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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 Financial → Bond-Debenture Portfolio ⇒ Class VC → Classic Stock Portfolio ⇒ Class VC → Developing Growth Portfolio ⇒ Class VC → Dividend Growth Portfolio ⇒ Class VC → Fundamental Equity Portfolio ⇒ Class VC → Growth & Income Portfolio ⇒ Class VC → Growth Opportunities Portfolio ⇒ Class VC → International Equity Portfolio ⇒ Class VC → International Opportunities Portfolio ⇒ Class VC → Mid Cap Stock Portfolio ⇒ Class VC → Short Duration Income Portfolio ⇒ Class VC → Total Return Portfolio ⇒ Class VC → Value Opportunities Portfolio ⇒ Class VC |
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
___________________
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number: 811-05876
LORD ABBETT SERIES FUND, INC.
(Exact name of Registrant as specified in charter)
90 Hudson Street, Jersey City, NJ 07302
(Address of principal executive offices) (Zip code)
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.
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) | EUR | 4,635 | 1,162,042 | |||||
Comerica, Inc. | 15 | 1,052,017 | ||||||
Danske Bank A/S(a) | DKK | 16 | 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) | MXN | 656 | 1,158,696 | |||||
Remy Cointreau SA(a) | EUR | 18 | 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.
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) | JPY | 3 | 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.
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.
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) | ZAR | 77 | 1,171,778 | |||||
Mirabela Nickel Ltd.*(a) | AUD | 2,560 | 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.
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) | EUR | 5 | 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.
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) | EUR | 6 | 1,084,199 | |||||
Burberry Group plc(a) | GBP | 26 | 561,600 | |||||
Cie Financiere Richemont SA(a) | CHF | 14 | 1,087,119 | |||||
Kering(a) | EUR | 4 | 1,047,773 | |||||
MarineMax, Inc.* | 25 | 543,415 | ||||||
Moncler SpA(a) | EUR | 49 | 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) | GBP | 27 | 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.
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) | DKK | 1 | 1,003,764 | |||||
Hapag-Lloyd AG†*(a) | EUR | 34 | 986,574 | |||||
Navigator Holdings Ltd. (United Kingdom)*(c) | 100 | 1,379,675 | ||||||
Orient Overseas International Ltd.(a) | HKD | 213 | 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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 | EUR | 475 | 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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% | ||||||||||||||
RH† | Zero 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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 | EUR | 21 | 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 Loan | 3.482% - 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 Loan | 4.50% - 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.
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.
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.
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.
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.
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.
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.
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 AM | 5.829 | %# | 2/12/2049 | 85 | 85,058 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C† | 7.446 | %# | 12/5/2027 | 25 | 28,279 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 B | 4.819 | %# | 5/15/2045 | 11 | 11,720 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A† | 3.905 | % | 5/5/2030 | 96 | 100,400 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2 | 3.046 | % | 4/15/2047 | 25 | 25,511 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 A1 | 1.539 | % | 11/15/2047 | 7 | 6,608 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO | 1.167 | %# | 1/15/2048 | 986 | 52,758 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A† | 3.429 | % | 6/10/2027 | 200 | 203,556 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO | 0.70 | %# | 7/15/2048 | 986 | 35,518 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-ATRM A† | 2.962 | % | 10/5/2028 | 50 | 50,348 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA IO | 0.825 | %# | 12/15/2049 | 998 | 49,953 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI A† | 2.798 | % | 10/5/2031 | 30 | 30,220 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI B† | 3.201 | % | 10/5/2031 | 15 | 15,176 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C† | 3.554 | % | 10/5/2031 | 20 | 20,256 |
See Notes to Schedule of Investments.
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 D† | 4.009 | %# | 10/5/2031 | $ | 35 | $ | 35,161 | |||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI E† | 4.009 | %# | 10/5/2031 | 30 | 29,380 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI XB IO† | 0.657 | %# | 10/5/2031 | 1,000 | 26,924 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT A† | 2.362 | %# | 10/15/2033 | 68 | 68,632 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT C† | 3.762 | %# | 10/15/2033 | 10 | 10,152 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT D† | 4.662 | %# | 10/15/2033 | 27 | 27,489 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT XCP IO† | 1.198 | %# | 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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 | ARS | 1,800 | 118,810 | ||||||||
Provincia de Mendoza†(a) | 8.375 | % | 5/19/2024 | $ | 400 | 418,772 |
See Notes to Schedule of Investments.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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. |
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. |
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. |
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. |
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 |
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.
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
President and Chief Executive Officer
Date: May 26, 2017
By: /s/ 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
President and Chief Executive Officer
Date: May 26, 2017
By: /s/ Bernard J. Grzelak
Chief Financial Officer and Vice President
Date: May 26, 2017
Referenced-On Page | |||||||||
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This ‘N-Q’ Filing | Date | First | Last | Other Filings | |||||
Filed on / Effective on: | 5/30/17 | None on these Dates | |||||||
5/26/17 | 168 | ||||||||
For Period End: | 3/31/17 | 1 | 167 | ||||||
1/1/17 | 39 | 161 | |||||||
List all Filings |