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Lord Abbett Series Fund Inc – ‘N-Q’ for 3/31/17

On:  Tuesday, 5/30/17, at 11:41am ET   ·   Effective:  5/30/17   ·   For:  3/31/17   ·   Accession #:  930413-17-2241   ·   File #:  811-05876

Previous ‘N-Q’:  ‘N-Q’ on 11/29/16 for 9/30/16   ·   Next:  ‘N-Q’ on 11/29/17 for 9/30/17   ·   Latest:  ‘N-Q’ on 11/29/18 for 9/30/18

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 5/30/17  Lord Abbett Series Fund Inc       N-Q         3/31/17    2:5.7M                                   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 VCValue Opportunities 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   2.33M 
 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)

 

 

Brooke A. Fapohunda, 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: 3/31/2017

 

   
 
Item 1:Schedule of Investments.

 

 

   
 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 98.03%              
               
ASSET-BACKED SECURITIES 1.90%              
               
Automobiles 0.36%                   
                    
Drive Auto Receivables Trust 2016-BA D   4.53%  8/15/2023   $1,028   $1,054,370 
Ford Credit Auto Owner Trust 2016-C C   1.93%  4/15/2023    532    524,070 
Hyundai Auto Receivables Trust 2016-B C   2.19%  11/15/2022    1,175    1,166,784 
TCF Auto Receivables Owner Trust 2016-1A B   2.32%  6/15/2022    979    965,053 
Westlake Automobile Receivables Trust 2016-3A B   2.07%  12/15/2021    277    276,283 
Total                 3,986,560 
                    
Other 1.54%                   
                    
ALM XIX Ltd. 2016-19A C   5.373%#  7/15/2028    462    470,408 
ALM XVIII Ltd. 2016-18A C   5.373%#  7/15/2027    500    508,291 
Anchorage Capital CLO 7 Ltd. 2015-7A D   4.673%#  10/15/2027    400    400,819 
Anchorage Capital CLO 8 Ltd. 2016-8A D   5.239%#  7/28/2028    250    252,952 
Anchorage Capital CLO 9 Ltd. 2016-9A D   4.951%#  1/15/2029    900    903,043 
Anchorage Capital CLO Ltd. 2013-1A C   4.522%#  7/13/2025    250    250,371 
Ascentium Equipment Receivables Trust 2016-2A B   2.50%  9/12/2022    417    417,100 
BlueMountain CLO Ltd. 2016-1A D   5.83%#  4/20/2027    500    505,006 
Engs Commercial Finance Trust 2016-1A A2   2.63%  2/22/2022    1,063    1,061,246 
Guggenheim 5180-2 CLO LP 2015-1A A2B   3.602%#  11/25/2027    2,500    2,517,325 
JFIN CLO II Ltd. 2015-2A B1   3.423%#  10/19/2026    1,500    1,504,608 
KKR Financial CLO Ltd. 2013-2A C   4.791%#  1/23/2026    500    503,097 
Leaf Receivables Funding 11 LLC 2016-1 A3   2.05%  6/15/2019    492    490,350 
Leaf Receivables Funding 11 LLC 2016-1 A4   2.49%  4/15/2022    634    629,506 
OZLM VIII Ltd. 2014-8A A2A   3.173%#  10/17/2026    1,250    1,252,147 
Sonic Capital LLC 2016-1A A2   4.472%  5/20/2046    537    530,255 
Sound Point CLO XI Ltd. 2016-1A D   5.68%#  7/20/2028    2,000    2,008,832 
Taco Bell Funding LLC 2016-1A A23   4.97%  5/25/2046    1,023    1,039,234 
Voya CLO Ltd. 2016-2A C   5.275%#  7/19/2028    750    757,535 
Westcott Park CLO Ltd. 2016-1A D   5.38%#  7/20/2028    850    865,887 
Total                 16,868,012 
Total Asset-Backed Securities (cost $20,456,493)                 20,854,572 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
COMMON STOCKS 14.21%           
            
Aerospace/Defense 0.09%           
            
Huntington Ingalls Industries, Inc.    5   $1,026,831 
            
Auto Parts & Equipment 0.36%           
            
Allison Transmission Holdings, Inc.    31    1,107,330 
BorgWarner, Inc.    27   1,113,829 
Chassix Holdings, Inc.    59    1,695,038 
Total         3,916,197 
            
Automakers 0.10%           
            
Oshkosh Corp.   16     1,079,950 
            
Banking 0.93%           
            
Bank of Ireland*(a)  EUR4,635     1,162,042 
Comerica, Inc.   15     1,052,017 
Danske Bank A/S(a)  DKK16     538,101 
Great Western Bancorp, Inc.   27     1,140,405 
PacWest Bancorp   21     1,131,083 
Sberbank of Russia PJSC ADR   101     1,168,679 
SVB Financial Group*   9     1,708,120 
Texas Capital Bancshares, Inc.*   14     1,147,604 
Zions Bancorporation   27     1,144,080 
Total         10,192,131 
            
Beverages 0.27%           
            
Becle SAB de CV*(a)  MXN656     1,158,696 
Remy Cointreau SA(a)  EUR18     1,780,413 
Total         2,939,109 
            
Building & Construction 0.10%           
            
KB Home   58     1,160,336 
            
Building Materials 0.05%           
            
BMC Stock Holdings, Inc.*   26     585,340 
            
Cable & Satellite Television 0.10%           
            
Charter Communications, Inc. Class A*   3     1,113,215 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments   Shares
(000)
   Fair
Value
 
Chemicals 0.45%           
            
Celanese Corp. Series A   12   $1,058,523 
Platform Specialty Products Corp.*   85    1,107,429 
Trinseo SA   16    1,093,126 
Versum Materials, Inc.*   56    1,709,132 
Total         4,968,210 
            
Diversified Capital Goods 0.26%           
            
MSC Industrial Direct Co., Inc. Class A   11    1,114,227 
Rockwell Automation, Inc.   11    1,696,772 
Total         2,810,999 
            
Electric: Integrated 0.29%           
            
IDACORP, Inc.   20    1,623,030 
Portland General Electric Co.   36    1,609,603 
Total         3,232,633 
            
Electronics 0.93%           
            
Cognex Corp.   21    1,723,829 
Keyence Corp.(a)  JPY3    1,101,186 
KLA-Tencor Corp.   12    1,110,227 
Littelfuse, Inc.   7    1,100,021 
MKS Instruments, Inc.   16    1,120,350 
Teradyne, Inc.   38    1,184,568 
Trimble, Inc.*   37    1,183,218 
Universal Display Corp.   20    1,691,348 
Total        10,214,747 
           
Energy: Exploration & Production 0.57%          
           
Chaparral Energy, Inc.   12    332,434 
Chaparral Energy, Inc.   59    1,580,767 
Concho Resources, Inc.*   8    967,684 
Continental Resources, Inc.*   40    1,824,748 
Diamondback Energy, Inc.*   11    1,107,780 
Peabody Energy Corp.   (b)   12,096 
Sanchez Energy Corp.*   1    14,899 
Templar Energy LLC Class A   46    372,643 
Total        6,213,051 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Food: Wholesale 0.20%          
           
Hershey Co. (The)   10   $1,129,754 
Post Holdings, Inc.*   13    1,094,000 
Total        2,223,754 
           
Forestry/Paper 0.37%          
           
Louisiana-Pacific Corp.*   71    1,769,343 
Potlatch Corp.   27    1,225,400 
Rayonier, Inc.   38    1,062,750 
Total        4,057,493 
           
Gaming 0.11%          
           
Wynn Resorts Ltd.   10    1,179,451 
           
Hotels 0.15%          
           
Choice Hotels International, Inc.   9    581,491 
Marriott International, Inc. Class A   12    1,090,605 
Total        1,672,096 
           
Investments & Miscellaneous Financial Services 0.30%          
           
Ameriprise Financial, Inc.   8    1,089,182 
Evercore Partners, Inc. Class A   14    1,076,890 
MarketAxess Holdings, Inc.   6    1,087,442 
Total        3,253,514 
           
Life Insurance 0.20%          
           
Primerica, Inc.   14    1,109,700 
Prudential Financial, Inc.   10    1,045,464 
Total        2,155,164 
           
Machinery 0.30%          
           
Middleby Corp. (The)*   8    1,083,413 
Nordson Corp.   9     1,054,950 
Toro Co. (The)   19     1,160,132 
Total         3,298,495 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Managed Care 0.10%           
            
WellCare Health Plans, Inc.*   8    $1,058,726 
            
Media: Content 0.46%           
            
AMC Networks, Inc. Class A*   19     1,095,438 
Netflix, Inc.*   19     2,798,782 
Scripps Networks Interactive, Inc. Class A   14     1,108,152 
Total         5,002,372 
            
Medical Products 0.74%           
            
Align Technology, Inc.*   10     1,172,107 
Baxter International, Inc.   22     1,130,548 
C.R. Bard, Inc.   2     571,642 
Glaukos Corp.*   25     1,268,290 
Hill-Rom Holdings, Inc.   8     585,980 
Intuitive Surgical, Inc.*   2     1,683,935 
Penumbra, Inc.*   21     1,760,711 
Total         8,173,213 
            
Metals/Mining (Excluding Steel) 0.43%           
            
Century Aluminum Co.*   85     1,077,381 
Cliffs Natural Resources, Inc.*   134     1,096,084 
Kumba Iron Ore Ltd.*(a)  ZAR77     1,171,778 
Mirabela Nickel Ltd.*(a)  AUD2,560     19,560 
Peabody Energy Corp.   12     159,363 
Peabody Energy Corp. Series A   4     92,975 
Southern Copper Corp. (Peru)(c)   30     1,087,036 
Total         4,704,177 
            
Oil Field Equipment & Services 0.14%           
            
McDermott International, Inc.*   86     579,299 
Patterson-UTI Energy, Inc.   41     996,696 
Total         1,575,995 
            
Packaging 0.10%           
            
Packaging Corp. of America   12     1,074,244 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Personal & Household Products 0.72%           
            
Brunswick Corp.   18    $1,096,459 
Central Garden & Pet Co.*   35     1,303,159 
Clorox Co. (The)   12     1,605,556 
Hasbro, Inc.   17     1,680,669 
LVMH Moet Hennessy Louis Vuitton SE(a)  EUR5     1,128,528 
Pool Corp.   9     1,085,426 
Total         7,899,797 
           
Pharmaceuticals 0.68%          
           
Blueprint Medicines Corp.*   32    1,272,482 
Cantel Medical Corp.   14    1,111,628 
Celgene Corp.*   9    1,090,629 
Exelixis, Inc.*   59    1,269,797 
Seattle Genetics, Inc.*   18    1,104,513 
TESARO, Inc.*   10    1,610,865 
Total        7,459,914 
           
Property & Casualty 0.20%          
           
Allstate Corp. (The)   13    1,083,817 
Progressive Corp. (The)   28    1,085,286 
Total        2,169,103 
           
Rail 0.10%          
           
CSX Corp.   24    1,093,925 
           
Real Estate Investment Trusts 0.20%          
           
CoreSite Realty Corp.   13    1,125,625 
Ryman Hospitality Properties, Inc.   18    1,082,025 
Total        2,207,650 
           
Recreation & Travel 0.40%          
           
Camping World Holdings, Inc. Class A   32    1,033,647 
Royal Caribbean Cruises Ltd.   11    1,104,621 
Six Flags Entertainment Corp.   19    1,104,610 
Vail Resorts, Inc.   6    1,118,393 
Total        4,361,271 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Restaurants 0.32%          
           
Cheesecake Factory, Inc. (The)   17   $1,104,238 
Dave & Buster’s Entertainment, Inc.*   20    1,244,403 
Shake Shack, Inc. Class A*   35    1,173,843 
Total        3,522,484 
           
Software/Services 1.30%          
           
Acxiom Corp.*   39    1,096,095 
Arista Networks, Inc.*   13    1,754,165 
Global Payments, Inc.   14    1,094,101 
InterXion Holding NV (Netherlands)*(c)   28    1,119,548 
Mastercard, Inc. Class A   10    1,095,120 
NetEase, Inc. ADR   4    1,097,944 
Proofpoint, Inc.*   15    1,096,587 
ServiceNow, Inc.*   12    1,046,229 
Shopify, Inc. Class A (Canada)*(c)   15    1,020,737 
Snap, Inc. Class A*   51    1,139,635 
Stamps.com, Inc.*   9    1,102,312 
Veeva Systems, Inc. Class A*   32    1,643,319 
Total        14,305,792 
           
Specialty Retail 0.69%          
           
adidas AG(a)  EUR6    1,084,199 
Burberry Group plc(a)  GBP26    561,600 
Cie Financiere Richemont SA(a)  CHF14    1,087,119 
Kering(a)  EUR4    1,047,773 
MarineMax, Inc.*   25    543,415 
Moncler SpA(a)  EUR49    1,082,762 
Tiffany & Co.   11    1,082,703 
Ulta Salon, Cosmetics & Fragrance, Inc.*   4    1,079,596 
Total        7,569,167 
           
Support: Services 0.52%          
           
Ashtead Group plc(a)  GBP27    559,182 
Booz Allen Hamilton Holding Corp.   29    1,037,918 
Neff Corp. Class A*   16    316,335 
Science Applications International Corp.   12    916,831 
Sotheby’s*   23    1,037,353 
Triton International Ltd.   73    1,882,670 
Total        5,750,289 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Technology Hardware & Equipment 0.10%          
           
Corning, Inc.   41   $1,102,950 
           
Telecommunications: Wireless 0.20%          
           
Qorvo, Inc.*   16    1,083,111 
T-Mobile US, Inc.*   17    1,110,108 
Total        2,193,219 
           
Theaters & Entertainment 0.11%          
           
Live Nation Entertainment, Inc.*   39    1,191,111 
           
Transportation: Infrastructure/Services 0.41%          
           
AP Moller - Maersk A/S Class B(a)  DKK1    1,003,764 
Hapag-Lloyd AG†*(a)  EUR34    986,574 
Navigator Holdings Ltd. (United Kingdom)*(c)   100    1,379,675 
Orient Overseas International Ltd.(a)  HKD213    1,138,221 
Total        4,508,234 
           
Trucking & Delivery 0.10%          
           
Old Dominion Freight Line, Inc.   12    1,055,934 
           
Utilities: Electrical 0.06%          
           
El Paso Electric Co.   13    653,369 
Total Common Stocks
(cost $139,776,789)
        155,925,652 

 

   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
CONVERTIBLE BONDS 0.32%                  
                   
Electric: Generation 0.10%                  
                   
NRG Yield, Inc.   3.50%  2/1/2019  $1,072    1,090,090 
                   
Support: Services 0.12%                  
                   
Priceline Group, Inc. (The)   1.00%  3/15/2018   675    1,274,063 
                   
Transportation: Infrastructure/Services 0.10%                  
                   
Scorpio Tankers, Inc. (Monaco)†(c)   2.375%  7/1/2019   1,245    1,135,284 
Total Convertible Bonds
(cost $3,222,202)
                3,499,437 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Dividend
Rate
      Shares
(000)
   Fair
Value
 
CONVERTIBLE PREFERRED STOCKS 0.37%                  
                   
Building & Construction 0.08%                  
                   
William Lyon Homes Unit  Zero Coupon       9   $876,090 
                   
Energy: Exploration & Production 0.10%                  
                   
Sanchez Energy Corp.   4.875%      10    303,396 
Sanchez Energy Corp.   6.50%      24    844,590 
Total                1,147,986 
                   
Pharmaceuticals 0.08%                  
                   
Allergan plc   5.50%      1    849,780 
                   
Software/Services 0.11%                  
                   
Mandatory Exchangeable Trust   5.75%      9    1,153,218 
Total Convertible Preferred Stocks
(cost $3,803,405)
                4,027,074 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
      
FLOATING RATE LOANS(d) 2.95%                  
                   
Auto Parts & Equipment 0.07%                  
                   
Chassix, Inc. Initial Term Loan   12.00%  7/29/2019  $760    763,403 
                   
Building Materials 0.14%                  
                   
Zodiac Pool Solutions LLC 1st Lien Term Loan   5.647%  12/20/2023   1,525    1,538,523 
                   
Electric: Generation 0.33%                  
                   
Dayton Power & Light Co. (The) Term Loan   4.24%  8/24/2022   557    561,823 
Lightstone Holdco LLC Refinanced Term Loan B   5.539%  1/30/2024   1,556    1,567,965 
Lightstone Holdco LLC Refinanced Term Loan C   5.539%  1/30/2024   96    96,732 
Longview Power LLC Advance Term Loan B   7.00%  4/13/2021   1,024    868,512 
Moxie Liberty LLC Advance Construction Term Loan B1   7.647%  8/21/2020   523    516,725 
Total                3,611,757 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production 0.39%                  
                   
California Resources Corp. Term Loan   3.982%  9/24/2019  $1,010   $986,340 
California Resources Corp. Term Loan   11.375%  12/31/2021   980    1,087,800 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.932%  5/16/2021   1,111    1,085,541 
Jonah Energy LLC 2nd Lien Initial Term Loan   7.50%  5/12/2021   1,190    1,145,375 
Total                4,305,056 
                   
Food: Wholesale 0.03%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023   305    296,446 
                   
Gaming 0.31%                  
                   
Amaya Holdings B.V. 1st Lien Initial Term Loan B3 (Netherlands)(c)   4.647%  8/1/2021   1,039    1,043,755 
Cowlitz Tribal Gaming Authority Term Loan B   11.50%  12/6/2021   2,210    2,386,800 
Total                3,430,555 
                   
Health Services 0.10%                  
                   
Genoa, a QoL Healthcare Co., LLC 1st Lien initial Term Loan   4.897%  10/30/2023   1,057    1,064,177 
                   
Media: Diversified 0.11%                  
                   
UFC Holdings, LLC 2nd Lien Term Loan   8.50%  8/18/2024   1,231    1,258,698 
                   
Metals/Mining (Excluding Steel) 0.27%                  
                   
Murray Energy Corp. Term Loan B2   8.397%  4/16/2020   1,088    1,059,824 
Oxbow Carbon LLC 2nd Lien Initial Term Loan   8.00%  1/17/2020   650    652,034 
Peabody Energy Corp. Term Loan   4.397%  9/24/2020   1,200    1,223,700 
Total                2,935,558 
                   
Oil Field Equipment & Services 0.23%                  
                   
Fairmount Santrol, Inc. Tranche B2 New Term Loan   4.647%  9/5/2019   1,701    1,669,362 
FTS International, Inc. Initial Term Loan   5.75%  4/16/2021   1,030    903,181 
Total                2,572,543 
                   
Personal & Household Products 0.19%                  
                   
Britax US Holdings, Inc. Initial Dollar Term Loan   4.647%  10/15/2020   2,414    2,136,513 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Development & Management 0.09%                  
                   
Capital Automotive L.P. 2nd Lien Tranche B Initial Term Loan   7.00%  3/24/2025  $951   $963,781 
                   
Recreation & Travel 0.07%                  
                   
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(c)   8.068%  7/29/2022   732    737,443 
                   
Specialty Retail 0.10%                  
                   
Container Store, Inc. (The) Facility Term Loan   4.397%  4/6/2019   1,190    1,100,561 
                   
Support: Services 0.44%                  
                   
BakerCorp International, Inc. Refinanced Term Loan   4.25%  2/7/2020   778    754,834 
Monitronics International Inc. Term Loan B2   6.647%  9/30/2022   1,208    1,221,900 
Pike Corp. 1st Lien Initial Term Loan   4.75%  3/8/2024   330    334,125 
University Support Services LLC Term Loan   6.40%  7/6/2022   2,481    2,520,185 
Total                4,831,044 
                   
Trucking & Delivery 0.08%                  
                   
YRC Worldwide, Inc. Initial Term Loan   8.50%  2/13/2019   849    839,583 
Total Floating Rate Loans
(cost $30,320,240)
                32,385,641 
                   
FOREIGN BONDS(a) 0.35%                  
                   
France 0.13%                  
                   
CMA CGM SA   7.75%  1/15/2021  EUR 1,297    1,399,648 
                   
Netherlands 0.12%                  
                   
Hema Bondco I BV   6.25%  6/15/2019  EUR 1,300    1,358,752 
                   
Spain 0.10%                  
                   
Banco Popular Espanol SA   11.50%#  1/1/2099  EUR 1,000    1,093,534 
Total Foreign Bonds
(cost $3,966,386)
                3,851,934 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN GOVERNMENT OBLIGATIONS 4.48%                  
                   
Angola 0.09%                  
                   
Republic of Angola†(c)   9.50%  11/12/2025  $1,000   $1,033,950 
                   
Argentina 0.98%                  
                   
City of Buenos Aires†(c)   7.50%  6/1/2027   1,275    1,322,813 
City of Buenos Aires†(c)   8.95%  2/19/2021   925    1,036,000 
Province of Santa Fe†(c)   6.90%  11/1/2027   1,094    1,038,862 
Provincia de Buenos Aires†(c)   6.50%  2/15/2023   1,493    1,500,017 
Provincia de Mendoza†(c)   8.375%  5/19/2024   1,346    1,409,168 
Provincia of Neuquen†(c)   8.625%  5/12/2028   992    1,075,368 
Republic of Argentina†(c)   6.875%  1/26/2027   1,625    1,649,781 
Republic of Argentina†(c)   7.50%  4/22/2026   1,618    1,723,979 
Total                10,755,988 
                   
Australia 0.42%                  
                   
Australian Government(a)   4.25%  4/21/2026  AUD 3,084    2,659,797 
Queensland Treasury Corp.†(a)   4.00%  6/21/2019  AUD 2,500    1,992,857 
Total                4,652,654 
                   
Bahamas 0.10%                  
                   
Commonwealth of Bahamas†(c)   5.75%  1/16/2024  $1,100    1,133,000 
                   
Bermuda 0.22%                  
                   
Government of Bermuda   4.138%  1/3/2023   1,350    1,388,664 
Government of Bermuda   4.854%  2/6/2024   975    1,031,228 
Total                2,419,892 
                   
Brazil 0.14%                  
                   
Federal Republic of Brazil†(c)   5.333%  2/15/2028   1,550    1,542,250 
                   
Canada 0.36%                  
                   
Province of British Columbia Canada(a)   2.85%  6/18/2025  CAD 5,000    3,953,303 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Cayman Islands 0.04%                  
                   
Cayman Islands Government   5.95%  11/24/2019  $425   $465,375 
                   
Dominican Republic 0.21%                  
                   
Dominican Republic†(c)   6.85%  1/27/2045   2,173    2,254,487 
                   
Ethiopia 0.12%                  
                   
Republic of Ethiopia†(c)   6.625%  12/11/2024   1,315    1,266,726 
                   
Ghana 0.26%                  
                   
Republic of Ghana†(c)   9.25%  9/15/2022   2,700    2,817,450 
                   
Greece 0.09%                  
                   
Hellenic Republic†(a)   4.75%  4/17/2019  EUR 1,000    1,013,685 
                   
Honduras 0.19%                  
                   
Honduras Government†(c)   6.25%  1/19/2027  $1,000    1,017,120 
Honduras Government†(c)   7.50%  3/15/2024   1,000    1,103,750 
Total                2,120,870 
                   
Jamaica 0.39%                  
                   
Government of Jamaica(c)   6.75%  4/28/2028   1,500    1,669,785 
Government of Jamaica(c)   7.625%  7/9/2025   1,150    1,334,690 
Government of Jamaica(c)   8.00%  3/15/2039   1,110    1,277,199 
Total                4,281,674 
                   
Nigeria 0.11%                  
                   
Republic of Nigeria†(c)   7.875%  2/16/2032   1,100    1,150,160 
                   
Qatar 0.14%                  
                   
State of Qatar†(c)   4.625%  6/2/2046   1,500    1,541,850 
                   
Russia 0.23%                  
                   
Russian Federal Bond—OFZ(a)   7.60%  4/14/2021  RUB 141,915    2,501,527 
                   
Sri Lanka 0.11%                  
                   
Republic of Sri Lanka†(c)   6.825%  7/18/2026  $1,150    1,191,529 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
United Arab Emirates 0.12%                  
                   
Abu Dhabi Government International†(c)   3.125%  5/3/2026  $1,255   $1,255,552 
                   
Zambia 0.16%                  
                   
Republic of Zambia†(c)   8.97%  7/30/2027   1,666    1,745,968 
Total Foreign Government Obligations
(cost $47,014,761)
        49,097,890 
                   
HIGH YIELD CORPORATE BONDS 70.28%                  
                   
Advertising 0.32%                  
                   
Clear Channel Worldwide Holdings, Inc.   6.50%  11/15/2022   1,579    1,650,055 
Lamar Media Corp.   5.75%  2/1/2026   566    607,743 
Southern Graphics, Inc.   8.375%  10/15/2020   1,200    1,224,000 
Total                3,481,798 
                   
Aerospace/Defense 0.29%                  
                   
Huntington Ingalls Industries, Inc.   5.00%  12/15/2021   2,050    2,132,000 
Huntington Ingalls Industries, Inc.   5.00%  11/15/2025   1,048    1,097,780 
Total                3,229,780 
                   
Air Transportation 0.34%                  
                   
Air Canada (Canada)†(c)   7.75%  4/15/2021   1,140    1,288,200 
Air Canada 2015-2 Class A Pass-Through Trust (Canada)†(c)  4.125%  6/15/2029   861    879,023 
American Airlines 2017-1B Class B Pass-Through Trust   4.95%  8/15/2026   500    512,500 
Avianca Holdings SA/Avianca Leasing LLC/Grupo Taca Holdings Ltd. (Panama)†(c)   8.375%  5/10/2020   1,090    1,085,640 
Total                3,765,363 
                   
Auto Parts & Equipment 0.87%                  
                   
Allison Transmission, Inc.   5.00%  10/1/2024   1,250    1,265,625 
American Axle & Manufacturing, Inc.   6.25%  4/1/2025   968    971,630 
American Axle & Manufacturing, Inc.   6.50%  4/1/2027   1,668    1,666,949 
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022   1,617    1,653,382 
International Automotive Components Group SA (Luxembourg)†(c)   9.125%  6/1/2018   1,186    1,183,035 
MPG Holdco I, Inc.   7.375%  10/15/2022   1,304    1,418,100 
TI Group Automotive Systems LLC   8.75%  7/15/2023   1,250    1,332,288 
Total                9,491,009 
                   
Automakers 0.15%                  
                   
BMW US Capital LLC   2.80%  4/11/2026   1,699    1,633,072 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banking 7.62%                  
                   
ABN AMRO Bank NV (Netherlands)†(c)   4.75%  7/28/2025  $3,460   $3,570,388 
Akbank TAS (Turkey)†(c)   7.20%#  3/16/2027   1,100    1,138,612 
ANZ New Zealand Int’l Ltd. (United Kingdom)†(c)   2.125%  7/28/2021   1,510    1,470,165 
Associated Banc-Corp.   4.25%  1/15/2025   1,000    1,016,402 
Australia & New Zealand Banking Group Ltd. (United Kingdom)†(c)   6.75%#  (e)  1,415    1,558,157 
Banco Bilbao Vizcaya Argentaria SA (Spain)(c)   9.00%#  (e) 1,000   1,050,825 
Banco de Bogota SA (Colombia)†(c)   6.25%  5/12/2026   1,000    1,046,250 
Banco de Galicia y Buenos Aires SA (Argentina)†(c)   8.25%#  7/19/2026   1,000    1,087,790 
Bank of America Corp.   4.00%  1/22/2025   1,700    1,701,032 
Bank of America Corp.   4.45%  3/3/2026   2,501    2,569,592 
BankUnited, Inc.   4.875%  11/17/2025   2,525    2,542,945 
Barclays Bank plc (United Kingdom)(c)   7.625%  11/21/2022   1,011    1,107,626 
BNP Paribas SA (France)†(c)   6.75%#  (e)  1,617    1,639,234 
Citigroup, Inc.   4.45%  9/29/2027   1,473    1,493,847 
Citizens Financial Group, Inc.   4.35%  8/1/2025   831    854,378 
Comerica, Inc.   3.80%  7/22/2026   1,258    1,262,304 
Commonwealth Bank of Australia (Australia)†(c)   4.50%  12/9/2025   973    1,017,439 
Compass Bank   3.875%  4/10/2025   1,100    1,081,642 
Credit Suisse Group AG (Switzerland)†(c)   7.50%#  (e)  1,075    1,167,510 
Fifth Third Bancorp   8.25%  3/1/2038   1,708    2,447,373 
First Republic Bank   4.625%  2/13/2047   1,161    1,164,459 
Global Bank Corp. (Panama)†(c)   4.50%  10/20/2021   1,100    1,092,300 
Goldman Sachs Group, Inc. (The)   2.142%#  4/26/2022   619    624,481 
Goldman Sachs Group, Inc. (The)   3.50%  1/23/2025   1,545    1,541,660 
Goldman Sachs Group, Inc. (The)   5.15%  5/22/2045   1,911    2,015,560 
Home BancShares, Inc.(f)   5.625%#  4/15/2027   2,396    2,455,900 
HSBC Holdings plc (United Kingdom)(c)   4.25%  8/18/2025   3,671    3,702,923 
ING Groep NV (Netherlands)(c)   3.95%  3/29/2027   1,306    1,311,774 
Intesa Sanpaolo SpA (Italy)†(c)   5.71%  1/15/2026   1,269    1,231,869 
Intesa Sanpaolo SpA (Italy)†(c)   7.70%#  (e)  2,351    2,256,960 
JPMorgan Chase & Co.   3.90%  7/15/2025   1,900    1,966,014 
JPMorgan Chase & Co.   6.75%#  (e)  1,688    1,863,130 
KeyBank NA   2.50%  11/22/2021   1,508    1,499,988 
Lloyds Banking Group plc (United Kingdom)(c)   4.582%  12/10/2025   975    992,046 
Lloyds Banking Group plc (United Kingdom)(c)   7.50%#  (e)  1,019    1,080,242 
Macquarie Bank Ltd. (United Kingdom)†(c)   6.125%#  (e)  794    799,955 
Macquarie Group Ltd. (Australia)†(c)   6.00%  1/14/2020   725    789,301 
Morgan Stanley   3.125%  7/27/2026   2,144    2,050,477 
Morgan Stanley   4.00%  7/23/2025   937    967,889 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banking (continued)                  
                   
National Savings Bank (Sri Lanka)†(c)   5.15%  9/10/2019  $950   $968,525 
People’s United Bank NA   4.00%  7/15/2024   1,100    1,096,899 
Popular, Inc.   7.00%  7/1/2019   2,125    2,228,594 
Royal Bank of Scotland Group plc (United Kingdom)(c)   5.125%  5/28/2024   584    591,421 
Royal Bank of Scotland Group plc (United Kingdom)(c)   6.10%  6/10/2023   1,497    1,592,899 
Royal Bank of Scotland Group plc (United Kingdom)(c)   6.125%  12/15/2022   506    536,459 
Royal Bank of Scotland Group plc (United Kingdom)(c)   7.50%#  (e)  2,235    2,209,856 
Royal Bank of Scotland Group plc (United Kingdom)(c)   8.625%#  (e)  1,571    1,641,695 
Sberbank of Russia Via SB Capital SA (Luxembourg)†(c)   5.50%#  2/26/2024   1,095    1,129,799 
Standard Chartered plc (United Kingdom)†(c)   7.50%#  (e)  1,375    1,423,812 
SVB Financial Group   3.50%  1/29/2025   999    978,058 
Toronto-Dominion Bank (The) (Canada)(c)   3.625%#  9/15/2031   750    735,664 
Turkiye Garanti Bankasi AS (Turkey)†(c)   5.25%  9/13/2022  2,200   2,194,445 
UBS AG/Stamford CT   7.625%  8/17/2022   606    702,172 
UBS Group AG (Switzerland)(c)   7.00%#  (e)  1,000    1,078,105 
UniCredit SpA (Italy)(c)   6.375%#  5/2/2023   1,149    1,186,102 
Washington Mutual Bank(g)   6.875%  6/15/2011   1,250    125 
Wells Fargo & Co.   1.964%#  2/11/2022   181    182,148 
Wells Fargo & Co.   4.90%  11/17/2045   1,759    1,838,275 
Wells Fargo Capital X   5.95%  12/1/2086   1,007    1,083,784 
Total                83,629,276 
                   
Beverages 0.81%                  
                   
Anheuser-Busch InBev Finance, Inc.   3.65%  2/1/2026   3,253    3,295,455 
Bacardi Ltd.   2.75%  7/15/2026   999    943,879 
Brown-Forman Corp.   4.50%  7/15/2045   1,572    1,666,300 
Dr. Pepper Snapple Group, Inc.   2.55%  9/15/2026   879    821,155 
PepsiCo, Inc.   3.60%  3/1/2024   1,653    1,737,000 
PepsiCo, Inc.   4.25%  10/22/2044   419    432,601 
Total                8,896,390 
                   
Building & Construction 1.53%                  
                   
Ashton Woods USA LLC/Ashton Woods Finance Co.   6.875%  2/15/2021   1,720    1,728,600 
Beazer Homes USA, Inc.   6.75%  3/15/2025   705    710,288 
Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp. (Canada)†(c)   6.125%  7/1/2022   947    980,145 
K. Hovnanian Enterprises, Inc.   7.25%  10/15/2020   1,634    1,576,810 
Lennar Corp.   4.75%  11/15/2022   1,754    1,815,390 
Lennar Corp.   4.75%  5/30/2025   830    836,225 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building & Construction (continued)                  
                   
PulteGroup, Inc.   5.00%  1/15/2027  $1,959   $1,966,346 
PulteGroup, Inc.   6.375%  5/15/2033   2,250    2,317,500 
Toll Brothers Finance Corp.   5.625%  1/15/2024   1,000    1,058,750 
William Lyon Homes, Inc.   5.875%  1/31/2025   1,100    1,111,000 
William Lyon Homes, Inc.   7.00%  8/15/2022   2,514    2,639,700 
Total                16,740,754 
                
Building Materials 1.45%                  
                   
Allegion plc (Ireland)(c)   5.875%  9/15/2023   409    438,653 
Builders FirstSource, Inc.   5.625%  9/1/2024   752    766,100 
Builders FirstSource, Inc.   10.75%  8/15/2023   1,075    1,255,062 
Eagle Materials, Inc.   4.50%  8/1/2026   1,110    1,110,000 
FBM Finance, Inc.   8.25%  8/15/2021   1,003    1,068,195 
Hillman Group, Inc. (The)   6.375%  7/15/2022   1,311    1,257,122 
Lennox International, Inc.   3.00%  11/15/2023   1,001    985,261 
Martin Marietta Materials, Inc.   4.25%  7/2/2024   1,146    1,185,153 
Masco Corp.   4.375%  4/1/2026   635    663,073 
Masonite International Corp.   5.625%  3/15/2023   1,068    1,095,223 
Ply Gem Industries, Inc.   6.50%  2/1/2022   1,025    1,067,845 
Standard Industries, Inc.   5.375%  11/15/2024   1,949    1,984,316 
Standard Industries, Inc.   6.00%  10/15/2025   950    985,625 
Voto-Votorantim Overseas Trading Operations IV Ltd.   7.75%  6/24/2020  1,900   2,097,125 
Total                15,958,753 
                   
Cable & Satellite Television 4.50%                  
                   
Altice Financing SA (Luxembourg)†(c)   6.625%  2/15/2023   1,600    1,669,600 
Altice Financing SA (Luxembourg)†(c)   7.50%  5/15/2026   515    548,475 
Cablevision SA (Argentina)†(c)   6.50%  6/15/2021   1,020    1,077,120 
Cablevision Systems Corp.   5.875%  9/15/2022   3,000    3,033,750 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.125%  5/1/2027   3,250    3,274,375 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.125%  5/1/2023   702    724,815 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.75%  2/15/2026   1,575    1,657,687 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.875%  4/1/2024   1,785    1,887,637 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.384%  10/23/2035   2,701    3,078,935 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.484%  10/23/2045   772    891,914 
CSC Holdings LLC   10.125%  1/15/2023   925    1,075,313 
CSC Holdings LLC   10.875%  10/15/2025   5,316    6,405,780 
DISH DBS Corp.   7.75%  7/1/2026   6,513    7,587,645 

 

 See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Cable & Satellite Television (continued)                  
                   
Mediacom Broadband LLC/Mediacom Broadband Corp.   6.375%  4/1/2023  $2,269   $2,388,122 
SFR Group SA (France)†(c)   6.00%  5/15/2022   4,132    4,297,280 
Time Warner Cable, Inc.   5.875%  11/15/2040   1,537    1,636,885 
Unitymedia GmbH (Germany)†(c)   6.125%  1/15/2025   449    474,818 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(c)   5.00%  1/15/2025   1,111    1,141,553 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(c)   5.50%  1/15/2023   2,068    2,158,248 
UPCB Finance IV Ltd.   5.375%  1/15/2025   1,929    1,950,701 
Virgin Media Finance plc (United Kingdom)†(c)   6.00%  10/15/2024   997    1,036,880 
VTR Finance BV (Netherlands)†(c)   6.875%  1/15/2024   1,275    1,329,187 
Total                49,326,720 
                
Chemicals 1.72%                  
                   
Albemarle Corp.   5.45%  12/1/2044   1,524    1,693,691 
Celanese US Holdings LLC   5.875%  6/15/2021   571    630,607 
CF Industries, Inc.   4.50%  12/1/2026   1,090    1,109,838 
Chemours Co. (The)   7.00%  5/15/2025   1,705    1,843,957 
GCP Applied Technologies, Inc.   9.50%  2/1/2023   459    522,113 
Grupo Idesa SA de CV (Mexico)†(c)   7.875%  12/18/2020   1,250    1,107,813 
Hexion, Inc.   6.625%  4/15/2020   1,191    1,101,675 
Kraton Polymers LLC/Kraton Polymers Capital Corp.   10.50%  4/15/2023   1,025    1,181,313 
Momentive Performance Materials, Inc.   3.88%  10/24/2021   1,278    1,263,622 
NOVA Chemicals Corp. (Canada)†(c)   5.00%  5/1/2025   345    351,900 
NOVA Chemicals Corp. (Canada)†(c)   5.25%  8/1/2023   784    804,580 
Olin Corp.   5.125%  9/15/2027  1,992   2,030,645 
TPC Group, Inc.   8.75%  12/15/2020   1,555    1,423,136 
Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. (Luxembourg)†(c)   6.75%  5/1/2022   505    533,406 
Tronox Finance LLC   7.50%  3/15/2022   2,126    2,211,040 
Westlake Chemical Corp.   3.60%  8/15/2026   1,108    1,087,215 
Total                18,896,551 
                   
Consumer/Commercial/Lease Financing 0.96%                  
                   
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021   1,788    1,819,290 
Navient Corp.   5.00%  10/26/2020   964    964,000 
Navient Corp.   5.875%  10/25/2024   419    392,942 
Navient Corp.   6.125%  3/25/2024   2,731    2,614,933 
Navient Corp.   6.625%  7/26/2021   3,011    3,123,912 
NFP Corp.   9.00%  7/15/2021   1,553    1,647,112 
Total                10,562,189 

 

