | 19 | 19,025 | |||||||
Phillips 66† | 2.989%(3 Mo. LIBOR + .65%) | # | 4/15/2019 | 16 | 16,006 | |||||||
Pioneer Natural Resources Co. | 7.50 | % | 1/15/2020 | 10 | 10,529 | |||||||
Range Resources Corp. | 5.00 | % | 8/15/2022 | 56 | 55,720 | |||||||
Range Resources Corp. | 5.75 | % | 6/1/2021 | 28 | 28,945 | |||||||
Range Resources Corp. | 5.875 | % | 7/1/2022 | 13 | 13,293 | |||||||
Resolute Energy Corp. | 8.50 | % | 5/1/2020 | 61 | 61,152 | |||||||
Sable Permian Resources Land LLC/AEPB Finance Corp.† | 13.00 | % | 11/30/2020 | 27 | 29,835 | |||||||
Sanchez Energy Corp. | 6.125 | % | 1/15/2023 | 23 | 13,340 | |||||||
Seven Generations Energy Ltd. (Canada)†(c) | 6.75 | % | 5/1/2023 | 81 | 83,734 | |||||||
Seven Generations Energy Ltd. (Canada)†(c) | 6.875 | % | 6/30/2023 | 81 | 84,240 | |||||||
Total | 2,426,583 | |||||||||||
Oil: Crude Producers 4.57% | ||||||||||||
Andeavor Logistics LP/Tesoro Logistics Finance Corp. | 5.50 | % | 10/15/2019 | 38 | 38,761 | |||||||
Andeavor Logistics LP/Tesoro Logistics Finance Corp. | 6.25 | % | 10/15/2022 | 28 | 28,805 | |||||||
Andeavor Logistics LP/Tesoro Logistics Finance Corp. | 6.375 | % | 5/1/2024 | 149 | 158,312 | |||||||
Boardwalk Pipelines LP | 5.75 | % | 9/15/2019 | 7 | 7,173 | |||||||
Buckeye Partners LP | 5.50 | % | 8/15/2019 | 50 | 51,077 | |||||||
Columbia Pipeline Group, Inc. | 3.30 | % | 6/1/2020 | 110 | 109,854 | |||||||
Enable Midstream Partners LP | 2.40 | % | 5/15/2019 | 50 | 49,799 | |||||||
Enable Oklahoma Intrastate Transmission LLC† | 6.25 | % | 3/15/2020 | 79 | 81,297 | |||||||
Enbridge Energy Partners LP | 5.20 | % | 3/15/2020 | 100 | 102,498 | |||||||
Enbridge Energy Partners LP | 9.875 | % | 3/1/2019 | 110 | 112,935 | |||||||
Energy Transfer Equity LP | 4.25 | % | 3/15/2023 | 99 | 98,629 | |||||||
Energy Transfer Partners LP | 4.65 | % | 6/1/2021 | 40 | 40,984 | |||||||
Energy Transfer Partners LP | 9.00 | % | 4/15/2019 | 222 | 228,926 | |||||||
Energy Transfer Partners LP | 9.70 | % | 3/15/2019 | 129 | 133,083 | |||||||
Florida Gas Transmission Co. LLC† | 5.45 | % | 7/15/2020 | 228 | 235,375 | |||||||
Florida Gas Transmission Co. LLC† | 7.90 | % | 5/15/2019 | 164 | 168,910 | |||||||
Gulf South Pipeline Co. LP | 4.00 | % | 6/15/2022 | 30 | 29,968 | |||||||
Kinder Morgan Energy Partners LP | 5.30 | % | 9/15/2020 | 15 | 15,536 | |||||||
Kinder Morgan Energy Partners LP | 5.80 | % | 3/1/2021 | 62 | 65,188 | |||||||
Kinder Morgan Energy Partners LP | 6.50 | % | 4/1/2020 | 194 | 202,712 | |||||||
Kinder Morgan Energy Partners LP | 6.85 | % | 2/15/2020 | 70 | 73,305 | |||||||
Kinder Morgan Energy Partners LP | 9.00 | % | 2/1/2019 | 112 | 114,194 | |||||||
Kinder Morgan, Inc.† | 5.00 | % | 2/15/2021 | 16 | 16,515 | |||||||
Kinder Morgan, Inc.† | 5.625 | % | 11/15/2023 | 66 | 70,495 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Oil: Crude Producers (continued) | ||||||||||||
Kinder Morgan, Inc. | 6.50 | % | 9/15/2020 | $ | 9 | $ | 9,516 | |||||
Midcontinent Express Pipeline LLC† | 6.70 | % | 9/15/2019 | 33 | 33,908 | |||||||
MPLX LP | 5.50 | % | 2/15/2023 | 136 | 138,908 | |||||||
NGPL PipeCo LLC† | 4.375 | % | 8/15/2022 | 9 | 9,112 | |||||||
Northern Natural Gas Co.† | 4.25 | % | 6/1/2021 | 14 | 14,216 | |||||||
ONEOK Partners LP | 8.625 | % | 3/1/2019 | 19 | 19,431 | |||||||
Rockies Express Pipeline LLC† | 6.00 | % | 1/15/2019 | 37 | 37,287 | |||||||
Sabine Pass Liquefaction LLC | 5.625 | % | 4/15/2023 | 400 | 425,563 | |||||||
Sabine Pass Liquefaction LLC | 5.625 | % | 2/1/2021 | 240 | 249,745 | |||||||
Spectra Energy Partners LP | 4.60 | % | 6/15/2021 | 5 | 5,111 | |||||||
Texas Eastern Transmission LP† | 2.80 | % | 10/15/2022 | 5 | 4,797 | |||||||
Texas Eastern Transmission LP† | 4.125 | % | 12/1/2020 | 5 | 5,052 | |||||||
Texas Gas Transmission LLC† | 4.50 | % | 2/1/2021 | 25 | 25,221 | |||||||
Total | 3,212,198 | |||||||||||
Oil: Integrated Domestic 0.21% | ||||||||||||
National Oilwell Varco, Inc. | 2.60 | % | 12/1/2022 | 88 | 83,915 | |||||||
SESI LLC | 7.125 | % | 12/15/2021 | 59 | 59,974 | |||||||
TechnipFMC plc (United Kingdom)(c) | 3.45 | % | 10/1/2022 | 4 | 3,901 | |||||||
Total | 147,790 | |||||||||||
Real Estate Investment Trusts 0.95% | ||||||||||||
Brixmor Operating Partnership LP | 3.875 | % | 8/15/2022 | 29 | 28,915 | |||||||
Corporate Office Properties LP | 3.70 | % | 6/15/2021 | 84 | 83,110 | |||||||
DDR Corp. | 4.625 | % | 7/15/2022 | 34 | 34,786 | |||||||
EPR Properties | 5.25 | % | 7/15/2023 | 9 | 9,244 | |||||||
EPR Properties | 5.75 | % | 8/15/2022 | 51 | 53,289 | |||||||
HCP, Inc. | 4.25 | % | 11/15/2023 | 5 | 5,018 | |||||||
Healthcare Trust of America Holdings LP | 2.95 | % | 7/1/2022 | 10 | 9,679 | |||||||
Highwoods Realty LP | 3.20 | % | 6/15/2021 | 8 | 7,872 | |||||||
Kilroy Realty LP | 6.625 | % | 6/1/2020 | 92 | 96,499 | |||||||
Reckson Operating Partnership LP | 7.75 | % | 3/15/2020 | 75 | 79,233 | |||||||
Senior Housing Properties Trust | 3.25 | % | 5/1/2019 | 51 | 50,986 | |||||||
SL Green Operating Partnership LP | 3.25 | % | 10/15/2022 | 3 | 2,912 | |||||||
SL Green Realty Corp. | 4.50 | % | 12/1/2022 | 12 | 12,142 | |||||||
VEREIT Operating Partnership LP | 3.00 | % | 2/6/2019 | 123 | 122,995 | |||||||
VEREIT Operating Partnership LP | 4.125 | % | 6/1/2021 | 41 | 41,397 | |||||||
Weyerhaeuser Co. | 4.70 | % | 3/15/2021 | 25 | 25,629 | |||||||
Weyerhaeuser Co. | 7.375 | % | 10/1/2019 | 2 | 2,084 | |||||||
Total | 665,790 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Retail 0.03% | ||||||||||||
Dollar Tree, Inc. | 3.70 | % | 5/15/2023 | $ | 18 | $ | 17,780 | |||||
Savings & Loan 0.14% | ||||||||||||
People’s United Financial, Inc. | 3.65 | % | 12/6/2022 | 102 | 101,204 | |||||||
Technology 0.39% | ||||||||||||
Alibaba Group Holding Ltd. (China)(c) | 2.80 | % | 6/6/2023 | 200 | 192,665 | |||||||
eBay, Inc. | 2.823%(3 Mo. LIBOR + .48%) | # | 8/1/2019 | 75 | 75,189 | |||||||
VeriSign, Inc. | 4.625 | % | 5/1/2023 | 8 | 8,157 | |||||||
Total | 276,011 | |||||||||||
Telecommunications 0.32% | ||||||||||||
Level 3 Parent LLC | 5.75 | % | 12/1/2022 | 31 | 31,432 | |||||||
T-Mobile USA, Inc. | 6.00 | % | 4/15/2024 | 73 | 75,883 | |||||||
Vodafone Group plc (United Kingdom)(c) | 3.329%(3 Mo. LIBOR + .99%) | # | 1/16/2024 | 47 | 47,149 | |||||||
Vodafone Group plc (United Kingdom)(c) | 3.75 | % | 1/16/2024 | 70 | 69,281 | |||||||
Total | 223,745 | |||||||||||
Toys 0.01% | ||||||||||||
Mattel, Inc. | 2.35 | % | 8/15/2021 | 9 | 8,190 | |||||||
Transportation: Miscellaneous 0.07% | ||||||||||||
Watco Cos. LLC/Watco Finance Corp.† | 6.375 | % | 4/1/2023 | 25 | 25,594 | |||||||
XPO Logistics, Inc.† | 6.50 | % | 6/15/2022 | 25 | 25,906 | |||||||
Total | 51,500 | |||||||||||
Utilities 0.01% | ||||||||||||
United Utilities plc (United Kingdom)(c) | 5.375 | % | 2/1/2019 | 10 | 10,076 | |||||||
Wholesale 0.02% | ||||||||||||
HD Supply, Inc.† | 5.75 | %# | 4/15/2024 | 15 | 15,806 | |||||||
Total Corporate Bonds (cost $26,006,503) | 25,824,674 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
FLOATING RATE LOANS(e) 2.21% | ||||||||||||
Aerospace/Defense 0.01% | ||||||||||||
Gol Luxco S.A. Term Loan (Luxembourg)(c) | 6.50 | % | 8/31/2020 | $ | 6 | $ | 6,157 | |||||
Auto Parts: Original Equipment 0.01% | ||||||||||||
Federal-Mogul Corp. 2014 Tranche C Term Loan | 5.83% (1 Mo. LIBOR + 3.75%)- 5.91 | % | 4/15/2021 | 9 | 9,142 | |||||||
Chemicals 0.09% | ||||||||||||
Celanese U.S. Holdings LLC Term Loan | 3.604%(1 Mo. LIBOR + 1.50%) | 7/15/2021 | 51 | 51,343 | ||||||||
FMC Corp. Term Loan A | 3.492%(1 Mo. LIBOR + 1.25%) | 4/21/2020 | 5 | 5,009 | (f) | |||||||
Mosaic Company (The) Term Loan | 3.742%(1 Mo. LIBOR + 1.50%) | 11/18/2021 | 9 | 8,495 | (f) | |||||||
Total | 64,847 | |||||||||||
Computer Hardware 0.34% | ||||||||||||
BMC Software Finance, Inc. Initial Dollar Term Loan B2 | 5.492%(1 Mo. LIBOR + 3.25%) | 9/10/2022 | 57 | 57,913 | ||||||||
Dell International LLC Replacement Term Loan A2 | 4.00%(1 Mo. LIBOR + 1.75%) | 9/7/2021 | 118 | 117,833 | ||||||||
Dell International LLC Replacement Term Loan A3 | 3.75%(1 Mo. LIBOR + 1.50%) | 12/31/2018 | 60 | 60,501 | ||||||||
Total | 236,247 | |||||||||||
Containers 0.06% | ||||||||||||
Ball Corp. Dollar Term Loan A | 3.742%(1 Mo. LIBOR + 1.50%) | 3/18/2021 | 43 | 42,759 | ||||||||
Electrical Equipment 0.21% | ||||||||||||
Analog Devices, Inc. Three Year Term Loan | 3.365%(1 Mo. LIBOR + 1.13%) | 9/23/2019 | 31 | 30,959 | (f) | |||||||
Marvell Technology Group Ltd Term Loan A | 3.505%(1 Mo. LIBOR + 1.38%) | 6/4/2021 | 116 | 116,435 | (f) | |||||||
Total | 147,394 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Entertainment 0.04% | ||||||||||||
GLP Capital, LP Incremental Tranche A1 Term Loan | 3.665%(1 Mo. LIBOR + 1.50%) | 7/31/2020 | $ | 16 | $ | 15,780 | ||||||
Yonkers Racing Corp. 1st Lien Initial Term Loan | 5.50%(1 Mo. LIBOR + 3.25%) | 5/31/2024 | 12 | 12,309 | ||||||||
Total | 28,089 | |||||||||||
Food 0.06% | ||||||||||||
Pinnacle Foods Finance LLC Initial Term Loan B | 3.854%(1 Mo. LIBOR + 1.75%) | 2/2/2024 | 45 | 45,064 | ||||||||
Health Care Products 0.09% | ||||||||||||
Zimmer Biomet Holdings, Inc. Term Loan | 3.492%(1 Mo. LIBOR + 1.25%) | 9/30/2019 | 57 | 56,942 | (f) | |||||||
Zimmer Holdings, Inc. Term Loan | 3.617%(1 Mo. LIBOR + 1.38%) | 6/24/2020 | 9 | 9,304 | (f) | |||||||
Total | 66,246 | |||||||||||
Investment Management Companies 0.04% | ||||||||||||
RPI Finance Trust Term Loan A4 | 3.886%(3 Mo. LIBOR + 1.50%) | 5/4/2022 | 30 | 30,108 | ||||||||
Machinery: Industrial/Specialty 0.04% | ||||||||||||
Flowserve Corp. 2012 Term Loan | 3.886%(3 Mo. LIBOR + 1.50%) | 10/14/2020 | 25 | 25,078 | (f) | |||||||
Manufacturing 0.02% | ||||||||||||
Tyco International Holding S.a.r.l. Term Loan (Luxembourg)(c) | 3.624%(3 Mo. LIBOR + 1.25%) | 3/2/2020 | 10 | 10,455 | ||||||||
Media 0.05% | ||||||||||||
Unitymedia Hessen GmbH & Co. KG Facility B Term Loan | — | (g) | 9/30/2025 | 32 | 32,066 | |||||||
Metal Fabricating 0.01% | ||||||||||||
Doncasters US Finance LLC 2nd Lien Term Loan | 10.636%(3 Mo. LIBOR + 8.25%) | 10/9/2020 | 8 | 6,425 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Miscellaneous 0.08% | ||||||||||||
Rockwell Collins, Inc. Term Loan | 3.398%(1 Mo. LIBOR + 1.25%) | 12/16/2019 | $ | 39 | $ | 39,105 | (f) | |||||
Utex Industries, Inc. 1st Lien Initial Term Loan | 6.242%(1 Mo. LIBOR + 4.00%) | 5/21/2021 | 14 | 13,769 | ||||||||
Utex Industries, Inc. 2nd Lien Initial Term Loan | 9.492%(1 Mo. LIBOR + 7.25%) | 5/20/2022 | 6 | 5,935 | ||||||||
Total | 58,809 | |||||||||||
Oil 0.03% | ||||||||||||
Petroleos Mexicanos Term Loan (Mexico)(c) | 3.01%(1 Mo. LIBOR + .85%) | 2/14/2020 | 20 | 19,875 | (f) | |||||||
Oil: Crude Producers 0.02% | ||||||||||||
Buckeye Partners LP Delayed Draw Term Loan | 3.60%(1 Mo. LIBOR + 1.35%) | 9/30/2019 | 17 | 16,957 | (f) | |||||||
Real Estate Investment Trusts 0.50% | ||||||||||||
American Tower Corporation 2017 Term Loan | 3.50%(1 Mo. LIBOR + 1.25%) | 1/31/2023 | 251 | 250,500 | (f) | |||||||
Invitation Homes Operating Partnership LP Initial Term Loan | 3.865%(1 Mo. LIBOR + 1.70%) | 2/6/2022 | 106 | 104,145 | (f) | |||||||
Total | 354,645 | |||||||||||
Retail 0.18% | ||||||||||||
PVH Corp. Tranche A Term Loan | 3.658%(1 Mo. LIBOR + 1.50%) | 5/19/2021 | 128 | 127,808 | ||||||||
Technology 0.00% | ||||||||||||
Symantec Corp. Term Loan A2 | 3.688%(1 Mo. LIBOR + 1.50%) | 8/1/2019 | 2 | 1,498 | ||||||||
Telecommunications 0.33% | ||||||||||||
AT&T Inc. Advance Tranche A Term Loan | 3.29%(1 Mo. LIBOR + 1.125%) | 12/14/2020 | 78 | 77,904 | ||||||||
AT&T Inc. Advance Tranche B Term Loan | 3.415%(1 Mo. LIBOR + 1.25%) | 12/14/2022 | 150 | 150,214 | ||||||||
Total | 228,118 | |||||||||||
Total Floating Rate Loans (cost $1,555,574) | 1,557,787 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
FOREIGN GOVERNMENT OBLIGATIONS(c) 0.10% | ||||||||||||
Argentina | ||||||||||||
Republic of Argentina | 4.625 | % | 1/11/2023 | $ | 55 | $ | 46,592 | |||||
Republic of Argentina | 5.625 | % | 1/26/2022 | 25 | 22,644 | |||||||
Total Foreign Government Obligations (cost $80,000) | 69,236 | |||||||||||
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 2.02% | ||||||||||||
Federal Home Loan Mortgage Corp. 2012-K707 B† | 4.005 | %#(h) | 1/25/2047 | 143 | 142,874 | |||||||
Government National Mortgage Assoc. 2014-109 A | 2.325 | % | 1/16/2046 | 11 | 11,234 | |||||||
Government National Mortgage Assoc. 2014-112 A | 3.00 | %#(h) | 1/16/2048 | 5 | 5,295 | |||||||
Government National Mortgage Assoc. 2014-135 AS | 2.30 | % | 2/16/2047 | 17 | 16,368 | |||||||
Government National Mortgage Assoc. 2014-64 A | 2.20 | % | 2/16/2045 | 26 | 25,215 | |||||||
Government National Mortgage Assoc. 2014-64 IO | 1.168 | %#(h) | 12/16/2054 | 298 | 16,989 | |||||||
Government National Mortgage Assoc. 2014-78 A | 2.20 | % | 4/16/2047 | — | (a) | 593 | ||||||
Government National Mortgage Assoc. 2014-78 IO | 0.569 | %#(h) | 3/16/2056 | 53 | 1,791 | |||||||
Government National Mortgage Assoc. 2015-48 AS | 2.90 | %#(h) | 2/16/2049 | 26 | 25,332 | |||||||
Government National Mortgage Assoc. 2015-73 AC | 2.90 | %#(h) | 2/16/2053 | 39 | 37,654 | |||||||
Government National Mortgage Assoc. 2017 20 AS | 2.50 | % | 2/16/2057 | 56 | 52,449 | |||||||
Government National Mortgage Assoc. 2017 23 AB | 2.60 | % | 12/16/2057 | 39 | 37,322 | |||||||
Government National Mortgage Assoc. 2017-100 AS | 2.75 | % | 2/16/2058 | 48 | 45,989 | |||||||
Government National Mortgage Assoc. 2017-168 AS | 2.70 | % | 8/16/2058 | 170 | 163,201 | |||||||
Government National Mortgage Assoc. 2017-22 GA | 2.60 | %#(h) | 8/16/2051 | 28 | 26,349 | |||||||
Government National Mortgage Assoc. 2017-28 AB | 2.50 | % | 10/16/2051 | 66 | 62,223 | |||||||
Government National Mortgage Assoc. 2017-44 AD | 2.65 | % | 11/17/2048 | 57 | 54,831 | |||||||
Government National Mortgage Assoc. 2017-51 AS | 2.75 | % | 4/16/2058 | 89 | 85,332 | |||||||
Government National Mortgage Assoc. 2017-53 B | 2.75 | % | 3/16/2050 | 87 | 83,262 | |||||||
Government National Mortgage Assoc. 2017-54 AD | 2.75 | % | 1/16/2057 | 82 | 78,922 | |||||||
Government National Mortgage Assoc. 2017-61 A | 2.60 | % | 8/16/2058 | 59 | 56,197 | |||||||
Government National Mortgage Assoc. 2017-69 AS | 2.75 | % | 2/16/2058 | 73 | 69,912 | |||||||
Government National Mortgage Assoc. 2017-71 AS | 2.70 | % | 4/16/2057 | 48 | 45,663 | |||||||
Government National Mortgage Assoc. 2017-72 AM | 2.60 | % | 9/16/2051 | 29 | 27,832 | |||||||
Government National Mortgage Assoc. 2017-74 AS | 2.60 | % | 10/16/2057 | 29 | 27,877 | |||||||
Government National Mortgage Assoc. 2017-76 AS | 2.65 | % | 11/16/2050 | 60 | 56,508 | |||||||
Government National Mortgage Assoc. 2017-89 AB | 2.60 | % | 7/16/2058 | 47 | 45,190 | |||||||
Government National Mortgage Assoc. 2017-90 AS | 2.70 | % | 7/16/2057 | 65 | 62,644 | |||||||
Government National Mortgage Assoc. 2017-92 AS | 2.75 | % | 6/16/2058 | 59 | 56,653 | |||||||
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $1,484,855) | 1,421,701 | |||||||||||
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 0.31% | ||||||||||||
Federal Home Loan Mortgage Corp. | 3.095%(12 Mo. LIBOR + 1.64%) | # | 10/1/2043 | 9 | 9,088 | |||||||
Federal Home Loan Mortgage Corp. | 3.708%(12 Mo. LIBOR + 1.90%) | # | 12/1/2040 | 15 | 16,161 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued) | ||||||||||||
Federal Home Loan Mortgage Corp. | 3.899%(12 Mo. LIBOR + 1.83%) | # | 6/1/2042 | $ | 7 | $ | 7,281 | |||||
Federal Home Loan Mortgage Corp. | 4.059%(12 Mo. LIBOR + 1.81%) | # | 6/1/2041 | 10 | 10,904 | |||||||
Federal National Mortgage Assoc. | 2.673%(12 Mo. LIBOR + 1.60%) | # | 12/1/2045 | 8 | 7,767 | |||||||
