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Lord Abbett Series Fund Inc – ‘N-Q’ for 9/30/17

On:  Wednesday, 11/29/17, at 2:20pm ET   ·   Effective:  11/29/17   ·   For:  9/30/17   ·   Accession #:  930413-17-3901   ·   File #:  811-05876

Previous ‘N-Q’:  ‘N-Q’ on 5/30/17 for 3/31/17   ·   Next:  ‘N-Q’ on 5/29/18 for 3/31/18   ·   Latest:  ‘N-Q’ on 11/29/18 for 9/30/18

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

11/29/17  Lord Abbett Series Fund Inc       N-Q         9/30/17    2:4.8M                                   Command FinancialBond-Debenture Portfolio Class VCClassic Stock Portfolio Class VCDeveloping Growth Portfolio Class VCDividend Growth Portfolio Class VCFundamental Equity Portfolio Class VCGrowth & Income Portfolio Class VCGrowth Opportunities Portfolio Class VCInternational Equity Portfolio Class VCInternational Opportunities Portfolio Class VCMid Cap Stock Portfolio Class VCShort Duration Income Portfolio Class VCTotal Return Portfolio Class VC

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

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         Quarterly Report                                    HTML   2.31M 
 2: EX-99.CERT  Miscellaneous Exhibit                               HTML     16K 


N-Q   —   Quarterly Report

This is an HTML Document rendered as filed.  [ Alternative Formats ]

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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: 9/30/2017

 
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Item 1: Schedule of Investments.
 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 100.27%                    
                     
ASSET-BACKED SECURITIES 1.37%                    
                     
Automobiles 0.11%                    
                     
TCF Auto Receivables Owner Trust 2016-1A B    2.32%  6/15/2022    $979   $969,351 
Westlake Automobile Receivables Trust 2016-3A B    2.07%  12/15/2021     277    276,478 
Total                  1,245,829 
                     
Other 1.26%                    
                     
ALM XIX Ltd. 2016-19A C    5.654%(3 Mo. LIBOR + 4.35%) #  7/15/2028     462    469,535 
ALM XVIII Ltd. 2016-18A C    5.654%(3 Mo. LIBOR + 4.35%) #  7/15/2027     500    507,405 
Anchorage Capital CLO 7 Ltd. 2015-7A D    4.954%(3 Mo. LIBOR + 3.65%) #  10/15/2027     400    400,000 
Anchorage Capital CLO 8 Ltd. 2016-8A D    5.514%(3 Mo. LIBOR + 4.20%) #  7/28/2028     250    252,598 
Anchorage Capital CLO 9 Ltd. 2016-9A D    5.304%(3 Mo. LIBOR + 4.00%) #  1/15/2029     900    912,623 
Anchorage Capital CLO Ltd. 2013-1A C    4.804%(3 Mo. LIBOR + 3.50%) #  7/13/2025     250    250,314 
Apex Credit CLO Ltd. 2015-2A B1    3.704%(3 Mo. LIBOR + 2.40%) #  10/19/2026     1,500    1,501,617 
Ascentium Equipment Receivables Trust 2016-2A B    2.50%  9/12/2022     417    417,400 
BlueMountain CLO Ltd. 2016-1A D    6.107%(3 Mo. LIBOR + 4.80%) #  4/20/2027     500    509,750 
Engs Commercial Finance Trust 2016-1A A2    2.63%  2/22/2022     942    940,633 
Guggenheim 5180-2 CLO LP 2015-1A A2B    3.867%(3 Mo. LIBOR + 2.55%) #  11/25/2027     2,500    2,506,453 
KKR Financial CLO Ltd. 2013-2A C    5.063%(3 Mo. LIBOR + 3.75%) #  1/23/2026     500    502,241 
Regatta III Funding Ltd. 2014-1A CR    4.604%(3 Mo. LIBOR + 3.30%) #  4/15/2026     400    400,070 
Regatta IV Funding Ltd. 2014-1A DR    4.614%(3 Mo. LIBOR + 3.30%) #  7/25/2026     1,300    1,300,958 
Sound Point CLO XI Ltd. 2016-1A D    5.957%(3 Mo. LIBOR + 4.65%) #  7/20/2028     2,000    2,008,434 
Voya CLO Ltd. 2016-2A C    5.556%(3 Mo. LIBOR + 4.25%) #  7/19/2028     750    754,189 
Westcott Park CLO Ltd. 2016-1A D    5.657%(3 Mo. LIBOR + 4.35%) #  7/20/2028     850    863,167 
Total                  14,497,387 
Total Asset-Backed Securities (cost $15,391,497)                  15,743,216 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Shares
(000)
   Fair
Value
 
COMMON STOCKS 14.14%          
           
Aerospace/Defense 0.36%          
           
L3 Technologies, Inc.   6   $1,168,266 
Mercury Systems, Inc.*   35   1,824,464 
Raytheon Co.   6    1,188,515 
Total        4,181,245 
           
Air Transportation 0.16%          
           
Azul SA ADR*   68    1,856,691 
           
Auto Parts & Equipment 0.14%          
           
Chassix Holdings, Inc.   59    1,635,562 
           
Banking 0.67%          
           
Banco Macro SA ADR   11    1,306,810 
BOK Financial Corp.   4    358,102 
Credit Agricole SA(a)  EUR 65    1,186,999 
Danske Bank A/S(a)  DKK 31    1,251,751 
LegacyTexas Financial Group, Inc.   15    582,193 
Sberbank of Russia PJSC ADR   83    1,175,811 
UniCredit SpA*(a)  EUR 87    1,859,025 
Total        7,720,691 
           
Beverages 0.66%          
           
Brown-Forman Corp. Class B   32    1,754,705 
Constellation Brands, Inc. Class A   6    1,151,624 
Davide Campari-Milano SpA(a)  EUR 84    611,028 
Monster Beverage Corp.*   31    1,738,497 
Remy Cointreau SA(a)  EUR 20    2,316,894 
Total        7,572,748 
           
Brokerage 0.27%          
           
CBOE Holdings, Inc.   11    1,173,167 
Raymond James Financial, Inc.   22    1,896,413 
Total        3,069,580 
           
Building Materials 0.31%          
           
Allegion plc(b)   20    1,767,793 
Owens Corning   23    1,759,480 
Total        3,527,273 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Chemicals 0.46%          
           
Potash Corp. of Saskatchewan, Inc. (Canada)(b)   120   $2,307,780 
Sociedad Quimica y Minera de Chile SA ADR   31    1,698,687 
Versum Materials, Inc.   32    1,244,919 
Total        5,251,386 
           
Discount Stores 0.15%          
           
Wal-Mart Stores, Inc.   22    1,688,293 
           
Diversified Capital Goods 0.11%          
           
Rockwell Automation, Inc.   7    1,229,114 
           
Electric: Generation 0.11%          
           
Vistra Energy Corp.   66    1,226,942 
           
Electric: Integrated 0.50%          
           
El Paso Electric Co.   22    1,213,732 
IDACORP, Inc.   13    1,157,511 
NextEra Energy, Inc.   8    1,113,780 
Pampa Energia SA ADR*   18    1,166,852 
Portland General Electric Co.   25    1,151,771 
Total        5,803,646 
           
Electronics 0.53%          
           
Cognex Corp.   11    1,159,484 
Keyence Corp.(a)  JPY 3    1,354,032 
Littelfuse, Inc.   6    1,194,868 
Nintendo Co., Ltd.(a)  JPY 3    1,244,676 
Trimble, Inc.*   31    1,215,573 
Total        6,168,633 
           
Energy: Exploration & Production 0.64%          
           
Carrizo Oil & Gas, Inc.*   75    1,279,354 
Chaparral Energy, Inc.*   12    278,536 
Chaparral Energy, Inc. Class A*   59    1,324,603 
Continental Resources, Inc.*   64    2,475,673 
Extraction Oil & Gas, Inc.*   45    687,533 
Kosmos Energy Ltd.*   146    1,163,752 
Peabody Energy Corp.   (c)   10,136 
Templar Energy LLC Class A Units   46    138,658 
Total        7,358,245 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Food & Drug Retailers 0.10%          
           
Cia Brasileira de Distribuicao ADR*   49   $1,158,741 
           
Forestry/Paper 0.26%          
           
Louisiana-Pacific Corp.*   64    1,729,302 
Potlatch Corp.   25    1,265,514 
Total        2,994,816 
           
Gaming 0.51%          
           
Penn National Gaming, Inc.*   84    1,963,614 
Scientific Games Corp. Class A*   47    2,141,653 
Wynn Resorts Ltd.   12    1,804,166 
Total        5,909,433 
           
Integrated Energy 0.21%          
           
Suncor Energy, Inc. (Canada)(b)   68    2,372,162 
           
Investments & Miscellaneous Financial Services 0.31%          
           
Ameriprise Financial, Inc.   16    2,361,309 
BlackRock, Inc.   3    1,187,024 
Total        3,548,333 
           
Life Insurance 0.10%          
           
Lincoln National Corp.   16    1,170,022 
           
Machinery 0.54%          
           
Deere & Co.   19    2,329,694 
Nabtesco Corp.(a)  JPY 33    1,228,313 
Roper Technologies, Inc.   7    1,761,973 
Terex Corp.   20    887,119 
Total        6,207,099 
           
Media: Content 0.24%          
           
Netflix, Inc.*   15    2,780,821 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Medical Products 0.58%          
           
ABIOMED, Inc.*   4   $629,215 
Align Technology, Inc.*   6    1,137,924 
Baxter International, Inc.   18    1,153,345 
Charles River Laboratories International, Inc.*   12    1,257,029 
Intuitive Surgical, Inc.*   1    1,263,423 
Mettler-Toledo International, Inc.*   2    1,229,778 
Total        6,670,714 
           
Metals/Mining (Excluding Steel) 0.28%          
           
Century Aluminum Co.*   64    1,053,228 
Southern Copper Corp. (Peru)(b)   55    2,200,835 
Total        3,254,063 
           
Monoline Insurance 0.10%          
           
FNF Group   24    1,135,528 
           
Non-Electric Utilities 0.20%          
           
Aqua America, Inc.   35    1,148,374 
Cia de Saneamento Basico do Estado de Sao Paulo ADR   113    1,185,306 
Total        2,333,680 
           
Oil Field Equipment & Services 0.11%          
           
RPC, Inc.   49    1,216,421 
           
Personal & Household Products 0.20%          
           
Hasbro, Inc.   12    1,202,220 
Mohawk Industries, Inc.*   5    1,126,171 
Total        2,328,391 
           
Pharmaceuticals 1.02%          
           
Bluebird Bio, Inc.*   9    1,200,027 
Blueprint Medicines Corp.*   41    2,847,692 
Exelixis, Inc.*   49    1,178,789 
Insmed, Inc.*   47    1,471,302 
Loxo Oncology, Inc.*   16    1,467,564 
Spark Therapeutics, Inc.*   14    1,248,775 
Vertex Pharmaceuticals, Inc.*   15    2,319,522 
Total        11,733,671 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Shares
(000)
   Fair
Value
 
Printing & Publishing 0.11%          
           
S&P Global, Inc.   8   $1,224,845 
           
Real Estate Investment Trusts 0.20%          
           
CoreSite Realty Corp.   11    1,180,209 
Goodman Group(a)  AUD 179    1,158,562 
Total        2,338,771 
           
Recreation & Travel 0.11%          
           
Vail Resorts, Inc.   6    1,259,451 
           
Restaurants 0.20%          
           
McDonald’s Corp.   7    1,122,612 
Shake Shack, Inc. Class A*   37    1,226,885 
Total        2,349,497 
           
Software/Services 1.48%          
           
2U, Inc.*   21    1,190,177 
Arista Networks, Inc.*   7    1,255,029 
Blackbaud, Inc.   13    1,176,520 
Cognizant Technology Solutions Corp. Class A   16    1,184,143 
Global Payments, Inc.   12    1,179,227 
GrubHub, Inc.*   21    1,098,593 
InterXion Holding NV (Netherlands)*(b)   24    1,203,323 
Mastercard, Inc. Class A   8    1,134,824 
MSCI, Inc.   16    1,814,288 
PayPal Holdings, Inc.*   18    1,130,642 
Shopify, Inc. Class A (Canada)*(b)   11    1,297,000 
Snap, Inc. Class A*   80    1,164,669 
Tableau Software, Inc. Class A*   15    1,136,531 
VMware, Inc. Class A*   10    1,135,139 
Total        17,100,105 
           
Specialty Retail 0.58%          
           
Cie Financiere Richemont SA(a)  CHF 14    1,276,206 
Maisons du Monde SA†(a)  EUR 16    688,382 
Moncler SpA(a)  EUR 78    2,244,627 
Wayfair, Inc. Class A*   37    2,494,609 
Total        6,703,824 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments           Shares
(000)
   Fair
Value
 
Support: Services 0.46%                    
                     
Bright Horizons Family Solutions, Inc.*             15   $1,275,908 
Total System Services, Inc.             26    1,680,009 
United Rentals, Inc.*             17    2,347,481 
Total                  5,303,398 
                     
Technology Hardware & Equipment 0.40%                    
                     
Analog Devices, Inc.             13    1,140,460 
Corning, Inc.             40    1,189,859 
NVIDIA Corp.             6    1,147,703 
Tokyo Electron Ltd.(a)            JPY 8    1,151,744 
Total                  4,629,766 
                     
Telecommunications: Wireless 0.10%                    
                     
American Tower Corp.             8    1,140,731 
                     
Theaters & Entertainment 0.12%                    
                     
Live Nation Entertainment, Inc.*             32    1,381,406 
                     
Transportation: Infrastructure/Services 0.34%                    
                     
AP Moller - Maersk A/S Class B(a)            DKK 1    1,149,223 
Hapag-Lloyd AG†*(a)            EUR 39    1,639,541 
Landstar System, Inc.             12    1,185,835 
Total                  3,974,599 
                     
Trucking & Delivery 0.21%                    
                     
Old Dominion Freight Line, Inc.             22    2,391,699 
Total Common Stocks (cost $143,432,532)                  162,902,036 
                     
   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
      
CONVERTIBLE BONDS 0.57%                    
                     
Automakers 0.14%                    
                     
Tesla, Inc.   2.375%  3/15/2022    $1,354    1,666,266 
                     
Electronics 0.23%                    
                     
Novellus Systems, Inc.   2.625%  5/15/2041     256    1,407,680 
Teradyne, Inc.    1.25%  12/15/2023     886    1,183,364 
Total                  2,591,044 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Software/Services 0.20%                    
                     
RealPage, Inc.    1.50%  11/15/2022    $976   $1,139,480 
Take-Two Interactive Software, Inc.   1.00%  7/1/2018     240    1,139,700 
Total                  2,279,180 
Total Convertible Bonds (cost $5,844,611)                  6,536,490 
                     
    Dividend
Rate
         Shares
(000)
      
CONVERTIBLE PREFERRED STOCKS 0.36%                    
                     
Personal & Household Products 0.17%                    
                     
Stanley Black & Decker, Inc.   5.375%        17    1,937,585 
                     
Software/Services 0.10%                    
                     
Mandatory Exchangeable Trust    5.75%        6    1,157,846 
                     
Telecommunications: Wireless 0.09%                    
                     
Crown Castle International Corp.   6.875%        1    1,110,720 
Total Convertible Preferred Stocks (cost $3,518,685)                  4,206,151 
                     
    Interest
Rate
         Principal
Amount
(000)
      
FLOATING RATE LOANS(d) 3.28%                    
                     
Auto Parts & Equipment 0.03%                    
                     
Chassix, Inc. Initial Term Loan   12.00%  7/29/2019    $297    299,630(e)
                     
Building Materials 0.42%                    
                     
Beacon Roofing Supply, Inc. Bridge Term Loan   (f)  8/24/2018     2,925    2,925,000(e)
Hayward Industries, Inc. 1st Lien Initial Term Loan   4.74%  8/5/2024     386    388,974 
Zodiac Pool Solutions LLC 1st Lien Tranche B1 Term Loan   5.333%(3 Mo. LIBOR + 4.00%)   12/20/2023     1,518    1,536,051 
Total                  4,850,025 
                     
Electric: Generation 0.44%                    
                     
Lightstone Holdco LLC Refinanced Term Loan B   5.735%(1 Mo. LIBOR + 4.50%)   1/30/2024     2,569    2,563,500 
Lightstone Holdco LLC Refinanced Term Loan C   5.735%(1 Mo. LIBOR + 4.50%)   1/30/2024     161    160,631 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Electric: Generation (continued)                    
                     
Moxie Liberty LLC Advance Construction Term Loan B1   7.833%(3 Mo. LIBOR + 6.50%)   8/21/2020    $1,199   $1,072,223 
Sandy Creek Energy Associates, L.P. Term Loan   5.333%(3 Mo. LIBOR + 4.00%)   11/9/2020     1,553    1,272,851 
Total                  5,069,205 
                     
Energy: Exploration & Production 0.26%                    
                     
California Resources Corp. Term Loan   4.235%(1 Mo. LIBOR + 3.00%)   11/25/2019     741    718,789 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.959%(3 Mo. LIBOR + 6.50%)   5/16/2021     1,111    1,089,824 
Jonah Energy LLC 2nd Lien Initial Term Loan   9.75%(3 Mo. LIBOR + 6.50%)   5/12/2021     1,190    1,190,375 
Total                  2,998,988 
                     
Gaming 0.31%                    
                     
Amaya Holdings B.V. 1st Lien Initial Term Loan B3 (Netherlands)(b)    4.833%(3 Mo. LIBOR + 3.50%)   8/1/2021     1,109    1,113,716 
Cowlitz Tribal Gaming Authority Term Loan B   11.735%(1 Mo. LIBOR + 10.50%)   12/6/2021     2,210    2,475,200(e)
Total                  3,588,916 
                     
Health Services 0.28%                    
                     
Genoa, a QoL Healthcare Company, LLC 1st Lien Term Loan   4.485%(1 Mo. LIBOR + 3.25%)   10/30/2023     1,098    1,105,720 
Parexel International Corp. Bridge Term Loan   (f)  7/18/2018     2,079    2,079,000 
Total                  3,184,720 
                     
Investments & Miscellaneous Financial Services 0.11%                    
                     
Russell Investments US Institutional Holdco, Inc. Initial Term Loan   5.49%(1 Mo. LIBOR + 4.25%)   6/1/2023     332    337,855 
VFH Parent LLC Initial Term Loan   5.061%(3 Mo. LIBOR + 3.75%)   12/30/2021     909    919,773 
Total                  1,257,628 
                     
Media: Diversified 0.11%                    
                     
UFC Holdings, LLC 2nd Lien Term Loan   8.737%(1 Mo. LIBOR + 7.50%)   8/18/2024     1,231    1,254,389 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) 0.06%                    
                     
Oxbow Carbon LLC 2nd Lien Initial Term Loan   8.235%(1 Mo. LIBOR + 7.00%)   1/17/2020    $650   $652,844 
                     
Personal & Household Products 0.18%                    
                     
Britax US Holdings, Inc. Initial Dollar Term Loan   4.83%(3 Mo. LIBOR + 3.50%)   10/15/2020     2,401    2,045,780 
                     
Real Estate Development & Management 0.09%                    
                     
Capital Automotive L.P. 2nd Lien Initial Tranche B Term Loan   7.24%(1 Mo. LIBOR + 6.00%)   3/24/2025     1,051    1,068,138 
                     
Recreation & Travel 0.18%                    
                     
Intrawest Resorts Holdings, Inc. Initial Bluebird Term Loan   4.485%(1 Mo. LIBOR + 3.25%)   7/31/2024     2,088    2,101,708 
                     
Software/Services 0.08%                    
                     
Misys Ltd 2nd Lien Dollar Term Loan   8.567%(3 Mo. LIBOR + 7.25%)   6/13/2025     965    984,816 
                     
Specialty Retail 0.22%                    
                     
Container Store, Inc. (The) Term Loan B   8.333%(3 Mo. LIBOR + 7.00%)   8/15/2021     972    936,049 
PetSmart, Inc. Tranche B2 Term Loan   4.24%(1 Mo. LIBOR + 3.00%)   3/11/2022     1,844    1,564,636 
Total                  2,500,685 
                     
Support: Services 0.23%                    
                     
H&E Equipment Services, Inc. Unsecured Bridge Facility   (f)  7/31/2018     2,371    2,371,000(e)
Pike Corp. 2017 Initial Term Loan   4.74%(3 Mo. LIBOR + 3.50%)   9/20/2024     329    333,805 
Total                  2,704,805 
                     
Transportation: Infrastructure/Services 0.26%                    
                     
Uber Technologies, Inc. Term Loan   5.24%  7/13/2023     2,991    3,010,621 
                     
Utility 0.02%                    
                     
Viva Alamo LLC Initial Term Loan   5.57%  2/22/2021     282    269,779 
Total Floating Rate Loans (cost $37,209,905)                  37,842,677 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(a) 0.54%                    
                     
France 0.30%                    
                     
CMA CGM SA    6.50%  7/15/2022    EUR 2,064   $2,564,573 
CMA CGM SA    7.75%  1/15/2021    EUR 734    914,209 
Total                  3,478,782 
                     
Netherlands 0.24%                    
                     
Hema Bondco I BV    6.25%(3 Mo. LIBOR + 6.25%)#  7/15/2022    EUR 2,291    2,777,526 
Total Foreign Bonds (cost $5,767,908)                  6,256,308 
                     
FOREIGN GOVERNMENT OBLIGATIONS 3.44%                    
                     
Argentina 1.01%                    
                     
City of Buenos Aires†(b)    7.50%  6/1/2027    $1,275    1,416,780 
City of Buenos Aires†(b)    8.95%  2/19/2021     1,125    1,257,412 
Province of Santa Fe†(b)    6.90%  11/1/2027     1,094    1,133,089 
Provincia de Buenos Aires†(b)    6.50%  2/15/2023     1,493    1,577,593 
Provincia de Mendoza†(b)    8.375%  5/19/2024     1,346    1,488,339 
Provincia of Neuquen†(b)    7.50%  4/27/2025     420    439,950 
Provincia of Neuquen†(b)    8.625%  5/12/2028     1,117    1,257,843 
Republic of Argentina(b)    7.50%  4/22/2026     2,708    3,046,500 
Total                  11,617,506 
                     
Australia 0.33%                    
                     
Australian Government(a)    4.25%  4/21/2026    AUD 2,084    1,821,034 
Queensland Treasury Corp.†(a)    4.00%  6/21/2019    AUD 2,500    2,026,032 
Total                  3,847,066 
                     
Bahamas 0.10%                    
                     
Commonwealth of Bahamas†(b)    5.75%  1/16/2024    $1,100    1,155,000 
                     
Bermuda 0.24%                    
                     
Government of Bermuda    4.138%  1/3/2023     1,350    1,427,625 
Government of Bermuda    4.854%  2/6/2024     1,175    1,284,063 
Total                  2,711,688 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Canada 0.21%                    
                     
Province of British Columbia Canada(a)    2.85%  6/18/2025    CAD 3,000   $2,445,851 
                     
Cayman Islands 0.04%                    
                     
Cayman Islands Government    5.95%  11/24/2019    $425    463,250 
                     
Greece 0.15%                    
                     
Hellenic Republic†(a)    4.375%  8/1/2022    EUR 1,500    1,755,016 
                     
Honduras 0.22%                    
                     
Honduras Government†(b)    6.25%  1/19/2027    $2,300    2,486,208 
                     
Jamaica 0.48%                    
                     
Government of Jamaica(b)    6.75%  4/28/2028     2,373    2,743,781 
Government of Jamaica(b)    7.625%  7/9/2025     1,150    1,383,910 
Government of Jamaica(b)    8.00%  3/15/2039     1,110    1,377,788 
Total                  5,505,479 
                     
Senegal 0.15%                    
                     
Republic of Senegal†(b)    6.25%  5/23/2033     1,661    1,712,973 
                     
Sri Lanka 0.20%                    
                     
Republic of Sri Lanka†(b)    6.20%  5/11/2027     2,209    2,321,502 
                     
Ukraine 0.11%                    
                     
Ukraine Government†(b)    7.375%  9/25/2032     1,242    1,212,130 
                     
United Arab Emirates 0.11%                    
                     
Abu Dhabi Government International†(b)    3.125%  5/3/2026     1,255    1,281,513 
                     
Uruguay 0.09%                    
                     
Republic of Uruguay†(a)    8.50%  3/15/2028    UYU 30,282    1,081,704 
Total Foreign Government Obligations (cost $37,355,376)                  39,596,886 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGH 1.48%
                     
Federal National Mortgage Assoc.(g)
(cost $17,223,658)
   3.50%  TBA    $16,600   $17,107,726 
                     
HIGH YIELD CORPORATE BONDS 71.56%                    
                     
Advertising 0.30%                    
                     
Clear Channel Worldwide Holdings, Inc.   6.50%  11/15/2022     1,579    1,634,265 
Lamar Media Corp.   5.75%  2/1/2026     566    616,232 
Southern Graphics, Inc.    8.375%  10/15/2020     1,200    1,222,500 
Total                  3,472,997 
                     
Aerospace/Defense 0.20%                    
                     
Bombardier, Inc. (Canada)†(b)    8.75%  12/1/2021     361    388,797 
Bombardier, Inc.(Canada)†(b)    7.50%  3/15/2025     777    778,942 
Huntington Ingalls Industries, Inc.    5.00%  11/15/2025     1,048    1,134,460 
Total                  2,302,199 
                     
Air Transportation 0.50%                    
                     
Air Canada (Canada)†(b)    7.75%  4/15/2021     1,140    1,302,450 
Air Canada 2015-2 Class A Pass-Through Trust (Canada)†(b)    4.125%  6/15/2029     839    885,637 
American Airlines 2013-2 Class B Pass-Through Trust    5.60%  1/15/2022     647    678,935 
American Airlines 2017-1 Class B Pass-Through Trust   4.95%  8/15/2026     500    523,750 
Latam Finance Ltd.    6.875%  4/11/2024     2,186    2,325,904 
Total                  5,716,676 
                     
Auto Parts & Equipment 0.67%                    
                     
Allison Transmission, Inc.    5.00%  10/1/2024     1,250    1,300,437 
American Axle & Manufacturing, Inc.    6.25%  4/1/2025     1,041    1,064,423 
American Axle & Manufacturing, Inc.    6.50%  4/1/2027     2,000    2,022,500 
Gates Global LLC/Gates Global Co.    6.00%  7/15/2022     1,617    1,669,552 
International Automotive Components Group SA (Luxembourg)†(b)    9.125%  6/1/2018     339    339,848 
TI Group Automotive Systems LLC (United Kingdom)†(b)    8.75%  7/15/2023     1,250    1,331,250 
Total                  7,728,010 
                     
Automakers 0.69%                    
                     
BMW US Capital LLC    2.80%  4/11/2026     1,199    1,178,622 
Tesla, Inc.    5.30%  8/15/2025     6,945    6,799,502 
Total                  7,978,124 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Banking 8.77%                    
                     
ABN AMRO Bank NV (Netherlands)†(b)    4.75%  7/28/2025    $2,600   $2,765,597 
Akbank Turk AS (Turkey)†(b)    7.20%(5 Yr Swap rate + 5.03%) #  3/16/2027     1,100    1,160,775 
American Express Credit Corp.   3.30%  5/3/2027     1,891    1,910,382 
ANZ New Zealand Int’l Ltd. (United Kingdom)†(b)    2.125%  7/28/2021     1,510    1,486,696 
Associated Banc-Corp.   4.25%  1/15/2025     1,000    1,028,542 
Astoria Financial Corp.   3.50%  6/8/2020     1,393    1,407,333 
Australia & New Zealand Banking Group Ltd. (United Kingdom)†(b)    6.75%(USD Swap + 5.17%) #  (h)    1,415    1,602,488 
Banco Bilbao Vizcaya Argentaria SA (Spain)(b)    9.00%(5 Yr Swap rate + 8.26%) #  (h)    1,400    1,451,450 
Banco de Bogota SA (Colombia)†(b)    4.375%  8/3/2027     900    911,875 
Banco de Bogota SA (Colombia)†(b)    6.25%  5/12/2026     1,000    1,093,000 
Banco de Galicia y Buenos Aires SA (Argentina)†(b)    8.25%(5 Yr Treasury Note CMT + 7.16%) #  7/19/2026     1,000    1,120,740 
Banco do Brasil SA    6.25%(10 Yr Treasury Note CMT + 4.40%) #  (h)    1,983    1,777,264 
Banco General SA (Panama)†(b)    4.125%  8/7/2027     2,275    2,278,526 
Banco Mercantil del Norte SA (Mexico)    7.625%(10 Yr Treasury Note CMT + 5.35%) #  (h)    1,077    1,177,700 
Banistmo SA (Panama)†(b)    3.65%  9/19/2022     1,390    1,394,865 
Bank of America Corp.   4.00%  1/22/2025     1,700    1,760,216 
Bank of America Corp.   4.45%  3/3/2026     2,201    2,326,681 
BankUnited, Inc.   4.875%  11/17/2025     2,525    2,633,477 
Barclays Bank plc (United Kingdom)(b)    7.625%  11/21/2022     1,011    1,163,282 
BNP Paribas SA (France)†(b)    6.75%(5 Yr Swap rate + 4.92%) #  (h)    1,817    1,946,461 
Citigroup, Inc.   4.45%  9/29/2027     1,473    1,559,594 
Citizens Financial Group, Inc.   4.35%  8/1/2025     831    863,240 
Comerica, Inc.   3.80%  7/22/2026     1,258    1,276,056 
Commonwealth Bank of Australia (Australia)†(b)    4.50%  12/9/2025     973    1,019,368 
Compass Bank   3.875%  4/10/2025     2,100    2,098,260 
Credit Suisse Group AG (Switzerland)†(b)    7.50%(5 Yr Swap rate + 4.60%) #  (h)    1,075    1,217,630 
Fifth Third Bancorp   8.25%  3/1/2038     1,708    2,603,376 
Finansbank AS (Turkey)†(b)    4.875%  5/19/2022     1,380    1,380,037 
First Republic Bank   4.625%  2/13/2047     1,161    1,201,625 
Goldman Sachs Group, Inc. (The)   3.50%  11/16/2026     1,520    1,525,597 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037     2,100    2,774,333 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Banking (continued)                    
                     