 See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Discount Stores 0.64%                  
                   
Amazon.com, Inc.   4.80%  12/5/2034  $6,312   $7,010,271 
                   
Diversified Capital Goods 1.44%                  
                   
Accudyne Industries Borrower/Accudyne Industries LLC (Luxembourg)†(c)   7.75%  12/15/2020   1,225    1,035,125 
Apex Tool Group LLC   7.00%  2/1/2021   809    736,190 
BCD Acquisition, Inc.   9.625%  9/15/2023   1,074    1,165,290 
General Cable Corp.   5.75%  10/1/2022   1,152    1,130,319 
General Electric Co.   5.00%#  (e)  2,356    2,488,525 
Griffon Corp.   5.25%  3/1/2022   1,163    1,167,361 
Siemens Financieringsmaatschappij NV (Netherlands)†(c)   3.25%  5/27/2025   1,235    1,242,343 
SPX FLOW, Inc.   5.625%  8/15/2024   523    528,884 
SPX FLOW, Inc.   5.875%  8/15/2026   753    761,471 
Unifrax I LLC/Unifrax Holding Co.   7.50%  2/15/2019   1,199    1,196,003 
Valmont Industries, Inc.   5.25%  10/1/2054   2,656    2,400,180 
Wabtec Corp.   3.45%  11/15/2026   1,998    1,946,871 
Total                15,798,562 
                   
Electric: Distribution/Transportation 0.09%                  
                   
Oklahoma Gas & Electric Co.   4.15%  4/1/2047   960    960,058 
                   
Electric: Generation 0.59%                  
                   
Dynegy, Inc.   5.875%  6/1/2023   600    552,750 
Dynegy, Inc.   7.625%  11/1/2024   600    576,000 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(g)   10.00%  12/1/2020   2,300    600,875 
Listrindo Capital BV (Netherlands)†(c)   4.95%  9/14/2026   1,043    1,022,140 
NSG Holdings LLC/NSG Holdings, Inc.   7.75%  12/15/2025   1,845    1,993,122 
Talen Energy Supply LLC   6.50%  6/1/2025   1,996    1,701,590 
Total                6,446,477 
                   
Electric: Integrated 1.23%                  
                   
Black Hills Corp.   3.95%  1/15/2026  803   822,302 
El Paso Electric Co.   5.00%  12/1/2044   1,953    2,079,894 
Emera, Inc. (Canada)(c)   6.75%#  6/15/2076   1,916    2,100,415 
Entergy Arkansas, Inc.   4.95%  12/15/2044   1,909    1,951,861 
Entergy Mississippi, Inc.   2.85%  6/1/2028   1,525    1,452,575 
Great Plains Energy, Inc.   3.90%  4/1/2027   1,170    1,183,771 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
    Fair
Value
 
Electric: Integrated (continued)                  
                   
Indianapolis Power & Light Co.   4.05%  5/1/2046  $2,043   $1,977,215 
Louisville Gas & Electric Co.   4.375%  10/1/2045   883    923,393 
Southern California Edison Co.   3.90%  3/15/2043   1,000    995,886 
Total                13,487,312 
                   
Electronics 1.45%                  
                   
Applied Materials, Inc.   4.35%  4/1/2047   2,370    2,405,318 
Broadcom Corp./Broadcom Cayman Finance Ltd.   3.875%  1/15/2027   2,185    2,200,870 
Micron Technology, Inc.   7.50%  9/15/2023   1,435    1,605,406 
NVIDIA Corp.   3.20%  9/16/2026   3,372    3,277,290 
Qorvo, Inc.   7.00%  12/1/2025   2,879    3,195,690 
Trimble, Inc.   4.75%  12/1/2024   3,132    3,246,506 
Total                15,931,080 
                   
Energy: Exploration & Production 4.83%                  
                   
Bill Barrett Corp.   7.00%  10/15/2022   1,068    1,014,600 
Bonanza Creek Energy, Inc.(g)   6.75%  4/15/2021   1,548    1,253,880 
Carrizo Oil & Gas, Inc.   6.25%  4/15/2023   1,916    1,930,370 
Chesapeake Energy Corp.   4.875%  4/15/2022   96    86,880 
Concho Resources, Inc.   5.50%  4/1/2023   3,820    3,972,800 
CONSOL Energy, Inc.   5.875%  4/15/2022   1,065    1,058,344 
CONSOL Energy, Inc.   8.00%  4/1/2023   1,091    1,152,369 
Continental Resources, Inc.   3.80%  6/1/2024   3,075    2,875,125 
Continental Resources, Inc.   4.50%  4/15/2023   1,099    1,074,954 
CrownRock LP/CrownRock Finance, Inc.   7.125%  4/15/2021   2,840    2,942,950 
Denbury Resources, Inc.   4.625%  7/15/2023   767    563,745 
Denbury Resources, Inc.   5.50%  5/1/2022   2,700    2,119,500 
Eclipse Resources Corp.   8.875%  7/15/2023   1,229    1,259,725 
EP Energy LLC/Everest Acquisition Finance, Inc.   9.375%  5/1/2020   1,308    1,239,592 
Hilcorp Energy I LP/Hilcorp Finance Co.   5.00%  12/1/2024   2,703    2,547,577 
Kosmos Energy Ltd.   7.875%  8/1/2021   1,175    1,189,687 
MEG Energy Corp. (Canada)†(c)   6.375%  1/30/2023   1,661    1,492,824 
MEG Energy Corp. (Canada)†(c)   6.50%  1/15/2025   1,106    1,110,148 
MEG Energy Corp. (Canada)†(c)   7.00%  3/31/2024   3,138    2,824,200 
Murphy Oil Corp.   6.875%  8/15/2024   517    549,313 
Newfield Exploration Co.   5.625%  7/1/2024   2,399    2,539,941 
Oasis Petroleum, Inc.   6.875%  3/15/2022   2,178    2,243,340 
Occidental Petroleum Corp.   4.40%  4/15/2046   805    818,374 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                  
                   
PDC Energy, Inc.   7.75%  10/15/2022  $2,550   $2,696,625 
Range Resources Corp.   4.875%  5/15/2025   2,435    2,343,687 
Range Resources Corp.   5.875%  7/1/2022   1,056    1,092,960 
RSP Permian, Inc.   6.625%  10/1/2022   456    482,220 
Sanchez Energy Corp.   6.125%  1/15/2023   1,379    1,285,917 
Sanchez Energy Corp.   7.75%  6/15/2021  906   899,205 
Seven Generations Energy Ltd. (Canada)†(c)   6.875%  6/30/2023   1,779    1,867,950 
Texaco Capital, Inc.   8.625%  11/15/2031   1,223    1,856,421 
Tullow Oil plc (United Kingdom)†(c)   6.25%  4/15/2022   1,106    1,039,640 
WPX Energy, Inc.   5.25%  9/15/2024   554    538,765 
WPX Energy, Inc.   6.00%  1/15/2022   1,000    1,022,500 
Total                52,986,128 
                   
Food & Drug Retailers 0.63%                  
                   
Ingles Markets, Inc.   5.75%  6/15/2023   961    973,012 
New Albertson’s, Inc.   7.75%  6/15/2026   1,700    1,670,250 
Rite Aid Corp.   7.70%  2/15/2027   2,175    2,446,875 
SMU SA (Chile)†(c)   7.75%  2/8/2020   900    915,480 
Tops Holding LLC/Top Markets II Corp.   8.00%  6/15/2022   1,062    876,150 
Total                6,881,767 
                   
Food: Wholesale 0.72%                  
                   
Arcor SAIC (Argentina)†(c)   6.00%  7/6/2023   1,018    1,084,170 
Chobani LLC/Chobani Finance Corp., Inc.†(f)   7.50%  4/15/2025   1,312    1,348,080 
Cosan Luxembourg SA (Luxembourg)†(c)   7.00%  1/20/2027   1,200    1,249,560 
Kernel Holding SA (Ukraine)†(c)   8.75%  1/31/2022   1,185    1,230,054 
Lamb Weston Holdings, Inc.   4.625%  11/1/2024   1,299    1,328,227 
Post Holdings, Inc.   5.75%  3/1/2027   1,235    1,238,088 
Post Holdings, Inc.   8.00%  7/15/2025   418    471,295 
Total                7,949,474 
                   

Forestry/Paper 0.25%

                  
                   
Norbord, Inc. (Canada)†(c)   6.25%  4/15/2023   1,523    1,606,765 
Rayonier AM Products, Inc.   5.50%  6/1/2024   1,145    1,036,225 
Rayonier, Inc.   3.75%  4/1/2022   106    106,069 
Total                2,749,059 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming 1.96%                  
                   
Boyd Gaming Corp.   6.875%  5/15/2023  $1,495   $1,616,469 
GLP Capital LP/GLP Financing II, Inc.   5.375%  4/15/2026   704    728,640 
International Game Technology plc   6.50%  2/15/2025   1,343    1,437,010 
Jacobs Entertainment, Inc.   7.875%  2/1/2024   500    515,625 
MCE Finance Ltd. (Hong Kong)†(c)   5.00%  2/15/2021   1,750    1,779,750 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024   544    576,640 
MGM Resorts International   6.00%  3/15/2023   4,331    4,688,307 
MGM Resorts International   7.75%  3/15/2022   416    481,000 
Mohegan Tribal Gaming Authority   7.875%  10/15/2024   2,065    2,101,138 
Penn National Gaming, Inc.   5.625%  1/15/2027   788    784,060 
River Rock Entertainment Authority(g)   9.00%  11/1/2018   431    116,370 
Scientific Games International, Inc.   10.00%  12/1/2022   1,210    1,294,700 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   2,490    2,521,125 
Wynn Macau Ltd. (Macau)†(c)   5.25%  10/15/2021  2,780   2,842,550 
Total                21,483,384 
                   
Gas Distribution 2.10%                  
                   
Blue Racer Midstream LLC/Blue Racer Finance Corp.   6.125%  11/15/2022   449    456,858 
Boardwalk Pipelines LP   5.95%  6/1/2026   990    1,098,257 
Cheniere Corpus Christi Holdings LLC   5.875%  3/31/2025   1,059    1,107,979 
Cheniere Corpus Christi Holdings LLC   7.00%  6/30/2024   1,017    1,125,056 
Columbia Pipeline Group, Inc.   4.50%  6/1/2025   1,024    1,074,620 
Dominion Gas Holdings LLC   3.60%  12/15/2024   1,175    1,191,542 
Energy Transfer Equity LP   5.50%  6/1/2027   1,097    1,151,850 
Energy Transfer Equity LP   5.875%  1/15/2024   1,263    1,348,252 
Florida Gas Transmission Co. LLC   4.35%  7/15/2025   1,895    1,965,090 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   1,400    1,510,326 
LBC Tank Terminals Holding Netherlands BV
(Belgium)†(c)
   6.875%  5/15/2023   1,419    1,479,478 
Magellan Midstream Partners LP   5.00%  3/1/2026   988    1,089,525 
Rockies Express Pipeline LLC   5.625%  4/15/2020   1,600    1,692,000 
Rockies Express Pipeline LLC   6.875%  4/15/2040   1,360    1,431,400 
Southern Star Central Corp.   5.125%  7/15/2022   1,145    1,153,587 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   5.875%  10/1/2020   439    453,268 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.25%  10/15/2022   1,350    1,432,687 
Valero Energy Partners LP   4.375%  12/15/2026   1,205    1,218,374 
Williams Cos., Inc. (The)   4.55%  6/24/2024   1,000    1,012,500 
Total                22,992,649 
                   

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Facilities 3.41%                  
                   
Acadia Healthcare Co., Inc.   6.50%  3/1/2024  $1,020   $1,076,100 
Ascension Health   3.945%  11/15/2046   1,017    992,809 
CHS/Community Health Systems, Inc.   6.25%  3/31/2023   1,770    1,807,612 
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   2,988    2,943,180 
Dignity Health   3.812%  11/1/2024   1,175    1,180,828 
Dignity Health   4.50%  11/1/2042   326    302,008 
Dignity Health   5.267%  11/1/2064   1,001    983,619 
Envision Healthcare Corp.   5.125%  7/1/2022   632    646,416 
Envision Healthcare Corp.   5.625%  7/15/2022   879    904,271 
HCA, Inc.   5.25%  6/15/2026   763    804,965 
HCA, Inc.   5.25%  4/15/2025   1,612    1,716,780 
HCA, Inc.   5.875%  3/15/2022   915    1,008,787 
HCA, Inc.   7.05%  12/1/2027   390    430,463 
HCA, Inc.   7.50%  2/15/2022   4,467    5,120,299 
HCA, Inc.   7.58%  9/15/2025   552    623,070 
HCA, Inc.   7.69%  6/15/2025   1,240    1,418,250 
HCA, Inc.   8.36%  4/15/2024   261    308,959 
Kindred Healthcare, Inc.   8.75%  1/15/2023   1,052    1,058,575 
Memorial Sloan-Kettering Cancer Center   4.20%  7/1/2055   2,478    2,462,280 
New York and Presbyterian Hospital (The)   4.063%  8/1/2056   1,201    1,129,479 
Northwell Healthcare, Inc.   3.979%  11/1/2046   3,486    3,210,432 
RWJ Barnabas Health, Inc.   3.949%  7/1/2046    994    939,156  
Tenet Healthcare Corp.   8.125%  4/1/2022    4,058    4,255,827  
Universal Health Services, Inc.   5.00%  6/1/2026    1,971    2,035,057  
Total                37,359,222  
                     
Health Services 0.77%                    
                     
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.   7.50%  10/1/2024    993    1,026,514  
Jaguar Holding Co. II/Pharmaceutical Product Development LLC   6.375%  8/1/2023    1,225    1,280,125  
Sterigenics-Nordion Holdings LLC   6.50%  5/15/2023    1,483    1,520,075  
Sterigenics-Nordion Topco LLC PIK   8.125%  11/1/2021    1,005    1,032,637  
WellCare Health Plans, Inc.   5.25%  4/1/2025    3,529    3,620,048  
Total                8,479,399  
                     
Hotels 0.41%                    
                     
ESH Hospitality, Inc.   5.25%  5/1/2025    1,095    1,106,629  
Hilton Domestic Operating Co., Inc.   4.25%  9/1/2024    1,254    1,244,595  
Playa Resorts Holding BV (Netherlands)†(c)   8.00%  8/15/2020    742    783,738  
Wyndham Worldwide Corp.   4.50%  4/1/2027    1,311    1,323,314  
Total                4,458,276  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance Brokerage 0.15%                    
                     
Alliant Holdings Intermediate LLC   8.25%  8/1/2023   $1,550   $1,630,399  
                     
Insurance-Reinsurance 0.42%                    
                     
Berkshire Hathaway, Inc.   2.75%  3/15/2023    907    907,967  
Berkshire Hathaway, Inc.   3.125%  3/15/2026    907    907,186  
Validus Holdings Ltd.   8.875%  1/26/2040    1,975    2,759,900  
Total                4,575,053  
                     
Integrated Energy 0.65%                    
                     
Exxon Mobil Corp.   4.114%  3/1/2046    2,101    2,165,379  
Petrobras Global Finance BV (Netherlands)(c)   4.375%  5/20/2023    518    492,100  
Petrobras Global Finance BV (Netherlands)(c)   7.375%  1/17/2027    1,200    1,271,640  
Shell International Finance BV (Netherlands)(c)   6.375%  12/15/2038    2,473    3,192,769  
Total                7,121,888  
                     
Investments & Miscellaneous Financial Services 0.92%          
                     
CBOE Holdings, Inc.   3.65%  1/12/2027    874    880,434  
CME Group, Inc.   3.00%  3/15/2025    687    687,991  
FMR LLC   5.35%  11/15/2021    800    880,518  
GrupoSura Finance SA   5.50%  4/29/2026    1,015    1,072,094  
MSCI, Inc.   5.75%  8/15/2025    961    1,025,868  
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.50%  3/15/2027    1,938    1,972,964  
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.875%  4/15/2045    547    491,048  
OM Asset Management plc (United Kingdom)(c)   4.80%  7/27/2026    1,571    1,566,725  
Unifin Financiera SAB de CV SOFOM ENR (Mexico)†(c)   7.25%  9/27/2023   1,500   1,518,750  
Total                10,096,392  
                     
Life Insurance 0.55%                    
                     
CNO Financial Group, Inc.   5.25%  5/30/2025    1,480    1,525,332  
Lincoln National Corp.   3.625%  12/12/2026    1,176    1,173,535  
Lincoln National Corp.   6.30%  10/9/2037    265    321,215  
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044    1,424    1,543,556  
TIAA Asset Management Finance Co. LLC   4.125%  11/1/2024    1,453    1,483,025  
Total                6,046,663  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery 0.09%                    
                     
Xylem, Inc.   3.25%  11/1/2026   $1,004   $993,434  
                     
Managed Care 0.30%                    
                     
Centene Corp.   6.125%  2/15/2024    2,044    2,199,855  
MPH Acquisition Holdings LLC   7.125%  6/1/2024    1,034    1,114,264  
Total                3,314,119  
                     
Media: Content 1.17%                    
                     
Activision Blizzard, Inc.   3.40%  9/15/2026    1,101    1,077,297  
AMC Networks, Inc.   4.75%  12/15/2022    2,385    2,402,887  
iHeartCommunications, Inc.   9.00%  3/1/2021    3,492    2,667,015  
Netflix, Inc.   4.375%  11/15/2026    1,705    1,677,294  
Netflix, Inc.   5.50%  2/15/2022    636    678,930  
Netflix, Inc.   5.875%  2/15/2025    1,661    1,789,728  
Sirius XM Radio, Inc.   6.00%  7/15/2024    1,075    1,154,281  
Univision Communications, Inc.   5.125%  2/15/2025    1,366    1,348,925  
Total                12,796,357  
                     
Medical Products 1.18%                    
                     
Boston Scientific Corp.   7.00%  11/15/2035    2,396    2,926,887  
Edwards Lifesciences Corp.   2.875%  10/15/2018    552    559,545  
Fresenius Medical Care US Finance II, Inc.   4.75%  10/15/2024    475    484,500  
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022    2,425    2,637,187  
Grifols Worldwide Operations Ltd. (Ireland)(c)   5.25%  4/1/2022    1,052    1,092,134  
Medtronic, Inc.   4.375%  3/15/2035    1,779    1,868,455  
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA   6.625%  5/15/2022    1,825    1,706,375  
Stryker Corp.   3.50%  3/15/2026    1,607    1,625,971  
Total                12,901,054  
                     
Metals/Mining (Excluding Steel) 4.36%                    
                     
Alcoa Nederland Holding BV (Netherlands)†(c)   6.75%  9/30/2024    2,477    2,668,967  
Aleris International, Inc.   9.50%  4/1/2021    2,371    2,560,680  
Anglo American Capital plc (United Kingdom)†(c)   4.125%  4/15/2021    1,017    1,037,340  
Anglo American Capital plc (United Kingdom)†(c)   4.875%  5/14/2025   660   676,632  
Cliffs Natural Resources, Inc.   5.75%  3/1/2025    682    664,950  
Coeur Mining, Inc.   7.875%  2/1/2021    852    888,210  
Freeport-McMoRan, Inc.   3.55%  3/1/2022    2,520    2,349,900  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) (continued)                    
                     
Freeport-McMoRan, Inc.   3.875%  3/15/2023    $4,559   $4,215,343  
Grinding Media, Inc./MC Grinding Media Canada, Inc.   7.375%  12/15/2023    686    722,015  
HudBay Minerals, Inc. (Canada)†(c)   7.25%  1/15/2023    298    317,370  
HudBay Minerals, Inc. (Canada)†(c)   7.625%  1/15/2025     665    724,850  
Imperial Metals Corp. (Canada)†(c)   7.00%  3/15/2019    1,050    1,000,125  
Indo Energy Finance II BV (Netherlands)†(c)   6.375%  1/24/2023    1,408    1,344,444  
Kinross Gold Corp. (Canada)(c)   5.125%  9/1/2021    1,825    1,909,406  
Kinross Gold Corp. (Canada)(c)   5.95%  3/15/2024    1,322    1,404,625  
Lundin Mining Corp. (Canada)†(c)   7.875%  11/1/2022    1,464    1,608,570  
Mirabela Nickel Ltd. (Australia)(c)(g)   1.00%  9/10/2044    15    2  
MMC Norilsk Nickel OJSC via MMC Finance DAC (Ireland)†(c)   6.625%  10/14/2022    1,000    1,128,921  
New Gold, Inc. (Canada)†(c)   6.25%  11/15/2022    2,498    2,516,735  
New Gold, Inc. (Canada)†(c)   7.00%  4/15/2020     771    772,446  
Novelis Corp.   5.875%  9/30/2026    1,000    1,023,750  
Novelis Corp.   6.25%  8/15/2024    974    1,017,830  
Peabody Energy Corp.†(g)   10.00%  3/15/2022    1,310    1,024,177  
Peabody Securities Finance Corp.   6.00%  3/31/2022    289    288,458  
Peabody Securities Finance Corp.   6.375%  3/31/2025    800    799,000  
Rain CII Carbon LLC/CII Carbon Corp.   7.25%  4/1/2025    1,927    1,912,548  
Rain CII Carbon LLC/CII Carbon Corp.†(a)   8.50%  1/15/2021   EUR475    525,732  
Rusal Capital DAC (Ireland)†(c)   5.125%  2/2/2022   $2,195    2,210,146  
Samarco Mineracao SA (Brazil)†(c)(g)   4.125%  11/1/2022    1,620    1,065,150  
Southern Copper Corp. (Peru)(c)   3.875%  4/23/2025    992    1,000,822  
Teck Resources Ltd. (Canada)(c)   4.75%  1/15/2022    2,503    2,597,363  
Teck Resources Ltd. (Canada)†(c)   8.50%  6/1/2024    1,169    1,351,656  
Vale Overseas Ltd. (Brazil)(c)   6.25%  8/10/2026    1,443    1,571,066  
Vale SA (Brazil)(c)   5.625%  9/11/2042    1,145    1,087,521  
Vedanta Resources plc (India)†(c)   6.375%  7/30/2022    1,500    1,511,250  
Volcan Cia Minera SAA (Peru)†(c)   5.375%  2/2/2022    302    305,775  
Total                47,803,775  
                     
Monoline Insurance 0.12%                    
                     
MGIC Investment Corp.   5.75%  8/15/2023    1,204    1,273,230  
                     
Non-Electric Utilities 0.13%                    
                     
Brooklyn Union Gas Co. (The)   3.407%  3/10/2026    1,368    1,378,960  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil Field Equipment & Services 2.09%                    
                     
Ensco plc (United kingdom)(c)   5.20%  3/15/2025   $2,376   $2,073,060  
Forum Energy Technologies, Inc.   6.25%  10/1/2021    1,300    1,287,000  
FTS International, Inc.   6.25%  5/1/2022    603    530,640  
FTS International, Inc.   8.631%#  6/15/2020    1,177    1,193,184  
Nabors Industries, Inc.   5.50%  1/15/2023    2,575    2,640,984  
Noble Holding International Ltd.   7.70%  4/1/2025    1,143    1,082,993  
Noble Holding International Ltd.   7.75%  1/15/2024    2,030    1,958,950  
Oceaneering International, Inc.   4.65%  11/15/2024   822   828,786  
Precision Drilling Corp. (Canada)(c)   5.25%  11/15/2024    1,861    1,772,602  
Precision Drilling Corp. (Canada)(c)   6.50%  12/15/2021    377    378,025  
Precision Drilling Corp. (Canada)†(c)   7.75%  12/15/2023    553    584,798  
SESI LLC   6.375%  5/1/2019    535    536,338  
SESI LLC   7.125%  12/15/2021    615    625,763  
Transocean Phoenix 2 Ltd.   7.75%  10/15/2024    1,023    1,104,840  
Transocean Proteus Ltd.   6.25%  12/1/2024    1,499    1,555,212  
Unit Corp.   6.625%  5/15/2021    1,375    1,361,250  
Weatherford International Ltd.   7.75%  6/15/2021    2,126    2,298,737  
Weatherford International Ltd.   9.875%  2/15/2024    1,007    1,170,637  
Total                22,983,799  
                     
Oil Refining & Marketing 0.34%                    
                     
Citgo Holding, Inc.   10.75%  2/15/2020    2,485    2,683,800  
Raizen Fuels Finance SA (Luxembourg)†(c)   5.30%  1/20/2027    1,051    1,066,765  
Total                3,750,565  
                     
Packaging 0.96%                    
                     
BWAY Holding Co.†(f)   7.25%  4/15/2025    3,369    3,377,423  
BWAY Holding Co.   9.125%  8/15/2021    1,052    1,151,887  
Crown Cork & Seal Co., Inc.   7.375%  12/15/2026    1,295    1,492,488  
Graphic Packaging International, Inc.   4.875%  11/15/2022    969    1,017,450  
Pactiv LLC   7.95%  12/15/2025    825    899,250  
Sealed Air Corp.   4.875%  12/1/2022    581    607,505  
Sealed Air Corp.   6.875%  7/15/2033    1,850    2,021,125  
Total                10,567,128  
                     
Personal & Household Products 1.10%                    
                     
Arcelik AS (Turkey)†(c)   5.00%  4/3/2023    1,125    1,113,178  
Avon Products, Inc.   7.00%  3/15/2023    900    846,000  
Brunswick Corp.   4.625%  5/15/2021    845    866,498  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Personal & Household Products (continued)                    
                     
FGI Operating Co. LLC/FGI Finance, Inc.   7.875%  5/1/2020   $1,582   $1,115,310  
Gibson Brands, Inc.   8.875%  8/1/2018    2,225    2,002,500  
Newell Brands, Inc.   4.20%  4/1/2026    2,876    2,996,458  
SC Johnson & Son, Inc.   4.75%  10/15/2046    805    885,482  
Spectrum Brands, Inc.   5.75%  7/15/2025    1,124    1,194,250  
Springs Industries, Inc.   6.25%  6/1/2021    1,007    1,039,728  
Total                12,059,404  
                     
Pharmaceuticals 0.75%                    
                     
Biogen, Inc.   5.20%  9/15/2045    1,504    1,632,163  
Celgene Corp.   5.00%  8/15/2045    2,445    2,569,006  
Pfizer, Inc.   5.60%  9/15/2040    1,578    1,904,962  
Valeant Pharmaceuticals International, Inc.   6.50%  3/15/2022    678    699,187  
Valeant Pharmaceuticals International, Inc.   7.00%  3/15/2024    1,332    1,370,295  
Total                8,175,613  
                     
Property & Casualty 0.38%                    
                     
Arch Capital Finance LLC   5.031%  12/15/2046    1,507    1,618,177  
Chubb INA Holdings, Inc.   4.35%  11/3/2045    876    927,024  
Hanover Insurance Group, Inc. (The)   4.50%  4/15/2026    1,526    1,587,283  
Total                4,132,484  
                     
Rail 0.49%                    
                     
Central Japan Railway Co. (Japan)†(c)   4.25%  11/24/2045    1,524    1,559,375  
Florida East Coast Holdings Corp.   9.75%  5/1/2020    1,608    1,726,590  
Rumo Luxembourg Sarl (Luxembourg)†(c)   7.375%  2/9/2024    1,059    1,093,418  
Watco Cos. LLC/Watco Finance Corp.   6.375%  4/1/2023    962    981,240  
Total                5,360,623  
                     
Real Estate Investment Trusts 0.83%                    
                     
Alexandria Real Estate Equities, Inc.   3.95%  1/15/2028    1,627    1,626,024  
Digital Realty Trust LP   4.75%  10/1/2025    989    1,045,578  
Healthcare Trust of America Holdings LP   3.50%  8/1/2026    1,010    973,200  
Hospitality Properties Trust   4.95%  2/15/2027    1,000    1,028,732  
Physicians Realty LP   4.30%  3/15/2027    1,368    1,372,587  
Starwood Property Trust, Inc.   5.00%  12/15/2021    840    873,600  
VEREIT Operating Partnership LP   4.60%  2/6/2024    1,071    1,108,485  
VEREIT Operating Partnership LP   4.875%  6/1/2026    1,025    1,071,125  
Total                9,099,331  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Management & Development 0.23%                    
                     
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(c)   3.875%  3/20/2027   $2,539   $2,578,994  
                     
Recreation & Travel 0.44%                    
                     
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027    2,950    3,746,500  
Silversea Cruise Finance Ltd. (Bahamas)†(c)   7.25%  2/1/2025    1,059    1,117,245  
Total                4,863,745  
                     
Restaurants 0.62%                    
                     
Arcos Dorados Holdings, Inc. (Uruguay)†(c)(f)   5.875%  4/4/2027    531    536,576  
Arcos Dorados Holdings, Inc. (Uruguay)†(c)(f)   6.625%  9/27/2023    780    832,650  
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC   5.00%  6/1/2024    1,610    1,648,237  
McDonald’s Corp.   3.50%  3/1/2027    879    882,695  
McDonald’s Corp.   3.70%  1/30/2026    835    855,599  
PF Chang’s China Bistro, Inc.   10.25%  6/30/2020    1,093    1,095,733  
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC  5.875%  5/15/2021    975    994,500  
Total                6,845,990  
                     
Software/Services 1.91%                    
                     
Alibaba Group Holding Ltd. (China)(c)   3.125%  11/28/2021    2,150    2,175,286  
Camelot Finance SA (Luxembourg)†(c)   7.875%  10/15/2024    923    973,765  
First Data Corp.   7.00%  12/1/2023    2,996    3,220,700  
Microsoft Corp.   3.70%  8/8/2046    1,123    1,056,927  
Microsoft Corp.   4.00%  2/12/2055    4,317    4,087,953  
Microsoft Corp.   4.50%  2/6/2057    999   1,031,340  
Oracle Corp.   4.375%  5/15/2055   3,065     3,001,631  
Priceline Group, Inc. (The)   3.65%  3/15/2025    1,015    1,023,041  
Rackspace Hosting, Inc.   8.625%  11/15/2024    1,065    1,124,853  
Solera LLC/Solera Finance, Inc.   10.50%  3/1/2024    1,010    1,158,975  
VeriSign, Inc.   4.625%  5/1/2023    872    886,170  
VeriSign, Inc.   5.25%  4/1/2025    741    771,566  
Visa, Inc.   3.15%  12/14/2025    477    479,178  
Total                20,991,385  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Specialty Retail 0.65%                    
                     
Brookstone Holdings Corp. PIK   10.00%  7/7/2021   $42   $3,251  
Hot Topic, Inc.   9.25%  6/15/2021    1,072    1,045,200  
L Brands, Inc.   6.875%  11/1/2035    710    688,700  
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.   7.875%  10/1/2022    1,475    1,530,313  
PetSmart, Inc.   7.125%  3/15/2023    2,217    2,111,692  
Rent-A-Center, Inc.   4.75%  5/1/2021    576    475,200  
Tiffany & Co.   4.90%  10/1/2044    1,389    1,308,782  
Total                7,163,138  
                     
Steel Producers/Products 0.50%                    
                     
ArcelorMittal (Luxembourg)(c)   6.125%  6/1/2025    1,508    1,681,420  
Joseph T Ryerson & Son, Inc.   11.00%  5/15/2022    1,082    1,219,955  
Steel Dynamics, Inc.   5.00%  12/15/2026    502    509,530  
Steel Dynamics, Inc.   5.50%  10/1/2024    732    766,770  
U.S. Steel Corp.   7.50%  3/15/2022    588    612,255  
Zekelman Industries, Inc.   9.875%  6/15/2023    632    707,840  
Total                5,497,770  
                     
Support: Services 1.42%                    
                     
AECOM   5.125%  3/15/2027    1,968    1,977,840  
AECOM   5.875%  10/15/2024    999    1,066,432  
Ahern Rentals, Inc.   7.375%  5/15/2023    482    416,930  
BakerCorp International, Inc.   8.25%  6/1/2019    507    476,580  
BlueLine Rental Finance Corp./BlueLine Rental LLC   9.25%  3/15/2024    1,105    1,134,006  
Carlson Travel, Inc.   6.75%  12/15/2023    942    982,035  
Cleveland Clinic Foundation (The)   4.858%  1/1/2114    1,100    1,068,163  
Jurassic Holdings III, Inc.   6.875%  2/15/2021    1,467    1,217,610  
Leidos Holdings, Inc.   4.45%  12/1/2020    450    470,250  
Metropolitan Museum of Art (The)   3.40%  7/1/2045    1,350    1,242,749  
Monitronics International, Inc.   9.125%  4/1/2020    1,185    1,151,678  
Ritchie Bros Auctioneers, Inc. (Canada)†(c)   5.375%  1/15/2025    630    645,750  
Sotheby’s   5.25%  10/1/2022    837    851,647  
Team Health Holdings, Inc.   6.375%  2/1/2025    561    551,183  
United Rentals North America, Inc.   5.875%  9/15/2026    755    789,919  
United Rentals North America, Inc.   6.125%  6/15/2023    1,477    1,549,004  
Total                15,591,776  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Technology Hardware & Equipment 1.14%                    
                     
CDW LLC/CDW Finance Corp.   5.50%  12/1/2024   $1,425   $1,499,813  
CommScope Technologies LLC   5.00%  3/15/2027    781    781,742  
CommScope Technologies LLC   6.00%  6/15/2025    2,852    3,001,730  
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   4.42%  6/15/2021    1,015    1,062,427  
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   5.875%  6/15/2021    2,614    2,748,971  
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024    3,080    3,406,609  
Total                12,501,292  
                     
Telecommunications: Satellite 0.34%                    
                     
Intelsat Connect Finance SA (Luxembourg)†(c)   12.50%  4/1/2022    1,225    1,099,438  
Intelsat Jackson Holdings SA (Luxembourg)(c)   7.25%  4/1/2019    2,800    2,684,500  
Total                3,783,938  
                     
Telecommunications: Wireless 2.62%                    
                     
Comcel Trust via Comunicaciones Celulares SA   6.875%  2/6/2024    2,125    2,214,250  
GTH Finance BV (Netherlands)†(c)   7.25%  4/26/2023    1,939    2,138,930  
SBA Communications Corp.   4.875%  7/15/2022    900    915,750  
Sprint Capital Corp.   8.75%  3/15/2032    1,375    1,656,875  
Sprint Corp.   7.125%  6/15/2024    1,215    1,300,050  
Sprint Corp.   7.625%  2/15/2025    3,361    3,680,295  
Sprint Corp.   7.875%  9/15/2023    1,504    1,669,440  
T-Mobile USA, Inc.   6.50%  1/15/2024    5,637    6,102,052  
T-Mobile USA, Inc.   6.50%  1/15/2026    1,978    2,170,855  
T-Mobile USA, Inc.   6.625%  4/1/2023    2,750    2,941,620  
T-Mobile USA, Inc.   6.836%  4/28/2023    103    110,468  
Telefonica Celular del Paraguay SA (Paraguay)†(c)   6.75%  12/13/2022    1,160    1,200,600  
Wind Acquisition Finance SA (Italy)†(c)   7.375%  4/23/2021    2,550    2,658,375  
Total                28,759,560  
                     
Telecommunications: Wireline Integrated & Services 1.48%
                     
Columbus Cable Barbados Ltd. (Barbados)†(c)   7.375%  3/30/2021    1,366    1,463,328  
Equinix, Inc.   5.375%  4/1/2023    785    821,306  
Equinix, Inc.   5.875%  1/15/2026    5,121    5,460,266  
GCI, Inc.   6.875%  4/15/2025    1,480    1,557,700  
IHS Netherlands Holdco BV (Netherlands)†(c)   9.50%  10/27/2021    2,400    2,473,104  
Sable International Finance Ltd.   6.875%  8/1/2022    1,465    1,556,563  
Uniti Group, Inc./CSL Capital LLC   8.25%  10/15/2023    959    1,016,540  
Zayo Group LLC/Zayo Capital, Inc.   6.00%  4/1/2023    1,729    1,834,901  
Total                16,183,708  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Theaters & Entertainment 0.20%                    
                     
AMC Entertainment Holdings, Inc.   5.875%  11/15/2026   $1,049   $1,063,424  
AMC Entertainment Holdings, Inc.   6.125%  5/15/2027    1,080    1,092,150  
Total                2,155,574  
                     
Transportation: Infrastructure/Services 0.59%                    
                     
Aeropuertos Dominicanos Siglo XXI SA (Dominican Republic)†(c)   6.75%  3/30/2029   1,200   1,256,748  
Autoridad del Canal de Panama (Panama)†(c)   4.95%  7/29/2035    1,000    1,097,500  
Delhi International Airport Pvt Ltd. (India)†(c)   6.125%  10/31/2026    1,506    1,625,694  
DP World Ltd. (United Arab Emirates)†(c)   6.85%  7/2/2037    1,030    1,193,230  
Navios Maritime Holdings, Inc./Navios Maritime Finance II US, Inc. (Greece)†(c)   7.375%  1/15/2022    599    512,145  
Stena AB (Sweden)†(c)   7.00%  2/1/2024    877    824,380  
Total                6,509,697  
                     
Trucking & Delivery 0.08%                    
                     
XPO CNW, Inc.   6.70%  5/1/2034    1,005    917,063  
Total High Yield Corporate Bonds
(cost $743,126,371)
                770,988,674  
                     
MUNICIPAL BONDS 2.98%                    
                     
Education 1.15%                    
                     
California St Univ   3.899%  11/1/2047    3,675    3,643,615  
Dallas Convention Center Hotel Dev Corp., TX   7.088%  1/1/2042    1,960    2,545,785  
Ohio Univ   5.59%  12/1/2114    1,000    1,020,330  
Pasadena Public Fing Auth   7.148%  3/1/2043    2,945    4,082,860  
Univ of California Bd of Regents   6.548%  5/15/2048    1,000    1,310,610  
Total                12,603,200  
                     
General Obligation 1.01%                    
                     
California   7.55%  4/1/2039    1,000    1,467,590  
Chicago Transit Auth, IL   6.899%  12/1/2040    1,000    1,247,100  
District of Columbia, DC   5.591%  12/1/2034    1,445    1,766,614  
Honolulu City & Cnty, HI   5.418%  12/1/2027    740    883,597  
Los Angeles Unif Sch Dist, CA   5.75%  7/1/2034    1,000    1,238,390  
New York City   5.985%  12/1/2036    1,134    1,398,177  
Ohio St Univ   4.048%  12/1/2056    676    655,247  
Pennsylvania   5.45%  2/15/2030    1,336    1,565,324  
The Bd of Governors of the Univ of North Carolina   3.847%  12/1/2034    855    885,096  
Total                11,107,135  

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Lease Obligations 0.39%                    
                     
New York City Indl Dev Agy   11.00%  3/1/2029   $2,585   $3,573,943  
Wisconsin   3.294%  5/1/2037    790    733,689  
Total                4,307,632  
                     
Tax Revenue 0.26%                    
                     
Massachusetts Sch Bldg Auth   5.715%  8/15/2039    2,220    2,774,601  
                     
Utilities 0.17%                    
                     
San Antonio, TX   5.718%  2/1/2041    1,480    1,846,877  
Total Municipal Bonds
(cost $32,882,019)
                32,639,445  
                
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.15%
                   
Citigroup Commercial Mortgage Trust 2015-101A D   4.625%#  1/14/2043   775    677,416 
Commercial Mortgage Pass-Through Certificates 2015-PC1 D   4.442%#  7/10/2050   1,237    940,261 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $1,819,508)
        1,617,677 
                   
   Dividend
Rate
      Shares
(000)
      