Federal National Mortgage Assoc. | 2.717%(12 Mo. LIBOR + 1.60%) | # | 12/1/2045 | 29 | 28,404 | |||||||
Federal National Mortgage Assoc. | 2.823%(12 Mo. LIBOR + 1.60%) | # | 10/1/2045 | 9 | 8,934 | |||||||
Federal National Mortgage Assoc. | 2.921%(12 Mo. LIBOR + 1.72%) | # | 6/1/2042 | 18 | 18,046 | |||||||
Federal National Mortgage Assoc. | 3.561%(12 Mo. LIBOR + 1.78%) | # | 3/1/2042 | 14 | 14,743 | |||||||
Federal National Mortgage Assoc. | 3.67%(12 Mo. LIBOR + 1.82%) | # | 1/1/2042 | 33 | 33,217 | |||||||
Federal National Mortgage Assoc. | 3.699%(12 Mo. LIBOR + 1.82%) | # | 4/1/2040 | 24 | 25,395 | |||||||
Federal National Mortgage Assoc. | 3.723%(12 Mo. LIBOR + 1.82%) | # | 12/1/2040 | 2 | 2,606 | |||||||
Federal National Mortgage Assoc. | 3.746%(12 Mo. LIBOR + 1.81%) | # | 12/1/2040 | 1 | 1,282 | |||||||
Federal National Mortgage Assoc. | 3.889%(12 Mo. LIBOR + 1.78%) | # | 10/1/2036 | 33 | 34,531 | |||||||
Federal National Mortgage Assoc. | 3.918%(12 Mo. LIBOR + 1.80%) | # | 10/1/2040 | — | (a) | 738 | ||||||
Total Government Sponsored Enterprises Pass-Throughs (cost $223,507) | 219,097 | |||||||||||
MUNICIPAL BONDS 0.14% | ||||||||||||
Miscellaneous | ||||||||||||
Illinois | 4.95 | % | 6/1/2023 | 7 | 7,121 | |||||||
Illinois | 5.877 | % | 3/1/2019 | 75 | 75,868 | |||||||
New Jersey Transp Tr Fnd Auth | 1.758 | % | 12/15/2018 | 15 | 14,969 | |||||||
Total Municipal Bonds (cost $97,813) | 97,958 | |||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 24.90% | ||||||||||||
Americold LLC 2010-ARTA A1† | 3.847 | % | 1/14/2029 | 28 | 28,123 | |||||||
AOA Mortgage Trust 2015-1177 A† | 2.957 | % | 12/13/2029 | 100 | 98,421 | |||||||
Assurant Commercial Mortgage Trust 2016-1A A1† | 1.362 | % | 5/15/2049 | 4 | 4,035 | |||||||
Atrium Hotel Portfolio Trust 2017-ATRM A† | 3.088%(1 Mo. LIBOR + .93%) | # | 12/15/2036 | 100 | 100,092 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Atrium Hotel Portfolio Trust 2018-ATRM A† | 3.108%(1 Mo. LIBOR + .95%) | # | 6/15/2035 | $ | 100 | $ | 100,313 | |||||
Atrium Hotel Portfolio Trust 2018-ATRM B† | 3.588%(1 Mo. LIBOR + 1.43%) | # | 6/15/2035 | 100 | 100,347 | |||||||
Atrium Hotel Portfolio Trust 2018-ATRM C† | 3.808%(1 Mo. LIBOR + 1.65%) | # | 6/15/2035 | 100 | 100,379 | |||||||
Aventura Mall Trust 2013-AVM C† | 3.867 | %#(h) | 12/5/2032 | 100 | 101,387 | |||||||
BAMLL Trust 2011-FSHN A† | 4.42 | % | 7/11/2033 | 100 | 102,430 | |||||||
Bancorp Commercial Mortgage Trust (The) 2018-CR3 A† | 2.913%(1 Mo. LIBOR + .85%) | # | 1/15/2033 | 59 | 58,992 | |||||||
Bancorp Commercial Mortgage Trust 2016-CRE1 A† | 3.493%(1 Mo. LIBOR + 1.43%) | # | 11/15/2033 | 35 | 34,666 | |||||||
BB-UBS Trust 2012-TFT A† | 2.892 | % | 6/5/2030 | 200 | 196,134 | |||||||
BB-UBS Trust 2012-TFT B† | 3.584 | %#(h) | 6/5/2030 | 100 | 97,386 | |||||||
BB-UBS Trust 2012-TFT C† | 3.584 | %#(h) | 6/5/2030 | 100 | 96,980 | |||||||
BBCMS Mortgage Trust 2017-GLKS B† | 3.358%(1 Mo. LIBOR + 1.20%) | # | 11/15/2034 | 39 | 39,011 | |||||||
BBCMS Mortgage Trust 2017-GLKS C† | 3.558%(1 Mo. LIBOR + 1.40%) | # | 11/15/2034 | 10 | 10,003 | |||||||
BBCMS Mortgage Trust 2018-TALL A† | 2.88%(1 Mo. LIBOR + .72%) | # | 3/15/2037 | 200 | 200,235 | |||||||
BBCMS Mortgage Trust 2018-TALL E† | 4.595%(1 Mo. LIBOR + 2.44%) | # | 3/15/2037 | 132 | 132,721 | |||||||
BDS 2018-FL1 A† | 3.008%(1 Mo. LIBOR + .85%) | # | 1/15/2035 | 100 | 100,373 | |||||||
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E† | 5.406 | %#(h) | 11/11/2041 | 15 | 15,166 | |||||||
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F† | 5.862 | %#(h) | 11/11/2041 | 25 | 25,320 | |||||||
BX Commercial Mortgage Trust 2018-BIOA A† | 2.83%(1 Mo. LIBOR + .67%) | # | 3/15/2037 | 209 | 209,245 | |||||||
BX Trust 2017-SLCT A† | 3.078%(1 Mo. LIBOR + .92%) | # | 7/15/2034 | 49 | 48,886 | |||||||
BX Trust 2017-SLCT B† | 3.358%(1 Mo. LIBOR + 1.20%) | # | 7/15/2034 | 42 | 41,847 | |||||||
BX Trust 2017-SLCT D† | 4.208%(1 Mo. LIBOR + 2.05%) | # | 7/15/2034 | 65 | 64,966 | |||||||
BX Trust 2017-SLCT E† | 5.308%(1 Mo. LIBOR + 3.15%) | # | 7/15/2034 | 53 | 53,530 | |||||||
BX Trust 2018-BILT A† | 2.958%(1 Mo. LIBOR + .80% Floor .80%) | # | 5/15/2030 | 46 | 46,086 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
BX Trust 2018-BILT D† | 3.928%(1 Mo. LIBOR + 1.77% Floor 1.77%) | # | 5/15/2030 | $ | 19 | $ | 19,143 | |||||
BX Trust 2018-GW A† | 2.958%(1 Mo. LIBOR + .80%) | # | 5/15/2035 | 29 | 28,963 | |||||||
BX Trust 2018-GW D† | 3.928%(1 Mo. LIBOR + 1.77% Floor 1.77%) | # | 5/15/2035 | 15 | 15,113 | |||||||
BXP Trust 2017-CQHP A† | 3.008%(1 Mo. LIBOR + .85%) | # | 11/15/2034 | 43 | 43,080 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI A† | 3.531 | % | 10/15/2034 | 200 | 200,058 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI B† | 3.835 | % | 10/15/2034 | 99 | 99,084 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI C† | 4.138 | % | 10/15/2034 | 166 | 166,597 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI D† | 4.499 | %#(h) | 10/15/2034 | 40 | 40,088 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI E† | 4.499 | %#(h) | 10/15/2034 | 300 | 294,843 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI XA IO† | 0.968 | %#(h) | 10/15/2034 | 1,000 | 30,559 | |||||||
Caesars Palace Las Vegas Trust 2017-VICI XB IO† | 0.538 | %#(h) | 10/15/2034 | 1,000 | 15,552 | |||||||
CCRESG Commercial Mortgage Trust 2016-HEAT B† | 4.114 | % | 4/10/2029 | 29 | 29,069 | |||||||
CCRESG Commercial Mortgage Trust 2016-HEAT C† | 4.919 | % | 4/10/2029 | 29 | 29,377 | |||||||
CFCRE Commercial Mortgage Trust 2016-C6 XA IO | 1.333 | %#(h) | 11/10/2049 | 193 | 14,204 | |||||||
CFCRE Commercial Mortgage Trust 2016-C7 XA IO | 0.925 | %#(h) | 12/10/2054 | 189 | 9,310 | |||||||
CFCRE Commercial Mortgage Trust 2018-TAN A† | 4.236 | % | 2/15/2033 | 134 | 135,839 | |||||||
CHT Mortgage Trust 2017-CSMO A† | 3.088 | %#(h) | 11/15/2036 | 282 | 282,430 | |||||||
CHT Mortgage Trust 2017-CSMO B† | 3.558 | %#(h) | 11/15/2036 | 100 | 100,313 | |||||||
CHT Mortgage Trust 2017-CSMO D† | 4.408 | %#(h) | 11/15/2036 | 100 | 100,412 | |||||||
Citigroup Commercial Mortgage Trust 2013-375P A† | 3.251 | % | 5/10/2035 | 100 | 99,065 | |||||||
Citigroup Commercial Mortgage Trust 2013-375P B† | 3.635 | %#(h) | 5/10/2035 | 110 | 109,020 | |||||||
Citigroup Commercial Mortgage Trust 2015-GC27 AAB | 2.944 | % | 2/10/2048 | 10 | 9,828 | |||||||
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO | 0.549 | %#(h) | 6/10/2048 | 964 | 21,072 | |||||||
Citigroup Commercial Mortgage Trust 2015-SHP2 XCP IO† | Zero Coupon | #(h) | 7/15/2027 | 46,545 | 382 | |||||||
Commercial Mortgage Loan Trust 2008-LS1 ASM | 6.253 | %#(h) | 12/10/2049 | 3 | 3,132 | |||||||
Commercial Mortgage Pass-Through Certificates 2012-CR3 B† | 3.922 | % | 10/15/2045 | 200 | 196,935 | |||||||
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2 | 3.047 | % | 8/10/2050 | 20 | 20,008 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Commercial Mortgage Pass-Through Certificates 2013-CR7 A4 | 3.213 | % | 3/10/2046 | $ | 94 | $ | 93,386 | |||||
Commercial Mortgage Pass-Through Certificates 2013-SFS A1† | 1.873 | % | 4/12/2035 | 99 | 95,856 | |||||||
Commercial Mortgage Pass-Through Certificates 2014-LC15 A3 | 3.727 | % | 4/10/2047 | 100 | 101,089 | |||||||
Commercial Mortgage Pass-Through Certificates 2014-UBS5 XB1 IO† | 0.251 | %#(h) | 9/10/2047 | 2,000 | 17,191 | |||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 XA IO† | 0.874 | %#(h) | 7/10/2050 | 96 | 3,021 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-GCT C† | 3.577 | %#(h) | 8/10/2029 | 319 | 314,896 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-GCT D† | 3.577 | %#(h) | 8/10/2029 | 100 | 98,162 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO† | 0.784 | % | 8/10/2029 | 4,000 | 70,860 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-SAVA A† | 3.878%(1 Mo. LIBOR + 1.72%) | # | 10/15/2034 | 73 | 72,596 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-SAVA B† | 4.458%(1 Mo. LIBOR + 2.30%) | # | 10/15/2034 | 100 | 100,610 | |||||||
Commercial Mortgage Pass-Through Certificates 2016-SAVA XCP IO† | 2.173 | %#(h) | 10/15/2034 | 578 | 594 | (b) | ||||||
Commercial Mortgage Trust 2016-CD1 XA IO | 1.562 | %#(h) | 8/10/2049 | 56 | 4,628 | |||||||
Core Industrial Trust 2015-CALW XA IO† | 0.939 | %#(h) | 2/10/2034 | 954 | 22,291 | |||||||
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1† | 5.466 | % | 5/15/2023 | 37 | 37,033 | |||||||
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2† | 5.538 | % | 5/15/2023 | 200 | 203,947 | |||||||
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO† | 0.697 | %#(h) | 9/15/2037 | 1,000 | 30,627 | |||||||
Credit Suisse Mortgage Capital Certificates 2016-MFF B† | 4.658%(1 Mo. LIBOR + 2.50%) | # | 11/15/2033 | 50 | 50,294 | |||||||
Credit Suisse Mortgage Capital Certificates 2016-MFF C† | 5.658%(1 Mo. LIBOR + 3.50%) | # | 11/15/2033 | 50 | 50,451 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-HD A† | 3.108%(1 Mo. LIBOR + .95%) | # | 2/15/2031 | 50 | 50,028 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-HD D† | 4.658%(1 Mo. LIBOR + 2.50%) | # | 2/15/2031 | 50 | 50,171 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-LSTK A† | 2.761 | % | 4/5/2033 | 144 | 141,598 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Credit Suisse Mortgage Capital Certificates 2017-LSTK B† | 3.03 | % | 4/5/2033 | $ | 50 | $ | 49,171 | |||||
Credit Suisse Mortgage Capital Certificates 2017-LSTK C† | 3.229 | % | 4/5/2033 | 50 | 49,233 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-LSTK D† | 3.442 | %#(h) | 4/5/2033 | 50 | 48,947 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-MOON A† | 3.197 | % | 7/10/2034 | 60 | 59,426 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-MOON B† | 3.303 | %#(h) | 7/10/2034 | 50 | 49,272 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-MOON C† | 3.303 | %#(h) | 7/10/2034 | 109 | 106,477 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-MOON D† | 3.303 | %#(h) | 7/10/2034 | 50 | 47,685 | |||||||
Credit Suisse Mortgage Capital Certificates 2017-MOON X IO† | 0.09 | %#(h) | 7/10/2034 | 28,675 | 36,377 | |||||||
Credit Suisse Mortgage Capital Certificates Trust 2017-HD XCP IO† | 1.935 | %#(h) | 2/15/2031 | 1,376 | 5,729 | (b) | ||||||
Credit Suisse Mortgage Capital Certificates Trust 2017-PFHP A† | 3.108%(1 Mo. LIBOR + .95%) | # | 12/15/2030 | 50 | 50,030 | |||||||
CSAIL Commercial Mortgage Trust 2015-C4 A2 | 3.157 | % | 11/15/2048 | 10 | 9,983 | |||||||
CSAIL Commercial Mortgage Trust 2016-C6 XA IO | 1.958 | %#(h) | 1/15/2049 | 986 | 91,115 | |||||||
DBGS Mortgage Trust 2018-BIOD A† | 2.961%(1 Mo. LIBOR + .80%) | # | 5/15/2035 | 95 | 94,840 | |||||||
DBJPM Mortgage Trust 2016-C3 XA IO | 1.645 | %#(h) | 9/10/2049 | 197 | 18,064 | |||||||
DBWF Mortgage Trust 2015-LCM A1† | 2.998 | % | 6/10/2034 | 19 | 17,939 | |||||||
DBWF Mortgage Trust 2016-85T XA IO† | 0.116 | %#(h) | 12/10/2036 | 3,140 | 11,838 | |||||||
DBWF Mortgage Trust 2018-AMXP A† | 3.873 | %#(h) | 5/5/2035 | 325 | 323,884 | |||||||
DBWF Mortgage Trust 2018-AMXP B† | 4.122 | %#(h) | 5/5/2035 | 100 | 99,668 | |||||||
DBWF Mortgage Trust 2018-AMXP C† | 3.956 | %#(h) | 5/5/2035 | 100 | 98,776 | |||||||
GAHR Commercial Mortgage Trust 2015-NRF BFX† | 3.495 | %#(h) | 12/15/2034 | 100 | 99,903 | |||||||
GAHR Commercial Mortgage Trust 2015-NRF CFX† | 3.495 | %#(h) | 12/15/2034 | 323 | 322,119 | |||||||
GRACE Mortgage Trust 2014-GRCE A† | 3.369 | % | 6/10/2028 | 100 | 100,108 | |||||||
GS Mortgage Securities Corp. II 2012-BWTR A† | 2.954 | % | 11/5/2034 | 214 | 208,620 | |||||||
GS Mortgage Securities Corp. II 2012-TMSQ A† | 3.007 | % | 12/10/2030 | 100 | 96,539 | |||||||
GS Mortgage Securities Corp. II 2018-RIVR A† | 3.108%(1 Mo. LIBOR + .95%) | # | 7/15/2035 | 100 | 100,169 | |||||||
GS Mortgage Securities Corp. Trust 2012-SHOP A† | 2.933 | % | 6/5/2031 | 100 | 100,064 | |||||||
GS Mortgage Securities Corp. Trust 2016-RENT C† | 4.202%(1 Mo. LIBOR + 2.30% Floor 2.30%) | # | 2/10/2029 | 100 | 100,151 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
GS Mortgage Securities Corp. Trust 2017-485L XB IO† | 0.244 | %#(h) | 2/10/2037 | $ | 1,590 | $ | 18,849 | (b) | ||||
GS Mortgage Securities Corp. Trust 2017-GPTX A† | 2.856 | % | 5/10/2034 | 100 | 97,642 | |||||||
GS Mortgage Securities Corp. Trust 2017-GPTX C† | 3.302 | % | 5/10/2034 | 100 | 98,022 | |||||||
GS Mortgage Securities Corp. Trust 2017-STAY A† | 3.008%(1 Mo. LIBOR + .85%) | # | 7/15/2032 | 100 | 100,208 | |||||||
GS Mortgage Securities Trust 2011-GC5 B† | 5.558 | %#(h) | 8/10/2044 | 107 | 111,290 | |||||||
GS Mortgage Securities Trust 2012-GC6 XA IO† | 2.136 | %#(h) | 1/10/2045 | 295 | 15,009 | |||||||
GS Mortgage Securities Trust 2012-GCJ7 B | 4.74 | % | 5/10/2045 | 20 | 20,419 | |||||||
GS Mortgage Securities Trust 2013-G1 A2† | 3.557 | %#(h) | 4/10/2031 | 100 | 98,146 | |||||||
GS Mortgage Securities Trust 2013-GC14 A5 | 4.243 | % | 8/10/2046 | 100 | 103,404 | |||||||
GS Mortgage Securities Trust 2015-GS1 XB IO | 0.331 | %#(h) | 11/10/2048 | 1,082 | 15,987 | |||||||
GS Mortgage Securities Trust 2016-GS4 225A† | 2.636 | % | 11/10/2029 | 15 | 14,619 | (b) | ||||||
GS Mortgage Securities Trust 2016-GS4 225C† | 3.778 | % | 11/10/2029 | 26 | 25,927 | (b) | ||||||
GS Mortgage Securities Trust 2016-GS4 225D† | 4.766 | % | 11/10/2029 | 35 | 34,940 | (b) | ||||||
H/2 Asset Funding 2015-1A-AFL | 2.633%(1 Mo. LIBOR + 1.70%) | # | 6/24/2049 | 4 | 3,882 | (b) | ||||||
H/2 Asset Funding 2015-1A-AFX | 3.353 | % | 6/24/2049 | 4 | 3,834 | (b) | ||||||
H/2 Asset Funding 2015-1A-BFX | 3.993 | % | 6/24/2049 | 25 | 25,045 | (b) | ||||||
Hilton Orlando Trust 2018-ORL A† | 2.928%(1 Mo. LIBOR + .77%) | # | 12/15/2034 | 41 | 41,044 | |||||||
Hilton Orlando Trust 2018-ORL D† | 3.858%(1 Mo. LIBOR + 1.70%) | # | 12/15/2034 | 34 | 34,102 | |||||||
HMH Trust 2017-NSS A† | 3.062 | % | 7/5/2031 | 100 | 96,707 | |||||||
HMH Trust 2017-NSS B† | 3.343 | % | 7/5/2031 | 100 | 98,133 | |||||||
HMH Trust 2017-NSS C† | 3.787 | % | 7/5/2031 | 100 | 97,424 | |||||||
HMH Trust 2017-NSS D† | 4.723 | % | 7/5/2031 | 100 | 98,738 | |||||||
Hospitality Mortgage Trust 2017-HIT D† | 4.283%(1 Mo. LIBOR + 2.15%) | # | 5/8/2030 | 100 | 100,363 | |||||||
Hospitality Mortgage Trust 2017-HIT E† | 5.683%(1 Mo. LIBOR + 3.55%) | # | 5/8/2030 | 100 | 100,714 | |||||||
Hudsons Bay Simon JV Trust 2015-HB7 A7† | 3.914 | % | 8/5/2034 | 100 | 98,350 | |||||||
Hudsons Bay Simon JV Trust 2015-HB7 B7† | 4.666 | % | 8/5/2034 | 179 | 173,081 | |||||||
Hudsons Bay Simon JV Trust 2015-HB7 XA7 IO† | 1.417 | %#(h) | 8/5/2034 | 1,000 | 44,605 | |||||||
Irvine Core Office Trust 2013-IRV A1† | 2.068 | % | 5/15/2048 | 25 | 24,425 | |||||||