Home BancShares, Inc.   5.625%(3 Mo. LIBOR + 3.58%) #  4/15/2027    $2,396   $2,513,404 
HSBC Holdings plc (United Kingdom)(b)    4.25%  8/18/2025     3,671    3,822,189 
Intesa Sanpaolo SpA (Italy)†(b)    5.71%  1/15/2026     3,212    3,389,416 
Intesa Sanpaolo SpA (Italy)†(b)    7.70%(5 Yr Swap rate + 5.46%) #  (h)    2,717    2,849,454 
JPMorgan Chase & Co.   3.54%(3 Mo. LIBOR + 1.38%) #  5/1/2028     1,306    1,318,925 
JPMorgan Chase & Co.   3.90%  7/15/2025     1,150    1,211,724 
JPMorgan Chase & Co.   6.75%(3 Mo. LIBOR + 3.78%) #  (h)    1,688    1,932,861 
Lloyds Banking Group plc (United Kingdom)(b)    7.50%(5 Yr Swap rate + 4.76%) #  (h)    1,519    1,706,976 
Macquarie Bank Ltd. (United Kingdom)†(b)    6.125%(5 Yr Swap rate + 3.70%) #  (h)    1,794    1,860,737 
Macquarie Group Ltd. (Australia)†(b)    6.00%  1/14/2020     725    783,480 
Manufacturers & Traders Trust Co.   3.40%  8/17/2027     526    527,620 
Morgan Stanley   3.125%  7/27/2026     2,144    2,104,525 
Morgan Stanley   3.625%  1/20/2027     1,801    1,828,209 
Morgan Stanley   4.00%  7/23/2025     937    988,484 
National Savings Bank (Sri Lanka)†(b)    5.15%  9/10/2019     950    970,235 
People’s United Bank NA   4.00%  7/15/2024     1,100    1,126,789 
Popular, Inc.   7.00%  7/1/2019     2,125    2,194,063 
Royal Bank of Scotland Group plc (United Kingdom)(b)    5.125%  5/28/2024     584    622,046 
Royal Bank of Scotland Group plc (United Kingdom)(b)    6.10%  6/10/2023     1,517    1,683,074 
Royal Bank of Scotland Group plc (United Kingdom)(b)    6.125%  12/15/2022     506    558,210 
Royal Bank of Scotland Group plc (United Kingdom)(b)    7.50%(5 Yr Swap rate + 5.80%) #  (h)    2,235    2,346,191 
Royal Bank of Scotland Group plc (United Kingdom)(b)    8.625%(5 Yr Swap rate + 7.60%) #  (h)    1,571    1,745,774 
Standard Chartered plc (United Kingdom)†(b)    7.50%(5 Yr Swap rate + 6.30%) #  (h)    1,375    1,471,250 
SVB Financial Group   3.50%  1/29/2025     999    1,001,971 
Toronto-Dominion Bank (The) (Canada)(b)    3.625%(5 Yr Swap rate + 2.21%) #  9/15/2031     750    747,586 
Turkiye Garanti Bankasi AS (Turkey)†(b)    5.25%  9/13/2022     2,200    2,261,490 
Turkiye Garanti Bankasi AS (Turkey)†(b)    6.125%(5 Yr Swap rate + 4.22%) #  5/24/2027     1,700    1,706,497 
UBS AG   7.625%  8/17/2022     606    715,838 
UBS Group AG (Switzerland)(b)    7.00%(5 Yr Swap rate + 4.87%) #  (h)    1,000    1,125,050 
UniCredit SpA (Italy)(b)    6.375%(5 Yr Swap rate + 5.51%) #  5/2/2023     1,149    1,175,530 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Banking (continued)                    
                     
Washington Mutual Bank(i)    6.875%  6/15/2011    $1,250   $125(j)
Wells Fargo & Co.   4.90%  11/17/2045     1,759    1,965,609 
Zenith Bank plc (Nigeria)†(b)    7.375%  5/30/2022     900    932,071 
Total                  101,103,869 
                     
Beverages 0.80%                    
                     
Anheuser-Busch InBev Finance, Inc.   3.65%  2/1/2026     3,253    3,369,884 
Bacardi Ltd.    2.75%  7/15/2026     1,149    1,101,686 
Brown-Forman Corp.   4.50%  7/15/2045     1,572    1,695,867 
Dr. Pepper Snapple Group, Inc.   2.55%  9/15/2026     879    829,953 
PepsiCo, Inc.   3.60%  3/1/2024     1,653    1,746,988 
PepsiCo, Inc.   4.25%  10/22/2044     419    448,754 
Total                  9,193,132 
                     
Brokerage 0.10%                    
                     
E*TRADE Financial Corp.   3.80%  8/24/2027     1,167    1,182,860 
                     
Building & Construction 1.38%                    
                     
Ashton Woods USA LLC/Ashton Woods Finance Co.    6.75%  8/1/2025     1,087    1,081,565 
Ashton Woods USA LLC/Ashton Woods Finance Co.    6.875%  2/15/2021     1,023    1,048,575 
Beazer Homes USA, Inc.   6.75%  3/15/2025     705    745,961 
Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp. (Canada)†(b)    6.125%  7/1/2022     947    994,350 
ITR Concession Co. LLC    5.183%  7/15/2035     785    834,254 
K Hovnanian Enterprises, Inc.    10.00%  7/15/2022     1,305    1,357,200 
Lennar Corp.   4.75%  11/15/2022     1,754    1,861,432 
Lennar Corp.   4.75%  5/30/2025     830    870,463 
PulteGroup, Inc.   5.00%  1/15/2027     1,959    2,044,706 
PulteGroup, Inc.   6.375%  5/15/2033     2,250    2,452,500 
Toll Brothers Finance Corp.   5.625%  1/15/2024     1,000    1,098,750 
William Lyon Homes, Inc.   5.875%  1/31/2025     1,500    1,541,250 
Total                  15,931,006 
                     
Building Materials 1.24%                    
                     
Builders FirstSource, Inc.    5.625%  9/1/2024     752    798,060 
Builders FirstSource, Inc.    10.75%  8/15/2023     1,075    1,230,875 
FBM Finance, Inc.    8.25%  8/15/2021     1,003    1,078,225 
Hillman Group, Inc. (The)    6.375%  7/15/2022     1,311    1,311,000 
Lennox International, Inc.   3.00%  11/15/2023     1,081    1,083,779 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Building Materials (continued)                    
                     
Martin Marietta Materials, Inc.   4.25%  7/2/2024    $1,146   $1,217,343 
Masonite International Corp.    5.625%  3/15/2023     1,068    1,123,055 
Owens Corning   4.30%  7/15/2047     1,763    1,687,610 
Standard Industries, Inc.    5.375%  11/15/2024     1,149    1,226,902 
Standard Industries, Inc.    6.00%  10/15/2025     1,786    1,957,385 
U.S. Concrete, Inc.   6.375%  6/1/2024     552    597,540 
Voto-Votorantim Overseas Trading Operations IV Ltd.    7.75%  6/24/2020     851    940,355 
Total                  14,252,129 
                     
Cable & Satellite Television 3.64%                    
                     
Altice Financing SA (Luxembourg)†(b)    6.625%  2/15/2023     1,600    1,700,000 
Altice Financing SA (Luxembourg)†(b)    7.50%  5/15/2026     2,384    2,628,360 
Cablevision SA (Argentina)†(b)    6.50%  6/15/2021     1,020    1,091,135 
Cablevision Systems Corp.   5.875%  9/15/2022     2,250    2,334,375 
CCO Holdings LLC/CCO Holdings Capital Corp.    5.125%  5/1/2023     702    732,713 
CCO Holdings LLC/CCO Holdings Capital Corp.    5.125%  5/1/2027     3,250    3,302,812 
CCO Holdings LLC/CCO Holdings Capital Corp.    5.75%  2/15/2026     1,575    1,657,688 
CCO Holdings LLC/CCO Holdings Capital Corp.    5.875%  4/1/2024     1,785    1,898,794 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.384%  10/23/2035     2,201    2,580,436 
CSC Holdings LLC    10.125%  1/15/2023     925    1,069,531 
CSC Holdings LLC    10.875%  10/15/2025     3,647    4,517,721 
DISH DBS Corp.   7.75%  7/1/2026     6,513    7,489,950 
Mediacom Broadband LLC/Mediacom Broadband Corp.   6.375%  4/1/2023     2,269    2,371,105 
SFR Group SA (France)†(b)    6.25%  5/15/2024     791    838,262 
SFR Group SA (France)†(b)    7.375%  5/1/2026     1,019    1,101,794 
Unitymedia GmbH (Germany)†(b)    6.125%  1/15/2025     449    480,991 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(b)    5.00%  1/15/2025     584    616,850 
UPCB Finance IV Ltd.    5.375%  1/15/2025     1,929    2,015,805 
Virgin Media Finance plc (United Kingdom)†(b)    6.00%  10/15/2024     997    1,051,835 
VTR Finance BV (Netherlands)†(b)    6.875%  1/15/2024     1,275    1,351,500 
Ziggo Secured Finance BV (Netherlands)†(b)    5.50%  1/15/2027     1,122    1,152,507 
Total                  41,984,164 
                     
Chemicals 1.37%                    
                     
Albemarle Corp.   5.45%  12/1/2044     1,524    1,772,947 
CF Industries, Inc.    4.50%  12/1/2026     1,640    1,718,472 
Chemours Co. (The)   5.375%  5/15/2027     647    674,498 
Chemours Co. (The)   7.00%  5/15/2025     1,705    1,896,812 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                    
                     
GCP Applied Technologies, Inc.    9.50%  2/1/2023    $459   $519,818 
Halcyon Agri Corp. Ltd. (Singapore)(b)    4.50%#(n)  (h)    758    750,337 
Kraton Polymers LLC/Kraton Polymers Capital Corp.    10.50%  4/15/2023     1,025    1,176,188 
Olin Corp.   5.125%  9/15/2027    1,992   2,086,620 
Sociedad Quimica y Minera de Chile SA (Chile)†(b)    4.375%  1/28/2025     1,092    1,134,315 
TPC Group, Inc.    8.75%  12/15/2020     1,133    1,104,675 
Tronox Finance LLC    7.50%  3/15/2022     1,772    1,876,105 
Westlake Chemical Corp.   3.60%  8/15/2026     1,108    1,108,217 
Total                  15,819,004 
                     
Consumer/Commercial/Lease Financing 1.03%                    
                     
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021     1,788    1,829,348 
Navient Corp.   5.00%  10/26/2020     964    994,125 
Navient Corp.   6.125%  3/25/2024     2,407    2,493,652 
Navient Corp.   6.625%  7/26/2021     3,011    3,229,297 
Navient Corp.   6.75%  6/25/2025     2,669    2,782,432 
TMX Finance LLC/TitleMax Finance Corp.    8.50%  9/15/2018     616    572,880 
Total                  11,901,734 
                     
Discount Stores 0.59%                    
                     
Amazon.com, Inc.    4.25%  8/22/2057     2,075    2,137,877 
Amazon.com, Inc.   4.80%  12/5/2034     4,062    4,612,677 
Total                  6,750,554 
                     
Diversified Capital Goods 0.84%                    
                     
BCD Acquisition, Inc.    9.625%  9/15/2023     1,074    1,188,112 
General Cable Corp.   5.75%  10/1/2022     1,152    1,162,829 
Griffon Corp.   5.25%  3/1/2022     1,163    1,180,445 
Siemens Financieringsmaatschappij NV (Netherlands)†(b)    3.25%  5/27/2025     1,235    1,257,093 
SPX FLOW, Inc.    5.625%  8/15/2024     873    918,832 
SPX FLOW, Inc.    5.875%  8/15/2026     1,253    1,328,180 
Valmont Industries, Inc.   5.25%  10/1/2054     2,656    2,611,220 
Total                  9,646,711 
                     
Electric: Distribution/Transportation 0.20%                    
                     
Oklahoma Gas & Electric Co.   4.15%  4/1/2047     960    1,018,530 
Pennsylvania Electric Co.    3.25%  3/15/2028     1,334    1,319,387 
Total                  2,337,917 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Electric: Generation 0.93%                    
                     
Acwa Power Management & Investments One Ltd. (United Arab Emirates)†(b)    5.95%  12/15/2039    $1,386   $1,431,311 
Calpine Corp.   5.75%  1/15/2025     1,237    1,173,604 
Dynegy, Inc.   7.625%  11/1/2024     2,290    2,384,463 
Dynegy, Inc.    8.125%  1/30/2026     1,517    1,564,406 
Minejesa Capital BV (Netherlands)†(b)    4.625%  8/10/2030     2,170    2,215,553 
NSG Holdings LLC/NSG Holdings, Inc.    7.75%  12/15/2025     1,814    1,972,600 
Total                  10,741,937 
                     
Electric: Integrated 1.74%                    
                     
Arizona Public Service Co.   2.95%  9/15/2027     1,333    1,321,212 
Black Hills Corp.   3.95%  1/15/2026     803    834,977 
El Paso Electric Co.   5.00%  12/1/2044     1,953    2,149,634 
Emera, Inc. (Canada)(b)    6.75%(3 Mo. LIBOR + 5.44%) #  6/15/2076     916    1,046,530 
Enel Finance International NV (Netherlands)†(b)    3.625%  5/25/2027     2,137    2,144,745 
Entergy Arkansas, Inc.   4.95%  12/15/2044     1,909    1,984,270 
Entergy Mississippi, Inc.   2.85%  6/1/2028     625    603,655 
Eskom Holdings SOC Ltd. (South Africa)†(b)    5.75%  1/26/2021     1,136    1,155,736 
Indianapolis Power & Light Co.    4.05%  5/1/2046     2,203    2,196,784 
Louisville Gas & Electric Co.   4.375%  10/1/2045     1,017    1,103,610 
Monongahela Power Co.    3.55%  5/15/2027     942    957,646 
National Fuel Gas Co.   3.95%  9/15/2027     1,975    1,955,146 
Puget Sound Energy, Inc.   7.02%  12/1/2027     314    408,220 
Rochester Gas & Electric Corp.    3.10%  6/1/2027     1,113    1,113,180 
Southern California Edison Co.   3.90%  3/15/2043     1,000    1,027,712 
Total                  20,003,057 
                     
Electronics 1.40%                    
                     
Applied Materials, Inc.   4.35%  4/1/2047     2,370    2,541,007 
Broadcom Corp./Broadcom Cayman Finance Ltd.    3.875%  1/15/2027     1,660    1,712,220 
Nokia OYJ (Finland)(b)    4.375%  6/12/2027     928    957,000 
NVIDIA Corp.   3.20%  9/16/2026     2,872    2,861,400 
Qorvo, Inc.   7.00%  12/1/2025     2,879    3,296,455 
Trimble, Inc.   4.75%  12/1/2024     3,132    3,369,312 
Xilinx, Inc.   2.95%  6/1/2024     1,345    1,347,172 
Total                  16,084,566 
                     
Energy: Exploration & Production 5.30%                    
                     
Alta Mesa Holdings LP/Alta Mesa Finance Services Corp.    7.875%  12/15/2024     1,563    1,695,855 
Bill Barrett Corp.   7.00%  10/15/2022     1,087    1,048,955 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                    
                     
Bill Barrett Corp.   8.75%  6/15/2025    $181   $174,665 
Carrizo Oil & Gas, Inc.   6.25%  4/15/2023     1,916    1,954,320 
Concho Resources, Inc.   4.875%  10/1/2047     2,658    2,776,919 
CONSOL Energy, Inc.   5.875%  4/15/2022     1,065    1,080,975 
CONSOL Energy, Inc.   8.00%  4/1/2023     1,091    1,164,708 
Continental Resources, Inc.   3.80%  6/1/2024     3,564    3,457,080 
Continental Resources, Inc.   4.50%  4/15/2023     4,919    4,943,595 
CrownRock LP/CrownRock Finance, Inc.    7.125%  4/15/2021     2,840    2,935,850 
Denbury Resources, Inc.   5.50%  5/1/2022     407    235,043 
Eclipse Resources Corp.   8.875%  7/15/2023     1,322    1,351,745 
EP Energy LLC/Everest Acquisition Finance, Inc.    8.00%  11/29/2024     1,138    1,155,070 
EP Energy LLC/Everest Acquisition Finance, Inc.    8.00%  2/15/2025     964    755,535 
Gulfport Energy Corp.   6.00%  10/15/2024     259    262,238 
Gulfport Energy Corp.   6.375%  5/15/2025     327    332,314 
Halcon Resources Corp.    6.75%  2/15/2025     1,097    1,140,880 
Hilcorp Energy I LP/Hilcorp Finance Co.    5.00%  12/1/2024     2,903    2,859,455 
Jonah Energy LLC/Jonah Energy Finance Corp.†(k)    7.25%  10/15/2025     1,853    1,869,214 
Kosmos Energy Ltd.    7.875%  8/1/2021     1,175    1,222,000 
MEG Energy Corp. (Canada)†(b)    6.375%  1/30/2023     1,661    1,457,527 
MEG Energy Corp. (Canada)†(b)    6.50%  1/15/2025     1,354    1,323,535 
MEG Energy Corp. (Canada)†(b)    7.00%  3/31/2024     3,196    2,756,550 
Murphy Oil Corp.   6.875%  8/15/2024     517    552,539 
Newfield Exploration Co.   5.625%  7/1/2024     1,649    1,776,797 
Oasis Petroleum, Inc.   6.875%  3/15/2022     1,100    1,124,750 
PDC Energy, Inc.   7.75%  10/15/2022     1,550    1,614,906 
PT Saka Energi Indonesia (Indonesia)†(b)    4.45%  5/5/2024     948    962,500 
Range Resources Corp.   4.875%  5/15/2025     2,379    2,355,210 
Range Resources Corp.    5.875%  7/1/2022     1,056    1,095,600 
Sanchez Energy Corp.   6.125%  1/15/2023     1,658    1,434,170 
Sanchez Energy Corp.   7.75%  6/15/2021     906    862,965 
Seven Generations Energy Ltd. (Canada)†(b)    6.875%  6/30/2023     2,070    2,204,550 
SM Energy Co.   6.50%  1/1/2023     1,867    1,890,337 
Southwestern Energy Co.   7.75%  10/1/2027     1,714    1,780,417 
Texaco Capital, Inc.   8.625%  11/15/2031     1,223    1,842,626 
Ultra Resources, Inc.    6.875%  4/15/2022     481    491,221 
Ultra Resources, Inc.    7.125%  4/15/2025     448    453,040 
WPX Energy, Inc.   6.00%  1/15/2022     1,242    1,290,128 
YPF SA (Argentina)†(b)    6.95%  7/21/2027     1,361    1,446,063 
Total                  61,131,847 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Food & Drug Retailers 0.44%                    
                     
Ingles Markets, Inc.   5.75%  6/15/2023    $1,076   $1,057,170 
New Albertson’s, Inc.   7.75%  6/15/2026     1,047    863,775 
SMU SA (Chile)†(b)    7.75%  2/8/2020     900    929,583 
Whole Foods Market, Inc.   5.20%  12/3/2025     1,950    2,241,801 
Total                  5,092,329 
                     
Food: Wholesale 1.05%                    
                     
Arcor SAIC (Argentina)†(b)    6.00%  7/6/2023     1,297    1,391,032 
Chobani LLC/Chobani Finance Corp., Inc.    7.50%  4/15/2025     1,312    1,435,000 
Cosan Luxembourg SA (Luxembourg)†(b)    7.00%  1/20/2027     1,664    1,808,768 
Kernel Holding SA (Ukraine)†(b)    8.75%  1/31/2022     1,185    1,303,405 
Lamb Weston Holdings, Inc.    4.625%  11/1/2024     1,299    1,360,703 
McCormick & Co., Inc.   4.20%  8/15/2047     613    630,656 
MHP SE (Ukraine)†(b)    7.75%  5/10/2024     1,597    1,723,882 
Pilgrim’s Pride Corp.    5.875%  9/30/2027     1,148    1,179,570 
Post Holdings, Inc.    5.75%  3/1/2027     1,235    1,278,225 
Total                  12,111,241 
                     
Foreign Sovereign 0.09%                    
                     
Instituto Costarricense de Electricidad (Costa Rica)†(b)    6.375%  5/15/2043     1,047    983,070 
                     
Forestry/Paper 0.49%                    
                     
Klabin Finance SA (Luxembourg)†(b)    4.875%  9/19/2027     1,103    1,097,375 
Norbord, Inc. (Canada)†(b)    6.25%  4/15/2023     1,991    2,190,100 
Rayonier AM Products, Inc.    5.50%  6/1/2024     1,145    1,114,944 
Rayonier, Inc.   3.75%  4/1/2022     1,262    1,280,029 
Total                  5,682,448 
                     
Gaming 1.44%                    
                     
Caesars Entertainment Operating Co., Inc. (i)   10.00%  12/15/2018     1,945    1,990,560 
Eldorado Resorts, Inc.   6.00%  4/1/2025     552    582,470 
GLP Capital LP/GLP Financing II, Inc.   5.375%  4/15/2026     704    770,000 
International Game Technology plc    6.50%  2/15/2025     593    669,349 
Jacobs Entertainment, Inc.    7.875%  2/1/2024     1,033    1,115,640 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024     544    592,188 
MGM Resorts International   6.00%  3/15/2023     3,631    4,012,255 
MGM Resorts International   7.75%  3/15/2022     416    486,720 
Mohegan Gaming & Entertainment    7.875%  10/15/2024     2,065    2,214,712 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Gaming (continued)                    
                     
Penn National Gaming, Inc.    5.625%  1/15/2027    $1,226   $1,275,040 
River Rock Entertainment Authority(i)    9.00%  11/1/2018     431    114,215 
Scientific Games International, Inc.   10.00%  12/1/2022     1,460    1,622,425 
Station Casinos LLC    5.00%  10/1/2025     1,110    1,115,439 
Total                  16,561,013 
                     
Gas Distribution 1.78%                    
                     
Andeavor Logistics LP/Tesoro Logistics Finance Corp.   6.25%  10/15/2022     1,068    1,141,425 
Andeavor Logistics LP/Tesoro Logistics Finance Corp.   6.375%  5/1/2024     282    307,380 
Blue Racer Midstream LLC/Blue Racer Finance Corp.    6.125%  11/15/2022     1,057    1,101,923 
Cheniere Corpus Christi Holdings LLC    5.125%  6/30/2027     852    881,820 
Cheniere Corpus Christi Holdings LLC   5.875%  3/31/2025     1,059    1,143,720 
Cheniere Corpus Christi Holdings LLC   7.00%  6/30/2024     1,017    1,160,651 
Dominion Gas Holdings LLC   3.60%  12/15/2024     1,175    1,204,052 
Energy Transfer Equity LP   5.50%  6/1/2027     1,097    1,160,077 
Energy Transfer Equity LP   5.875%  1/15/2024     1,263    1,362,461 
Florida Gas Transmission Co. LLC    4.35%  7/15/2025     1,895    2,016,633 
IFM US Colonial Pipeline 2 LLC    6.45%  5/1/2021     1,400    1,512,693 
LBC Tank Terminals Holding Netherlands BV (Belgium)†(b)    6.875%  5/15/2023     1,419    1,497,045 
NGPL PipeCo LLC    4.375%  8/15/2022     104    108,160 
NGPL PipeCo LLC    4.875%  8/15/2027     453    475,809 
Rockies Express Pipeline LLC    5.625%  4/15/2020     1,600    1,690,000 
Rockies Express Pipeline LLC    6.875%  4/15/2040     1,360    1,516,400 
Southern Star Central Corp.    5.125%  7/15/2022     1,145    1,186,506 
Williams Cos., Inc. (The)   3.70%  1/15/2023     543    543,000 
Williams Cos., Inc. (The)   4.55%  6/24/2024     457    475,280 
Total                  20,485,035 
                     
Health Facilities 2.96%                    
                     
Acadia Healthcare Co., Inc.   6.50%  3/1/2024     1,020    1,100,325 
Ascension Health   3.945%  11/15/2046     1,017    1,039,099 
CHS/Community Health Systems, Inc.   6.25%  3/31/2023     1,770    1,754,513 
CHS/Community Health Systems, Inc.   8.00%  11/15/2019     1,128    1,102,620 
Dignity Health   3.812%  11/1/2024     675    697,453 
Dignity Health   4.50%  11/1/2042     326    311,309 
Dignity Health   5.267%  11/1/2064     1,001    1,047,279 
HCA, Inc.   5.25%  4/15/2025     1,612    1,747,005 
HCA, Inc.   5.25%  6/15/2026     763    824,040 
HCA, Inc.   5.50%  6/15/2047     1,816    1,886,370 
HCA, Inc.   5.875%  3/15/2022     1,715    1,903,650 
HCA, Inc.   7.05%  12/1/2027     390    441,675 
HCA, Inc.   7.50%  2/15/2022     2,467    2,836,285 
HCA, Inc.   7.58%  9/15/2025     552    640,320 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Health Facilities (continued)                    
                     
HCA, Inc.   7.69%  6/15/2025    $1,240   $1,447,700 
HCA, Inc.   8.36%  4/15/2024     261    314,505 
Kindred Healthcare, Inc.   8.75%  1/15/2023     1,190    1,115,506 
Memorial Sloan-Kettering Cancer Center   4.20%  7/1/2055     2,978    3,124,941 
New York & Presbyterian Hospital (The)   4.063%  8/1/2056     1,770    1,799,368 
Northwell Healthcare, Inc.   3.979%  11/1/2046     2,486    2,356,908 
NYU Hospitals Center   4.368%  7/1/2047     1,191    1,261,969 
RegionalCare Hospital Partners Holdings, Inc.    8.25%  5/1/2023     1,034    1,092,163 
RWJ Barnabas Health, Inc.   3.949%  7/1/2046     994    991,606 
Tenet Healthcare Corp.   8.125%  4/1/2022     3,244    3,308,880 
Total                  34,145,489 
                     
Health Services 0.69%                    
                     
ASP AMC Merger Sub, Inc.    8.00%  5/15/2025     1,405    1,359,338 
Eagle Holding Co. II LLC PIK 8.375%    7.625%  5/15/2022     675    702,000 
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.    7.50%  10/1/2024     596    664,540 
Jaguar Holding Co. II/Pharmaceutical Product Development LLC    6.375%  8/1/2023     1,225    1,284,719 
Sterigenics-Nordion Holdings LLC    6.50%  5/15/2023     1,483    1,546,027 
Team Health Holdings, Inc.    6.375%  2/1/2025     1,148    1,090,600 
West Street Merger Sub, Inc.    6.375%  9/1/2025     1,351    1,351,000 
Total                  7,998,224 
                     
Hotels 0.28%                    
                     
ESH Hospitality, Inc.    5.25%  5/1/2025     1,095    1,134,693 
Hilton Domestic Operating Co., Inc.   4.25%  9/1/2024     1,254    1,282,215 
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.    6.125%  12/1/2024     731    804,283 
Total                  3,221,191 
                     
Insurance Brokerage 0.23%                    
                     
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer    8.25%  8/1/2023     1,639    1,736,996 
AssuredPartners, Inc.    7.00%  8/15/2025     933    957,491 
Total                  2,694,487 
                     
Insurance-Reinsurance 0.41%                    
                     
Berkshire Hathaway, Inc.   2.75%  3/15/2023     907    921,116 
Berkshire Hathaway, Inc.   3.125%  3/15/2026     907    917,926 
Validus Holdings Ltd.   8.875%  1/26/2040     1,975    2,864,157 
Total                  4,703,199 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Integrated Energy 1.41%                    
                     
Cenovus Energy, Inc. (Canada)†(b)    5.40%  6/15/2047    $453   $455,685 
Cenovus Energy, Inc. (Canada)(b)    6.75%  11/15/2039     2,678    3,090,889 
Exxon Mobil Corp.   3.043%  3/1/2026     2,101    2,142,643 
Hess Corp.   4.30%  4/1/2027     1,836    1,830,293 
Petrobras Global Finance BV (Netherlands)(b)    5.625%  5/20/2043     2,500    2,237,500 
Petrobras Global Finance BV (Netherlands)(b)    7.375%  1/17/2027     1,200    1,323,600 
Petroleos Mexicanos (Mexico)(b)    5.50%  6/27/2044     1,881    1,758,735 
Shell International Finance BV (Netherlands)(b)    6.375%  12/15/2038     2,473    3,357,455 
Total                  16,196,800 
                     
