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Lord Abbett Series Fund Inc – ‘N-Q’ for 9/30/18

On:  Thursday, 11/29/18, at 10:00am ET   ·   Effective:  11/29/18   ·   For:  9/30/18   ·   Accession #:  930413-18-3467   ·   File #:  811-05876

Previous ‘N-Q’:  ‘N-Q’ on 5/29/18 for 3/31/18   ·   Latest ‘N-Q’:  This Filing

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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 FinancialBond-Debenture Portfolio Class VCClassic Stock Portfolio Class VCDeveloping Growth Portfolio Class VCDividend Growth Portfolio Class VCFundamental Equity Portfolio Class VCGrowth & Income Portfolio Class VCGrowth Opportunities Portfolio Class VCInternational Equity Portfolio Class VCInternational Opportunities Portfolio Class VCMid Cap Stock Portfolio Class VCShort Duration Income Portfolio Class VCTotal Return Portfolio Class VC

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         Quarterly Report                                    HTML   2.07M 
 2: EX-99.CERT  Miscellaneous Exhibit                               HTML     15K 


N-Q   —   Quarterly Report

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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

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Item 1: Schedule of Investments.
 
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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.

 
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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: 
 
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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.

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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.

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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.

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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: 
 
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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: 
 
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</PAGE>

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: 
 
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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.

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</PAGE>

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  EUR897    1,049,273 
Total                4,429,176 

 

See Notes to Schedule of Investments.

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</PAGE>

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.

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</PAGE>

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  EUR2,291    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: 
 
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</PAGE>

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  AUD2,084    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  CAD3,000    2,329,555 
                   
Dominican Republic 0.03%                  
                   
Dominican Republic†(a)   8.90%  2/15/2023  DOP16,150    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  EUR1,500    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.

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</PAGE>

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  EUR1,235    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  UYU40,699    1,071,689 
Uruguay Monetary Regulation Bill(a)   Zero Coupon   5/3/2019  UYU52,404    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: 
 
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</PAGE>

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.

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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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  EUR1,251    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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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  EUR2,217    2,544,332 

 

See Notes to Schedule of Investments.

 C: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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  EUR2,705    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  EUR1,123    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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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: 
 
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</PAGE>

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  EUR528    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  EUR500    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: 
 
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</PAGE>

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  EUR2,781    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  EUR1,179    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: 
 
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</PAGE>

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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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: 
 
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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.

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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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)  CAD320,266    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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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: 
 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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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.

 
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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.
 
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  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.
 
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  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.
 
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(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.
 
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  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:

 
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    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 
 
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   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.

 
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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.

 
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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

 

Dates Referenced Herein

Referenced-On Page
This ‘N-Q’ Filing    Date First  Last      Other Filings
Filed on / Effective on:11/29/18None on these Dates
11/20/18174
For Period End:9/30/183171
1/1/1844165
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