Irvine Core Office Trust 2013-IRV A2† | 3.279 | %#(h) | 5/15/2048 | 27 | 26,684 | |||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ A† | 3.158%(1 Mo. LIBOR + 1.00%) | # | 6/15/2032 | 206 | 206,646 | |||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ B† | 3.458 | %#(h) | 6/15/2032 | 68 | 68,299 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ C† | 3.758 | %#(h) | 6/15/2032 | $ | 52 | $ | 52,327 | |||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ E† | 5.158%(1 Mo. LIBOR + 3.35%) | #) | 6/15/2035 | 10 | 10,136 | |||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ XCP IO† | 1.285 | %#(h) | 6/15/2032 | 20,156 | 309,118 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C† | 7.694 | %#(h) | 12/5/2027 | 25 | 26,312 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 B | 4.819 | %#(h) | 5/15/2045 | 11 | 11,215 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A† | 3.905 | % | 5/5/2030 | 186 | 187,432 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2 | 3.046 | % | 4/15/2047 | 23 | 22,785 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO | 1.254 | %#(h) | 1/15/2048 | 939 | 39,243 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A† | 3.429 | % | 6/10/2027 | 200 | 198,306 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C28 A2 | 2.773 | % | 10/15/2048 | 50 | 49,768 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO | 0.759 | %#(h) | 7/15/2048 | 949 | 26,499 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C32 ASB | 3.358 | % | 11/15/2048 | 33 | 32,891 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA IO | 0.94 | %#(h) | 12/15/2049 | 987 | 39,314 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI A† | 2.798 | % | 10/5/2031 | 225 | 220,402 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI B† | 3.201 | % | 10/5/2031 | 25 | 24,567 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C† | 3.554 | % | 10/5/2031 | 20 | 19,720 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI D† | 4.143 | %#(h) | 10/5/2031 | 35 | 34,442 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI E† | 4.143 | %#(h) | 10/5/2031 | 12 | 11,679 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI XB IO† | 0.791 | %#(h) | 10/5/2031 | 1,000 | 17,625 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-JP7 XA IO | 1.235 | %#(h) | 9/15/2050 | 995 | 67,823 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK A† | 3.392 | % | 6/5/2032 | 67 | 66,044 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK B† | 3.795 | % | 6/5/2032 | $ | 27 | $ | 26,679 | |||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK C† | 4.171 | %#(h) | 6/5/2032 | 20 | 19,767 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MAUI C† | 3.383%(1 Mo. LIBOR + 1.25%) | # | 7/15/2034 | 20 | 20,062 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MAUI D† | 4.083%(1 Mo. LIBOR + 1.95%) | # | 7/15/2034 | 31 | 31,147 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-BCON A† | 3.735 | % | 1/5/2031 | 62 | 62,554 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC A† | 3.358%(1 Mo. LIBOR + 1.20%) | # | 4/15/2031 | 90 | 90,169 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC B† | 4.058%(1 Mo. LIBOR + 1.90% Floor 1.90%) | # | 4/15/2031 | 24 | 24,045 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC C† | 4.458 | %#(h) | 4/15/2031 | 18 | 18,020 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC D† | 5.278%(1 Mo. LIBOR + 3.12% Floor 3.12%) | # | 4/15/2031 | 10 | 10,112 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFL† | 3.06%(1 Mo. LIBOR + .95%) | # | 7/5/2033 | 45 | 44,939 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFX† | 4.248 | % | 7/5/2033 | 127 | 130,263 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFX† | 4.549 | % | 7/5/2033 | 41 | 42,055 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFL† | 4.11%(1 Mo. LIBOR + 1.65%) | # | 7/5/2033 | 16 | 15,980 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX† | 4.95 | % | 7/5/2033 | 54 | 55,443 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT DFL† | 4.66%(1 Mo. LIBOR + 2.25%) | # | 7/5/2033 | 16 | 15,989 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT DFX† | 5.35 | % | 7/5/2033 | 62 | 63,716 | |||||||
LMREC, Inc. 2015-CRE1 AR† | 3.192%(1 Mo. LIBOR + .98%) | # | 2/22/2032 | 122 | 122,264 | |||||||
LMREC, Inc. 2015-CRE1 BR† | 4.462%(1 Mo. LIBOR + 2.25%) | # | 2/22/2032 | 100 | 100,358 | (b) | ||||||
LSTAR Commercial Mortgage Trust 2015-3 A2† | 2.729 | %#(h) | 4/20/2048 | 7 | 7,017 | |||||||
LSTAR Commercial Mortgage Trust 2015-3 A3† | 3.127 | %#(h) | 4/20/2048 | 56 | 55,501 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
LSTAR Commercial Mortgage Trust 2016-4 XA IO† | 2.039 | %#(h) | 3/10/2049 | $ | 909 | $ | 63,931 | |||||
LSTAR Commercial Mortgage Trust 2017-5 A1† | 2.417 | % | 3/10/2050 | 41 | 40,392 | |||||||
LSTAR Commercial Mortgage Trust 2017-5 A2† | 2.776 | % | 3/10/2050 | 100 | 97,403 | |||||||
LSTAR Commercial Mortgage Trust 2017-5 A3† | 4.50 | % | 3/10/2050 | 100 | 102,779 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1† | 2.117 | % | 10/15/2030 | 45 | 43,904 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 A4 | 4.303 | %#(h) | 8/15/2046 | 139 | 142,747 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4 | 2.918 | % | 2/15/2046 | 10 | 9,797 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO | 0.839 | %#(h) | 7/15/2050 | 480 | 14,035 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 ASB | 3.479 | % | 5/15/2048 | 21 | 20,972 | |||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 XA IO | 1.586 | %#(h) | 11/15/2049 | 980 | 80,267 | |||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART B† | 2.48 | % | 9/13/2031 | 50 | 48,285 | |||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART C† | 2.817 | % | 9/13/2031 | 100 | 96,852 | |||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART XCP IO† | 0.406 | %#(h) | 9/13/2031 | 9,863 | 99 | (b) | ||||||
Morgan Stanley Capital I Trust 2014-MP A† | 3.469 | % | 8/11/2033 | 100 | 100,653 | |||||||
Morgan Stanley Capital I Trust 2015-UBS8 ASB | 3.626 | % | 12/15/2048 | 12 | 12,006 | |||||||
Morgan Stanley Capital I Trust 2016-UB11 XB IO | 1.134 | %#(h) | 8/15/2049 | 1,000 | 63,999 | |||||||
Motel 6 Trust 2017-MTL6 F† | 6.408%(1 Mo. LIBOR + 4.25%) | # | 8/15/2034 | 64 | 64,518 | |||||||
MSCG Trust 2015-ALDR A1† | 2.612 | % | 6/7/2035 | 18 | 17,068 | |||||||
MSCG Trust 2016-SNR A† | 3.46 | %#(h) | 11/15/2034 | 49 | 47,857 | |||||||
MSCG Trust 2016-SNR B† | 4.181 | % | 11/15/2034 | 28 | 27,523 | |||||||
MSCG Trust 2016-SNR C† | 5.205 | % | 11/15/2034 | 21 | 21,137 | |||||||
Nationslink Funding Corp. 1999-LTL1 D† | 6.45 | % | 1/22/2026 | 11 | 11,410 | |||||||
Natixis Commercial Mortgage Securities Trust 2018-285M A† | 3.917 | %#(h) | 11/15/2032 | 98 | 98,425 | |||||||
Natixis Commercial Mortgage Securities Trust 2018-285M B† | 3.917 | %#(h) | 11/15/2032 | 24 | 23,915 | |||||||
Palisades Center Trust 2016-PLSD A† | 2.713 | % | 4/13/2033 | 10 | 9,756 | |||||||
Palisades Center Trust 2016-PLSD D† | 4.737 | % | 4/13/2033 | 77 | 75,570 | |||||||
PFP Ltd. 2017-3 A† | 3.208%(1 Mo. LIBOR + 1.05%) | # | 1/14/2035 | 34 | 33,641 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
PFP Ltd. 2017-3 B† | 3.908%(1 Mo. LIBOR + 1.75%) | # | 1/14/2035 | $ | 100 | $ | 100,302 | |||||
PFP Ltd. 2017-3 D† | 5.658%(1 Mo. LIBOR + 3.50%) | # | 1/14/2035 | 100 | 100,406 | |||||||
Prima Capital CRE Securitization 2015-5A C† | 4.50 | % | 12/24/2050 | 121 | 119,700 | |||||||
Prima Capital CRE Securitization Ltd. 2016-6A A† | 2.85 | % | 8/24/2040 | 127 | 126,046 | |||||||
RAIT Trust 2017-FL8 A† | 3.008%(1 Mo. LIBOR + .85%) | # | 12/15/2037 | 37 | 37,044 | |||||||
RBS Commercial Funding, Inc. Trust 2013-SMV A† | 3.26 | % | 3/11/2031 | 100 | 97,721 | |||||||
ReadyCap Commercial Mortgage Trust 2015-2 A† | 3.804 | % | 6/25/2055 | 26 | 26,067 | |||||||
ReadyCap Commercial Mortgage Trust 2018-4 A† | 3.39 | % | 2/27/2051 | 103 | 101,952 | |||||||
ReadyCap Mortgage Trust 2016-3 A† | 2.94 | % | 11/20/2038 | 91 | 90,808 | |||||||
Shelter Growth CRE Issuer Ltd. 2018-FL1 A† | 3.158 | %#(h) | 1/15/2035 | 53 | 52,900 | |||||||
Shops at Crystals Trust 2016-CSTL XB IO† | 0.328 | %#(h) | 7/5/2036 | 1,000 | 16,405 | |||||||
SLIDE 2018-FUN 2018-FUN A† | 2.97%(1 Mo. LIBOR + .90%) | # | 6/15/2031 | 70 | 70,220 | |||||||
SLIDE 2018-FUN 2018-FUN B† | 3.32%(1 Mo. LIBOR + 1.25%) | # | 6/15/2031 | 15 | 15,062 | |||||||
SLIDE 2018-FUN 2018-FUN C† | 3.62%(1 Mo. LIBOR + 1.55%) | # | 6/15/2031 | 13 | 13,060 | |||||||
SLIDE 2018-FUN 2018-FUN D† | 3.92%(1 Mo. LIBOR + 1.85%) | # | 6/15/2031 | 20 | 20,113 | |||||||
SLIDE 2018-FUN 2018-FUN XCP IO† | 0.976 | %#(h) | 12/15/2020 | 1,659 | 33,356 | |||||||
Stonemont Portfolio Trust 2017-MONT D† | 4.215%(1 Mo. LIBOR + 2.05%) | # | 8/20/2030 | 99 | 99,829 | |||||||
Stonemont Portfolio Trust 2017-MONT E† | 4.915%(1 Mo. LIBOR + 2.75%) | # | 8/20/2030 | 148 | 148,945 | |||||||
Stonemont Portfolio Trust 2017-MONT F† | 5.765%(1 Mo. LIBOR + 3.60%) | # | 8/20/2030 | 95 | 96,165 | |||||||
Stonemont Portfolio Trust 2017-MONT XCP IO† | 0.638 | %#(h) | 8/20/2030 | 14,750 | 20,503 | |||||||
UBS-BAMLL Trust 2012-WRM D† | 4.379 | %#(h) | 6/10/2030 | 100 | 96,903 | |||||||
UBS-Barclays Commercial Mortgage Trust 2012-C2 A4 | 3.525 | % | 5/10/2063 | 34 | 34,078 | |||||||
UBS-Barclays Commercial Mortgage Trust 2012-C4 A5 | 2.85 | % | 12/10/2045 | 200 | 195,388 | |||||||
UBS-Barclays Commercial Mortgage Trust 2013-C5 A4 | 3.185 | % | 3/10/2046 | 77 | 76,249 | |||||||
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO† | 1.106 | %#(h) | 3/10/2046 | 880 | 30,319 | |||||||
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A3 | 3.595 | % | 1/10/2045 | 82 | 81,797 | |||||||
VNDO Mortgage Trust 2012-6AVE A† | 2.996 | % | 11/15/2030 | 300 | 295,561 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||
Waldorf Astoria Boca Raton Trust 2016-BOCA C† | 4.658%(1 Mo. LIBOR + 2.50%) | # | 6/15/2029 | $ | 100 | $ | 100,260 | |||||
Waldorf Astoria Boca Raton Trust 2016-BOCA E† | 6.508%(1 Mo. LIBOR + 4.35%) | # | 6/15/2029 | 27 | 27,144 | |||||||
Wells Fargo Commercial Mortgage Trust 2010-C1 C† | 5.783 | %#(h) | 11/15/2043 | 100 | 102,519 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-C26 ASB | 2.991 | % | 2/15/2048 | 21 | 20,664 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-C29 ASB | 3.40 | % | 6/15/2048 | 10 | 9,987 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-C29 XB IO | 0.101 | %#(h) | 6/15/2048 | 2,000 | 5,831 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A | 3.075 | % | 12/15/2048 | 10 | 9,937 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B | 4.753 | %#(h) | 12/15/2048 | 36 | 36,912 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO | 0.907 | %#(h) | 9/15/2048 | 962 | 36,371 | |||||||
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO | 1.928 | %#(h) | 8/15/2049 | 981 | 105,909 | |||||||
Wells Fargo Commercial Mortgage Trust 2018-C44 A2 | 4.178 | % | 5/15/2051 | 35 | 35,796 | |||||||
West Town Mall Trust 2017-KNOX A† | 3.823 | % | 7/5/2030 | 74 | 74,084 | |||||||
West Town Mall Trust 2017-KNOX B† | 4.322 | % | 7/5/2030 | 31 | 31,233 | |||||||
West Town Mall Trust 2017-KNOX C† | 4.491 | %#(h) | 7/5/2030 | 25 | 24,770 | |||||||
West Town Mall Trust 2017-KNOX D† | 4.491 | %#(h) | 7/5/2030 | 25 | 24,311 | |||||||
West Town Mall Trust 2017-KNOX X IO† | 0.521 | %#(h) | 7/5/2030 | 1,604 | 21,126 | |||||||
WF-RBS Commercial Mortgage Trust 2011-C2 A4† | 4.869 | %#(h) | 2/15/2044 | 24 | 24,934 | |||||||
WF-RBS Commercial Mortgage Trust 2011-C4 A3† | 4.394 | % | 6/15/2044 | 9 | 9,109 | |||||||
WF-RBS Commercial Mortgage Trust 2012-C7 A2 | 3.431 | % | 6/15/2045 | 50 | 50,000 | |||||||
WF-RBS Commercial Mortgage Trust 2012-C7 B | 4.912 | %#(h) | 6/15/2045 | 25 | 25,423 | |||||||
WF-RBS Commercial Mortgage Trust 2012-C7 XA IO† | 1.568 | %#(h) | 6/15/2045 | 76 | 2,979 | |||||||
WF-RBS Commercial Mortgage Trust 2012-C8 A2 | 1.881 | % | 8/15/2045 | — | (a) | 3 | ||||||
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO† | 2.003 | %#(h) | 8/15/2045 | 350 | 19,802 | |||||||
WF-RBS Commercial Mortgage Trust 2012-C9 A3 | 2.87 | % | 11/15/2045 | 311 | 305,061 | |||||||
WFCG Commercial Mortgage Trust 2015-BXRP A† | 3.28%(1 Mo. LIBOR + 1.12%) | # | 11/15/2029 | 3 | 2,632 | |||||||
Total Non-Agency Commercial Mortgage-Backed Securities (cost $17,761,165) | 17,518,909 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Shares (000) | Fair Value | ||||||||
PREFERRED STOCK 0.01% | ||||||||||||
Oil | ||||||||||||
Templar Energy LLC (cost $11,530) | 1 | $ | 7,524 | |||||||||
Principal Amount (000) | ||||||||||||
U.S. TREASURY OBLIGATIONS 3.23% | ||||||||||||
U.S. Treasury Note | 2.625 | % | 7/31/2020 | $ | 238 | 237,252 | ||||||
U.S. Treasury Note | 2.75 | % | 9/30/2020 | 1,599 | 1,597,001 | |||||||
U.S. Treasury Note | 2.875 | % | 9/30/2023 | 426 | 424,602 | |||||||
U.S. Treasury Note | 6.25 | % | 8/15/2023 | 9 | 10,351 | |||||||
Total U.S. Treasury Obligations (cost $2,269,252) | 2,269,206 | |||||||||||
Total Long-Term Investments (cost $69,174,647) | 68,549,474 | |||||||||||
SHORT-TERM INVESTMENTS 3.67% | ||||||||||||
COMMERCIAL PAPER 0.36% | ||||||||||||
Oil: Crude Producers | ||||||||||||
Williams Cos., Inc. (The) (cost $250,000) | 2.759 | % | 10/1/2018 | 250 | 250,000 | |||||||
CONVERTIBLE BONDS 0.11% | ||||||||||||
Energy Equipment & Services 0.05% | ||||||||||||
Tesla Energy Operations, Inc. | 2.75 | % | 11/1/2018 | 34 | 33,532 | |||||||
Technology 0.06% | ||||||||||||
SINA Corp. (China)(c) | 1.00 | % | 12/1/2018 | 23 | 22,943 | |||||||
Vipshop Holdings Ltd. (China)(c) | 1.50 | % | 3/15/2019 | 24 | 23,595 | |||||||
Total | 46,538 | |||||||||||
Total Convertible Bonds (cost $80,517) | 80,070 | |||||||||||
CORPORATE BONDS 0.85% | ||||||||||||
Banks: Regional 0.28% | ||||||||||||
Sberbank of Russia Via SB Capital SA (Luxembourg)(c) | 4.15 | % | 3/6/2019 | 200 | 198,792 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||
Computer Hardware 0.13% | ||||||||||||
HP, Inc. | 3.279%(3 Mo. LIBOR + .94%) | # | 1/14/2019 | $ | 90 | $ | 90,163 | |||||
Electric: Power 0.40% | ||||||||||||
Cleveland Electric Illuminating Co. (The) | 8.875 | % | 11/15/2018 | 162 | 163,139 | |||||||
Pacific Gas & Electric Co. | 2.541%(3 Mo. LIBOR + .23%) | # | 11/28/2018 | 100 | 99,923 | |||||||
Sempra Energy | 9.80 | % | 2/15/2019 | 18 | 18,462 | |||||||
Total | 281,524 | |||||||||||
Metals & Minerals: Miscellaneous 0.02% | ||||||||||||
Glencore Funding LLC† | 2.50 | % | 1/15/2019 | 11 | 11,010 | |||||||
Oil 0.01% | ||||||||||||
Anadarko Petroleum Corp. | 8.70 | % | 3/15/2019 | 8 | 8,202 | |||||||
Oil: Crude Producers 0.01% | ||||||||||||
Kinder Morgan Energy Partners LP | 2.65 | % | 2/1/2019 | 7 | 6,995 | |||||||
Telecommunications 0.00% | ||||||||||||
Nortel Networks Ltd. (Canada)(c) | 10.75 | % | 7/15/2016 | 76 | 2,470 | |||||||
Total Corporate Bonds (cost $600,661) | 599,156 | |||||||||||
REPURCHASE AGREEMENT | ||||||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $1,690,000 of U.S. Treasury Note at 2.75% due 5/31/2023; value: $1,690,488; proceeds: $1,653,282 (cost $1,653,109) | 1,653 | 1,653,109 | ||||||||||
Total Short-Term Investments (cost $2,584,287) | 2,582,335 | |||||||||||
Total Investments in Securities 101.10% (cost $71,758,934) | 71,131,809 | |||||||||||
Liabilities in Excess of Other Assets(i) (1.10%) | (774,132 | ) | ||||||||||
Net Assets 100.00% | $ | 70,357,677 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
IO | Interest Only. |
LIBOR | London Interbank Offered Rate. |
PIK | Payment-in-kind. |
Units | More than one class of securities traded together. |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
# | Variable rate security. The interest rate represents the rate in effect at September 30, 2018. |
(a) | Amount is less than $1,000. |
(b) | Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investements. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. |
(c) | Foreign security traded in U.S. dollars. |
(d) | Security is perpetual in nature and has no stated maturity. |
(e) | Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2018. |
(f) | Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investements. Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation. |
(g) | Interest rate to be determined. |
(h) | Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. |
(i) | Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on futures contracts as follows: |
Open Futures Contracts at September 30, 2018:
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Appreciation | ||||||||||||
U.S. 5-Year Treasury Note | December 2018 | 14 | Short | $ | (1,580,905 | ) | $ | (1,574,672 | ) | $ | 6,233 | |||||||