Investments & Miscellaneous Financial Services 1.69%
                     
CBOE Holdings, Inc.   3.65%  1/12/2027     874    896,307 
CRC Escrow Issuer LLC/CRC Finco, Inc.†(k)    5.25%  10/15/2025     2,286    2,286,000 
FMR LLC    5.35%  11/15/2021     800    876,855 
GrupoSura Finance SA    5.50%  4/29/2026     1,015    1,110,156 
Moody’s Corp.    3.25%  1/15/2028     2,326    2,314,241 
MSCI, Inc.    5.75%  8/15/2025     1,338    1,466,783 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.    4.50%  3/15/2027     1,938    2,044,047 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.    4.875%  4/15/2045     1,197    1,160,305 
Northwestern Mutual Life Insurance Co. (The)    3.85%  9/30/2047     2,206    2,185,374 
OM Asset Management plc (United Kingdom)(b)    4.80%  7/27/2026     1,571    1,624,181 
S&P Global, Inc.   6.55%  11/15/2037     1,391    1,800,904 
Unifin Financiera SAB de CV SOFOM ENR (Mexico)†(b)    7.25%  9/27/2023     1,100    1,146,750 
VFH Parent LLC/Orchestra Co-Issuer, Inc.    6.75%  6/15/2022     550    574,063 
Total                  19,485,966 
                     
Life Insurance 0.55%                    
                     
Lincoln National Corp.   3.625%  12/12/2026     1,176    1,196,165 
Nuveen Finance LLC    4.125%  11/1/2024     1,453    1,531,605 
Teachers Insurance & Annuity Association of America    4.27%  5/15/2047     1,889    1,956,008 
Teachers Insurance & Annuity Association of America    4.90%  9/15/2044     1,424    1,611,097 
Total                  6,294,875 
                     
Machinery 0.09%                    
                     
Xylem, Inc.   3.25%  11/1/2026     1,004    1,004,141 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Managed Care 0.74%                    
                     
Centene Corp.   6.125%  2/15/2024    $2,044   $2,215,185 
Kaiser Foundation Hospitals   4.15%  5/1/2047     2,048    2,198,284 
MPH Acquisition Holdings LLC    7.125%  6/1/2024     1,034    1,114,135 
WellCare Health Plans, Inc.   5.25%  4/1/2025     2,829    2,984,595 
Total                  8,512,199 
                     
Media: Content 1.14%                    
                     
Activision Blizzard, Inc.   3.40%  9/15/2026     1,101    1,115,522 
AMC Networks, Inc.   4.75%  8/1/2025     1,137    1,151,213 
iHeartCommunications, Inc.   9.00%  3/1/2021     3,492    2,498,962 
Netflix, Inc.    4.375%  11/15/2026     1,705    1,715,128 
Netflix, Inc.   5.50%  2/15/2022     636    696,420 
Netflix, Inc.   5.875%  2/15/2025     1,661    1,820,871 
Sirius XM Radio, Inc.    5.00%  8/1/2027     1,792    1,836,800 
Sirius XM Radio, Inc.    6.00%  7/15/2024     1,075    1,159,656 
Univision Communications, Inc.    5.125%  2/15/2025     1,134    1,146,758 
Total                  13,141,330 
                     
Medical Products 1.10%                    
                     
Boston Scientific Corp.   7.00%  11/15/2035     2,396    3,068,833 
Edwards Lifesciences Corp.   2.875%  10/15/2018     552    557,986 
Fresenius Medical Care US Finance II, Inc.    4.75%  10/15/2024     2,900    3,143,216 
Medtronic, Inc.   4.375%  3/15/2035     1,779    1,961,075 
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA    6.625%  5/15/2022     2,325    2,290,125 
Stryker Corp.   3.50%  3/15/2026     1,607    1,652,348 
Total                  12,673,583 
                     
Metals/Mining (Excluding Steel) 4.40%                    
                     
Alcoa Nederland Holding BV (Netherlands)†(b)    6.75%  9/30/2024     2,477    2,755,662 
Aleris International, Inc.    9.50%  4/1/2021     1,684    1,801,880 
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp.    7.50%  5/1/2025     1,363    1,419,224 
Anglo American Capital plc (United Kingdom)†(b)    4.00%  9/11/2027     1,321    1,307,135 
Anglo American Capital plc (United Kingdom)†(b)    4.75%  4/10/2027     2,386    2,493,183 
Anglo American Capital plc (United Kingdom)†(b)    4.875%  5/14/2025     660    700,369 
Cleveland-Cliffs, Inc.    5.75%  3/1/2025     2,458    2,368,897 
Corp. Nacional del Cobre de Chile (Chile)†(b)    4.50%  8/1/2047     910    928,300 
First Quantum Minerals Ltd. (Canada)†(b)    7.25%  4/1/2023     1,150    1,187,375 
Freeport-McMoRan, Inc.   3.55%  3/1/2022     4,670    4,610,177 
Freeport-McMoRan, Inc.   3.875%  3/15/2023     4,941    4,891,590 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) (continued)                    
                     
Glencore Funding LLC    4.00%  3/27/2027    $1,958   $1,972,821 
Grinding Media, Inc./Moly-Cop AltaSteel Ltd.    7.375%  12/15/2023     686    746,025 
Hudbay Minerals, Inc. (Canada)†(b)    7.25%  1/15/2023     1,039    1,111,730 
Hudbay Minerals, Inc. (Canada)†(b)    7.625%  1/15/2025     766    833,040 
Imperial Metals Corp. (Canada)†(b)    7.00%  3/15/2019     1,037    946,263 
Indo Energy Finance II BV (Netherlands)†(b)    6.375%  1/24/2023     1,408    1,434,341 
Kinross Gold Corp. (Canada)(b)    5.125%  9/1/2021     1,825    1,966,438 
Kinross Gold Corp. (Canada)(b)    5.95%  3/15/2024     1,322    1,474,030 
Lundin Mining Corp. (Canada)†(b)    7.875%  11/1/2022     1,464    1,599,420 
Mirabela Nickel Ltd. (Australia)(b)(i)    1.00%  9/10/2044     15    2(j)
New Gold, Inc. (Canada)†(b)    6.25%  11/15/2022     689    717,421 
New Gold, Inc. (Canada)†(b)    6.375%  5/15/2025     464    491,840 
Novelis Corp.    5.875%  9/30/2026     1,000    1,017,500 
Novelis Corp.    6.25%  8/15/2024     974    1,018,025 
Peabody Energy Corp.    6.00%  3/31/2022     1,099    1,138,839 
Peabody Energy Corp.    6.375%  3/31/2025     2,093    2,158,406 
Peabody Energy Corp.(i)    10.00%  3/15/2022     1,310    131(j)
Rain CII Carbon LLC/CII Carbon Corp.    7.25%  4/1/2025     2,127    2,249,302 
Rain CII Carbon LLC/CII Carbon Corp.†(a)    8.50%  1/15/2021    EUR 475    587,803 
Samarco Mineracao SA (Brazil)†(b)(i)    4.125%  11/1/2022    $1,820    1,110,200 
Teck Resources Ltd. (Canada)†(b)    8.50%  6/1/2024     1,169    1,344,350 
Vedanta Resources plc (India)†(b)    6.125%  8/9/2024     2,272    2,309,933 
Total                  50,691,652 
                     
Monoline Insurance 0.15%                    
                     
Fidelity National Financial, Inc.   5.50%  9/1/2022     406    445,465 
MGIC Investment Corp.   5.75%  8/15/2023     1,204    1,327,410 
Total                  1,772,875 
                     
Multi-Line Insurance 0.15%                    
                     
American International Group, Inc.   4.70%  7/10/2035     1,576    1,696,158 
                     
Non-Electric Utilities 0.12%                    
                     
Brooklyn Union Gas Co. (The)    3.407%  3/10/2026     1,368    1,406,409 
                     
Oil Field Equipment & Services 1.07%                    
                     
Ensco plc (United Kingdom)(b)    4.50%  10/1/2024     682    569,470 
Ensco plc (United Kingdom)(b)    5.20%  3/15/2025     374    316,030 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Oil Field Equipment & Services (continued)                    
                     
Forum Energy Technologies, Inc.   6.25%  10/1/2021    $1,300   $1,309,750 
National Oilwell Varco, Inc.   3.95%  12/1/2042     102    86,654 
Precision Drilling Corp. (Canada)(b)    5.25%  11/15/2024     1,804    1,668,700 
Precision Drilling Corp. (Canada)(b)    6.50%  12/15/2021     269    273,708 
Precision Drilling Corp. (Canada)(b)    7.75%  12/15/2023     553    566,825 
Rowan Cos., Inc.   4.75%  1/15/2024     362    318,560 
Rowan Cos., Inc.   7.375%  6/15/2025     72    70,740 
SESI LLC   7.125%  12/15/2021     615    630,375 
Transocean Phoenix 2 Ltd.    7.75%  10/15/2024     972    1,049,598 
Transocean Proteus Ltd.    6.25%  12/1/2024     1,424    1,498,813 
Unit Corp.   6.625%  5/15/2021     1,136    1,144,520 
Weatherford International Ltd.   7.75%  6/15/2021     1,031    1,076,106 
Weatherford International Ltd.    9.875%  2/15/2024     1,625    1,795,625 
Total                  12,375,474 
                     
Oil Refining & Marketing 0.33%                    
                     
Citgo Holding, Inc.    10.75%  2/15/2020     2,485    2,690,012 
Raizen Fuels Finance SA (Luxembourg)†(b)    5.30%  1/20/2027     1,051    1,106,178 
Total                  3,796,190 
                     
Packaging 0.70%                    
                     
BWAY Holding Co.    7.25%  4/15/2025     3,369    3,478,492 
Crown Cork & Seal Co., Inc.   7.375%  12/15/2026     1,295    1,528,100 
Pactiv LLC   7.95%  12/15/2025     825    932,250 
Sealed Air Corp.    6.875%  7/15/2033     1,850    2,178,375 
Total                  8,117,217 
                     
Personal & Household Products 0.59%                    
                     
Arcelik AS (Turkey)†(b)    5.00%  4/3/2023     1,425    1,470,642 
FGI Operating Co. LLC/FGI Finance, Inc.   7.875%  5/1/2020     1,582    1,044,120 
Gibson Brands, Inc.    8.875%  8/1/2018     2,225    1,802,250 
Hasbro, Inc.   3.50%  9/15/2027     1,586    1,570,189 
SC Johnson & Son, Inc.    4.75%  10/15/2046     805    921,214 
Total                  6,808,415 
                     
Pharmaceuticals 0.77%                    
                     
Biogen, Inc.   5.20%  9/15/2045     1,504    1,757,830 
Celgene Corp.   5.00%  8/15/2045     2,445    2,773,250 
Pfizer, Inc.   5.60%  9/15/2040     1,578    2,001,060 
Valeant Pharmaceuticals International, Inc.    7.00%  3/15/2024     1,332    1,421,910 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Pharmaceuticals (continued)                    
                     
Zoetis, Inc.   3.95%  9/12/2047    $889   $886,115 
Total                  8,840,165 
                     
Property & Casualty 0.47%                    
                     
Allstate Corp. (The)   4.20%  12/15/2046     1,244    1,327,577 
Arch Capital Finance LLC   4.011%  12/15/2026     1,507    1,565,096 
Chubb INA Holdings, Inc.   3.35%  5/3/2026     876    898,724 
Hanover Insurance Group, Inc. (The)   4.50%  4/15/2026     1,526    1,599,420 
Total                  5,390,817 
                     
Rail 0.40%                    
                     
Central Japan Railway Co. (Japan)†(b)    4.25%  11/24/2045     1,524    1,655,326 
Rumo Luxembourg Sarl (Luxembourg)†(b)    7.375%  2/9/2024     1,659    1,800,015 
Watco Cos. LLC/Watco Finance Corp.    6.375%  4/1/2023     1,072    1,117,560 
Total                  4,572,901 
                     
Real Estate Development & Management 0.13%                    
                     
Country Garden Holdings Co. Ltd. (China)(b)    4.75%  9/28/2023     400    407,800 
Kaisa Group Holdings Ltd. (China)(b)    9.375%  6/30/2024     1,113    1,122,724 
Total                  1,530,524 
                     
Real Estate Investment Trusts 0.72%                    
                     
Alexandria Real Estate Equities, Inc.   3.95%  1/15/2028     1,627    1,659,759 
Digital Realty Trust LP   3.70%  8/15/2027     1,887    1,909,389 
Digital Realty Trust LP   4.75%  10/1/2025     989    1,073,126 
Goodman US Finance Three LLC    3.70%  3/15/2028     769    767,760 
Goodman US Finance Three LLC    4.50%  10/15/2037     1,137    1,154,365 
VEREIT Operating Partnership LP   3.95%  8/15/2027     1,748    1,743,938 
Total                  8,308,337 
                     
Real Estate Management & Development 0.23%                    
                     
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(b)  3.875%  3/20/2027     2,539    2,614,487 
                     
Recreation & Travel 0.74%                    
                     
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op    5.375%  4/15/2027     1,144    1,204,060 
LTF Merger Sub, Inc.    8.50%  6/15/2023     552    589,260 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027     2,950    3,831,152 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Recreation & Travel (continued)                    
                     
Silversea Cruise Finance Ltd.    7.25%  2/1/2025    $1,587   $1,706,025 
Viking Cruises Ltd.    5.875%  9/15/2027     1,144    1,150,807 
Total                  8,481,304 
                     
Reinsurance 0.08%                    
                     
RenaissanceRe Finance, Inc.   3.45%  7/1/2027     918    905,481 
                     
Restaurants 0.86%                    
                     
Arcos Dorados Holdings, Inc. (Uruguay)†(b)    5.875%  4/4/2027     1,199    1,262,115 
Arcos Dorados Holdings, Inc. (Uruguay)†(b)    6.625%  9/27/2023     880    971,300 
CEC Entertainment, Inc.   8.00%  2/15/2022     322    335,685 
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC    4.75%  6/1/2027     762    786,765 
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC    5.00%  6/1/2024     1,610    1,700,562 
McDonald’s Corp.   3.70%  1/30/2026     2,699    2,815,892 
PF Chang’s China Bistro, Inc.    10.25%  6/30/2020     1,043    1,024,748 
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC    5.875%  5/15/2021     975    989,625 
Total                  9,886,692 
                     
Software/Services 2.41%                    
                     
Alibaba Group Holding Ltd. (China)(b)    3.125%  11/28/2021     2,150    2,201,654 
Autodesk, Inc.   3.50%  6/15/2027     2,322    2,319,973 
Camelot Finance SA (Luxembourg)†(b)    7.875%  10/15/2024     923    996,840 
First Data Corp.    5.75%  1/15/2024     2,996    3,145,800 
j2 Cloud Services LLC/j2 Global Co-Obligor, Inc.    6.00%  7/15/2025     1,095    1,151,119 
Microsoft Corp.   3.30%  2/6/2027     1,123    1,165,359 
Microsoft Corp.   4.00%  2/12/2055     3,817    3,974,707 
Microsoft Corp.   4.50%  2/6/2057     999    1,130,883 
Oracle Corp.   4.375%  5/15/2055     2,565    2,781,252 
Priceline Group, Inc. (The)   2.75%  3/15/2023     479    480,058 
Priceline Group, Inc. (The)   3.65%  3/15/2025     1,015    1,046,627 
Rackspace Hosting, Inc.    8.625%  11/15/2024     1,065    1,138,219 
Solera LLC/Solera Finance, Inc.    10.50%  3/1/2024     1,010    1,154,884 
Sophia LP/Sophia Finance, Inc.    9.00%  9/30/2023     700    728,875 
VeriSign, Inc.   4.625%  5/1/2023     872    904,700 
VeriSign, Inc.   5.25%  4/1/2025     741    803,985 
Visa, Inc.   3.15%  12/14/2025     477    488,856 
VMware, Inc.   3.90%  8/21/2027     2,091    2,117,084 
Total                  27,730,875 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Specialty Retail 0.86%                    
                     
Alimentation Couche-Tard, Inc. (Canada)†(b)    4.50%  7/26/2047    $1,095   $1,140,719 
Brookstone Holdings Corp. PIK   10.00%  7/7/2021     44    3,081(l)
Coach, Inc.   4.125%  7/15/2027     1,682    1,693,485 
Hot Topic, Inc.    9.25%  6/15/2021     1,564    1,327,445 
JD.com, Inc. (China)(b)    3.875%  4/29/2026     2,294    2,307,826 
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.    7.875%  10/1/2022     1,475    1,500,812 
Rent-A-Center, Inc.   4.75%  5/1/2021     960    873,600 
Tiffany & Co.   4.90%  10/1/2044     1,133    1,117,141 
Total                  9,964,109 
                     
Steel Producers/Products 0.61%                    
                     
ArcelorMittal (Luxembourg)(b)    6.125%  6/1/2025     2,346    2,709,630 
ArcelorMittal (Luxembourg)(b)    6.75%  2/25/2022     750    860,325 
Joseph T Ryerson & Son, Inc.    11.00%  5/15/2022     1,082    1,214,545 
Steel Dynamics, Inc.    4.125%  9/15/2025     604    610,414 
Steel Dynamics, Inc.   5.00%  12/15/2026     502    537,140 
Worthington Industries, Inc.   4.30%  8/1/2032     1,089    1,098,242 
Total                  7,030,296 
                     
Support: Services 2.18%                    
                     
AECOM   5.125%  3/15/2027     1,418    1,469,402 
AECOM   5.875%  10/15/2024     999    1,111,587 
Ahern Rentals, Inc.    7.375%  5/15/2023     1,190    1,094,800 
Ashtead Capital, Inc.    4.375%  8/15/2027     1,393    1,436,531 
BakerCorp International, Inc.   8.25%  6/1/2019     507    476,580 
BlueLine Rental Finance Corp./BlueLine Rental LLC    9.25%  3/15/2024     1,040    1,121,900 
Brand Energy & Infrastructure Services, Inc.    8.50%  7/15/2025     1,208    1,310,680 
Carlson Travel, Inc.    6.75%  12/15/2023     942    937,290 
Cleveland Clinic Foundation (The)   4.858%  1/1/2114     1,100    1,200,660 
Cloud Crane LLC    10.125%  8/1/2024     990    1,101,375 
GW Honos Security Corp. (Canada)†(b)    8.75%  5/15/2025     1,182    1,263,263 
Jurassic Holdings III, Inc.    6.875%  2/15/2021     1,467    1,305,630 
Marble II Pte Ltd. (Singapore)†(b)    5.30%  6/20/2022     2,199    2,240,102 
Metropolitan Museum of Art (The)   3.40%  7/1/2045     1,350    1,295,270 
Monitronics International, Inc.   9.125%  4/1/2020     1,185    1,060,575 
Prime Security Services Borrower LLC/Prime Finance, Inc.    9.25%  5/15/2023     1,178    1,302,939 
Ritchie Bros Auctioneers, Inc. (Canada)†(b)    5.375%  1/15/2025     1,130    1,197,800 
Sotheby’s    5.25%  10/1/2022     837    862,110 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Support: Services (continued)                    
                     
United Rentals North America, Inc.   4.625%  10/15/2025    $1,138   $1,155,070 
United Rentals North America, Inc.   4.875%  1/15/2028     1,328    1,336,300 
United Rentals North America, Inc.   5.875%  9/15/2026     755    822,950 
Total                  25,102,814 
                     
Technology Hardware & Equipment 1.07%                    
                     
CDW LLC/CDW Finance Corp.   5.50%  12/1/2024     1,425    1,594,233 
CommScope Technologies LLC    6.00%  6/15/2025     2,102    2,257,022 
Dell International LLC/EMC Corp.    6.02%  6/15/2026     3,055    3,397,197 
Dell International LLC/EMC Corp.    7.125%  6/15/2024     3,055    3,376,307 
Western Digital Corp.   10.50%  4/1/2024     1,489    1,753,298 
Total                  12,378,057 
                     
Telecommunications: Satellite 0.51%                    
                     
Intelsat Connect Finance SA (Luxembourg)†(b)    12.50%  4/1/2022     1,225    1,204,328 
Intelsat Jackson Holdings SA (Luxembourg)(b)    5.50%  8/1/2023     657    560,093 
Intelsat Jackson Holdings SA (Luxembourg)(b)    7.25%  10/15/2020     2,085    2,017,238 
Intelsat Jackson Holdings SA (Luxembourg)(b)    7.50%  4/1/2021     2,183    2,079,307 
Total                  5,860,966 
                     
Telecommunications: Wireless 1.82%                    
                     
Comcel Trust via Comunicaciones Celulares SA    6.875%  2/6/2024     1,558    1,667,932 
GTH Finance BV (Netherlands)†(b)    7.25%  4/26/2023     1,939    2,203,451 
SBA Communications Corp.   4.875%  9/1/2024     900    928,125 
Sprint Capital Corp.   8.75%  3/15/2032     236    302,375 
Sprint Corp.   7.125%  6/15/2024     1,375    1,550,313 
Sprint Corp.   7.625%  2/15/2025     3,410    3,930,025 
Sprint Corp.   7.875%  9/15/2023     1,686    1,959,975 
T-Mobile USA, Inc.   6.375%  3/1/2025     2,386    2,574,971 
T-Mobile USA, Inc.   6.50%  1/15/2024     1,054    1,125,672 
T-Mobile USA, Inc.   6.50%  1/15/2026     4,228    4,677,225 
Total                  20,920,064 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Telecommunications: Wireline Integrated & Services 1.00%
                     
Equinix, Inc.   5.375%  4/1/2023    $324   $338,839 
Equinix, Inc.   5.875%  1/15/2026     4,621    5,088,877 
GCI, Inc.   6.875%  4/15/2025     1,480    1,598,400 
IHS Netherlands Holdco BV (Netherlands)†(b)    9.50%  10/27/2021     1,050    1,102,860 
Sable International Finance Ltd.    6.875%  8/1/2022     1,465    1,582,200 
Zayo Group LLC/Zayo Capital, Inc.   6.00%  4/1/2023     1,729    1,838,705 
Total                  11,549,881 
                     
Transportation: Infrastructure/Services 0.82%                    
                     
Adani Ports & Special Economic Zone Ltd. (India)†(b)    4.00%  7/30/2027     1,579    1,572,673 
Aeropuertos Dominicanos Siglo XXI SA (Dominican Republic)†(b)    6.75%  3/30/2029     1,200    1,300,296 
Autopistas del Sol SA (Costa Rica)†(b)    7.375%  12/30/2030     1,432    1,516,130 
Autoridad del Canal de Panama (Panama)†(b)    4.95%  7/29/2035     1,000    1,113,750 
Delhi International Airport Ltd. (India)†(b)    6.125%  10/31/2026     1,706    1,842,565 
DP World Ltd. (United Arab Emirates)†(b)    6.85%  7/2/2037     1,030    1,275,526 
Stena AB (Sweden)†(b)    7.00%  2/1/2024     877    844,113 
Total                  9,465,053 
                     
Trucking & Delivery 0.10%                    
                     
XPO CNW, Inc.   6.70%  5/1/2034     1,155    1,123,237 
Total High Yield Corporate Bonds (cost $790,519,734)                  824,569,563 
                     
MUNICIPAL BONDS 3.42%                    
                     
Air Transportation 0.08%                    
                     
Miami Dade Cnty, FL   3.982%  10/1/2041     970    982,998 
                     
Education 0.46%                    
                     
California St Univ   3.899%  11/1/2047     2,675    2,744,898 
Ohio Univ   5.59%  12/1/2114     1,000    1,153,890 
Univ of California Bd of Regents   6.548%  5/15/2048     1,000    1,383,240 
Total                  5,282,028 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
General Obligation 1.27%                    
                     
California   7.55%  4/1/2039    $1,000   $1,534,600 
Chicago Transit Auth, IL   6.899%  12/1/2040     1,000    1,307,780 
Chicago, IL   5.432%  1/1/2042     2,292    2,208,846 
Chicago, IL   6.314%  1/1/2044     917    981,447 
District of Columbia   5.591%  12/1/2034     1,445    1,796,034 
Honolulu City & Cnty, HI   5.418%  12/1/2027     740    883,856 
Los Angeles Unif Sch Dist, CA   5.75%  7/1/2034     1,000    1,280,390 
New York City   5.985%  12/1/2036     1,134    1,460,547 
Ohio St Univ   4.048%  12/1/2056     676    708,860 
Pennsylvania   5.45%  2/15/2030     1,336    1,572,125 
The Bd of Governors of the Univ of North Carolina   3.847%  12/1/2034     855    919,458 
Total                  14,653,943 
                     
Government Guaranteed 0.05%                    
                     
City & County of San Francisco CA   5.45%  6/15/2025     460    541,765 
                     
Lease Obligation 0.07%                    
                     
Wisconsin   3.294%  5/1/2037     790    754,260 
                     
Miscellaneous 0.58%                    
                     
Dallas Convention Center Hotel Dev Corp., TX   7.088%  1/1/2042     1,960    2,597,980 
Pasadena Public Fing Auth   7.148%  3/1/2043     2,945    4,144,233 
Total                  6,742,213 
                     
Tax Revenue 0.55%                    
                     
Massachusetts Sch Bldg Auth   5.715%  8/15/2039     2,220    2,805,236 
New York City Indl Dev Agy    11.00%  3/1/2029     2,585    3,536,022 
Total                  6,341,258 
                     
Transportation: Infrastructure/Services 0.19%                    
                     
Chicago Transit Auth, IL   6.20%  12/1/2040     330    407,316 
Port of Seattle, WA   3.571%  5/1/2032     650    661,238 
Port of Seattle, WA   3.755%  5/1/2036     1,105    1,123,719 
Total                  2,192,273 
                     
Utilities 0.17%                    
                     
San Antonio, TX   5.718%  2/1/2041     1,480    1,910,695 
Total Municipal Bonds (cost $38,364,247)                  39,401,433 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.08%
                     
Commercial Mortgage Pass-Through Certificates 2015-PC1 D
(cost $1,035,734)
   4.589%#(m)  7/10/2050    $1,237   $946,377 
                     
  Dividend
Rate
       Shares
(000)
    
PREFERRED STOCK 0.03%                    
                     
Energy: Exploration & Production                    
                     
Templar Energy LLC Units
(cost $387,546)
   Zero Coupon         39    368,169 
Total Long-Term Investments (cost $1,096,051,433)                 $1,155,477,032 
                     
  Interest
Rate
        Principal
Amount
(000)
     
SHORT-TERM INVESTMENTS 1.01%                    
                     
FOREIGN GOVERNMENT OBLIGATION 0.17%
                     
Uruguay                    
                     
Uruguay Treasury Bill(a)
(cost $1,972,297)
   Zero Coupon   5/4/2018    UYU 58,901    1,901,700 
                     
HIGH YIELD CORPORATE BOND 0.11%                    
                     
Gaming                    
                     
Caesars Entertainment Operating Co., Inc.(i)
(cost $1,031,241)
   11.25%  6/1/2017    $985    1,275,468 
                     
REPURCHASE AGREEMENT 0.73%                    
                     
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $8,190,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $8,599,533; proceeds: $8,429,060
(cost $8,428,975)
             8,429    8,428,975 
                 
Total Short-Term Investments (cost $11,432,513)             $11,606,143 
                 
Total Investments in Securities 101.28% (cost $1,107,483,946)              1,167,083,175 
                 
Liabilities in Excess of Foreign Cash and Other Assets(o) (1.28%)              (14,777,480)
                 
Net Assets 100.00%                 $1,152,305,695 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

 
AUD Australian dollar
CAD Canadian dollar.
CHF Swiss franc.
DKK Danish Krone
EUR euro
JPY Japanese yen.
UYU Uruguayan Peso
ADR American Depositary Receipt.
LIBOR London Interbank Offered Rate
PIK Payment-in-kind.
Units More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at September 30, 2017.
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Amount is less than $1,000.
(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 September 30, 2017.
(e) Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investments.  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.
(f) Interest rate to be determined.
(g) 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.
(h) Security is perpetual in nature and has no stated maturity.
(i) Defaulted (non-income producing security).
(j) Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investments.  Security fair valued by the Pricing Committee.
(k) Securities purchased on a when-issued basis (See Note 2(l)).
(l) Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investments.  Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(m) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(n) Variable rate is fixed to float: Rate remains fixed until designated future date.
(o) Liabilities in Excess of Foreign Cash and Other Assets include net unrealized appreciation/depreciation on open forward foreign currency exchange  contracts, futures contracts and swaps as follows:

 

Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at September 30, 2017(1):

 

Referenced
Index
  Swap
Counterparty
  Fund
Pays
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Depreciation(4)
 
Markit CDX.
NA.IG.28(5)(8)
  Credit Suisse   1.00%  6/20/2022  $81,136,000   79,430,254    1,371,448    (334,299)
Markit CDX.
NA.EM.28(6)(7)
  Credit Suisse   1.00%  12/20/2022  $39,577,000   $41,175,238   $(1,601,465)  $(3,227)
                   $120,605,492   $(230,017)  $(337,526)

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

 
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities.
(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 $337,526.
(5) Central Clearinghouse: Chicago Mercantile Exchange (CME).
(6) The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of emerging markets soverign Issuers. (See Note 2(h)).
(7) Central Clearinghouse: Intercontinental Exchange, Inc. (ICE).
(8) The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of investment grade issuers. (See Note 2(h)).

 

Centrally Cleared Credit Default Swaps on Indexes - Sell Protection at September 30, 2017(1):

 

Referenced
Index
  Swap
Counterparty
  Fund
Recieves
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Appreciation(4)
 
Markit CDX.
NA.HY.29(5)(6)
  Credit Suisse   5.00%  12/20/2022  $8,011,000   $8,634,909   $(611,803)  $12,106 

 

 
(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 $12,106. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Central Clearinghouse: Chicago Mercantile Exchange (ICE).
(6) The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of High Yield Issuers. (See Note 2(h)).