PREFERRED STOCK 0.04%                  
                   
Energy: Exploration & Production                  
                   
Templar Energy LLC
(cost $379,030)
Zero Coupon       38    483,263 
Total Long-Term Investments
(cost $1,026,767,204)
               $1,075,371,259 
                   
   Interest
Rate
      Principal
Amount
(000)
      
SHORT-TERM INVESTMENTS 1.84%                  
                   
FLOATING RATE LOANS(d) 0.57%                  
                   
Advertising 0.28%                  
                   
BWAY Corp. Term Loan   (h)  8/7/2017  $3,105    3,105,000 
                   
Auto Parts & Equipment 0.29%                  
                   
American Axle and Manufacturing, Inc. Sr. Unsecured Bridge Term Loan   7.40%  1/18/2018   3,166    3,166,000 
Total Floating Rate Loans
(cost $6,271,000)
                6,271,000 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
HIGH YIELD CORPORATE BOND 0.10%                  
                   
Gaming                  
                   
Caesars Entertainment Operating Co., Inc.(g)
(cost $1,031,241)
   11.25%  6/1/2017  $985   $1,122,806 
                   
REPURCHASE AGREEMENT 1.17%                  
                   
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $13,030,000 of Federal Farm Credit Bank at 1.125% due 9/22/2017; value: $13,047,499; proceeds: $12,787,581
(cost $12,787,485)
          12,787    12,787,485 
Total Short-Term Investments
(cost $20,089,726)
                20,181,291 
Total Investments in Securities 99.87%
(cost $1,046,856,930)
         1,095,552,550 
Cash, Foreign Cash and Other Assets in Excess of Liabilities(i) 0.13%          1,473,391 
Net Assets 100.00%               $1,097,025,941 

 

 
AUD Australian dollar.
CAD Canadian dollar.
CHF Swiss franc.
DKK Danish Krone.
EUR euro.
GBP British pound.
HKD Hong Kong dollar.
JPY Japanese yen.
MXN Mexican peso.
RUB Russian ruble.
ZAR South African rand.
ADR American Depositary Receipt.
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 March 31, 2017.
* 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) 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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

(e) Security is perpetual in nature and has no stated maturity.
(f) Securities purchased on a when-issued basis (See Note 2(i)).
(g) Defaulted (non-income producing security).
(h) Interest rate to be determined.
(i) Cash, Foreign Cash and Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on open forward foreign currency exchange  contracts, futures contracts and swaps as follows:

 

Open Forward Foreign Currency Exchange Contracts at March 31, 2017:

 

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  Buy  J.P. Morgan  4/19/2017  500,000  $618,148   $626,668   $8,520 
British pound  Buy  State Street Bank and Trust  4/19/2017  125,000   155,744    156,667    923 
British pound  Buy  State Street Bank and Trust  4/19/2017  100,000   123,192    125,334    2,142 
British pound  Buy  State Street Bank and Trust  4/19/2017  90,000   110,510    112,800    2,290 
British pound  Buy  State Street Bank and Trust  4/19/2017  250,000   307,673    313,334    5,661 
British pound  Buy  State Street Bank and Trust  4/19/2017  83,000   102,147    104,027    1,880 
British pound  Buy  State Street Bank and Trust  4/19/2017  250,000   305,451    313,334    7,883 
British pound  Buy  State Street Bank and Trust  4/19/2017  540,000   657,678    676,802    19,124 
British pound  Buy  State Street Bank and Trust  4/19/2017  130,000   161,641    162,934    1,293 
British pound  Buy  State Street Bank and Trust  4/19/2017  700,000   871,307    877,336    6,029 
euro  Buy  Goldman Sachs  5/16/2017  65,000   69,065    69,474    409 
euro  Buy  State Street Bank and Trust  5/16/2017  30,000   31,882    32,065    183 
euro  Buy  State Street Bank and Trust  5/16/2017  200,000   211,248    213,767    2,519 
Danish krone  Sell  Standard Chartered Bank  4/10/2017  3,790,000   550,325    543,627    6,698 
euro  Sell  Goldman Sachs  5/16/2017  640,000   687,890    684,055    3,835 
euro  Sell  Morgan Stanley  5/16/2017  350,000   378,130    374,092    4,038 
euro  Sell  Morgan Stanley  5/16/2017  116,000   124,615    123,985    630 
euro  Sell  State Street Bank and Trust  5/16/2017  400,000   432,257    427,534    4,723 
euro  Sell  State Street Bank and Trust  5/16/2017  375,000   405,296    400,813    4,483 
euro  Sell  State Street Bank and Trust  5/16/2017  170,000   184,068    181,702    2,366 
euro  Sell  State Street Bank and Trust  5/16/2017  300,000   323,773    320,651    3,122 
euro  Sell  State Street Bank and Trust  5/16/2017  120,000   129,741    128,260    1,481 
euro  Sell  State Street Bank and Trust  5/16/2017  600,000   642,531    641,301    1,230 
euro  Sell  State Street Bank and Trust  5/16/2017  380,000   406,776    406,157    619 
Swiss franc  Sell  UBS AG  7/5/2017  1,090,000   1,095,070    1,094,268    802 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $92,883 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

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  State Street Bank and Trust  4/19/2017  70,000  $87,977   $87,734   $(243)
British pound  Buy  State Street Bank and Trust  4/19/2017  77,000   96,724    96,507    (217)
British pound  Buy  State Street Bank and Trust  4/19/2017  300,000   377,212    376,001    (1,211)
Danish krone  Buy  State Street Bank and Trust  4/10/2017  350,000   50,574    50,203    (371)
euro  Buy  State Street Bank and Trust  5/16/2017  285,000   304,834    304,618    (216)
euro  Buy  State Street Bank and Trust  5/16/2017  100,000   108,909    106,884    (2,025)
British pound  Sell  J.P. Morgan  4/19/2017  3,750,000   4,650,048    4,700,013    (49,965)
British pound  Sell  State Street Bank and Trust  4/19/2017  368,000   452,904    461,228    (8,324)
Danish krone  Sell  State Street Bank and Trust  4/10/2017  7,710,000   1,103,933    1,105,900    (1,967)
euro  Sell  State Street Bank and Trust  5/16/2017  125,000   133,154    133,604    (450)
euro  Sell  State Street Bank and Trust  5/16/2017  310,000   327,810    331,339    (3,529)
euro  Sell  State Street Bank and Trust  5/16/2017  330,000   349,544    352,716    (3,172)
euro  Sell  State Street Bank and Trust  5/16/2017  149,000   157,748    159,256    (1,508)
euro  Sell  State Street Bank and Trust  5/16/2017  550,000   579,598    587,860    (8,262)
euro  Sell  State Street Bank and Trust  5/16/2017  420,000   446,994    448,911    (1,917)
euro  Sell  State Street Bank and Trust  5/16/2017  138,000   147,492    147,499    (7)
euro  Sell  State Street Bank and Trust  5/16/2017  192,000   204,794    205,216    (422)
euro  Sell  UBS AG  5/16/2017  7,850,000   8,359,339    8,390,359    (31,020)
Japanese yen  Sell  Morgan Stanley  4/26/2017  128,150,000   1,130,908    1,151,976    (21,068)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts   $(135,894)

 

Open Futures Contracts at March 31, 2017:

 

Type  Expiration  Contracts  Position  Notional Value   Unrealized
Appreciation
 
Long U.S. Treasury Bond  June 2017  518  Short  $(78,137,063)  $255,071 
U.S. 5-Year Treasury Note  June 2017  257  Long   30,255,727    37,703 
Totals           $(47,881,336)  $292,774 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Type  Expiration  Contracts  Position  Notional Value   Unrealized
Depreciation
 
Ultra Long U.S. Treasury Bond  June 2017  5  Short  $(803,125)  $(3,798)
U.S. 10-Year Treasury Note  June 2017  417  Short   (51,942,563)   (6,061)
Totals           $(52,745,688)  $(9,859)

 

Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at March 31, 2017(1):

 

Referenced
Index*
  Fund
Pays
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Depreciation(4)
 
Markit CDX.
NA.EM.27(5)
   1.00%  6/20/2022  $30,519,000   $32,136,507   $1,617,507   $ 

 

 

* The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities. (See Note 2(h)).
(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) pay to the buyer 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) Fair value serves as the indicator of the current status of payment/performance risk.
(3) Upfront payments received by Central Clearinghouse are presented net of amortization (See Note 2(h)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $0. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Central Clearinghouse: Credit Suisse.

 

The following is a summary of the inputs used as of March 31, 2017 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $20,854,572   $   $20,854,572 
Common Stocks                    
Auto Parts & Equipment   2,221,159    1,695,038        3,916,197 
Energy: Exploration & Production   3,915,111    2,297,940        6,213,051 
Metals/Mining (Excluding Steel)   4,432,279        271,898(4)(5)   4,704,177 
Remaining Industries   141,092,227            141,092,227 
Convertible Bonds       3,499,437        3,499,437 
Convertible Preferred Stocks                    
Building & Construction       876,090        876,090 
Energy: Exploration & Production       1,147,986        1,147,986 
Pharmaceuticals   849,780            849,780 
Software/Services       1,153,218        1,153,218 
Floating Rate Loans(6)                    
Advertising       3,105,000        3,105,000 
Auto Parts & Equipment       3,166,000    763,403    3,929,403 
Building Materials       1,538,523        1,538,523 
Electric: Generation       3,611,757        3,611,757 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Energy: Exploration & Production  $   $3,318,716   $986,340   $4,305,056 
Food: Wholesale       296,446        296,446 
Gaming       3,430,555        3,430,555 
Health Services       1,064,177        1,064,177 
Media: Diversified       1,258,698        1,258,698 
Metals/Mining (Excluding Steel)       2,935,558        2,935,558 
Oil Field Equipment & Services       2,572,543        2,572,543 
Personal & Household Products       2,136,513        2,136,513 
Real Estate Development & Management       963,781        963,781 
Recreation & Travel       737,443        737,443 
Specialty Retail       1,100,561        1,100,561 
Support: Services       4,831,044        4,831,044 
Trucking & Delivery       839,583        839,583 
Foreign Bonds       3,851,934        3,851,934 
Foreign Government Obligations       49,097,890        49,097,890 
High Yield Corporate Bonds                    
Banking       83,629,151    125(5)   83,629,276 
Metals/Mining (Excluding Steel)       46,779,596    1,024,179(4)(5)   47,803,775 
Specialty Retail       7,159,887    3,251(4)   7,163,138 
Remaining Industries       633,515,291        633,515,291 
Municipal Bonds       32,639,445        32,639,445 
Non-Agency Commercial Mortgage-Backed Securities       1,617,677        1,617,677 
Preferred Stock       483,263        483,263 
Repurchase Agreement       12,787,485        12,787,485 
Total  $152,510,556   $939,992,798   $3,049,196   $1,095,552,550 
Other Financial Instruments                    
Centrally Cleared Credit Default Swap                    
Assets  $   $1,617,507   $   $1,617,507 
Liabilities                
Forward Foreign Currency Exchange Contract                    
Assets       92,883        92,883 
Liabilities       (135,894)       (135,894)
Futures Contracts                    
Assets   292,774            292,774 
Liabilities   (9,859)           (9,859)
Total  $282,915   $1,574,496   $   $1,857,411 

 

 

(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.
(3) There were no Level 1/Level 2 transfers during the period ended March 31, 2017.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO March 31, 2017

 

(4) Includes securities (Peabody Energy Corp. (Metals/Mining(excluding Steel)), Peabody Energy Corp. Series A (Metals/Mining(excluding Steel)), Peabody Energy Corp. (Metals/Mining(excluding Steel)) and Brookstone Holdings Corp. PIK (Specialty Retail)) 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.
(5) Includes Level 3 securities (Mirabela Nickel Ltd. (Metals/Mining (Excluding Steel)), Washington Mutual Bank (Banking) and Mirabela Nickel Ltd. (Metals/Mining (Excluding Steel)) fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financials.
(6) 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.

 

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
Stock
   Floating
Rate Loans
   High Yield
Corporate
Bond
   Non-Agency
Commercial
Mortgage-Backed
Securities
 
Balance as of January 1, 2017  $1,057,410   $18,476   $765,335   $6,521   $63,006 
Accrued discounts/premiums            (762)        (616)
Realized gain (loss)           2,929        (10,306)
Change in unrealized appreciation/depreciation        1,084    (3,852)   (150,154)   3,697 
Purchases        252,338        2,013      
Sales           (64,462)        (55,781)
Net transfers in or out of Level 3   (1,057,410)       1,050,555    1,169,175     
Balance as of March 31, 2017  $   $271,898   $1,749,743   $1,027,555   $ 
Net change in unrealized appreciation/depreciation for period ended March 31, 2017 related to Level 3 investments held at March 31, 2017  $   $1,084   $(3,852)  $(150,154)  $ 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 99.08%          
           
Aerospace & Defense 5.72%          
           
General Dynamics Corp.   11,900   $2,228 
L3 Technologies, Inc.   3,000    496 
Lockheed Martin Corp.   10,592    2,834 
Northrop Grumman Corp.   8,000    1,903 
Raytheon Co.   13,300    2,028 
United Technologies Corp.   6,000    673 
Total        10,162 
           
Beverages 4.27%          
           
Coca-Cola Co. (The)   81,268    3,449 
PepsiCo, Inc.   36,924    4,130 
Total        7,579 
           
Biotechnology 1.55%          
           
AbbVie, Inc.   42,399    2,763 
           
Capital Markets 3.06%          
           
Ameriprise Financial, Inc.   2,700    350 
Eaton Vance Corp.   21,900    985 
S&P Global, Inc.   14,300    1,870 
SEI Investments Co.   16,100    812 
T. Rowe Price Group, Inc.   20,800    1,417 
Total        5,434 
           
Chemicals 5.49%          
           
Air Products & Chemicals, Inc.   4,500    609 
Ecolab, Inc.   12,900    1,617 
International Flavors & Fragrances, Inc.   11,500    1,524 
Monsanto Co.   27,595    3,124 
PPG Industries, Inc.   17,206    1,808 
Praxair, Inc.   6,700    794 
RPM International, Inc.   4,900    270 
Total        9,746 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Commercial Services & Supplies 0.24%          
           
Republic Services, Inc.   6,900   $433 
           
Distributors 0.26%          
           
Genuine Parts Co.   5,000    462 
           
Diversified Telecommunication Services 3.75%          
           
AT&T, Inc.   73,808    3,067 
Verizon Communications, Inc.   73,700    3,593 
Total        6,660 
           
Electric: Utilities 3.46%          
           
Alliant Energy Corp.   15,300    606 
Edison International   30,400    2,420 
Eversource Energy   31,400    1,846 
NextEra Energy, Inc.   5,121    658 
Southern Co. (The)   12,300    612 
Total        6,142 
           
Energy Equipment & Services 0.39%          
           
Helmerich & Payne, Inc.   10,412    693 
           
Food & Staples Retailing 8.12%          
           
Costco Wholesale Corp.   12,900    2,163 
CVS Health Corp.   38,000    2,983 
Kroger Co. (The)   32,100    947 
Sysco Corp.   25,700    1,334 
Wal-Mart Stores, Inc.   38,680    2,788 
Walgreens Boots Alliance, Inc.   50,621    4,204 
Total        14,419 
           
Food Products 3.35%          
           
Archer-Daniels-Midland Co.   54,300    2,500 
Flowers Foods, Inc.   30,400    590 
General Mills, Inc.   28,200    1,664 
Hormel Foods Corp.   19,700    682 
Kellogg Co.   7,100    516 
Total        5,952 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 4.16%          
           
Becton, Dickinson & Co.   5,500   $1,009 
C.R. Bard, Inc.   10,088    2,507 
Medtronic plc (Ireland)(a)   36,891    2,972 
STERIS plc (United Kingdom)(a)   3,400    236 
West Pharmaceutical Services, Inc.   8,100    661 
Total        7,385 
           
Health Care Providers & Services 1.81%          
           
AmerisourceBergen Corp.   10,800    956 
Cardinal Health, Inc.   27,648    2,255 
Total        3,211 
           
Hotels, Restaurants & Leisure 3.02%          
           
Cracker Barrel Old Country Store, Inc.   4,000    637 
McDonald’s Corp.   36,474    4,727 
Total        5,364 
           
Household Products 4.08%          
           
Kimberly-Clark Corp.   31,535    4,151 
Procter & Gamble Co. (The)   34,500    3,100 
Total        7,251 
           
Industrial Conglomerates 3.57%          
           
3M Co.   21,517    4,117 
Roper Technologies, Inc.   10,800    2,230 
Total        6,347 
           
Information Technology Services 4.47%          
           
Accenture plc Class A (Ireland)(a)   14,500    1,738 
Automatic Data Processing, Inc.   11,700    1,198 
International Business Machines Corp.   28,687    4,996 
Total        7,932 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Insurance 3.81%          
           
Assurant, Inc.   6,300   $603 
Chubb Ltd. (Switzerland)(a)   30,664    4,178 
Hanover Insurance Group, Inc. (The)   7,200    648 
Travelers Cos., Inc. (The)   11,100    1,338 
Total        6,767 
           
Leisure Products 0.10%          
           
Polaris Industries, Inc.   2,100    176 
           
Machinery 4.01%          
           
Caterpillar, Inc.   17,300    1,605 
Cummins, Inc.   17,900    2,707 
Graco, Inc.   7,800    734 
Illinois Tool Works, Inc.   3,400    450 
Lincoln Electric Holdings, Inc.   2,000    174 
Pentair plc (United Kingdom)(a)   23,000    1,444 
Total        7,114 
           
Metals & Mining 0.32%          
           
Nucor Corp.   9,600    573 
           
Multi-Utilities 3.52%          
           
CenterPoint Energy, Inc.   41,500    1,144 
Dominion Resources, Inc.   47,000    3,646 
SCANA Corp.   22,298    1,457 
Total        6,247 
           
Oil, Gas & Consumable Fuels 4.52%          
           
Chevron Corp.   52,949    5,685 
Exxon Mobil Corp.   7,100    582 
Occidental Petroleum Corp.   27,773    1,760 
Total        8,027 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals 2.36%          
           
Johnson & Johnson   33,619   $4,187 
           
Professional Services 0.69%          
           
Robert Half International, Inc.   25,000    1,221 
           
Road & Rail 3.83%          
           
CSX Corp.   51,100    2,379 
J.B. Hunt Transport Services, Inc.   4,600    422 
Union Pacific Corp.   37,700    3,993 
Total        6,794 
           
Semiconductors & Semiconductor Equipment 5.27%          
           
Microchip Technology, Inc.   32,366    2,388 
QUALCOMM, Inc.   78,957    4,527 
Texas Instruments, Inc.   30,300    2,441 
Total        9,356 
           
Software 2.27%          
           
Microsoft Corp.   61,200    4,031 
           
Specialty Retail 4.69%          
           
Best Buy Co., Inc.   13,500    664 
Lowe’s Cos., Inc.   42,725    3,512 
Ross Stores, Inc.   40,100    2,641 
Tiffany & Co.   9,100    867 
TJX Cos., Inc. (The)   8,100    641 
Total        8,325 
           
Textiles, Apparel & Luxury Goods 1.28%          
           
NIKE, Inc. Class B   40,900    2,279 
           
Trading Companies & Distributors 1.64%          
           
Fastenal Co.   16,000    824 
MSC Industrial Direct Co., Inc. Class A   14,000    1,438 
W.W. Grainger, Inc.   2,800    652 
Total        2,914 
Total Common Stocks
(cost $165,798,165)
        175,946 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 1.00%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $1,510,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $1,802,833; proceeds: $1,765,963
(cost $1,765,950)
  $1,766   $1,766 
Total Investments in Securities 100.08%
(cost $167,564,115)
        177,712 
Liabilities in Excess of Other Assets(b) (0.08)%        (140)
Net Assets 100.00%       $177,572 

 

 
(a) Foreign security traded in U.S. dollars.
(b) Liabilities in Excess of Other Assets include net unrealized appreciation on futures contracts as follows:

 

Open Futures Contracts at March 31, 2017:

 

Type  Expiration  Contracts   Position  Notional Value   Unrealized
Appreciation
 
E-Mini S&P 500 Index  June 2017   10   Long  $1,179,600   $1,137 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO March 31, 2017

 

The following is a summary of the inputs used as of March 31, 2017 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  $175,946   $   $   $175,946 
Repurchase Agreement       1,766        1,766 
Total  $175,946   $1,766   $   $177,712 
Other Financial Instruments                    
Futures Contracts                    
Assets  $1   $   $   $1 
Liabilities                
Total  $1   $   $   $1 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.61%          
           
Banks 5.49%          
           
Citizens Financial Group, Inc.   32,463   $1,122 
East West Bancorp, Inc.   8,153    421 
Wells Fargo & Co.   15,439    859 
Total        2,402 
           
Beverages 2.00%          
           
PepsiCo, Inc.   7,834    876 
           
Biotechnology 2.02%          
           
Celgene Corp.*   7,106    884 
           
Building Products 0.25%          
           
Johnson Controls International plc   2,626    111 
           
Capital Markets 3.06%          
           
Charles Schwab Corp. (The)   6,252    255 
Goldman Sachs Group, Inc. (The)   967    222 
Morgan Stanley   15,467    663 
TD Ameritrade Holding Corp.   5,087    198 
Total        1,338 
           
Chemicals 3.41%          
           
Dow Chemical Co. (The)   11,720    745 
PPG Industries, Inc.   7,108    747 
Total        1,492 
           
Communications Equipment 2.63%          
           
Cisco Systems, Inc.   34,023    1,150 
           
Consumer Finance 0.75%          
           
Discover Financial Services   4,828    330 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Diversified Telecommunication Services 1.35%          
           
AT&T, Inc.  14,188   $589 
           
Electric: Utilities 3.80%          
NextEra Energy, Inc.   9,032    1,159 
PG&E Corp.   7,593    504 
Total        1,663 
           
Electrical Equipment 0.77%          
           
AMETEK, Inc.   6,196    335 
           
Energy Equipment & Services 1.87%          
           
Helmerich & Payne, Inc.   1,286    85 
Schlumberger Ltd.   9,370    732 
Total        817 
           
Equity Real Estate Investment Trusts 2.52%          
           
Boston Properties, Inc.   4,899    649 
Vornado Realty Trust   4,537   455 
Total        1,104 
           
Food & Staples Retailing 0.31%          
           
CVS Health Corp.   1,707    134 
           
Food Products 1.51%          
           
Mondelez International, Inc. Class A   15,281    658 
           
Health Care Equipment & Supplies 3.26%          
           
Abbott Laboratories   32,104    1,426 
           
Health Care Providers & Services 3.42%          
           
UnitedHealth Group, Inc.   9,125    1,497 
           
Hotels, Restaurants & Leisure 1.43%          
           
Yum! Brands, Inc.   9,798    626 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Household Durables 1.35%         
           
Lennar Corp. Class A   11,543   $591 
           
Household Products 1.12%          
           
Colgate-Palmolive Co.   6,694    490 
           
Industrial Conglomerates 5.71%          
           
General Electric Co.   39,869    1,188 
Honeywell International, Inc.   10,464    1,307 
Total        2,495 
           
Information Technology Services 2.34%          
           
Fidelity National Information Services, Inc.   12,836    1,022 
           
Insurance 5.59%          
           
Allstate Corp. (The)   9,429    768 
Chubb Ltd. (Switzerland)(a)   8,674    1,182 
Hartford Financial Services Group, Inc. (The)   10,225    492 
Total        2,442 
           
Internet & Direct Marketing Retail 1.05%          
           
Amazon.com, Inc.*   517    458 
           
Internet Software & Services 3.25%          
           
Alphabet, Inc. Class A*   1,411    1,196 
Facebook, Inc. Class A*   1,570    223 
Total        1,419 
           
Life Sciences Tools & Services 2.24%          
           
Thermo Fisher Scientific, Inc.   6,383    980 
           
Machinery 3.68%          
           
Caterpillar, Inc.   1,212    113 
ITT, Inc.   13,720    563 
PACCAR, Inc.   8,738    587 
Parker-Hannifin Corp.   2,160   346 
Total        1,609 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Media 4.02%          
           
Comcast Corp. Class A   23,188   $871 
Walt Disney Co. (The)   7,802    885 
Total        1,756 
           
Oil, Gas & Consumable Fuels 4.44%          
           
Anadarko Petroleum Corp.   7,202    446 
Devon Energy Corp.   15,665    654 
EOG Resources, Inc.   4,661    455 
Range Resources Corp.   13,314    387 
Total        1,942 
           
Pharmaceuticals 5.30%          
           
Bristol-Myers Squibb Co.   2,647    144 
Johnson & Johnson   8,694    1,083 
Pfizer, Inc.   31,921    1,092 
Total        2,319 
           
Professional Services 0.40%          
           
Nielsen Holdings plc   4,248    175 
           
Road & Rail 0.51%          
           
CSX Corp.   4,747    221 
           
Semiconductors & Semiconductor Equipment 4.83%          
           
Broadcom Ltd.   5,047    1,105 
Microchip Technology, Inc.   13,659    1,008 
Total        2,113 
           
Software 4.94%          
           
Microsoft Corp.   23,876    1,573 
Oracle Corp.   13,211    589 
Total        2,162 
           
Specialty Retail 1.45%          
           
AutoZone, Inc.*   876    633 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Technology Hardware, Storage & Peripherals 5.54%          
           
Apple, Inc.   16,857   $2,422 
Total Common Stocks
(cost $38,285,816)
        42,681 
           

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 2.79%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $1,045,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $1,247,656; proceeds: $1,218,725
(cost $1,218,715)
  $1,219    1,219 
Total Investments in Securities 100.40%
(cost $39,504,531)
        43,900 
Liabilities in Excess of Other Assets (0.40)%        (176)
Net Assets 100.00%       $43,724 

 

 
*Non-income producing security.
(a)Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of March 31, 2017 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  $42,681   $   $   $42,681 
Repurchase Agreement       1,219        1,219 
Total  $42,681   $1,219   $   $43,900 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 96.30%          
           
Air Freight & Logistics 0.92%          
           
XPO Logistics, Inc.*   6,146   $294 
           
Auto Components 0.87%          
           
Tenneco, Inc.   4,488    280 
           
Banks 9.66%          
           
CenterState Banks, Inc.   7,926    205 
Chemical Financial Corp.   4,144    212 
Columbia Banking System, Inc.   4,250    166 
Glacier Bancorp, Inc.   4,270    145 
MB Financial, Inc.   3,410    146 
Pinnacle Financial Partners, Inc.   5,583    371 
South State Corp.   1,745    156 
Sterling Bancorp   9,492    225 
Texas Capital Bancshares, Inc.*   3,893    325 
Webster Financial Corp.   6,406    320 
Western Alliance Bancorp*   10,281    505 
Wintrust Financial Corp.   4,569    316 
Total        3,092 
           
Biotechnology 9.32%          
           
ACADIA Pharmaceuticals, Inc.*   2,755    95 
Agios Pharmaceuticals, Inc.*   1,574    92 
Blueprint Medicines Corp.*   9,104    364 
Clovis Oncology, Inc.*   3,399    216 
Exact Sciences Corp.*   15,718    371 
Exelixis, Inc.*   18,561    402 
Global Blood Therapeutics, Inc.*   4,344    160 
Kite Pharma, Inc.*   2,880    226 
Sage Therapeutics, Inc.*   5,091    362 
Spark Therapeutics, Inc.*   4,274    228 
TESARO, Inc.*   3,032    467 
Total        2,983 
           
Building Products 2.01%          
           
Apogee Enterprises, Inc.   4,484    267 
Builders FirstSource, Inc.*   25,229    376 
Total        643 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Capital Markets 2.35%          
           
Evercore Partners, Inc. Class A   5,772   $450 
Hamilton Lane, Inc. Class A*   909    17 
Moelis & Co. Class A   7,461    287 
Total        754 
           
Chemicals 2.51%          
           
Huntsman Corp.   17,542   431 
Minerals Technologies, Inc.   4,870    373 
Total        804 
           
Communications Equipment 1.08%          
           
Acacia Communications, Inc.*   2,345    137 
Oclaro, Inc.*   21,167    208 
Total        345 
           
Construction & Engineering 2.64%          
           
MasTec, Inc.*   9,314    373 
Quanta Services, Inc.*   12,721    472 
Total        845 
           
Construction Materials 0.99%          
           
Eagle Materials, Inc.   3,257    316 
           
Distributors 0.88%          
           
Pool Corp.   2,365    282 
           
Electronic Equipment, Instruments & Components 6.72%          
           
Belden, Inc.   3,142    218 
Cognex Corp.   7,699    646 
Coherent, Inc.*   2,403    494 
IPG Photonics Corp.*   3,304    399 
Universal Display Corp.   4,574    394 
Total        2,151 
           
Energy Equipment & Services 2.28%          
           
Forum Energy Technologies, Inc.*   7,235    150 
Smart Sand, Inc.*   14,986    244 
U.S. Silica Holdings, Inc.   6,985    335 
Total        729 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 5.45%          
           
ABIOMED, Inc.*   646   $81 
Glaukos Corp.*   7,563    388 
Insulet Corp.*   6,856    295 
Nevro Corp.*   5,117    480 
Penumbra, Inc.*   6,002    501 
Total        1,745 
           
Health Care Providers & Services 0.97%          
           
HealthEquity, Inc.*   7,326    311 
           
Health Care Technology 1.89%          
           
Cotiviti Holdings, Inc.*   8,282    345 
Veeva Systems, Inc. Class A*   5,099    261 
Total        606 
           
Hotels, Restaurants & Leisure 4.07%          
           
Dave & Buster’s Entertainment, Inc.*   9,906    605 
Extended Stay America, Inc. Unit   17,631   281 
Planet Fitness, Inc. Class A   21,658    418 
Total        1,304 
           
Household Durables 1.53%          
           
iRobot Corp.*   5,119    338 
Universal Electronics, Inc.*   2,229    153 
Total        491 
           
Information Technology Services 0.75%          
           
Cardtronics plc Class A (United Kingdom)*(a)   5,157    241 
           
Internet Software & Services 9.12%          
           
2U, Inc.*   8,960    355 
Five9, Inc.*   19,946    328 
MuleSoft, Inc. Class A*   8,428    205 
Shopify, Inc. Class A (Canada)*(a)   9,305    634 
Stamps.com, Inc.*   2,463    291 
Trade Desk, Inc. (The) Class A*   7,371    275 
Twilio, Inc. Class A*   4,939    143 
Wix.com Ltd. (Israel)*(a)   10,140    688 
Total        2,919 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Machinery 3.38%          
           
Allison Transmission Holdings, Inc.   10,576   $381 
Kornit Digital Ltd. (Israel)*(a)   12,219    233 
Nordson Corp.   3,814    469 
Total        1,083 
           
Media 2.30%          
           
IMAX Corp. (Canada)*(a)   7,199    245 
Live Nation Entertainment, Inc.*   16,158    490 
Total        735 
           
Metals & Mining 3.01%          
           
AK Steel Holding Corp.*   46,660    335 
Cliffs Natural Resources, Inc.*   31,286    257 
United States Steel Corp.   10,965    371 
Total        963 
           
Multi-Line Retail 0.49%          
           
Ollie’s Bargain Outlet Holdings, Inc.*   4,693    157 
           
Oil, Gas & Consumable Fuels 1.29%          
           
GasLog Ltd. (Monaco)(a)   26,987    414 
           
Professional Services 1.79%          
           
WageWorks, Inc.*   7,915   572 
           
Semiconductors & Semiconductor Equipment 6.44%          
           
Cavium, Inc.*   6,686    479 
CEVA, Inc.*   4,335    154 
Cirrus Logic, Inc.*   2,603    158 
Inphi Corp.*   8,888    434 
MACOM Technology Solutions Holdings, Inc.*   8,322    402 
Monolithic Power Systems, Inc.   4,713    434 
Total        2,061 
           
Software 3.60%          
           
8x8, Inc.*   14,734    225 
Blackline, Inc.*   2,453    73 
BroadSoft, Inc.*   3,424    138 
HubSpot, Inc.*   2,903    176 
Materialise NV ADR*   7,786    71 
Paycom Software, Inc.*   4,262    245 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Software (continued)          
           
Proofpoint, Inc.*   3,020   $224 
Total        1,152 
           
Specialty Retail 1.26%          
           
Burlington Stores, Inc.*   4,150    404 
           
Technology Hardware, Storage & Peripherals 0.46%          
           
Electronics For Imaging, Inc.*   3,043    149 
           
Textiles, Apparel & Luxury Goods 0.76%          
           
Canada Goose Holdings, Inc. (Canada)*(a)   15,239    243 
           
Thrifts & Mortgage Finance 0.47%          
           
WSFS Financial Corp.   3,266    150 
           
Trading Companies & Distributors 5.04%          
           
Air Lease Corp.   12,369    479 
Beacon Roofing Supply, Inc.*   10,020    493 
MRC Global, Inc.*   18,131    332 
MSC Industrial Direct Co., Inc. Class A   3,021    311 
Total        1,615 
Total Common Stocks
(cost $27,263,742)
        30,833 

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 3.83%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $1,050,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $1,253,625; proceeds: $1,227,735
(cost $1,227,726)
  $1,228    1,228 
Total Investments In Securities 100.13%
(cost $28,491,468)
        32,061 
Liabilities in Excess of Other Assets (0.13)%        (43)
Net Assets 100.00%       $32,018 

 

 
ADR  American Depositary Receipt.
Unit More than one class of securities traded together.
   
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO March 31, 2017

 

The following is a summary of the inputs used as of March 31, 2017 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  $30,833   $   $   $30,833 
Repurchase Agreement       1,228        1,228 
Total  $30,833   $1,228   $   $32,061 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.26%          
           
Aerospace & Defense 2.01%          
           
General Dynamics Corp.   41,049   $7,684 
           
Airlines 0.63%          
           
Delta Air Lines, Inc.   52,696    2,422 
           
Banks 14.46%          
           
Bank of America Corp.   199,254    4,700 
Citigroup, Inc.   45,079    2,697 
Citizens Financial Group, Inc.   145,041    5,011 
Comerica, Inc.   56,324    3,863 
East West Bancorp, Inc.   78,044    4,028 
JPMorgan Chase & Co.   197,621    17,359 
Signature Bank*   22,722    3,372 
Webster Financial Corp.   59,359    2,970 
Wells Fargo & Co.   201,512    11,216 
Total           55,216 
           
Beverages 1.27%          
           
PepsiCo, Inc.   43,500    4,866 
           
Building Products 0.30%          
           
Johnson Controls International plc   27,296    1,150 
           
Capital Markets 3.66%          
           
Charles Schwab Corp. (The)   62,382    2,546 
Goldman Sachs Group, Inc. (The)   22,077    5,071 
Invesco Ltd.   163,211    4,999 
TD Ameritrade Holding Corp.   35,478    1,379 
Total           13,995 
           
Chemicals 1.88%          
           
Dow Chemical Co. (The)   112,950    7,177 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Communications Equipment 2.23%          
           
Cisco Systems, Inc.   252,500   $8,535 
           
Consumer Finance 1.51%          
           
Discover Financial Services   84,540    5,782 
           
Containers & Packaging 0.55%          
           
Packaging Corp. of America   23,098    2,116 
           
Diversified Telecommunication Services 2.92%          
           
AT&T, Inc.   223,869    9,302 
Verizon Communications, Inc.   38,000    1,852 
Total           11,154 
           
Electric: Utilities 3.46%          
           
Duke Energy Corp.   66,795    5,478 
NextEra Energy, Inc.   60,202    7,728 
Total           13,206 
           
Electrical Equipment 0.82%          
           
AMETEK, Inc.   57,938    3,133 
           
Energy Equipment & Services 1.72%          
           
Halliburton Co.   121,608    5,984 
Helmerich & Payne, Inc.   8,765    584 
Total           6,568 
           
Equity Real Estate Investment Trusts 1.97%          
           
Boston Properties, Inc.   29,380    3,890 
Vornado Realty Trust   36,100    3,621 
Total           7,511 
           
Food & Staples Retailing 0.51%          
           
CVS Health Corp.   25,002    1,963 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Food Products 2.45%          
           
Kraft Heinz Co. (The)   41,884   $3,804 
Mondelez International, Inc. Class A   128,813    5,549 
Total           9,353 
           
Health Care Equipment & Supplies 2.52%          
           
Abbott Laboratories   216,700    9,624 
           
Health Care Providers & Services 2.77%          
           
Aetna, Inc.   39,204    5,000 
UnitedHealth Group, Inc.   34,007    5,578 
Total           10,578 
           
Hotels, Restaurants & Leisure 2.42%          
           
Carnival Corp.   78,415    4,619 
Yum! Brands, Inc.   72,611    4,640 
Total           9,259 
           
Household Durables 1.00%          
           
Lennar Corp. Class A   74,221    3,799 
           
Household Products 2.52%          
           
Clorox Co. (The)   22,430    3,024 
Colgate-Palmolive Co.   51,900    3,799 
Procter & Gamble Co. (The)   31,334    2,815 
Total           9,638 
           
Industrial Conglomerates 2.30%          
           
General Electric Co.   198,000    5,900 
Honeywell International, Inc.   23,085    2,883 
Total           8,783 
           
Information Technology Services 1.14%          
           
Fidelity National Information Services, Inc.   54,596    4,347 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Insurance 5.38%          
           
Allstate Corp. (The)   70,000   $5,704 
American International Group, Inc.   18,556    1,158 
Chubb Ltd. (Switzerland)(a)   69,400    9,456 
Hartford Financial Services Group, Inc. (The)   88,263    4,243 
Total           20,561 
           
Internet Software & Services 0.28%          
           
Alphabet, Inc. Class A*   1,268    1,075 
           
Life Sciences Tools & Services 1.18%          
           
Thermo Fisher Scientific, Inc.   29,330    4,505 
           
Machinery 3.63%          
           
Caterpillar, Inc.   20,803    1,930 
Dover Corp.   56,175    4,513 
ITT, Inc.   95,412    3,914 
PACCAR, Inc.   52,340    3,517 
Total           13,874 
           
Media 2.94%          
           
Comcast Corp. Class A   156,506    5,883 
Time Warner, Inc.   11,159    1,090 
Walt Disney Co. (The)   37,541    4,257 
Total           11,230 
           
Metals & Mining 0.68%          
           
Reliance Steel & Aluminum Co.   32,272    2,583 
           
Multi-Line Retail 0.28%          
           
Target Corp.   19,266    1,063 
           
Multi-Utilities 1.22%          
           
Sempra Energy   42,049    4,647 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Oil, Gas & Consumable Fuels 8.64%          
           
Anadarko Petroleum Corp.   66,015   $4,093 
Chevron Corp.   51,918    5,574 
Devon Energy Corp.   92,900    3,876 
EOG Resources, Inc.   49,192    4,799 
Exxon Mobil Corp.   132,327    10,852 
Hess Corp.   36,784    1,773 
Range Resources Corp.   69,298    2,017 
Total           32,984 
           
Pharmaceuticals 6.69%          
           
Johnson & Johnson   84,700    10,549 
Merck & Co., Inc.   71,505    4,543 
Pfizer, Inc.   305,100    10,438 
Total           25,530 
              
Road & Rail 0.50%          
           
CSX Corp.   40,652    1,892 
           
Semiconductors & Semiconductor Equipment 4.05%          
           
Broadcom Ltd.   10,522    2,304 
Intel Corp.   188,722    6,807 
Microchip Technology, Inc.   67,304    4,966 
QUALCOMM, Inc.   24,368    1,397 
Total           15,474 
           