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Depreciation | ||||||||||||
U.S. 2-Year Treasury Note | December 2018 | 62 | Long | $ | 13,098,964 | $ | 13,065,531 | $ | (33,433 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | ||||||||||||||||
Credit Cards | $ | — | $ | 5,090,211 | $ | 150,938 | $ | 5,241,149 | ||||||||
Remaining Industries | — | 14,226,851 | — | 14,226,851 | ||||||||||||
Common Stock | — | 73 | — | 73 | ||||||||||||
Convertible Bonds | — | 95,309 | — | 95,309 | ||||||||||||
Corporate Bonds | — | 25,824,674 | — | 25,824,674 | ||||||||||||
Floating Rate Loans | ||||||||||||||||
Chemicals | — | 51,343 | 13,504 | 64,847 | ||||||||||||
Electrical Equipment | — | — | 147,394 | 147,394 | ||||||||||||
Health Care Products | — | — | 66,246 | 66,246 | ||||||||||||
Machinery: Industrial/Specialty | — | — | 25,078 | 25,078 | ||||||||||||
Miscellaneous | — | 19,704 | 39,105 | 58,809 | ||||||||||||
Oil | — | — | 19,875 | 19,875 | ||||||||||||
Oil: Crude Producers | — | — | 16,957 | 16,957 | ||||||||||||
Real Estate Investment Trusts | — | — | 354,645 | 354,645 | ||||||||||||
Remaining Industries | — | 803,936 | — | 803,936 | ||||||||||||
Foreign Government Obligations | — | 69,236 | — | 69,236 | ||||||||||||
Government Sponsored Enterprises Collateralized Mortgage Obligations | — | 1,421,701 | — | 1,421,701 | ||||||||||||
Government Sponsored Enterprises Pass-Throughs | — | 219,097 | — | 219,097 | ||||||||||||
Municipal Bonds | — | 97,958 | — | 97,958 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Securities | — | 17,285,033 | 233,876 | 17,518,909 | ||||||||||||
Preferred Stock | — | 7,524 | — | 7,524 | ||||||||||||
U.S. Treasury Obligations | — | 2,269,206 | — | 2,269,206 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Commercial Paper | — | 250,000 | — | 250,000 | ||||||||||||
Convertible Bonds | — | 80,070 | — | 80,070 | ||||||||||||
Corporate Bonds | — | 599,156 | — | 599,156 | ||||||||||||
Repurchase Agreement | — | 1,653,109 | — | 1,653,109 | ||||||||||||
Total | $ | — | $ | 70,064,191 | $ | 1,067,618 | $ | 71,131,809 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 6,233 | $ | — | $ | — | $ | 6,233 | ||||||||
Liabilities | (33,433 | ) | — | — | (33,433 | ) | ||||||||||
Total | $ | (27,200 | ) | $ | — | $ | — | $ | (27,200 | ) |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2018
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Asset-Backed Securities | Corporate Bonds | Floating Rate Loans | Non-Agency Commercial Mortgage-Backed Securities | ||||||||||||
Balance as of January 1, 2018 | $ | — | $ | 10,506 | $ | 1,114,857 | $ | 318,739 | ||||||||
Accrued Discounts (Premiums) | — | — | 433 | (57,007 | ) | |||||||||||
Realized Gain (Loss) | — | — | 860 | (650 | ) | |||||||||||
Change in Unrealized Appreciation (Depreciation) | — | — | 465 | (1,399 | ) | |||||||||||
Purchases | 150,938 | — | 514,589 | 100,000 | ||||||||||||
Sales | — | — | (948,400 | ) | (133,205 | ) | ||||||||||
Transfers into Level 3 | — | — | — | 29,342 | ||||||||||||
Transfers out of Level 3 | — | (10,506 | ) | — | (21,944 | ) | ||||||||||
Balance as of September 30, 2018 | $ | 150,938 | $ | — | $ | 682,804 | $ | 233,876 | ||||||||
Change in unrealized appreciation/depreciation for period ended September 30, 2018, related to Level 3 investments held at September 30, 2018 | $ | — | $ | — | $ | 465 | $ | (1,399 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
LONG-TERM INVESTMENTS 118.95% | ||||||||||||||
ASSET-BACKED SECURITIES 25.94% | ||||||||||||||
Automobiles 12.92% | ||||||||||||||
ACC Trust 2018-1 B† | 4.82 | % | 5/20/2021 | $ | 289 | $ | 288,689 | |||||||
Ally Auto Receivables Trust 2017-5 A2 | 1.81 | % | 6/15/2020 | 198 | 197,300 | |||||||||
American Credit Acceptance Receivables Trust 2016-2 C† | 6.09 | % | 5/12/2022 | 272 | 278,499 | |||||||||
American Credit Acceptance Receivables Trust 2017-3 A† | 1.82 | % | 3/10/2020 | 20 | 19,646 | |||||||||
American Credit Acceptance Receivables Trust 2018-1 A† | 2.72 | % | 3/10/2021 | 1,034 | 1,033,514 | |||||||||
AmeriCredit Automobile Receivables Trust 2015-2 C | 2.40 | % | 1/8/2021 | 1,977 | 1,973,805 | |||||||||
AmeriCredit Automobile Receivables Trust 2015-3 B | 2.08 | % | 9/8/2020 | 263 | 263,107 | |||||||||
AmeriCredit Automobile Receivables Trust 2016-2 C | 2.87 | % | 11/8/2021 | 2,600 | 2,594,928 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-2 A2A | 1.65 | % | 9/18/2020 | 566 | 564,751 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-2 C | 2.97 | % | 3/20/2023 | 669 | 663,295 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-3 A2A | 1.69 | % | 12/18/2020 | 238 | 237,368 | |||||||||
AmeriCredit Automobile Receivables Trust 2017-3 B | 2.24 | % | 6/19/2023 | 275 | 270,174 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2013-2A A† | 2.97 | % | 2/20/2020 | 446 | 446,144 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2014-1A A† | 2.46 | % | 7/20/2020 | 592 | 590,526 | |||||||||
BMW Vehicle Owner Trust 2018-A A2A | 2.09 | % | 11/25/2020 | 1,753 | 1,748,008 | |||||||||
California Republic Auto Receivables Trust 2014-3 B | 2.66 | % | 8/17/2020 | 376 | 376,159 | |||||||||
California Republic Auto Receivables Trust 2015-1 A4 | 1.82 | % | 9/15/2020 | 240 | 238,900 | |||||||||
California Republic Auto Receivables Trust 2015-2 B | 2.53 | % | 6/15/2021 | 908 | 901,379 | |||||||||
California Republic Auto Receivables Trust 2015-3 B | 2.70 | % | 9/15/2021 | 120 | 119,341 | |||||||||
California Republic Auto Receivables Trust 2016-2 A3 | 1.56 | % | 7/15/2020 | 29 | 28,995 | |||||||||
California Republic Auto Receivables Trust 2016-2 B | 2.52 | % | 5/16/2022 | 328 | 322,050 | |||||||||
California Republic Auto Receivables Trust 2017-1 A3 | 1.90 | % | 3/15/2021 | 958 | 954,855 | |||||||||
California Republic Auto Receivables Trust 2018-1 A2 | 2.86 | % | 3/15/2021 | 1,447 | 1,446,636 | |||||||||
California Republic Auto Receivables Trust 2018-1 B | 3.56 | % | 3/15/2023 | 1,037 | 1,035,091 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 A3 | 1.46 | % | 6/22/2020 | 100 | 99,891 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 B† | 2.43 | % | 5/20/2022 | 462 | 453,188 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 C† | 2.70 | % | 9/20/2022 | 656 | 643,914 | |||||||||
Capital Auto Receivables Asset Trust 2017-1 D† | 3.15 | % | 2/20/2025 | 427 | 422,404 | |||||||||
CarMax Auto Owner Trust 2015-2 A3 | 1.37 | % | 3/16/2020 | 15 | 15,473 | |||||||||
CarMax Auto Owner Trust 2016-3 A3 | 1.39 | % | 5/17/2021 | 418 | 414,821 | |||||||||
Chesapeake Funding II LLC 2016-1A A1† | 2.11 | % | 3/15/2028 | 175 | 174,932 | |||||||||
Chesapeake Funding II LLC 2016-2A A1† | 1.88 | % | 6/15/2028 | 880 | 875,785 | |||||||||
Chesapeake Funding II LLC 2017-2A A1† | 1.99 | % | 5/15/2029 | 614 | 608,625 | |||||||||
Chesapeake Funding II LLC 2017-3A A1† | 1.91 | % | 8/15/2029 | 1,331 | 1,317,679 | |||||||||
Chrysler Capital Auto Receivables Trust 2014-BA D† | 3.44 | % | 8/16/2021 | 367 | 367,456 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA B† | 2.88 | % | 6/15/2022 | 195 | 194,798 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA C† | 3.25 | % | 6/15/2022 | 134 | 134,183 | |||||||||
CPS Auto Receivables Trust 2016-B D† | 6.58 | % | 3/15/2022 | 150 | 156,225 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automobiles (continued) | ||||||||||||||
CPS Auto Receivables Trust 2017-D A† | 1.87 | % | 3/15/2021 | $ | 569 | $ | 566,453 | |||||||
CPS Auto Receivables Trust 2018-A B† | 2.77 | % | 4/18/2022 | 319 | 316,165 | |||||||||
CPS Auto Receivables Trust 2018-A C† | 3.05 | % | 12/15/2023 | 260 | 257,155 | |||||||||
CPS Auto Receivables Trust 2018-B D† | 4.26 | % | 3/15/2024 | 417 | 416,470 | |||||||||
CPS Auto Trust 2018-C A† | 2.87 | % | 9/15/2021 | 926 | 925,652 | |||||||||
CPS Auto Trust 2018-C B† | 3.43 | % | 7/15/2022 | 331 | 330,613 | |||||||||
Drive Auto Receivables Trust 2015-AA C† | 3.06 | % | 5/17/2021 | 31 | 30,719 | |||||||||
Drive Auto Receivables Trust 2015-BA D† | 3.84 | % | 7/15/2021 | 2,161 | 2,171,018 | |||||||||
Drive Auto Receivables Trust 2015-DA C† | 3.38 | % | 11/15/2021 | 159 | 158,799 | |||||||||
Drive Auto Receivables Trust 2015-DA D† | 4.59 | % | 1/17/2023 | 607 | 615,287 | |||||||||
Drive Auto Receivables Trust 2016-AA C† | 3.91 | % | 5/17/2021 | 598 | 599,465 | |||||||||
Drive Auto Receivables Trust 2016-BA D† | 4.53 | % | 8/15/2023 | 979 | 996,388 | |||||||||
Drive Auto Receivables Trust 2016-CA B† | 2.37 | % | 11/16/2020 | 14 | 13,984 | |||||||||
Drive Auto Receivables Trust 2016-CA C† | 3.02 | % | 11/15/2021 | 1,581 | 1,582,080 | |||||||||
Drive Auto Receivables Trust 2016-CA D† | 4.18 | % | 3/15/2024 | 254 | 256,648 | |||||||||
Drive Auto Receivables Trust 2017-3 C | 2.80 | % | 7/15/2022 | 1,459 | 1,455,457 | |||||||||
Drive Auto Receivables Trust 2017-AA B† | 2.51 | % | 1/15/2021 | 141 | 140,914 | |||||||||
Drive Auto Receivables Trust 2017-AA D† | 4.16 | % | 5/15/2024 | 447 | 451,634 | |||||||||
Drive Auto Receivables Trust 2018-3 A2 | 2.75 | % | 10/15/2020 | 3,133 | 3,133,057 | |||||||||
Drive Auto Receivables Trust 2018-3 A3 | 3.01 | % | 11/15/2021 | 1,048 | 1,047,506 | |||||||||
Drive Auto Receivables Trust 2018-3 B | 3.37 | % | 9/15/2022 | 414 | 413,722 | |||||||||
Drive Auto Receivables Trust 2018-3 C | 3.72 | % | 9/16/2024 | 987 | 986,051 | |||||||||
Drive Auto Receivables Trust 2018-4 A2A | 2.78 | % | 10/15/2020 | 1,004 | 1,004,235 | |||||||||
Drive Auto Receivables Trust 2018-4 A3 | 3.04 | % | 11/15/2021 | 1,568 | 1,568,380 | |||||||||
Enterprise Fleet Financing LLC 2017-1 A2† | 2.13 | % | 7/20/2022 | 349 | 347,506 | |||||||||
First Investors Auto Owner Trust 2016-2A A1† | 1.53 | % | 11/16/2020 | 24 | 24,069 | |||||||||
First Investors Auto Owner Trust 2017-3A A2† | 2.41 | % | 12/15/2022 | 571 | 563,442 | |||||||||
First Investors Auto Owner Trust 2017-3A B† | 2.72 | % | 4/17/2023 | 218 | 213,938 | |||||||||
Flagship Credit Auto Trust 2017-1 A† | 1.93 | % | 12/15/2021 | 339 | 338,348 | |||||||||
Flagship Credit Auto Trust 2017-3 A† | 1.88 | % | 10/15/2021 | 314 | 312,147 | |||||||||
Flagship Credit Auto Trust 2017-3 B† | 2.59 | % | 7/15/2022 | 300 | 296,400 | |||||||||
Flagship Credit Auto Trust 2017-4 A† | 2.07 | % | 4/15/2022 | 484 | 480,204 | |||||||||
Flagship Credit Auto Trust 2018-1 A† | 2.59 | % | 6/15/2022 | 769 | 766,204 | |||||||||
Flagship Credit Auto Trust 2018-3 A† | 3.07 | % | 2/15/2023 | 2,489 | 2,486,818 | |||||||||
Flagship Credit Auto Trust 2018-3 B† | 3.59 | % | 12/16/2024 | 725 | 723,707 | |||||||||
Ford Credit Auto Lease Trust 2017-B A2A | 1.80 | % | 6/15/2020 | 938 | 935,687 | |||||||||
Ford Credit Auto Owner Trust 2017-1 A† | 2.62 | % | 8/15/2028 | 1,238 | 1,206,857 | |||||||||
Ford Credit Auto Owner Trust 2017-2 B† | 2.60 | % | 3/15/2029 | 108 | 103,242 | |||||||||
Ford Credit Auto Owner Trust 2018-2 A† | 3.47 | % | 1/15/2030 | 3,712 | 3,710,603 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Automobiles (continued) | ||||||||||||||
Ford Credit Auto Owner Trust/Ford Credit 2014-1 A† | 2.26 | % | 11/15/2025 | $ | 2,624 | $ | 2,615,749 | |||||||
Foursight Capital Automobile Receivables Trust 2016-1 A2† | 2.87 | % | 10/15/2021 | 246 | 245,721 | |||||||||
Foursight Capital Automobile Receivables Trust 2018-1 A2† | 2.85 | % | 8/16/2021 | 667 | 666,058 | |||||||||
Foursight Capital Automobile Receivables Trust 2018-1 A3† | 3.24 | % | 9/15/2022 | 830 | 827,051 | |||||||||
Foursight Capital Automobile Receivables Trust 2018-1 B† | 3.53 | % | 4/17/2023 | 412 | 408,953 | |||||||||
Foursight Capital Automobile Receivables Trust 2018-1 C† | 3.68 | % | 8/15/2023 | 194 | 192,322 | |||||||||
GM Financial Automobile Leasing Trust 2016-3 A3 | 1.61 | % | 12/20/2019 | 267 | 267,055 | |||||||||
GM Financial Automobile Leasing Trust 2017-2 A2A | 1.72 | % | 1/21/2020 | 191 | 190,748 | |||||||||
GM Financial Consumer Automobile Receivables Trust 2017-3A A2A† | 1.71 | % | 9/16/2020 | 1,084 | 1,079,906 | |||||||||
Harley-Davidson Motorcycle Trust 2015-2 A4 | 1.66 | % | 12/15/2022 | 217 | 215,818 | |||||||||
Honda Auto Receivables Owner Trust 2016-2 A3 | 1.39 | % | 4/15/2020 | 124 | 123,878 | |||||||||
Huntington Auto Trust 2016-1 A3 | 1.59 | % | 11/16/2020 | 1,582 | 1,574,966 | |||||||||
Hyundai Auto Lease Securitization Trust 2016-B A3† | 1.52 | % | 10/15/2019 | 86 | 86,098 | |||||||||
Hyundai Auto Lease Securitization Trust 2017-C A2A† | 1.89 | % | 3/16/2020 | 1,003 | 999,445 | |||||||||
Mercedes-Benz Auto Lease Trust 2018-A A2 | 2.20 | % | 4/15/2020 | 1,256 | 1,253,425 | |||||||||
Mercedes-Benz Auto Receivables Trust 2016-1 A3 | 1.26 | % | 2/16/2021 | 366 | 363,295 | |||||||||
Santander Drive Auto Receivables Trust 2015-1 C | 2.57 | % | 4/15/2021 | 417 | 416,481 | |||||||||
Santander Drive Auto Receivables Trust 2016-2 B | 2.08 | % | 2/16/2021 | 90 | 89,704 | |||||||||
Santander Drive Auto Receivables Trust 2016-3 B | 1.89 | % | 6/15/2021 | 249 | 248,481 | |||||||||
Santander Drive Auto Receivables Trust 2017-2 B | 2.21 | % | 10/15/2021 | 1,359 | 1,355,021 | |||||||||
Santander Drive Auto Receivables Trust 2017-3 C | 2.76 | % | 12/15/2022 | 192 | 189,790 | |||||||||
Santander Drive Auto Receivables Trust 2018-1 A2 | 2.10 | % | 11/16/2020 | 802 | 800,910 | |||||||||
Santander Drive Auto Receivables Trust 2018-3 A2A | 2.78 | % | 3/15/2021 | 1,674 | 1,674,251 | |||||||||
SunTrust Auto Receivables Trust 2015-1A A4† | 1.78 | % | 1/15/2021 | 348 | 346,875 | |||||||||
SunTrust Auto Receivables Trust 2015-1A D† | 3.24 | % | 1/16/2023 | 754 | 742,850 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A B† | 2.49 | % | 4/15/2021 | 791 | 790,040 | |||||||||
TCF Auto Receivables Owner Trust 2016-PT1A B† | 2.92 | % | 10/17/2022 | 598 | 590,274 | |||||||||
Westlake Automobile Receivables Trust 2017-2A A2A† | 1.80 | % | 7/15/2020 | 443 | 442,255 | |||||||||
Wheels SPV 2 LLC 2016-1A A2† | 1.59 | % | 5/20/2025 | 212 | 211,840 | |||||||||
Wheels SPV 2 LLC 2018-1A A2† | 3.06 | % | 4/20/2027 | 541 | 540,557 | |||||||||
Total | 73,969,375 | |||||||||||||
Credit Cards 5.57% | ||||||||||||||
American Express Credit Account Master Trust 2017-1 A | 1.93 | % | 9/15/2022 | 1,415 | 1,395,693 | |||||||||
American Express Credit Account Master Trust 2018-6 A | 3.06 | % | 2/15/2024 | 5,294 | 5,287,075 | |||||||||
Capital One Multi-Asset Execution Trust 2016-A4 | 1.33 | % | 6/15/2022 | 1,230 | 1,214,430 | |||||||||
Chase Issuance Trust 2012-A4 | 1.58 | % | 8/15/2021 | 813 | 804,725 | |||||||||
Chase Issuance Trust 2016-A5 | 1.27 | % | 7/15/2021 | 1,651 | 1,632,505 | |||||||||
Citibank Credit Card Issuance Trust 2017-A2 | 1.74 | % | 1/19/2021 | 2,209 | 2,204,206 | |||||||||
Citibank Credit Card Issuance Trust 2018-A6 | 3.21 | % | 12/7/2024 | 1,175 | 1,172,901 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Credit Cards (continued) | ||||||||||||||
Discover Card Execution Note Trust 2013-A6 | 2.608%(1 Mo. LIBOR + .45%) | # | 4/15/2021 | $ | 2,788 | $ | 2,788,514 | |||||||
Discover Card Execution Note Trust 2014-A1 | 2.588%(1 Mo. LIBOR + .43%) | # | 7/15/2021 | 2,761 | 2,764,622 | |||||||||
Discover Card Execution Note Trust 2014-A4 | 2.12 | % | 12/15/2021 | 967 | 962,745 | |||||||||
Discover Card Execution Note Trust 2016-A1 | 1.64 | % | 7/15/2021 | 619 | 617,485 | |||||||||
Master Credit Card Trust II Series 2018-1A B† | 3.245 | % | 7/22/2024 | 757 | 741,873 | |||||||||
Synchrony Credit Card Master Note Trust 2016-1 A | 2.04 | % | 3/15/2022 | 1,225 | 1,221,971 | |||||||||
Synchrony Credit Card Master Note Trust 2017-2 A | 2.62 | % | 10/15/2025 | 814 | 789,773 | |||||||||
Synchrony Credit Card Master Note Trust 2018-2 A | 3.47 | % | 5/15/2026 | 767 | 767,324 | |||||||||