 

Open Forward Foreign Currency Exchange Contracts at September 30, 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
 
euro  Sell  Barclays Bank plc  11/16/2017   290,000   $347,679   $343,551   $4,128 
euro  Sell  State Street Bank and Trust  11/16/2017   286,000    343,231    338,812    4,419 
Japanese yen  Sell  Citibank  10/26/2017   340,000,000    3,076,176    3,024,676    51,500 
Japanese yen  Sell  State Street Bank and Trust  10/26/2017   62,520,000    570,622    556,184    14,438 
Japanese yen  Sell  State Street Bank and Trust  10/26/2017   103,256,000    919,232    918,576    656 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 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
 
Japanese yen  Sell  State Street Bank and Trust  10/26/2017   38,587,000    345,089    343,274    1,815 
Japanese yen  Sell  State Street Bank and Trust  10/26/2017   26,000,000    233,193    231,299    1,894 
Swiss franc  Sell  State Street Bank and Trust  10/5/2017   1,090,000   $1,145,195   $1,125,776   $19,419 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts            $98,269 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Japanese yen  Buy  State Street Bank and Trust  10/26/2017   25,070,000   $228,368   $223,025   $(5,343)
Danish krone  Sell  Citibank  10/10/2017   16,000,000    2,449,046    2,542,229    (93,182)
euro  Sell  Standard Chartered Bank  11/16/2017   15,370,000    18,194,499    18,208,208    (13,709)
euro  Sell  State Street Bank and Trust  11/16/2017   385,000    453,889    456,094    (2,205)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts             $(114,439)

 

Open Futures Contracts at September 30, 2017:

 

Type  Expiration  Contracts   Position  Notional Amount   Notional
Value
   Unrealized
Appreciation
 
U.S. 10-Year Ultra Treasury Bond  December 2017   27   Short  $(3,700,640)  $(3,626,859)  $73,781 
Ultra Long U.S. Treasury Bond  December 2017   136   Short   (22,829,699)   (22,457,000)   372,699 
Long U.S. Treasury Bond  December 2017   745   Short   (115,320,310)   (113,845,313)   1,474,997 
U.S. 10-Year Treasury Note  December 2017   842   Short   (106,577,278)   (105,513,125)   1,064,153 
Totals             $(248,427,927)  $(245,442,297)  $2,985,630 
                       
Type  Expiration  Contracts   Position  Notional Amount   Notional
Value
   Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  December 2017   236   Long  $51,031,733   $50,905,937   $(125,796)
U.S. 5-Year Treasury Note  December 2017   1,166   Long   137,943,770    137,005,000    (938,770)
Totals             $188,975,503   $187,910,937   $(1,064,566)

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

The following is a summary of the inputs used as of September 30, 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  $   $15,743,216   $   $15,743,216 
Common Stocks                    
Auto Parts & Equipment       1,635,562        1,635,562 
Energy: Exploration & Production   6,930,915    427,330        7,358,245 
Remaining Industries   153,908,229            153,908,229 
Convertible Bonds       6,536,490        6,536,490 
Convertible Preferred Stocks                    
Personal & Household Products   1,937,585            1,937,585 
Software/Services       1,157,846        1,157,846 
Telecommunications: Wireless   1,110,720            1,110,720 
Floating Rate Loans                    
Auto Parts & Equipment           299,630    299,630 
Building Materials       1,925,025    2,925,000    4,850,025 
Electric: Generation       5,069,205        5,069,205 
Energy: Exploration & Production       2,998,988        2,998,988 
Gaming       1,113,716    2,475,200    3,588,916 
Health Services       3,184,720        3,184,720 
Investments & Miscellaneous Financial Services       1,257,628        1,257,628 
Media: Diversified       1,254,389        1,254,389 
Metals/Mining (Excluding Steel)       652,844        652,844 
Personal & Household Products       2,045,780        2,045,780 
Real Estate Development & Management       1,068,138        1,068,138 
Recreation & Travel       2,101,708        2,101,708 
Software/Services       984,816        984,816 
Specialty Retail       2,500,685        2,500,685 
Support: Services       333,805    2,371,000    2,704,805 
Transportation: Infrastructure/Services       3,010,621        3,010,621 
Utility       269,779        269,779 
Foreign Bonds       6,256,308        6,256,308 
Foreign Government Obligations       41,498,586        41,498,586 
Government Sponsored Enterprises Pass-Through       17,107,726        17,107,726 
High Yield Corporate Bonds                    
Banking       101,103,744    125    101,103,869 
Metals/Mining (Excluding Steel)       50,691,519    133    50,691,652 
Specialty Retail       9,961,028    3,081    9,964,109 
Remaining Industries       664,085,401        664,085,401 
Municipal Bonds       39,401,433        39,401,433 
Non-Agency Commercial Mortgage-Backed Security       946,377        946,377 
Preferred Stock       368,169        368,169 
Repurchase Agreement       8,428,975        8,428,975 
Total  $163,887,449   $995,121,557   $8,074,169   $1,167,083,175 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2017

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Other Financial Instruments                    
Centrally Cleared Credit Default Swaps                    
Assets  $   $12,106   $   $12,106 
Liabilities       (337,526)       (337,526)
Forward Foreign Currency Exchange Contracts                    
Assets       98,269        98,269 
Liabilities       (114,439)       (114,439)
Futures Contracts                    
Assets   2,985,630            2,985,630 
Liabilities   (1,064,566)           (1,064,566)
Total  $1,921,064   $500,231   $   $2,421,295 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

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

 

   Asset-Backed
Securities
   Common
Stocks
   Floating
Rate
Loans
   High Yield
Corporate
Bonds
   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)           16,607        (616)
Realized Gain (Loss)       (184,855)   (3,873)       (10,306)
Change in Unrealized Appreciation (Depreciation)       166,379    68,564    (7,310)   3,697 
Purchases           5,296,000    4,128     
Sales           (464,128)       (55,781)
Net Transfers in to Level 3           2,392,325         
Net Transfers out of Level 3   (1,057,410)                
Balance as of September 30, 2017  $   $   $8,070,830   $3,339   $ 
Change in unrealized appreciation/depreciation for period ended September 30, 2017 related to Level 3 investments held at September 30, 2017.  $   $166,379   $68,564   $(7,310)  $3,697 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 99.04%          
           
Aerospace & Defense 5.59%          
           
General Dynamics Corp.   11,900   $2,446 
Lockheed Martin Corp.   9,892    3,069 
Northrop Grumman Corp.   7,700    2,216 
Raytheon Co.   12,600    2,351 
Total        10,082 
           
Air Freight & Logistics 2.13%          
           
FedEx Corp.   17,000    3,835 
           
Banks 0.56%          
           
Commerce Bancshares, Inc.   6,500    376 
Cullen/Frost Bankers, Inc.   6,600    626 
Total        1,002 
           
Beverages 3.97%          
           
Coca-Cola Co. (The)   80,268    3,613 
PepsiCo, Inc.   31,824    3,546 
Total        7,159 
           
Biotechnology 3.15%          
           
AbbVie, Inc.   63,799    5,669 
           
Building Products 0.88%          
           
A.O. Smith Corp.   26,700    1,587 
           
Capital Markets 3.10%          
           
Ameriprise Financial, Inc.   18,100    2,688 
Eaton Vance Corp.   20,500    1,012 
S&P Global, Inc.   6,800    1,063 
SEI Investments Co.   7,100    433 
T. Rowe Price Group, Inc.   4,300    390 
Total        5,586 
           
Chemicals 5.17%          
           
Air Products & Chemicals, Inc.   4,600    696 
Ecolab, Inc.   9,400    1,209 
International Flavors & Fragrances, Inc.   9,300    1,329 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Chemicals (continued)          
           
Monsanto Co.   19,595   $2,348 
PPG Industries, Inc.   16,606    1,804 
RPM International, Inc.   10,600    544 
Sherwin-Williams Co. (The)   3,900    1,396 
Total        9,326 
           
Commercial Services & Supplies 0.57%          
           
Waste Management, Inc.   13,200    1,033 
           
Distributors 0.38%          
           
Genuine Parts Co.   7,200    689 
           
Diversified Telecommunication Services 3.54%          
           
AT&T, Inc.   73,108    2,863 
Verizon Communications, Inc.   71,000    3,514 
Total        6,377 
           
Electric: Utilities 3.83%          
           
Edison International   15,600    1,204 
Eversource Energy   18,100    1,094 
NextEra Energy, Inc.   13,621    1,996 
Southern Co. (The)   27,500    1,351 
Xcel Energy, Inc.   26,600    1,259 
Total        6,904 
           
Food & Staples Retailing 7.70%          
           
Costco Wholesale Corp.   12,400    2,037 
CVS Health Corp.   31,700    2,578 
Kroger Co. (The)   28,300    568 
Sysco Corp.   35,300    1,904 
Wal-Mart Stores, Inc.   43,680    3,413 
Walgreens Boots Alliance, Inc.   43,821    3,384 
Total        13,884 
           
Food Products 1.88%          
           
Archer-Daniels-Midland Co.   39,700    1,688 
Flowers Foods, Inc.   32,200    606 
General Mills, Inc.   21,200    1,097 
Total        3,391 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 4.93%          
           
Abbott Laboratories   88,200   $4,706 
Becton, Dickinson & Co.   5,700    1,117 
Medtronic plc (Ireland)(a)   39,291    3,056 
Total        8,879 
           
Health Care Providers & Services 1.59%          
           
AmerisourceBergen Corp.   16,700    1,382 
Cardinal Health, Inc.   22,148    1,482 
Total        2,864 
           
Hotels, Restaurants & Leisure 2.92%          
           
McDonald’s Corp.   29,774    4,665 
Cracker Barrel Old Country Store, Inc.   3,900    591 
Total        5,256 
           
Household Products 3.93%          
           
Clorox Co. (The)   3,600    475 
Kimberly-Clark Corp.   30,435    3,582 
Procter & Gamble Co. (The)   33,200    3,020 
Total        7,077 
           
Industrial Conglomerates 3.64%          
           
3M Co.   20,517    4,306 
Roper Technologies, Inc.   9,300    2,264 
Total        6,570 
           
Information Technology Services 4.39%          
           
Accenture plc Class A (Ireland)(a)   19,600    2,648 
Automatic Data Processing, Inc.   11,400    1,246 
International Business Machines Corp.   27,687    4,017 
Total        7,911 
           
Insurance 3.46%          
           
Aflac, Inc.   5,200    423 
Assurant, Inc.   6,400    612 
Brown & Brown, Inc.   7,700    371 
Chubb Ltd. (Switzerland)(a)   29,064    4,143 
Hanover Insurance Group, Inc. (The)   7,100    688 
Total        6,237 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Machinery 3.91%          
           
Cummins, Inc.   10,900   $1,832 
Graco, Inc.   7,600    940 
Illinois Tool Works, Inc.   10,900    1,613 
Pentair plc (United Kingdom)(a)   22,300    1,515 
Stanley Black & Decker, Inc.   2,400    362 
Toro Co. (The)   12,700    788 
Total        7,050 
           
Multi-Utilities 2.93%          
           
Consolidated Edison, Inc.   11,700    944 
Dominion Energy, Inc.   42,900    3,300 
SCANA Corp.   21,498    1,043 
Total        5,287 
           
Oil, Gas & Consumable Fuels 4.89%          
           
Chevron Corp.   53,249    6,257 
Occidental Petroleum Corp.   39,873    2,560 
Total        8,817 
           
Pharmaceuticals 1.86%          
           
Johnson & Johnson   25,819    3,357 
           
Professional Services 1.01%          
           
Robert Half International, Inc.   36,300    1,827 
           
Road & Rail 2.92%          
           
CSX Corp.   9,300    505 
J.B. Hunt Transport Services, Inc.   7,000    777 
Union Pacific Corp.   34,300    3,978 
Total        5,260 
           
Semiconductors & Semiconductor Equipment 4.98%          
           
Analog Devices, Inc.   7,000    603 
Microchip Technology, Inc.   30,866    2,771 
QUALCOMM, Inc.   57,257    2,968 
Texas Instruments, Inc.   29,300    2,627 
Total        8,969 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Software 2.43%          
           
Microsoft Corp.   58,800   $4,380 
           
Specialty Retail 4.43%          
           
Best Buy Co., Inc.   9,200    524 
Lowe’s Cos., Inc.   47,025    3,759 
Ross Stores, Inc.   38,000    2,454 
TJX Cos., Inc. (The)   17,000    1,253 
Total        7,990 
           
Textiles, Apparel & Luxury Goods 1.67%          
           
NIKE, Inc. Class B   39,400    2,043 
VF Corp.   15,100    960 
Total        3,003 
           
Trading Companies & Distributors 0.70%          
           
Fastenal Co.   15,300    698 
W.W. Grainger, Inc.   3,100    557 
Total        1,255 
Total Common Stocks
(cost $164,241,066)
        178,513 
           
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 0.93%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $1,630,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $1,711,507; proceeds: $1,676,870
(cost $1,676,854)
  $1,677    1,677 
           
Total Investments in Securities 99.97%
(cost $165,917,920)
        180,190 
           
Other Assets in Excess of Liabilities(b) 0.03%        45 
           
Net Assets 100.00%       $180,235 

 

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

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2017

 

Open Futures Contracts at September 30, 2017:

 

Type   Expiration   Contracts   Position   Notional Amount   Notional
Value
  Unrealized
Appreciation
E-Mini S&P 500 Index   December 2017   10   Long   $ 1,246,926   $ 1,258,050   $           11,124

 

The following is a summary of the inputs used as of September 30, 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  $178,513   $   $   $178,513 
Repurchase Agreement       1,677        1,677 
Total  $178,513   $1,677   $   $180,190 
Other Financial Instruments                    
Futures Contracts                    
Assets  $11   $   $   $11 
Liabilities                
Total  $11   $   $   $11 
                     
 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.99%          
           
Banks 3.99%          
           
Citizens Financial Group, Inc.   33,111   $1,254 
East West Bancorp, Inc.   8,361    500 
Total        1,754 
           
Beverages 3.28%          
           
Coca-Cola Co. (The)   12,222    550 
PepsiCo, Inc.   8,000    892 
Total        1,442 
           
Biotechnology 3.31%          
           
Celgene Corp.*   9,970    1,454 
           
Building Products 0.91%          
           
Johnson Controls International plc   9,873    398 
           
Capital Markets 2.90%          
           
Charles Schwab Corp. (The)   8,737    382 
Morgan Stanley   18,571    895 
Total        1,277 
           
Chemicals 3.68%          
           
DowDuPont, Inc.   11,973    829 
PPG Industries, Inc.   7,264    789 
Total        1,618 
           
Consumer Finance 0.71%          
           
Discover Financial Services   4,828    311 
           
Diversified Telecommunication Services 1.29%          
           
AT&T, Inc.   14,530    569 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Electric: Utilities 4.27%          
           
NextEra Energy, Inc.   9,209   $1,349 
PG&E Corp.   7,779    530 
Total        1,879 
           
Electrical Equipment 1.23%          
           
AMETEK, Inc.   8,206    542 
           
Electronic Equipment, Instruments & Components 1.51%          
           
Corning, Inc.   22,225    665 
           
Energy Equipment & Services 0.55%          
           
Halliburton Co.   5,257    242 
           
Equity Real Estate Investment Trusts 2.69%          
           
Boston Properties, Inc.   4,899    602 
Prologis, Inc.   3,678    233 
Vornado Realty Trust   4,537    349 
Total        1,184 
           
Food & Staples Retailing 0.45%          
           
Walgreens Boots Alliance, Inc.   2,584    199 
           
Food Products 0.50%          
           
Mondelez International, Inc. Class A   5,408    220 
           
Health Care Equipment & Supplies 5.04%          
           
Abbott Laboratories   25,069    1,337 
Baxter International, Inc.   14,005    879 
Total        2,216 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Providers & Services 4.14%          
           
UnitedHealth Group, Inc.   9,297   $1,821 
           
Hotels, Restaurants & Leisure 2.48%          
           
McDonald’s Corp.   3,485    546 
Yum! Brands, Inc.   7,419    546 
Total        1,092 
           
Household Durables 1.42%          
           
Lennar Corp. Class A   11,815    624 
           
Household Products 1.21%          
           
Clorox Co. (The)   3,192    421 
Colgate-Palmolive Co.   1,544    113 
Total        534 
           
Industrial Conglomerates 3.44%          
           
Honeywell International, Inc.   10,666    1,512 
           
Information Technology Services 1.47%          
           
Fidelity National Information Services, Inc.   6,931    647 
           
Insurance 6.40%          
           
Allstate Corp. (The)   13,366    1,228 
Chubb Ltd. (Switzerland)(a)   7,054    1,006 
Hartford Financial Services Group, Inc. (The)   10,470    580 
Total        2,814 
           
Internet & Direct Marketing Retail 3.93%          
           
Amazon.com, Inc.*   1,131    1,087 
Netflix, Inc.*   3,546    643 
Total        1,730 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Internet Software & Services 5.37%          
           
Alphabet, Inc. Class A*   1,171   $1,140 
Facebook, Inc. Class A*   7,138    1,220 
Total        2,360 
           
Life Sciences Tools & Services 1.49%          
           
Thermo Fisher Scientific, Inc.   3,472    657 
           
Machinery 2.98%          
           
Caterpillar, Inc.   1,212    151 
ITT, Inc.   8,926    395 
PACCAR, Inc.   5,318    385 
Parker-Hannifin Corp.   2,160    378 
Total        1,309 
           
Media 3.84%          
           
Charter Communications, Inc. Class A*   641    233 
Comcast Corp. Class A   11,542    444 
Walt Disney Co. (The)   10,241    1,010 
Total        1,687 
           
Oil, Gas & Consumable Fuels 2.37%          
           
Devon Energy Corp.   16,037    589 
EOG Resources, Inc.   4,661    451 
Total        1,040 
           
Pharmaceuticals 4.70%          
           
Allergan plc   928    190 
Bristol-Myers Squibb Co.   5,231    333 
Johnson & Johnson   6,631    862 
Novartis AG ADR   7,950    683 
Total        2,068 
           
Professional Services 0.40%          
           
Nielsen Holdings plc   4,248    176 
           
Road & Rail 1.11%          
           
CSX Corp.   9,006    489 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Semiconductors & Semiconductor Equipment 3.05%          
           
Broadcom Ltd.   1,757   $426 
Lam Research Corp.   1,351    250 
Microchip Technology, Inc.   7,404    665 
Total        1,341 
           
Software 6.23%          
           
Microsoft Corp.   18,605    1,386 
Oracle Corp.   27,970    1,352 
Total        2,738 
           
Specialty Retail 0.79%          
           
Burlington Stores, Inc.*   3,618    345 
           
Technology Hardware, Storage & Peripherals 4.20%          
           
Apple, Inc.   11,972    1,845 
           
Tobacco 0.66%          
           
Altria Group, Inc.   4,550    288 
Total Common Stocks
(cost $37,072,864)
        43,087 
           
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 2.44%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $1,040,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $1,092,004; proceeds: $1,070,564
(cost $1,070,553)
  $1,071    1,071 
           
Total Investments in Securities 100.43%
(cost $38,143,417)
        44,158 
           
Liabilities in Excess of Other Assets (0.43)%        (188)
           
Net Assets 100.00%       $43,970 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2017

 

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

 

The following is a summary of the inputs used as of September 30, 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  $43,087   $   $   $43,087 
Repurchase Agreement       1,071        1,071 
Total  $43,087   $1,071   $   $44,158 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 96.78%          
           
Aerospace & Defense 2.24%          
           
Aerojet Rocketdyne Holdings, Inc.*   5,262   $184 
BWX Technologies, Inc.   5,263    295 
Curtiss-Wright Corp.   3,479    364 
Total        843 
           
Air Freight & Logistics 2.78%          
           
Atlas Air Worldwide Holdings, Inc.*   7,559    498 
XPO Logistics, Inc.*   8,087    548 
Total        1,046 
           
Banks 6.16%          
           
Cadence BanCorp*   3,045    70 
CenterState Bank Corp.   10,590    284 
Pinnacle Financial Partners, Inc.   5,174    346 
Sterling Bancorp   9,412    232 
Texas Capital Bancshares, Inc.*   2,943    252 
Webster Financial Corp.   5,872    309 
Western Alliance Bancorp*   9,376    498 
Wintrust Financial Corp.   4,117    322 
Total        2,313 
           
Biotechnology 16.51%          
           
Agios Pharmaceuticals, Inc.*   6,867    458 
Avexis, Inc.*   4,244    411 
Bluebird Bio, Inc.*   2,137    293 
Blueprint Medicines Corp.*   11,034    769 
Clovis Oncology, Inc.*   4,090    337 
Exact Sciences Corp.*   14,601    688 
FibroGen, Inc.*   5,359    288 
Foundation Medicine, Inc.*   6,842    275 
Insmed, Inc.*   7,658    239 
Loxo Oncology, Inc.*   6,498    599 
Repligen Corp.*   9,602    368 
Sage Therapeutics, Inc.*   3,126    195 
Sarepta Therapeutics, Inc.*   8,229    373 
Spark Therapeutics, Inc.*   7,234    645 
TESARO, Inc.*   2,065    267 
Total        6,205 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Building Products 2.39%          
           
Apogee Enterprises, Inc.   3,845   $186 
Builders FirstSource, Inc.*   31,923    574 
Trex Co., Inc.*   1,546    139 
Total        899 
           
Capital Markets 2.32%          
           
Evercore, Inc. Class A   6,037    485 
Hamilton Lane, Inc. Class A   1,023    27 
Moelis & Co. Class A   8,391    361 
Total        873 
           
Chemicals 0.76%          
           
Minerals Technologies, Inc.   4,032    285 
           
Commercial Services & Supplies 0.54%          
           
Brink’s Co. (The)   2,402    202 
           
Communications Equipment 1.30%          
           
Acacia Communications, Inc.*   1,637    77 
Lumentum Holdings, Inc.*   7,583    412 
Total        489 
           
Construction & Engineering 2.57%          
           
MasTec, Inc.*   10,476    486 
Quanta Services, Inc.*   12,797    478 
Total        964 
           
Construction Materials 1.23%          
           
Eagle Materials, Inc.   4,323    461 
           
Diversified Consumer Services 2.04%          
           
Chegg, Inc.*   32,689    485 
Grand Canyon Education, Inc.*   3,108    282 
Total        767 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Electronic Equipment, Instruments & Components 3.16%          
           
Cognex Corp.   2,473   $273 
Coherent, Inc.*   868    204 
IPG Photonics Corp.*   1,004    186 
Universal Display Corp.   4,068    524 
Total        1,187 
           
Health Care Equipment & Supplies 5.52%          
           
ABIOMED, Inc.*   727    123 
Glaukos Corp.*   4,259    141 
Insulet Corp.*   13,400    738 
Nevro Corp.*   4,680    425 
Penumbra, Inc.*   7,156    646 
Total        2,073 
           
Health Care Providers & Services 1.87%          
           
HealthEquity, Inc.*   6,352    321 
Tivity Health, Inc.*   9,338    381 
Total        702 
           
Hotels, Restaurants & Leisure 5.86%          
           
Dave & Buster’s Entertainment, Inc.*   10,359    544 
Extended Stay America, Inc. Unit   19,831    396 
Marriott Vacations Worldwide Corp.   3,173    395 
Planet Fitness, Inc. Class A   32,130    867 
Total        2,202 
           
Household Durables 2.70%          
           
iRobot Corp.*   3,870    298 
Roku, Inc.*   6,026    160 
SodaStream International Ltd. (Israel)*(a)   8,382    557 
Total        1,015 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Internet Software & Services 13.16%          
           
2U, Inc.*   14,179   $795 
Alarm.com Holdings, Inc.*   8,053    364 
Etsy, Inc.*   10,483    177 
Five9, Inc.*   22,407    536 
GrubHub, Inc.*   11,588    610 
Okta, Inc.*   3,207    90 
Shopify, Inc. Class A (Canada)*(a)   2,379    277 
Stamps.com, Inc.*   3,677    745 
Trade Desk, Inc. (The) Class A*   11,272    693 
TrueCar, Inc.*   12,005    190 
Twilio, Inc. Class A*   5,912    176 
Wix.com Ltd. (Israel)*(a)   4,061    292 
Total        4,945 
           
Machinery 2.42%          
           
Allison Transmission Holdings, Inc.   10,568    397 
Proto Labs, Inc.*   4,044    325 
RBC Bearings, Inc.*   1,496    187 
Total        909 
           
Media 2.11%          
           
Live Nation Entertainment, Inc.*   18,174    792 
           
Multi-Line Retail 0.56%          
           
Ollie’s Bargain Outlet Holdings, Inc.*   4,515    210 
           
Oil, Gas & Consumable Fuels 1.41%          
           
GasLog Ltd. (Monaco)(a)   30,354    530 
           
Professional Services 0.75%          
           
WageWorks, Inc.*   4,635    281 
           
Real Estate Management & Development 0.44%          
           
Redfin Corp.*   6,670    167 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Semiconductors & Semiconductor Equipment 4.35%          
           
Cavium, Inc.*   4,231   $279 
CEVA, Inc.*   8,814    377 
Cirrus Logic, Inc.*   4,094    218 
Inphi Corp.*   4,875    194 
Monolithic Power Systems, Inc.   5,300    565 
Total        1,633 
           
Software 6.11%          
           
Blackline, Inc.*   6,217    212 
HubSpot, Inc.*   7,058    593 
Materialise NV ADR*   6,024    88 
Paycom Software, Inc.*   7,215    541 
Proofpoint, Inc.*   5,541    483 
RingCentral, Inc. Class A*   9,036    377 
Total        2,294 
           
Specialty Retail 1.39%          
           
Burlington Stores, Inc.*   2,103    201 
Floor & Decor Holdings, Inc. Class A*   8,232    320 
Total        521 
           
Textiles, Apparel & Luxury Goods 1.22%          
           
Canada Goose Holdings, Inc. (Canada)*(a)   22,255    457 
           
Thrifts & Mortgage Finance 0.41%          
           
WSFS Financial Corp.   3,127    153 
           
Trading Companies & Distributors 2.50%          
           
Air Lease Corp.   10,557    450 
Beacon Roofing Supply, Inc.*   9,583    491 
Total        941 
Total Common Stocks
(cost $30,358,256)
        36,359 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 4.90%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $1,760,000 of U.S. Treasury Note at 3.625% due 2/15/2021; value: $1,881,113; proceeds: $1,841,993
(cost $1,841,974)
  $1,842   $1,842 
           
Total Investments in Securities 101.68%
(cost $32,200,230)
        38,201 
           
Liabilities in Excess of Cash and Other Assets (1.68)%        (629)
           
Net Assets 100.00%       $37,572 

 

 
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.