Software 3.07%          
           
Microsoft Corp.   92,364    6,083 
Oracle Corp.   126,532    5,645 
Total           11,728 
           
Technology Hardware, Storage & Peripherals 1.70%          
           
Apple, Inc.   45,059    6,473 
Total Common Stocks
(cost $347,776,954)
          371,478 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO March 31, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 2.58%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $8,415,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $10,046,913; proceeds: $9,847,875
(cost $9,847,802)
  $9,848   $9,848 
Total Investments in Securities 99.84%
(cost $357,624,756)
        381,326 
Other Assets in Excess of Liabilities 0.16%        593 
Net Assets 100.00%       $381,919 

 

 
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of March 31, 2017 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  $371,478   $   $   $371,478 
Repurchase Agreement       9,848        9,848 
Total  $371,478   $9,848   $   $381,326 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.39%          
           
Aerospace & Defense 2.01%          
           
General Dynamics Corp.   76,177   $14,260 
           
Airlines 0.63%          
           
Delta Air Lines, Inc.   97,766    4,493 
           
Banks 14.83%          
           
Bank of America Corp.   368,838    8,701 
Citigroup, Inc.   83,216    4,978 
Citizens Financial Group, Inc.   362,740    12,533 
Comerica, Inc.   101,767    6,979 
East West Bancorp, Inc.   178,943    9,235 
JPMorgan Chase & Co.   382,565    33,605 
Webster Financial Corp.   166,372    8,325 
Wells Fargo & Co.   373,243    20,775 
Total           105,131 
           
Beverages 1.36%          
           
PepsiCo, Inc.   86,400    9,665 
           
Building Products 0.30%          
           
Johnson Controls International plc   50,436    2,124 
           
Capital Markets 3.57%          
           
Charles Schwab Corp. (The)   115,359    4,708 
Goldman Sachs Group, Inc. (The)   38,050    8,741 
Invesco Ltd.   302,982    9,280 
TD Ameritrade Holding Corp.   65,616    2,550 
Total           25,279 
           
Chemicals 1.88%          
           
Dow Chemical Co. (The)   210,031    13,345 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Communications Equipment 1.99%          
           
Cisco Systems, Inc.   417,220   $14,102 
           
Consumer Finance 1.51%          
           
Discover Financial Services   156,073    10,674 
           
Containers & Packaging 0.55%          
           
Packaging Corp. of America   42,908    3,931 
           
Diversified Telecommunication Services 3.20%          
           
AT&T, Inc.   395,748    16,443 
Verizon Communications, Inc.   128,100    6,245 
Total           22,688 
           
Electric: Utilities 3.46%          
           
Duke Energy Corp.   123,999    10,169 
NextEra Energy, Inc.   111,671    14,335 
Total           24,504 
           
Electrical Equipment 0.72%          
           
AMETEK, Inc.   94,057    5,087 
           
Energy Equipment & Services 2.09%          
           
Halliburton Co.   272,855    13,427 
Helmerich & Payne, Inc.   21,032    1,400 
Total           14,827 
           
Equity Real Estate Investment Trusts 2.04%          
           
Boston Properties, Inc.   45,596    6,037 
Vornado Realty Trust   83,800    8,406 
Total           14,443 
           
Food & Staples Retailing 0.51%          
           
CVS Health Corp.   46,247    3,630 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Food Products 2.65%          
           
Kraft Heinz Co. (The)   82,244   $7,469 
Mondelez International, Inc. Class A   262,541    11,310 
Total           18,779 
           
Health Care Equipment & Supplies 2.52%          
           
Abbott Laboratories   402,929    17,894 
           
Health Care Providers & Services 2.77%          
           
Aetna, Inc.   72,890    9,297 
UnitedHealth Group, Inc.   63,159    10,359 
Total           19,656 
           
Hotels, Restaurants & Leisure 1.99%          
           
Carnival Corp.   140,449    8,274 
Yum! Brands, Inc.   91,233    5,830 
Total           14,104 
           
Household Durables 0.98%          
           
Lennar Corp. Class A   136,260    6,975 
           
Household Products 2.32%          
           
Clorox Co. (The)   31,283    4,218 
Colgate-Palmolive Co.   96,000    7,026 
Procter & Gamble Co. (The)   57,995    5,211 
Total           16,455 
           
Industrial Conglomerates 2.28%          
           
General Electric Co.   365,533    10,893 
Honeywell International, Inc.   42,147    5,263 
Total           16,156 
           
Information Technology Services 1.14%          
           
Fidelity National Information Services, Inc.   101,233    8,060 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Insurance 5.41%          
           
Allstate Corp. (The)   129,400   $10,545 
American International Group, Inc.   34,237    2,137 
Chubb Ltd. (Switzerland)(a)   130,756    17,816 
Hartford Financial Services Group, Inc. (The)   163,097    7,840 
Total           38,338 
           
Internet Software & Services 0.30%          
           
Alphabet, Inc. Class A*   2,471    2,095 
           
Life Sciences Tools & Services 1.13%          
           
Thermo Fisher Scientific, Inc.   52,107    8,004 
           
Machinery 4.12%          
           
Caterpillar, Inc.   38,567    3,578 
Dover Corp.   117,165    9,414 
ITT, Inc.   222,093    9,110 
PACCAR, Inc.   105,343    7,079 
Total           29,181 
           
Media 2.88%          
           
Comcast Corp. Class A   290,840    10,932 
Time Warner, Inc.   20,356    1,989 
Walt Disney Co. (The)   65,929    7,476 
Total           20,397 
           
Metals & Mining 0.58%          
           
Reliance Steel & Aluminum Co.   51,651    4,133 
           
Multi-Line Retail 0.30%          
           
Target Corp.   38,149    2,106 
           
Multi-Utilities 1.13%          
           
Sempra Energy   72,732    8,037 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Oil, Gas & Consumable Fuels 8.76%          
           
Anadarko Petroleum Corp.   128,082   $7,941 
Chevron Corp.   96,301    10,340 
Devon Energy Corp.   196,900    8,215 
EOG Resources, Inc.   87,468    8,533 
Exxon Mobil Corp.   245,900    20,166 
Hess Corp.   67,874    3,272 
Range Resources Corp.   123,864    3,604 
Total           62,071 
           
Pharmaceuticals 6.34%          
           
Johnson & Johnson   142,173    17,708 
Merck & Co., Inc.   124,074    7,884 
Pfizer, Inc.   564,700    19,318 
Total           44,910 
           
Road & Rail 0.49%          
           
CSX Corp.   75,445    3,512 
           
Semiconductors & Semiconductor Equipment 4.06%          
           
Broadcom Ltd.   16,292    3,567 
Intel Corp.   381,414    13,758 
Microchip Technology, Inc.   120,073    8,859 
QUALCOMM, Inc.   45,194    2,591 
Total           28,775 
           
Software 2.90%          
           
Microsoft Corp.   153,143    10,086 
Oracle Corp.   233,975    10,438 
Total           20,524 
           
Technology Hardware, Storage & Peripherals 1.69%          
           
Apple, Inc.   83,160    11,947 
Total Common Stocks
(cost $626,805,039)
          690,292 

 

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 March 31, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 1.94%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $13,985,000 of Federal Farm Credit Banks at 1.125% due 9/22/2017; value: $14,003,782; proceeds: $13,728,532
(cost $13,728,429)
  $13,728   $13,728 
Total Investments In Securities 99.33%
(cost $640,533,468)
        704,020 
Other Assets in Excess of Liabilities 0.67%        4,730 
Net Assets 100.00%       $708,750 

 

 
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of March 31, 2017 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  $690,292   $   $   $690,292 
Repurchase Agreement       13,728        13,728 
Total  $690,292   $13,728   $   $704,020 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 99.81%          
           
Banks 4.05%          
           
Citizens Financial Group, Inc.   35,284   $1,219 
First Republic Bank   19,073    1,789 
Signature Bank*   6,777    1,006 
Western Alliance Bancorp*   26,077    1,280 
Total           5,294 
           
Beverages 1.05%          
           
Brown-Forman Corp. Class B   29,554    1,365 
           
Biotechnology 1.25%          
           
Incyte Corp., Ltd.*   11,306    1,511 
TESARO, Inc.*   821    127 
Total           1,638 
           
Building Products 2.62%          
           
A.O. Smith Corp.   26,218    1,341 
Johnson Controls International plc   18,063    761 
Masco Corp.   38,672    1,315 
Total           3,417 
           
Capital Markets 6.20%          
           
CBOE Holdings, Inc.   11,444    928 
E*TRADE Financial Corp.*   37,083    1,294 
MarketAxess Holdings, Inc.   7,553    1,416 
Moody’s Corp.   13,393    1,500 
MSCI, Inc.   6,789    660 
TD Ameritrade Holding Corp.   44,319    1,722 
WisdomTree Investments, Inc.   63,066    573 
Total           8,093 
           
Chemicals 4.01%          
           
CF Industries Holdings, Inc.   30,833    905 
FMC Corp.   24,971    1,738 
RPM International, Inc.   28,979    1,595 
Westlake Chemical Corp.   15,219    1,005 
Total           5,243 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Commercial Services & Supplies 1.26%          
           
Cintas Corp.   13,002   $1,645 
           
Communications Equipment 0.53%          
           
Palo Alto Networks, Inc.*   6,173    696 
           
Construction Materials 1.17%          
           
Vulcan Materials Co.   12,629    1,522 
           
Containers & Packaging 1.70%          
           
Ball Corp.   12,167    903 
Owens-Illinois, Inc.*   64,765    1,320 
Total           2,223 
           
Diversified Consumer Services 0.76%          
           
Service Corp. International   32,066    990 
           
Electrical Equipment 3.49%          
           
AMETEK, Inc.   27,636    1,494 
Hubbell, Inc.   11,161    1,340 
Rockwell Automation, Inc.   11,064    1,723 
Total           4,557 
           
Electronic Equipment, Instruments & Components 1.03%          
           
Trimble, Inc.*   42,163    1,350 
           
Equity Real Estate Investment Trusts 1.02%          
           
Weyerhaeuser Co.   39,047    1,327 
           
Food Products 1.93%          
           
Hain Celestial Group, Inc. (The)*   32,180    1,197 
Hershey Co. (The)   12,120    1,324 
Total           2,521 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 6.63%          
           
C.R. Bard, Inc.   5,145   $1,279 
DENTSPLY SIRONA, Inc.   16,609    1,037 
DexCom, Inc.*   16,977    1,438 
Edwards Lifesciences Corp.*   9,817    924 
Hologic, Inc.*   45,104    1,919 
Intuitive Surgical, Inc.*   2,683    2,056 
Total           8,653 
           
Health Care Providers & Services 2.49%          
           
Centene Corp.*   14,430    1,028 
Henry Schein, Inc.*   13,109    2,228 
Total           3,256 
           
Health Care Technology 1.23%          
           
Veeva Systems, Inc. Class A*   31,230    1,601 
           
Hotels, Restaurants & Leisure 7.20%          
           
Hyatt Hotels Corp. Class A*   11,893    642 
Marriott International, Inc. Class A   25,013    2,356 
Norwegian Cruise Line Holdings Ltd.*   28,237    1,432 
Panera Bread Co. Class A*   6,112    1,601 
Vail Resorts, Inc.   8,651    1,660 
Wynn Resorts Ltd.   14,989    1,718 
Total           9,409 
           
Household Durables 0.99%          
           
Mohawk Industries, Inc.*   5,612    1,288 
           
Industrial Conglomerates 1.19%          
           
Roper Technologies, Inc.   7,531    1,555 
           
Information Technology Services 5.59%          
           
Euronet Worldwide, Inc.*   20,482    1,751 
Global Payments, Inc.   25,169    2,031 
Sabre Corp.   58,712    1,244 
Total System Services, Inc.   23,956    1,281 
Vantiv, Inc. Class A*   15,389    987 
Total           7,294 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Internet & Direct Marketing Retail 1.64%          
           
Expedia, Inc.   16,991   $2,144 
           
Internet Software & Services 1.75%          
           
Akamai Technologies, Inc.*   24,933    1,489 
Yelp, Inc.*   24,345    797 
Total           2,286 
           
Leisure Products 1.28%          
           
Hasbro, Inc.   16,811    1,678 
           
Life Sciences Tools & Services 2.63%          
           
Agilent Technologies, Inc.   27,811    1,470 
Mettler-Toledo International, Inc.*   4,096    1,962 
Total           3,432 
           
Machinery 6.92%          
           
Donaldson Co., Inc.   31,430    1,431 
IDEX Corp.   14,264    1,334 
Ingersoll-Rand plc   22,224    1,807 
Middleby Corp. (The)*   11,421    1,558 
Nordson Corp.   10,939    1,344 
Wabtec Corp.   20,026    1,562 
Total           9,036 
           
Media 0.99%          
           
Scripps Networks Interactive, Inc. Class A   16,497    1,293 
           
Metals & Mining 0.50%          
           
Cliffs Natural Resources, Inc.*   79,072    649 
           
Multi-Line Retail 2.34%          
           
Dollar General Corp.   24,073    1,679 
Dollar Tree, Inc.*   17,503    1,373 
Total           3,052 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals 1.34%          
           
Zoetis, Inc.   32,715   $1,746 
           
Professional Services 0.75%          
           
Nielsen Holdings plc   23,851    985 
           
Road & Rail 2.07%          
           
Genesee & Wyoming, Inc. Class A*   19,648    1,333 
J.B. Hunt Transport Services, Inc.   15,000    1,376 
Total           2,709 
           
Semiconductors & Semiconductor Equipment 6.69%          
           
Analog Devices, Inc.   17,909    1,468 
KLA-Tencor Corp.   18,494    1,758 
Lam Research Corp.   11,063    1,420 
Microchip Technology, Inc.   27,174    2,005 
Skyworks Solutions, Inc.   21,292    2,086 
Total           8,737 
           
Software 4.48%          
           
PTC, Inc.*   9,832    517 
Red Hat, Inc.*   24,214    2,094 
ServiceNow, Inc.*   22,221    1,944 
Ultimate Software Group, Inc. (The)*   6,615    1,291 
Total           5,846 
           
Specialty Retail 5.12%          
           
AutoZone, Inc.*   2,153    1,557 
Michaels Cos, Inc. (The)*   38,900    871 
O’Reilly Automotive, Inc.*   7,066    1,907 
Tiffany & Co.   3,647    347 
Tractor Supply Co.   7,414    511 
Ulta Salon, Cosmetics & Fragrance, Inc.*   5,214    1,487 
Total           6,680 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Textiles, Apparel & Luxury Goods 2.77%          
           
Carter’s, Inc.   14,374   $1,291 
Hanesbrands, Inc.   54,541    1,132 
lululemon athletica, Inc. (Canada)*(a)   6,893    358 
Under Armour, Inc. Class A*   42,534    841 
Total           3,622 
           
Trading Companies & Distributors 1.15%          
           
HD Supply Holdings, Inc.*   36,504    1,501 
Total Common Stocks
(cost $122,060,943)
          130,333 

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 1.56%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $1,745,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $2,083,406; proceeds: $2,041,586
(cost $2,041,570)
  $2,042    2,042 
Total Investments in Securities 101.37%
(cost $124,102,513)
        132,375 
Liabilities in Excess of Other Assets (1.37)%        (1,788)
Net Assets 100.00%       $130,587 

 

 
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of March 31, 2017 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  $130,333   $   $   $130,333 
Repurchase Agreement       2,042        2,042 
Total  $130,333   $2,042   $   $132,375 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
COMMON STOCKS 99.45%          
           
Australia 3.48%          
           
Construction Materials 0.47%          
CSR Ltd.    84,477   $291 
Equity Real Estate Investment Trusts 1.77%          
Mirvac Group    647,758    1,084 
Metals & Mining 1.24%          
BlueScope Steel Ltd.    30,192    283 
South32 Ltd.    226,850    478 
         761 
Total Australia        2,136 
           
Austria 1.07%          
           
Banks          
Erste Group Bank AG    20,156    656 
           
Belgium 2.29%          
           
Beverages 1.73%          
Anheuser-Busch InBev SA/NV    9,651    1,059 
Insurance 0.56%          
Ageas    8,787    344 
Total Belgium        1,403 
           
Brazil 2.44%          
           
Food Products 1.34%          
JBS SA    104,777    342 
Minerva SA *   153,942    480 
         822 
Household Durables 1.10%          
MRV Engenharia e Participacoes SA    147,400    676 
Total Brazil        1,498 
           
Canada 1.41%          
           
Independent Power and Renewable Electricity Producer 0.11%          
TransAlta Corp.    11,630    68 
Oil, Gas & Consumable Fuels 1.30%          
Seven Generations Energy Ltd. Class A *   43,700    799 
Total Canada        867 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Denmark 0.99%          
           
Banks          
Danske Bank A/S    17,766   $605 
           
Finland 0.38%          
           
Paper & Forest Products          
UPM-Kymmene OYJ    10,033    236 
           
France 14.39%          
           
Aerospace & Defense 0.51%          
Zodiac Aerospace    12,591    315 
Auto Components 1.51%          
Valeo SA    13,908    926 
Automobiles 0.20%          
Renault SA    1,408    122 
Banks 2.07%          
BNP Paribas SA    9,863    657 
Societe Generale SA    12,108    614 
         1,271 
Construction & Engineering 2.05%          
Vinci SA    15,885    1,259 
Diversified Telecommunication Services 1.28%          
Orange SA    50,489    785 
Electrical Equipment 0.31%          
Schneider Electric SE    2,563    188 
Food Products 0.65%          
Danone SA    5,902    402 
Information Technology Services 0.55%          
Atos SE    2,703    334 
Insurance 0.37%          
AXA SA    8,788    227 
Machinery 0.46%          
Alstom SA *   9,473    283 
Oil, Gas & Consumable Fuels 2.01%          
Total SA    24,322    1,230 
Pharmaceuticals 0.80%          
Sanofi    5,456    493 
Textiles, Apparel & Luxury Goods 1.62%          
LVMH Moet Hennessy Louis Vuitton SE    4,540    997 
Total France        8,832 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Germany 8.25%          
           
Health Care Providers & Services 1.00%          
Fresenius Medical Care AG & Co. KGaA    7,258   $612 
Hotels, Restaurants & Leisure 1.10%          
TUI AG    48,709    675 
Industrial Conglomerates 2.39%          
Siemens AG Registered Shares    10,725    1,469 
Insurance 2.08%          
Allianz SE Registered Shares    6,887    1,276 
Life Sciences Tools & Services 0.71%          
MorphoSys AG *   7,444    437 
Software 0.97%          
SAP SE    6,028    592 
Total Germany        5,061 
           
Hong Kong 0.84%          
           
Real Estate Management & Development          
Hysan Development Co., Ltd.    114,000    517 
           
India 0.68%          
           
Banks          
ICICI Bank Ltd. ADR    48,329    416 
           
Ireland 1.07%          
           
Banks          
Bank of Ireland *   2,631,442    660 
           
Italy 3.96%          
           
Banks 1.41%          
UniCredit SpA    56,229    867 
Diversified Telecommunication Services 1.06%          
Telecom Italia SpA *   725,151    652 
Electric: Utilities 1.49%          
Enel SpA    193,435    911 
Total Italy        2,430 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Japan 23.96%          
           
Airlines 0.89%          
Japan Airlines Co., Ltd.    17,300   $548 
Automobiles 4.03%          
Fuji Heavy Industries Ltd.    22,800    836 
Honda Motor Co., Ltd.    34,500    1,038 
Mazda Motor Corp.    21,500    310 
Toyota Motor Corp.    5,300    288 
         2,472 
Banks 2.05%          
Mitsubishi UFJ Financial Group, Inc.    200,400    1,259 
Chemicals 4.42%          
Asahi Kasei Corp.    65,215    633 
Mitsubishi Chemical Holdings Corp.    129,500    1,002 
Mitsubishi Gas Chemical Co., Inc.    41,100    853 
Teijin Ltd.    12,000    226 
         2,714 
Construction & Engineering 1.58%          
Obayashi Corp.    28,800    269 
Shimizu Corp.    48,000    430 
Taisei Corp.    37,000    270 
         969 
Diversified Financial Services 1.01%          
ORIX Corp.    42,000    622 
Household Durables 0.54%          
Sony Corp.    9,800    332 
Insurance 2.36%          
T&D Holdings, Inc.    59,800    868 
Tokio Marine Holdings, Inc.    13,700    578 
         1,446 
Machinery 1.65%          
Makino Milling Machine Co., Ltd.    48,000    416 
NTN Corp.    120,000    597 
         1,013 
Marine 0.99%          
Mitsui OSK Lines Ltd.    81,000    255 
Nippon Yusen KK *   167,000    352 
         607 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Japan (continued)          
           
Metals & Mining 0.73%          
JFE Holdings, Inc.    19,500   $334 
Nippon Steel & Sumitomo Metal Corp.    4,900    113 
         447 
Software 0.72%          
Nintendo Co., Ltd.    1,900    441 
Trading Companies & Distributors 1.01%          
Mitsubishi Corp.    28,700    620 
Wireless Telecommunication Services 1.98%          
SoftBank Group Corp.    17,200    1,215 
Total Japan        14,705 
           
Netherlands 5.20%          
           
Banks 1.77%          
ING Groep NV    71,711    1,084 
Food & Staples Retailing 0.49%          
Koninklijke Ahold Delhaize NV    13,936    298 
Industrial Conglomerates 0.45%          
Koninklijke Philips NV    8,629    278 
Insurance 0.81%          
NN Group NV    15,348    499 
Oil, Gas & Consumable Fuels 1.68%          
Royal Dutch Shell plc B Shares    37,750    1,033 
Total Netherlands        3,192 
           
Portugal 0.74%          
           
Electric: Utilities          
EDP - Energias de Portugal SA    133,926    454 
           
Singapore 1.03%          
           
Food Products          
Wilmar International Ltd.    250,500    632 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
South Korea 2.26%          
           
Biotechnology 0.02%          
Celltrion, Inc. *   163   $13 
Food & Staples Retailing 0.60%          
E-MART, Inc.    2,021    371 
Technology Hardware, Storage & Peripherals 1.64%          
Samsung Electronics Co., Ltd.    545    1,004 
Total South Korea        1,388 
           
Spain 4.13%          
           
Banks 0.66%          
Banco Bilbao Vizcaya Argentaria SA    52,063    404 
Construction & Engineering 0.67%          
Sacyr SA *   166,580    414 
Electric: Utilities 1.77%          
Iberdrola SA    152,073    1,087 
Oil, Gas & Consumable Fuels 1.03%          
Repsol SA    40,744    629 
Total Spain        2,534 
           
Sweden 1.25%          
           
Machinery 0.78%          
Volvo AB B Shares    32,597    481 
Metals & Mining 0.47%          
Boliden AB    9,633    287 
Total Sweden        768 
           
Switzerland 6.39%          
           
Food Products 1.11%          
Nestle SA Registered Shares    8,850    679 
Insurance 1.14%          
Swiss Life Holding AG Registered Shares *   2,173    701 
Pharmaceuticals 4.14%          
Novartis AG Registered Shares    5,745    426 
Roche Holding AG    8,277    2,114 
         2,540 
Total Switzerland        3,920 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Taiwan 1.63%          
           
Semiconductors & Semiconductor Equipment          
Advanced Semiconductor Engineering, Inc.    563,682   $720 
Taiwan Semiconductor Manufacturing Co., Ltd.    45,000    280 
Total Taiwan        1,000 
           
United Kingdom 9.37%          
           
Aerospace & Defense 0.10%          
BAE Systems plc    7,606    61 
Auto Components 1.69%          
GKN plc    227,955    1,038 
Banks 1.35%          
HSBC Holdings plc    36,628    299 
Royal Bank of Scotland Group plc *   174,490    529 
         828 
Hotels, Restaurants & Leisure 1.16%          
Compass Group plc    37,707    711 
Metals & Mining 1.35%          
Anglo American plc *   18,779    287 
Rio Tinto Ltd.    11,706    541 
         828 
Oil, Gas & Consumable Fuels 1.29%          
BP plc    84,439    484 
Premier Oil plc *   388,196    306 
         790 
Pharmaceuticals 0.32%          
GlaxoSmithKline plc    9,562    199 
Tobacco 2.11%          
British American Tobacco plc    19,558    1,299 
Total United Kingdom        5,754 
           
United States 2.24%          
           
Biotechnology          
Shire plc    23,596    1,378 
Total Investments in Common Stocks 99.45%
(cost $56,839,167)
        61,042 
Foreign Cash and Other Assets in Excess of Liabilities 0.55%        335 
Net Assets 100.00%       $61,377 

 

 
ADR  American Depositary Receipt.
* Non-income producing security.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO March 31, 2017

 

The following is a summary of the inputs used as of March 31, 2017 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  $61,042   $   $   $61,042 
Total  $61,042   $   $   $61,042 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
COMMON STOCKS 96.06%          
           
Australia 1.43%          
           
Beverages 0.47%          
Treasury Wine Estates Ltd.    23,821   $223 
Electric: Utilities 0.96%          
AusNet Services    356,821    459 
Total Australia        682 
           
Austria 0.61%          
           
Semiconductors & Semiconductor Equipment          
ams AG    5,375    291 
           
Brazil 0.69%          
           
Household Durables          
MRV Engenharia e Participacoes SA    71,400    327 
           
Canada 6.16%          
           
Electric: Utilities 1.26%          
Emera, Inc.    17,000    601 
Metals & Mining 0.61%          
Hudbay Minerals, Inc.    44,002    289 
Oil, Gas & Consumable Fuels 3.69%          
Africa Oil Corp. *   220,706    370 
Canacol Energy Ltd. *   183,300    542 
Vermilion Energy, Inc.    12,000    450 
Whitecap Resources, Inc.    50,900    396 
         1,758 
Paper & Forest Products 0.60%          
Interfor Corp. *   22,300    288 
Total Canada        2,936 
           
China 0.32%          
           
Energy Equipment & Services          
Hilong Holding Ltd.    710,000    155 
           
Finland 2.48%          
           
Metals & Mining 1.11%          
Outotec OYJ *   87,259    529 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Finland (continued)          
           
Trading Companies & Distributors 1.37%          
Cramo OYJ    28,709   $655 
Total Finland        1,184 
           
France 6.15%          
           
Building Products 0.97%          
Tarkett SA    10,655    460 
Health Care Providers & Services 0.92%          
Korian SA    14,550    440 
Hotels, Restaurants & Leisure 1.01%          
Elior Group   21,112    479 
Information Technology Services 1.16%          
Altran Technologies SA *   32,862    553 
Life Sciences Tools & Services 0.35%          
Genfit *   5,356    169 
Real Estate Management & Development 0.65%          
Nexity SA *   6,345    312 
Specialty Retail 1.09%          
Maisons du Monde SA *†   16,576    522 
Total France        2,935 
           
Germany 5.43%          
           
Industrial Conglomerates 1.31%          
Rheinmetall AG    7,422    623 
Internet Software & Services 1.23%          
XING AG    2,845    588 
Life Sciences Tools & Services 1.95%          
Gerresheimer AG    7,987    633 
MorphoSys AG *   5,099    299 
         932 
Machinery 0.94%          
Deutz AG    65,016    449 
Total Germany        2,592 
           
Hong Kong 2.23%          
           
Communications Equipment 0.48%          
VTech Holdings Ltd.    19,100    228 
Diversified Telecommunication Services 0.92%          
HKBN Ltd.    393,380    440 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Hong Kong (continued)          
           
Paper & Forest Products 0.83%          
Lee & Man Paper Manufacturing Ltd.    517,000   $395 
Total Hong Kong        1,063 
           
India 3.44%          
           
Consumer Finance 0.47%          
Bharat Financial Inclusion Ltd. *   17,926    223 
Information Technology Services 0.91%          
Vakrangee Ltd.    85,650    434 
Real Estate Management & Development 0.82%          
Housing Development & Infrastructure Ltd. *   309,961    391 
Thrifts & Mortgage Finance 1.24%          
Dewan Housing Finance Corp., Ltd.    104,719    592 
Total India        1,640 
           
Indonesia 1.57%          
           
Banks 1.20%          
Bank Tabungan Negara Persero Tbk PT    3,371,196    574 
Consumer Finance 0.37%          
PT Clipan Finance Indonesia Tbk *   8,129,400    177 
Total Indonesia        751 
           
Ireland 4.28%          
           
Beverages 0.56%          
C&C Group plc    69,141    268 
Equity Real Estate Investment Trusts 0.61%          
Hibernia REIT plc    219,892    292 
Food Products 0.69%          
Origin Enterprises plc    46,581    331 
Health Care Providers & Services 0.93%          
UDG Healthcare plc    50,138    441 
Household Durables 1.49%          
Cairn Homes plc *   451,756    709 
Total Ireland        2,041 
           
Israel 1.30%          
           
Chemicals 0.78%          
Frutarom Industries Ltd.    6,638    371 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Israel (continued)          
           
Electronic Equipment, Instruments & Components 0.52%          
Orbotech Ltd. *   7,769   $250 
Total Israel        621 
           
Italy 5.28%          
           
Beverages 0.79%          
Davide Campari-Milano SpA    32,569    378 
Capital Markets 0.74%          
Anima Holding SpA   59,480    355 
Construction Materials 1.06%          
Buzzi Unicem SpA    19,700    504 
Electrical Equipment 0.68%          
Prysmian SpA    12,323    326 
Textiles, Apparel & Luxury Goods 2.01%          
Brunello Cucinelli SpA    19,983    476 
Moncler SpA    21,939    481 
         957 
Total Italy        2,520 
           
Japan 21.33%          
           
Banks 1.37%          
Fukuoka Financial Group, Inc.    53,000    229 
Shinsei Bank Ltd.    230,000    424 
         653 
Beverages 1.23%          
Coca-Cola East Japan Co., Ltd.    24,200    585 
Construction & Engineering 1.24%          
SHO-BOND Holdings Co., Ltd.    13,500    594 
Containers & Packaging 0.78%          
Fuji Seal International, Inc.    17,100    370 
Electronic Equipment, Instruments & Components 0.48%          
Taiyo Yuden Co., Ltd.    18,100    229 
Equity Real Estate Investment Trusts 1.13%          
GLP J-Reit    281    325 
Hulic Reit, Inc.    128    212 
         537 
Food & Staples Retailing 0.63%          
Sundrug Co., Ltd.    9,000    302 
Food Products 0.75%          
Nichirei Corp.    14,400    356 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Japan (continued)          
           
Hotels, Restaurants & Leisure 1.81%          
HIS Co., Ltd.    10,200   $238 
Resorttrust, Inc.    9,100    160 
St. Marc Holdings Co., Ltd.    15,900    467 
         865 
Information Technology Services 1.71%          
NS Solutions Corp.    21,900    473 
Obic Co., Ltd.    7,200    343 
         816 
Insurance 0.93%          
Anicom Holdings, Inc.    21,100    445 
Machinery 3.39%          
CKD Corp.    27,500    348 
Nabtesco Corp.    8,800    233 
Takeuchi Manufacturing Co., Ltd.    24,100    454 
Tsubakimoto Chain Co.    70,000    584 
         1,619 
Professional Services 1.21%          
en-japan, Inc.    25,800    575 
Real Estate Management & Development 0.74%          
Kenedix, Inc.    88,800    353 
Semiconductors & Semiconductor Equipment 1.05%          
Sumco Corp.    30,100    501 
Software 0.74%          
Trend Micro, Inc.    7,900    351 
Specialty Retail 1.11%          
United Arrows Ltd.    17,500    530 
Wireless Telecommunication Services 1.03%          
Okinawa Cellular Telephone Co.    15,200    492 
Total Japan        10,173 
           
Luxembourg 1.71%          
           
Machinery 0.64%          
Stabilus SA    4,749    306 
Multi-Line Retail 1.07%          
B&M European Value Retail SA    135,328    508 
Total Luxembourg        814 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Netherlands 4.16%          
           
Air Freight & Logistics 1.08%          
PostNL NV *   108,657   $513 
Hotels, Restaurants & Leisure 1.03%          
Basic-Fit NV *†   28,353    494 
Insurance 1.09%          
ASR Nederland NV *   18,232    520 
Machinery 0.96%          
Aalberts Industries NV    12,297    459 
Total Netherlands        1,986 
           
Philippines 1.97%          
           
Banks 0.71%          
Rizal Commercial Banking Corp.    167,840    129 
Security Bank Corp.    52,390    211 
         340 
Hotels, Restaurants & Leisure 0.65%          
Bloomberry Resorts Corp. *   1,951,700    309 
Real Estate Management & Development 0.61%          
Filinvest Land, Inc.    8,933,500    292 
Total Philippines        941 
           
Portugal 0.78%          
           
Multi-Utilities          
REN—Redes Energeticas Nacionais SGPS SA    123,343    371 
           
South Korea 0.94%          
           
Auto Components          
Mando Corp.    1,935    449 
           
Spain 1.88%          
           
Equity Real Estate Investment Trusts          
Hispania Activos Inmobiliarios SOCIMI SA    36,986    532 
Neinor Homes SLU *†   20,500    364 
Total Spain        896 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Sweden 3.89%          
           
Commercial Services & Supplies 2.45%          
Bravida Holding AB   50,629   $329 
Intrum Justitia AB    6,914    258 
Loomis AB Class B    18,331    580 
         1,167 
Consumer Finance 0.99%          
Hoist Finance AB   54,135    474 
Food & Staples Retailing 0.45%          
Axfood AB    14,315    215 
Total Sweden        1,856 
           
Switzerland 0.63%          
           
Household Durables          
Forbo Holding AG Registered Shares *   196    300 
           
Taiwan 1.34%          
           
Semiconductors & Semiconductor Equipment          
Realtek Semiconductor Corp.    105,000    375 
Visual Photonics Epitaxy Co., Ltd.    140,000    263 
Total Taiwan        638 
           
United Kingdom 13.53%          
           
Capital Markets 3.19%          
Jupiter Fund Management plc    66,724    356 
Man Group plc    377,260    696 
TP ICAP plc    80,651    470 
         1,522 
Consumer Finance 1.36%          
Arrow Global Group plc    143,884    647 
Household Durables 0.91%          
Countryside Properties plc   143,706    436 
Internet & Direct Marketing Retail 1.08%          
ASOS plc *   6,778    513 
Machinery 2.14%          
Bodycote plc    52,483    523 
Concentric AB    32,310    496 
         1,019 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
United Kingdom (continued)          
           
Metals & Mining 1.05%          
Hill & Smith Holdings plc    31,518   $502 
Professional Services 2.00%          
Exova Group plc    164,187    508 
WS Atkins plc    23,243    449 
         957 
Semiconductors & Semiconductor Equipment 0.82%          
IQE plc *   511,714    391 
Trading Companies & Distributors 0.98%          
Diploma plc    35,267    468 
Total United Kingdom        6,455 
           
United States 1.97%          
           
Exchange- Traded Funds 0.92%          
VanEck Vectors Junior Gold Miners    12,249   441 
Semiconductors & Semiconductor Equipment 1.05%          
CEVA, Inc. *   14,027    498 
Total United States        939 
           
Vietnam 0.56%          
           
Closed-Ended Fund          
VinaCapital Vietnam Opportunity Fund Ltd. *   75,213    266 
Total Common Stocks
(cost $41,195,764)
        45,822 
          
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 4.70%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $2,285,000 of Federal Farm Credit Bank at 1.125% due 9/22/2017; value: $2,288,069; proceeds: $2,241,900
(cost $2,241,884)
  $2,242    2,242 
Total Investments in Securities 100.76%
(cost $43,437,648)
        48,064 
Liabilities in Excess of Foreign Cash and Other Assets (0.76)%        (365)
Net Assets 100.00%       $47,699 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO March 31, 2017

 

 
* 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 March 31, 2017 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  $45,822   $   $   $45,822 
Repurchase Agreement       2,242        2,242 
Total  $45,822   $2,242   $   $48,064 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 99.06%          
           
Aerospace & Defense 1.29%          
           
Textron, Inc.   96,268   $4,581 
           
Airlines 1.51%          
           
Alaska Air Group, Inc.   57,915    5,341 
           
Banks 8.50%          
           
CIT Group, Inc.   129,999    5,581 
Citizens Financial Group, Inc.   174,700    6,036 
East West Bancorp, Inc.   108,900    5,620 
KeyCorp   397,700    7,071 
M&T Bank Corp.   26,400    4,085 
Webster Financial Corp.   34,862    1,745 
Total        30,138 
           
Beverages 3.23%          
           
Coca-Cola European Partners plc (United Kingdom)(a)   137,659    5,189 
Molson Coors Brewing Co. Class B   65,556    6,274 
Total        11,463 
           
Capital Markets 2.38%          
           
E*TRADE Financial Corp.*   156,300    5,453 
OM Asset Management plc (United Kingdom)(a)   197,684    2,989 
Total        8,442 
           
Chemicals 2.29%          
           
Eastman Chemical Co.   55,617    4,494 
FMC Corp.   51,811    3,605 
Total        8,099 
           
Communications Equipment 1.09%          
           
Juniper Networks, Inc.   138,400    3,852 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Construction & Engineering 1.17%          
           
Fluor Corp.   79,126   $4,164 
           
Containers & Packaging 1.84%          
           
Graphic Packaging Holding Co.   336,900    4,336 
Packaging Corp. of America   24,002    2,199 
Total        6,535 
           
Electric: Utilities 7.12%          
           
Edison International   86,800    6,910 
Great Plains Energy, Inc.   177,500    5,187 
Portland General Electric Co.   157,800    7,009 
PPL Corp.   163,900    6,128 
Total        25,234 
           
Electrical Equipment 3.35%          
           
AMETEK, Inc.   104,901    5,673 
Hubbell, Inc.   51,739   6,211 
Total        11,884 
           
Energy Equipment & Services 2.47%          
           
Nabors Industries Ltd.   222,604    2,909 
Patterson-UTI Energy, Inc.   89,612    2,175 
Weatherford International plc (Switzerland)*(a)   552,723    3,676 
Total        8,760 
           
Equity Real Estate Investment Trusts 9.54%          
           
Alexandria Real Estate Equities, Inc.   35,906    3,969 
Brixmor Property Group, Inc.   208,060    4,465 
Duke Realty Corp.   171,001    4,492 
Healthcare Trust of America, Inc. Class A   119,940    3,773 
Highwoods Properties, Inc.   100,800    4,952 
Invitation Homes, Inc.*   99,600    2,174 
UDR, Inc.   152,014    5,512 
Vornado Realty Trust   44,709    4,485 
Total        33,822 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Food Products 1.72%          
           
Bunge Ltd.   27,717   $2,197 
Pinnacle Foods, Inc.   67,162    3,887 
Total        6,084 
           
Health Care Equipment & Supplies 2.46%          
           
Alere, Inc.*   112,405    4,466 
DENTSPLY SIRONA, Inc.   68,193    4,258 
Total        8,724 
           
Health Care Providers & Services 2.82%          
           
Cardinal Health, Inc.   35,367    2,884 
Envision Healthcare Corp.*   49,200    3,017 
HealthSouth Corp.   95,474    4,087 
Total        9,988 
           