World Financial Network Credit Card Master Trust 2017-B A | 1.98 | % | 6/15/2023 | 1,217 | 1,208,491 | |||||||||
World Financial Network Credit Card Master Trust 2017-C A | 2.31 | % | 8/15/2024 | 2,151 | 2,110,983 | |||||||||
World Financial Network Credit Card Master Trust 2017-C M | 2.66 | % | 8/15/2024 | 946 | 929,895 | |||||||||
World Financial Network Credit Card Master Trust 2018-B A | 3.46 | % | 7/15/2025 | 3,274 | 3,273,082 | |||||||||
Total | 31,888,293 | |||||||||||||
Home Equity 0.03% | ||||||||||||||
Meritage Mortgage Loan Trust 2004-2 M3 | 3.191%(1 Mo. LIBOR + 0.98%) | # | 1/25/2035 | 138 | 136,249 | |||||||||
New Century Home Equity Loan Trust 2005-A A6 | 4.705 | %#(a) | 8/25/2035 | 22 | 22,157 | |||||||||
Total | 158,406 | |||||||||||||
Other 7.42% | ||||||||||||||
Access Point Funding I LLC 2017-A† | 3.06 | % | 4/15/2029 | 230 | 228,730 | |||||||||
Allegro CLO IV Ltd. 2016-1A† | 3.739%(3 Mo. LIBOR + 1.40%) | # | 1/15/2029 | 1,650 | 1,652,649 | |||||||||
Apidos CLO XVI 2013-16A CR† | 5.342%(3 Mo. LIBOR + 3.00%) | # | 1/19/2025 | 250 | 250,216 | |||||||||
Ares XXXIII CLO Ltd. 2015-1A A1R† | 3.666%(3 Mo. LIBOR + 1.35%) | # | 12/5/2025 | 250 | 250,440 | |||||||||
Ascentium Equipment Receivables Trust 2016-2A A3† | 1.65 | % | 5/10/2022 | 247 | 245,938 | |||||||||
Ascentium Equipment Receivables Trust 2016-2A B† | 2.50 | % | 9/12/2022 | 182 | 180,341 | |||||||||
Ascentium Equipment Receivables Trust 2017-1A A2† | 1.87 | % | 7/10/2019 | 172 | 171,677 | |||||||||
Ascentium Equipment Receivables Trust 2017-1A A3† | 2.29 | % | 6/10/2021 | 183 | 181,099 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Other (continued) | ||||||||||||||
Avery Point IV CLO Ltd. 2014-1A BR† | 3.935%(3 Mo. LIBOR + 1.60%) | # | 4/25/2026 | $ | 322 | $ | 322,337 | |||||||
Avery Point V CLO Ltd. 2014-5A BR† | 3.836%(3 Mo. LIBOR + 1.50%) | # | 7/17/2026 | 372 | 372,376 | |||||||||
Avery Point VII CLO Ltd. 2015-7A A1† | 3.839%(3 Mo. LIBOR + 1.50%) | # | 1/15/2028 | 1,184 | 1,186,369 | |||||||||
Benefit Street Partners CLO IV Ltd. 2014-IVA A2R† | 4.398%(3 Mo. LIBOR + 2.05%) | # | 1/20/2029 | 673 | 675,435 | |||||||||
Benefit Street Partners CLO IV Ltd. 2014-IVA BR† | 5.248%(3 Mo. LIBOR + 2.90%) | # | 1/20/2029 | 500 | 502,650 | |||||||||
Cent CLO Ltd. 2013-19A A1A† | 3.669%(3 Mo. LIBOR + 1.33%) | # | 10/29/2025 | 718 | 718,724 | |||||||||
Conn’s Receivables Funding LLC 2017-B A† | 2.73 | % | 7/15/2020 | 223 | 223,058 | |||||||||
Conn’s Receivables Funding LLC 2017-B C† | 5.95 | % | 11/15/2022 | 1,063 | 1,078,147 | |||||||||
Crestline Denali CLO XIV Ltd. 2016-1A A† | 3.917%(3 Mo. LIBOR + 1.57%) | # | 10/23/2028 | 958 | 959,403 | |||||||||
Daimler Trucks Retail Trust 2018-1 A2† | 2.60 | % | 5/15/2020 | 1,699 | 1,698,960 | |||||||||
Dell Equipment Finance Trust 2016-1 A3† | 1.65 | % | 7/22/2021 | 17 | 16,893 | |||||||||
Dell Equipment Finance Trust 2017-1 A2† | 1.86 | % | 6/24/2019 | 23 | 23,349 | |||||||||
Diamond Resorts Owner Trust 2015-2 A† | 2.99 | % | 5/22/2028 | 96 | 95,848 | |||||||||
Diamond Resorts Owner Trust 2016-1 A† | 3.08 | % | 11/20/2028 | 66 | 65,384 | |||||||||
Diamond Resorts Owner Trust 2017-1A B† | 4.11 | % | 10/22/2029 | 492 | 478,992 | |||||||||
DLL LLC 2018-1 A3† | 3.10 | % | 4/18/2022 | 1,510 | 1,508,358 | |||||||||
DRB Prime Student Loan Trust 2015-D A2† | 3.20 | % | 1/25/2040 | 500 | 498,850 | |||||||||
Engs Commercial Finance Trust 2018-1A A1† | 2.97 | % | 2/22/2021 | 1,262 | 1,259,988 | |||||||||
Ford Credit Floorplan Master Owner Trust 2017-2 A1 | 2.16 | % | 9/15/2022 | 942 | 924,139 | |||||||||
Hardee’s Funding LLC 2018-1A AII† | 4.959 | % | 6/20/2048 | 1,170 | 1,171,977 | |||||||||
ICG US CLO Ltd. 2015-2A AR† | 3.189%(3 Mo. LIBOR + .85%) | # | 1/16/2028 | 1,231 | 1,231,211 | |||||||||
Jamestown CLO VII Ltd. 2015-7A CR† | 4.935%(3 Mo. LIBOR + 2.60%) | # | 7/25/2027 | 611 | 608,527 | |||||||||
LCM XXII Ltd. 22A-A1† | 3.828%(3 Mo. LIBOR + 1.48%) | # | 10/20/2028 | 318 | 319,817 | |||||||||
Madison Park Funding XXI Ltd. 2016-21A A1† | 3.865%(3 Mo. LIBOR + 1.53%) | # | 7/25/2029 | 324 | 326,017 | |||||||||
Magnetite XVIII Ltd. 2016-18A A† | 3.714%(3 Mo. LIBOR + 1.40%) | # | 11/15/2028 | 1,278 | 1,279,873 | |||||||||
Massachusetts Educational Financing Authority 2008-1 A1 | 3.285%(3 Mo. LIBOR + .95%) | # | 4/25/2038 | 496 | 499,239 | |||||||||
Mountain Hawk III CLO Ltd. 2014-3A AR† | 3.533%(3 Mo. LIBOR + 1.20%) | # | 4/18/2025 | 2,061 | 2,062,212 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Other (continued) | ||||||||||||||
Mountain View CLO X Ltd. 2015-10A BR† | 3.687%(3 Mo. LIBOR + 1.35%) | # | 10/13/2027 | $ | 623 | $ | 623,704 | |||||||
Navient Student Loan Trust 2016-7A A† | 3.366%(1 Mo. LIBOR + 1.15%) | # | 3/25/2066 | 681 | 693,234 | |||||||||
Navient Student Loan Trust 2017-2A A† | 3.266%(1 Mo. LIBOR + 1.05%) | # | 12/27/2066 | 1,314 | 1,333,694 | |||||||||
OHA Loan Funding Ltd. 2016-1A B1† | 4.148%(3 Mo. LIBOR + 1.80%) | # | 1/20/2028 | 1,574 | 1,578,171 | |||||||||
OneMain Financial Issuance Trust 2015-1A A† | 3.19 | % | 3/18/2026 | 175 | 175,237 | |||||||||
OneMain Financial Issuance Trust 2016-1A A† | 3.66 | % | 2/20/2029 | 315 | 316,042 | |||||||||
OneMain Financial Issuance Trust 2016-2A B† | 5.94 | % | 3/20/2028 | 100 | 102,052 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A A1† | 2.939%(3 Mo. LIBOR + .60%) | # | 4/15/2026 | 1,153 | 1,151,848 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A A2† | 3.389%(3 Mo. LIBOR + 1.05%) | # | 4/15/2026 | 414 | 403,997 | |||||||||
Palmer Square Loan Funding Ltd. 2018-1A B† | 3.739%(3 Mo. LIBOR + 1.40%) | # | 4/15/2026 | 314 | 303,612 | |||||||||
Pennsylvania Higher Education Assistance Agency 2006-1 B | 2.605%(3 Mo. LIBOR + .27%) | # | 4/25/2038 | 306 | 296,607 | |||||||||
PFS Financing Corp. 2018-B† | 3.08 | % | 2/15/2023 | 469 | 462,659 | |||||||||
Recette CLO Ltd. 2015-1A AR† | 3.268%(3 Mo. LIBOR + .92%) | # | 10/20/2027 | 500 | 499,653 | |||||||||
SCF Equipment Leasing LLC 2017-2A A† | 3.41 | % | 12/20/2023 | 339 | 334,889 | |||||||||
SCF Equipment Leasing LLC 2018-1A A2† | 3.63 | % | 10/20/2024 | 1,328 | 1,326,362 | |||||||||
Shackleton CLO Ltd. 2016-9A B† | 4.248%(3 Mo. LIBOR + 1.90%) | # | 10/20/2028 | 499 | 500,572 | |||||||||
SLC Student Loan Trust 2008-1 A4A | 3.934%(3 Mo. LIBOR + 1.60%) | # | 12/15/2032 | 1,302 | 1,353,324 | |||||||||
SLM Private Education Loan Trust 2010-A 2A† | 5.408%(1 Mo. LIBOR + 3.25%) | # | 5/16/2044 | 14 | 14,724 | |||||||||
SLM Student Loan Trust 2011-1 A1 | 2.736%(1 Mo. LIBOR + .52%) | # | 3/25/2026 | 12 | 12,067 | |||||||||
SoFi Professional Loan Program LLC 2017-E A1† | 2.716%(1 Mo. LIBOR + .50%) | # | 11/26/2040 | 595 | 596,790 | |||||||||
SoFi Professional Loan Program LLC 2017-E A2B† | 2.72 | % | 11/26/2040 | 802 | 775,290 | |||||||||
SoFi Professional Loan Program LLC 2018-A A2B† | 2.95 | % | 2/25/2042 | 1,140 | 1,110,471 | |||||||||
Sound Point CLO XI Ltd. 2016-1A A† | 3.998%(3 Mo. LIBOR + 1.65%) | # | 7/20/2028 | 250 | 250,197 | |||||||||
THL Credit Wind River CLO Ltd. 2012-1A BR† | 4.189%(3 Mo. LIBOR + 1.85%) | # | 1/15/2026 | 1,700 | 1,703,082 | |||||||||
THL Credit Wind River CLO Ltd. 2014-3A BR† | 3.947%(3 Mo. LIBOR + 1.60%) | # | 1/22/2027 | 250 | 250,345 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Other (continued) | ||||||||||||||
Towd Point Asset Trust 2018-SL1 A† | 2.816%(1 Mo. LIBOR + .60%) | # | 1/25/2046 | $ | 1,093 | $ | 1,087,933 | |||||||
Westgate Resorts LLC 2018-1A A† | 3.38 | % | 12/20/2031 | 455 | 452,862 | |||||||||
WhiteHorse VIII Ltd. 2014-1A AR† | 3.243%(3 Mo. LIBOR + .90%) | # | 5/1/2026 | 1,520 | 1,517,037 | |||||||||
Total | 42,495,678 | |||||||||||||
Total Asset-Backed Securities (cost $149,048,957) | 148,511,752 | |||||||||||||
CORPORATE BONDS 25.77% | ||||||||||||||
Aerospace/Defense 0.34% | ||||||||||||||
Bombardier, Inc.(Canada)†(b) | 7.50 | % | 3/15/2025 | 1,065 | 1,103,606 | |||||||||
Embraer SA (Brazil)(b) | 5.15 | % | 6/15/2022 | 10 | 10,388 | |||||||||
Kratos Defense & Security Solutions, Inc.† | 6.50 | % | 11/30/2025 | 811 | 836,587 | |||||||||
Total | 1,950,581 | |||||||||||||
Air Transportation 0.03% | ||||||||||||||
American Airlines 2013-2 Class B Pass-Through Trust† | 5.60 | % | 1/15/2022 | 150 | 153,316 | |||||||||
Apparel 0.11% | ||||||||||||||
PVH Corp.(b) | 7.75 | % | 11/15/2023 | 561 | 642,345 | |||||||||
Automotive 0.98% | ||||||||||||||
Aston Martin Capital Holdings Ltd. (Jersey)†(b) | 6.50 | % | 4/15/2022 | 200 | 205,376 | |||||||||
Daimler Finance North America LLC† | 3.75 | % | 2/22/2028 | 1,150 | 1,124,305 | |||||||||
Ford Motor Co. | 7.45 | % | 7/16/2031 | 1,597 | 1,782,609 | |||||||||
General Motors Co. | 6.60 | % | 4/1/2036 | 1,845 | 1,970,340 | |||||||||
Tesla, Inc.† | 5.30 | % | 8/15/2025 | 609 | 515,366 | |||||||||
Total | 5,597,996 | |||||||||||||
Banks: Regional 4.58% | ||||||||||||||
Akbank Turk AS (Turkey)†(b) | 7.20 | %#(c) | 3/16/2027 | 200 | 166,717 | |||||||||
Banco de Credito e Inversiones SA (Chile)†(b) | 3.50 | % | 10/12/2027 | 535 | 489,191 | |||||||||
Bank of America Corp. | 3.593 | %#(c) | 7/21/2028 | 752 | 717,313 | |||||||||
Bank of America Corp. | 3.824 | %#(c) | 1/20/2028 | 325 | 316,625 | |||||||||
Bank of America Corp. | 3.95 | % | 4/21/2025 | 250 | 244,881 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Banks: Regional (continued) | ||||||||||||||
Bank of America Corp. | 4.00 | % | 1/22/2025 | $ | 728 | $ | 718,717 | |||||||
Bank of America Corp. | 4.45 | % | 3/3/2026 | 315 | 315,709 | |||||||||
Citigroup, Inc. | 3.668 | %#(c) | 7/24/2028 | 1,867 | 1,780,026 | |||||||||
Citigroup, Inc. | 3.887 | %#(c) | 1/10/2028 | 896 | 870,187 | |||||||||
Citigroup, Inc. | 4.45 | % | 9/29/2027 | 552 | 545,906 | |||||||||
Goldman Sachs Group, Inc. (The) | 4.223 | %#(c) | 5/1/2029 | 491 | 484,543 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.25 | % | 2/1/2041 | 588 | 707,124 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.75 | % | 10/1/2037 | 579 | 696,866 | |||||||||
Intesa Sanpaolo SpA (Italy)†(b) | 3.875 | % | 1/12/2028 | 621 | 526,924 | |||||||||
JPMorgan Chase & Co. | 3.54%(3 Mo. LIBOR + 1.38%) | # | 5/1/2028 | 553 | 527,894 | |||||||||
JPMorgan Chase & Co. | 3.782 | %#(c) | 2/1/2028 | 2,770 | 2,699,239 | |||||||||
Macquarie Group Ltd. (Australia)†(b) | 4.654 | %#(c) | 3/27/2029 | 1,431 | 1,423,617 | |||||||||
Morgan Stanley | 3.625 | % | 1/20/2027 | 483 | 464,014 | |||||||||
Morgan Stanley | 3.875 | % | 1/27/2026 | 873 | 858,511 | |||||||||
Morgan Stanley | 4.00 | % | 7/23/2025 | 770 | 767,754 | |||||||||
Morgan Stanley | 7.25 | % | 4/1/2032 | 84 | 107,329 | |||||||||
Popular, Inc. | 6.125 | % | 9/14/2023 | 107 | 108,592 | |||||||||
Santander UK Group Holdings plc (United Kingdom)†(b) | 4.75 | % | 9/15/2025 | 545 | 532,061 | |||||||||
Santander UK plc (United Kingdom)†(b) | 5.00 | % | 11/7/2023 | 223 | 225,152 | |||||||||
Santander UK plc (United Kingdom)(b) | 7.95 | % | 10/26/2029 | 902 | 1,082,151 | |||||||||
Toronto-Dominion Bank (The) (Canada)(b) | 3.625 | %#(c) | 9/15/2031 | 1,594 | 1,499,237 | |||||||||
Turkiye Garanti Bankasi AS (Turkey)†(b) | 6.125 | %#(c) | 5/24/2027 | 475 | 400,335 | |||||||||
Turkiye Garanti Bankasi AS (Turkey)†(b) | 6.25 | % | 4/20/2021 | 200 | 194,600 | |||||||||
UBS AG | 7.625 | % | 8/17/2022 | 1,234 | 1,377,761 | |||||||||
UBS Group Funding Switzerland AG (Switzerland)†(b) | 4.253 | % | 3/23/2028 | 1,073 | 1,065,968 | |||||||||
Wachovia Corp. | 7.574 | %#(c) | 8/1/2026 | 596 | 709,927 | |||||||||
Wells Fargo & Co. | 3.00 | % | 10/23/2026 | 601 | 557,957 | |||||||||
Wells Fargo Bank NA | 5.85 | % | 2/1/2037 | 1,880 | 2,179,192 | |||||||||
Wells Fargo Bank NA | 6.60 | % | 1/15/2038 | 687 | 860,768 | |||||||||
Total | 26,222,788 | |||||||||||||
Beverages 0.63% | ||||||||||||||
Anheuser-Busch InBev Finance, Inc. | 3.65 | % | 2/1/2026 | 1,325 | 1,286,939 | |||||||||
Anheuser-Busch InBev Finance, Inc. | 4.70 | % | 2/1/2036 | 624 | 625,897 | |||||||||
Bacardi Ltd.† | 4.70 | % | 5/15/2028 | 1,085 | 1,078,593 | |||||||||
Becle SAB de CV (Mexico)†(b) | 3.75 | % | 5/13/2025 | 350 | 336,073 | |||||||||
Fomento Economico Mexicano SAB de CV (Mexico)(b) | 4.375 | % | 5/10/2043 | 300 | 293,195 | |||||||||
Total | 3,620,697 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Building Materials 0.16% | ||||||||||||||
CRH America Finance, Inc.† | 4.50 | % | 4/4/2048 | $ | 985 | $ | 905,832 | |||||||
Business Services 0.70% | ||||||||||||||
Adani Ports & Special Economic Zone Ltd. (India)†(b) | 4.00 | % | 7/30/2027 | 275 | 248,269 | |||||||||
Ahern Rentals, Inc.† | 7.375 | % | 5/15/2023 | 1,451 | 1,436,490 | |||||||||
Ashtead Capital, Inc.† | 4.375 | % | 8/15/2027 | 277 | 263,842 | |||||||||
Brink’s Co. (The)† | 4.625 | % | 10/15/2027 | 609 | 563,325 | |||||||||
United Rentals North America, Inc. | 4.875 | % | 1/15/2028 | 704 | 661,760 | |||||||||
Weight Watchers International, Inc.† | 8.625 | % | 12/1/2025 | 754 | 817,374 | |||||||||
Total | 3,991,060 | |||||||||||||
Chemicals 0.87% | ||||||||||||||
Ashland LLC | 6.875 | % | 5/15/2043 | 539 | 555,170 | |||||||||
Braskem Netherlands Finance BV (Netherlands)†(b) | 4.50 | % | 1/10/2028 | 550 | 524,150 | |||||||||
Chemours Co. (The) | 5.375 | % | 5/15/2027 | 341 | 329,918 | |||||||||
Chemours Co. (The) | 7.00 | % | 5/15/2025 | 469 | 499,715 | |||||||||
CNAC HK Finbridge Co. Ltd. (Hong Kong)(b) | 3.50 | % | 7/19/2022 | 580 | 561,415 | |||||||||
Mexichem SAB de CV (Mexico)†(b) | 4.875 | % | 9/19/2022 | 205 | 209,695 | |||||||||
Phosagro OAO Via Phosagro Bond Funding DAC (Ireland)†(b) | 3.949 | % | 4/24/2023 | 960 | 907,070 | |||||||||
Rain CII Carbon LLC/CII Carbon Corp.† | 7.25 | % | 4/1/2025 | 1,346 | 1,377,967 | |||||||||
Total | 4,965,100 | |||||||||||||
Coal 0.28% | ||||||||||||||
Peabody Energy Corp.† | 6.375 | % | 3/31/2025 | 788 | 803,760 | |||||||||
Warrior Met Coal, Inc.† | 8.00 | % | 11/1/2024 | 771 | 792,202 | |||||||||
Total | 1,595,962 | |||||||||||||
Computer Hardware 0.50% | ||||||||||||||
Dell International LLC/EMC Corp.† | 3.48 | % | 6/1/2019 | 278 | 278,752 | |||||||||
Dell International LLC/EMC Corp.† | 5.45 | % | 6/15/2023 | 251 | 263,909 | |||||||||
Dell International LLC/EMC Corp.† | 6.02 | % | 6/15/2026 | 158 | 168,515 | |||||||||
Dell International LLC/EMC Corp.† | 7.125 | % | 6/15/2024 | 768 | 825,050 | |||||||||
Dell International LLC/EMC Corp.† | 8.35 | % | 7/15/2046 | 1,068 | 1,330,113 | |||||||||
Total | 2,866,339 | |||||||||||||
Computer Software 0.14% | ||||||||||||||
Oracle Corp. | 6.125 | % | 7/8/2039 | 675 | 831,831 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Construction/Homebuilding 0.35% | ||||||||||||||
AV Homes, Inc. | 6.625 | % | 5/15/2022 | $ | 416 | $ | 430,123 | |||||||
Century Communities, Inc. | 5.875 | % | 7/15/2025 | 576 | 537,293 | |||||||||
PulteGroup, Inc. | 7.875 | % | 6/15/2032 | 442 | 477,912 | |||||||||
TRI Pointe Group, Inc. | 5.25 | % | 6/1/2027 | 310 | 277,063 | |||||||||
William Lyon Homes, Inc. | 5.875 | % | 1/31/2025 | 307 | 286,661 | |||||||||
Total | 2,009,052 | |||||||||||||
Containers 0.05% | ||||||||||||||
BWAY Holding Co.† | 7.25 | % | 4/15/2025 | 274 | 267,808 | |||||||||
Drugs 0.20% | ||||||||||||||
Bausch Health Cos., Inc.† | 5.625 | % | 12/1/2021 | 517 | 517,000 | |||||||||
Bayer Corp.† | 6.65 | % | 2/15/2028 | 271 | 312,895 | |||||||||
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(b) | 2.20 | % | 7/21/2021 | 356 | 334,732 | |||||||||
Total | 1,164,627 | |||||||||||||
Electric: Power 1.29% | ||||||||||||||
Appalachian Power Co. | 7.00 | % | 4/1/2038 | 529 | 690,344 | |||||||||
Ausgrid Finance Pty Ltd. (Australia)†(b) | 4.35 | % | 8/1/2028 | 1,000 | 995,996 | |||||||||
Berkshire Hathaway Energy Co. | 3.80 | % | 7/15/2048 | 314 | 284,170 | |||||||||