 

The following is a summary of the inputs used as of September 30, 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  $36,359   $   $   $36,359 
Repurchase Agreement       1,842        1,842 
Total  $36,359   $1,842   $   $38,201 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.57%          
           
Aerospace & Defense 2.08%          
General Dynamics Corp.   38,749   $7,966 
           
Airlines 0.80%          
           
Delta Air Lines, Inc.   63,696    3,071 
           
Banks 16.01%          
           
Bank of America Corp.   423,177    10,723 
Citigroup, Inc.   165,579    12,044 
Citizens Financial Group, Inc.   154,941    5,868 
Comerica, Inc.   33,974    2,591 
East West Bancorp, Inc.   92,545    5,532 
JPMorgan Chase & Co.   171,321    16,363 
Signature Bank*   28,289    3,622 
Webster Financial Corp.   69,859    3,671 
Wells Fargo & Co.   18,812    1,038 
Total        61,452 
           
Beverages 1.98%          
           
Coca-Cola Co. (The)   50,221    2,261 
PepsiCo, Inc.   47,800    5,326 
Total        7,587 
           
Biotechnology 1.25%          
           
Celgene Corp.*   32,818    4,786 
           
Building Products 1.72%          
           
Johnson Controls International plc   134,796    5,431 
Owens Corning   15,054    1,164 
Total        6,595 
           
Capital Markets 3.03%          
           
Charles Schwab Corp. (The)   88,182    3,857 
Goldman Sachs Group, Inc. (The)   13,577    3,221 
Invesco Ltd.   130,111    4,559 
Total        11,637 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Chemicals 2.24%          
           
DowDuPont, Inc.   124,350   $8,609 
           
Communications Equipment 2.32%          
           
Cisco Systems, Inc.   265,300    8,922 
           
Consumer Finance 0.90%          
           
Discover Financial Services   53,540    3,452 
           
Containers & Packaging 0.72%          
           
Packaging Corp. of America   16,298    1,869 
Sealed Air Corp.   20,959    895 
Total        2,764 
           
Diversified Telecommunication Services 3.27%          
           
AT&T, Inc.   320,569    12,557 
           
Electric: Utilities 2.46%          
           
Duke Energy Corp.   49,295    4,137 
NextEra Energy, Inc.   36,202    5,305 
Total        9,442 
           
Electrical Equipment 1.21%          
           
AMETEK, Inc.   70,038    4,625 
           
Electronic Equipment, Instruments & Components 0.95%          
           
Corning, Inc.   122,368    3,661 
           
Energy Equipment & Services 0.88%          
           
Halliburton Co.   73,708    3,393 
           
Equity Real Estate Investment Trusts 2.26%          
           
Boston Properties, Inc.   24,980    3,070 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Equity Real Estate Investment Trusts (continued)          
           
Prologis, Inc.   64,543   $4,096 
Vornado Realty Trust   19,800    1,522 
Total        8,688 
           
Food & Staples Retailing 2.01%          
           
CVS Health Corp.   39,402    3,204 
Wal-Mart Stores, Inc.   57,939    4,528 
Total        7,732 
           
Food Products 1.06%          
           
Mondelez International, Inc. Class A   99,913    4,063 
           
Health Care Equipment & Supplies 4.37%          
           
Abbott Laboratories   168,800    9,007 
Baxter International, Inc.   59,908    3,759 
Boston Scientific Corp.*   136,663    3,987 
Total        16,753 
           
Health Care Providers & Services 1.93%          
           
Aetna, Inc.   22,204    3,531 
UnitedHealth Group, Inc.   19,707    3,859 
Total        7,390 
           
Hotels, Restaurants & Leisure 1.09%          
           
Carnival Corp.   36,015    2,325 
Yum! Brands, Inc.   25,411    1,871 
Total        4,196 
           
Household Durables 0.61%          
           
Lennar Corp. Class A   44,321    2,340 
           
Household Products 1.88%          
           
Clorox Co. (The)   17,430    2,299 
Colgate-Palmolive Co.   38,500    2,805 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Household Products (continued)          
           
Procter & Gamble Co. (The)   23,034   $2,096 
Total        7,200 
           
Industrial Conglomerates 2.07%          
           
General Electric Co.   75,800    1,833 
Honeywell International, Inc.   43,085    6,107 
Total        7,940 
           
Information Technology Services 0.80%          
           
Fidelity National Information Services, Inc.   32,796    3,063 
           
Insurance 6.48%          
           
Allstate Corp. (The)   64,400    5,919 
Chubb Ltd. (Switzerland)(a)   51,700    7,370 
Hartford Financial Services Group, Inc. (The)   84,963    4,710 
Marsh & McLennan Cos., Inc.   47,681    3,996 
MetLife, Inc.   55,669    2,892 
Total        24,887 
           
Life Sciences Tools & Services 0.75%          
           
Thermo Fisher Scientific, Inc.   15,230    2,882 
           
Machinery 2.52%          
           
Dover Corp.   44,775    4,092 
ITT, Inc.   44,515    1,971 
PACCAR, Inc.   49,940    3,612 
Total        9,675 
           
Media 1.25%          
           
Comcast Corp. Class A   76,506    2,944 
Walt Disney Co. (The)   18,641    1,837 
Total        4,781 
           
Metals & Mining 0.82%          
           
Reliance Steel & Aluminum Co.   41,072    3,128 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Multi-Utilities 1.15%          
           
Sempra Energy   38,649   $4,411 
           
Oil, Gas & Consumable Fuels 9.23%          
           
Chevron Corp.   119,318    14,020 
ConocoPhillips   114,900    5,751 
Devon Energy Corp.   91,300    3,351 
EOG Resources, Inc.   60,292    5,833 
Exxon Mobil Corp.   78,827    6,462 
Total        35,417 
           
Pharmaceuticals 7.78%          
           
Allergan plc   20,691    4,241 
Johnson & Johnson   93,100    12,104 
Merck & Co., Inc.   107,505    6,883 
Novartis AG ADR   54,075    4,642 
Pfizer, Inc.   55,600    1,985 
Total        29,855 
           
Road & Rail 0.54%          
           
CSX Corp.   37,952    2,059 
           
Semiconductors & Semiconductor Equipment 1.08%          
           
Broadcom Ltd.   10,822    2,625 
Intel Corp.   40,322    1,535 
Total        4,160 
           
Software 2.77%          
           
Microsoft Corp.   38,864    2,895 
Oracle Corp.   160,132    7,742 
Total        10,637 
           
Specialty Retail 1.99%          
           
Burlington Stores, Inc.*   29,118    2,779 
Lowe’s Cos., Inc.   60,606    4,845 
Total        7,624 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Technology Hardware, Storage & Peripherals 0.60%          
           
Apple, Inc.   14,859   $2,290 
           
Tobacco 0.71%          
           
Altria Group, Inc.   18,140    1,150 
Philip Morris International, Inc.   14,120    1,568 
Total        2,718 
Total Common Stocks
(cost $344,144,482)
        374,408 
          
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 1.77%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $6,625,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $6,956,277; proceeds: $6,819,007 (cost $6,818,939)  $6,819    6,819 
           
Total Investments in Securities 99.34%
(cost $350,963,421)
        381,227 
           
Other Assets in Excess of Liabilities 0.66%        2,516 
           
Net Assets 100.00%       $383,743 

 

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

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2017

 

The following is a summary of the inputs used as of September 30, 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  $374,408   $   $   $374,408 
Repurchase Agreement       6,819        6,819 
Total  $374,408   $6,819   $   $381,227 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.52%          
           
Aerospace & Defense 2.07%          
           
General Dynamics Corp.   69,177   $14,222 
           
Airlines 0.80%          
           
Delta Air Lines, Inc.   114,666    5,529 
           
Banks 16.28%          
           
Bank of America Corp.   758,420    19,218 
Citigroup, Inc.   295,016    21,460 
Citizens Financial Group, Inc.   277,640    10,514 
Comerica, Inc.   60,219    4,592 
East West Bancorp, Inc.   164,091    9,809 
JPMorgan Chase & Co.   306,765    29,299 
Signature Bank*   49,015    6,276 
Webster Financial Corp.   171,872    9,032 
Wells Fargo & Co.   33,443    1,845 
Total        112,045 
           
Beverages 2.04%          
           
Coca-Cola Co. (The)   90,016    4,051 
PepsiCo, Inc.   89,300    9,951 
Total        14,002 
           
Biotechnology 1.23%          
           
Celgene Corp.*   58,081    8,469 
           
Building Products 1.70%          
           
Johnson Controls International plc   238,736    9,619 
Owens Corning   26,678    2,063 
Total        11,682 
           
Capital Markets 3.00%          
           
Charles Schwab Corp. (The)   155,959    6,822 
Goldman Sachs Group, Inc. (The)   24,150    5,728 
Invesco Ltd.   230,982    8,093 
Total        20,643 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Chemicals 2.18%          
           
DowDuPont, Inc.   216,931   $15,018 
           
Communications Equipment 2.30%          
           
Cisco Systems, Inc.   470,220    15,814 
           
Consumer Finance 0.90%          
           
Discover Financial Services   95,973    6,188 
           
Containers & Packaging 0.71%          
           
Packaging Corp. of America   28,808    3,304 
Sealed Air Corp.   37,412    1,598 
Total        4,902 
           
Diversified Telecommunication Services 2.99%          
           
AT&T, Inc.   525,048    20,566 
           
Electric: Utilities 2.45%          
           
Duke Energy Corp.   87,399    7,334 
NextEra Energy, Inc.   64,871    9,507 
Total        16,841 
           
Electrical Equipment 1.19%          
           
AMETEK, Inc.   124,057    8,193 
           
Electronic Equipment, Instruments & Components 0.94%          
           
Corning, Inc.   217,122    6,496 
           
Energy Equipment & Services 0.88%          
           
Halliburton Co.   130,855    6,023 
           
Equity Real Estate Investment Trusts 2.38%          
           
Boston Properties, Inc.   51,896    6,377 
Prologis, Inc.   115,035    7,300 
Vornado Realty Trust   35,500    2,729 
Total        16,406 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Food & Staples Retailing 1.71%          
           
CVS Health Corp.   69,947   $5,688 
Wal-Mart Stores, Inc.   77,593    6,063 
Total        11,751 
           
Food Products 1.05%          
           
Mondelez International, Inc. Class A   177,741    7,227 
           
Health Care Equipment & Supplies 4.35%          
           
Abbott Laboratories   302,529    16,143 
Baxter International, Inc.   106,357    6,674 
Boston Scientific Corp.*   242,883    7,085 
Total        29,902 
           
Health Care Providers & Services 1.91%          
           
Aetna, Inc.   39,484    6,278 
UnitedHealth Group, Inc.   34,959    6,847 
Total        13,125 
           
Hotels, Restaurants & Leisure 1.08%          
           
Carnival Corp.   63,749    4,116 
Yum! Brands, Inc.   45,033    3,315 
Total        7,431 
           
Household Durables 0.60%          
           
Lennar Corp. Class A   78,760    4,159 
           
Household Products 1.86%          
           
Clorox Co. (The)   31,183    4,113 
Colgate-Palmolive Co.   68,300    4,976 
Procter & Gamble Co. (The)   40,795    3,712 
Total        12,801 
           
Industrial Conglomerates 2.04%          
           
General Electric Co.   134,733    3,258 
Honeywell International, Inc.   76,247    10,807 
Total        14,065 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Information Technology Services 1.60%          
           
Fidelity National Information Services, Inc.   81,133   $7,577 
Global Payments, Inc.   36,382    3,457 
Total        11,034 
           
Insurance 5.67%          
           
Allstate Corp. (The)   114,100    10,487 
Chubb Ltd. (Switzerland)(a)   91,756    13,080 
Hartford Financial Services Group, Inc. (The)   150,597    8,348 
Marsh & McLennan Cos., Inc.   84,805    7,107 
Total        39,022 
           
Internet Software & Services 0.49%          
           
Alphabet, Inc. Class A*   3,471    3,380 
           
Life Sciences Tools & Services 0.75%          
           
Thermo Fisher Scientific, Inc.   27,307    5,167 
           
Machinery 2.51%          
           
Dover Corp.   80,165    7,326 
ITT, Inc.   78,865    3,491 
PACCAR, Inc.   89,543    6,478 
Total        17,295 
           
Media 1.23%          
           
Comcast Corp. Class A   135,740    5,223 
Walt Disney Co. (The)   33,029    3,256 
Total        8,479 
           
Metals & Mining 0.81%          
           
Reliance Steel & Aluminum Co.   73,551    5,602 
           
Multi-Utilities 1.25%          
           
Sempra Energy   75,132    8,575 
           
Oil, Gas & Consumable Fuels 9.12%          
           
Chevron Corp.   211,801    24,887 
ConocoPhillips   203,500    10,185 
Devon Energy Corp.   161,900    5,944 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Oil, Gas & Consumable Fuels (continued)          
           
EOG Resources, Inc.   106,668   $10,319 
Exxon Mobil Corp.   139,500    11,436 
Total        62,771 
           
Pharmaceuticals 7.35%          
           
Allergan plc   36,757    7,533 
Johnson & Johnson   146,873    19,095 
Merck & Co., Inc.   190,374    12,190 
Novartis AG ADR   96,076    8,248 
Pfizer, Inc.   98,800    3,527 
Total        50,593 
           
Road & Rail 0.53%          
           
CSX Corp.   67,745    3,676 
           
Semiconductors & Semiconductor Equipment 1.25%          
           
Broadcom Ltd.   19,292    4,679 
Intel Corp.   102,214    3,892 
Total        8,571 
           
Software 2.99%          
           
Microsoft Corp.   91,843    6,842 
Oracle Corp.   283,875    13,725 
Total        20,567 
           
Specialty Retail 1.98%          
           
Burlington Stores, Inc.*   52,239    4,987 
Lowe’s Cos., Inc.   107,632    8,604 
Total        13,591 
           
Technology Hardware, Storage & Peripherals 0.60%          
           
Apple, Inc.   26,660    4,109 
           
Tobacco 0.75%          
           
Altria Group, Inc.   30,058    1,906 
Philip Morris International, Inc.   28,979    3,217 
Total        5,123 
Total Common Stocks
(cost $600,740,523)
        671,055 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 1.89%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $12,625,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $13,256,301; proceeds: $12,991,885
(cost $12,991,755)
  $12,992   $12,992 
           
Total Investments in Securities 99.41%
(cost $613,732,278)
        684,047 
           
Other Assets in Excess of Liabiities 0.59%        4,079 
           
Net Assets 100.00%       $688,126 

 

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

 

The following is a summary of the inputs used as of September 30, 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  $671,055   $   $   $671,055 
Repurchase Agreement       12,992        12,992 
Total  $671,055   $12,992   $   $684,047 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 98.95%          
           
Air Freight & Logistics 0.81%          
           
Expeditors International of Washington, Inc.   18,032   $1,080 
           
Banks 2.39%          
           
First Republic Bank   15,450    1,614 
Western Alliance Bancorp*   29,604    1,571 
Total        3,185 
           
Beverages 1.06%          
           
Brown-Forman Corp. Class B   25,916    1,407 
           
Biotechnology 3.92%          
           
Alexion Pharmaceuticals, Inc.*   7,668    1,076 
Incyte Corp., Ltd.*   9,921    1,158 
Insmed, Inc.*   23,532    735 
Repligen Corp.*   15,877    608 
TESARO, Inc.*   5,174    668 
Vertex Pharmaceuticals, Inc.*   6,407    974 
Total        5,219 
           
Building Products 1.39%          
           
A.O. Smith Corp.   31,081    1,847 
           
Capital Markets 5.47%          
           
CBOE Holdings, Inc.   14,714    1,584 
E*TRADE Financial Corp.*   38,063    1,660 
MarketAxess Holdings, Inc.   5,155    951 
Moody’s Corp.   16,614    2,313 
MSCI, Inc.   6,635    775 
Total        7,283 
           
Chemicals 2.27%          
           
Axalta Coating Systems Ltd.*   30,928    894 
FMC Corp.   23,924    2,137 
Total        3,031 
           
Commercial Services & Supplies 1.38%          
           
Cintas Corp.   12,706    1,833 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Construction Materials 1.29%          
           
Vulcan Materials Co.   14,357   $1,717 
           
Consumer Finance 0.61%          
           
SLM Corp.*   71,315    818 
           
Containers & Packaging 2.21%          
           
Ball Corp.   32,586    1,346 
Owens-Illinois, Inc.*   63,293    1,592 
Total        2,938 
           
Diversified Consumer Services 0.81%          
           
Service Corp. International   31,337    1,081 
           
Electrical Equipment 3.37%          
           
AMETEK, Inc.   23,432    1,547 
Hubbell, Inc.   10,825    1,256 
Rockwell Automation, Inc.   9,482    1,690 
Total        4,493 
           
Electronic Equipment, Instruments & Components 1.72%          
           
Keysight Technologies, Inc.*   21,351    890 
Trimble, Inc.*   35,799    1,405 
Total        2,295 
           
Food Products 0.97%          
           
Hershey Co. (The)   11,844    1,293 
           
Health Care Equipment & Supplies 3.77%          
           
DENTSPLY SIRONA, Inc.   15,478    926 
Edwards Lifesciences Corp.*   14,369    1,571 
Intuitive Surgical, Inc.*   916    958 
West Pharmaceutical Services, Inc.   16,337    1,572 
Total        5,027 
           
Health Care Providers & Services 1.78%          
           
Centene Corp.*   9,157    886 
Henry Schein, Inc.*   18,084    1,483 
Total        2,369 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Hotels, Restaurants & Leisure 5.04%          
           
Aramark   33,103   $1,344 
Marriott International, Inc. Class A   9,733    1,073 
Norwegian Cruise Line Holdings Ltd.*   23,920    1,293 
Vail Resorts, Inc.   6,923    1,579 
Wynn Resorts Ltd.   9,594    1,429 
Total        6,718 
           
Household Durables 1.21%          
           
Mohawk Industries, Inc.*   6,521    1,614 
           
Household Products 0.88%          
           
Church & Dwight Co., Inc.   24,308    1,178 
           
Industrial Conglomerates 1.53%          
           
Roper Technologies, Inc.   8,356    2,034 
           
Information Technology Services 7.10%          
           
DXC Technology Co.   21,941    1,884 
Euronet Worldwide, Inc.*   10,971    1,040 
Fidelity National Information Services, Inc.   23,511    2,196 
Global Payments, Inc.   21,320    2,026 
Total System Services, Inc.   15,393    1,008 
Vantiv, Inc. Class A*   18,571    1,309 
Total        9,463 
           
Insurance 2.91%          
           
Marsh & McLennan Cos., Inc.   14,347    1,202 
Progressive Corp. (The)   55,174    2,672 
Total        3,874 
           
Internet & Direct Marketing Retail 1.37%          
           
Expedia, Inc.   12,667    1,823 
           
Internet Software & Services 2.46%          
           
Akamai Technologies, Inc.*   13,083    637 
CoStar Group, Inc.*   6,016    1,614 
Yelp, Inc.*   23,791    1,030 
Total        3,281 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Leisure Products 0.91%          
           
Hasbro, Inc.   12,428   $1,214 
           
Life Sciences Tools & Services 4.62%          
           
Agilent Technologies, Inc.   25,556    1,641 
Charles River Laboratories International, Inc.*   11,161    1,206 
Illumina, Inc.*   7,330    1,460 
Mettler-Toledo International, Inc.*   2,965    1,856 
Total        6,163 
           
Machinery 5.71%          
           
Fortive Corp.   26,385    1,868 
IDEX Corp.   13,940    1,693 
Ingersoll-Rand plc   12,322    1,099 
Stanley Black & Decker, Inc.   7,630    1,152 
Wabtec Corp.   23,796    1,802 
Total        7,614 
           
Media 0.51%          
           
Scripps Networks Interactive, Inc. Class A   7,899    679 
           
Multi-Line Retail 2.73%          
           
Dollar General Corp.   23,526    1,907 
Dollar Tree, Inc.*   19,900    1,728 
Total        3,635 
           
Oil, Gas & Consumable Fuels 0.79%          
           
Cimarex Energy Co.   9,282    1,055 
           
Pharmaceuticals 2.20%          
           
Zoetis, Inc.   46,073    2,938 
           
Road & Rail 2.01%          
           
Genesee & Wyoming, Inc. Class A*   19,201    1,421 
J.B. Hunt Transport Services, Inc.   11,298    1,255 
Total        2,676 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Semiconductors & Semiconductor Equipment 7.32%          
           
Advanced Micro Devices, Inc.*   37,876   $483 
Analog Devices, Inc.   28,314    2,440 
KLA-Tencor Corp.   11,429    1,212 
Lam Research Corp.   4,363    807 
MACOM Technology Solutions Holdings, Inc.*   10,336    461 
Microchip Technology, Inc.   19,780    1,776 
Skyworks Solutions, Inc.   19,888    2,027 
Teradyne, Inc.   14,758    550 
Total        9,756 
           
Software 6.17%          
           
PTC, Inc.*   28,789    1,620 
Red Hat, Inc.*   23,520    2,607 
ServiceNow, Inc.*   19,242    2,262 
Splunk, Inc.*   9,813    652 
Ultimate Software Group, Inc. (The)*   5,728    1,086 
Total        8,227 
           
Specialty Retail 5.58%          
           
AutoZone, Inc.*   2,104    1,252 
Burlington Stores, Inc.*   16,261    1,552 
O’Reilly Automotive, Inc.*   6,905    1,487 
Tractor Supply Co.   21,722    1,375 
Ulta Salon, Cosmetics & Fragrance, Inc.*   7,839    1,772 
Total        7,438 
           
Technology Hardware, Storage & Peripherals 0.64%          
           
NetApp, Inc.   19,385    848 
           
Textiles, Apparel & Luxury Goods 2.04%          
           
Carter’s, Inc.   14,047    1,387 
Hanesbrands, Inc.   54,105    1,334 
Total        2,721 
Total Common Stocks
(cost $114,970,284)
        131,865 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 0.60%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $760,000 of U.S. Treasury Note at 3.625% due 2/15/2021; value: $812,299; proceeds: $795,324
(cost $795,317)
  $795   $795 
           
Total Investments in Securities 99.55%
(cost $115,765,601)
        132,660 
           
Other Assets in Excess of Liabilities 0.45%        602 
           
Net Assets 100.00%       $133,262 

 

 
* Non-income producing security.

 

The following is a summary of the inputs used as of September 30, 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  $131,865   $   $   $131,865 
Repurchase Agreement       795        795 
Total  $131,865   $795   $   $132,660 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
COMMON STOCK 96.42%          
           
Australia 2.40%          
           
Airlines 0.68%          
Qantas Airways Ltd.    97,251   $445 
Beverages 0.54%          
Treasury Wine Estates Ltd.    32,817    352 
Equity Real Estate Investment Trusts 0.49%          
Mirvac Group    178,750    321 
Metals & Mining 0.69%          
BHP Billiton Ltd.    22,477    455 
Total Australia        1,573 
                
Austria 1.33%          
           
Banks          
Erste Group Bank AG *   20,156    871 
                
Belgium 0.99%          
           
Beverages          
Anheuser-Busch InBev SA    5,402    647 
                
Brazil 1.52%          
           
Electric: Utilities 0.55%          
EDP-Energias do Brasil SA    75,000    358 
Health Care Providers & Services 0.97%          
Qualicorp SA    53,200    637 
Total Brazil        995 
                
Canada 0.28%          
           
Oil, Gas & Consumable Fuels          
Seven Generations Energy Ltd. Class A *   11,600    183 
                
China 0.77%          
           
Internet Software & Services          
Tencent Holdings Ltd.    11,700    504 
                
Denmark 2.44%          
           
Banks 1.08%          
Danske Bank A/S    17,766    711 
Diversified Telecommunication Services 0.70%          
TDC A/S    77,788    456 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Pharmaceuticals 0.66%          
Novo Nordisk A/S Class B    9,085   $434 
Total Denmark        1,601 
                
Finland 0.93%          
           
Insurance          
Sampo OYJ A Shares    11,594    613 
                
France 10.24%          
           
Auto Components 1.57%          
Valeo SA    13,908    1,032 
Banks 1.02%          
BNP Paribas SA    8,239    665 
Beverages 1.00%          
Remy Cointreau SA    5,550    657 
Construction & Engineering 1.33%          
Vinci SA    9,186    873 
Diversified Telecommunication Services 0.45%          
Orange SA    18,127    297 
Information Technology Services 1.05%          
Atos SE    4,442    689 
Machinery 1.43%          
Alstom SA    22,035    936 
Oil, Gas & Consumable Fuels 1.25%          
Total SA    15,290    821 
Pharmaceuticals 0.66%          
Sanofi    4,360    433 
Textiles, Apparel & Luxury Goods 0.48%          
LVMH Moet Hennessy Louis Vuitton SE    1,142    315 
Total France        6,718 
                
Germany 11.51%          
           
Hotels, Restaurants & Leisure 0.99%          
TUI AG    38,373    651 
Industrial Conglomerates 1.49%          
Rheinmetall AG    6,351    716 
Siemens AG Registered Shares    1,878    264 
         980 
Insurance 1.51%          
Allianz SE Registered Shares    4,423    993 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Germany (continued)          
           
Life Sciences Tools & Services 0.96%          
MorphoSys AG *   7,444   $628 
Pharmaceuticals 1.06%          
Bayer AG Registered Shares    5,097    695 
Real Estate Management & Development 1.72%          
Aroundtown SA    72,249    517 
PATRIZIA Immobilien AG *   29,294    610 
         1,127 
Semiconductors & Semiconductor Equipment 1.11%          
Infineon Technologies AG    28,933    727 
Software 1.26%          
SAP SE    7,566    829 
Textiles, Apparel & Luxury Goods 1.41%          
adidas AG    4,090    925 
Total Germany        7,555 
                
Hong Kong 3.23%          
           
Household Durables 1.11%          
Techtronic Industries Co., Ltd.    136,500    729 
Industrial Conglomerates 0.48%          
Jardine Strategic Holdings Ltd.    7,281    314 
Paper & Forest Products 0.67%          
Nine Dragons Paper Holdings Ltd.    224,000    440 
Real Estate Management & Development 0.97%          
Hysan Development Co., Ltd.    136,000    640 
Total Hong Kong        2,123 
                
India 1.45%          
           
Banks 0.93%          
ICICI Bank Ltd. ADR    71,081    608 
Information Technology Services 0.52%          
Vakrangee Ltd.    45,607    345 
Total India        953 
                
Indonesia 1.26%          
           
Banks          
Bank Rakyat Indonesia Persero Tbk PT    419,000    475 
Bank Tabungan Negara Persero Tbk PT    1,511,700    354 
Total Indonesia        829 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Ireland 2.05%          
           
Banks          
Allied Irish Banks plc    119,100   $716 
Bank of Ireland Group plc *   76,939    630 
Total Ireland        1,346 
                
Israel 0.59%          
           
Semiconductors & Semiconductor Equipment          
Tower Semiconductor Ltd. *   12,499    384 
                
Italy 5.13%          
           
Banks 2.01%          
UniCredit SpA *   61,866    1,318 
Electric: Utilities 1.52%          
Enel SpA    166,397    1,002 
Electrical Equipment 1.02%          
Prysmian SpA    19,851    670 
Internet & Direct Marketing Retail 0.58%          
Yoox Net-A-Porter Group SpA *   9,664    379 
Total Italy        3,369 
                
Japan 17.15%          
           
Automobiles 0.87%          
Honda Motor Co., Ltd.    19,400    575 
Building Products 0.93%          
Daikin Industries Ltd.    6,000    608 
Chemicals 3.13%          
Asahi Kasei Corp.    35,335    435 
Mitsubishi Chemical Holdings Corp.    85,900    818 
Mitsubishi Gas Chemical Co., Inc.    34,100    799 
         2,052 
Construction & Engineering 1.12%          
Obayashi Corp.    28,800    345 
Taisei Corp.    7,400    388 
         733 
Distributors 0.52%          
PALTAC Corp.    8,700    339 
Diversified Financial Services 1.03%          
ORIX Corp.    42,000    677 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Japan (continued)          
           
Household Durables 0.75%          
Sony Corp.    13,200   $491 
Machinery 3.77%          
DMG Mori Co., Ltd.    48,000    862 
Komatsu Ltd.    29,700    845 
Makino Milling Machine Co., Ltd.    48,000    426 
Nabtesco Corp.    9,200    342 
         2,475 
Professional Services 1.07%          
Recruit Holdings Co., Ltd.    32,300    700 
Software 1.53%          
Nintendo Co., Ltd.    2,727    1,007 
Specialty Retail 0.70%          
Bic Camera, Inc.    41,500    461 
Trading Companies & Distributors 0.89%          
Mitsubishi Corp.    25,230    586 
Wireless Telecommunication Services 0.84%          
SoftBank Group Corp.    6,826    551 
Total Japan        11,255 
                
Luxembourg 1.63%          
           
Metals & Mining 1.10%          
Ternium SA ADR    23,376    723 
Multi-Line Retail 0.53%          
B&M European Value Retail SA    67,322    350 
Total Luxembourg        1,073 
                
Macau 1.01%          
           
Hotels, Restaurants & Leisure          
Wynn Macau Ltd.    244,800    660 
                
Netherlands 5.01%          
           
Banks 1.45%          
ING Groep NV    51,721    954 
Health Care Equipment & Supplies 1.35%          
Koninklijke Philips NV    21,385    883 
Insurance 1.17%          
ASR Nederland NV    19,261    770 
Oil, Gas & Consumable Fuels 1.04%          

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Netherlands (continued)          
           
Royal Dutch Shell plc B Shares    22,250   $684 
Total Netherlands        3,291 
           
Norway 1.35%          
           
Banks 0.29%          
Sparebank 1 Oestlandet *   17,663    190 
Metals & Mining 1.06%          
Norsk Hydro ASA    95,301    693 
Total Norway        883 
                
Philippines 0.74%          
           
Banks          
Metropolitan Bank & Trust Co.    284,850    485 
                
South Korea 1.75%          
           
Insurance 0.58%          
ING Life Insurance Korea Ltd.   9,270    384 
Technology Hardware, Storage & Peripherals 1.17%          
Samsung Electronics Co., Ltd.    343    768 
Total South Korea        1,152 
                
Spain 2.57%          
           
Banks 1.43%          
Banco Bilbao Vizcaya Argentaria SA    104,777    936 
Oil, Gas & Consumable Fuels 1.14%          
Repsol SA    40,744    751 
Total Spain        1,687 
                
Sweden 2.05%          
           
Commercial Services & Supplies 1.04%          
Loomis AB Class B    17,211    684 
Machinery 1.01%          
Volvo AB B Shares    34,397    663 
Total Sweden         1,347 
           
Switzerland 6.11%          
           
Food Products 2.38%          
Nestle SA Registered Shares    18,688    1,565 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Switzerland (continued)          
           
Insurance 1.17%          
Swiss Life Holding AG Registered Shares *   2,173   $765 
Pharmaceuticals 2.56%          
Novartis AG Registered Shares    10,163    870 
Roche Holding AG    3,159    807 
         1,677 
Total Switzerland        4,007 
                
Taiwan 0.72%          
           
Semiconductors & Semiconductor Equipment          
Advanced Semiconductor Engineering, Inc.    387,682    474 
                
United Kingdom 10.21%          
           
Banks 0.55%          
Royal Bank of Scotland Group plc *   100,519    361 
Beverages 0.95%          
Coca-Cola European Partners plc    14,840    622 
Hotels, Restaurants & Leisure 1.53%          
Compass Group plc    47,300    1,003 
Insurance 0.91%          
Direct Line Insurance Group plc    122,241    596 
Internet & Direct Marketing Retail 0.51%          
ASOS plc *   4,145    331 
Metals & Mining 0.94%          
Rio Tinto plc    13,308    619 
Personal Products 1.06%          
Unilever NV CVA    11,749    695 
Pharmaceuticals 0.73%          
GlaxoSmithKline plc    23,993    479 
Semiconductors & Semiconductor Equipment 0.58%          
IQE plc *   228,643    382 
Tobacco 1.50%          
British American Tobacco plc    15,726    984 
Wireless Telecommunication Services 0.95%          
Vodafone Group plc    223,611    626 
Total United Kingdom        6,698 
Total Common Stock
(cost $55,526,521)
        63,276 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL EQUITY PORTFOLIO (formerly, “INTERNATIONAL CORE EQUITY PORTFOLIO”) September 30, 2017

 

Investments  Principal Amount
(000)
   U.S. $
Fair Value
(000)
 
SHORT-TERM INVESTMENT 1.09%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $695,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $729,753; proceeds: $714,972
(cost $714,965)
  $715   $715 
           
Total Investments in Securities 97.51%
(cost $56,241,486)
        63,991 
           
Foreign Cash and Other Assets in Excess of Liabilities 2.49%        1,637 
           
Net Assets 100.00%       $65,628 

 

 
ADR American Depositary Receipt.
CVA Company Voluntary Arrangement
   
* Non-income producing security.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.