Hotels, Restaurants & Leisure 3.02%          
           
MGM Resorts International   189,278    5,186 
Royal Caribbean Cruises Ltd.   56,300    5,524 
Total        10,710 
           
Household Durables 4.34%          
           
Lennar Corp. Class A   52,600    2,692 
Newell Brands, Inc.   152,019    7,171 
Whirlpool Corp.   32,200    5,517 
Total        15,380 
           
Information Technology Services 2.65%          
           
Conduent, Inc.*   297,635    4,994 
CSRA, Inc.   150,679    4,414 
Total        9,408 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Insurance 9.73%          
           
Allstate Corp. (The)   37,545   $3,060 
Arch Capital Group Ltd.*   43,300    4,103 
Argo Group International Holdings Ltd.   39,567    2,683 
Axis Capital Holdings Ltd.   49,000    3,284 
Hanover Insurance Group, Inc. (The)   55,648    5,012 
Hartford Financial Services Group, Inc. (The)   93,586    4,499 
Lincoln National Corp.   50,000    3,272 
XL Group Ltd.   215,200    8,578 
Total        34,491 
           
Life Sciences Tools & Services 1.89%          
           
Agilent Technologies, Inc.   67,700    3,579 
PerkinElmer, Inc.   53,600    3,112 
Total        6,691 
           
Machinery 5.42%          
           
Ingersoll-Rand plc(a)   47,700    3,879 
ITT, Inc.   117,827    4,833 
Kennametal, Inc.   115,309    4,524 
Parker-Hannifin Corp.   37,369    5,991 
Total        19,227 
           
Metals & Mining 2.07%          
           
Freeport-McMoRan, Inc.*   256,512    3,427 
Steel Dynamics, Inc.   112,500    3,911 
Total        7,338 
           
Oil, Gas & Consumable Fuels 8.24%          
           
Cimarex Energy Co.   49,869    5,959 
Hess Corp.   93,400    4,503 
Marathon Oil Corp.   388,300    6,135 
Noble Energy, Inc.   155,144    5,327 
Range Resources Corp.   87,825    2,556 
Williams Cos., Inc. (The)   159,300    4,714 
Total        29,194 

 

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 March 31, 2017

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals 0.65%          
           
Mallinckrodt plc*   51,805   $2,309 
           
Road & Rail 1.53%          
           
Kansas City Southern   63,367    5,434 
           
Semiconductors & Semiconductor Equipment 5.40%          
           
Maxim Integrated Products, Inc.   101,723    4,573 
Micron Technology, Inc.*   112,100    3,240 
ON Semiconductor Corp.*   265,000    4,105 
Qorvo, Inc.*   52,678    3,612 
Skyworks Solutions, Inc.   36,809    3,606 
Total        19,136 
           
Specialty Retail 0.61%          
           
L Brands, Inc.   46,160   2,174 
           
Thrifts & Mortgage Finance 0.73%          
           
Astoria Financial Corp.   125,700    2,578 
Total Common Stocks
(cost $312,487,956)
        351,181 

 

   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 1.12%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $4,040,000 of Federal Farm Credit Bank at 1.125% due 9/22/2017; value: $4,045,426; proceeds: $3,965,795
(cost $3,965,765)
  $3,966    3,966 
Total Investments in Securities 100.18%
(cost $316,453,721)
        355,147 
Liabilities in Excess of Other Assets (0.18)%        (642)
Net Assets 100.00%       $354,505 

 

 
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

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 March 31, 2017

 

The following is a summary of the inputs used as of March 31, 2017 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  $351,181   $   $   $351,181 
Repurchase Agreement       3,966        3,966 
Total  $351,181   $3,966   $   $355,147 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.29%                  
                   
ASSET-BACKED SECURITIES 18.43%                  
                   
Automobiles 8.67%                  
                   
Ally Auto Receivables Trust 2014-2 A3   1.25%  4/15/2019  $9   $8,553 
Ally Auto Receivables Trust 2015-2 A3   1.49%  11/15/2019   8    7,644 
American Credit Acceptance Receivables Trust 2015-3 C   4.84%  10/12/2021   100    103,061 
AmeriCredit Automobile Receivables Trust 2014-3 B   1.92%  11/8/2019   248    248,514 
AmeriCredit Automobile Receivables Trust 2015-2 C   2.40%  1/8/2021   82    82,723 
AmeriCredit Automobile Receivables Trust 2016-4 A2A   1.34%  4/8/2020   35    34,981 
AmeriCredit Automobile Receivables Trust 2017-1 A2A   1.51%  5/18/2020   39    38,985 
Avis Budget Rental Car Funding AESOP LLC 2012-3A A   2.10%  3/20/2019   193    193,523 
BMW Vehicle Owner Trust 2014-A A3   0.97%  11/26/2018   4    3,554 
California Republic Auto Receivables Trust 2013-1 A2   1.41%  9/17/2018   1    1,318 
California Republic Auto Receivables Trust 2014-4 A3   1.27%  1/15/2019   1    1,240 
California Republic Auto Receivables Trust 2015-1 A3   1.33%  4/15/2019   2    1,892 
California Republic Auto Receivables Trust 2015-3 A4   2.13%  5/17/2021   15    15,044 
California Republic Auto Receivables Trust 2015-4 A3   2.04%  1/15/2020   11    11,031 
California Republic Auto Receivables Trust 2015-4 A4   2.58%  6/15/2021   200    202,182 
California Republic Auto Receivables Trust 2015-4 B   3.73%  11/15/2021   12    12,338 
California Republic Auto Receivables Trust 2016-1 A3   1.89%  5/15/2020   30    30,081 
California Republic Auto Receivables Trust 2016-1 A4   2.24%  10/15/2021   58    58,367 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020   11    10,981 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021   15    14,949 
Capital Auto Receivables Asset Trust 2013-4 C   2.67%  2/20/2019   66    66,294 
Capital Auto Receivables Asset Trust 2014-3 C   2.71%  11/20/2019   21    21,204 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018   9    8,807 
Capital Auto Receivables Asset Trust 2015-3 B   2.43%  9/21/2020   11    11,091 
Capital Auto Receivables Asset Trust 2015-3 C   2.90%  12/21/2020   10    10,094 
Capital Auto Receivables Asset Trust 2015-3 D   3.34%  3/22/2021   9    9,078 
Capital Auto Receivables Asset Trust 2016-1 B   2.67%  12/21/2020   12    12,164 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020  21   20,981 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%  1/20/2021   11    10,965 
CarMax Auto Owner Trust 2013-1 C   1.54%  12/15/2018   5    5,000 
CarMax Auto Owner Trust 2014-2 A3   0.98%  1/15/2019   10    10,469 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021   32    31,766 
CarMax Auto Owner Trust 2016-3 A4   1.60%  1/18/2022   32    31,613 
CarMax Auto Owner Trust 2016-4 A2   1.21%  11/15/2019   36    35,941 
CarMax Auto Owner Trust 2016-4 A3   1.40%  8/15/2021   17    16,871 
CarMax Auto Owner Trust 2016-4 A4   1.60%  6/15/2022   21    20,681 
Chesapeake Funding II LLC 2016-2A A1   1.88%  6/15/2028   200    199,493 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Chrysler Capital Auto Receivables Trust 2015-BA B   2.70%  12/15/2020  $3   $3,023 
Chrysler Capital Auto Receivables Trust 2016-AA A3   1.77%  10/15/2020   42    42,084 
Chrysler Capital Auto Receivables Trust 2016-AA B   2.88%  2/15/2022   11    11,104 
CPS Auto Receivables Trust 2016-B A   2.07%  11/15/2019   58    58,139 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019   17    16,732 
Drive Auto Receivables Trust 2015-AA C   3.06%  5/17/2021   63    63,401 
Drive Auto Receivables Trust 2015-BA C   2.76%  7/15/2021   3    3,016 
Drive Auto Receivables Trust 2015-BA D   3.84%  7/15/2021   5    5,094 
Drive Auto Receivables Trust 2015-DA C   3.38%  11/15/2021   25    25,282 
Drive Auto Receivables Trust 2015-DA D   4.59%  1/17/2023   22    22,788 
Drive Auto Receivables Trust 2016-AA B   3.17%  5/15/2020   58    58,351 
Drive Auto Receivables Trust 2016-BA B   2.56%  6/15/2020   20    20,114 
Drive Auto Receivables Trust 2016-BA C   3.19%  7/15/2022   20    20,266 
Drive Auto Receivables Trust 2016-BA D   4.53%  8/15/2023   41    42,052 
Drive Auto Receivables Trust 2016-CA B   2.37%  11/16/2020   30    30,096 
Drive Auto Receivables Trust 2016-CA C   3.02%  11/15/2021   78    78,984 
Drive Auto Receivables Trust 2016-CA D   4.18%  3/15/2024   19    19,393 
Drive Auto Receivables Trust 2017-BA B   2.20%  5/15/2020   41    40,996 
Drive Auto Receivables Trust 2017-BA C   2.61%  8/16/2021   52    51,993 
Drive Auto Receivables Trust 2017-BA D   3.72%  10/17/2022   34    34,090 
Fifth Third Auto Trust 2014-3 A3   0.96%  3/15/2019   11    10,727 
First Investors Auto Owner Trust 2016-2A A1   1.53%  11/16/2020   35    35,130 
First Investors Auto Owner Trust 2017-1A A1   1.69%  4/15/2021   48    48,129 
Flagship Credit Auto Trust 2015-2 A   1.98%  10/15/2020   159    159,415 
Flagship Credit Auto Trust 2015-3 A   2.38%  10/15/2020   5    4,916 
Flagship Credit Auto Trust 2016-2 A2   3.05%  8/16/2021   60    60,616 
Flagship Credit Auto Trust 2016-4 A2   1.96%  2/16/2021   10    9,970 
Ford Credit Auto Lease Trust 2015-A A3   1.13%  6/15/2018   128    128,102 
Ford Credit Auto Lease Trust 2016-A A3   1.71%  4/15/2019   35    35,068 
Ford Credit Auto Owner Trust 2016-C A2A   1.04%  9/15/2019   72    71,821 
Honda Auto Receivables Owner Trust 2016-4 A2   1.04%  4/18/2019   70    69,867 
Huntington Auto Trust 2016-1 A3   1.59%  11/16/2020   92    91,895 
Hyundai Auto Receivables Trust 2016-B C   2.19%  11/15/2022   72    71,497 
Mercedes-Benz Auto Lease Trust 2016-A A3   1.52%  3/15/2019   43    43,037 
Mercedes-Benz Auto Receivables Trust 2016-1 A2A   1.11%  3/15/2019   110    110,405 
NextGear Floorplan Master Owner Trust 2015-2A A   2.38%  10/15/2020  100   100,446 
Nissan Auto Receivables Owner Trust 2014-B A3   1.11%  5/15/2019   25    25,342 
Nissan Auto Receivables Owner Trust 2016-B A3   1.32%  1/15/2021   26    25,864 
OSCAR US Funding Trust V 2016-2A A2A   2.31%  11/15/2019   80    80,000 
Santander Drive Auto Receivables Trust 2014-3 D   2.65%  8/17/2020   14    14,112 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020   23    23,145 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Santander Drive Auto Receivables Trust 2015-3 B   2.07%  4/15/2020  $11   $11,033 
Santander Drive Auto Receivables Trust 2015-3 C   2.74%  1/15/2021   13    13,142 
Santander Drive Auto Receivables Trust 2015-4 C   2.97%  3/15/2021   77    78,050 
Santander Drive Auto Receivables Trust 2015-5 D   3.65%  12/15/2021   22    22,436 
Santander Drive Auto Receivables Trust 2016-1 D   4.02%  4/15/2022   14    14,433 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021   10    10,013 
Santander Drive Auto Receivables Trust 2016-3 A2   1.34%  11/15/2019   38    37,970 
Santander Drive Auto Receivables Trust 2016-3 B   1.89%  6/15/2021   250    249,671 
TCF Auto Receivables Owner Trust 2015-1A A4   1.96%  11/16/2020   34    34,044 
TCF Auto Receivables Owner Trust 2015-1A B   2.49%  4/15/2021   29    29,137 
TCF Auto Receivables Owner Trust 2015-1A D   3.53%  3/15/2022   10    10,004 
TCF Auto Receivables Owner Trust 2015-2A A2   1.64%  1/15/2019   1    1,252 
TCF Auto Receivables Owner Trust 2015-2A B   3.00%  9/15/2021   6    6,075 
TCF Auto Receivables Owner Trust 2015-2A C   3.75%  12/15/2021   4    4,080 
TCF Auto Receivables Owner Trust 2015-2A D   4.24%  8/15/2022   10    10,124 
TCF Auto Receivables Owner Trust 2016-1A A2   1.39%  11/15/2019   68    67,717 
TCF Auto Receivables Owner Trust 2016-1A A4   2.03%  2/15/2022   50    49,591 
TCF Auto Receivables Owner Trust 2016-1A B   2.32%  6/15/2022   33    32,530 
TCF Auto Receivables Owner Trust 2016-PT1A A   1.93%  6/15/2022   86    85,884 
Westlake Automobile Receivables Trust 2016-2A C   2.83%  5/17/2021   10    10,066 
Westlake Automobile Receivables Trust 2016-3A B   2.07%  12/15/2021   11    10,972 
Westlake Automobile Receivables Trust 2017-1A B   2.30%  10/17/2022  100   99,936 
Total               4,358,135 
                   
Credit Cards 2.12%                  
                   
BA Credit Card Trust 2016-A1 A   1.302%#  10/15/2021   48    48,330 
Barclays Dryrock Issuance Trust 2016-1 A   1.52%  5/16/2022   100    99,173 
Capital One Multi-Asset Execution Trust 2015-A3   1.312%#  3/15/2023   50    50,346 
Capital One Multi-Asset Execution Trust 2015-A5   1.60%  5/17/2021   28    28,029 
Capital One Multi-Asset Execution Trust 2016-A1   1.362%#  2/15/2022   74    74,461 
Chase Issuance Trust 2012-A4   1.58%  8/16/2021   150    149,461 
Chase Issuance Trust 2015-A5   1.36%  4/15/2020   145    144,870 
Chase Issuance Trust 2016-A2 A   1.37%  6/15/2021   22    21,859 
Discover Card Execution Note Trust 2015-A2 A   1.90%  10/17/2022   145    144,955 
Discover Card Execution Note Trust 2015-A4   2.19%  4/17/2023   100    100,540 
Discover Card Execution Note Trust 2016-A2 A2   1.452%#  9/15/2021   100    100,811 
First National Master Note Trust 2015-1 A   1.682%#  9/15/2020   3    3,007 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024   100    99,608 
Total               1,065,450 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other 7.64%                  
                   
Ally Master Owner Trust 2012-5 A   1.54%  9/15/2019  $100   $100,081 
Ally Master Owner Trust 2014-4 A2   1.43%  6/17/2019   128    128,100 
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019   17    17,017 
Ally Master Owner Trust 2015-3 A   1.63%  5/15/2020   179    179,195 
Ammc CLO 19 Ltd. 2016-19A A   2.381%#  10/15/2028   250    250,401 
Apidos CLO X 2012-10A A   2.459%#  10/30/2022   447    448,227 
Ascentium Equipment Receivables Trust 2016-1A A2   1.75%  11/13/2018   45    45,068 
Ascentium Equipment Receivables Trust 2016-2A A2   1.46%  4/10/2019   27    26,962 
Ascentium Equipment Receivables Trust 2016-2A A3   1.65%  5/10/2022   28    27,762 
BlueMountain CLO Ltd. 2014-4A A1R   2.404%#  11/30/2026   250    250,947 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022   11    11,025 
CNH Equipment Trust 2016-B A4   1.97%  11/15/2021   6    6,009 
Dell Equipment Finance Trust 2016-1 A3   1.65%  7/22/2021   100    99,746 
Dell Equipment Finance Trust 2016-1 B   2.03%  7/22/2021   100    99,750 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028   44    43,901 
Diamond Resorts Owner Trust 2016-1 A   3.08%  11/20/2028   81    80,746 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021   61    60,878 
Engs Commercial Finance Trust 2016-1A A2   2.63%  2/22/2022   100    99,835 
Ford Credit Floorplan Master Owner Trust A 2014-4 A1   1.40%  8/15/2019   15    15,006 
Ford Credit Floorplan Master Owner Trust A 2015-1 A1   1.42%  1/15/2020   50    49,986 
GoldenTree Loan Opportunities IX Ltd. 2014-9A AR   2.409%#  10/29/2026  250   251,195 
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A A   2.493%#  3/15/2027   100    100,194 
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A B   3.693%#  3/15/2027   100    100,211 
MMAF Equipment Finance LLC 2016-AA A2   1.39%  12/17/2018   86    86,424 
Nissan Master Owner Trust Receivables 2016-A A2   1.54%  6/15/2021   35    34,752 
Oaktree EIF I Ltd. 2015-A1 A   2.644%#  10/18/2027   250    253,391 
OneMain Financial Issuance Trust 2015-1A A   3.19%  3/18/2026   100    101,183 
OneMain Financial Issuance Trust 2015-2A A   2.57%  7/18/2025   107    107,350 
OZLM VIII Ltd. 2014-8A A1A   2.463%#  10/17/2026   250    250,500 
SLM Private Education Loan Trust 2013-B A1   1.562%#  7/15/2022   12    12,317 
Taco Bell Funding LLC 2016-1A A2I   3.832%  5/25/2046   25    25,237 
Tryon Park CLO Ltd. 2013-1A A1   2.143%#  7/15/2025   250    250,292 
Wells Fargo Dealer Floorplan Master Note Trust 2012-2 A   1.728%#  4/22/2019   216    216,074 
Wells Fargo Dealer Floorplan Master Note Trust 2014-1 A   1.358%#  7/20/2019   15    15,024 
Total               3,844,786 
Total Asset-Backed Securities (cost $9,258,791)               9,268,371 

 

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 March 31, 2017

 

Investments          Shares
(000)
   Fair
Value
 
COMMON STOCK 0.00%                  
                   
Oil                  
                   
Templar Energy LLC Class A
(cost $728)
        (a)  $587 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
       
CONVERTIBLE BONDS 0.12%                  
                   
Oil 0.00%                  
                   
Chesapeake Energy Corp.   2.50%  5/15/2037  $1   995 
                   
Real Estate Investment Trusts 0.08%                  
                   
VEREIT, Inc.   3.00%  8/1/2018   41    41,077 
                   
Retail 0.04%                  
                   
RHZero Coupon   6/15/2019   22    19,855 
Total Convertible Bonds (cost $60,975)              61,927 
                   
CORPORATE BONDS 44.58%                  
                   
Aerospace/Defense 0.12%                  
                   
Harris Corp.   1.999%  4/27/2018  60   60,094 
                   
Air Transportation 0.01%                  
                   
Continental Airlines 2012-1 Class B Pass Through Trust   6.25%  10/11/2021   3    3,392 
                   
Auto Parts: Original Equipment 0.60%                  
                   
International Automotive Components Group SA (Luxembourg)†(b)  9.125%  6/1/2018   40    39,900 
MPG Holdco I, Inc.   7.375%  10/15/2022   25    27,187 
Nexteer Automotive Group Ltd.   5.875%  11/15/2021   200    208,500 
Titan International, Inc.   6.875%  10/1/2020   25    25,938 
Total               301,525 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automotive 2.24%                  
                   
Ford Motor Credit Co. LLC   6.625%  8/15/2017  $350   $356,415 
Ford Motor Credit Co. LLC   8.125%  1/15/2020   100    114,993 
General Motors Co.   3.50%  10/2/2018   43    43,960 
General Motors Financial Co., Inc.   2.40%  5/9/2019   126    126,335 
General Motors Financial Co., Inc.   3.10%  1/15/2019   80    81,326 
General Motors Financial Co., Inc.   3.20%  7/13/2020   85    86,529 
General Motors Financial Co., Inc.   3.25%  5/15/2018   5    5,070 
Hyundai Capital America   2.00%  3/19/2018   75    75,085 
Hyundai Capital America   2.00%  7/1/2019   5    4,957 
Hyundai Capital America   2.40%  10/30/2018   17    17,060 
Navistar International Corp.   8.25%  11/1/2021   17    17,085 
Volkswagen International Finance NV (Netherlands)†(b)   1.60%  11/20/2017   200    199,848 
Total               1,128,663 
                   
Banks: Regional 7.07%                  
                   
Associated Banc-Corp.   2.75%  11/15/2019   29    29,307 
Banco de Credito del Peru (Panama)†(b)   2.25%  10/25/2019   200    198,750 
Bank of America Corp.   2.151%  11/9/2020   20    19,837 
Bank of America Corp.   5.49%  3/15/2019   300    317,806 
Bank of America Corp.   5.625%  7/1/2020   43    47,195 
Bank of America Corp.   5.65%  5/1/2018   50    52,034 
Bank of America Corp.   6.875%  4/25/2018   83    87,358 
Bank of America Corp.   6.875%  11/15/2018   14    15,081 
Bank of America Corp.   7.625%  6/1/2019   165    184,033 
Citigroup, Inc.   1.80%  2/5/2018   20    20,014 
Citigroup, Inc.   2.05%  12/7/2018   13    13,029 
Citigroup, Inc.   2.45%  1/10/2020   61    61,300 
Citigroup, Inc.   2.90%  12/8/2021   70    70,342 
Citigroup, Inc.   8.50%  5/22/2019   45    50,910 
Commonwealth Bank of Australia (Australia)†(b)   1.375%  9/6/2018   47    46,781 
Credit Suisse AG   1.70%  4/27/2018   250    249,709 
European Investment Bank (Luxembourg)(b)   1.00%  3/15/2018   157    156,682 
European Investment Bank (Luxembourg)(b)   1.25%  5/15/2018  66   65,990 
Goldman Sachs Group, Inc. (The)   2.142%#  4/26/2022   64    64,567 
Goldman Sachs Group, Inc. (The)   2.30%  12/13/2019   65    65,081 
Goldman Sachs Group, Inc. (The)   2.60%  12/27/2020   59    59,048 
Goldman Sachs Group, Inc. (The)   5.25%  7/27/2021   28    30,743 
Goldman Sachs Group, Inc. (The)   5.375%  3/15/2020   19    20,612 
Goldman Sachs Group, Inc. (The)   5.95%  1/18/2018   8    8,263 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Goldman Sachs Group, Inc. (The)   6.00%  6/15/2020  $19   $21,047 
Goldman Sachs Group, Inc. (The)   6.15%  4/1/2018   10    10,420 
Goldman Sachs Group, Inc. (The)   7.50%  2/15/2019   55    60,387 
HBOS plc (United Kingdom)†(b)   6.75%  5/21/2018   300    314,251 
Huntington Bancshares, Inc.   7.00%  12/15/2020   13    14,903 
JPMorgan Chase & Co.   2.295%  8/15/2021   21    20,795 
Macquarie Bank Ltd. (Australia)†(b)   1.60%  10/27/2017   50    50,005 
Macquarie Bank Ltd. (Australia)†(b)   1.662%#  10/27/2017   150    150,458 
Morgan Stanley   1.842%#  2/14/2020   56    56,137 
Morgan Stanley   2.21%#  1/20/2022   59    59,611 
Morgan Stanley   2.80%  6/16/2020   11    11,142 
Morgan Stanley   7.30%  5/13/2019   100    110,596 
National City Corp.   6.875%  5/15/2019   47    51,645 
Popular, Inc.   7.00%  7/1/2019   57    59,779 
Royal Bank of Scotland NV (The) (Netherlands)(b)   4.65%  6/4/2018   44    45,045 
Santander UK Group Holdings plc (United Kingdom)(b)   2.875%  10/16/2020   41    41,125 
Santander UK Group Holdings plc (United Kingdom)(b)   3.125%  1/8/2021   7    7,043 
Santander UK plc (United Kingdom)(b)   1.65%  9/29/2017   3    3,005 
Santander UK plc (United Kingdom)(b)   2.00%  8/24/2018   10    10,023 
Santander UK plc (United Kingdom)(b)   2.50%  3/14/2019   38    38,322 
Santander UK plc (United Kingdom)(b)   3.05%  8/23/2018   15    15,243 
SVB Financial Group   5.375%  9/15/2020   5    5,416 
Synovus Financial Corp.   7.875%  2/15/2019   83    90,632 
UBS Group Funding Jersey Ltd. (Jersey)†(b)   2.95%  9/24/2020   200    201,498 
Wachovia Corp.   5.75%  2/1/2018   22    22,694 
Wells Fargo & Co.   1.964%#  2/11/2022   39    39,247 
Wells Fargo & Co.   2.55%  12/7/2020   6    6,034 
Wells Fargo & Co.   2.60%  7/22/2020   16    16,166 
Wells Fargo & Co.   3.069%  1/24/2023   87    87,587 
Total               3,554,728 
                   
Beverages 0.00%                  
                   
Beam Suntory, Inc.   1.75%  6/15/2018   2    1,996 
                   
Building Materials 0.33%                  
                   
Fortune Brands Home & Security, Inc.   3.00%  6/15/2020   5    5,064 
Martin Marietta Materials, Inc.   2.252%#  6/30/2017   108    108,181 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials (continued)                  
                   
Martin Marietta Materials, Inc.   6.60%  4/15/2018  $14   $14,641 
Owens Corning   9.00%  6/15/2019   8    9,045 
Ply Gem Industries, Inc.   6.50%  2/1/2022   12    12,607 
Standard Industries, Inc.   5.125%  2/15/2021   5    5,213 
Vulcan Materials Co.   7.50%  6/15/2021  10   11,717 
Total               166,468 
                   
Business Services 0.50%                  
                   
APX Group, Inc.   6.375%  12/1/2019   13    13,439 
APX Group, Inc.   8.75%  12/1/2020   5    5,200 
Black Knight InfoServ LLC/Black Knight Lending Solutions, Inc.   5.75%  4/15/2023   9    9,428 
Chicago Parking Meters LLC   5.489%  12/30/2020   30    31,314 
ERAC USA Finance LLC   5.25%  10/1/2020   25    27,113 
ERAC USA Finance LLC   6.375%  10/15/2017   7    7,167 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   21    21,185 
United Rentals North America, Inc.   7.625%  4/15/2022   12    12,517 
Verisk Analytics, Inc.   4.875%  1/15/2019   17    17,767 
Western Union Co. (The)   3.35%  5/22/2019   75    76,656 
Western Union Co. (The)   3.65%  8/22/2018   27    27,644 
Total               249,430 
                   
Chemicals 0.77%                  
                   
Blue Cube Spinco, Inc.   9.75%  10/15/2023   62    74,555 
Celanese US Holdings LLC   5.875%  6/15/2021   55    60,742 
Cytec Industries, Inc.   8.95%  7/1/2017   50    50,674 
GCP Applied Technologies, Inc.   9.50%  2/1/2023   9    10,237 
RPM International, Inc.   6.50%  2/15/2018   25    26,021 
Westlake Chemical Corp.   4.625%  2/15/2021   46    47,781 
Westlake Chemical Corp.   4.875%  5/15/2023   68    70,807 
Yara International ASA (Norway)†(b)   7.875%  6/11/2019   40    44,542 
Total               385,359 
                   
Coal 0.02%                  
                   
Peabody Securities Finance Corp.   6.00%  3/31/2022   8    7,985 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Computer Hardware 0.75%                  
                   
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   3.48%  6/1/2019  $127   $130,206 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   4.42%  6/15/2021   123    128,747 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   5.875%  6/15/2021   30    31,549 
Hewlett Packard Enterprise Co.   2.45%  10/5/2017   19    19,058 
Hewlett Packard Enterprise Co.   2.85%  10/5/2018   27    27,335 
Hewlett Packard Enterprise Co.   2.89%#  10/5/2017   25    25,161 
Leidos Holdings, Inc.   4.45%  12/1/2020   11    11,495 
NetApp, Inc.   2.00%  12/15/2017   2    2,005 
Total               375,556 
                   
Computer Software 0.40%                  
                   
Activision Blizzard, Inc.   6.125%  9/15/2023   129    139,691 
Dun & Bradstreet Corp. (The)   3.50%  12/1/2017   63    63,460 
Total               203,151 
                   
Construction/Homebuilding 0.31%                  
                   
Brookfield Residential Properties, Inc. (Canada)†(b)   6.50%  12/15/2020  57   59,209 
D.R. Horton, Inc.   3.75%  3/1/2019   60    61,514 
William Lyon Homes, Inc.   7.00%  8/15/2022   33    34,650 
Total               155,373 
                   
Containers 0.39%                  
                   
BWAY Holding Co.   9.125%  8/15/2021   42    45,988 
Packaging Corp. of America   6.50%  3/15/2018   15    15,632 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020   133    136,991 
Total               198,611 
                   
Drugs 1.60%                  
                   
Actavis Funding SCS (Luxembourg)(b)   2.35%  3/12/2018   10    10,046 
Capsugel SA PIK (Luxembourg)†(b)   7.00%  5/15/2019   61    60,863 
Forest Laboratories LLC   4.375%  2/1/2019   186    192,652 
Forest Laboratories LLC   5.00%  12/15/2021   20    21,694 
Mylan NV   3.00%  12/15/2018   41    41,493 
Mylan NV   3.15%  6/15/2021   16    16,074 
Mylan NV   3.75%  12/15/2020   25    25,666 
Mylan, Inc.   2.55%  3/28/2019   122    122,526 
Mylan, Inc.   2.60%  6/24/2018   88    88,695 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Drugs (continued)                  
                   
Nature’s Bounty Co. (The)   7.625%  5/15/2021  $29   $30,595 
Shire Acquisitions Investments Ireland DAC (Ireland)(b)   1.90%  9/23/2019   53    52,650 
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(b)   1.40%  7/20/2018   25    24,861 
Zoetis, Inc.   1.875%  2/1/2018   117    117,090 
Total               804,905 
                   
Electric: Power 2.08%                  
                   
American Electric Power Co., Inc.   1.65%  12/15/2017   10    9,999 
Calpine Corp.   6.00%  1/15/2022   8    8,370 
Dominion Resources, Inc.   2.962%  7/1/2019   37    37,546 
Dominion Resources, Inc.   4.104%  4/1/2021   77    80,386 
Duquesne Light Holdings, Inc.   5.90%  12/1/2021   15    16,778 
Duquesne Light Holdings, Inc.   6.40%  9/15/2020   22    24,583 
Emera US Finance LP   2.70%  6/15/2021   10    9,953 
Exelon Generation Co. LLC   2.95%  1/15/2020   53    53,763 
Exelon Generation Co. LLC   3.40%  3/15/2022   41    41,380 
Exelon Generation Co. LLC   5.20%  10/1/2019   1    1,070 
Exelon Generation Co. LLC   6.20%  10/1/2017   5    5,110 
Great Plains Energy, Inc.   2.50%  3/9/2020   12    12,059 
Great Plains Energy, Inc.   3.15%  4/1/2022   12    12,130 
ITC Holdings Corp.   6.05%  1/31/2018   75    77,670 
Jersey Central Power & Light Co.   7.35%  2/1/2019   45    49,019 
Metropolitan Edison Co.   7.70%  1/15/2019   11    12,003 
Oklahoma Gas & Electric Co.   8.25%  1/15/2019   100    110,534 
Origin Energy Finance Ltd. (Australia)†(b)   3.50%  10/9/2018   200    202,763 
Pennsylvania Electric Co.   5.20%  4/1/2020  11   11,703 
Pennsylvania Electric Co.   6.05%  9/1/2017   4    4,066 
PPL Capital Funding, Inc.   1.90%  6/1/2018   76    75,965 
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(b)   5.375%  5/1/2021   5    5,409 
Progress Energy, Inc.   7.05%  3/15/2019   4    4,372 
PSEG Power LLC   5.125%  4/15/2020   3    3,232 
Public Service Co. of New Mexico   7.95%  5/15/2018   19    20,250 
Puget Energy, Inc.   6.00%  9/1/2021   35    39,033 
TECO Finance, Inc.   5.15%  3/15/2020   7    7,478 
TECO Finance, Inc.   6.572%  11/1/2017   7    7,190 
West Penn Power Co.   5.95%  12/15/2017   100    102,851 
Total               1,046,665 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electrical Equipment 0.75%                  
                   
Broadcom Corp./Broadcom Cayman Finance Ltd.   2.375%  1/15/2020  $43   $43,023 
Broadcom Corp./Broadcom Cayman Finance Ltd.   3.00%  1/15/2022   43    42,993 
KLA-Tencor Corp.   2.375%  11/1/2017   20    20,049 
KLA-Tencor Corp.   3.375%  11/1/2019   13    13,356 
Micron Technology, Inc.   7.50%  9/15/2023   40    44,750 
NXP BV/NXP Funding LLC (Netherlands)†(b)   5.75%  3/15/2023   200    211,500 
Total               375,671 
                   
Electronics 0.25%                  
                   
Ingram Micro, Inc.   5.25%  9/1/2017   89    90,032 
Jabil Circuit, Inc.   8.25%  3/15/2018   22    23,334 
PerkinElmer, Inc.   5.00%  11/15/2021   10    10,850 
Total               124,216 
                   
Entertainment 0.42%                  
                   
AMC Entertainment Holdings, Inc.   5.875%  2/15/2022   14    14,647 
Churchill Downs, Inc.   5.375%  12/15/2021   64    66,880 
Eldorado Resorts, Inc.   7.00%  8/1/2023   11    11,839 
Greektown Holdings LLC/Greektown Mothership Corp.   8.875%  3/15/2019   47    49,373 
Isle of Capri Casinos, Inc.   8.875%  6/15/2020   20    20,675 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   6.125%  8/15/2021   5    5,100 
Scientific Games International, Inc.   10.00%  12/1/2022   31    33,170 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   11    11,853 
Total               213,537 
                   
Environmental Services 0.10%                  
                   
Covanta Holding Corp.   6.375%  10/1/2022   47    48,645 
                   
Financial Services 3.44%                  
                   
Air Lease Corp.   5.625%  4/1/2017   322    322,000 
Bear Stearns Cos. LLC (The)   7.25%  2/1/2018   165    172,466 
CIT Group, Inc.   4.25%  8/15/2017   28    28,280 
CIT Group, Inc.   5.50%  2/15/2019  96   101,160 
Discover Financial Services   6.45%  6/12/2017   68    68,581 
E*TRADE Financial Corp.   4.625%  9/15/2023   31    31,788 
E*TRADE Financial Corp.   5.375%  11/15/2022   59    61,828 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
International Lease Finance Corp.   5.875%  4/1/2019  $40   $42,651 
International Lease Finance Corp.   6.25%  5/15/2019   98    105,647 
International Lease Finance Corp.   7.125%  9/1/2018   61    65,216 
International Lease Finance Corp.   8.25%  12/15/2020   48    56,770 
Jefferies Group LLC   5.125%  4/13/2018   22    22,695 
Jefferies Group LLC   8.50%  7/15/2019   146    165,479 
Lazard Group LLC   4.25%  11/14/2020   75    78,948 
Macquarie Group Ltd. (Australia)†(b)   6.00%  1/14/2020   25    27,217 
Macquarie Group Ltd. (Australia)†(b)   7.625%  8/13/2019   9    10,033 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   58    60,175 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   27    27,759 
Navient Corp.   4.875%  6/17/2019   69    70,811 
Navient Corp.   5.50%  1/15/2019   42    43,617 
Navient Corp.   8.00%  3/25/2020   12    13,065 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   7    7,214 
NFP Corp.   9.00%  7/15/2021   70    74,242 
SteelRiver Transmission Co. LLC   4.71%  6/30/2017   66    66,492 
Synchrony Financial   2.438%#  11/9/2017   6    6,034 
Total               1,730,168 
                   
Food 0.62%                  
                   
Bumble Bee Holdco SCA PIK (Luxembourg)†(b)   9.625%  3/15/2018   20    19,475 
Bumble Bee Holdings, Inc.   9.00%  12/15/2017   25    24,438 
Dole Food Co., Inc.   7.25%  5/1/2019   47    47,999 
JBS USA LUX SA/JBS USA Finance, Inc.   7.25%  6/1/2021   138    142,485 
JBS USA LUX SA/JBS USA Finance, Inc.   8.25%  2/1/2020   40    41,200 
Kraft Heinz Foods Co.   5.375%  2/10/2020   10    10,872 
Smithfield Foods, Inc.   2.70%  1/31/2020   17    17,009 
Smithfield Foods, Inc.   3.35%  2/1/2022   10    9,998 
Total               313,476 
                   
Government 0.01%                  
                   
Seminole Tribe of Florida, Inc.   7.804%  10/1/2020   3    3,105 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Products 0.30%                  
                   
Life Technologies Corp.   5.00%  1/15/2021  $6   $6,423 
Life Technologies Corp.   6.00%  3/1/2020   50    54,815 
Zimmer Biomet Holdings, Inc.   2.00%  4/1/2018   16    16,030 
Zimmer Biomet Holdings, Inc.   2.70%  4/1/2020   75    75,583 
Total               152,851 
                   
Health Care Services 0.07%                  
                   
Acadia Healthcare Co., Inc.   6.125%  3/15/2021   18    18,495 
Anthem, Inc.   2.25%  8/15/2019   5    5,021 
Universal Health Services, Inc.   3.75%  8/1/2019  11   11,179 
Total               34,695 
                   
Insurance 0.23%                  
                   
CNA Financial Corp.   5.875%  8/15/2020   11    12,212 
HUB International Ltd.   9.25%  2/15/2021   45    46,435 
Kemper Corp.   6.00%  5/15/2017   25    25,086 
Lincoln National Corp.   7.00%  3/15/2018   5    5,226 
Lincoln National Corp.   8.75%  7/1/2019   10    11,421 
Protective Life Corp.   7.375%  10/15/2019   15    16,866 
Total               117,246 
                   
Leasing 0.40%                  
                   
Aviation Capital Group Corp.   2.875%  9/17/2018   20    20,207 
Aviation Capital Group Corp.   4.625%  1/31/2018   7    7,153 
Penske Truck Leasing Co. LP/PTL Finance Corp.   2.50%  6/15/2019   7    7,043 
Penske Truck Leasing Co. LP/PTL Finance Corp.   2.875%  7/17/2018   17    17,222 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.20%  7/15/2020   38    38,701 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.375%  3/15/2018   8    8,126 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.75%  5/11/2017   100    100,230 
Total               198,682 
                   
Lodging 0.39%                  
                   
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc.   11.00%  10/1/2021   65    71,013 
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc.   9.375%  5/1/2022   12    12,930 
Hyatt Hotels Corp.   6.875%  8/15/2019   50    55,152 
Marriott International, Inc.   6.75%  5/15/2018   5    5,268 
Station Casinos LLC   7.50%  3/1/2021   48    50,040 
Total               194,403 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.20%                  
                   
Viterra, Inc. (Canada)†(b)   5.95%  8/1/2020  $94   $102,632 
                   
Machinery: Industrial/Specialty 0.12%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019   27    27,844 
Gardner Denver, Inc.   6.875%  8/15/2021   29    30,087 
Total               57,931 
                   
Manufacturing 0.25%                  
                   
American Outdoor Brands Corp.   5.00%  7/15/2018   5    4,975 
Crane Co.   2.75%  12/15/2018   10    10,164 
Pentair Finance SA (Luxembourg)(b)   1.875%  9/15/2017   52    52,031 
Pentair Finance SA (Luxembourg)(b)   2.90%  9/15/2018   34    34,356 
Pentair Finance SA (Luxembourg)(b)   5.00%  5/15/2021  14   14,987 
Textron, Inc.   5.60%  12/1/2017   7    7,177 
Total               123,690 
                   