Electricite de France SA (France)†(b) | 5.00 | % | 9/21/2048 | 691 | 673,312 | |||||||||
Emirates Semb Corp., Water & Power Co. PJSC (United Arab Emirates)†(b) | 4.45 | % | 8/1/2035 | 275 | 261,535 | |||||||||
Entergy Louisiana LLC | 4.00 | % | 3/15/2033 | 411 | 412,356 | |||||||||
Exelon Generation Co. LLC | 5.60 | % | 6/15/2042 | 540 | 554,105 | |||||||||
Exelon Generation Co. LLC | 6.25 | % | 10/1/2039 | 592 | 645,695 | |||||||||
Massachusetts Electric Co.† | 4.004 | % | 8/15/2046 | 501 | 474,475 | |||||||||
Minejesa Capital BV (Netherlands)†(b) | 4.625 | % | 8/10/2030 | 250 | 230,382 | |||||||||
Origin Energy Finance Ltd. (Australia)†(b) | 3.50 | % | 10/9/2018 | 375 | 374,994 | |||||||||
PSEG Power LLC | 8.625 | % | 4/15/2031 | 347 | 453,541 | |||||||||
South Carolina Electric & Gas Co. | 6.05 | % | 1/15/2038 | 707 | 800,683 | |||||||||
South Carolina Electric & Gas Co. | 6.625 | % | 2/1/2032 | 246 | 289,741 | |||||||||
Vistra Energy Corp. | 7.625 | % | 11/1/2024 | 241 | 260,581 | |||||||||
Total | 7,401,910 | |||||||||||||
Electrical Equipment 0.19% | ||||||||||||||
Marvell Technology Group Ltd. | 4.20 | % | 6/22/2023 | 382 | 380,432 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Electrical Equipment (continued) | ||||||||||||||
Xilinx, Inc. | 2.95 | % | 6/1/2024 | $ | 742 | $ | 705,542 | |||||||
Total | 1,085,974 | |||||||||||||
Electronics 0.00% | ||||||||||||||
Trimble, Inc. | 4.90 | % | 6/15/2028 | 13 | 13,092 | |||||||||
Engineering & Contracting Services 0.49% | ||||||||||||||
Brand Industrial Services, Inc.† | 8.50 | % | 7/15/2025 | 1,297 | 1,338,024 | |||||||||
China Railway Resources Huitung Ltd. (Hong Kong)(b) | 3.85 | % | 2/5/2023 | 900 | 888,095 | |||||||||
Indika Energy Capital III Pte Ltd. (Singapore)†(b) | 5.875 | % | 11/9/2024 | 640 | 603,253 | |||||||||
Total | 2,829,372 | |||||||||||||
Entertainment 0.45% | ||||||||||||||
Eldorado Resorts, Inc. | 6.00 | % | 4/1/2025 | 560 | 569,100 | |||||||||
Jacobs Entertainment, Inc.† | 7.875 | % | 2/1/2024 | 445 | 473,440 | |||||||||
Mohegan Gaming & Entertainment† | 7.875 | % | 10/15/2024 | 723 | 711,251 | |||||||||
Six Flags Entertainment Corp.† | 5.50 | % | 4/15/2027 | 860 | 853,550 | |||||||||
Total | 2,607,341 | |||||||||||||
Financial Services 1.43% | ||||||||||||||
Affiliated Managers Group, Inc. | 3.50 | % | 8/1/2025 | 125 | 119,548 | |||||||||
Affiliated Managers Group, Inc. | 4.25 | % | 2/15/2024 | 248 | 250,984 | |||||||||
Ally Financial, Inc. | 8.00 | % | 11/1/2031 | 468 | 569,205 | |||||||||
BrightSphere Investment Group plc (United Kingdom)(b) | 4.80 | % | 7/27/2026 | 489 | 475,578 | |||||||||
Discover Financial Services | 4.10 | % | 2/9/2027 | 272 | 260,295 | |||||||||
E*TRADE Financial Corp. | 4.50 | % | 6/20/2028 | 771 | 772,583 | |||||||||
GE Capital International Funding Co. Unlimited Co. (Ireland)(b) | 4.418 | % | 11/15/2035 | 1,438 | 1,350,160 | |||||||||
International Lease Finance Corp. | 5.875 | % | 4/1/2019 | 1,433 | 1,452,973 | |||||||||
International Lease Finance Corp. | 5.875 | % | 8/15/2022 | 156 | 165,130 | |||||||||
Navient Corp. | 6.625 | % | 7/26/2021 | 796 | 831,820 | |||||||||
Navient Corp. | 6.75 | % | 6/25/2025 | 323 | 325,826 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 4.50 | % | 3/15/2027 | 427 | 424,799 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 4.875 | % | 4/15/2045 | 677 | 633,900 | |||||||||
Quicken Loans, Inc.† | 5.25 | % | 1/15/2028 | 299 | 278,818 | |||||||||
SURA Asset Management SA (Colombia)†(b) | 4.375 | % | 4/11/2027 | 280 | 269,150 | |||||||||
Total | 8,180,769 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Food 0.25% | ||||||||||||||
Albertsons Cos LLC/Safeway, Inc./Albertsons LP/Albertson’s LLC | 6.625 | % | 6/15/2024 | $ | 585 | $ | 565,257 | |||||||
Arcor SAIC (Argentina)†(b) | 6.00 | % | 7/6/2023 | 297 | 297,371 | |||||||||
Chobani LLC/Chobani Finance Corp., Inc.† | 7.50 | % | 4/15/2025 | 370 | 337,625 | |||||||||
Gruma SAB de CV (Mexico)†(b) | 4.875 | % | 12/1/2024 | 200 | 205,270 | |||||||||
Total | 1,405,523 | |||||||||||||
Health Care Services 0.85% | ||||||||||||||
Acadia Healthcare Co., Inc. | 5.625 | % | 2/15/2023 | 739 | 746,390 | |||||||||
Acadia Healthcare Co., Inc. | 6.50 | % | 3/1/2024 | 104 | 108,030 | |||||||||
Ascension Health | 3.945 | % | 11/15/2046 | 265 | 257,311 | |||||||||
CHS/Community Health Systems, Inc. | 8.00 | % | 11/15/2019 | 657 | 640,575 | |||||||||
HCA, Inc. | 5.50 | % | 6/15/2047 | 598 | 607,717 | |||||||||
HCA, Inc. | 7.50 | % | 11/6/2033 | 125 | 136,110 | |||||||||
Kaiser Foundation Hospitals | 4.15 | % | 5/1/2047 | 366 | 365,837 | |||||||||
MPH Acquisition Holdings LLC† | 7.125 | % | 6/1/2024 | 97 | 101,074 | |||||||||
Polaris Intermediate Corp. PIK 8.50%† | 8.50 | % | 12/1/2022 | 746 | 773,595 | |||||||||
WellCare Health Plans, Inc. | 5.25 | % | 4/1/2025 | 1,107 | 1,127,756 | |||||||||
Total | 4,864,395 | |||||||||||||
Household Equipment/Products 0.02% | ||||||||||||||
Kimberly-Clark de Mexico SAB de CV (Mexico)†(b) | 3.80 | % | 4/8/2024 | 100 | 97,848 | |||||||||
Insurance 0.56% | ||||||||||||||
CNO Financial Group, Inc. | 5.25 | % | 5/30/2025 | 1,090 | 1,119,975 | |||||||||
Lincoln National Corp. | 6.30 | % | 10/9/2037 | 202 | 237,938 | |||||||||
Teachers Insurance & Annuity Association of America† | 4.90 | % | 9/15/2044 | 1,230 | 1,311,169 | |||||||||
Willis North America, Inc. | 7.00 | % | 9/29/2019 | 524 | 542,062 | |||||||||
Total | 3,211,144 | |||||||||||||
Leisure 0.20% | ||||||||||||||
Carlson Travel, Inc.† | 6.75 | % | 12/15/2023 | 236 | 237,475 | |||||||||
Carnival plc | 7.875 | % | 6/1/2027 | 277 | 343,639 | |||||||||
Silversea Cruise Finance Ltd.† | 7.25 | % | 2/1/2025 | 495 | 540,961 | |||||||||
Total | 1,122,075 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Machinery: Industrial/Specialty 0.59% | ||||||||||||||
Kennametal, Inc. | 4.625 | % | 6/15/2028 | $ | 553 | $ | 542,456 | |||||||
Nvent Finance Sarl (Luxembourg)†(b) | 4.55 | % | 4/15/2028 | 2,038 | 1,986,785 | |||||||||
SPX FLOW, Inc.† | 5.625 | % | 8/15/2024 | 825 | 833,159 | |||||||||
Total | 3,362,400 | |||||||||||||
Manufacturing 0.19% | ||||||||||||||
General Electric Co. | 6.15 | % | 8/7/2037 | 199 | 228,063 | |||||||||
Siemens Financieringsmaatschappij NV (Netherlands)†(b) | 2.35 | % | 10/15/2026 | 954 | 861,280 | |||||||||
Total | 1,089,343 | |||||||||||||
Media 1.49% | ||||||||||||||
21st Century Fox America, Inc. | 7.75 | % | 12/1/2045 | 451 | 692,076 | |||||||||
Cablevision Systems Corp. | 5.875 | % | 9/15/2022 | 453 | 462,909 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.75 | % | 2/15/2026 | 178 | 179,113 | |||||||||
Comcast Corp. | 3.969 | % | 11/1/2047 | 747 | 663,722 | |||||||||
Cox Communications, Inc.† | 4.50 | % | 6/30/2043 | 1,269 | 1,094,524 | |||||||||
Cox Communications, Inc.† | 4.70 | % | 12/15/2042 | 455 | 403,740 | |||||||||
Cox Communications, Inc.† | 8.375 | % | 3/1/2039 | 898 | 1,169,242 | |||||||||
Myriad International Holdings BV (Netherlands)†(b) | 5.50 | % | 7/21/2025 | 770 | 797,645 | |||||||||
Time Warner Cable LLC | 6.55 | % | 5/1/2037 | 110 | 119,506 | |||||||||
Time Warner Cable LLC | 7.30 | % | 7/1/2038 | 1,553 | 1,781,551 | |||||||||
Time Warner Entertainment Co. LP | 8.375 | % | 7/15/2033 | 502 | 624,405 | |||||||||
VTR Finance BV (Chile)†(b) | 6.875 | % | 1/15/2024 | 507 | 517,774 | |||||||||
Total | 8,506,207 | |||||||||||||
Metal Fabricating 0.02% | ||||||||||||||
Grinding Media, Inc./Moly-Cop AltaSteel Ltd.† | 7.375 | % | 12/15/2023 | 130 | 135,621 | |||||||||
Metals & Minerals: Miscellaneous 0.95% | ||||||||||||||
Anglo American Capital plc (United Kingdom)†(b) | 4.00 | % | 9/11/2027 | 1,457 | 1,344,200 | |||||||||
Anglo American Capital plc (United Kingdom)†(b) | 4.75 | % | 4/10/2027 | 789 | 769,902 | |||||||||
Barrick North America Finance LLC | 7.50 | % | 9/15/2038 | 200 | 243,079 | |||||||||
Corp. Nacional del Cobre de Chile (Chile)†(b) | 4.50 | % | 9/16/2025 | 700 | 715,635 | |||||||||
Freeport-McMoRan, Inc. | 3.875 | % | 3/15/2023 | 291 | 282,247 | |||||||||
Glencore Finance Canada Ltd. (Canada)†(b) | 5.55 | % | 10/25/2042 | 1,414 | 1,399,621 | |||||||||
Kinross Gold Corp. (Canada)(b) | 5.95 | % | 3/15/2024 | 281 | 288,025 | |||||||||
MMC Norilsk Nickel OJSC via MMC Finance DAC (Ireland)†(b) | 4.10 | % | 4/11/2023 | 430 | 408,315 | |||||||||
Total | 5,451,024 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Natural Gas 0.18% | ||||||||||||||
Dominion Energy Gas Holdings LLC | 4.60 | % | 12/15/2044 | $ | 1,026 | $ | 1,011,490 | |||||||
Oil 1.78% | ||||||||||||||
Afren plc (United Kingdom)†(b)(d) | 6.625 | % | 12/9/2020 | 244 | 859 | |||||||||
Berry Petroleum Co. LLC† | 7.00 | % | 2/15/2026 | 289 | 300,560 | |||||||||
California Resources Corp.† | 8.00 | % | 12/15/2022 | 885 | 846,281 | |||||||||
Ecopetrol SA (Colombia)(b) | 5.875 | % | 5/28/2045 | 289 | 286,905 | |||||||||
Eni SpA (Italy)†(b) | 5.70 | % | 10/1/2040 | 1,800 | 1,896,337 | |||||||||
Equinor ASA (Norway)(b) | 7.15 | % | 11/15/2025 | 605 | 729,639 | |||||||||
Gazprom OAO via Gaz Capital SA (Luxembourg)†(b) | 4.95 | % | 2/6/2028 | 200 | 192,216 | |||||||||
Kerr-McGee Corp. | 7.875 | % | 9/15/2031 | 479 | 597,545 | |||||||||
MEG Energy Corp. (Canada)†(b) | 7.00 | % | 3/31/2024 | 450 | 411,750 | |||||||||
Pertamina Persero PT (Indonesia)†(b) | 5.625 | % | 5/20/2043 | 200 | 197,811 | |||||||||
Petrobras Global Finance BV (Netherlands)(b) | 4.375 | % | 5/20/2023 | 358 | 340,923 | |||||||||
Petrobras Global Finance BV (Netherlands)(b) | 7.25 | % | 3/17/2044 | 737 | 700,611 | |||||||||
Petroleos Mexicanos (Mexico)(b) | 4.50 | % | 1/23/2026 | 956 | 896,250 | |||||||||
Precision Drilling Corp. (Canada)(b) | 7.75 | % | 12/15/2023 | 147 | 156,187 | |||||||||
Sinopec Group Overseas Development Ltd.† | 4.375 | % | 10/17/2023 | 364 | 369,633 | |||||||||
SM Energy Co. | 6.625 | % | 1/15/2027 | 569 | 588,915 | |||||||||
Valero Energy Corp. | 10.50 | % | 3/15/2039 | 668 | 1,043,885 | |||||||||
WPX Energy, Inc. | 5.25 | % | 9/15/2024 | 374 | 378,421 | |||||||||
YPF SA (Argentina)†(b) | 8.50 | % | 7/28/2025 | 281 | 275,031 | |||||||||
Total | 10,209,759 | |||||||||||||
Oil: Crude Producers 0.57% | ||||||||||||||
Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates)†(b) | 4.60 | % | 11/2/2047 | 320 | 312,785 | |||||||||
Colonial Pipeline Co.† | 4.25 | % | 4/15/2048 | 714 | 684,746 | |||||||||
Energy Transfer Partners LP | 7.50 | % | 7/1/2038 | 679 | 811,858 | |||||||||
Energy Transfer Partners LP/Regency Energy Finance Corp. | 5.00 | % | 10/1/2022 | 23 | 23,838 | |||||||||
GNL Quintero SA (Chile)†(b) | 4.634 | % | 7/31/2029 | 200 | 197,750 | |||||||||
IFM US Colonial Pipeline 2 LLC† | 6.45 | % | 5/1/2021 | 620 | 653,435 | |||||||||
Northern Natural Gas Co.† | 4.30 | % | 1/15/2049 | 371 | 357,280 | |||||||||
Peru LNG Srl (Peru)†(b) | 5.375 | % | 3/22/2030 | 200 | 200,300 | |||||||||
Total | 3,241,992 | |||||||||||||
Oil: Integrated Domestic 0.26% | ||||||||||||||
Halliburton Co. | 7.45 | % | 9/15/2039 | 195 | 261,991 | |||||||||
National Oilwell Varco, Inc. | 3.95 | % | 12/1/2042 | 431 | 376,079 | |||||||||
Transocean Proteus Ltd.† | 6.25 | % | 12/1/2024 | 838 | 855,910 | |||||||||
Total | 1,493,980 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Paper & Forest Products 0.17% | ||||||||||||||
Fibria Overseas Finance Ltd. (Brazil)(b) | 4.00 | % | 1/14/2025 | $ | 552 | $ | 512,532 | |||||||
International Paper Co. | 7.30 | % | 11/15/2039 | 373 | 474,653 | |||||||||
Total | 987,185 | |||||||||||||
Real Estate Investment Trusts 1.53% | ||||||||||||||
China Evergrande Group (China)(b) | 8.75 | % | 6/28/2025 | 1,000 | 898,995 | |||||||||
Country Garden Holdings Co. Ltd. (China)(b) | 4.75 | % | 9/28/2023 | 374 | 338,482 | |||||||||
Country Garden Holdings Co. Ltd. (China)(b) | 4.75 | % | 1/17/2023 | 226 | 207,480 | |||||||||
EPR Properties | 4.75 | % | 12/15/2026 | 501 | 491,693 | |||||||||
EPR Properties | 4.95 | % | 4/15/2028 | 1,270 | 1,249,570 | |||||||||
Equinix, Inc. | 5.875 | % | 1/15/2026 | 500 | 515,625 | |||||||||
Hunt Cos., Inc.† | 6.25 | % | 2/15/2026 | 849 | 793,815 | |||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. | 5.625 | % | 5/1/2024 | 195 | 200,606 | |||||||||
Shimao Property Holdings Ltd. (Hong Kong)(b) | 4.75 | % | 7/3/2022 | 500 | 480,651 | |||||||||
VEREIT Operating Partnership LP | 3.00 | % | 2/6/2019 | 1,669 | 1,668,932 | |||||||||
VEREIT Operating Partnership LP | 4.875 | % | 6/1/2026 | 1,916 | 1,935,533 | |||||||||
Total | 8,781,382 | |||||||||||||
Retail 0.33% | ||||||||||||||
CEC Entertainment, Inc. | 8.00 | % | 2/15/2022 | 841 | 765,310 | |||||||||
IRB Holding Corp.† | 6.75 | % | 2/15/2026 | 1,130 | 1,110,225 | |||||||||
Total | 1,875,535 | |||||||||||||
Steel 0.19% | ||||||||||||||
Cleveland-Cliffs, Inc. | 5.75 | % | 3/1/2025 | 863 | 842,504 | |||||||||
Vale Overseas Ltd. (Brazil)(b) | 6.875 | % | 11/10/2039 | 188 | 221,182 | |||||||||
Total | 1,063,686 | |||||||||||||
Technology 0.95% | ||||||||||||||
Alibaba Group Holding Ltd. (China)(b) | 3.60 | % | 11/28/2024 | 965 | 949,013 | |||||||||
Alibaba Group Holding Ltd. (China)(b) | 4.20 | % | 12/6/2047 | 521 | 475,480 | |||||||||
Alibaba Group Holding Ltd. (China)(b) | 4.40 | % | 12/6/2057 | 200 | 183,332 | |||||||||
Baidu, Inc. (China)(b) | 3.50 | % | 11/28/2022 | 433 | 425,350 | |||||||||
Baidu, Inc. (China)(b) | 3.875 | % | 9/29/2023 | 425 | 421,387 | |||||||||
Netflix, Inc. | 4.375 | % | 11/15/2026 | 1,497 | 1,413,887 | |||||||||
Tencent Holdings Ltd. (China)†(b) | 3.595 | % | 1/19/2028 | 1,688 | 1,598,884 | |||||||||
Total | 5,467,333 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Telecommunications 0.46% | ||||||||||||||
AT&T, Inc. | 6.00 | % | 8/15/2040 | $ | 967 | $ | 1,037,148 | |||||||
CenturyLink, Inc. | 6.75 | % | 12/1/2023 | 536 | 558,110 | |||||||||
Intelsat Connect Finance SA (Luxembourg)†(b) | 9.50 | % | 2/15/2023 | 579 | 578,276 | |||||||||
MTN Mauritius Investment Ltd. (Mauritius)†(b) | 4.755 | % | 11/11/2024 | 200 | 182,058 | |||||||||
Ooredoo International Finance Ltd.† | 3.75 | % | 6/22/2026 | 300 | 286,690 | |||||||||
Total | 2,642,282 | |||||||||||||
Transportation: Miscellaneous 0.24% | ||||||||||||||
Autoridad del Canal de Panama (Panama)†(b) | 4.95 | % | 7/29/2035 | 200 | 207,500 | |||||||||
Burlington Northern Santa Fe LLC | 5.75 | % | 5/1/2040 | 391 | 468,271 | |||||||||
Pelabuhan Indonesia III Persero PT (Indonesia)†(b) | 4.50 | % | 5/2/2023 | 220 | 219,705 | |||||||||
Rumo Luxembourg Sarl (Luxembourg)†(b) | 7.375 | % | 2/9/2024 | 458 | 469,061 | |||||||||
Total | 1,364,537 | |||||||||||||
Utilities 0.22% | ||||||||||||||
Aegea Finance Sarl (Brazil)†(b) | 5.75 | % | 10/10/2024 | 574 | 538,125 | |||||||||
Aquarion Co.† | 4.00 | % | 8/15/2024 | 724 | 725,799 | |||||||||
Total | 1,263,924 | |||||||||||||
Total Corporate Bonds (cost $150,798,038) | 147,552,457 | |||||||||||||
FOREIGN GOVERNMENT OBLIGATIONS 3.31% | ||||||||||||||
Angola 0.11% | ||||||||||||||
Republic of Angola†(b) | 9.50 | % | 11/12/2025 | 560 | 636,745 | |||||||||
Argentina 1.31% | ||||||||||||||
City of Buenos Aires(e) | 46.591%(BADLAR + 3.25%) | # | 3/29/2024 | ARS | 1,800 | 37,382 | ||||||||
Provincia de Buenos Aires†(b) | 6.50 | % | 2/15/2023 | $ | 226 | 198,600 | ||||||||
Provincia de Mendoza†(b) | 8.375 | % | 5/19/2024 | 400 | 353,004 | |||||||||
Republic of Argentina(b) | 4.625 | % | 1/11/2023 | 305 | 258,376 | |||||||||
Republic of Argentina(b) | 5.625 | % | 1/26/2022 | 3,473 | 3,145,670 | |||||||||
Republic of Argentina(b) | 6.875 | % | 4/22/2021 | 3,000 | 2,877,780 | |||||||||
Republic of Argentina(b) | 8.28 | % | 12/31/2033 | 714 | 647,626 | |||||||||
Total | 7,518,438 | |||||||||||||
Bahamas 0.12% | ||||||||||||||