 

The following is a summary of the inputs used as of September 30, 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 Stock  $63,276   $   $   $63,276 
Repurchase Agreement       715       715 
Total  $63,276   $715   $   $63,991 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
COMMON STOCK 96.68%          
           
Australia 1.79%          
           
Auto Components 0.83%          
GUD Holdings Ltd.    55,497   $474 
Electric: Utilities 0.96%          
AusNet Services    414,581    550 
Total Australia        1,024 
           
Canada 5.31%          
           
Electric: Utilities 0.89%          
Emera, Inc.    13,400    507 
Metals & Mining 0.70%          
Hudbay Minerals, Inc.    54,302    403 
Oil, Gas & Consumable Fuels 2.76%          
Africa Oil Corp. *   197,904    269 
Canacol Energy Ltd. *   163,000    542 
Vermilion Energy, Inc.    10,800    384 
Whitecap Resources, Inc.    49,600    386 
         1,581 
Paper & Forest Products 0.96%          
Interfor Corp. *   34,700    550 
Total Canada        3,041 
           
China 0.86%          
           
Energy Equipment & Services 0.17%          
Hilong Holding Ltd.    649,000    99 
Internet & Direct Marketing Retail 0.13%          
Secoo Holding Ltd. ADR *    8,303    74 
Internet Software & Services 0.56%          
China Rapid Finance Ltd. ADR *   48,940    322 
Total China        495 
           
Finland 2.02%          
           
Machinery 1.28%          
Outotec OYJ *   92,596    733 
Trading Companies & Distributors 0.74%          
Cramo OYJ    16,077    422 
Total Finland        1,155 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
France 7.02%          
           
Building Products 0.49%          
Tarkett SA    6,181   $278 
Construction Materials 0.69%          
Vicat SA    5,196    396 
Health Care Providers & Services 1.08%          
Korian SA    18,867    621 
Hotels, Restaurants & Leisure 1.06%          
Elior Group SA   22,911    607 
Information Technology Services 1.21%          
Altran Technologies SA    37,608    692 
Life Sciences Tools & Services 0.25%          
Genfit *   4,893    142 
Real Estate Management & Development 1.08%          
Nexity SA *   10,163    621 
Specialty Retail 1.16%          
Maisons du Monde SA   15,143    666 
Total France        4,023 
           
Germany 6.01%          
           
Industrial Conglomerates 1.59%          
Rheinmetall AG    8,067    909 
Internet Software & Services 0.74%
XING SE    1,356    425 
Life Sciences Tools & Services 1.44%          
Gerresheimer AG    6,723    520 
MorphoSys AG *   3,646    308 
         828 
Machinery 1.02%          
Deutz AG    72,202    583 
Real Estate Management & Development 1.22%          
PATRIZIA Immobilien AG *   33,533    699 
Total Germany        3,444 
           
Hong Kong 1.49%          
           
Communications Equipment 0.72%          
VTech Holdings Ltd.    28,400    414 
Paper & Forest Products 0.77%          
Lee & Man Paper Manufacturing Ltd.    345,000    442 
Total Hong Kong        856 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
India 1.54%          
           
Consumer Finance 0.40%          
Bharat Financial Inclusion Ltd. *   15,632   $227 
Information Technology Services 0.66%          
Vakrangee Ltd.    50,301    381 
Thrifts & Mortgage Finance 0.48%          
Dewan Housing Finance Corp., Ltd.    32,590    274 
Total India        882 
           
Indonesia 1.15%          
           
Banks 0.85%          
Bank Tabungan Negara Persero Tbk PT    2,093,196    489 
Consumer Finance 0.30%          
PT Clipan Finance Indonesia Tbk *   7,426,600    169 
Total Indonesia        658 
           
Ireland 4.92%          
           
Beverages 0.51%          
C&C Group plc    80,750    291 
Equity Real Estate Investment Trusts 1.07%          
Hibernia REIT plc    341,433    615 
Food Products 0.59%          
Origin Enterprises plc *   42,554    335 
Health Care Providers & Services 1.22%          
UDG Healthcare plc    61,293    698 
Household Durables 1.53%          
Cairn Homes plc *   432,963    879 
Total Ireland        2,818 
           
Israel 2.34%          
           
Chemicals 0.92%          
Frutarom Industries Ltd.    6,884    529 
Electronic Equipment, Instruments & Components 0.70%          
Orbotech Ltd. *    9,502    401 
Semiconductors & Semiconductor Equipment 0.72%          
Tower Semiconductor Ltd. *   13,324    410 
Total Israel        1,340 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Italy 7.54%          
           
Beverages 0.46%          
Davide Campari-Milano SpA    36,179   $263 
Capital Markets 0.91%          
Anima Holding SpA   64,533    521 
Construction Materials 1.21%          
Buzzi Unicem SpA    25,681    693 
Diversified Financial Services 0.94%          
doBank SpA *†   41,701    541 
Electrical Equipment 1.00%          
Prysmian SpA    16,971    573 
Internet & Direct Marketing Retail 1.05%          
Yoox Net-A-Porter Group SpA *   15,332    601 
Textiles, Apparel & Luxury Goods 1.97%          
Brunello Cucinelli SpA    19,182    595 
Moncler SpA    18,441    532 
         1,127 
Total Italy        4,319 
           
Japan 21.69%          
           
Banks 0.72%          
Shinsei Bank Ltd.    25,600    410 
Beverages 1.51%          
Coca-Cola Bottlers Japan, Inc.    26,600    863 
Chemicals 0.99%          
KH Neochem Co., Ltd.    23,200    569 
Construction & Engineering 1.34%          
SHO-BOND Holdings Co., Ltd.    13,500    769 
Containers & Packaging 0.73%          
Fuji Seal International, Inc.    13,900    420 
Equity Real Estate Investment Trusts 0.90%          
GLP J-Reit    493    514 
Food & Staples Retailing 1.40%          
Sundrug Co., Ltd.    19,400    803 
Food Products 0.69%          
Nichirei Corp.    15,800    397 
Health Care Providers & Services 0.58%          
Japan Lifeline Co., Ltd.    6,700    331 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Japan (continued)          
           
Hotels, Restaurants & Leisure 1.84%          
HIS Co., Ltd.    19,900   $628 
St. Marc Holdings Co., Ltd.    14,500    426 
         1,054 
Information Technology Services 0.85%          
NS Solutions Corp.    22,100    487 
Machinery 3.91%          
CKD Corp.    16,100    316 
DMG Mori Co., Ltd.    39,200    704 
Nabtesco Corp.    8,300    308 
Takeuchi Manufacturing Co., Ltd.    30,700    642 
Tsubakimoto Chain Co.    34,000    272 
         2,242 
Professional Services 1.04%          
en-japan, Inc.    16,300    597 
Real Estate Management & Development 1.14%          
Kenedix, Inc.    117,600    653 
Semiconductors & Semiconductor Equipment 0.71%          
Megachips Corp.    12,400    407 
Software 0.48%          
Trend Micro, Inc.    5,600    276 
Specialty Retail 2.02%          
Bic Camera, Inc.    35,200    392 
United Arrows Ltd.    21,000    763 
         1,155 
Wireless Telecommunication Services 0.84%          
Okinawa Cellular Telephone Co.    13,900    483 
Total Japan        12,430 
           
Luxembourg 1.49%          
           
Machinery 0.25%          
Stabilus SA    1,588    144 
Multi-Line Retail 1.24%          
B&M European Value Retail SA    136,937    711 
Total Luxembourg        855 
           
Mexico 0.87%          
           
Banks          
Banco del Bajio SA *†   256,590    497 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Netherlands 4.96%          
           
Air Freight & Logistics 1.01%          
PostNL NV    134,004   $577 
Hotels, Restaurants & Leisure 1.18%          
Basic-Fit NV *†   30,659    678 
Insurance 1.25%          
ASR Nederland NV    17,859    714 
Machinery 1.52%          
Aalberts Industries NV    18,083    874 
Total Netherlands        2,843 
           
Philippines 1.70%          
           
Banks 0.98%          
Security Bank Corp.    117,880    564 
Real Estate Management & Development 0.72%          
Filinvest Land, Inc.    10,256,500    410 
Total Philippines        974 
           
Portugal 1.01%          
           
Multi-Utilities          
REN—Redes Energeticas Nacionais SGPS SA    178,665    582 
           
South Korea 1.77%          
           
Auto Components 1.03%          
Mando Corp.    2,668    593 
Insurance 0.74%          
ING Life Insurance Korea Ltd.   10,231    424 
Total South Korea        1,017 
           
Spain 1.76%          
           
Equity Real Estate Investment Trusts 0.87%
Hispania Activos Inmobiliarios SOCIMI SA    27,665    498 
Household Durables 0.89%          
Neinor Homes SA *†   23,919    512 
Total Spain        1,010 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
Sweden 4.51%          
           
Commercial Services & Supplies 3.54%          
Bravida Holding AB   85,922   $629 
Intrum Justitia AB    17,558    621 
Loomis AB Class B    19,611    780 
         2,030 
Consumer Finance 0.97%          
Hoist Finance AB   53,842    555 
Total Sweden        2,585 
           
Taiwan 1.02%          
           
Semiconductors & Semiconductor Equipment          
Realtek Semiconductor Corp.    96,000    331 
Visual Photonics Epitaxy Co., Ltd.    128,000    254 
         585 
           
United Kingdom 11.49%          
           
Capital Markets 2.48%          
Man Group plc    301,990    679 
TP ICAP plc    105,330    740 
         1,419 
Consumer Finance 1.03%          
Arrow Global Group plc    102,945    590 
Electronic Equipment, Instruments & Components 0.76%          
accesso Technology Group plc *   17,280    435 
Household Durables 0.91%          
Bovis Homes Group plc    35,549    521 
Insurance 0.97%          
Lancashire Holdings Ltd.    62,197    557 
Internet & Direct Marketing Retail 0.90%          
ASOS plc *   6,444    514 
Machinery 1.67%          
Bodycote plc    52,116    640 
Concentric AB    18,918    320 
         960 
Media 0.57%          
Huntsworth plc    329,220    324 
Metals & Mining 0.85%          
Hill & Smith Holdings plc    28,793    488 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

Investments  Shares   U.S. $
Fair Value
(000)
 
United Kingdom (continued)           
           
Oil, Gas & Consumable Fuels 0.62%          
Tullow Oil plc *   143,282   $357 
Semiconductors & Semiconductor Equipment 0.64%          
IQE plc *   218,538    365 
Software 0.09%          
Alfa Financial Software Holdings plc *†   8,039    55 
Total United Kingdom        6,585 
           
United States 1.22%          
           
Exchange- Traded Funds 0.78%          
VanEck Vectors Junior Gold Miners    13,347    448 
Semiconductors & Semiconductor Equipment 0.44%          
CEVA, Inc. *   5,907    253 
Total United States        701 
           
Vietnam 1.20%          
           
Closed-Ended Fund          
VinaCapital Vietnam Opportunity Fund Ltd.    173,283    689 
Total Common Stock
(cost $46,257,151)
        55,408 
           
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 3.16%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $1,765,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $1,853,257; proceeds: $1,814,941
(cost $1,814,923)
  $1,815    1,815 
           
Total Investments in Securities 99.84%
(cost $48,072,074)
        57,223 
           
Foreign Cash and Other Assets in Excess of Liabilities 0.16%        90 
           
Net Assets 100.00%       $57,313 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2017

 

 
ADR American Depositary Receipt.
   
* Non-income producing security.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.

 

The following is a summary of the inputs used as of September 30, 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 Stock  $55,408   $   $   $55,408 
Repurchase Agreement       1,815        1,815 
Total  $55,408   $1,815   $   $57,223 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.31%          
           
Aerospace & Defense 1.61%          
           
Textron, Inc.   97,968   $5,279 
           
Airlines 1.41%          
           
Alaska Air Group, Inc.   60,815    4,638 
           
Banks 7.04%          
           
CIT Group, Inc.   108,654    5,330 
Citizens Financial Group, Inc.   167,000    6,324 
East West Bancorp, Inc.   74,000    4,424 
KeyCorp   373,400    7,027 
Total        23,105 
           
Beverages 3.19%          
           
Coca-Cola European Partners plc (United Kingdom)(a)   78,659    3,274 
Molson Coors Brewing Co. Class B   88,156    7,197 
Total        10,471 
           
Capital Markets 2.78%          
           
E*TRADE Financial Corp.*   143,400    6,253 
OM Asset Management plc (United Kingdom)(a)   193,284    2,884 
Total        9,137 
           
Chemicals 3.32%          
           
Axalta Coating Systems Ltd.*   111,200    3,216 
Eastman Chemical Co.   52,617    4,761 
FMC Corp.   32,511    2,904 
Total        10,881 
           
Communications Equipment 0.79%          
           
Juniper Networks, Inc.   93,600    2,605 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Containers & Packaging 1.30%          
           
Graphic Packaging Holding Co.   184,036   $2,567 
Packaging Corp. of America   14,802    1,698 
Total        4,265 
           
Electric: Utilities 6.38%          
           
Edison International   71,300    5,502 
FirstEnergy Corp.   197,895    6,101 
Great Plains Energy, Inc.   177,100    5,366 
PPL Corp.   104,600    3,970 
Total        20,939 
           
Electrical Equipment 2.74%          
           
AMETEK, Inc.   54,201    3,579 
Hubbell, Inc.   46,639    5,411 
Total        8,990 
           
Electronic Equipment, Instruments & Components 0.79%          
           
Flex Ltd.*   157,300    2,606 
           
Energy Equipment & Services 1.26%
 
Patterson-UTI Energy, Inc.   197,412    4,134 
           
Equity Real Estate Investment Trusts 10.88%          
           
Alexandria Real Estate Equities, Inc.   35,406    4,212 
Apartment Investment & Management Co. Class A   67,300    2,952 
Brixmor Property Group, Inc.   162,560    3,056 
Duke Realty Corp.   142,601    4,110 
Healthcare Trust of America, Inc. Class A   131,440    3,917 
Highwoods Properties, Inc.   105,300    5,485 
Invitation Homes, Inc.   120,200    2,722 
UDR, Inc.   148,214    5,637 
Vornado Realty Trust   47,009    3,614 
Total        35,705 
           
Food Products 1.52%          
           
B&G Foods, Inc.   75,820    2,415 
Bunge Ltd.   37,117    2,578 
Total        4,993 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 2.94%          
           
DENTSPLY SIRONA, Inc.   79,793   $4,772 
Zimmer Biomet Holdings, Inc.   41,700    4,883 
Total        9,655 
           
Health Care Providers & Services 2.21%          
           
Envision Healthcare Corp.*   82,500    3,708 
HealthSouth Corp.   76,474    3,545 
Total        7,253 
           
Hotels, Restaurants & Leisure 2.13%          
           
Aramark   87,100    3,537 
MGM Resorts International   105,678    3,444 
Total        6,981 
           
Household Durables 4.84%          
           
Lennar Corp. Class A   64,300    3,395 
Newell Brands, Inc.   208,319    8,889 
Whirlpool Corp.   19,600    3,615 
Total        15,899 
           
Information Technology Services 2.63%          
           
Conduent, Inc.*   319,035    4,999 
CSRA, Inc.   112,479    3,630 
Total        8,629 
           
Insurance 8.36%          
           
Allstate Corp. (The)   28,945    2,660 
Brown & Brown, Inc.   48,567    2,340 
Hanover Insurance Group, Inc. (The)   49,148    4,764 
Hartford Financial Services Group, Inc. (The)   81,086    4,495 
Lincoln National Corp.   45,300    3,329 
RenaissanceRe Holdings Ltd.   19,097    2,581 
XL Group Ltd.   183,900    7,255 
Total        27,424 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Life Sciences Tools & Services 1.45%             
              
Agilent Technologies, Inc.   21,000   $1,348 
PerkinElmer, Inc.   49,300    3,400 
Total        4,748 
           
Machinery 5.81%          
           
Ingersoll-Rand plc   30,000    2,675 
ITT, Inc.   76,427    3,383 
Kennametal, Inc.   74,109    2,990 
Parker-Hannifin Corp.   23,169    4,055 
Pentair plc (United Kingdom)(a)   87,599    5,953 
Total        19,056 
           
Metals & Mining 2.59%          
           
Alcoa Corp.*   53,256    2,483 
Freeport-McMoRan, Inc.*   203,212    2,853 
Steel Dynamics, Inc.   91,600    3,157 
Total        8,493 
           
Multi-Line Retail 1.00%          
           
Dollar Tree, Inc.*   37,953    3,295 
           
Multi-Utilities 0.81%          
           
SCANA Corp.   55,016    2,668 
           
Oil, Gas & Consumable Fuels 7.79%          
           
Cabot Oil & Gas Corp.   106,700    2,854 
Cimarex Energy Co.   50,169    5,703 
Concho Resources, Inc.*   28,000    3,688 
Hess Corp.   74,400    3,489 
Noble Energy, Inc.   181,544    5,149 
Williams Cos., Inc. (The)   155,700    4,672 
Total        25,555 
           
Road & Rail 2.22%          
           
Kansas City Southern   67,167    7,300 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

Investments  Shares   Fair
Value
(000)
 
Semiconductors & Semiconductor Equipment 3.95%          
           
Maxim Integrated Products, Inc.   44,023   $2,100 
Qorvo, Inc.*   50,278    3,554 
Skyworks Solutions, Inc.   16,709    1,703 
Teradyne, Inc.   104,809    3,908 
Tower Semiconductor Ltd. (Israel)*(a)   55,700    1,713 
Total        12,978 
           
Specialty Retail 0.65%          
           
Advance Auto Parts, Inc.   21,400    2,123 
           
Technology Hardware, Storage & Peripherals 1.45%          
           
NetApp, Inc.   66,162    2,895 
Western Digital Corp.   21,700    1,875 
Total        4,770 
           
Thrifts & Mortgage Finance 1.47%          
           
Astoria Financial Corp.   223,729    4,810 
Total Common Stocks
(cost $289,268,067)
        319,385 
           
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 3.24%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $10,330,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $10,846,541; proceeds: $10,632,672
(cost $10,632,566)
  $10,633    10,633 
           
Total Investments in Securities 100.55%
(cost $299,900,633)
        330,018 
           
Liabilities in Excess of Other Assets (0.55)%        (1,809)
           
Net Assets 100.00%       $328,209 

 

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

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2017

 

The following is a summary of the inputs used as of September 30, 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  $319,385   $   $   $319,385 
Repurchase Agreement       10,633        10,633 
Total  $319,385   $10,633   $   $330,018 

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 92.62%                    
                     
ASSET-BACKED SECURITIES 23.08%                    
                     
Automobiles 9.77%                    
                     
Ally Auto Receivables Trust 2014-2 A3   1.25%  4/15/2019    $3   $2,753 
Ally Auto Receivables Trust 2015-2 A3   1.49%  11/15/2019     4    4,434 
American Credit Acceptance Receivables Trust 2015-3 C    4.84%  10/12/2021     100    102,381 
AmeriCredit Automobile Receivables Trust 2013-3 E    3.74%  12/8/2020     100    100,539 
AmeriCredit Automobile Receivables Trust 2014-3 B   1.92%  11/8/2019     196    195,806 
AmeriCredit Automobile Receivables Trust 2016-3 A3   1.46%  5/10/2021     49    48,856 
AmeriCredit Automobile Receivables Trust 2016-3 B   1.80%  10/8/2021     31    30,814 
AmeriCredit Automobile Receivables Trust 2016-4 A2A   1.34%  4/8/2020     21    21,062 
AmeriCredit Automobile Receivables Trust 2017-1 A2A   1.51%  5/18/2020     34    34,181 
AmeriCredit Automobile Receivables Trust 2017-1 D   3.13%  1/18/2023     16    16,099 
AmeriCredit Automobile Receivables Trust 2017-2 B   2.40%  5/18/2022     38    38,126 
AmeriCredit Automobile Receivables Trust 2017-2 C   2.97%  3/20/2023     64    64,684 
AmeriCredit Automobile Receivables Trust 2017-3 A2A   1.69%  12/18/2020     54    54,022 
AmeriCredit Automobile Receivables Trust 2017-3 B   2.24%  6/19/2023     29    28,930 
Avis Budget Rental Car Funding AESOP LLC 2012-3A A    2.10%  3/20/2019     193    193,203 
California Republic Auto Receivables Trust 2015-3 A4   2.13%  5/17/2021     15    15,063 
California Republic Auto Receivables Trust 2015-4 A3    2.04%  1/15/2020     7    6,711 
California Republic Auto Receivables Trust 2015-4 A4    2.58%  6/15/2021     228    230,084 
California Republic Auto Receivables Trust 2015-4 B    3.73%  11/15/2021     12    12,296 
California Republic Auto Receivables Trust 2016-1 A3   1.89%  5/15/2020     26    26,062 
California Republic Auto Receivables Trust 2016-1 A4   2.24%  10/15/2021     58    58,298 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020     11    10,995 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021     15    14,962 
Capital Auto Receivables Asset Trust 2013-4 C   2.67%  2/20/2019     19    18,777 
Capital Auto Receivables Asset Trust 2014-3 C    2.71%  11/20/2019     21    21,132 
Capital Auto Receivables Asset Trust 2015-3 B   2.43%  9/21/2020     11    11,071 
Capital Auto Receivables Asset Trust 2015-3 C   2.90%  12/21/2020     10    10,127 
Capital Auto Receivables Asset Trust 2015-3 D   3.34%  3/22/2021    9    9,177 
Capital Auto Receivables Asset Trust 2016-1 A4   1.98%  10/20/2020     16    16,036 
Capital Auto Receivables Asset Trust 2016-1 B   2.67%  12/21/2020     12    12,119 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020     21    21,002 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%  1/20/2021     24    23,940 
Capital Auto Receivables Asset Trust 2016-2 B   2.11%  3/22/2021     4    3,999 
CarMax Auto Owner Trust 2014-2 A3   0.98%  1/15/2019     1    1,086 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021     32    31,878 
CarMax Auto Owner Trust 2016-3 A4   1.60%  1/18/2022     32    31,658 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                 
                  
CarMax Auto Owner Trust 2016-4 A2   1.21%  11/15/2019    $24   $24,405 
CarMax Auto Owner Trust 2016-4 A3   1.40%  8/15/2021     28    27,817 
CarMax Auto Owner Trust 2016-4 A4   1.60%  6/15/2022     21    20,741 
CarMax Auto Owner Trust 2017-3 A2A   1.64%  9/15/2020     113    112,999 
CarMax Auto Owner Trust 2017-3 A3   1.97%  4/15/2022     165    165,065 
CarMax Auto Owner Trust 2017-3 A4   2.22%  11/15/2022     49    48,897 
Chesapeake Funding II LLC 2016-2A A1    1.88%  6/15/2028     169    169,451 
Chrysler Capital Auto Receivables Trust 2015-AA A4    1.55%  2/18/2020     45    45,004 
Chrysler Capital Auto Receivables Trust 2015-BA B    2.70%  12/15/2020     3    3,019 
Chrysler Capital Auto Receivables Trust 2016-AA A3    1.77%  10/15/2020     42    42,042 
Chrysler Capital Auto Receivables Trust 2016-AA B    2.88%  2/15/2022     11    11,094 
CPS Auto Receivables Trust 2016-B A    2.07%  11/15/2019     31    31,072 
CPS Auto Receivables Trust 2017-C A    1.78%  9/15/2020     90    90,226 
CPS Auto Receivables Trust 2017-C B    2.30%  7/15/2021     100    99,871 
Drive Auto Receivables Trust 2015-AA C    3.06%  5/17/2021     42    42,326 
Drive Auto Receivables Trust 2015-BA C    2.76%  7/15/2021     2    1,739 
Drive Auto Receivables Trust 2015-BA D    3.84%  7/15/2021     5    5,108 
Drive Auto Receivables Trust 2015-DA C    3.38%  11/15/2021     23    23,159 
Drive Auto Receivables Trust 2015-DA D    4.59%  1/17/2023     22    22,635 
Drive Auto Receivables Trust 2016-AA B    3.17%  5/15/2020     22    21,663 
Drive Auto Receivables Trust 2016-BA B    2.56%  6/15/2020     17    17,082 
Drive Auto Receivables Trust 2016-BA C    3.19%  7/15/2022     20    20,207 
Drive Auto Receivables Trust 2016-BA D    4.53%  8/15/2023     41    41,861 
Drive Auto Receivables Trust 2016-CA B    2.37%  11/16/2020     30    30,120 
Drive Auto Receivables Trust 2016-CA C    3.02%  11/15/2021     78    78,988 
Drive Auto Receivables Trust 2016-CA D    4.18%  3/15/2024     27    27,897 
Drive Auto Receivables Trust 2017-2 B   2.25%  6/15/2021     37    37,034 
Drive Auto Receivables Trust 2017-2 C   2.75%  9/15/2023     42    41,957 
Drive Auto Receivables Trust 2017-2 D   3.49%  9/15/2023     180    180,453 
Drive Auto Receivables Trust 2017-BA B    2.20%  5/15/2020     41    41,136 
Drive Auto Receivables Trust 2017-BA C    2.61%  8/16/2021     52    52,259 
Drive Auto Receivables Trust 2017-BA D    3.72%  10/17/2022     34    34,223 
Exeter Automobile Receivables Trust 2017-3A A    2.05%  12/15/2021     65    64,964 
Exeter Automobile Receivables Trust 2017-3A B    2.81%  9/15/2022     50    49,791 
Fifth Third Auto Trust 2014-3 A3   0.96%  3/15/2019     3    2,918 
Fifth Third Auto Trust 2017-1 A4   2.03%  7/15/2024     39    38,856 
First Investors Auto Owner Trust 2016-2A A1    1.53%  11/16/2020     22    22,435 
First Investors Auto Owner Trust 2017-1A A1    1.69%  4/15/2021     34    34,118 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                 
                  
Flagship Credit Auto Trust 2015-2 A    1.98%  10/15/2020    $98   $98,578 
Flagship Credit Auto Trust 2015-3 A    2.38%  10/15/2020     3    3,244 
Flagship Credit Auto Trust 2016-2 A2    3.05%  8/16/2021     60    60,468 
Flagship Credit Auto Trust 2016-4 A2    1.96%  2/16/2021     10    10,008 
Flagship Credit Auto Trust 2017-3 A    1.88%  10/15/2021     63    63,194 
Flagship Credit Auto Trust 2017-3 B    2.59%  7/15/2022     30    29,921 
Ford Credit Auto Lease Trust 2016-A A3   1.71%  4/15/2019     35    35,022 
Ford Credit Auto Owner Trust 2016-C A2A   1.04%  9/15/2019     49    48,926 
Honda Auto Receivables Owner Trust 2016-4 A2   1.04%  4/18/2019     47    47,208 
Huntington Auto Trust 2016-1 A3   1.59%  11/16/2020     92    91,953 
Hyundai Auto Receivables Trust 2016-B C   2.19%  11/15/2022     72    71,832 
Mercedes-Benz Auto Lease Trust 2016-A A3   1.52%  3/15/2019     43    43,016 
Mercedes-Benz Auto Receivables Trust 2016-1 A2A   1.11%  3/15/2019     49    48,470 
Nissan Auto Receivables Owner Trust 2014-B A3   1.11%  5/15/2019     13    12,510 
Nissan Auto Receivables Owner Trust 2016-B A3   1.32%  1/15/2021     26    25,887 
Santander Drive Auto Receivables Trust 2014-3 D   2.65%  8/17/2020     14    14,105 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020     16    15,710 
Santander Drive Auto Receivables Trust 2015-3 B   2.07%  4/15/2020     6    6,037 
Santander Drive Auto Receivables Trust 2015-3 C   2.74%  1/15/2021     13    13,096 
Santander Drive Auto Receivables Trust 2015-4 C   2.97%  3/15/2021     77    77,891 
Santander Drive Auto Receivables Trust 2015-5 D   3.65%  12/15/2021     22    22,497 
Santander Drive Auto Receivables Trust 2016-1 D   4.02%  4/15/2022     264    271,165 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021     10    10,029 
Santander Drive Auto Receivables Trust 2016-3 A2   1.34%  11/15/2019     17    16,497 
Santander Drive Auto Receivables Trust 2016-3 A3   1.50%  8/17/2020     34    33,979 
Santander Drive Auto Receivables Trust 2016-3 B   1.89%  6/15/2021     250    249,684 
Santander Drive Auto Receivables Trust 2017-2 D   3.49%  7/17/2023     89    90,173 
Santander Drive Auto Receivables Trust 2017-3 C   2.76%  12/15/2022     20    20,035 
TCF Auto Receivables Owner Trust 2015-1A A4    1.96%  11/16/2020     34    34,030 
TCF Auto Receivables Owner Trust 2015-1A B    2.49%  4/15/2021     29    29,104 
TCF Auto Receivables Owner Trust 2015-1A D    3.53%  3/15/2022    10   10,003 
TCF Auto Receivables Owner Trust 2015-2A A3    2.06%  4/15/2020     14    14,508 
TCF Auto Receivables Owner Trust 2015-2A B    3.00%  9/15/2021     6    6,070 
TCF Auto Receivables Owner Trust 2015-2A C    3.75%  12/15/2021     4    4,071 
TCF Auto Receivables Owner Trust 2016-1A A2    1.39%  11/15/2019     31    30,909 
TCF Auto Receivables Owner Trust 2016-1A A4    2.03%  2/15/2022     50    49,703 
TCF Auto Receivables Owner Trust 2016-1A B    2.32%  6/15/2022     33    32,675 
TCF Auto Receivables Owner Trust 2016-PT1A A    1.93%  6/15/2022     74    73,508 
Westlake Automobile Receivables Trust 2016-2A C    2.83%  5/17/2021     10    10,067 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                 
                  