Media 1.49%                  
                   
Clear Channel Worldwide Holdings, Inc.   7.625%  3/15/2020   92    93,035 
Cox Communications, Inc.   6.25%  6/1/2018   60    62,814 
Cox Communications, Inc.   9.375%  1/15/2019   70    78,338 
DISH DBS Corp.   5.875%  7/15/2022   55    57,922 
NBCUniversal Enterprise, Inc.   5.25%  (c)  100    105,250 
Sirius XM Radio, Inc.   5.25%  8/15/2022   100    103,750 
Sky plc (United Kingdom)†(b)   9.50%  11/15/2018   50    55,786 
Thomson Reuters Corp.   1.65%  9/29/2017   5    5,002 
Time Warner Cable LLC   8.25%  4/1/2019   58    64,692 
Time Warner Cable LLC   8.75%  2/14/2019   6    6,710 
Time Warner, Inc.   4.875%  3/15/2020   10    10,735 
Viacom, Inc.   2.75%  12/15/2019   55    55,437 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%  9/1/2020   50    51,563 
Total               751,034 
                   
Metals & Minerals: Miscellaneous 1.22%                  
                   
Barrick Gold Corp. (Canada)(b)   6.95%  4/1/2019   2    2,195 
Barrick North America Finance LLC   4.40%  5/30/2021   8    8,584 
Barrick PD Australia Finance Pty Ltd. (Australia)(b)   4.95%  1/15/2020   2    2,144 
Century Aluminum Co.   7.50%  6/1/2021   6    6,015 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous (continued)                  
                   
Coeur Mining, Inc.   7.875%  2/1/2021  $5   $5,212 
Eldorado Gold Corp. (Canada)†(b)   6.125%  12/15/2020   31    31,930 
FMG Resources (August 2006) Pty Ltd. (Australia)†(b)   9.75%  3/1/2022   197    226,796 
Glencore Finance Canada Ltd. (Canada)†(b)   2.70%  10/25/2017   174    174,722 
Glencore Finance Canada Ltd. (Canada)†(b)   4.95%  11/15/2021   15    16,124 
Goldcorp, Inc. (Canada)(b)   2.125%  3/15/2018   18    18,048 
Goldcorp, Inc. (Canada)(b)   3.625%  6/9/2021   40    41,184 
Hecla Mining Co.   6.875%  5/1/2021   23    23,575 
New Gold, Inc. (Canada)†(b)   7.00%  4/15/2020   59    59,111 
Total               615,640 
                   
Natural Gas 0.35%                  
                   
CenterPoint Energy Resources Corp.   4.50%  1/15/2021   10    10,533 
CenterPoint Energy Resources Corp.   6.00%  5/15/2018   5    5,201 
CenterPoint Energy Resources Corp.   6.125%  11/1/2017   105    107,508 
Sempra Energy   6.15%  6/15/2018   30    31,599 
Sempra Energy   9.80%  2/15/2019   18    20,539 
Total               175,380 
                   
Oil 5.29%                  
                   
Anadarko Holding Co.   7.05%  5/15/2018   4    4,212 
Bill Barrett Corp.   7.00%  10/15/2022   12    11,400 
Canadian Natural Resources Ltd. (Canada)(b)   1.75%  1/15/2018  50   49,999 
Canadian Natural Resources Ltd. (Canada)(b)   5.70%  5/15/2017   158    158,733 
Canadian Natural Resources Ltd. (Canada)(b)   5.90%  2/1/2018   2    2,066 
Canadian Oil Sands Ltd. (Canada)†(b)   7.75%  5/15/2019   13    14,289 
Canadian Oil Sands Ltd. (Canada)†(b)   9.40%  9/1/2021   5    6,086 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020   93    96,720 
Cenovus Energy, Inc. (Canada)(b)   5.70%  10/15/2019   35    37,822 
Cimarex Energy Co.   5.875%  5/1/2022   49    50,509 
Clayton Williams Energy, Inc.   7.75%  4/1/2019   10    10,048 
CNOOC Finance 2013 Ltd. (Hong Kong)(b)   1.75%  5/9/2018   400    398,820 
CNOOC Finance 2015 Australia Pty Ltd. (Australia)(b)   2.625%  5/5/2020   200    199,486 
Concho Resources, Inc.   5.50%  10/1/2022   107    111,146 
Concho Resources, Inc.   5.50%  4/1/2023   66    68,640 
Contura Energy, Inc.   10.00%  8/1/2021   25    26,955 
CrownRock LP/CrownRock Finance, Inc.   7.125%  4/15/2021   23    23,834 
Denbury Resources, Inc.   5.50%  5/1/2022   29    22,765 
Devon Energy Corp.   2.25%  12/15/2018   15    14,962 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Devon Energy Corp.   4.00%  7/15/2021  $11   $11,362 
Devon Energy Corp.   6.30%  1/15/2019   6    6,362 
Eclipse Resources Corp.   8.875%  7/15/2023   35    35,875 
Encana Corp. (Canada)(b)   3.90%  11/15/2021   27    27,611 
Encana Corp. (Canada)(b)   6.50%  5/15/2019   112    121,032 
Endeavor Energy Resources LP/EER Finance, Inc.   7.00%  8/15/2021   60    63,000 
Eni SpA (Italy)†(b)   4.15%  10/1/2020   100    104,814 
Laredo Petroleum, Inc.   7.375%  5/1/2022   33    34,403 
Marathon Oil Corp.   5.90%  3/15/2018   50    51,771 
Newfield Exploration Co.   5.75%  1/30/2022   51    54,379 
Noble Energy, Inc.   5.625%  5/1/2021   46    47,435 
Noble Energy, Inc.   8.25%  3/1/2019   70    77,902 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%  11/15/2020   3    3,135 
PDC Energy, Inc.   7.75%  10/15/2022   10    10,575 
Permian Resources LLC   13.00%  11/30/2020   15    17,663 
Petrobras Global Finance BV (Netherlands)(b)   6.125%  1/17/2022   25    26,300 
Petroleos Mexicanos (Mexico)(b)   3.125%  1/23/2019   20    20,130 
Petroleos Mexicanos (Mexico)(b)   3.50%  7/18/2018   12    12,211 
Petroleos Mexicanos (Mexico)(b)   5.50%  2/4/2019   105    110,512 
Petroleos Mexicanos (Mexico)(b)   5.75%  3/1/2018   110    113,630 
Petroleos Mexicanos (Mexico)(b)   8.00%  5/3/2019   30    33,171 
Pioneer Natural Resources Co.   6.875%  5/1/2018   21    22,080 
Pioneer Natural Resources Co.   7.50%  1/15/2020   4    4,530 
Precision Drilling Corp. (Canada)(b)   6.625%  11/15/2020   33    33,214 
Range Resources Corp.   5.75%  6/1/2021   29    29,870 
Range Resources Corp.   5.875%  7/1/2022   54    55,890 
RSP Permian, Inc.   6.625%  10/1/2022   9    9,518 
Sanchez Energy Corp.   6.125%  1/15/2023   23    21,448 
Seven Generations Energy Ltd. (Canada)†(b)   6.875%  6/30/2023   26    27,300 
Seven Generations Energy Ltd. (Canada)†(b)   8.25%  5/15/2020   25    26,250 
SM Energy Co.   6.50%  11/15/2021   68    70,040 
SM Energy Co.   6.50%  1/1/2023   8    8,160 
Suncor Energy, Inc. (Canada)(b)   6.10%  6/1/2018  15   15,793 
Western Refining, Inc.   6.25%  4/1/2021   42    43,444 
Total               2,659,302 
                   
Oil: Crude Producers 5.32%                  
                   
Boardwalk Pipelines LP   5.20%  6/1/2018   55    56,836 
Buckeye Partners LP   2.65%  11/15/2018   102    102,527 
Buckeye Partners LP   5.50%  8/15/2019   50    53,179 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
Buckeye Partners LP   6.05%  1/15/2018  $41   $42,268 
Columbia Pipeline Group, Inc.   2.45%  6/1/2018   115    115,581 
Columbia Pipeline Group, Inc.   3.30%  6/1/2020   46    46,911 
DCP Midstream Operating LP   9.75%  3/15/2019   71    80,053 
Enbridge Energy Partners LP   6.50%  4/15/2018   70    73,181 
Enbridge Energy Partners LP   9.875%  3/1/2019   45    51,208 
Energy Transfer Partners LP   4.65%  6/1/2021   40    42,125 
Energy Transfer Partners LP   9.00%  4/15/2019   59    66,598 
Energy Transfer Partners LP   9.70%  3/15/2019   42    47,781 
EnLink Midstream Partners LP/EnLink Midstream Finance Corp.   7.125%  6/1/2022   13    13,536 
Florida Gas Transmission Co. LLC   5.45%  7/15/2020   58    62,449 
Florida Gas Transmission Co. LLC   7.90%  5/15/2019   44    48,837 
Gulf South Pipeline Co. LP   6.30%  8/15/2017   132    134,097 
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.   5.50%  5/15/2022   33    34,429 
Kinder Morgan Energy Partners LP   5.95%  2/15/2018   66    68,266 
Kinder Morgan Energy Partners LP   6.50%  4/1/2020   75    83,060 
Kinder Morgan Energy Partners LP   6.85%  2/15/2020   30    33,408 
Kinder Morgan, Inc.   5.00%  2/15/2021   16    17,102 
Kinder Morgan, Inc.   7.25%  6/1/2018   79    83,605 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019   33    35,228 
MPLX LP   5.50%  2/15/2023   229    236,671 
ONEOK Partners LP   2.00%  10/1/2017   31    31,039 
ONEOK Partners LP   3.20%  9/15/2018   22    22,314 
Panhandle Eastern Pipeline Co. LP   6.20%  11/1/2017   6    6,142 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   65    68,280 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.50%  4/15/2023   94    98,112 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.50%  7/15/2021   129    133,279 
Rockies Express Pipeline LLC   6.00%  1/15/2019   37    38,758 
Rockies Express Pipeline LLC   6.85%  7/15/2018   7    7,350 
Sabine Pass Liquefaction LLC   5.625%  2/1/2021   240    258,800 
Spectra Energy Capital LLC   6.20%  4/15/2018   2    2,087 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   5.875%  10/1/2020   5    5,163 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021   157    164,654 
Texas Eastern Transmission LP   4.125%  12/1/2020   5    5,245 
Texas Eastern Transmission LP   6.00%  9/15/2017   14    14,257 
TransCanada PipeLines Ltd. (Canada)(b)   6.50%  8/15/2018   1    1,062 
TransCanada PipeLines Ltd. (Canada)(b)   7.125%  1/15/2019   25    27,203 
Western Gas Partners LP   2.60%  8/15/2018   2    2,012 
Williams Partners LP/ACMP Finance Corp.   4.875%  5/15/2023  154   159,032 
Total               2,673,725 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic 0.46%                  
                   
Cameron International Corp.   1.40%  6/15/2017  $4   $4,002 
National Oilwell Varco, Inc.   1.35%  12/1/2017   50    49,869 
National Oilwell Varco, Inc.   2.60%  12/1/2022   38    36,416 
SESI LLC   6.375%  5/1/2019   56    56,140 
Weatherford International Ltd.   9.625%  3/1/2019   75    83,063 
Total               229,490 
                   
Paper & Forest Products 0.00%                  
                   
International Paper Co.   9.375%  5/15/2019   2    2,299 
                   
Real Estate Investment Trusts 2.78%                  
                   
Brandywine Operating Partnership LP   4.95%  4/15/2018   6    6,165 
Brandywine Operating Partnership LP   5.70%  5/1/2017   55    55,166 
CBRE Services, Inc.   5.00%  3/15/2023   55    57,221 
DDR Corp.   3.50%  1/15/2021   6    6,072 
DDR Corp.   4.75%  4/15/2018   28    28,641 
DDR Corp.   7.50%  4/1/2017   31    31,000 
DDR Corp.   7.50%  7/15/2018   5    5,321 
DDR Corp.   7.875%  9/1/2020   26    30,096 
Digital Realty Trust LP   3.40%  10/1/2020   20    20,529 
Digital Realty Trust LP   5.875%  2/1/2020   47    51,092 
DuPont Fabros Technology LP   5.875%  9/15/2021   25    26,016 
EPR Properties   7.75%  7/15/2020   91    103,553 
First Industrial LP   7.50%  12/1/2017   50    51,879 
HCP, Inc.   2.625%  2/1/2020   12    12,080 
HCP, Inc.   3.75%  2/1/2019   50    51,280 
HCP, Inc.   5.375%  2/1/2021   6    6,541 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   2    2,194 
Hospitality Properties Trust   6.70%  1/15/2018   5    5,067 
Kilroy Realty LP   4.80%  7/15/2018   25    25,740 
Kilroy Realty LP   6.625%  6/1/2020   84    93,838 
Mack-Cali Realty LP   2.50%  12/15/2017   219    219,565 
MPT Operating Partnership LP/MPT Finance Corp.   6.375%  2/15/2022   8    8,280 
National Retail Properties, Inc.   6.875%  10/15/2017   10    10,273 
Select Income REIT   2.85%  2/1/2018   39    39,256 
SL Green Realty Corp.   5.00%  8/15/2018   8    8,273 
SL Green Realty Corp.   7.75%  3/15/2020   75    84,279 
Starwood Property Trust, Inc.   5.00%  12/15/2021   9    9,360 
VEREIT Operating Partnership LP   3.00%  2/6/2019   118    118,525 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                  
                   
VEREIT Operating Partnership LP   4.125%  6/1/2021  $41   $42,171 
Vornado Realty LP   2.50%  6/30/2019   35    35,216 
Welltower, Inc.   2.25%  3/15/2018   75    75,345 
Welltower, Inc.   4.125%  4/1/2019   7    7,235 
Weyerhaeuser Co.   4.70%  3/15/2021   25    26,576 
Weyerhaeuser Co.   6.95%  8/1/2017   41    41,626 
Weyerhaeuser Co.   7.375%  10/1/2019  2   2,243 
Total               1,397,714 
                   
Retail 0.23%                  
                   
Best Buy Co., Inc.   5.00%  8/1/2018   5    5,197 
Macy’s Retail Holdings, Inc.   7.45%  7/15/2017   5    5,088 
Rite Aid Corp.   6.75%  6/15/2021   88    88,831 
Rite Aid Corp.   9.25%  3/15/2020   15    15,440 
Total               114,556 
                   
Steel 0.21%                  
                   
BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC (Australia)†(b)   6.50%  5/15/2021   45    47,363 
Cliffs Natural Resources, Inc.   8.25%  3/31/2020   4    4,335 
Nucor Corp.   5.75%  12/1/2017   5    5,131 
U.S. Steel Corp.   8.375%  7/1/2021   45    50,062 
Total               106,891 
                   
Technology 0.68%                  
                   
Baidu, Inc. (China)(b)   3.25%  8/6/2018   200    203,085 
eBay, Inc.   1.514%#  8/1/2019   75    75,077 
Expedia, Inc.   7.456%  8/15/2018   58    62,129 
Symantec Corp.   2.75%  6/15/2017   2    2,002 
Total               342,293 
                   
Telecommunications 1.58%                  
                   
AT&T, Inc.   5.50%  2/1/2018   200    206,256 
AT&T, Inc.   5.80%  2/15/2019   60    64,099 
FairPoint Communications, Inc.   8.75%  8/15/2019   32    33,013 
Nortel Networks Ltd. (Canada)(b)(d)   10.75%  7/15/2016   62    63,395 
T-Mobile USA, Inc.   6.464%  4/28/2019   131    131,491 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications (continued)                  
                   
T-Mobile USA, Inc.   6.542%  4/28/2020  $81   $82,721 
T-Mobile USA, Inc.   6.633%  4/28/2021   20    20,720 
T-Mobile USA, Inc.   6.731%  4/28/2022   57    59,115 
Telefonica Emisiones SAU (Spain)(b)   6.221%  7/3/2017   87    87,963 
Windstream Services LLC   7.75%  10/1/2021   48    47,520 
Total               796,293 
                   
Textiles Products 0.05%                  
                   
Springs Industries, Inc.   6.25%  6/1/2021   22    22,715 
                   
Toys 0.00%                  
                   
Mattel, Inc.   1.70%  3/15/2018   2    1,997 
                   
Transportation: Miscellaneous 0.16%                  
                   
Asciano Finance Ltd. (Australia)†(b)   5.00%  4/7/2018   25    25,602 
Florida East Coast Holdings Corp.   6.75%  5/1/2019   49    50,593 
XPO Logistics, Inc.   6.50%  6/15/2022   3    3,161 
Total               79,356 
                   
Utilities 0.02%                  
                   
United Utilities plc (United Kingdom)(b)   5.375%  2/1/2019  10   10,477 
Total Corporate Bonds (cost $22,297,831)               22,414,011 
                   
FLOATING RATE LOANS(e) 4.52%                  
                   
Auto Parts: Original Equipment 0.04%                  
                   
MPG Holdco I, Inc. 2015 Tranche B1 Term Loan   3.75%  10/20/2021   19    18,822 
                   
Business Services 0.02%                  
                   
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.543%  6/9/2021   13    12,947 
                   
Chemicals 0.18%                  
                   
Celanese U.S. Holdings LLC Term Loan A   2.476%  7/15/2021   54    54,090 
Mosaic Company (The) Term Loan   2.226%  11/18/2021   38    38,000 
Total               92,090 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer Products 0.02%                  
                   
Textron, Inc. Term Loan A   2.178%  3/14/2019  $12   $12,060 
                   
Containers 0.43%                  
                   
Ball Corp. USD Term Loan A   2.732%  3/18/2021   73    73,080 
Ball UK Aquisition Ltd. EUR Term Loan A(f)   1.75%  3/18/2021  EUR21    22,195 
WestRock Co. Closing Date Term Loan   2.115%  7/1/2020  $122    121,614 
Total               216,889 
                   
Electric: Power 0.29%                  
                   
FirstEnergy Corp. Term Loan   2.631%  12/6/2021   150    148,781 
                   
Electronics 0.15%                  
                   
Thermo Fisher Scientific Inc. Term Loan A   2.198%  7/1/2019   74    73,564 
                   
Entertainment 0.04%                  
                   
Kasima LLC Term Loan3.482% - 3.65%  5/17/2021   18    18,547 
                   
Food 0.13%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  8/24/2023   26    25,183 
Dole Food Co., Inc. Tranche B Term Loan4.50% - 6.50%  11/1/2018   35    34,800 
Supervalu, Inc. Term Loan   5.50%  3/21/2019   5    5,458 
Total               65,441 
                   
Gaming 0.34%                  
                   
Seminole Tribe of Florida Initial Term Loan   3.397%  4/29/2020   170    170,491 
                   
Health Care Products 0.36%                  
                   
Medtronic, Inc. Term Loan   1.858%  1/26/2018   75    74,719 
Zimmer biomet Holdings, Inc. Term Loan A   2.232%  9/30/2019   71    69,580 
Zimmer Holdings, Inc. Term Loan   2.357%  5/29/2019   35    35,106 
Total               179,405 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Services 0.11%                  
                   
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   2.289%  10/30/2019  $41   $40,811 
Laboratory Corp. of America Holdings Term Loan   2.232%  12/19/2019   15    15,033 
Total               55,844 
                   
Household Equipment/Products 0.29%                  
                   
Dell International LLC Term Loan A1   2.99%  12/31/2018   19    18,755 
Dell International LLC Term Loan A2   3.24%  9/7/2021   125    125,601 
Total               144,356 
                   
Leasing 0.11%                  
                   
Avolon TLB Borrower 1 S.a.r.l. Term Loan B2 (Luxembourg)(b)   3.728%  3/21/2022   53    53,773 
                   
Lodging 0.39%                  
                   
Las Vegas Sands LLC 2017 Refinancing Term Loan   2.98%  12/19/2020   198    198,765 
                   
Machinery: Industrial/Specialty 0.09%                  
                   
Flowserve Corp. 2012 Term Loan   2.397%  10/14/2020   44    43,641 
                   
Manufacturing 0.23%                  
                   
Tyco International Holding sarl Term Loan (Luxembourg)(b)   2.814%  3/2/2020   115    114,892 
                   
Media 0.21%                  
                   
AMC Networks, Inc. Term Loan A   2.347%  12/16/2019   60    60,138 
Charter Communications Operating, LLC Term Loan E1   2.99%  7/1/2020   45    45,338 
Total               105,476 
                   
Metals & Mining: Miscellaneous 0.08%                  
                   
Fairmount Santrol, Inc. Tranche B2 New Term Loan   4.647%  9/5/2019   39    38,186 
                   
Miscellaneous 0.05%                  
                   
Harris Corp. 3 Year Tranche Term Loan   2.49%  3/16/2018   7    7,486 
Harris Corp. 5 Year Tranche Term Loan   2.49%  3/16/2020   18    17,745 
Total               25,231 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil 0.09%                  
                   
Noble Energy, Inc. Initial Term Loan   2.194%  1/6/2019  $24   $23,616 
Petroleos Mexicanos (Mexico) Term Loan(b)   (g)  2/14/2020   20    19,787 
Total               43,403 
                   
Oil: Crude Producers 0.03%                  
                   
Buckeye Partners LP Delayed Draw Term Loan   2.34%  9/30/2019   17    16,936 
                   
Real Estate 0.31%                  
                   
American Tower Corporation Term Loan   2.24%  1/31/2022  157   155,522 
                   
Retail 0.33%                  
                   
Belk, Inc. 1st Lien Closing Date Term Loan   5.76%  12/12/2022   16    13,549 
Burlington Coat Factory Warehouse Corp. Term Loan B4   3.70%  8/13/2021   50    50,281 
PVH Corp. Tranche A Term Loan   2.443%  2/13/2019   86    85,602 
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan   4.875%  6/21/2021   18    18,075 
Total               167,507 
                   
Technology 0.02%                  
                   
Zayo Group, LLC 2017 Incremental Refinancing Term Loan B1   2.976%  1/19/2021   9    9,061 
                   
Telecommunications 0.18%                  
AT&T, Inc. Tranche A Advance Term Loan   2.064%  3/2/2018   16    15,632 
Verizon Communications Inc. 5 year Loan Retired   2.234%  7/31/2019   74    73,561 
Total               89,193 
Total Floating Rate Loans (cost $2,264,520)               2,270,823 
                   
Foreign Government Obligations(b) 0.27%                  
                   
Argentina 0.05%                  
                   
Republic of Argentina   5.625%  1/26/2022   25    25,631 
                   
Dominican Republic 0.01%                  
                   
Dominican Republic   9.04%  1/23/2018   2    2,266 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Qatar 0.21%                  
                   
State of Qatar   5.25%  1/20/2020  $100   $107,783 
Total Foreign Government Obligations (cost $135,191)               135,680 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 2.18%     
                   
Federal Home Loan Mortgage Corp. 2011-K704 B   4.536%#  10/25/2030   20    20,578 
Federal Home Loan Mortgage Corp. 2012-K707 B   3.884%#  1/25/2047   143    146,225 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.742%#  4/25/2045   75    76,879 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.822%#  6/25/2047   104    106,600 
Federal Home Loan Mortgage Corp. 2012-K711 B   3.563%#  8/25/2045   30    30,633 
Federal Home Loan Mortgage Corp. 2013-K502 C   2.902%#  3/25/2045   11    10,998 
Federal Home Loan Mortgage Corp. 2013-K713 B   3.166%#  4/25/2046   30    30,460 
Federal Home Loan Mortgage Corp. 2014-K503 B   3.003%#  10/25/2047   39    38,900 
Government National Mortgage Assoc. 2014-109 A   2.325%  1/16/2046   15    14,976 
Government National Mortgage Assoc. 2014-112 A   3.00%#  1/16/2048  8   8,106 
Government National Mortgage Assoc. 2014-135 AS   2.30%  2/16/2047   18    18,290 
Government National Mortgage Assoc. 2014-64 A   2.20%  2/16/2045   32    32,235 
Government National Mortgage Assoc. 2014-64 IO   1.227%#  12/16/2054   353    26,585 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   1    732 
Government National Mortgage Assoc. 2014-78 IO   0.636%#  3/16/2056   58    2,995 
Government National Mortgage Assoc. 2015-47 AE   2.90%#  11/16/2055   11    11,123 
Government National Mortgage Assoc. 2015-48 AS   2.90%#  2/16/2049   29    28,931 
Government National Mortgage Assoc. 2015-73 AC   2.90%#  2/16/2053   44    44,245 
Government National Mortgage Assoc. 2017 20 AS   2.50%  2/16/2057   57    56,241 
Government National Mortgage Assoc. 2017 23 AB   2.60%  12/16/2057   40    39,639 
Government National Mortgage Assoc. 2017-22 GA   2.60%#  8/16/2051   29    28,742 
Government National Mortgage Assoc. 2017-28 AB   2.50%  10/15/2051   68    67,123 
Government National Mortgage Assoc. 2017-41 AS   2.60%  6/16/2058   196    194,590 
Government National Mortgage Assoc. 2017-44 AD   2.65%  11/17/2048   59    58,689 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $1,107,321)    1,094,515 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 1.17%            
             
Federal Home Loan Mortgage Corp.   0.875%  3/7/2018   103    102,777 
Federal Home Loan Mortgage Corp.   3.071%#  10/1/2043   16    16,389 
Federal Home Loan Mortgage Corp.   3.132%#  6/1/2041   16    16,868 
Federal Home Loan Mortgage Corp.   3.167%#  12/1/2040   33    34,598 
Federal Home Loan Mortgage Corp.   3.384%#  6/1/2042   13    13,209 
Federal National Mortgage Assoc.   2.702%#  12/1/2045   10    10,102 
Federal National Mortgage Assoc.   2.734%#  12/1/2045   46    46,785 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)            
             
Federal National Mortgage Assoc.   2.844%#  10/1/2045  $11   $11,046 
Federal National Mortgage Assoc.   2.91%#  6/1/2042   26    26,346 
Federal National Mortgage Assoc.   3.00%  TBA(h)  120    123,049 
Federal National Mortgage Assoc.   3.148%#  3/1/2042   24    25,024 
Federal National Mortgage Assoc.   3.204%#  10/1/2036   54    57,543 
Federal National Mortgage Assoc.   3.381%#  12/1/2040   3    2,660 
Federal National Mortgage Assoc.   3.391%#  12/1/2040   5    5,050 
Federal National Mortgage Assoc.   3.461%#  4/1/2040   44    46,708 
Federal National Mortgage Assoc.   3.477%#  10/1/2040   2    1,835 
Federal National Mortgage Assoc.   3.672%#  1/1/2042   47    49,059 
Total Government Sponsored Enterprises Pass-Throughs (cost $591,970)     589,048 
                   
GOVERNMENT SPONSORED ENTERPRISES SECURITY 0.32%            
                   
Federal Home Loan Bank
(cost $160,494)
   1.125%  4/25/2018  160   159,974 
                   
MUNICIPAL BONDS 0.18%                  
                   
Miscellaneous                  
                   
Illinois   3.90%  1/1/2018   5    5,040 
Illinois   5.163%  2/1/2018   50    50,962 
Illinois   5.665%  3/1/2018   25    25,674 
Illinois   5.877%  3/1/2019   10    10,526 
Total Municipal Bonds (cost $92,522)             92,202 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 22.50%       
                   
A10 Bridge Asset Financing LLC 2015-AA A   3.712%#  5/15/2030   160    160,000 
Americold LLC 2010-ARTA A1   3.847%  1/14/2029   44    45,704 
AOA Mortgage Trust 2015-1177 A   2.957%  12/13/2029   100    101,616 
Arbor Realty Commercial Real Estate Notes Ltd. 2017-FL1 B†(i)   3.31%#  4/15/2027   100    99,211 
Assurant Commercial Mortgage Trust 2016-1A A1   1.362%  5/15/2049   22    22,061 
Aventura Mall Trust 2013-AVM A   3.743%#  12/5/2032   100    105,273 
Aventura Mall Trust 2013-AVM C   3.743%#  12/5/2032   100    103,006 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%  6/10/2049   21    20,798 
Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-1 AJ   5.28%#  11/10/2042   (a)   386 
Bancorp Commercial Mortgage Trust 2016-CRE1 A   2.342%#  11/15/2033   100    100,272 
BB-UBS Trust 2012-TFT A   2.892%  6/5/2030   200    198,672 
BB-UBS Trust 2012-TFT B   3.468%#  6/5/2030   100    97,667 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
BB-UBS Trust 2012-TFT C   3.468%#  6/5/2030  $100   $96,504 
BBCMS Trust 2013-TYSN E   3.708%  9/5/2032   135    135,553 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E  5.406%#  11/11/2041   15    15,420 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F  5.674%#  11/11/2041   25    25,678 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW16 AM  5.768%#  6/11/2040   38    37,921 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW17 AM  5.895%#  6/11/2050   50    50,667 
CCRESG Commercial Mortgage Trust 2016-HEAT B   4.114%  4/10/2029   29    29,063 
CCRESG Commercial Mortgage Trust 2016-HEAT C   4.919%  4/10/2029   29    29,143 
CFCRE Commercial Mortgage Trust 2016-C6 XA IO   1.22%#  11/10/2049   195    16,709 
CFCRE Commercial Mortgage Trust 2016-C7 XA IO   0.799%#  12/10/2054   193    11,130 
CGGS Commercial Mortgage Trust 2016-RNDA DFX   4.387%  2/10/2033   100    101,770 
Chicago Skyscraper Trust 2017-SKY A   1.713%#  4/15/2030   137    137,334 
Chicago Skyscraper Trust 2017-SKY C   2.163%#  4/15/2030   100    100,372 
Chicago Skyscraper Trust 2017-SKY XCP IO   2.799%#  4/15/2030   2,938    68,911 
Citigroup Commercial Mortgage Trust 2007-C6 A4   5.779%#  12/10/2049  1   586 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.779%#  12/10/2049   35    35,466 
Citigroup Commercial Mortgage Trust 2013-SMP D   2.912%#  1/12/2030   100    100,268 
Citigroup Commercial Mortgage Trust 2014-GC19 A1   1.199%  3/10/2047   8    7,959 
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO   0.461%#  6/10/2048   988    27,395 
Citigroup Commercial Mortgage Trust 2015-SHP2 XCP IO   0.114%#  7/15/2027   46,545    15,779 
Citigroup Commercial Mortgage Trust 2015-SSHP C   3.012%#  9/15/2027   100    99,346 
Citigroup Commercial Mortgage Trust 2016-SMPL A   2.228%  9/10/2031   100    98,260 
Citigroup Commercial Mortgage Trust 2016-SMPL E   4.509%  9/10/2031   100    97,362 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%#  4/15/2047   50    50,318 
COBALT CMBS Commercial Mortgage Trust 2007-C3 AM   5.88%#  5/15/2046   100    101,678 
Commercial Mortgage Loan Trust 2008-LS1 ASM   6.101%#  12/10/2049   50    50,602 
Commercial Mortgage Pass-Through Certificates 2004-LB2A G   5.54%#  3/10/2039   35    36,701 
Commercial Mortgage Pass-Through Certificates 2012-CR3 B   3.922%  10/15/2045   200    205,799 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2   3.047%  8/10/2050   10    10,197 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   10    10,043 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046   32    32,098 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   129    126,347 
Commercial Mortgage Pass-Through Certificates 2013-THL D   3.497%#  6/8/2030   100    100,349 
Commercial Mortgage Pass-Through Certificates 2013-THL E   4.597%#  6/8/2030   100    100,076 
Commercial Mortgage Pass-Through Certificates 2014-UBS5 XB1 IO   0.099%#  9/10/2047   2,000    21,207 
Commercial Mortgage Pass-Through Certificates 2015-PC1 XA IO  0.769%#  7/10/2050   98    3,999 
Commercial Mortgage Pass-Through Certificates 2016-GCT D   3.461%#  8/10/2029   100    99,377 
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO  0.784%  8/10/2029   4,000    105,868 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
Commercial Mortgage Pass-Through Certificates 2016-SAVA A   2.632%#  10/15/2034  $106   $106,659 
Commercial Mortgage Pass-Through Certificates 2016-SAVA B   3.212%#  10/15/2034   100    100,681 
Commercial Mortgage Pass-Through Certificates 2016-SAVA XCP IO   2.173%#  10/15/2034   578    19,260 
Commericial Mortgage Trust 2016-CD1 XA IO   1.444%#  8/10/2049   182    17,701 
Commericial Mortgage Trust 2017-CD3 XA IO   1.049%#  2/10/2050   1,000    79,286 
Core Industrial Trust 2015-CALW C   3.555%  2/10/2034  25   25,469 
Core Industrial Trust 2015-CALW XA IO   0.81%#  2/10/2034   1,006    35,226 
Cosmopolitan Hotel Trust 2016-CSMO A   2.312%#  11/15/2033   17    17,158 
Cosmopolitan Hotel Trust 2016-CSMO B   3.012%#  11/15/2033   24    24,285 
Cosmopolitan Hotel Trust 2016-CSMO E   5.562%#  11/15/2033   32    32,672 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1   5.466%  5/15/2023   50    52,578 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2   5.538%  5/15/2023   200    213,676 
Credit Suisse Mortgage Capital Certificates   1.863%  2/15/2031   50    50,108 
Credit Suisse Mortgage Capital Certificates   1.935%  2/15/2031   1,376    44,679 
Credit Suisse Mortgage Capital Certificates   3.413%  2/15/2031   50    50,108 
Credit Suisse Mortgage Capital Certificates 2014-TIKI C   2.712%#  9/15/2038   100    99,178 
Credit Suisse Mortgage Capital Certificates 2016-MFF B   3.412%#  11/15/2033   50    50,147 
Credit Suisse Mortgage Capital Certificates 2016-MFF C   4.412%#  11/15/2033   50    50,222 
Credit Suisse Project Capital Certificates Structure(i)   1.00%  12/16/2058   89    88,611 
CSAIL Commercial Mortgage Trust 2015-C4 A2   3.157%  11/15/2048   10    10,273 
CSAIL Commercial Mortgage Trust 2016-C6 XA IO   1.814%#  1/15/2049   997    113,685 
DBJPM Mortgage Trust 2016-C3 XA IO   1.519%#  9/10/2049   199    21,625 
DBRR Trust 2013-EZ3 A   1.636%#  12/18/2049   11    10,733 
DBUBS Mortgage Trust 2011-LC2A D   5.727%#  7/10/2044   100    105,263 
DBWF Mortgage Trust 2015-LCM A1   2.998%  6/10/2034   22    21,687 
DBWF Mortgage Trust 2016-85T XA IO   0.014%#  12/10/2036   3,140    14,036 
EQTY Mortgage Trust 2014-INNS D   3.197%#  5/8/2031   100    99,810 
GAHR Commercial Mortgage Trust 2015-NRF CFX   3.382%#  12/15/2034   100    101,674 
GAHR Commericial Mortgage Trust 2015-NRF EFX   3.382%#  12/15/2034   20    19,845 
Great Wolf Trust 2015-WOLF E   5.362%#  5/15/2034   100    101,837 
GS Mortgage Securities Corp. II 2013-GC10 A3   2.613%  2/10/2046   100    100,710 
GS Mortgage Securities Corp. Trust 2013-NYC5 A   2.318%  1/10/2030   100    100,253 
GS Mortgage Securities Corp. Trust 2017-485L XB IO   0.111%#  2/10/2037   1,590    22,141 
GS Mortgage Securities Trust 2011-GC5 B   5.40%#  8/10/2044   107    116,117 
GS Mortgage Securities Trust 2012-GC6 XA IO   1.964%#  1/10/2045   306    23,146 
GS Mortgage Securities Trust 2012-GCJ7 B   4.74%  5/10/2045   20    21,271 
GS Mortgage Securities Trust 2013-G1 A2   3.557%#  4/10/2031   100    100,001 
GS Mortgage Securities Trust 2013-GC14 A1   1.217%  8/10/2046   11    11,080 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
GS Mortgage Securities Trust 2015-GS1 XB IO   0.185%#  11/10/2048  $1,082   $19,211 
GS Mortgage Securities Trust 2016-GS4 225A   2.636%  11/10/2029   15    14,817 
GS Mortgage Securities Trust 2016-GS4 225C   3.778%  11/10/2029   26    25,910 
GS Mortgage Securities Trust 2016-GS4 225D   4.766%  11/10/2029   35    34,759 
GS Mortgage Securities Trust 2016-RENT C   4.067%#  2/10/2029  100   103,255 
H/2 Asset Funding 2015-1A-AFL   2.633%#  6/24/2049   23    22,487 
H/2 Asset Funding 2015-1A-AFX   3.352%#  6/24/2049   23    22,192 
H/2 Asset Funding 2015-1A-BFX   3.992%#  6/24/2049   25    23,906 
Hudsons Bay Simon JV Trust 2015-HB7 A7   3.914%  8/5/2034   100    101,987 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034   179    180,301 
Hudsons Bay Simon JV Trust 2015-HB7 XA7 IO   1.245%#  8/5/2034   1,000    61,735 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   33    32,344 
JPMorgan Chase Commercial Mortgage Securities Trust(i)   2.75%  5/16/2059   48    47,790 
JPMorgan Chase Commercial Mortgage Securities Trust 2004-LN2 A2    5.115%  7/15/2041   2    1,801 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM5.829%#  2/12/2049   85    85,058 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C7.446%#  12/5/2027   25    28,279 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 B4.819%#  5/15/2045   11    11,720 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A3.905%  5/5/2030   96    100,400 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A23.046%  4/15/2047   25    25,511 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 A11.539%  11/15/2047   7    6,608 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO1.167%#  1/15/2048   986    52,758 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A3.429%  6/10/2027   200    203,556 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO0.70%#  7/15/2048   986    35,518 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-ATRM A2.962%  10/5/2028   50    50,348 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA IO0.825%#  12/15/2049   998    49,953 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI A2.798%  10/5/2031   30    30,220 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI B3.201%  10/5/2031   15    15,176 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C3.554%  10/5/2031   20    20,256 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI D4.009%#  10/5/2031  $35   $35,161 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI E4.009%#  10/5/2031   30    29,380 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI XB IO0.657%#  10/5/2031   1,000    26,924 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT A2.362%#  10/15/2033   68    68,632 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT C3.762%#  10/15/2033   10    10,152 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT D4.662%#  10/15/2033   27    27,489 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT XCP IO1.198%#  10/15/2018   4,967    93,007 
LMREC, Inc. 2015-CRE1 A   2.734%#  2/22/2032   100    99,523 
LSTAR Commercial Mortgage Trust 2015-3 A2   2.729%#  4/20/2048  10   9,584 
LSTAR Commercial Mortgage Trust 2016-4 XA IO   1.955%#  3/10/2049   997    86,025 
LSTAR Commercial Mortgage Trust 2017-5 A1   2.417%  3/10/2050   100    100,125 
LSTAR Commercial Mortgage Trust 2017-5 A2   2.776%  3/10/2050   100    101,010 
LSTAR Commercial Mortgage Trust 2017-5 A3   4.50%  3/10/2050   100    107,681 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030   60    59,474 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%  10/15/2046   10    10,164 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO   0.747%#  7/15/2050   492    18,442 
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 XA IO   1.468%#  11/15/2049   996    97,742 
Morgan Stanley Capital Barclays Bank Trust 2016-MART B   2.48%  9/13/2031   50    48,964 
Morgan Stanley Capital Barclays Bank Trust 2016-MART C   2.817%  9/13/2031   100    98,103 
Morgan Stanley Capital Barclays Bank Trust 2016-MART XCP IO   0.316%#  9/13/2031   9,863    48,002 
Morgan Stanley Capital I Trust 2007-IQ15 AM   5.942%#  6/11/2049   50    50,309 
Morgan Stanley Capital I Trust 2012-C4 B   5.213%#  3/15/2045   100    108,877 
Morgan Stanley Capital I Trust 2014-MP A   3.469%  8/11/2033   100    103,932 
Morgan Stanley Capital I Trust 2016-UB11 XB IO   0.997%#  8/15/2049   1,000    76,822 
Morgan Stanley Capital I Trust 2017-PRME D   4.312%#  2/15/2034   40    40,215 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.949%#  8/12/2045   100    100,037 
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B   5.949%#  8/15/2045   100    99,974 
Morgan Stanley Structure Mortgage(i)   2.75%  3/16/2057   89    88,715 
Motel 6 Trust 2015-MTL6 D   4.532%  2/5/2030   100    100,804 
MSCG Trust 2015-ALDR A1   2.612%  6/7/2035   21    20,949 
MSCG Trust 2016-SNR A   3.348%#  11/15/2034   69    68,793 
MSCG Trust 2016-SNR B   4.181%  11/15/2034   33    32,999 
MSCG Trust 2016-SNR C   5.205%  11/15/2034   25    25,109 