Commonwealth of Bahamas†(b) | 6.00 | % | 11/21/2028 | 370 | 379,250 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Bahamas (continued) | ||||||||||||||
Commonwealth of Bahamas†(b) | 6.95 | % | 11/20/2029 | $ | 300 | $ | 321,000 | |||||||
Total | 700,250 | |||||||||||||
Bermuda 0.07% | ||||||||||||||
Government of Bermuda† | 3.717 | % | 1/25/2027 | 430 | 411,140 | |||||||||
Colombia 0.12% | ||||||||||||||
Republic of Colombia(b) | 3.875 | % | 4/25/2027 | 700 | 679,875 | |||||||||
Dominican Republic 0.03% | ||||||||||||||
Dominican Republic†(b) | 6.50 | % | 2/15/2048 | 200 | 196,625 | |||||||||
Egypt 0.07% | ||||||||||||||
Arab Republic of Egypt†(b) | 6.125 | % | 1/31/2022 | 220 | 220,603 | |||||||||
Arab Republic of Egypt†(b) | 7.903 | % | 2/21/2048 | 200 | 191,462 | |||||||||
Total | 412,065 | |||||||||||||
Ghana 0.04% | ||||||||||||||
Republic of Ghana†(b) | 7.875 | % | 8/7/2023 | 225 | 236,363 | |||||||||
Indonesia 0.22% | ||||||||||||||
Perusahaan Penerbit SBSN†(b) | 4.00 | % | 11/21/2018 | 200 | 200,400 | |||||||||
Republic of Indonesia†(b) | 4.35 | % | 1/8/2027 | 1,095 | 1,081,358 | |||||||||
Total | 1,281,758 | |||||||||||||
Latvia 0.05% | ||||||||||||||
Republic of Latvia†(b) | 5.25 | % | 6/16/2021 | 258 | 271,255 | |||||||||
Lithuania 0.11% | ||||||||||||||
Republic of Lithuania†(b) | 7.375 | % | 2/11/2020 | 592 | 626,872 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Mexico 0.25% | ||||||||||||||
United Mexican States(b) | 3.75 | % | 1/11/2028 | $ | 600 | $ | 572,550 | |||||||
United Mexican States(b) | 4.00 | % | 10/2/2023 | 834 | 840,609 | |||||||||
Total | 1,413,159 | |||||||||||||
Nigeria 0.05% | ||||||||||||||
Republic of Nigeria†(b) | 7.143 | % | 2/23/2030 | 275 | 269,459 | |||||||||
Qatar 0.20% | ||||||||||||||
State of Qatar†(b) | 3.25 | % | 6/2/2026 | 825 | 791,893 | |||||||||
State of Qatar†(b) | 5.103 | % | 4/23/2048 | 310 | 323,050 | |||||||||
Total | 1,114,943 | |||||||||||||
Romania 0.01% | ||||||||||||||
Republic of Romania†(b) | 6.125 | % | 1/22/2044 | 49 | 55,402 | |||||||||
Sri Lanka 0.15% | ||||||||||||||
Republic of Sri Lanka†(b) | 6.20 | % | 5/11/2027 | 480 | 452,327 | |||||||||
Republic of Sri Lanka†(b) | 6.25 | % | 7/27/2021 | 200 | 200,953 | |||||||||
Republic of Sri Lanka†(b) | 6.85 | % | 11/3/2025 | 200 | 197,924 | |||||||||
Total | 851,204 | |||||||||||||
Turkey 0.33% | ||||||||||||||
Republic of Turkey(b) | 3.25 | % | 3/23/2023 | 220 | 191,879 | |||||||||
Republic of Turkey(b) | 5.625 | % | 3/30/2021 | 1,206 | 1,184,111 | |||||||||
Republic of Turkey(b) | 5.75 | % | 3/22/2024 | 510 | 481,416 | |||||||||
Total | 1,857,406 | |||||||||||||
Uruguay 0.07% | ||||||||||||||
Republic of Uruguay(b) | 4.975 | % | 4/20/2055 | 425 | 426,063 | |||||||||
Total Foreign Government Obligations (cost $19,388,004) | 18,959,022 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.56% | ||||||||||||||
Federal Home Loan Mortgage Corp. K072 A2 | 3.444 | % | 12/25/2027 | $ | 1,019 | $ | 1,009,118 | |||||||
Federal Home Loan Mortgage Corp. Q001 XA IO | 2.277 | %#(a) | 2/25/2032 | 2,817 | 411,144 | |||||||||
Government National Mortgage Assoc. 2014-78 A | 2.20 | % | 4/16/2047 | 26 | 25,794 | |||||||||
Government National Mortgage Assoc. 2015-47 AE | 2.90 | %#(a) | 11/16/2055 | 1,185 | 1,157,969 | |||||||||
Government National Mortgage Assoc. 2015-48 AS | 2.90 | %#(a) | 2/16/2049 | 781 | 759,968 | |||||||||
Government National Mortgage Assoc. 2015-73 AC | 2.90 | %#(a) | 2/16/2053 | 282 | 273,844 | |||||||||
Government National Mortgage Assoc. 2017-168 AS | 2.70 | % | 8/16/2058 | 1,600 | 1,538,078 | |||||||||
Government National Mortgage Assoc. 2017-41 AS | 2.60 | % | 6/16/2057 | 1,296 | 1,228,616 | |||||||||
Government National Mortgage Assoc. 2017-69 AS | 2.75 | % | 2/16/2058 | 664 | 634,803 | |||||||||
Government National Mortgage Assoc. 2017-71 AS | 2.70 | % | 4/16/2057 | 436 | 414,618 | |||||||||
Government National Mortgage Assoc. 2017-86 AS | 2.75 | % | 2/16/2058 | 508 | 489,262 | |||||||||
Government National Mortgage Assoc. 2017-89 AB | 2.60 | % | 7/16/2058 | 428 | 409,529 | |||||||||
Government National Mortgage Assoc. 2017-90 AS | 2.70 | % | 7/16/2057 | 596 | 569,887 | |||||||||
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $9,268,615) | 8,922,630 | |||||||||||||
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 28.75% | ||||||||||||||
Federal Home Loan Mortgage Corp. | 4.00 | % | 8/1/2047 | 4,796 | 4,850,396 | |||||||||
Federal Home Loan Mortgage Corp. | 5.00 | % | 9/1/2019 - 6/1/2026 | 55 | 56,028 | |||||||||
Federal National Mortgage Assoc. | 3.50 | % | 4/1/2043 - 7/1/2043 | 2,170 | 2,157,640 | |||||||||
Federal National Mortgage Assoc.(f) | 3.50 | % | TBA | 6,500 | 6,396,982 | |||||||||
Federal National Mortgage Assoc. | 3.561%(12 Mo. LIBOR + 1.78%) | # | 3/1/2042 | 634 | 663,447 | |||||||||
Federal National Mortgage Assoc. | 4.00 | % | 10/1/2040 - 9/1/2047 | 10,680 | 10,813,672 | |||||||||
Federal National Mortgage Assoc.(f) | 4.00 | % | TBA | 50,400 | 50,894,833 | |||||||||
Federal National Mortgage Assoc.(f) | 4.50 | % | TBA | 85,100 | 87,802,593 | |||||||||
Federal National Mortgage Assoc. | 5.50 | % | 12/1/2034 - 9/1/2036 | 886 | 957,392 | |||||||||
Total Government Sponsored Enterprises Pass-Throughs (cost $166,044,671) | 164,592,983 | |||||||||||||
MUNICIPAL BONDS 0.14% | ||||||||||||||
North Texas Tollway Auth | 8.91 | % | 2/1/2030 | 538 | 576,473 | |||||||||
Pennsylvania | 5.35 | % | 5/1/2030 | 235 | 241,347 | |||||||||
Total Municipal Bonds (cost $816,621) | 817,820 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 4.63% | ||||||||||||||
Atrium Hotel Portfolio Trust 2018-ATRM A† | 3.108%(1 Mo. LIBOR + .95%) | # | 6/15/2035 | $ | 537 | $ | 538,682 | |||||||
Bancorp Commercial Mortgage Trust (The) 2018-CR3 A† | 2.913%(1 Mo. LIBOR + .85%) | # | 1/15/2033 | 508 | 507,929 | |||||||||
BANK 2018-BN10 AS | 3.898 | %#(a) | 2/15/2061 | 848 | 835,564 | |||||||||
BB-UBS Trust 2012-SHOW A† | 3.43 | % | 11/5/2036 | 1,342 | 1,318,712 | |||||||||
BWAY Mortgage Trust 2015-1740 A† | 2.917 | % | 1/10/2035 | 880 | 846,620 | |||||||||
BX Trust 2018-GW A† | 2.958%(1 Mo. LIBOR + .80%) | # | 5/15/2035 | 1,467 | 1,465,113 | |||||||||
Caesars Palace Las Vegas Trust 2017-VICI A† | 3.531 | % | 10/15/2034 | 1,474 | 1,474,426 | |||||||||
Caesars Palace Las Vegas Trust 2017-VICI B† | 3.835 | % | 10/15/2034 | 901 | 901,761 | |||||||||
CCUBS Commercial Mortgage Trust 2017-C1 AS | 3.907 | %#(a) | 11/15/2050 | 335 | 331,416 | |||||||||
CGBAM Commercial Mortgage Trust 2015-SMRT B† | 3.213 | % | 4/10/2028 | 212 | 211,267 | |||||||||
CGBAM Commercial Mortgage Trust 2015-SMRT C† | 3.516 | % | 4/10/2028 | 159 | 158,759 | |||||||||
Citigroup Commercial Mortgage Trust 2016-GC36 D† | 2.85 | % | 2/10/2049 | 1,250 | 1,010,645 | |||||||||
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO | 1.344 | %#(a) | 8/10/2047 | 719 | 30,467 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 B | 4.588 | %#(a) | 7/10/2050 | 178 | 177,712 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 C | 4.588 | %#(a) | 7/10/2050 | 410 | 393,430 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 D | 4.588 | %#(a) | 7/10/2050 | 574 | 506,966 | |||||||||
Commercial Mortgage Pass-Through Certificates 2016-SAVA A† | 3.878%(1 Mo. LIBOR + 1.72%) | # | 10/15/2034 | 734 | 734,865 | |||||||||
CSAIL Commercial Mortgage Trust 2015-C2 C | 4.345 | %#(a) | 6/15/2057 | 700 | 678,987 | |||||||||
DBWF Mortgage Trust 2015-LCM D† | 3.535 | %#(a) | 6/10/2034 | 257 | 216,624 | |||||||||
GAHR Commercial Mortgage Trust 2015-NRF DFX† | 3.495 | %#(a) | 12/15/2034 | 278 | 276,465 | |||||||||
GS Mortgage Securities Corp. II 2018-RIVR A† | 3.108%(1 Mo. LIBOR + .95%) | # | 7/15/2035 | 683 | 684,157 | |||||||||
GS Mortgage Securities Trust 2015-GC32 C | 4.558 | %#(a) | 7/10/2048 | 195 | 192,006 | |||||||||
Hudsons Bay Simon JV Trust 2015-HB7 B7† | 4.666 | % | 8/5/2034 | 668 | 645,910 | |||||||||
Hudsons Bay Simon JV Trust 2015-HB7 D7† | 5.331 | %#(a) | 8/5/2034 | 629 | 572,226 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ A† | 3.158%(1 Mo. LIBOR + 1.00%) | # | 6/15/2032 | $ | 1,600 | $ | 1,605,014 | |||||||
JPMorgan Chase Commercial Mortgage Securities Corp. 2018-AON A† | 4.128 | % | 7/5/2031 | 1,673 | 1,718,213 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 AS | 4.243 | %#(a) | 4/15/2047 | 300 | 305,566 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C | 4.441 | %#(a) | 7/15/2048 | 374 | 365,516 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ D† | 4.258%(1 Mo. LIBOR + 2.10%) | # | 6/15/2032 | 799 | 806,095 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFL† | 3.06%(1 Mo. LIBOR + .95%) | # | 7/5/2033 | 377 | 376,493 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFX† | 4.248 | % | 7/5/2033 | 1,056 | 1,083,128 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFL† | 3.71 | %#(a) | 7/5/2033 | 1,130 | 1,128,530 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFX† | 4.549 | % | 7/5/2033 | 340 | 348,753 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX† | 4.95 | % | 7/5/2033 | 453 | 465,102 | |||||||||
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1 | 6.25 | % | 10/25/2036 | 15 | 12,421 | |||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO | 0.839 | %#(a) | 7/15/2050 | 19,211 | 561,385 | |||||||||
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B† | 4.144 | %#(a) | 1/5/2043 | 250 | 238,298 | |||||||||
Structured Asset Securities Corp. 2006-3H 1A2 | 5.75 | % | 12/25/2035 | 8 | 8,007 | |||||||||
UBS-BAMLL Trust 2012-WRM E† | 4.379 | %#(a) | 6/10/2030 | 595 | 564,063 | |||||||||
UBS-Barclays Commercial Mortgage Trust 2012-C3 B† | 4.365 | %#(a) | 8/10/2049 | 200 | 203,403 | |||||||||
Wells Fargo Commercial Mortgage Trust 2013-LC12 D† | 4.423 | %#(a) | 7/15/2046 | 364 | 307,963 | |||||||||
Wells Fargo Commercial Mortgage Trust 2015-C28 D | 4.266 | %#(a) | 5/15/2048 | 1,489 | 1,302,998 | |||||||||
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E† | 5.041 | %#(a) | 1/15/2059 | 434 | 371,224 | |||||||||
Total Non-Agency Commercial Mortgage-Backed Securities (cost $26,276,753) | 26,482,881 | |||||||||||||
U.S. TREASURY OBLIGATIONS 28.85% | ||||||||||||||
U.S. Treasury Bill | Zero Coupon | 12/13/2018 | 55,935 | 55,694,825 | ||||||||||
U.S. Treasury Bond | 2.25 | % | 8/15/2046 | 4,690 | 3,871,815 | |||||||||
U.S. Treasury Bond | 2.50 | % | 2/15/2046 | 1,949 | 1,700,579 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
U.S. TREASURY OBLIGATIONS (continued) | ||||||||||||||
U.S. Treasury Bond | 3.00 | % | 5/15/2045 | $ | 4,342 | $ | 4,188,843 | |||||||
U.S. Treasury Bond | 3.00 | % | 2/15/2048 | 19,733 | 18,986,075 | |||||||||
U.S. Treasury Bond | 3.125 | % | 11/15/2041 | 2,018 | 1,998,135 | |||||||||
U.S. Treasury Bond | 4.375 | % | 5/15/2041 | 2,200 | 2,622,727 | |||||||||
U.S. Treasury Note | 1.875 | % | 4/30/2022 | 1,406 | 1,356,845 | |||||||||
U.S. Treasury Note | 1.875 | % | 12/15/2020 | 11,061 | 10,835,459 | |||||||||
U.S. Treasury Note | 2.625 | % | 11/15/2020 | 4,247 | 4,228,336 | |||||||||
U.S. Treasury Note | 2.75 | % | 9/15/2021 | 3,899 | 3,884,683 | |||||||||
U.S. Treasury Note | 2.875 | % | 5/15/2028 | 11,166 | 11,000,691 | |||||||||
U.S. Treasury Note | 2.875 | % | 9/30/2023 | 41,259 | 41,123,619 | |||||||||
U.S. Treasury Note | 6.25 | % | 8/15/2023 | 3,222 | 3,705,741 | |||||||||
Total U.S. Treasury Obligations (cost $166,486,490) | 165,198,373 | |||||||||||||
Total Long-Term Investments (cost $688,128,149) | 681,037,918 | |||||||||||||
SHORT-TERM INVESTMENT 5.18% | ||||||||||||||
REPURCHASE AGREEMENT | ||||||||||||||
Repurchase Agreement dated 9/28/2018, 1.25% due 10/1/2018 with Fixed Income Clearing Corp. collateralized by $32,700,000 of U.S. Treasury Note at 1.25% due 7/31/2023; value: $30,260,515; proceeds: $29,667,248 (cost $29,664,158) | 29,664 | 29,664,158 | ||||||||||||
Total Investments in Securities 124.13% (cost $717,792,307) | 710,702,076 | |||||||||||||
Liabilities in Excess of Cash and Other Assets(g) (24.13%) | (138,156,174 | ) | ||||||||||||
Net Assets 100.00% | $ | 572,545,902 |
ARS | Argentine Peso. |
BADLAR | Banco de la Republica Argentina. |
IO | Interest Only. |
LIBOR | London Interbank Offered Rate. |
PIK | Payment-in-kind. |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
# | Variable rate security. The interest rate represents the rate in effect at September 30, 2018. |
(a) | Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. |
(b) | Foreign security traded in U.S. dollars. |
(c) | Variable Rate is Fixed to Float: Rate remains fixed until designated future date. |
(d) | Defaulted (non-income producing security). |
(e) | Investment in non-U.S. dollar denominated securities. |
(f) | To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned. |
(g) | Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on futures contracts as follows: |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
Open Futures Contracts at September 30, 2018:
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Appreciation | ||||||||||||
U.S. 10-Year Treasury Note | December 2018 | 94 | Short | $ | (11,278,367 | ) | $ | (11,165,437 | ) | $ | 112,930 | |||||||
Type | Expiration | Contracts | Position | Notional Amount | Notional Value | Unrealized Depreciation | ||||||||||||
U.S. 2-Year Treasury Note | December 2018 | 109 | Long | $ | 23,033,245 | $ | 22,970,047 | $ | (63,198 | ) | ||||||||
U.S. 5-Year Treasury Note | December 2018 | 165 | Long | 18,674,943 | 18,558,633 | (116,310 | ) | |||||||||||
U.S. 10-Year Treasury Note | December 2018 | 22 | Long | 2,818,102 | 2,772,000 | (46,102 | ) | |||||||||||
Ultra Long U.S. Treasury Bond | December 2018 | 13 | Long | 2,077,992 | 2,005,656 | (72,336 | ) | |||||||||||
Total Unrealized Depreciation on Open Futures Contracts | $ | (297,946 | ) |
The following is a summary of the inputs used as of September 30, 2018 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 148,511,752 | $ | — | $ | 148,511,752 | ||||||||
Corporate Bonds | — | 147,552,457 | — | 147,552,457 | ||||||||||||
Foreign Government Obligations | — | 18,959,022 | — | 18,959,022 | ||||||||||||
Government Sponsored Enterprises Collateralized Mortgage Obligations | — | 8,922,630 | — | 8,922,630 | ||||||||||||
Government Sponsored Enterprises Pass-Throughs | — | 164,592,983 | — | 164,592,983 | ||||||||||||
Municipal Bonds | — | 817,820 | — | 817,820 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Securities | — | 26,482,881 | — | 26,482,881 | ||||||||||||
U.S. Treasury Obligations | — | 165,198,373 | — | 165,198,373 | ||||||||||||
Short-Term Investments | ||||||||||||||||
Repurchase Agreement | — | 29,664,158 | — | 29,664,158 | ||||||||||||
Total | $ | — | $ | 710,702,076 | $ | — | $ | 710,702,076 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 112,930 | $ | — | $ | — | $ | 112,930 | ||||||||
Liabilities | (297,946 | ) | — | — | (297,946 | ) | ||||||||||
Total | $ | (185,016 | ) | $ | — | $ | — | $ | (185,016 | ) |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2018. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2018
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Asset-Backed Securities | |||
Balance as of January 1, 2018 | $ | 4,488,220 | ||
Accrued Discounts (Premiums) | — | |||
Realized Gain (Loss) | 10,063 | |||
Change in Unrealized Appreciation (Depreciation) | 45 | |||
Purchases | — | |||
Sales | (1,742,063 | ) | ||
Transfers into Level 3 | — | |||
Transfers out of Level 3 | (2,756,265 | ) | ||
Balance as of September 30, 2018 | $ | — | ||
Change in unrealized appreciation/depreciation for period ended September 30, 2018, related to Level 3 investments held at September 30, 2018 | $ | — |
See Notes to Schedule of Investments.