Westlake Automobile Receivables Trust 2016-3A B    2.07%  12/15/2021    $11   $10,979 
Westlake Automobile Receivables Trust 2017-1A B    2.30%  10/17/2022     100    100,211 
Westlake Automobile Receivables Trust 2017-2A A2A    1.80%  7/15/2020     82    81,964 
Westlake Automobile Receivables Trust 2017-2A B    2.25%  12/15/2020     67    66,916 
Westlake Automobile Receivables Trust 2017-2A D    3.28%  12/15/2022     130    129,783 
Total                  5,562,631 
                     
Credit Cards 5.67%                    
                     
BA Credit Card Trust 2016-A1 A   1.624%(1 Mo. LIBOR + .39%) #  10/15/2021     48    48,220 
BA Credit Card Trust 2017-A2   1.84%  1/17/2023     241    240,071 
Barclays Dryrock Issuance Trust 2016-1 A   1.52%  5/16/2022     100    99,431 
Barclays Dryrock Issuance Trust 2017-1 A   1.557%(1 Mo. LIBOR + .33%) #  3/15/2023     220    220,622 
Barclays Dryrock Issuance Trust 2017-2 A   1.534%(1 Mo. LIBOR + .30%) #  5/15/2023     221    221,448 
Capital One Multi-Asset Execution Trust 2015-A3   1.634%(1 Mo. LIBOR + .40%) #  3/15/2023     50    50,330 
Capital One Multi-Asset Execution Trust 2015-A5   1.60%  5/17/2021     28    28,020 
Capital One Multi-Asset Execution Trust 2016-A1   1.684%(1 Mo. LIBOR + .45%) #  2/15/2022     74    74,410 
Capital One Multi-Asset Execution Trust 2016-A4   1.33%  6/15/2022     28    27,775 
Chase Issuance Trust 2012-A4   1.58%  8/16/2021     150    149,410 
Chase Issuance Trust 2016-A2 A   1.37%  6/15/2021     22    21,858 
Citibank Credit Card Issuance Trust 2014-A1   2.88%  1/23/2023     35    35,983 
Citibank Credit Card Issuance Trust 2017-A8   1.86%  8/8/2022     178    177,666 
Discover Card Execution Note Trust 2015-A2 A   1.90%  10/17/2022     145    145,050 
Discover Card Execution Note Trust 2015-A4   2.19%  4/17/2023     100    100,751 
Discover Card Execution Note Trust 2016-A2   1.774%(1 Mo. LIBOR + .54%) #  9/15/2021    100   100,653 
Discover Card Execution Note Trust 2016-A4   1.39%  3/15/2022     100    99,243 
Discover Card Execution Note Trust 2017-A6   1.88%  2/15/2023     161    160,837 
Synchrony Credit Card Master Note Trust 2015-1 A   2.37%  3/15/2023     24    24,212 
Synchrony Credit Card Master Note Trust 2015-2 A   1.60%  4/15/2021     56    56,027 
Synchrony Credit Card Master Note Trust 2016-1 A   2.04%  3/15/2022     300    301,270 
Synchrony Credit Card Master Note Trust 2016-2 A   2.21%  5/15/2024     179    178,982 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024     100    100,165 
Synchrony Credit Card Master Note Trust 2017-1 A   1.93%  6/15/2023     142    141,554 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                    
                     
Synchrony Credit Card Master Note Trust 2017-1 B   2.19%  6/15/2023    $44   $43,800 
World Financial Network Credit Card Master Trust 2012-A   3.14%  1/17/2023     17    17,315 
World Financial Network Credit Card Master Trust 2015-B A   2.55%  6/17/2024     49    49,592 
World Financial Network Credit Card Master Trust 2016-A   2.03%  4/15/2025     33    32,641 
World Financial Network Credit Card Master Trust 2017-A A   2.12%  3/15/2024     150    150,117 
World Financial Network Credit Card Master Trust 2017-B A   1.98%  6/15/2023     131    131,071 
Total                  3,228,524 
                     
Other 7.64%                    
                     
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019     17    17,001 
Ammc CLO 19 Ltd. 2016-19A A    2.804%(3 Mo. LIBOR + 1.50%) #  10/15/2028     250    252,191 
Apidos CLO X 2012-10A A    2.731%(3 Mo. LIBOR + 1.42%) #  10/30/2022     173    173,778 
Ascentium Equipment Receivables Trust 2016-1A A2    1.75%  11/13/2018     18    18,012 
Ascentium Equipment Receivables Trust 2016-2A A2    1.46%  4/10/2019     20    19,552 
Ascentium Equipment Receivables Trust 2016-2A A3    1.65%  5/10/2022     28    27,835 
Ascentium Equipment Receivables Trust 2017-1A A3    2.29%  6/10/2021     20    19,996 
Avery Point V CLO Ltd. 2014-5A AR    2.284%(3 Mo. LIBOR + .98%) #  7/17/2026     250    251,297 
BlueMountain CLO Ltd. 2014-4A A1R    2.667%(3 Mo. LIBOR + 1.35%) #  11/30/2026     250    251,025 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022     11    11,017 
CNH Equipment Trust 2016-B A4   1.97%  11/15/2021     6    5,984 
Conn Funding II LP 2017-A    2.73%  7/15/2019     49    49,347 
Dell Equipment Finance Trust 2016-1 A3    1.65%  7/22/2021     100    99,992 
Dell Equipment Finance Trust 2016-1 B    2.03%  7/22/2021     100    99,896 
Dell Equipment Finance Trust 2017-1 A2    1.86%  6/24/2019     100    100,070 
Dell Equipment Finance Trust 2017-1 A3    2.14%  4/22/2022     100    100,288 
Diamond Resorts Owner Trust 2015-2 A    2.99%  5/22/2028    33   32,183 
Diamond Resorts Owner Trust 2016-1 A    3.08%  11/20/2028     55    55,364 
Engs Commercial Finance Trust 2015-1A A2    2.31%  10/22/2021     39    39,172 
Engs Commercial Finance Trust 2016-1A A2    2.63%  2/22/2022     89    88,488 
Ford Credit Floorplan Master Owner Trust A 2015-1 A1   1.42%  1/15/2020     50    49,994 
GoldenTree Loan Opportunities IX Ltd. 2014-9A AR    2.681%(3 Mo. LIBOR + 1.37%) #  10/29/2026     500    504,931 
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A A    2.784%(1 Mo. LIBOR + 1.55%) #  3/15/2027     100    99,817 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Other (continued)                    
                     
Greystone Commercial Real Estate Notes Ltd. 2017-FL1A B    3.984%(1 Mo. LIBOR + 2.75%)#  3/15/2027    $100   $99,920 
Leaf Receivables Funding 12 LLC 2017-1 A3    2.07%  8/15/2020     100    99,943 
MMAF Equipment Finance LLC 2016-AA A2    1.39%  12/17/2018     52    52,457 
Mountain Hawk II CLO Ltd. 2013-2A A1    2.467%(3 Mo. LIBOR + 1.16%) #  7/22/2024     250    250,683 
Mountain Hawk III CLO Ltd. 2014-3A AR    2.504%(3 Mo. LIBOR + 1.20%) #  4/18/2025     250    250,960 
MVW Owner Trust 2017-1A A    2.42%  12/20/2034     99    99,005 
NextGear Floorplan Master Owner Trust 2017-1A A2    2.54%  4/18/2022     100    100,163 
Nissan Master Owner Trust Receivables 2016-A A2   1.54%  6/15/2021     35    34,822 
Oaktree EIF I Ltd. 2015-A1 A    2.924%(3 Mo. LIBOR + 1.62%) #  10/18/2027     250    252,689 
OneMain Financial Issuance Trust 2015-1A A    3.19%  3/18/2026     100    101,101 
OneMain Financial Issuance Trust 2015-2A A    2.57%  7/18/2025     71    71,163 
OneMain Financial Issuance Trust 2017-1A A1    2.37%  9/14/2032     100    99,623 
SoFi Professional Loan Program 2017-D A1FX    1.72%  9/25/2040     96    95,903 
Sofi Professional Loan Program LLC 2017-C A2A    1.75%  7/25/2040     89    88,724 
Taco Bell Funding LLC 2016-1A A2I    3.832%  5/25/2046     25    25,286 
Tryon Park CLO Ltd. 2013-1A A1    2.424%(3 Mo. LIBOR + 1.12%) #  7/15/2025     250    250,462 
Wells Fargo Dealer Floorplan Master Note Trust 2015-2 A   1.886%(1 Mo. LIBOR + .65%) #  1/20/2022     5    5,041 
Total                  4,345,175 
Total Asset-Backed Securities (cost $13,122,367)                  13,136,330 
                     
             Shares
(000)
      
COMMON STOCK 0.00%                    
                     
Oil                    
                     
Templar Energy LLC Class A Units
(cost $728)
             (a)   218 
                     
             Principal
Amount
(000)
      
CONVERTIBLE BONDS 0.17%                    
                     
Real Estate Investment Trusts 0.15%                    
                     
VEREIT, Inc.   3.00%  8/1/2018    $84   84,630 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Retail 0.02%                    
                     
RH   Zero Coupon   6/15/2019    $12   $11,055 
Total Convertible Bonds (cost $95,052)                 95,685 
                     
CORPORATE BONDS 38.48%                    
                     
Aerospace/Defense 0.16%                    
                     
Harris Corp.   1.999%  4/27/2018     60    60,112 
Orbital ATK, Inc.   5.50%  10/1/2023     4    4,295 
Spirit AeroSystems, Inc.   5.25%  3/15/2022     24    24,938 
Total                  89,345 
                     
Air Transportation 0.03%                    
                     
Continental Airlines 2012-1 Class B Pass-Through Trust   6.25%  10/11/2021     3    3,148 
US Airways 2012-2 Class B Pass Through Trust   6.75%  12/3/2022     11    12,357 
Total                  15,505 
                     
Auto Parts: Original Equipment 0.64%                    
                     
American Axle & Manufacturing, Inc.   6.625%  10/15/2022     79    81,811 
Deck Chassis Acquisition, Inc.    10.00%  6/15/2023     19    21,422 
International Automotive Components Group SA
(Luxembourg)†(b)
   9.125%  6/1/2018     21    21,053 
Nexteer Automotive Group Ltd.    5.875%  11/15/2021     200    209,000 
Titan International, Inc.   6.875%  10/1/2020     31    32,004 
Total                  365,290 
                     
Automotive 1.77%                    
                     
Ford Motor Credit Co. LLC   8.125%  1/15/2020     100    112,672 
General Motors Financial Co., Inc.   2.40%  5/9/2019     55    55,258 
General Motors Financial Co., Inc.   3.10%  1/15/2019     80    81,148 
General Motors Financial Co., Inc.   3.15%  6/30/2022     103    103,903 
General Motors Financial Co., Inc.   3.20%  7/6/2021     46    46,838 
General Motors Financial Co., Inc.   4.20%  3/1/2021     85    89,145 
General Motors Financial Co., Inc.   4.375%  9/25/2021     82    86,989 
Hyundai Capital America    1.75%  9/27/2019     36    35,482 
Hyundai Capital America    2.00%  7/1/2019     5    4,959 
Hyundai Capital America    2.40%  10/30/2018     29    29,112 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automotive (continued)                    
                     
Hyundai Capital America    2.50%  3/18/2019    $117   $117,113 
Hyundai Capital America    3.25%  9/20/2022     31    30,973 
Navistar International Corp.   8.25%  11/1/2021     17    17,107 
Volkswagen International Finance NV (Netherlands)†(b)    1.60%  11/20/2017     200    199,965 
Total                  1,010,664 
                     
Banks: Regional 7.87%                    
                     
ABN AMRO Bank NV (Netherlands)(b)    6.25%  4/27/2022    200   225,249 
Associated Banc-Corp.   2.75%  11/15/2019     29    29,395 
Banco de Credito del Peru (Panama)†(b)    2.25%  10/25/2019     200    200,700 
Bank of America Corp.   2.151%  11/9/2020     20    19,950 
Bank of America Corp.   2.328%(3 Mo. LIBOR + .63%) #  10/1/2021     59    58,968 
Bank of America Corp.   2.369%(3 Mo. LIBOR + .66%) #  7/21/2021     37    37,021 
Bank of America Corp.   2.65%  4/1/2019     9    9,083 
Bank of America Corp.   5.49%  3/15/2019     300    313,552 
Bank of America Corp.   5.625%  7/1/2020     43    46,843 
Bank of America Corp.   5.65%  5/1/2018     50    51,149 
Bank of America Corp.   6.875%  4/25/2018     83    85,400 
Bank of America Corp.   6.875%  11/15/2018     14    14,758 
Bank of America Corp.   7.625%  6/1/2019     165    180,119 
Barclays Bank plc (United Kingdom)†(b)    10.179%  6/12/2021     80    99,131 
Citigroup, Inc.   1.80%  2/5/2018     20    20,008 
Citigroup, Inc.   2.274%(3 Mo. LIBOR + .96%) #  4/25/2022     90    90,603 
Citigroup, Inc.   2.45%  1/10/2020     61    61,468 
Citigroup, Inc.   2.876%(3 Mo. LIBOR + .95%) #  7/24/2023     61    61,127 
Citigroup, Inc.   2.90%  12/8/2021     70    70,912 
Citigroup, Inc.   8.50%  5/22/2019     45    49,660 
Compass Bank   5.50%  4/1/2020     68    71,828 
European Investment Bank (Luxembourg)(b)    1.00%  3/15/2018     157    156,684 
European Investment Bank (Luxembourg)(b)    1.25%  5/15/2018     66    65,928 
Goldman Sachs Group, Inc. (The)   2.30%  12/13/2019     40    40,188 
Goldman Sachs Group, Inc. (The)   2.424%(3 Mo. LIBOR + 1.11%) #  4/26/2022     64    64,732 
Goldman Sachs Group, Inc. (The)   2.60%  12/27/2020     69    69,551 
Goldman Sachs Group, Inc. (The)   2.908%(3 Mo. LIBOR + 1.05%) #  6/5/2023     67    67,000 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                    
                     
Goldman Sachs Group, Inc. (The)   5.25%  7/27/2021    $103   $113,210 
Goldman Sachs Group, Inc. (The)   5.375%  3/15/2020     119    127,837 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022     24    26,948 
Goldman Sachs Group, Inc. (The)   5.95%  1/18/2018     8    8,102 
Goldman Sachs Group, Inc. (The)   6.00%  6/15/2020     19    20,868 
Goldman Sachs Group, Inc. (The)   7.50%  2/15/2019     55    59,085 
HBOS plc (United Kingdom)†(b)    6.75%  5/21/2018     400    411,956 
JPMorgan Chase & Co.   2.295%  8/15/2021     21    20,990 
Macquarie Bank Ltd. (Australia)†(b)    1.60%  10/27/2017     50    50,007 
Macquarie Bank Ltd. (Australia)†(b)    1.947%(3 Mo. LIBOR + .63%) #  10/27/2017     150    150,066 
Macquarie Bank Ltd. (Australia)†(b)    2.484%(3 Mo. LIBOR + 1.18%) #  1/15/2019     136    137,428 
Macquarie Group Ltd. (Australia)†(b)    6.00%  1/14/2020     75    81,050 
Macquarie Group Ltd. (Australia)†(b)    7.625%  8/13/2019     9    9,868 
Morgan Stanley   2.109%(3 Mo. LIBOR + .80%) #  2/14/2020     56    56,275 
Morgan Stanley   2.487%(3 Mo. LIBOR + 1.18%) #  1/20/2022     59    59,858 
Morgan Stanley   2.80%  6/16/2020     11    11,189 
Morgan Stanley   4.875%  11/1/2022    39   42,302 
Morgan Stanley   7.30%  5/13/2019     200    216,559 
Popular, Inc.   7.00%  7/1/2019     57    58,852 
Santander UK Group Holdings plc (United Kingdom)(b)    2.875%  10/16/2020     55    55,825 
Santander UK Group Holdings plc (United Kingdom)(b)    3.125%  1/8/2021     173    176,279 
Santander UK plc (United Kingdom)(b)    2.00%  8/24/2018     10    10,020 
Santander UK plc (United Kingdom)(b)    2.50%  3/14/2019     38    38,350 
Santander UK plc (United Kingdom)(b)    3.05%  8/23/2018     15    15,181 
SVB Financial Group   5.375%  9/15/2020     5    5,432 
Synovus Financial Corp.   7.875%  2/15/2019     83    89,329 
Wells Fargo & Co.   2.239%(3 Mo. LIBOR + .93%) #  2/11/2022     39    39,381 
Wells Fargo & Co.   2.55%  12/7/2020     6    6,071 
Wells Fargo & Co.   3.069%  1/24/2023     117    119,044 
Total                  4,478,369 
                     
Beverages 0.03%                    
                     
Beam Suntory, Inc.   1.75%  6/15/2018     2    1,997 
Cott Beverages, Inc.   5.375%  7/1/2022     16    16,740 
Total                  18,737 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Biotechnology Research & Production 0.02%                    
                     
Sterigenics-Nordion Topco LLC PIK 8.875%    8.125%  11/1/2021    $11   $11,248 
                     
Building Materials 0.25%                    
                     
Atrium Windows & Doors, Inc.    7.75%  5/1/2019     12    12,180 
CPG Merger Sub LLC    8.00%  10/1/2021     35    36,312 
Fortune Brands Home & Security, Inc.   3.00%  6/15/2020     5    5,077 
Griffon Corp.    5.25%  3/1/2022     24    24,360 
Martin Marietta Materials, Inc.   1.965%(3 Mo. LIBOR + .65%) #  5/22/2020     10    10,044 
Martin Marietta Materials, Inc.   6.60%  4/15/2018     14    14,360 
Ply Gem Industries, Inc.   6.50%  2/1/2022     24    25,117 
Standard Industries, Inc.    5.125%  2/15/2021     5    5,169 
Vulcan Materials Co.   7.50%  6/15/2021     10    11,697 
Total                  144,316 
                     
Business Services 0.41%                    
                     
APX Group, Inc.   8.75%  12/1/2020     81    83,734 
Chicago Parking Meters LLC    5.489%  12/30/2020     30    30,978 
ERAC USA Finance LLC    5.25%  10/1/2020     25    27,049 
ERAC USA Finance LLC    6.375%  10/15/2017     7    7,010 
Prime Security Services Borrower LLC/Prime Finance, Inc.    9.25%  5/15/2023     43    47,561 
Sotheby’s    5.25%  10/1/2022     11    11,330 
United Rentals North America, Inc.   7.625%  4/15/2022     6    6,252 
Verisk Analytics, Inc.   4.875%  1/15/2019     17    17,592 
Total                  231,506 
                     
Chemicals 0.59%                    
                     
Blue Cube Spinco, Inc.   9.75%  10/15/2023    62   75,640 
Celanese US Holdings LLC   5.875%  6/15/2021     55    60,900 
GCP Applied Technologies, Inc.    9.50%  2/1/2023     9    10,192 
Westlake Chemical Corp.   4.625%  2/15/2021     60    62,100 
Westlake Chemical Corp.   4.875%  5/15/2023     81    84,645 
Yara International ASA (Norway)†(b)    7.875%  6/11/2019     40    43,442 
Total                 336,919 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Coal 0.01%                    
                     
Peabody Energy Corp.    6.00%  3/31/2022    $8   $8,290 
                     
Computer Hardware 0.62%                    
                     
Dell International LLC/EMC Corp.    3.48%  6/1/2019     32    32,625 
Dell International LLC/EMC Corp.    5.45%  6/15/2023     29    31,844 
Dell International LLC/EMC Corp.    4.42%  6/15/2021     123    129,234 
Dell International LLC/EMC Corp.    5.875%  6/15/2021     30    31,438 
Everi Payments, Inc.   10.00%  1/15/2022     43    46,870 
Hewlett Packard Enterprise Co.   3.041%(3 Mo. LIBOR + 1.74%) #  10/5/2017     25    25,002 
Western Digital Corp.   10.50%  4/1/2024     46    54,165 
Total                  351,178 
                     
Computer Software 0.94%                    
                     
Activision Blizzard, Inc.    6.125%  9/15/2023     129    138,385 
Dun & Bradstreet Corp. (The)   3.50%  12/1/2017     66    66,133 
Dun & Bradstreet Corp. (The)   4.25%  6/15/2020     3    3,090 
First Data Corp.    5.75%  1/15/2024     31    32,550 
First Data Corp.    7.00%  12/1/2023     77    82,413 
Infor Software Parent LLC/Infor Software Parent, Inc. PIK 7.875%    7.125%  5/1/2021     41    41,935 
Solera LLC/Solera Finance, Inc.    10.50%  3/1/2024     63    72,037 
VMware, Inc.   2.30%  8/21/2020     36    36,124 
VMware, Inc.   2.95%  8/21/2022     60    60,268 
Total                  532,935 
                     
Construction/Homebuilding 0.39%                    
                     
Brookfield Residential Properties, Inc. (Canada)†(b)    6.50%  12/15/2020     57    58,496 
Century Communities, Inc.   6.875%  5/15/2022     30    31,830 
D.R. Horton, Inc.   3.75%  3/1/2019     60    61,139 
M/I Homes, Inc.   6.75%  1/15/2021     3    3,146 
William Lyon Homes, Inc.   5.75%  4/15/2019     30    30,525 
William Lyon Homes, Inc.   7.00%  8/15/2022     35    36,313 
Total                  221,449 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Containers 0.27%                    
                     
Packaging Corp. of America   6.50%  3/15/2018    $85   $86,725 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020    64   65,203 
Total                  151,928 
                     
Drugs 0.53%                    
                     
inVentiv Group Holdings, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.    7.50%  10/1/2024     14    15,610 
Mylan NV   3.15%  6/15/2021     16    16,290 
Mylan NV   3.75%  12/15/2020     25    25,934 
Mylan, Inc.   2.55%  3/28/2019     122    122,598 
Teva Pharmaceutical Finance Co. BV (Curacao)(b)    3.65%  11/10/2021     9    9,070 
Teva Pharmaceutical Finance Netherlands III BV
(Netherlands)(b)
   1.40%  7/20/2018     36    35,872 
Teva Pharmaceutical Finance Netherlands III BV
(Netherlands)(b)
   1.70%  7/19/2019     30    29,576 
Teva Pharmaceutical Finance Netherlands III BV
(Netherlands)(b)
   2.20%  7/21/2021     49    47,166 
Total                  302,116 
                     
Electric: Power 2.71%                    
                     
AES Corp. (The)   4.875%  5/15/2023     31    31,930 
American Electric Power Co., Inc.   1.65%  12/15/2017     10    10,001 
Dominion Energy, Inc.   2.962%  7/1/2019     37    37,544 
Dominion Energy, Inc.    1.50%  9/30/2018     30    29,933 
Dominion Energy, Inc.   4.104%  4/1/2021     77    80,750 
Duquesne Light Holdings, Inc.    5.90%  12/1/2021     15    16,866 
Duquesne Light Holdings, Inc.    6.40%  9/15/2020     22    24,459 
Emera US Finance LP   2.70%  6/15/2021     10    10,060 
Enel Finance International NV (Netherlands)†(b)    2.875%  5/25/2022     200    201,518 
Eversource Energy   2.50%  3/15/2021     200    200,056 
Exelon Generation Co. LLC   3.40%  3/15/2022     41    42,161 
Exelon Generation Co. LLC   4.25%  6/15/2022     2    2,140 
Exelon Generation Co. LLC   5.20%  10/1/2019     1    1,061 
Exelon Generation Co. LLC   6.20%  10/1/2017     5    5,000 
FirstEnergy Corp.   2.85%  7/15/2022     18    18,055 
ITC Holdings Corp.    6.05%  1/31/2018     75    75,978 
Jersey Central Power & Light Co.   7.35%  2/1/2019     45    47,960 
Metropolitan Edison Co.   7.70%  1/15/2019     11    11,751 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                    
                     
Oklahoma Gas & Electric Co.   8.25%  1/15/2019    $100   $107,625 
Origin Energy Finance Ltd. (Australia)†(b)    3.50%  10/9/2018     200    202,305 
Origin Energy Finance Ltd. (Australia)†(b)    5.45%  10/14/2021     102    111,091 
Pennsylvania Electric Co.   5.20%  4/1/2020     11    11,681 
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(b)    5.375%  5/1/2021     10    10,830 
PSEG Power LLC   5.125%  4/15/2020     3    3,207 
Public Service Co. of New Mexico   7.95%  5/15/2018     19    19,709 
Puget Energy, Inc.   6.00%  9/1/2021     35    39,222 
SCANA Corp.   4.125%  2/1/2022     36    37,112 
SCANA Corp.   4.75%  5/15/2021     30    31,510 
SCANA Corp.   6.25%  4/1/2020    12   12,957 
TECO Finance, Inc.   5.15%  3/15/2020     7    7,470 
West Penn Power Co.    5.95%  12/15/2017     100    100,795 
Total                  1,542,737 
                     
Electrical Equipment 0.65%                    
                     
Broadcom Corp./Broadcom Cayman Finance Ltd.    2.375%  1/15/2020     13    13,077 
Broadcom Corp./Broadcom Cayman Finance Ltd.    3.00%  1/15/2022     43    43,788 
Micron Technology, Inc.   7.50%  9/15/2023     94    104,692 
NXP BV/NXP Funding LLC (Netherlands)†(b)    5.75%  3/15/2023     200    209,250 
Total                  370,807 
                     
Electronics 0.14%                    
                     
Jabil, Inc.   8.25%  3/15/2018     22    22,621 
PerkinElmer, Inc.   5.00%  11/15/2021     10    10,846 
Tech Data Corp.   3.70%  2/15/2022     45    45,410 
Total                  78,877 
                     
Entertainment 0.45%                    
                     
Churchill Downs, Inc.   5.375%  12/15/2021     79    81,864 
Eldorado Resorts, Inc.   7.00%  8/1/2023     11    11,949 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    6.125%  8/15/2021     5    5,062 
Scientific Games International, Inc.   6.25%  9/1/2020     31    31,542 
Scientific Games International, Inc.   6.625%  5/15/2021     8    8,240 
Scientific Games International, Inc.   10.00%  12/1/2022     91    101,124 
Seminole Tribe of Florida, Inc.    7.804%  10/1/2020     3    3,045 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Entertainment (continued)                    
                     
WMG Acquisition Corp.    5.625%  4/15/2022    $2   $2,088 
WMG Acquisition Corp.    6.75%  4/15/2022     9    9,484 
Total                  254,398 
                     
Financial Services 1.65%                    
                     
CIT Group, Inc.    5.50%  2/15/2019     48    50,280 
Discover Financial Services   5.20%  4/27/2022     10    10,878 
E*TRADE Financial Corp.   2.95%  8/24/2022     18    18,055 
International Lease Finance Corp.   5.875%  4/1/2019     34    35,825 
International Lease Finance Corp.   6.25%  5/15/2019     104    110,572 
International Lease Finance Corp.    7.125%  9/1/2018     61    63,882 
International Lease Finance Corp.   8.25%  12/15/2020     83    97,175 
International Lease Finance Corp.   8.625%  1/15/2022     2    2,453 
Jefferies Group LLC   8.50%  7/15/2019     146    161,526 
Lazard Group LLC   4.25%  11/14/2020     75    79,276 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020     56    57,295 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019     27    27,851 
Navient Corp.   4.875%  6/17/2019     21    21,788 
Navient Corp.   5.00%  10/26/2020     120    123,750 
Navient Corp.   5.50%  1/15/2019     42    43,507 
Navient Corp.   8.00%  3/25/2020    12   13,260 
Synchrony Financial   2.60%  1/15/2019     10    10,066 
Synchrony Financial   2.711%(3 Mo. LIBOR + 1.40%) #  11/9/2017     6    6,006 
VFH Parent LLC/Orchestra Co-Issuer, Inc.    6.75%  6/15/2022     7    7,306 
Total                  940,751 
                     
Food 0.60%                    
                     
Dean Foods Co.    6.50%  3/15/2023     59    60,032 
JBS USA LUX SA/JBS USA Finance, Inc.   7.25%  6/1/2021     138    141,450 
JBS USA LUX SA/JBS USA Finance, Inc.    8.25%  2/1/2020     82    83,230 
McCormick & Co., Inc.   2.70%  8/15/2022     18    18,100 
Smithfield Foods, Inc.    2.65%  10/3/2021     12    11,992 
Smithfield Foods, Inc.    2.70%  1/31/2020     17    17,069 
Smithfield Foods, Inc.    3.35%  2/1/2022     10    10,197 
Total                  342,070 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Health Care Products 0.32%                    
                     