 

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 March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                   
Nationslink Funding Corp. 1999-LTL1 D   6.45%  1/22/2026  $39   $39,919 
Palisades Center Trust 2016-PLSD D   4.737%  4/13/2033   67    66,697 
Palisades Center Trust 2016-PLSD XCP IO   0.965%#  5/13/2018   1,000    11,555 
PFP Ltd. 2017-3 A   1.829%#  1/14/2035   100    100,426 
PFP Ltd. 2017-3 B   2.529%#  1/14/2035   100    100,467 
PFP Ltd. 2017-3 D   4.279%#  1/14/2035   100    100,518 
Prima Capital CRE Securization 2006-1   2.55%  8/24/2049   100    98,437 
Prima Capital Ltd. 2016-6A A+   2.85%  8/25/2040   142    142,130 
ReadyCap Commercial Mortgage Trust 2015-2 A   3.804%  6/25/2055   43    43,417 
Readycap Mortgage Trust 2016-3 A   2.94%  11/20/2038   208    206,155 
Shops at Crystals Trust 2016-CSTL XB IO   0.203%#  7/5/2036   1,000    19,535 
UBS-BAMLL Trust 2012-WRM D   4.238%#  6/10/2030   100    96,988 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A4   3.525%  5/10/2063  22   22,945 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A5   2.85%  12/10/2045   75    75,682 
UBS-Barclays Commercial Mortgage Trust 2012-C4 AAB   2.459%  12/10/2045   25    25,095 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO   1.023%#  3/10/2046   937    43,648 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A3   3.595%  1/10/2045   20    20,757 
VNDO Mortgage Trust 2012-6AVE A   2.996%  11/15/2030   100    101,302 
Wachovia Bank Commercial Mortgage Trust 2005-C21 D   5.295%#  10/15/2044   10    9,930 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%#  4/15/2047   78    78,664 
Waldorf Astoria Boca Raton Trust 2016-BOCA C   3.412%#  6/15/2029   100    100,268 
Waldorf Astoria Boca Raton Trust 2016-BOCA E   5.262%#  6/15/2029   27    27,099 
Wells Fargo Commercial Mortgage Trust 2010-C1 C   5.60%#  11/15/2043   100    107,803 
Wells Fargo Commercial Mortgage Trust 2015-C29 XB IO   0.018%#  6/15/2048   2,000    7,075 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A   3.075%  12/15/2048   10    10,232 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B   4.602%#  12/15/2048   36    38,824 
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO   0.805%#  9/15/2048   983    46,636 
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO   1.806%#  8/15/2049   995    124,715 
WF-RBS Commercial Mortgage Trust 2011-C2 A4   4.869%#  2/15/2044   25    27,080 
WF-RBS Commercial Mortgage Trust 2011-C4 A3   4.394%  6/15/2044   69    70,594 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   19    19,341 
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO   1.983%#  8/15/2045   400    28,049 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   77    77,041 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $11,391,025)     11,310,811 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investments       Shares
(000)
   Fair
Value
 
PREFERRED STOCK 0.03%                  
                   
Oil                  
                   
Templar Energy LLC
(cost $10,450)
         1   $13,324 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
U.S. TREASURY OBLIGATION 0.99%                  
                   
U.S. Treasury Note
(cost $500,420)
   1.375%  6/30/2018  $499    500,501 
Total Long-Term Investments (cost $47,872,238)               47,911,774 
                   
SHORT-TERM INVESTMENTS 4.71%                  
                   
COMMERCIAL PAPER 0.99%                  
                   
Computer Hardware 0.50%                  
                   
Hewlett Packard Enterprise Co.Zero Coupon   4/3/2017   250    250,000 
                
Oil: Integrated Domestic 0.49%                  
                   
Schlumberger Holdings Corp.Zero Coupon   6/1/2017   250    249,485 
Total Commercial Paper (cost $499,476)               499,485 
                   
CORPORATE BONDS 2.78%                  
                   
Banks: Regional 1.04%                  
                   
Bank of America Corp.   6.00%  9/1/2017   55    55,993 
Bank of America Corp.   6.40%  8/28/2017   18    18,351 
Capital One Financial Corp.   6.75%  9/15/2017   35    35,818 
Compass Bank   1.85%  9/29/2017   250    249,960 
Compass Bank   6.40%  10/1/2017   100    102,087 
Deutsche Bank AG (United Kingdom)(b)   1.35%  5/30/2017   7    6,998 
Deutsche Bank AG (United Kingdom)(b)   1.524%#  5/30/2017   28    28,003 
Deutsche Bank AG (United Kingdom)(b)   6.00%  9/1/2017   25    25,416 
Total               522,626 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Beverages 0.13%                  
                   
Beam Suntory, Inc.   1.875%  5/15/2017  $62   $62,042 
Constellation Brands, Inc.   7.25%  5/15/2017   4    4,022 
Total               66,064 
                   
Chemicals 0.01%                  
                   
Valspar Corp. (The)   6.05%  5/1/2017  5   5,015 
                   
Construction/Homebuilding 0.03%                  
                   
D.R. Horton, Inc.   4.75%  5/15/2017   15    15,050 
                   
Drugs 0.02%                  
                   
Actavis Funding SCS (Luxembourg)(b)   1.30%  6/15/2017   9    9,000 
                   
Electric: Power 0.33%                  
                   
Appalachian Power Co.   5.00%  6/1/2017   25    25,141 
Exelon Corp.   1.55%  6/9/2017   2    2,000 
Jersey Central Power & Light Co.   5.65%  6/1/2017   15    15,092 
TransAlta Corp. (Canada)(b)   1.90%  6/3/2017   125    125,625 
Total               167,858 
                   
Electronics 0.02%                  
                   
Tech Data Corp.   3.75%  9/21/2017  10   10,094 
                   
Financial Services 0.26%                  
                   
Aircastle Ltd.   6.75%  4/15/2017   28    28,036 
Synchrony Financial   1.875%  8/15/2017   100    100,044 
Total               128,080 
                   
Health Care Products 0.05%                  
                   
Zimmer Biomet Holdings, Inc.   1.45%  4/1/2017   25    25,000 
                   
Health Care Services 0.07%                  
                   
Anthem, Inc.   5.875%  6/15/2017   35    35,307 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 0.09%                  
                   
Fidelity National Financial, Inc.   6.60%  5/15/2017  $43   $43,225 
                   
Lodging 0.05%                  
                   
Marriott International, Inc.   6.375%  6/15/2017   25    25,239 
                   
Machinery: Agricultural 0.00%                  
                   
Bunge Ltd. Finance Corp.   3.20%  6/15/2017   2    2,007 
                   
Media 0.02%                  
                   
Sky plc (United Kingdom)†(b)   6.10%  2/15/2018   10    10,361 
                   
Natural Gas 0.10%                  
                   
Sempra Energy   2.30%  4/1/2017   50    50,000 
                   
Oil 0.10%                  
                   
Husky Energy, Inc. (Canada)(b)   6.20%  9/15/2017   25    25,521 
Marathon Oil Corp.   6.00%  10/1/2017   25    25,549 
Total               51,070 
                   
Oil: Crude Producers 0.23%                  
                   
Enbridge, Inc. (Canada)(b)   1.514%#  6/2/2017   29    29,011 
Kinder Morgan Finance Co. LLC   6.00%  1/15/2018   77    79,421 
Kinder Morgan, Inc.   7.00%  6/15/2017   5    5,054 
Total               113,486 
                   
Oil: Integrated Domestic 0.03%                  
                   
TechnipFMC plc (United Kingdom)†(b)   2.00%  10/1/2017   17    16,996 
                   
Real Estate Investment Trusts 0.10%                  
                   
First Industrial LP   5.95%  5/15/2017   49    49,242 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 0.02%                  
                   
Staples, Inc.   2.75%  1/12/2018  $10   $10,054 
                   
Savings & Loan 0.06%                  
                   
Astoria Financial Corp.   5.00%  6/19/2017   31    31,121 
                   
Transportation: Miscellaneous 0.02%                  
                   
Ryder System, Inc.   3.50%  6/1/2017   11    11,033 
Total Corporate Bonds (cost $1,397,359)               1,397,928 
                   
FLOATING RATE LOAN(e) 0.06%                  
                   
Household Equipment/Products                  
                   
EMC Corporation Verdite Bridge Term Loan
(cost $27,998)
   2.74%  9/6/2017   28    28,000 
                   
REPURCHASE AGREEMENT 0.88%                  
                   
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $380,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $453,693; proceeds: $441,756
(cost $441,753)
         442    441,753 
Total Short-Term Investments (cost $2,366,586)               2,367,166 
Total Investments in Securities 100.00% (cost $50,238,824)              50,278,940 
Cash, Foreign Cash and Liabilities in Excess of Other Assets(j) (0.00%)            (2,009)
Net Assets 100.00%             $50,276,931 

 

 
EUR euro
IO Interest Only.
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 March 31, 2017.
(a) Amount is less than $1,000.
(b) Foreign security traded in U.S. dollars.
(c) Security is perpetual in nature and has no stated maturity.
(d) Defaulted (non-income producing security).
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

(f) Investment in non-U.S. dollar denominated securities.
(g) Interest rate to be determined.
(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) Securities purchased on a when-issued basis (See Note 2(i)).
(j) Cash, Foreign Cash and Liabilities in Excess of Other Assets include net unrealized appreciation (depreciation) on open forward foreign currency exchange contracts and futures contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at March 31, 2017:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
    Unrealized
Depreciation
 
euro  Sell  UBS AG  5/16/2017  20,000  $21,298   $21,377   $(79)

 

Open Futures Contracts at March 31, 2017:

 

Type  Expiration  Contracts  Position  Notional Value   Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  June 2017  69  Long  $14,935,266   $(9,461)
U.S. 5-Year Treasury Note  June 2017  8  Short   (941,813)   (1,889)
Totals         $13,993,453   $(11,350)

 

The following is a summary of the inputs used as of March 31, 2017 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Automobiles  $   $4,265,146   $92,989(4)(5)  $4,358,135 
Remaining Industries       4,910,236        4,910,236 
Common Stock       587        587 
Convertible Bonds       61,927        61,927 
Corporate Bonds       23,811,939        23,811,939 
Floating Rate Loans(6)                    
Auto Parts: Original Equipment       18,822        18,822 
Business Services       12,947        12,947 
Chemicals       54,090    38,000    92,090 
Consumer Products           12,060    12,060 
Containers           216,889    216,889 
Electric: Power           148,781    148,781 
Electronics           73,564    73,564 
Entertainment       18,547        18,547 
Food       65,441        65,441 
Gaming       170,491        170,491 
Health Care Products       74,719    104,686    179,405 
Health Care Services           55,844    55,844 
Household Equipment/Products       172,356        172,356 
Leasing       53,773        53,773 
Lodging       198,765        198,765 
Machinery: Industrial/Specialty           43,641    43,641 
Manufacturing           114,892    114,892 
Media       105,476        105,476 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Metals & Mining: Miscellaneous  $   $38,186   $   $38,186 
Miscellaneous           25,231    25,231 
Oil           43,403    43,403 
Oil: Crude Producers           16,936    16,936 
Real Estate           155,522    155,522 
Retail       81,905    85,602    167,507 
Technology       9,061        9,061 
Telecommunications       73,561    15,632    89,193 
Foreign Government Obligations       135,680        135,680 
Government Sponsored Enterprises Collateralized Mortgage Obligations       1,094,515        1,094,515 
Government Sponsored Enterprises Pass-Throughs       589,048        589,048 
Government Sponsored Enterprises Security       159,974        159,974 
Municipal Bonds       92,202        92,202 
Non-Agency Commercial Mortgage-Backed Securities       10,631,337    679,474(4)(7)    11,310,811 
Preferred Stock       13,324        13,324 
U.S. Treasury Obligation       500,501        500,501 
Commercial Paper       499,485        499,485 
Repurchase Agreement       441,753        441,753 
Total  $   $48,355,794   $1,923,146   $50,278,940 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contract                    
Assets  $   $   $   $ 
Liabilities       (79)     (79)
Futures Contracts                    
Assets            
Liabilities   (11,350)           (11,350)
Total  $(11,350)  $(79)  $   $(11,429)

 

 
(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.
(3) There were no Level 1/Level 2 transfers during the period ended March 31, 2017.
(4) Includes securities 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.
(5) Asset-Backed securities categorized as  Level 3 investments include Drive Auto Receivable Trust 2017-BA B and Drive Auto Receivable Trust 2017-BA C.
(6) 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.
(7) Non-Agency Commercial Mortgage-Backed Securities categorized as Level 3 investment includes A10 Bridge Asset Financing LLC 2015-AA A, Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO, Commercial Mortgage Pass-Through Certificates 2016-SAVA XCP IO, Credit Suisse Mortgage Capital Certificates, Credit Suisse Project Capital Certificates Structure, GS Mortgage Securities Corp. Trust 2017-485L XB IO, GS Mortgage Securities Trust 2016-GS4 225A, GS Mortgage Securities Trust 2016-GS4 225C, GS Mortgage Securities Trust 2016-GS4 225D, JPMorgan Chase Commercial Mortgage Securities Trust, JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI XB IO and Morgan Stanley Structure Mortgage.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO March 31, 2017

 

The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:

 

Investment Type  Asset-Backed
Securities
   Floating
Rate Loans
   Non-Agency
Commercial
Mortgage-Backed
Securities
 
Balance as of January 1, 2017  $99,474   $923,403   $707,721 
Accrued discounts/premiums       197    (10,611)
Realized gain (loss)       255     
Change in unrealized appreciation/depreciation       (529)   1,952 
Purchases   92,989    343,201    291,513 
Sales       (269,520)    
Net transfers in or out of Level 3   (99,474)   153,676    (311,101)
Balance as of March 31, 2017  $92,989   $1,150,683   $679,474 
Net change in unrealized appreciation/depreciation for period ended March 31, 2017 related to Level 3 investments held at March 31, 2017  $   $490   $1,952 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 106.70%                   
                    
ASSET-BACKED SECURITIES 16.57%                   
                    
Automobiles 9.40%                   
                    
American Credit Acceptance Receivables Trust 2015-1 C   4.29%  4/12/2021   $717   $730,699 
AmeriCredit Automobile Receivables Trust 2013-1 C   1.57%  1/8/2019    35    35,232 
AmeriCredit Automobile Receivables Trust 2014-1 C   2.15%  3/9/2020    402    404,040 
AmeriCredit Automobile Receivables Trust 2014-2 A3   0.94%  2/8/2019    99    98,920 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019    423    422,740 
AmeriCredit Automobile Receivables Trust 2015-2 C   2.40%  1/8/2021    1,977    1,994,437 
AmeriCredit Automobile Receivables Trust 2015-3 A3   1.54%  3/9/2020    475    475,272 
AmeriCredit Automobile Receivables Trust 2016-2 A2A   1.42%  10/8/2019    182    182,399 
AmeriCredit Automobile Receivables Trust 2016-4 A2A   1.34%  4/8/2020    438    437,759 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A   2.802%  5/20/2018    383    383,164 
Avis Budget Rental Car Funding AESOP LLC 2012-3A A   2.10%  3/20/2019    525    526,423 
Avis Budget Rental Car Funding AESOP LLC 2013-1A A   1.92%  9/20/2019    1,070    1,070,167 
Avis Budget Rental Car Funding AESOP LLC 2013-2A A   2.97%  2/20/2020    535    543,557 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%  7/20/2020    592    595,165 
BMW Vehicle Lease Trust 2015-1 A3   1.24%  12/20/2017    322    321,891 
BMW Vehicle Owner Trust 2013-A A4   1.12%  4/27/2020    67    67,277 
California Republic Auto Receivables Trust 2014-3 B   2.66%  8/17/2020    376    379,340 
California Republic Auto Receivables Trust 2015-2 B   2.53%  6/15/2021    908    906,567 
California Republic Auto Receivables Trust 2015-3 B   2.70%  9/15/2021    120    120,001 
California Republic Auto Receivables Trust 2016-1 A2   1.50%  12/17/2018    336    336,584 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020    183    182,687 
Capital Auto Receivables Asset Trust 2014-3 B   2.35%  7/22/2019    938    943,217 
Capital Auto Receivables Asset Trust 2015-1 A3   1.61%  6/20/2019    680    680,810 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018    305    305,089 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020    368    367,659 
CarMax Auto Owner Trust 2014-1 A4   1.32%  7/15/2019    331    330,644 
CarMax Auto Owner Trust 2015-2 A3   1.37%  3/16/2020    183    182,979 
CarMax Auto Owner Trust 2015-4 A3   1.56%  11/16/2020    382    381,978 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019    324    324,322 
CarMax Auto Owner Trust 2016-3 A2   1.17%  8/15/2019   681    680,687 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021   553    548,957 
CarMax Auto Owner Trust 2016-4 A2   1.21%  11/15/2019   374    373,388 
Chesapeake Funding II LLC 2016-2A A1   1.88%  6/15/2028   811    808,945 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%  5/15/2019   145    145,226 
Chrysler Capital Auto Receivables Trust 2014-BA D   3.44%  8/16/2021   367    370,613 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019   236    236,359 
Chrysler Capital Auto Receivables Trust 2016-AA B   2.88%  2/15/2022   195    196,838 
Chrysler Capital Auto Receivables Trust 2016-AA C   3.25%  6/15/2022   134    133,585 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
CPS Auto Receivables Trust 2016-B D   6.58%  3/15/2022  $150   $162,565 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019   20    20,144 
Drive Auto Receivables Trust 2015-AA C   3.06%  5/17/2021   242    243,539 
Drive Auto Receivables Trust 2015-BA B   2.12%  6/17/2019   2    2,210 
Drive Auto Receivables Trust 2015-CA B   2.23%  9/16/2019   30    29,736 
Drive Auto Receivables Trust 2015-DA C   3.38%  11/15/2021   585    591,609 
Drive Auto Receivables Trust 2015-DA D   4.59%  1/17/2023   607    628,747 
Drive Auto Receivables Trust 2016-BA A3   1.67%  7/15/2019   751    751,990 
Drive Auto Receivables Trust 2016-CA B   2.37%  11/16/2020   284    284,907 
Drive Auto Receivables Trust 2016-CA C   3.02%  11/15/2021   756    765,541 
Drive Auto Receivables Trust 2016-CA D   4.18%  3/15/2024   180    183,728 
Drive Auto Receivables Trust 2017-AA B   2.51%  1/15/2021   434    435,856 
Drive Auto Receivables Trust 2017-AA D   4.16%  5/15/2024   447    454,168 
Enterprise Fleet Financing LLC 2017-1 A2   2.13%  7/20/2022   550    550,757 
First Investors Auto Owner Trust 2013-2A D   3.58%  6/15/2020   261    262,345 
First Investors Auto Owner Trust 2015-2A A1   1.59%  12/16/2019   288    288,398 
First Investors Auto Owner Trust 2016-2A A1   1.53%  11/16/2020   437    436,506 
Ford Credit Auto Owner Trust 2014-C A3   1.06%  5/15/2019   431    430,687 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019   658    657,227 
Ford Credit Auto Owner Trust 2016-C A2A   1.04%  9/15/2019   752    750,130 
Ford Credit Auto Owner Trust 2016-C C   1.93%  4/15/2023   224    220,661 
Ford Credit Auto Owner Trust/Ford Credit 2017-1 B   2.87%  8/15/2028   253    254,222 
Foursight Capital Automobile Receivables Trust 2016-1 A2  2.87%  10/15/2021   666    668,568 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%  1/22/2018   8    7,839 
Harley-Davidson Motorcycle Trust 2015-2 A4   1.66%  12/15/2022   299    299,068 
Honda Auto Receivables Owner Trust 2014-4 A3   0.99%  9/17/2018   379    378,315 
Honda Auto Receivables Owner Trust 2015-1 A3   1.05%  10/15/2018   450    449,697 
Honda Auto Receivables Owner Trust 2016-4 A2   1.04%  4/18/2019   729    727,618 
Hyundai Auto Receivables Trust 2013-B A4   1.01%  2/15/2019   31    30,879 
Mercedes-Benz Auto Lease Trust 2016-A A2A   1.34%  7/16/2018   580    579,557 
Mercedes-Benz Auto Receivables Trust 2016-1 A2A   1.11%  3/15/2019   1,381    1,380,065 
Santander Drive Auto Receivables Trust 2014-2 C   2.33%  11/15/2019   344    345,545 
Santander Drive Auto Receivables Trust 2014-3 C   2.13%  8/17/2020   1,934    1,939,516 
Santander Drive Auto Receivables Trust 2014-4 B   1.82%  5/15/2019   115    115,460 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020   638    642,011 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021   1,924    1,939,714 
Santander Drive Auto Receivables Trust 2015-5 A3   1.58%  9/16/2019   377    377,483 
Santander Drive Auto Receivables Trust 2016-2 A2A   1.38%  7/15/2019   215    214,975 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021   190    190,250 
Santander Drive Auto Receivables Trust 2016-3 A2   1.34%  11/15/2019   483    482,622 
Santander Drive Auto Receivables Trust 2016-3 B   1.89%  6/15/2021   264    263,653 
SunTrust Auto Receivables Trust 2015-1A A3   1.42%  9/16/2019   1,722    1,722,616 
SunTrust Auto Receivables Trust 2015-1A D   3.24%  1/16/2023   754    736,865 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
TCF Auto Receivables Owner Trust 2014-1A A4   1.56%  1/15/2020  $1,268   $1,267,698 
TCF Auto Receivables Owner Trust 2015-1A A3   1.49%  12/16/2019   820    819,666 
TCF Auto Receivables Owner Trust 2015-1A B   2.49%  4/15/2021   791    794,729 
TCF Auto Receivables Owner Trust 2016-PT1A B   2.92%  10/17/2022   443    440,680 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018   415    414,930 
Wheels SPV 2 LLC 2016-1A A2   1.59%  5/20/2025   868    868,219 
Total               43,729,528 
                   
Credit Cards 0.84%                  
                   
Capital One Multi-Asset Execution Trust 2015-A1   1.39%  1/15/2021   370    369,875 
Chase Issuance Trust 2014-A6   1.26%  7/15/2019   800    800,253 
Chase Issuance Trust 2015-A2   1.59%  2/18/2020   279    279,408 
Discover Card Execution Note Trust 2014-A3   1.22%  10/15/2019   2,440    2,440,005 
Total               3,889,541 
                   
Home Equity 0.07%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   1.142%#  5/25/2036   31    29,735 
Meritage Mortgage Loan Trust 2004-2 M3   1.957%#  1/25/2035   281    269,934 
New Century Home Equity Loan Trust 2005-A A6   4.861%  8/25/2035   45    44,931 
Total                344,600 
                   
Other 6.26%                  
                   
Ally Master Owner Trust 2012-4 A   1.72%  7/15/2019   821    821,941 
Ally Master Owner Trust 2012-5 A   1.54%  9/15/2019   1,586    1,587,278 
Ally Master Owner Trust 2014-4 A2   1.43%  6/17/2019   1,402    1,403,092 
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019   1,114    1,115,139 
Apollo Credit Funding IV Ltd. 4A A1   2.493%#  4/15/2027   1,000    1,003,260 
Ascentium Equipment Receivables Trust 2016-2A A2   1.46%  4/10/2019   276    275,611 
Ascentium Equipment Receivables Trust 2016-2A A3   1.65%  5/10/2022   283    280,590 
Ascentium Equipment Receivables Trust 2016-2A B   2.50%  9/12/2022   182    182,044 
Birchwood Park CLO Ltd. 2014-1A AR   2.203%#  7/15/2026   1,000    1,001,488 
BlueMountain CLO Ltd. 2014-4A A1R   2.404%#  11/30/2026   1,000    1,003,789 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1   2.174%#  4/18/2025   400    400,400 
Carlyle Global Market Strategies CLO Ltd. 2013-4A A2R   2.543%#  10/15/2025   350    352,026 
Carlyle Global Market Strategies CLO Ltd. 2015-2A A1   2.507%#  4/27/2027   850    851,328 
Cent CLO Ltd. 2013-19A A1A   2.369%#  10/29/2025   850    850,939 
CNH Equipment Trust 2014-C A3   1.05%  11/15/2019   195    194,535 
Dell Equipment Finance Trust 2015-2 A3   1.72%  9/22/2020   259    259,369 
Dell Equipment Finance Trust 2016-1 A3   1.65%  7/22/2021   100    99,746 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
Diamond Resorts Owner Trust 2013-1 A   1.95%  1/20/2025  $169   $167,819 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028   233    232,239 
Diamond Resorts Owner Trust 2016-1 A   3.08%  11/20/2028   183    183,294 
DRB Prime Student Loan Trust 2015-D A2   3.20%  1/25/2040   790    796,781 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021   730    728,434 
Ford Credit Floorplan Master Owner Trust A 2014-4 A1   1.40%  8/15/2019   845    845,362 
Fortress Credit BSL II Ltd. 2013-2A A1F   2.525%#  10/19/2025   200    200,209 
Fortress Credit BSL Ltd. 2013-1A A   2.205%#  1/19/2025   900    903,674 
GMF Floorplan Owner Revolving Trust 2015-1 B   1.97%  5/15/2020   394    393,112 
Hempstead CLO LP 2013-1A A1   2.523%#  1/15/2026   1,000    1,001,221 
Jackson Mill CLO Ltd. 2015-1A A   2.563%#  4/15/2027   350    349,696 
JFIN Revolver CLO Ltd. 2015-4A A   2.191%#  4/22/2020   529    530,432 
John Deere Owner Trust 2014-A A3   0.92%  4/16/2018   49    48,649 
Leaf Receivables Funding 10 LLC 2015-1 A4   2.03%  8/17/2020   535    534,516 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021   307    306,574 
Marathon CLO IV Ltd. 2012-4A A1   2.442%#  5/20/2023   348    348,675 
NCF Dealer Floorplan Master Trust 2016-1A B   6.279%#  3/21/2022   178    174,853 
NCF Dealer Floorplan Master Trust 2016-1A C   9.279%#  3/21/2022   698    702,396 
Oaktree EIF I Series Ltd. 2015-A1 B   3.624%#  10/18/2027   900    903,736 
OneMain Financial Issuance Trust 2016-1A A   3.66%  2/20/2029   315    320,835 
OZLM Funding Ltd. 2012-1A A1R   2.561%#  7/22/2027   1,400    1,404,190 
OZLM Funding Ltd. 2012-1A A2R   3.391%#  7/22/2027   750    752,869 
OZLM VII Ltd. 2014-7A A1B   2.513%#  7/17/2026   1,000    1,000,000 
OZLM VIII Ltd. 2014-8A A1A   2.463%#  10/17/2026   410    410,821 
Sheridan Square CLO Ltd. 2013-1A A1   2.073%#  4/15/2025   500    499,649 
SLM Private Education Loan Trust 2010-A 2A   4.162%#  5/16/2044   33    34,569 
SLM Student Loan Trust 2011-1 A1   1.502%#  3/25/2026   24    24,577 
Sound Point CLO IV Ltd. 2013-3A A   2.411%#  1/21/2026   2,000    2,002,582 
Tryon Park CLO Ltd. 2013-1A A1   2.143%#  7/15/2025   800    800,936 
Venture XVIII CLO Ltd. 2014-18A A   2.473%#  10/15/2026   500    500,262 
Wells Fargo Dealer Floorplan Master Note Trust 2012-2 A   1.728%#  4/22/2019   337    337,116 
Westchester CLO Ltd. 2007-1A A1A   1.259%#  8/1/2022   20    19,877 
Total               29,142,530 
Total Asset-Backed Securities (cost $76,948,620)               77,106,199 
                   
CORPORATE BONDS 25.88%                  
                   
Aerospace/Defense 0.00%                  
                   
Embraer SA (Brazil)(a)   5.15%  6/15/2022   10    10,600 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Air Transportation 0.06%                  
                   
Air Canada (Canada)†(a)   7.75%  4/15/2021  $70   $79,100 
American Airlines 2013-2 Class B Pass-Through Trust   5.60%  7/15/2020   177    183,506 
Total               262,606 
                   
Auto Parts: Original Equipment 0.12%                  
                   
International Automotive Components Group SA (Luxembourg)†(a)   9.125%  6/1/2018   280    279,300 
MPG Holdco I, Inc.   7.375%  10/15/2022   253    275,137 
Total               554,437 
                   
Automotive 0.57%                  
                   
Aston Martin Capital Holdings Ltd. (Jersey)†(a)(b)   6.50%  4/15/2022   200    201,125 
Ford Motor Co.   7.45%  7/16/2031   711    898,912 
General Motors Co.   6.60%  4/1/2036   1,339    1,543,781 
Total               2,643,818 
                   
Banks: Regional 6.38%                  
                   
Akbank TAS (Turkey)†(a)   7.20%#  3/16/2027   200    207,020 
Banco de Bogota SA (Colombia)†(a)   6.25%  5/12/2026   400    418,500 
Banco de Credito e Inversiones (Chile)†(a)   4.00%  2/11/2023   400    410,869 
Bank of America Corp.   3.824%#  1/20/2028   1,030    1,033,820 
Bank of America Corp.   3.95%  4/21/2025   250    249,342 
Bank of America Corp.   4.20%  8/26/2024   728    742,507 
Bank of America Corp.   4.45%  3/3/2026   315    323,639 
BBVA Banco Continental SA (Peru)†(a)   5.25%#  9/22/2029   200    211,500 
Citigroup, Inc.   3.887%#  1/10/2028   974    980,317 
Citigroup, Inc.   4.45%  9/29/2027   89    90,260 
Citigroup, Inc.   5.50%  9/13/2025   1,389    1,521,125 
European Investment Bank (Luxembourg)(a)   1.00%  3/15/2018   6,165    6,152,510 
European Investment Bank (Luxembourg)(a)   1.25%  5/15/2018   669    668,901 
First Republic Bank   4.625%  2/13/2047   418    419,245 
Goldman Sachs Group, Inc. (The)   6.25%  2/1/2041   338    425,917 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037   1,123    1,389,884 
ING Groep NV (Netherlands)(a)   3.95%  3/29/2027   553    555,445 
Intesa Sanpaolo SpA (Italy)†(a)   5.71%  1/15/2026   523    507,697 
JPMorgan Chase & Co.   2.273%#  10/24/2023   1,147    1,174,343 
JPMorgan Chase & Co.   3.782%#  2/1/2028   752    760,025 
JPMorgan Chase & Co.   3.90%  7/15/2025   559    578,422 
Morgan Stanley   3.875%  1/27/2026   698    708,597 
Morgan Stanley   4.00%  7/23/2025   770    795,384 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments    Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                    
                     
Morgan Stanley     7.25%  4/1/2032  $84   $114,299 
Santander UK Group Holdings plc (United Kingdom)†(a)     4.75%  9/15/2025   545    545,423 
Santander UK plc (United Kingdom)†(a)     5.00%  11/7/2023   223    233,115 
Santander UK plc (United Kingdom)(a)     7.95%  10/26/2029   902    1,119,628 
Toronto-Dominion Bank (The) (Canada)(a)     3.625%#  9/15/2031   309    303,094 
Turkiye Garanti Bankasi AS (Turkey)†(a)     6.25%  4/20/2021   200    208,773 
UBS Group Funding Jersey Ltd. (Jersey)†(a)     4.125%  4/15/2026   1,931    1,966,660 
Wells Fargo & Co.     3.00%  10/23/2026   914    876,189 
Wells Fargo & Co.     4.10%  6/3/2026   673    687,910 
Wells Fargo Bank NA     5.85%  2/1/2037   1,580    1,905,587 
Wells Fargo Bank NA     6.60%  1/15/2038   437    574,790 
Westpac Banking Corp. (Australia)(a)     4.322%#  11/23/2031   812    822,140 
Total                 29,682,877 
                     
Beverages 0.48%                    
                     
Anheuser-Busch InBev Finance, Inc.     4.70%  2/1/2036   1,264    1,341,415 
Becle SAB de CV (Mexico)†(a)     3.75%  5/13/2025   350    343,603 
Central American Bottling Corp. (Guatemala)†(a)     5.75%  1/31/2027   205    212,987 
Corporacion Lindley SA (Peru)†(a)     4.625%  4/12/2023   27    27,945 
Fomento Economico Mexicano SAB de CV (Mexico)(a)     4.375%  5/10/2043   300    292,123 
Total                 2,218,073 
                     
Building Materials 0.30%                    
                     
Standard Industries, Inc.     5.50%  2/15/2023   272    278,800 
Standard Industries, Inc.     6.00%  10/15/2025   1,086    1,126,725 
Total                 1,405,525 
                     
Business Services 0.02%                    
                     
Brand Energy & Infrastructure Services, Inc.     8.50%  12/1/2021   91    96,233 
                     
Chemicals 0.78%                    
                     
Blue Cube Spinco, Inc.     10.00%  10/15/2025   1,143    1,385,887 
Chemours Co. (The)     7.00%  5/15/2025   269    290,923 
Equate Petrochemical BV (Netherlands)†(a)     4.25%  11/3/2026   700    701,764 
GCP Applied Technologies, Inc.     9.50%  2/1/2023   94    106,925 
Mexichem SAB de CV (Mexico)†(a)     4.875%  9/19/2022   205    216,788 
Rain CII Carbon LLC/CII Carbon Corp.     7.25%  4/1/2025   108    107,190 
Tronox Finance LLC     7.50%  3/15/2022   650    676,000 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                  
                   
Valvoline, Inc.   5.50%  7/15/2024  $116   $122,090 
Total               3,607,567 
                   
Coal 0.04%                  
                   
Peabody Securities Finance Corp.   6.00%  3/31/2022   79    78,852 
Peabody Securities Finance Corp.   6.375%  3/31/2025   130    129,837 
Total               208,689 
                   
Computer Hardware 0.31%                  
                   
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   6.02%  6/15/2026   563    614,843 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024   294    325,177 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   8.10%  7/15/2036   392    493,601 
Total               1,433,621 
                   
Computer Software 0.19%                  
                   
Camelot Finance SA (Luxembourg)†(a)   7.875%  10/15/2024   141    148,755 
Oracle Corp.   6.125%  7/8/2039   567    719,180 
Total               867,935 
                   
Containers 0.06%                  
                   
BWAY Holding Co.†(b)   7.25%  4/15/2025   295    295,737 
                   
Electric: Power 1.02%                  
                   
AES Gener SA (Chile)†(a)   5.00%  7/14/2025   400    407,267 
Appalachian Power Co.   7.00%  4/1/2038   529    713,503 
Berkshire Hathaway Energy Co.   6.50%  9/15/2037   560    730,762 
Dominion Resources, Inc.   7.00%  6/15/2038   266    343,362 
Exelon Generation Co. LLC   5.60%  6/15/2042   390    373,182 
Exelon Generation Co. LLC   6.25%  10/1/2039   692    719,791 
Great Plains Energy, Inc.   3.90%  4/1/2027   531    537,250 
Massachusetts Electric Co.   4.004%  8/15/2046   501    488,825 
Origin Energy Finance Ltd. (Australia)†(a)   3.50%  10/9/2018   375    380,181 
Red Oak Power LLC   8.54%  11/30/2019   48    48,400 
Total               4,742,523 
                   
Electrical Equipment 0.25%                  
                   
Applied Materials, Inc.   3.30%  4/1/2027   1,162    1,168,064 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Engineering & Contracting Services 0.31%                  
                   
Aeropuertos Dominicanos Siglo XXI SA (Dominican Republic)†(a)   6.75%  3/30/2029  $295   $308,950 
China Railway Resources Huitung Ltd. (Hong Kong)(a)   3.85%  2/5/2023   900    927,120 
Mexico City Airport Trust (Mexico)†(a)   4.25%  10/31/2026   200    203,250 
Total               1,439,320 
                   
Entertainment 0.30%                  
                   
AMC Entertainment Holdings, Inc.   5.75%  6/15/2025   448    460,320 
Eldorado Resorts, Inc.   7.00%  8/1/2023   100    107,625 
Mohegan Tribal Gaming Authority   7.875%  10/15/2024   439    446,682 
Seminole Tribe of Florida, Inc.   6.535%  10/1/2020   390    395,850 
Total               1,410,477 
                   
Financial Services 1.37%                  
                   
Affiliated Managers Group, Inc.   3.50%  8/1/2025   125    123,034 
Affiliated Managers Group, Inc.   4.25%  2/15/2024   248    258,927 
Discover Financial Services   4.10%  2/9/2027   1,061    1,063,492 
International Lease Finance Corp.   5.875%  4/1/2019   1,433    1,527,981 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   386    400,475 
Navient Corp.   6.625%  7/26/2021   1,015    1,053,063 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.50%  3/15/2027   343    349,188 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   102    105,124 
OM Asset Management plc (United Kingdom)(a)   4.80%  7/27/2026   489    487,669 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   868    984,165 
Total               6,353,118 
                   
Food 0.18%                  
                   
Arcor SAIC (Argentina)†(a)   6.00%  7/6/2023   297    316,305 
Chobani LLC/Chobani Finance Corp., Inc.†(b)   7.50%  4/15/2025   305    313,387 
Gruma SAB de CV (Mexico)†(a)   4.875%  12/1/2024   200    213,000 
Total               842,692 
                   
Health Care Services 0.45%                  
                   
Acadia Healthcare Co., Inc.   5.625%  2/15/2023   309    321,551 
CHS/Community Health Systems, Inc.   6.25%  3/31/2023   472    482,030 
MPH Acquisition Holdings LLC   7.125%  6/1/2024   97    104,530 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Services (continued)                  
                   
Tenet Healthcare Corp.   8.125%  4/1/2022  $293   $307,284 
WellCare Health Plans, Inc.   5.25%  4/1/2025   866    888,343 
Total               2,103,738 
                   