1. ORGANIZATION
Lord Abbett Series Fund, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “Act”), as an open-end management investment company and was incorporated under Maryland law in 1989. The Company consists of the following twelve portfolios (separately, a “Fund” and collectively, the “Funds”): Bond Debenture Portfolio (“Bond Debenture”), Calibrated Dividend Growth Portfolio (“Calibrated Dividend Growth”), Classic Stock Portfolio (“Classic Stock”), Developing Growth Portfolio (“Developing Growth”), Fundamental Equity Portfolio (“Fundamental Equity”), Growth and Income Portfolio (“Growth and Income”), Growth Opportunities Portfolio (“Growth Opportunities”), International Equity Portfolio (“International Equity”) formerly International Core Equity, International Opportunities Portfolio (“International Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”) and Total Return Portfolio (“Total Return”). Each Fund is diversified as defined in the Act.
The investment objective of Bond Debenture is to seek high current income and the opportunity for capital appreciation to produce a high total return. The investment objective of Calibrated Dividend Growth is to seek current income and capital appreciation. The investment objective of Classic Stock is growth of capital and growth of income consistent with reasonable risk. The investment objective of Developing Growth is long-term growth of capital. The investment objective of Fundamental Equity and Growth and Income is long-term growth of capital and income without excessive fluctuations in market value. The investment objective of Growth Opportunities is capital appreciation. The investment objective of International Equity and International Opportunities is long-term capital appreciation. The investment objective of Mid Cap Stock is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace. The investment objective of Short Duration Income is to seek a high level of income consistent with preservation of capital. The investment objective of Total Return is to seek income and capital appreciation to produce a high total return.
2. SIGNIFICANT ACCOUNTING POLICIES
(a) | Investment Valuation-Under procedures approved by the Funds’ Board of Directors (the “Board”), Lord, Abbett & Co. LLC (“Lord Abbett”), the Funds’ investment manager, has formed a Pricing Committee to administer the pricing and valuation of portfolio investments and to ensure that prices utilized reasonably reflect fair value. Among other things, these procedures allow the Funds to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value. |
Securities actively traded on any recognized U.S. or non-U.S. exchange or on The NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. Each Fund may utilize an independent fair valuation service in adjusting the valuations of foreign securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and asked prices. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Exchange traded options and futures contracts are valued at the last quoted sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps are valued daily using independent pricing services or quotations from broker/dealers to the extent available. | |
Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use related or comparable assets or liabilities, recent transactions, market multiples, book values, yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the Pricing Committee and may employ techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee. |
Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value. | |
(b) | Security Transactions-Security transactions are recorded as of the date that the securities are purchased or sold (trade date). |
(c) | Foreign Transactions-The books and records of each Fund are maintained in U.S. dollars and transactions denominated in foreign currencies are recorded in each Fund’s records at the rate prevailing when earned or recorded. |
The Funds use foreign currency exchange contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts’ terms. | |
(d) | Forward Foreign Currency Exchange Contracts-Each Fund may enter into forward foreign currency exchange contracts in order to reduce their exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, or gain or reduce exposure to foreign currency solely for investment purposes. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. The contracts are valued daily at forward exchange rates. |
(e) | Futures Contracts-Bond Debenture, Calibrated Dividend Growth, Short Duration Income and Total Return may purchase and sell futures contracts to enhance returns, to attempt to economically hedge some of its investment risk, or as a substitute position in lieu of holding the underlying asset on which the instrument is based. Calibrated Dividend Growth may purchase and sell index future contracts to manage cash. At the time of entering into a futures transaction, an investor is required to deposit and maintain a specified amount of cash or eligible securities called “initial margin.” Subsequent payments made or received by the Fund called “variation margin” are made on a daily basis as the market price of the futures contract fluctuates. The Fund will record an unrealized gain (loss) based on the amount of variation margin. When a contract is closed, a realized gain (loss) is recorded equal to the difference between the opening and closing value of the contract. |
(f) | Repurchase Agreements-Each Fund may enter into repurchase agreements with respect to securities. A repurchase agreement is a transaction in which a fund acquires a security and simultaneously commits to resell that security to the seller (a bank or securities dealer) at an agreed-upon price on an agreed-upon date. Each Fund requires at all times that the repurchase agreement be collateralized by cash, or by securities of the U.S. Government, its agencies, its instrumentalities, or U.S. Government sponsored enterprises having a value equal to, or in excess of, the value of the repurchase agreement (including accrued interest). If the seller of the agreement defaults on its obligation to repurchase the underlying securities at a time when the fair value of these securities has declined, a Fund may incur a loss upon disposition of the securities. |
(g) | Reverse Repurchase Agreements-Each Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, a Fund sells a security to a securities dealer or bank for cash and also agrees to repurchase the same security later at a set price. Reverse repurchase agreements expose the Fund to credit risk (that is, the risk that the counterparty will fail to resell the security to the Fund). Engaging in reverse repurchase agreements also may involve the use of leverage, in that the Fund may reinvest the cash it receives in additional securities. Reverse repurchase agreements involve the risk that the market value of the securities to be repurchased by the Fund may decline below the repurchase price. |
(h) | Credit Default Swaps-The Bond Debenture Portfolio may enter into credit default swap contracts in order to economically hedge credit risk or for speculation purposes. As a seller of a credit default swap contract (“seller of protection”), the Fund is required to pay the notional amount or other agreed-upon value of a referenced debt obligation to the counterparty in the event of a default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund receives from the counterparty a periodic stream of payments over the term of the contract. |
As a purchaser of a credit default swap contract (“buyer of protection”), the Fund would receive the notional amount or other agreed upon value of a referenced debt obligation from the counterparty in the event of default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund would make periodic payments to the counterparty over the term of the contracts, provided no event of default has occurred. |
These credit default swaps may have as a reference obligation corporate or sovereign issuers or credit indices. These credit indices are comprised of a basket of securities representing a particular sector of the market. During the period, Bond Debenture Portfolio entered into credit default swaps based on CMBX indexes, which are comprised of a basket of commercial mortgage-backed securities. | |
Credit default swaps are fair valued based upon quotations from counterparties, brokers or market-makers and the change in value, if any, is recorded as an unrealized appreciation or depreciation. For a credit default swap sold by the Fund, payment of the agreed-upon amount made by the Fund in the event of default of the referenced debt obligation is recorded as the cost of the referenced debt obligation purchased/received. For a credit default swap purchased by the Fund, the agreed-upon amount received by the Fund in the event of default of the referenced debt obligation is recorded as proceeds from sale/delivery of the referenced debt obligation and the resulting gain or loss realized on the referenced debt obligation is recorded as such by the Fund. | |
Any upfront payments made or received upon entering a credit default swap contract would be amortized or accreted over the life of the swap and recorded as realized gains or losses. Collateral, in the form of cash or securities, may be required to be held in segregated accounts with the custodian bank or broker in accordance with the swap agreement. The value and credit rating of each credit default swap where the Fund is the seller of protection, are both measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. The maximum potential amount of future payments (undiscounted) that the Fund as a seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into by the Fund for the same referenced entity or entities. | |
Entering into credit default swaps involves credit and market risk. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements, and that there may be unfavorable changes in interest rates, and that Lord Abbett does not correctly predict the creditworthiness of the issuers of the reference obligation on which the credit default swap is based. | |
(i) | When-Issued, Forward Transactions or To-Be-Announced (“TBA”) Transactions-Each Fund may purchase portfolio securities on a when-issued or forward basis. When-issued, forward transactions or TBA transactions involve a commitment by a Fund to purchase securities, with payment and delivery (“settlement”) to take place in the future, in order to secure what is considered to be an advantageous price or yield at the time of entering into the transaction. During the period between purchase and settlement, the fair value of the securities will fluctuate and assets consisting of cash and/or marketable securities (normally short-term U.S. Government or U.S. Government sponsored enterprise securities) marked to market daily in an amount sufficient to make payment at settlement will be segregated at each Fund’s custodian in order to pay for the commitment. At the time each Fund makes the commitment to purchase a security on a when-issued basis, it will record the transaction and reflect the liability for the purchase and fair value of the security in determining its net asset value. Each Fund, generally, has the ability to close out a purchase obligation on or before the settlement date rather than take delivery of the security. Under no circumstances will settlement for such securities take place more than 120 days after the purchase date. |
(j) | Mortgage Dollar Rolls-Bond Debenture, Short Duration Income and Total Return may enter into mortgage dollar rolls in which a Fund sells mortgage-backed securities for delivery in the current month and simultaneously contracts with the same counterparty to repurchase similar (same type, coupon and maturity) but not identical securities on a specified future date. During the roll period, each Fund loses the right to receive principal (including prepayments of principal) and interest paid on the securities sold. |
(k) | Floating Rate Loans-Bond Debenture, Short Duration Income and Total Return may invest in floating rate loans, which usually take the form of loan participations and assignments. Loan participations and assignments are agreements to make money available to U.S. or foreign corporations, partnerships or other business entities (the “Borrower”) in a specified amount, at a specified rate and within a specified time. A loan is typically originated, negotiated and structured by a U.S. or foreign bank, insurance company or other financial institution (the “Agent”) for a group of loan investors (“Loan Investors”). The Agent typically administers and enforces the loan on behalf of the other Loan Investors in the syndicate and may hold any collateral on behalf of the Loan Investors. Such loan participations and assignments are typically senior, secured and collateralized in nature. A Fund records an investment when the Borrower withdraws money and records interest as earned. These loans pay interest at rates which are periodically reset by reference to a base lending rate plus a spread. These base lending rates are generally the prime rate offered by a designated U.S. bank or London InterBank Offered Rate (“LIBOR”). |
The loans in which each Fund invests may be subject to some restrictions on resale. For example, each Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. Each Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, each Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between each Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enter into bankruptcy, each Fund may incur certain costs and delays in realizing payment or may suffer a loss of principal and/or interest. | |
Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of September 30, 2018, the following Fund had unfunded loan commitments: |
Security Name | Bond Debenture | |||
Mavis Tire Express Services Corp. 1st Lien Term Loan | $ | 304,761 | ||
Energizer Holdings, Inc. Bridge Term Loan | 910,000 | |||
Total | $ | 1,214,761 |
(l) | Fair Value Measurements-Fair value is defined as the price that each Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk - for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy classification is determined based on the lowest level of inputs that is significant to the fair value measurement, and is summarized in the three broad Levels listed below: |
• | Level 1 - unadjusted quoted prices in active markets for identical investments; | |
• | Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.); and | |
• | Level 3 - significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments). |
A summary of inputs used in valuing each Fund’s investments and other financial instruments as of September 30, 2018 and, if applicable, Level 1/Level 2 transfers and Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments. |
Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. All transfers between different levels within the three-tier hierarchy are deemed to have occurred as of the beginning of the reporting period. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
3. DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES
Bond Debenture entered into forward foreign currency exchange contracts during the period ended September 30, 2018 (as described in Note 2(d)). A forward foreign currency exchange contract reduces the Fund’s exposure to changes in the value of the currency it will deliver (or settle in cash) and increases its exposure to changes in the value of the currency it will receive (or settle in cash) for the duration of the contract. The Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and the Fund’s returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. The Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on forward foreign currency exchange contracts.
Bond Debenture, Short Duration Income and Total Return entered into U.S. Treasury futures contracts and Calibrated Dividend Growth entered into E-Mini S&P 500 index futures, during the period ended September 30, 2018 (as described in note 2(e)) to economically hedge against changes in interest rates and to manage cash. Bond Debenture, Short Duration Income and Total Return bear the risk of interest rates moving unexpectedly, in which case the Funds may not achieve the anticipated benefits of the futures contracts and realize a loss. Calibrated Dividend Growth bears the risk that the underlying index will move unexpectedly, in which case the Fund may realize a loss. There is minimal counterparty credit risk to the Fund since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees futures against default.
Bond Debenture entered into credit default swaps for the period ended September 30, 2018 (as described in note 2(h)) for investment purposes, to economically hedge credit risk or for speculative purposes. Credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying security in the event of a defined credit event, such as payment default or bankruptcy. Under a credit default swap one party acts as a guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying security at par if the defined credit event occurs. The Fund’s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract.
Bond Debenture entered into centrally cleared credit default swaps on indexes for the period then ended September 30, 2018 (as described in note 2(h)) to economically hedge credit risk. Centrally cleared credit default swaps on indexes involve the exchange of a fixed rate premium for protection against the loss in value of underlying securities within an index in the event of a defined credit event, such as payment default or bankruptcy. Under a credit default swap one party acts as a guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying security at par if the defined credit event occurs. There is minimal counterparty credit risk to the Fund since these credit default swaps are traded through a central clearinghouse. As a counterparty to all centrally cleared credit default swaps, the clearinghouse guarantees credit default swaps against default.
As of September 30, 2018, Bond Debenture, Calibrated Dividend Growth, Short Duration Income and Total Return had the following derivatives at fair value, grouped into risk categories that illustrate the Funds use of derivative instruments:
Bond Debenture Portfolio | ||||||||||||
Asset Derivatives | Interest Rate Contracts | Foreign Currency Contracts |
Credit Contracts | |||||||||
Centrally Cleared Credit Default Swaps | $ | — | $ | — | $ | 721,315 | ||||||
Forward Foreign Currency Exchange Contracts | $ | — | $ | 264,717 | $ | — | ||||||
Futures Contracts | $ | 3,624,829 | $ | — | $ | — | ||||||
Liability Derivatives | ||||||||||||
Centrally Cleared Credit Default Swaps | $ | — | $ | — | $ | 235,451 | ||||||
Credit Default Swaps | $ | — | $ | — | $ | 2,127,767 | ||||||
Forward Foreign Currency Exchange Contracts | $ | — | $ | 421,132 | $ | — | ||||||
Futures Contracts | $ | 1,170,931 | $ | — | $ | — |
Calibrated Dividend Growth Portfolio | ||||
Asset Derivatives | Equity Contracts | |||
Futures Contracts | $ | 9,129 |
Short Duration Income Portfolio | ||||
Asset Derivatives | Interest Rate Contracts | |||
Futures Contracts | $ | 6,233 | ||
Liability Derivatives | ||||
Futures Contracts | $ | 33,433 |
Total Return Portfolio | ||||
Asset Derivatives | Interest Rate Contracts | |||
Futures Contracts | $ | 112,930 | ||
Liability Derivatives | ||||
Futures Contracts | $ | 297,946 |
4. FEDERAL TAX INFORMATION
As of September 30, 2018, the aggregate unrealized security gains and losses on investments and other financial instruments based on cost for U.S. federal income tax purposes were as follows:
Bond Debenture | Calibrated Dividend Growth |
Classic Stock | ||||||||||
Tax cost | $ | 1,171,164,868 | $ | 166,646,210 | $ | 34,864,640 | ||||||
Gross unrealized gain | 39,273,955 | 24,237,741 | 9,937,178 | |||||||||
Gross unrealized loss | (24,662,376 | ) | (1,972,884 | ) | (831,218 | ) | ||||||
Net unrealized gain on investments | $ | 14,611,579 | $ | 22,264,857 | $ | 9,105,960 |
Developing Growth | Fundamental Equity |
Growth and Income | ||||||||||
Tax cost | $ | 53,093,590 | $ | 338,304,353 | $ | 576,486,880 | ||||||
Gross unrealized gain | 16,970,177 | 28,806,307 | 69,429,613 | |||||||||
Gross unrealized loss | (539,710 | ) | (3,750,434 | ) | (7,095,264 | ) | ||||||
Net unrealized gain on investments | $ | 16,430,467 | $ | 25,055,873 | $ | 62,334,349 |
Growth Opportunities |
International Equity |
International Opportunities | ||||||||||
Tax cost | $ | 105,632,566 | $ | 62,298,550 | $ | 47,648,401 | ||||||
Gross unrealized gain | 29,022,742 | 4,960,641 | 3,766,758 | |||||||||
Gross unrealized loss | (2,834,547 | ) | (2,192,712 | ) | (4,682,794 | ) | ||||||
Net unrealized gain (loss) on investments | $ | 26,188,195 | $ | 2,767,929 | $ | (916,036 | ) |
Mid Cap Stock | Short Duration | Total Return | ||||||||||
Tax cost | $ | 276,127,414 | $ | 72,863,972 | $ | 719,886,209 | ||||||
Gross unrealized gain | 39,368,246 | 105,035 | 1,820,902 | |||||||||
Gross unrealized loss | (6,413,517 | ) | (1,864,398 | ) | (11,190,051 | ) | ||||||
Net unrealized gain (loss) on investments | $ | 32,954,729 | $ | (1,759,363 | ) | $ | (9,369,149 | ) |
The difference between book-basis and tax-basis unrealized gains (losses) is attributable to the tax treatment of certain securities, wash sales, swaps, foreign currency contracts, futures and amortization of premium.
Item 2: | Controls and Procedures. |
(a) | Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the Chief Executive Officer and Chief Financial Officer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities. |
(b) | There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
Item 3: | Exhibits. |
Certification of each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as a part of EX-99.CERT.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
LORD ABBETT SERIES FUND, INC. | ||
By: | /s/Douglas B. Sieg | |
Douglas B. Sieg | ||
President and Chief Executive Officer |
Date: November 20, 2018
By: | /s/Bernard J. Grzelak | |
Bernard J. Grzelak | ||
Chief Financial Officer and Vice President |
Date: November 20, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.
By: | /s/Douglas B. Sieg | |
Douglas B. Sieg | ||
President and Chief Executive Officer |
Date: November 20, 2018
By: | /s/Bernard J. Grzelak | |
Bernard J. Grzelak | ||
Chief Financial Officer and Vice President |
Date: November 20, 2018
Referenced-On Page | |||||||||
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This ‘N-Q’ Filing | Date | First | Last | Other Filings | |||||
Filed on / Effective on: | 11/29/18 | None on these Dates | |||||||
11/20/18 | 174 | ||||||||
For Period End: | 9/30/18 | 3 | 171 | ||||||
1/1/18 | 44 | 165 | |||||||
List all Filings |