Household Equipment/Products 0.14%                  
                   
Central Garden & Pet Co.   6.125%  11/15/2023   513    543,780 
Kimberly-Clark de Mexico SAB de CV (Mexico)†(a)   3.80%  4/8/2024   100    99,674 
Total               643,454 
                   
Insurance 0.41%                  
                   
Lincoln National Corp.   6.30%  10/9/2037   100    121,213 
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044   945    1,024,340 
Unum Group   5.75%  8/15/2042   163    182,887 
Willis North America, Inc.   7.00%  9/29/2019   524    580,953 
Total               1,909,393 
                   
Leisure 0.37%                  
                   
Carlson Travel, Inc.   6.75%  12/15/2023   236    246,030 
Carnival plc   7.875%  6/1/2027   277    358,276 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   880    1,117,600 
Total               1,721,906 
                   
Lodging 0.06%                  
                   
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   269    272,363 
                   
Machinery: Industrial/Specialty 0.07%                  
                   
SPX FLOW, Inc.   5.625%  8/15/2024   300    303,375 
                   
Machinery: Oil Well Equipment & Services 0.09%                  
                   
BlueLine Rental Finance Corp./BlueLine Rental LLC   9.25%  3/15/2024   429    440,261 
                   
Manufacturing 0.45%                  
                   
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022   558    570,555 
Koppers, Inc.   6.00%  2/15/2025   173    179,055 
Siemens Financieringsmaatschappij NV (Netherlands)†(a)   3.40%  3/16/2027   876    884,884 
Trinity Industries, Inc.   4.55%  10/1/2024   478    478,174 
Total               2,112,668 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 1.95%                  
                   
21st Century Fox America, Inc.   6.90%  8/15/2039  $753   $964,329 
Block Communications, Inc.   6.875%  2/15/2025   486    516,375 
Cablevision Systems Corp.   5.875%  9/15/2022   453    458,096 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.75%  2/15/2026   278    292,595 
Comcast Corp.   6.95%  8/15/2037   489    657,241 
Cox Communications, Inc.   8.375%  3/1/2039   782    979,218 
CSC Holdings LLC   10.875%  10/15/2025   206    248,230 
Discovery Communications LLC   6.35%  6/1/2040   254    269,217 
DISH DBS Corp.   7.75%  7/1/2026   397    462,505 
Globo Comunicacao e Participacoes SA (Brazil)†(a)   4.875%  4/11/2022   800    829,000 
Grupo Televisa SAB (Mexico)(a)   6.625%  1/15/2040   335    367,066 
Myriad International Holdings BV (Netherlands)†(a)   5.50%  7/21/2025   350    364,350 
SFR Group SA (France)†(a)   6.00%  5/15/2022   500    520,000 
Time Warner Cable, Inc.   7.30%  7/1/2038   1,032    1,282,603 
Time Warner Entertainment Co. LP   8.375%  7/15/2033   245    327,718 
Univision Communications, Inc.   5.125%  2/15/2025   24    23,700 
VTR Finance BV (Netherlands)†(a)   6.875%  1/15/2024   507    528,548 
Total               9,090,791 
                   
Metal Fabricating 0.04%                  
                   
Grinding Media, Inc./MC Grinding Media Canada, Inc.   7.375%  12/15/2023   180    189,450 
                   
Metals & Minerals: Miscellaneous 1.18%                  
                   
Aleris International, Inc.   9.50%  4/1/2021   160    172,800 
Barrick Gold Corp. (Canada)(a)   4.10%  5/1/2023   91    97,704 
Barrick International Barbados Corp. (Barbados)†(a)   6.35%  10/15/2036   158    180,061 
Corp. Nacional del Cobre de Chile (Chile)†(a)   4.50%  9/16/2025   1,200    1,266,464 
Freeport-McMoRan, Inc.   3.875%  3/15/2023   490    453,064 
Glencore Finance Canada Ltd. (Canada)†(a)   6.00%  11/15/2041   777    847,721 
HudBay Minerals, Inc. (Canada)†(a)   7.25%  1/15/2023   72    76,680 
HudBay Minerals, Inc. (Canada)†(a)   7.625%  1/15/2025   107    116,630 
MMC Norilsk Nickel OJSC via MMC Finance DAC (Ireland)†(a)   6.625%  10/14/2022   440    496,725 
New Gold, Inc. (Canada)†(a)   6.25%  11/15/2022   794    799,955 
Teck Resources Ltd. (Canada)(a)   4.75%  1/15/2022   948    983,740 
Total              5,491,544 
                   
Natural Gas 0.17%                  
                   
Dominion Gas Holdings LLC   4.60%  12/15/2044   776    781,132 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil 2.01%                  
                   
Afren plc (United Kingdom)†(a)(c)   6.625%  12/9/2020  $244   $1,269 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)   5.412%  12/30/2025   137    145,819 
Eni SpA (Italy)†(a)   5.70%  10/1/2040   1,650    1,690,437 
EP Energy LLC/Everest Acquisition Finance, Inc.   8.00%  11/29/2024   805    849,275 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(a)   4.95%  2/6/2028   200    200,500 
Kerr-McGee Corp.   7.875%  9/15/2031   528    678,299 
Lukoil International Finance BV (Netherlands)†(a)   4.563%  4/24/2023   450    462,940 
LUKOIL International Finance BV (Netherlands)†(a)   6.656%  6/7/2022   100    112,848 
MEG Energy Corp. (Canada)†(a)   6.375%  1/30/2023   14    12,583 
MEG Energy Corp. (Canada)†(a)   7.00%  3/31/2024   450    405,000 
Murphy Oil Corp.   6.875%  8/15/2024   92    97,750 
Noble Holding International Ltd.   7.75%  1/15/2024   701    676,465 
Petrobras Global Finance BV (Netherlands)(a)   4.375%  5/20/2023   358    340,100 
Petrobras Global Finance BV (Netherlands)(a)   6.125%  1/17/2022   270    284,040 
Petrobras Global Finance BV (Netherlands)(a)   7.25%  3/17/2044   226    224,305 
Petroleos Mexicanos (Mexico)(a)   4.50%  1/23/2026   680    653,480 
Precision Drilling Corp. (Canada)†(a)   7.75%  12/15/2023   196    207,270 
Raizen Fuels Finance SA (Luxembourg)†(a)   5.30%  1/20/2027   200    203,000 
Shell International Finance BV (Netherlands)(a)   6.375%  12/15/2038   161    207,859 
Sinopec Group Overseas Development Ltd.   4.375%  10/17/2023   364    385,595 
Tengizchevroil Finance Co. International Ltd. (Kazakhstan)†(a)   4.00%  8/15/2026   500    480,355 
Valero Energy Corp.   10.50%  3/15/2039   327    513,979 
YPF SA (Argentina)†(a)   8.50%  7/28/2025   481    522,943 
Total               9,356,111 
                   
Oil: Crude Producers 1.03%                  
                   
Energy Transfer Partners LP   7.50%  7/1/2038   959    1,136,437 
GNL Quintero SA (Chile)†(a)   4.634%  7/31/2029   200    205,000 
Gulfstream Natural Gas System LLC   4.60%  9/15/2025   370    390,016 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   370    399,157 
Kinder Morgan, Inc.   7.75%  1/15/2032   1,313    1,641,622 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.00%  10/1/2022   23    24,486 
Tennessee Gas Pipeline Co. LLC   8.375%  6/15/2032   67    85,279 
Transportadora de Gas Internacional SA ESP (Colombia)†(a)   5.70%  3/20/2022   200    206,500 
Williams Cos., Inc. (The)   8.75%  3/15/2032   546    692,055 
Total               4,780,552 
                   
Oil: Integrated Domestic 0.57%                  
                   
FTS International, Inc.   8.631%#  6/15/2020   586    594,058 
Halliburton Co.   6.70%  9/15/2038   114    142,883 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic (continued)                  
                   
Halliburton Co.   7.45%  9/15/2039  $227   $306,162 
Oceaneering International, Inc.   4.65%  11/15/2024   346    348,856 
Transocean Proteus Ltd.   6.25%  12/1/2024   481    499,038 
Trinidad Drilling Ltd. (Canada)†(a)   6.625%  2/15/2025   300    300,375 
Weatherford International Ltd.   9.875%  3/1/2039   397    460,520 
Total               2,651,892 
                   
Real Estate Investment Trusts 1.25%                  
                   
EPR Properties   4.75%  12/15/2026   700    705,459 
EPR Properties   5.25%  7/15/2023   1,150    1,207,702 
Equinix, Inc.   5.875%  1/15/2026   207    220,714 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024   245    259,700 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   639    659,327 
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(a)   3.875%  3/20/2027   875    888,783 
Physicians Realty LP   4.30%  3/15/2027   193    193,647 
VEREIT Operating Partnership LP   3.00%  2/6/2019   1,669    1,676,427 
Total               5,811,759 
                   
Retail 0.27%                  
                   
New Albertson’s, Inc.   7.45%  8/1/2029   273    260,033 
PetSmart, Inc.   7.125%  3/15/2023   367    349,567 
PVH Corp.   7.75%  11/15/2023   561    659,175 
Total               1,268,775 
                   
Retail: Specialty 0.05%                  
                   
Revlon Consumer Products Corp.   6.25%  8/1/2024   220    220,000 
                   
Steel 0.07%                  
                   
Cliffs Natural Resources, Inc.   5.75%  3/1/2025   134    130,650 
Vale Overseas Ltd. (Brazil)(a)   6.875%  11/10/2039   188    201,987 
Total               332,637 
                   
Technology 0.82%                  
                   
Alibaba Group Holding Ltd. (China)(a)   3.60%  11/28/2024   965    973,559 
Amazon.com, Inc.   4.80%  12/5/2034  1,388   1,541,549 
Baidu, Inc. (China)(a)   3.50%  11/28/2022   200    204,673 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Technology (continued)                  
                   
Netflix, Inc.   4.375%  11/15/2026  $605   $595,169 
Tencent Holdings Ltd. (China)†(a)   3.375%  5/2/2019   510    521,647 
Total               3,836,597 
                   
Telecommunications 1.22%                  
                   
AT&T, Inc.   5.25%  3/1/2037   134    137,023 
AT&T, Inc.   6.00%  8/15/2040   1,281    1,408,868 
AT&T, Inc.   6.50%  9/1/2037   668    786,663 
CommScope Technologies LLC   5.00%  3/15/2027   278    278,264 
Digicel Group Ltd. (Jamaica)†(a)   7.125%  4/1/2022   400    313,000 
Digicel Ltd. (Jamaica)†(a)   6.75%  3/1/2023   200    179,500 
Intelsat Jackson Holdings SA (Luxembourg)(a)   7.25%  4/1/2019   293    280,914 
Millicom International Cellular SA (Luxembourg)†(a)   4.75%  5/22/2020   200    204,624 
MTN Mauritius Investment Ltd. (Mauritius)†(a)   4.755%  11/11/2024   200    189,600 
Ooredoo International Finance Ltd.   3.75%  6/22/2026   300    298,770 
Sprint Corp.   7.125%  6/15/2024   745    797,150 
Verizon Communications, Inc.   4.812%  3/15/2039   250    244,309 
Verizon Communications, Inc.   5.05%  3/15/2034   350    356,914 
VimpelCom Holdings BV (Netherlands)†(a)   5.95%  2/13/2023   200    213,500 
Total               5,689,099 
                   
Transportation: Miscellaneous 0.31%                  
                   
Autoridad del Canal de Panama (Panama)†(a)   4.95%  7/29/2035   200    219,500 
Empresa de Transporte de Pasajeros Metro SA (Chile)†(a)   5.00%  1/25/2047   275    288,516 
Florida East Coast Holdings Corp.   6.75%  5/1/2019   496    512,120 
Rumo Luxembourg Sarl (Luxembourg)†(a)   7.375%  2/9/2024   233    240,573 
XPO Logistics, Inc.   6.125%  9/1/2023   192    200,400 
Total               1,461,109 
                   
Utilities 0.16%                  
                   
Aquarion Co.   4.00%  8/15/2024   724    723,747 
Total Corporate Bonds (cost $118,462,174)               120,436,265 
                   
FOREIGN GOVERNMENT OBLIGATIONS 3.68%                  
                   
Argentina 0.24%                  
                   
City of Buenos Aires(d)   22.396%#  3/29/2024  ARS1,800    118,810 
Provincia de Mendoza†(a)   8.375%  5/19/2024  $400    418,772 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Argentina (continued)                  
                   
Republic of Argentina†(a)   6.875%  1/26/2027  $377   $382,749 
Republic of Argentina(a)   8.28%  12/31/2033   206    221,042 
Total               1,141,373 
                   
Bahamas 0.07%                  
                   
Commonwealth of Bahamas†(a)   6.95%  11/20/2029   300    323,250 
                   
Bermuda 0.09%                  
                   
Government of Bermuda   3.717%  1/25/2027  430    416,038 
                   
Brazil 0.17%                  
                   
Federal Republic of Brazil(a)   4.25%  1/7/2025   600    591,750 
Federal Republic of Brazil(a)   5.00%  1/27/2045   200    179,000 
Total               770,750 
                   
Chile 0.36%                  
                   
Republic of Chile(a)   3.125%  3/27/2025   356    361,696 
Republic of Chile(a)   3.125%  1/21/2026   1,300    1,323,400 
Total               1,685,096 
                   
Dominican Republic 0.06%                  
                   
Dominican Republic†(a)   6.85%  1/27/2045   250    259,375 
                   
Ethiopia 0.04%                  
                   
Republic of Ethiopia†(a)   6.625%  12/11/2024   200    192,658 
                   
Honduras 0.12%                  
                   
Honduras Government†(a)   7.50%  3/15/2024   500    551,875 
                   
Hungary 0.10%                  
                   
Republic of Hungary(a)   5.375%  3/25/2024   420    468,168 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Indonesia 0.35%                  
                   
Perusahaan Penerbit SBSN†(a)   4.00%  11/21/2018  $200   $206,260 
Perusahaan Penerbit SBSN†(a)   4.325%  5/28/2025   275    282,906 
Republic of Indonesia†(a)   3.70%  1/8/2022   200    204,323 
Republic of Indonesia†(a)   4.35%  1/8/2027   645    668,192 
Republic of Indonesia†(a)   5.875%  1/15/2024   250    284,128 
Total               1,645,809 
                   
Latvia 0.06%                  
                   
Republic of Latvia†(a)   5.25%  6/16/2021   258    286,656 
                   
Lithuania 0.14%                  
                   
Republic of Lithuania†(a)   7.375%  2/11/2020   592    674,288 
                   
Mexico 0.41%                  
                   
United Mexican States(a)   4.00%  10/2/2023   1,864    1,924,580 
                   
Oman 0.05%                  
                   
Government of Oman†(a)   6.50%  3/8/2047   200    211,500 
                   
Panama 0.08%                  
                   
Republic of Panama(a)   4.00%  9/22/2024   200    209,750 
Republic of Panama(a)   6.70%  1/26/2036   142    179,630 
Total               389,380 
                   
Paraguay 0.24%                  
                   
Republic of Paraguay†(a)   4.625%  1/25/2023   1,050    1,097,250 
                   
Peru 0.14%                  
                   
Republic of Peru(a)   4.125%  8/25/2027   583    629,640 
                   
Qatar 0.32%                  
                   
State of Qatar†(a)   3.25%  6/2/2026   1,475    1,469,284 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Romania 0.01%                  
                   
Republic of Romania†(a)   6.125%  1/22/2044  $49   $60,419 
                   
Russia 0.18%                  
                   
Russia Eurobonds†(a)   4.875%  9/16/2023   800    858,832 
                   
Sri Lanka 0.09%                  
                   
Republic of Sri Lanka†(a)   6.25%  7/27/2021   200    211,064 
Republic of Sri Lanka†(a)   6.85%  11/3/2025   200    207,315 
Total               418,379 
                   
Trinidad And Tobago 0.04%                  
                   
Republic of Trinidad & Tobago†(a)   4.375%  1/16/2024   200    200,524 
                   
Turkey 0.30%                  
                   
Republic of Turkey(a)   3.25%  3/23/2023   220    202,202 
Republic of Turkey(a)   5.625%  3/30/2021   616    644,446 
Republic of Turkey(a)   5.75%  3/22/2024   510    530,390 
Total               1,377,038 
                   
Uruguay 0.02%                  
                   
Republic of Uruguay PIK(a)   7.875%  1/15/2033   61    80,185 
Total Foreign Government Obligations (cost $17,122,925)               17,132,347 
                   
GOVERNMENT SPONSORED ENTERPRISES BONDS 3.95%            
                   
Federal Home Loan Mortgage Corp.   0.75%  4/9/2018   11,929    11,883,061 
Federal Home Loan Mortgage Corp.   0.875%  3/7/2018   6,532    6,517,826 
Total Government Sponsored Enterprises Bonds (cost $18,456,015)               18,400,887 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.94%  
                   
Federal Home Loan Mortgage Corp. Q001 XA IO   2.327%#  2/25/2032   2,894    482,753 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   32    31,859 
Government National Mortgage Assoc. 2015-47 AE   2.90%#  11/16/2055   1,363    1,359,265 
Government National Mortgage Assoc. 2015-48 AS   2.90%#  2/16/2049   862    867,943 
Government National Mortgage Assoc. 2015-73 AC   2.90%#  2/16/2053   319    321,782 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued)  
                   
Government National Mortgage Assoc. 2017-41 AS   2.60%  6/16/2058  $1,324   $1,314,476 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $4,424,449)      4,378,078 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 18.99%       
Federal Home Loan Mortgage Corp.    3.50%  2/1/2046 - 3/1/2046   2,766    2,841,034 
Federal Home Loan Mortgage Corp.   4.00%  12/1/2044   1,207    1,283,277 
Federal Home Loan Mortgage Corp.    5.00%  9/1/2019 - 6/1/2026   214    221,686 
Federal National Mortgage Assoc. (e)   3.00%    TBA   27,210    27,304,931 
Federal National Mortgage Assoc.   3.148%#  3/1/2042   1,071    1,126,069 
Federal National Mortgage Assoc.    3.50%  4/1/2043 - 4/1/2046   16,738    17,209,351 
Federal National Mortgage Assoc.(e)   3.50%  TBA   8,290    8,480,411 
Federal National Mortgage Assoc.    4.00%  10/1/2040- 11/1/2044   3,975    4,193,705 
Federal National Mortgage Assoc.(e)   4.00%  TBA   16,000    16,783,749 
Federal National Mortgage Assoc.(e)   4.50%  TBA   2,250    2,412,773 
Federal National Mortgage Assoc.    5.50%  11/1/2034 - 9/1/2036   1,283    1,439,334 
Federal National Mortgage Assoc.   6.25%  5/15/2029   3,769    5,051,346 
Total Government Sponsored Enterprises Pass-Throughs (cost $89,618,812)         88,347,666 
                   
MUNICIPAL BONDS 0.87%                  
                   
Miscellaneous                  
                   
California   7.35%  11/1/2039   819    1,156,363 
California   7.55%  4/1/2039   555    814,512 
Municipal Elec Auth of Georgia   7.055%  4/1/2057   438    481,454 
North Texas Tollway Auth   8.91%  2/1/2030   538    622,708 
Pasadena Public Fing Auth   7.148%  3/1/2043   530    734,776 
Pennsylvania   5.35%  5/1/2030   235    252,216 
Total Municipal Bonds (cost $4,032,006)               4,062,029 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.92%       
                   
CGBAM Commercial Mortgage Trust 2015-SMRT B   3.213%  4/10/2028   212    214,336 
CGBAM Commercial Mortgage Trust 2015-SMRT C   3.516%  4/10/2028   159    161,131 
Citigroup Commercial Mortgage Trust 2016-GC36 D   2.85%  2/10/2049   1,250    880,038 
Citigroup Commercial Mortgage Trust 2016-P3 D   2.804%#  4/15/2049   203    152,908 
Citigroup Commercial Mortgage Trust 2016-P4 C   3.977%#  7/10/2049   506    472,471 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%#  4/15/2047   165    166,048 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.257%#  8/10/2047   742    42,729 
Commercial Mortgage Pass-Through Certificates 2015-LC23 C   4.646%#  10/10/2048   350    344,642 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)    
                   
Commercial Mortgage Pass-Through Certificates 2015-PC1 B   4.442%#  7/10/2050  $178   $177,424 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.442%#  7/10/2050   410    353,932 
Commercial Mortgage Pass-Through Certificates 2015-PC1 D   4.442%#  7/10/2050   574    436,305 
Commercial Mortgage Pass-Through Certificates 2016-SAVA A   2.632%#  10/15/2034   1,073    1,079,671 
CSAIL Commercial Mortgage Trust 2015-C2 C   4.211%#  6/15/2057   700    665,126 
DBWF Mortgage Trust 2015-LCM D   3.421%#  6/10/2034   257    223,971 
GAHR Commercial Mortgage Trust 2015-NRF DFX   3.382%#  12/15/2034   278    281,005 
GS Mortgage Securities Trust 2014-GC26 D   4.511%#  11/10/2047   117    97,793 
GS Mortgage Securities Trust 2015-GC32 C   4.412%#  7/10/2048   195    195,622 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034   668    672,856 
Hudsons Bay Simon JV Trust 2015-HB7 D7   5.159%#  8/5/2034   629    595,695 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 AS   4.243%#  4/15/2047   300    316,446 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 D   3.926%#  1/15/2048   112    92,068 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C   4.31%#  7/15/2048   374    343,360 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C31 C   4.618%#  8/15/2048   799    751,876 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   8    7,376 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   17    16,583 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%  10/25/2036   19    15,557 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO   0.747%#  7/15/2050   19,695    737,690 
Motel 6 Trust 2015-MTL6 D   4.532%  2/5/2030   1,012    1,020,135 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B   4.144%#  1/5/2043   250    247,676 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%  12/25/2035   11    11,245 
UBS-BAMLL Trust 2012-WRM E   4.238%#  6/10/2030   595    560,132 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B   4.365%#  8/10/2049   200    209,686 
Wells Fargo Commercial Mortgage Trust 2013-120B D   2.71%#  3/18/2028   44    43,190 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.296%#  7/15/2046   364    325,764 
Wells Fargo Commercial Mortgage Trust 2015-C28 D   4.135%#  5/15/2048   1,489    1,145,702 
Wells Fargo Commercial Mortgage Trust 2016-C35 C   4.176%#  7/15/2048   176    172,309 
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E   4.882%#  1/15/2059   434    332,636 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $13,564,271)      13,563,134 
                   
U.S. TREASURY OBLIGATIONS 32.90%                  
                   
U.S. Treasury Bond   2.875%  11/15/2046   17,777    17,252,027 
U.S. Treasury Bond   3.00%  5/15/2045   3,493    3,473,488 
U.S. Treasury Inflation Indexed Bond(f)   0.625%  1/15/2026   4,672    4,759,076 
U.S. Treasury Note   0.875%  10/15/2017   17,365    17,358,888 
U.S. Treasury Note   1.25%  11/15/2018   21,049    21,068,744 
U.S. Treasury Note   1.25%  3/31/2021   5,378    5,267,816 
U.S. Treasury Note   1.25%  10/31/2021   10,614    10,318,177 
U.S. Treasury Note   1.375%  6/30/2018   8,043    8,067,193 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS (continued)                  
                   
U.S. Treasury Note   1.375%  5/31/2021  $2,934   $2,882,083 
U.S. Treasury Note   1.75%  10/31/2020   4,159    4,168,828 
U.S. Treasury Note   1.875%  3/31/2022   27,288    27,220,326 
U.S. Treasury Note   2.00%  12/31/2021   8,383    8,416,239 
U.S. Treasury Note   2.00%  11/15/2026   1,456    1,406,746 
U.S. Treasury Note   2.125%  8/15/2021   16,842    17,043,313 
U.S. Treasury Note   2.625%  11/15/2020   4,247    4,386,021 
Total U.S. Treasury Obligations (cost $153,776,297)               153,088,965 
Total Long-Term Investments (cost $496,405,569)             $496,515,570 
                   
SHORT-TERM INVESTMENT 3.57%                  
                   
REPURCHASE AGREEMENT                  
                   
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $14,190,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: $16,941,853; proceeds: $16,605,002
(cost $16,604,878)
 16,605    16,604,878 
Total Investments in Securities 110.27% (cost $513,010,447)               513,120,448 
Liabilities in Excess of Other Assets(g) (10.27%)              (47,810,27)
Net Assets 100.00%             $465,310,170 

 

 
ARS Argentine Peso
IO Interest Only.
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 March 31, 2017.
(a) Foreign security traded in U.S. dollars.
(b) Securities purchased on a when-issued basis (See Note 2(i)).
(c) Defaulted (non-income producing security).
(d) Investment in non-U.S. dollar denominated securities.
(e) 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.
(f) Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.
(g) Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on futures contracts as follows:

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO March 31, 2017

 

Open Futures Contracts at March 31, 2017:  

 

Type  Expiration  Contracts  Position  Notional Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  June 2017  238  Long  $51,515,844   $98,265 
U.S. 5-Year Treasury Note  June 2017  199  Long   23,427,586    29,194 
Totals         $74,943,430   $127,459 
                    
Type  Expiration  Contracts  Position  Notional Value   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note  June 2017  112  Short  $(13,951,000)  $(112,618)

 

The following is a summary of the inputs used as of March 31, 2017 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $77,106,199   $   $77,106,199 
Corporate Bonds       120,436,265        120,436,265 
Foreign Government Obligations       17,132,347        17,132,347 
Government Sponsored Enterprises Bonds       18,400,887        18,400,887 
Government Sponsored Enterprises Collateralized Mortgage Obligations       4,378,078        4,378,078 
Government Sponsored Enterprises Pass-Throughs       88,347,666        88,347,666 
Municipal Bonds       4,062,029        4,062,029 
Non-Agency Commercial Mortgage-Backed Securities       13,563,134        13,563,134 
U.S. Treasury Obligations       153,088,965        153,088,965 
Repurchase Agreement       16,604,878        16,604,878 
Total  $   $513,120,448   $   $513,120,448 
Other Financial Instruments                    
Futures Contracts                    
Assets  $127,459   $   $   $127,459 
Liabilities   (112,618)           (112,618)
Total  $14,841   $   $   $14,841 

 

 
(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 March 31, 2017.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
 
COMMON STOCKS 98.86%          
           
Air Freight & Logistics 0.24%          
           
XPO Logistics, Inc.*     37   $1,772 
           
Airlines 2.34%          
           
Alaska Air Group, Inc.    185    17,061 
           
Automobiles 1.16%          
           
Thor Industries, Inc.    88    8,459 
           
Banks 9.99%          
           
Bank of Hawaii Corp.    156    12,848 
Chemical Financial Corp.    140    7,161 
Citizens Financial Group, Inc.    200    6,910 
East West Bancorp, Inc.    264    13,625 
First Horizon National Corp.    461    8,529 
Webster Financial Corp.    146    7,306 
Western Alliance Bancorp*     338    16,592 
Total        72,971 
           
Capital Markets 2.81%          
           
Moelis & Co. Class A    189    7,277 
Raymond James Financial, Inc.    174    13,269 
Total        20,546 
           
Chemicals 2.91%          
           
Ingevity Corp.*     28    1,704 
RPM International, Inc.    121    6,659 
Trinseo SA    132    8,857 
Valvoline, Inc.    166    4,075 
Total        21,295 
           
Commercial Services & Supplies 1.21%          
           
KAR Auction Services, Inc.    202    8,821 
           
Communications Equipment 1.24%          
           
ARRIS International plc*     342    9,046 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
 
Construction & Engineering 2.77%          
           
AECOM*     292   $10,392 
Jacobs Engineering Group, Inc.    178    9,840 
Total        20,232 
           
Containers & Packaging 3.48%          
           
Berry Plastics Group, Inc.*     206    10,006 
Sealed Air Corp.    192    8,367 
WestRock Co.    136    7,076 
Total        25,449 
           
Diversified Telecommunication Services 1.64%          
           
Zayo Group Holdings, Inc.*     364    11,976 
           
Electrical Equipment 1.45%          
           
Hubbell, Inc.    88    10,564 
           
Electronic Equipment, Instruments & Components 2.21%          
           
Amphenol Corp. Class A    105    7,473 
Belden, Inc.    125    8,649 
Total        16,122 
           
Energy Equipment & Services 1.54%          
           
Ensco plc Class A (United Kingdom)(a)     562    5,030 
Helmerich & Payne, Inc.    93    6,191 
Total        11,221 
           
Equity Real Estate Investment Trusts 3.44%          
           
Highwoods Properties, Inc.    204    10,022 
Physicians Realty Trust    479    9,518 
Retail Opportunity Investments Corp.    266    5,594 
Total        25,134 
           
Food Products 1.93%          
           
Pinnacle Foods, Inc.    244    14,120 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
 
Health Care Equipment & Supplies 2.82%          
           
Cooper Cos., Inc. (The)    68   $13,593 
STERIS plc (United Kingdom)(a)     101    7,015 
Total        20,608 
           
Health Care Providers & Services 1.10%          
           
HealthSouth Corp.    188    8,048 
           
Hotels, Restaurants & Leisure 0.83%          
           
Aramark    164    6,047 
           
Household Durables 2.04%          
           
Lennar Corp. Class A    145    7,422 
Newell Brands, Inc.    158    7,453 
Total        14,875 
           
Information Technology Services 7.51%          
           
Acxiom Corp.*     336    9,566 
Amdocs Ltd.    158    9,636 
Booz Allen Hamilton Holding Corp.    417    14,758 
Cardtronics plc Class A (United Kingdom)*(a)     118    5,517 
Conduent, Inc.*     339    5,688 
Fidelity National Information Services, Inc.    97    7,723 
Vantiv, Inc. Class A*     31    1,988 
Total        54,876 
           
Insurance 7.38%          
           
Arch Capital Group Ltd.*     198    18,764 
Markel Corp.*     8    7,807 
RenaissanceRe Holdings Ltd.    95    13,742 
Validus Holdings Ltd.    241    13,590 
Total        53,903 
           
Internet Software & Services 1.31%          
           
Akamai Technologies, Inc.*     160    9,552 
           
Life Sciences Tools & Services 3.71%          
           
Bio-Techne Corp.    36    3,659 
ICON plc (Ireland)*(a)     99    7,892 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
 
Life Sciences Tools & Services (continued)          
           
Patheon NV (Netherlands)*(a)     208   $5,479 
PerkinElmer, Inc.    174    10,103 
Total        27,133 
           
Machinery 2.64%          
           
Timken Co. (The)    154    6,961 
Wabtec Corp.    158    12,324 
Total        19,285 
           
Marine 0.78%          
           
Kirby Corp.*     81    5,715 
           
Media 1.82%          
           
AMC Networks, Inc. Class A*     92    5,398 
New York Times Co. (The) Class A    549    7,906 
Total        13,304 
           
Metals & Mining 3.06%          
           
Reliance Steel & Aluminum Co.    186    14,884 
United States Steel Corp.    220    7,438 
Total        22,322 
           
Multi-Line Retail 0.97%          
           
Nordstrom, Inc.    152    7,079 
           
Multi-Utilities 3.31%          
           
Black Hills Corp.    146    9,704 
CMS Energy Corp.    324    14,496 
Total        24,200 
           
Oil, Gas & Consumable Fuels 4.00%          
           
Carrizo Oil & Gas, Inc.*     182    5,216 
Cimarex Energy Co.    61    7,289 
EQT Corp.    99    6,049 
Rice Energy, Inc.*     450    10,665 
Total        29,219 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Shares   Fair
Value
 
Pharmaceuticals 0.52%          
           
Prestige Brands Holdings, Inc.*     68   $3,778 
           
Professional Services 1.08%          
           
Robert Half International, Inc.    161    7,862 
           
Road & Rail 2.40%          
           
Genesee & Wyoming, Inc. Class A*     117    7,939 
Old Dominion Freight Line, Inc.    112    9,584 
Total        17,523 
           
Semiconductors & Semiconductor Equipment 4.58%          
           
Cypress Semiconductor Corp.    317    4,362 
MACOM Technology Solutions Holdings, Inc.*     280    13,524 
Qorvo, Inc.*     117    8,021 
Synaptics, Inc.*     153    7,575 
Total        33,482 
           
Specialty Retail 0.61%          
           
Urban Outfitters, Inc.*     188    4,467 
           
Textiles, Apparel & Luxury Goods 2.41%          
           
FireEye, Inc.*     454    5,725 
Steven Madden Ltd.*     308    11,873 
Total        17,598 
           
Thrifts & Mortgage Finance 1.01%          
           
Essent Group Ltd.*     204    7,379 
           
Trading Companies & Distributors 1.33%          
           
Beacon Roofing Supply, Inc.*     141    6,932 
Triton International Ltd.    107    2,759 
Total        9,691 
           
Water Utilities 1.28%          
           
American Water Works Co., Inc.    120    9,332 
Total Common Stocks
(cost $656,351)
        722,067 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO March 31, 2017

 

Investments  Principal
Amount
   Fair
Value
 
SHORT-TERM INVESTMENT 42.43%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 3/31/2017, 0.09% due 4/3/2017 with Fixed Income Clearing Corp. collateralized by $265,000 of U.S. Treasury Inflation Indexed Note at 2.625% due 7/15/2017; value: 316,391; proceeds: 309,963
(cost $309,961)
  $309,961   $309,961 
Total Investments in Securities 141.29%
(cost $966,312)
        1,032,028 
Liabilities in Excess of Other Assets (41.29)%        (301,604)
Net Assets 100%       $730,424 

 

 
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of March 31, 2017 in valuing the Fund's investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Common Stocks  $722,067   $   $   $722,067 
Repurchase Agreement       309,961        309,961 
Total  $722,067   $309,961   $   $1,032,028 

 

 
(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 March 31, 2017.

 

The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:

 

Investment Type  Common Stock  
Balance as of January 1, 2017  $7,150 
Accrued discounts/premiums    
Realized gain (loss)   1,310 
Change in unrealized appreciation/depreciation   (1,310)
Purchases    
Sales   (7,150)
Net transfers in or out of Level 3    
Balance as of March 31, 2017  $ 
Net change in unrealized appreciation/depreciation for period ended March 31, 2017 related to Level 3 investments held at March 31, 2017  $ 

 

See Notes to Schedule of Investments.

 
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Notes to Schedule of Investments (unaudited)

 

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 thirteen 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 Core Equity Portfolio (“International Core Equity”), International Opportunities Portfolio (“International Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”), Total Return Portfolio (“Total Return”) and Value Opportunities Portfolio (“Value Opportunities”). 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 Core Equity, International Opportunities and Value 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 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 employs 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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Notes to Schedule of Investments (unaudited)(continued)

 

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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Notes to Schedule of Investments (unaudited)(continued)

 

These credit default swaps may have as a reference obligation corporate or sovereign issuers or credit indexes. These credit indexes 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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Notes to Schedule of Investments (unaudited)(continued)

 

(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 March 31, 2017, each Fund had no unfunded loan commitments.

 

(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 March 31, 2017 and, if applicable, Level 1/Level 2 transfers and Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.

 

  Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. All transfers between different levels within the three-tier hierarchy are deemed to have occurred as of the beginning of the reporting period. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

3. DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

 

Bond Debenture entered into forward foreign currency exchange contracts during the period ended March 31, 2017 (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 March 31, 2017 (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.

 

As of March 31, 2017, Bond Debenture, Calibrated Dividend Growth, Short Duration Income and Total Return had the following derivatives at fair value, grouped into risk categories that illustrate the Funds use of derivative instruments:

 

   Bond Debenture Portfolio 
Asset Derivatives  Interest
Rate
Contracts
   Foreign
Currency
Contracts
 
Forward Foreign Currency Exchange Contracts  $   $92,883 
Futures Contracts  $292,774   $ 
Liability Derivatives          
Centrally Cleared Credit Default Swaps  $   $ 
Futures Contracts  $9,859   $ 
Forward Foreign Currency Exchange Contracts  $   $135,894 
           
    Calibrated Dividend Growth Portfolio  
Asset Derivatives  Equity Contracts  
Futures Contracts  $1,137  
Liability Derivatives             
   Short Duration Portfolio 
Asset Derivatives  Interest
Rate
Contracts
   Foreign
Currency
Contracts
 
Liability Derivatives          
Futures Contracts  $11,350   $ 
Forward Foreign Currency Exchange Contracts  $   $79 
  
    Total Return Portfolio  
Asset Derivatives  Interest
Rate
Contracts
 
Futures Contracts  $127,459 
Liability Derivatives     
Futures Contracts  $112,618 
 
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Notes to Schedule of Investments (unaudited)(concluded)

 

4. FEDERAL TAX INFORMATION

 

As of March 31, 2017, the aggregate unrealized security gains and losses based on cost for U.S. federal income tax purposes were as follows:

 

   Bond Debenture   Calibrated Dividend Growth   Classic Stock 
Tax cost  $1,049,241,991   $169,134,502   $39,711,790 
Gross unrealized gain   54,281,766    11,306,461    4,550,910 
Gross unrealized loss   (7,971,207)   (2,728,519)   (362,512)
Net unrealized security gain  $46,310,559   $8,577,942   $4,188,398 

 

   Developing Growth   Fundamental Equity   Growth and Income 
Tax cost  $28,826,207   $362,070,931   $647,844,788 
Gross unrealized gain   3,687,107    23,525,669    62,786,749 
Gross unrealized loss   (452,207)   (4,270,439)   (6,611,500)
Net unrealized security gain  $3,234,900   $19,255,230   $56,175,249 

 

   Growth Opportunities   International Core Equity   International Opportunities 
Tax cost  $125,320,804   $57,420,776   $43,876,066 
Gross unrealized gain   10,583,711    4,522,804    5,636,357 
Gross unrealized loss   (3,529,686)   (901,574)   (1,448,210)
Net unrealized security gain  $7,054,025   $3,621,230   $4,188,147 

 

   Mid Cap Stock   Short Duration Income   Total Return 
Tax cost  $317,681,920   $50,777,929   $514,913,764 
Gross unrealized gain   44,900,131        2,722,796 
Gross unrealized loss   (7,435,545)   (498,989)   (4,516,112)
Net unrealized security gain (loss)  $37,464,586   $(498,989)  $(1,793,316)

 

   Value Opportunities                 
Tax cost  $966,694                 
Gross unrealized gain   73,192                 
Gross unrealized loss   (7,858)                
Net unrealized security gain  $65,334                 

 

The difference between book-basis and tax-basis unrealized gains (losses) is attributable to the tax treatment of certain securities, certain distributions received, amortization of premium and wash sales.

 
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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.

 

 

 

   
 

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/ Daria L. Foster

Daria L. Foster

President and Chief Executive Officer

 

Date: May 26, 2017

 

 

 

By: /s/ Bernard J. Grzelak

Bernard J. Grzelak

Chief Financial Officer and Vice President

 

Date: May 26, 2017

 

_____________________________

 

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/ Daria L. Foster

Daria L. Foster

President and Chief Executive Officer

 

Date: May 26, 2017

 

 

 

By: /s/ Bernard J. Grzelak

Bernard J. Grzelak

Chief Financial Officer and Vice President

 

 

Date: May 26, 2017

   

Dates Referenced Herein

Referenced-On Page
This ‘N-Q’ Filing    Date First  Last      Other Filings
Filed on / Effective on:5/30/17None on these Dates
5/26/17168
For Period End:3/31/171167
1/1/1739161
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