Alere, Inc.    6.375%  7/1/2023    $24   $25,860 
Life Technologies Corp.   5.00%  1/15/2021     49    52,481 
Life Technologies Corp.   6.00%  3/1/2020     96    104,344 
Total                  182,685 
                     
Health Care Services 0.23%                    
                     
Acadia Healthcare Co., Inc.   6.125%  3/15/2021     18    18,625 
Eagle Holding Co. II LLC PIK 8.375%    7.625%  5/15/2022     13    13,520 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019     62    62,271 
Universal Health Services, Inc.    3.75%  8/1/2019     11    11,289 
Universal Health Services, Inc.    4.75%  8/1/2022     25    25,937 
Total                  131,642 
                     
Insurance 0.16%                    
                     
CNA Financial Corp.   5.875%  8/15/2020     11    12,020 
Lincoln National Corp.   7.00%  3/15/2018     5    5,121 
Lincoln National Corp.   8.75%  7/1/2019     10    11,120 
Protective Life Corp.   7.375%  10/15/2019     15    16,470 
Willis North America, Inc.   7.00%  9/29/2019     44    47,919 
Total                  92,650 
                     
Leasing 0.03%                    
                     
DAE Funding LLC (United Arab Emirates)†(b)    4.00%  8/1/2020     18    18,405 
                     
Leisure 0.13%                    
                     
LTF Merger Sub, Inc.    8.50%  6/15/2023     40    42,700 
NCL Corp. Ltd.    4.75%  12/15/2021     14    14,560 
Royal Caribbean Cruises Ltd.   5.25%  11/15/2022     18    19,969 
Total                  77,229 
                     
Lodging 0.45%                    
                     
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc.   11.00%  10/1/2021    116   123,685 
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc.   9.375%  5/1/2022     5    5,419 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Lodging (continued)                    
                     
Golden Nugget, Inc.    8.50%  12/1/2021    $47   $49,559 
Hyatt Hotels Corp.    6.875%  8/15/2019     50    54,099 
Station Casinos LLC   7.50%  3/1/2021     24    24,960 
Total                  257,722 
                     
Machinery: Agricultural 0.33%                    
                     
BAT Capital Corp.    2.297%  8/14/2020     48    48,176 
BAT Capital Corp.    2.764%  8/15/2022     36    36,232 
Bunge Ltd. Finance Corp.   8.50%  6/15/2019     1    1,105 
Viterra, Inc. (Canada)†(b)    5.95%  8/1/2020     94    102,326 
Total                  187,839 
                     
Machinery: Industrial/Specialty 0.02%                    
                     
Kennametal, Inc.   2.65%  11/1/2019     10    10,047 
                     
Manufacturing 0.04%                    
                     
American Outdoor Brands Corp.    5.00%  7/15/2018     5    4,975 
Pentair Finance Sarl (Luxembourg)(b)    2.90%  9/15/2018     17    17,137 
Total                  22,112 
                     
Media 0.78%                    
                     
Clear Channel Worldwide Holdings, Inc.   7.625%  3/15/2020     92    91,195 
Cox Communications, Inc.    3.25%  12/15/2022     49    49,471 
NBCUniversal Enterprise, Inc.    5.25%  (c)   100    107,000 
Sky plc (United Kingdom)†(b)    9.50%  11/15/2018     50    54,054 
Time Warner Cable LLC   8.25%  4/1/2019     22    23,926 
Time Warner Cable LLC   8.75%  2/14/2019     6    6,519 
Univision Communications, Inc.    6.75%  9/15/2022     33    34,341 
Viacom, Inc.   2.75%  12/15/2019     24    24,233 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.    8.125%  9/1/2020     50    51,375 
Total                  442,114 
                     
Metal Fabricating 0.07%                    
                     
Zekelman Industries, Inc.    9.875%  6/15/2023     36    40,680 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous 1.59%                    
                     
Century Aluminum Co.    7.50%  6/1/2021    $80   $81,600 
Eldorado Gold Corp. (Canada)†(b)    6.125%  12/15/2020     45    45,956 
FMG Resources (August 2006) Pty Ltd. (Australia)†(b)    9.75%  3/1/2022     221    249,067 
Freeport-McMoRan, Inc.   2.30%  11/14/2017     28    28,009 
Freeport-McMoRan, Inc.   6.50%  11/15/2020     25    25,606 
Freeport-McMoRan, Inc.   6.875%  2/15/2023     25    27,375 
Glencore Finance Canada Ltd. (Canada)†(b)    2.70%  10/25/2017     209    209,256 
Glencore Finance Canada Ltd. (Canada)†(b)    4.25%  10/25/2022     57    60,179 
Glencore Finance Canada Ltd. (Canada)†(b)    4.95%  11/15/2021    42   45,399 
Goldcorp, Inc. (Canada)(b)    2.125%  3/15/2018     14    14,016 
Goldcorp, Inc. (Canada)(b)    3.625%  6/9/2021     40    41,465 
Hecla Mining Co.   6.875%  5/1/2021     23    23,869 
Hudbay Minerals, Inc. (Canada)†(b)    7.25%  1/15/2023     35    37,450 
Joseph T Ryerson & Son, Inc.    11.00%  5/15/2022     13    14,593 
Total                  903,840 
                     
Natural Gas 0.13%                    
                     
CenterPoint Energy Resources Corp.   4.50%  1/15/2021     10    10,526 
CenterPoint Energy Resources Corp.   6.00%  5/15/2018     5    5,127 
National Fuel Gas Co.   3.75%  3/1/2023     8    8,162 
National Fuel Gas Co.   4.90%  12/1/2021     2    2,124 
Sempra Energy   6.15%  6/15/2018     30    30,913 
Sempra Energy   9.80%  2/15/2019     18    19,850 
Total                  76,702 
                     
Oil 4.55%                    
                     
Anadarko Holding Co.   7.05%  5/15/2018     4    4,118 
Anadarko Petroleum Corp.   4.85%  3/15/2021     36    38,199 
Atwood Oceanics, Inc.   6.50%  2/1/2020     37    36,954 
Bill Barrett Corp.   7.00%  10/15/2022     12    11,580 
Canadian Natural Resources Ltd. (Canada)(b)    2.95%  1/15/2023     70    69,652 
Canadian Oil Sands Ltd. (Canada)†(b)    7.75%  5/15/2019     13    14,078 
Canadian Oil Sands Ltd. (Canada)†(b)    9.40%  9/1/2021     5    6,111 
Carrizo Oil & Gas, Inc.   6.25%  4/15/2023     14    14,280 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020     130    132,925 
Cenovus Energy, Inc. (Canada)(b)    5.70%  10/15/2019     35    37,107 
CNOOC Finance 2013 Ltd. (Hong Kong)(b)    1.75%  5/9/2018     400    399,640 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                    
                     
CNOOC Finance 2015 Australia Pty Ltd. (Australia)(b)    2.625%  5/5/2020    $200   $201,059 
Continental Resources, Inc.   5.00%  9/15/2022     92    93,840 
CrownRock LP/CrownRock Finance, Inc.    7.125%  4/15/2021     23    23,776 
Denbury Resources, Inc.   5.50%  5/1/2022     11    6,353 
Devon Energy Corp.   2.25%  12/15/2018     15    14,874 
Devon Energy Corp.   4.00%  7/15/2021     11    11,442 
Devon Energy Corp.   6.30%  1/15/2019     6    6,251 
Eclipse Resources Corp.   8.875%  7/15/2023     35    35,788 
Encana Corp. (Canada)(b)    3.90%  11/15/2021     27    27,842 
Encana Corp. (Canada)(b)    6.50%  5/15/2019     112    119,221 
Endeavor Energy Resources LP/EER Finance, Inc.    7.00%  8/15/2021     60    62,325 
Endeavor Energy Resources LP/EER Finance, Inc.    8.125%  9/15/2023     15    16,200 
Eni SpA (Italy)†(b)    4.15%  10/1/2020     100    103,888 
Gulfport Energy Corp.   6.625%  5/1/2023     25    25,438 
KazMunayGas National Co. JSC (Kazakhstan)†(b)    9.125%  7/2/2018     100    104,765 
Laredo Petroleum, Inc.   7.375%  5/1/2022     39    40,511 
Matador Resources Co.   6.875%  4/15/2023     53    56,379 
Newfield Exploration Co.   5.75%  1/30/2022     51    54,697 
Noble Energy, Inc.   5.625%  5/1/2021    46   47,418 
PDC Energy, Inc.   7.75%  10/15/2022     33    34,382 
Petrobras Global Finance BV (Netherlands)(b)    6.125%  1/17/2022     25    26,938 
Petroleos Mexicanos (Mexico)(b)    3.125%  1/23/2019     20    20,230 
Petroleos Mexicanos (Mexico)(b)    5.50%  2/4/2019     105    109,672 
Petroleos Mexicanos (Mexico)(b)    8.00%  5/3/2019     30    32,775 
Phillips 66    1.954%(3 Mo. LIBOR + .65%) #  4/15/2019     16    16,021 
Pioneer Natural Resources Co.   3.45%  1/15/2021     25    25,576 
Pioneer Natural Resources Co.   3.95%  7/15/2022     14    14,723 
Pioneer Natural Resources Co.   6.875%  5/1/2018     21    21,604 
Pioneer Natural Resources Co.   7.50%  1/15/2020     13    14,473 
Precision Drilling Corp. (Canada)(b)    6.625%  11/15/2020     42    42,220 
Range Resources Corp.    5.75%  6/1/2021     55    57,475 
Resolute Energy Corp.   8.50%  5/1/2020     45    46,012 
Rice Energy, Inc.   6.25%  5/1/2022     77    80,561 
Rice Energy, Inc.   7.25%  5/1/2023     30    32,550 
RSP Permian, Inc.   6.625%  10/1/2022     4    4,210 
Sable Permian Resources Land LLC    13.00%  11/30/2020     27    31,326 
Sanchez Energy Corp.   6.125%  1/15/2023     23    19,895 
Seven Generations Energy Ltd. (Canada)†(b)    6.75%  5/1/2023     2    2,118 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                    
                     
Seven Generations Energy Ltd. (Canada)†(b)    6.875%  6/30/2023    $31   $33,015 
Seven Generations Energy Ltd. (Canada)†(b)    8.25%  5/15/2020     25    26,250 
SM Energy Co.   6.50%  11/15/2021     68    69,020 
SM Energy Co.   6.50%  1/1/2023     8    8,100 
Western Refining Logistics LP/WNRL Finance Corp.   7.50%  2/15/2023     3    3,225 
Total                  2,589,082 
                     
Oil: Crude Producers 4.59%                    
                     
Andeavor Logistics LP/Tesoro Logistics Finance Corp.   5.875%  10/1/2020     17    17,340 
Andeavor Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021     165    170,362 
Boardwalk Pipelines LP   5.20%  6/1/2018     55    55,890 
Buckeye Partners LP   2.65%  11/15/2018     111    111,480 
Buckeye Partners LP   5.50%  8/15/2019     50    52,551 
Buckeye Partners LP   6.05%  1/15/2018     41    41,465 
Columbia Pipeline Group, Inc.   2.45%  6/1/2018     115    115,413 
Columbia Pipeline Group, Inc.   3.30%  6/1/2020     62    63,489 
DCP Midstream Operating LP    9.75%  3/15/2019     71    77,922 
Enbridge Energy Partners LP   6.50%  4/15/2018     70    71,747 
Enbridge Energy Partners LP   9.875%  3/1/2019     45    49,766 
Energy Transfer LP   9.00%  4/15/2019     59    64,949 
Energy Transfer LP   9.70%  3/15/2019     42    46,403 
Energy Transfer LP   4.65%  6/1/2021     40    42,539 
Energy Transfer LP/Regency Energy Finance Corp.   5.50%  4/15/2023     129    133,386 
Energy Transfer LP/Regency Energy Finance Corp.   6.50%  7/15/2021     155    158,875 
Florida Gas Transmission Co. LLC    5.45%  7/15/2020     83    89,453 
Florida Gas Transmission Co. LLC    7.90%  5/15/2019     44    47,829 
Gulf South Pipeline Co. LP   4.00%  6/15/2022    30   30,923 
Kinder Morgan Energy Partners LP   5.30%  9/15/2020     9    9,700 
Kinder Morgan Energy Partners LP   5.80%  3/1/2021     62    67,887 
Kinder Morgan Energy Partners LP   5.95%  2/15/2018     66    66,978 
Kinder Morgan Energy Partners LP   6.50%  4/1/2020     125    136,730 
Kinder Morgan Energy Partners LP   6.85%  2/15/2020     30    32,939 
Kinder Morgan Energy Partners LP   9.00%  2/1/2019     25    27,165 
Kinder Morgan, Inc.    5.00%  2/15/2021     16    17,175 
Kinder Morgan, Inc.    5.625%  11/15/2023     5    5,574 
Kinder Morgan, Inc.   7.25%  6/1/2018     79    81,795 
Midcontinent Express Pipeline LLC    6.70%  9/15/2019     33    35,393 
MPLX LP   5.50%  2/15/2023     229    236,213 
NGPL PipeCo LLC    4.375%  8/15/2022     9    9,360 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                    
                     
ONEOK Partners LP   3.20%  9/15/2018    $22   $22,268 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018     65    67,227 
Rockies Express Pipeline LLC    6.00%  1/15/2019     37    38,480 
Rockies Express Pipeline LLC    6.85%  7/15/2018     7    7,263 
Sabine Pass Liquefaction LLC   5.625%  2/1/2021     240    260,254 
Spectra Energy Partners LP   4.60%  6/15/2021     5    5,305 
Texas Eastern Transmission LP    2.80%  10/15/2022     5    4,962 
Texas Eastern Transmission LP    4.125%  12/1/2020     5    5,246 
TransCanada PipeLines Ltd. (Canada)(b)    6.50%  8/15/2018     1    1,041 
TransCanada PipeLines Ltd. (Canada)(b)    7.125%  1/15/2019     25    26,642 
Western Gas Partners LP   2.60%  8/15/2018     5    5,024 
Total                  2,612,403 
                     
Oil: Integrated Domestic 0.33%                    
                     
National Oilwell Varco, Inc.   1.35%  12/1/2017     26    25,974 
National Oilwell Varco, Inc.   2.60%  12/1/2022     47    45,664 
SESI LLC   7.125%  12/15/2021     38    38,950 
TechnipFMC plc (United Kingdom)†(b)    3.45%  10/1/2022     2    2,015 
Weatherford International Ltd.   9.625%  3/1/2019     69    74,520 
Total                  187,123 
                     
Paper & Forest Products 0.00%                    
                     
International Paper Co.   9.375%  5/15/2019     2    2,231 
                     
Real Estate Investment Trusts 2.22%                    
                     
Brixmor Operating Partnership LP   3.875%  8/15/2022     24    24,747 
CBRE Services, Inc.   5.00%  3/15/2023     55    56,994 
DDR Corp.   3.50%  1/15/2021     15    15,230 
DDR Corp.   4.625%  7/15/2022     6    6,364 
DDR Corp.   7.50%  7/15/2018     22    22,881 
Digital Realty Trust LP   3.40%  10/1/2020     20    20,635 
Digital Realty Trust LP   5.875%  2/1/2020     47    50,551 
EPR Properties   7.75%  7/15/2020     131    147,797 
First Industrial LP   7.50%  12/1/2017     50    50,455 
HCP, Inc.   2.625%  2/1/2020     12    12,101 
HCP, Inc.   3.75%  2/1/2019     50    50,922 
HCP, Inc.   4.00%  12/1/2022     12    12,631 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021     12    13,169 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                    
                     
Healthcare Trust of America Holdings LP   2.95%  7/1/2022    $10   $10,074 
Hospitality Properties Trust   6.70%  1/15/2018     5    5,019 
Kilroy Realty LP   4.80%  7/15/2018     25    25,430 
Kilroy Realty LP   6.625%  6/1/2020     92    101,634 
Mack-Cali Realty LP   2.50%  12/15/2017     219    219,120 
National Retail Properties, Inc.   6.875%  10/15/2017     10    10,017 
Select Income REIT   2.85%  2/1/2018     50    50,117 
SL Green Realty Corp.   5.00%  8/15/2018     8    8,163 
SL Green Realty Corp.   7.75%  3/15/2020     75    83,584 
VEREIT Operating Partnership LP   3.00%  2/6/2019     118    119,085 
VEREIT Operating Partnership LP   4.125%  6/1/2021     41    42,889 
Welltower, Inc.   2.25%  3/15/2018     75    75,195 
Weyerhaeuser Co.   4.70%  3/15/2021     25    26,712 
Weyerhaeuser Co.   7.375%  10/1/2019     2    2,209 
Total                  1,263,725 
                     
Retail 0.25%                    
                     
Best Buy Co., Inc.   5.00%  8/1/2018     5    5,128 
Coach, Inc.   3.00%  7/15/2022     25    24,991 
PVH Corp.   4.50%  12/15/2022     30    30,750 
Rite Aid Corp.   6.75%  6/15/2021     78    81,022 
Total                  141,891 
                     
Savings & Loan 0.20%                    
                     
People’s United Financial, Inc.   3.65%  12/6/2022     109    112,326 
                     
Steel 0.30%                    
                     
BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC (Australia)†(b)    6.50%  5/15/2021     45    47,241 
Signode Industrial Group Lux SA/Signode Industrial Group US, Inc.    6.375%  5/1/2022     41    42,743 
U.S. Steel Corp.    8.375%  7/1/2021     71    78,632 
Total                  168,616 
                     
Technology 0.75%                    
                     
Baidu, Inc. (China)(b)    3.25%  8/6/2018     200    202,027 
eBay, Inc.   1.791%(3 Mo. LIBOR + .48%) #  8/1/2019     75    75,162 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Technology (continued)                    
                     
Expedia, Inc.   7.456%  8/15/2018    $58   $60,785 
Priceline Group, Inc. (The)   2.75%  3/15/2023     23    23,051 
TIBCO Software, Inc.    11.375%  12/1/2021     55    60,294 
VeriSign, Inc.   4.625%  5/1/2023     8    8,300 
Total                  429,619 
                     
Telecommunications 0.12%                    
                     
GCI, Inc.   6.75%  6/1/2021     14    14,368 
Intelsat Jackson Holdings SA (Luxembourg)(b)    7.25%  10/15/2020     54    52,245 
Total                  66,613 
                     
Textiles Products 0.04%                    
                     
Springs Industries, Inc.   6.25%  6/1/2021    22   22,743 
                     
Transportation: Miscellaneous 0.10%                    
                     
Asciano Finance Ltd. (Australia)†(b)    5.00%  4/7/2018     25    25,354 
Watco Cos. LLC/Watco Finance Corp.    6.375%  4/1/2023     25    26,063 
XPO Logistics, Inc.    6.50%  6/15/2022     3    3,161 
Total                  54,578 
                     
Utilities 0.02%                    
                     
United Utilities plc (United Kingdom)(b)    5.375%  2/1/2019     10    10,409 
Total Corporate Bonds (cost $21,754,481)                  21,904,461 
                     
FLOATING RATE LOANS(d) 3.20%                    
                     
Aerospace/Defense 0.01%                    
                     
Gol LuxCo S.A. Term Loan (Luxembourg)(b)    6.50%  8/31/2020     6    6,180 
                     
Business Services 0.02%                    
                     
Neff Rental LLC 2nd Lien Closing DateTerm Loan   7.664%(3 Mo. LIBOR + 6.25%)   6/9/2021     13    12,950 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Chemicals 0.34%                    
                     
Celanese U.S. Holdings LLC Term Loan   2.736%(3 Mo. LIBOR + 1.50%)   7/15/2021    $54   $54,101(e)
E.I. du Pont de Nemours and Company Delayed Draw Term Loan A                    
    (f)  3/22/2022     35    34,956(e)
FMC Corporation Term Loan A   2.485%(1 Mo. LIBOR + 1.25%)   4/21/2020     15    14,991(e)
Mosaic Company (The) Term Loan   2.737%(1 Mo. LIBOR + 1.50%)   11/18/2021     84    84,158(e)
Sherwin-Williams Company (The) Term Loan A   2.487%(1 Mo. LIBOR + 1.25%)   4/13/2021     6    6,300(e)
Total                  194,506 
                     
Consumer Products 0.02%                    
                     
Textron, Inc. Term Loan A   2.484%(1 Mo. LIBOR + 1.25%)   3/14/2019     12    11,985(e)
                     
Containers 0.29%                    
                     
Ball Corp. USD Term Loan A   2.985%(1 Mo. LIBOR + 1.75%)   3/18/2021     71    71,176 
Ball UK Aquisition Ltd. EUR Term Loan A(g)    1.75%(1 Mo. Euribor + 1.75%)   3/18/2021    EUR11    13,573(e)
WestRock Co. Closing Date Term Loan   2.365%(1 Mo. LIBOR + 1.13%)   7/1/2020    $78    77,860(e)
Total                  162,609 
                     
Drugs 0.12%                    
                     
Teva Pharmaceutical Industries Ltd Term Loan B (Israel)(b)                    
    (f)  11/16/2020     69    68,467(e)
Electric: Power 0.30%                    
                     
FirstEnergy Corp. Term Loan   2.984%(1 Mo. LIBOR + 1.75%)   12/6/2021    174   173,348(e)
                     
Electrical Equipment 0.17%                    
                     
Analog Devices, Inc. 3 Year Term Loan   2.365%(1 Mo. LIBOR + 1.13%)   9/23/2019     98    97,641(e)

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Electronics 0.05%                    
                     
Keysight Technologies, Inc. Delayed Draw Term Loan   2.75%(1 Mo. LIBOR + 1.50%)   2/14/2020    $27   $27,368(e)
                     
Food 0.04%                    
                     
Amplify Snack Brands, Inc. Term Loan   6.74%(1 Mo. LIBOR + 5.50%)   9/2/2023     26    25,504 
                     
Gaming 0.12%                    
                     
Seminole Tribe of Florida Term Loan B   3.456%(3 Mo. LIBOR + 2.00%)   7/8/2024     70    70,421 
                     
Health Care Products 0.16%                    
                     
Zimmer Biomet Holdings, Inc. Term Loan   2.485%(1 Mo. LIBOR + 1.25%)   9/30/2019     64    63,940(e)
Zimmer Holdings, Inc. Term Loan   2.612%(1 Mo. LIBOR + 1.38%)   5/29/2019     26    25,707(e)
Total                  89,647 
                     
Health Care Services 0.02%                    
                     
Laboratory Corp. of America Holdings Term Loan   2.485%(1 Mo. LIBOR + 1.24%)   12/19/2019     14    13,702(e)
                     
Household Equipment/Products 0.22%                    
                     
Dell International LLC Term Loan A1   3.24%(1 Mo. LIBOR + 2.00%)   12/31/2018     2    2,160 
Dell International LLC Term Loan A2   3.45%(1 Wk. LIBOR + 2.25%)   9/7/2021     122    122,499 
Total                  124,659 
                     
Lodging 0.09%                    
                     
VML US Finance, LLC USD New Initial Term Loan   (f)  5/31/2022     55    54,381(e)
                     
Machinery: Industrial/Specialty 0.07%                    
                     
Flowserve Corp. 2012 Term Loan   2.583%(3 Mo. LIBOR + 1.25%)   10/14/2020     38    37,406(e)

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Manufacturing 0.19%                    
                     
Tyco International Holding S.a.r.I. Term Loan (Luxembourg)(b)   2.982%(1 Mo. LIBOR + 1.75%)   3/2/2020    $106   $106,320 
                     
Media 0.08%                    
                     
Charter Communications Operating, LLC Term Loan E1   3.24%(1 Mo. LIBOR + 2.00%)   7/1/2020     45    45,135 
                     
Metals & Minerals: Miscellaneous 0.06%                    
                     
Fairmount Santrol, Inc. Tranche B2 New Term Loan   4.735%(1 Mo. LIBOR + 3.50%)   9/5/2019    36   36,124 
                     
Miscellaneous 0.16%                    
                     
Harris Corp. 3 Year Tranche Term Loan   2.74%(1 Mo. LIBOR + 1.50%)   3/16/2018     3    2,852(e)
Harris Corp. 5 Year Tranche Term Loan   2.74%(1 Mo. LIBOR + 1.50%)   3/16/2020     16    15,742(e)
Rockwell Collins, Inc. Term Loan   2.486%(1 Mo. LIBOR + 1.25%)   12/16/2019     71    70,848(e)
Total                  89,442 
                     
Oil 0.08%                    
                     
Noble Energy, Inc. Initial Term Loan   2.444%(1 Wk. LIBOR + 1.25%)   1/6/2019     24    23,630(e)
Petroleos Mexicanos Term Loan (Mexico)(b)   (f)  2/14/2020     20    19,863(e)
Total                  43,493 
                     
Oil: Crude Producers 0.06%                    
                     
Buckeye Partners L.P. Delayed Draw Term Loan   2.59%(1 Mo. LIBOR + 1.35%)   9/30/2019     17    16,957(e)
ONEOK Partners, L.P. Term Loan   2.535%(1 Mo. LIBOR + 1.30%)   1/8/2019     19    18,512(e)
Total                  35,469 
                     
Real Estate Investment Trusts 0.19%                    
                     
American Tower Corporation Term Loan   2.49%(1 Mo. LIBOR + 1.25%)   1/31/2022     107    105,834(e)

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Retail 0.31%                    
                     
Burlington Coat Factory Warehouse Corp. Term Loan B4   3.99%(1 Mo. LIBOR + 2.75%)   8/13/2021    $72   $72,338 
PVH Corp. Tranche A Term Loan   2.734%(1 Mo. LIBOR + 1.50%)   5/19/2021     86    85,669 
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan   5.115%(1 Mo. LIBOR + 3.88%)   6/21/2021     18    18,112 
Total                  176,119 
                     
Technology 0.03%                    
                     
Symantec Corp. Term Loan A1   (f)  5/10/2019     4    3,996 
Symantec Corp. Term Loan A2   2.813%(2 Mo. LIBOR + 1.50%)   8/1/2019     2    1,997 
Zayo Group, LLC 2017 Incremental Refinancing Term Loan B1   3.237%(1 Mo. LIBOR + 2.00%)   1/19/2021     9    8,969 
Total                  14,962 
Total Floating Rate Loans (cost $1,816,285)                  1,823,672 
                     
Foreign Government Obligations(b) 0.60%                    
                     
Argentina 0.05%                    
                     
Republic of Argentina   5.625%  1/26/2022     25    26,288 
                     
Dominican Republic 0.00%                    
                     
Dominican Republic   9.04%  1/23/2018    1   1,120 
                     
Indonesia 0.36%                    
                     
Republic of Indonesia   3.70%  1/8/2022     200    207,738 
                     
Qatar 0.19%                    
                     
State of Qatar   5.25%  1/20/2020     100    106,217 
Total Foreign Government Obligations (cost $337,957)                  341,363 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 3.35% 
                     
Federal Home Loan Mortgage Corp. 2011-K704 B   4.691%#(h)  10/25/2030    $20   $20,351 
Federal Home Loan Mortgage Corp. 2012-K707 B   4.02%#(h)  1/25/2047     143    145,501 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.872%#(h)  4/25/2045     75    76,514 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.942%#(h)  6/25/2047     104    106,262 
Federal Home Loan Mortgage Corp. 2012-K711 B   3.684%#(h)  8/25/2045     30    30,604 
Federal Home Loan Mortgage Corp. 2013-K713 B   3.274%#(h)  4/25/2046     30    30,450 
Federal Home Loan Mortgage Corp. 2014-K503 B   3.071%#(h)  10/25/2047     39    39,372 
Government National Mortgage Assoc. 2014-109 A   2.325%  1/16/2046     14    14,307 
Government National Mortgage Assoc. 2014-112 A   3.00%#(h)  1/16/2048     7    7,294 
Government National Mortgage Assoc. 2014-135 AS   2.30%  2/16/2047     17    17,302 
Government National Mortgage Assoc. 2014-64 A   2.20%  2/16/2045     27    27,321 
Government National Mortgage Assoc. 2014-64 IO   1.176%#(h)  12/16/2054     313    22,082 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047     1    688 
Government National Mortgage Assoc. 2014-78 IO   0.609%#(h)  3/16/2056     56    2,702 
Government National Mortgage Assoc. 2015-47 AE   2.90%#(h)  11/16/2055     11    11,139 
Government National Mortgage Assoc. 2015-48 AS   2.90%#(h)  2/16/2049     27    26,803 
Government National Mortgage Assoc. 2015-73 AC   2.90%#(h)  2/16/2053     43    43,521 
Government National Mortgage Assoc. 2017 20 AS   2.50%  2/16/2057     56    55,534 
Government National Mortgage Assoc. 2017 23 AB   2.60%  12/16/2057     40    39,342 
Government National Mortgage Assoc. 2017-100 AS   2.75%  2/16/2058     49    48,557 
Government National Mortgage Assoc. 2017-22 GA   2.60%#(h)  8/16/2051     29    28,472 
Government National Mortgage Assoc. 2017-28 AB   2.50%  10/16/2051     67    66,080 
Government National Mortgage Assoc. 2017-41 AS   2.60%  6/16/2057    195   192,672 
Government National Mortgage Assoc. 2017-44 AD   2.65%  11/17/2048     59    58,159 
Government National Mortgage Assoc. 2017-51 AS   2.75%  4/16/2058     91    89,918 
Government National Mortgage Assoc. 2017-53 B   2.75%  3/16/2050     88    87,942 
Government National Mortgage Assoc. 2017-54 AD   2.75%  1/16/2057     88    87,910 
Government National Mortgage Assoc. 2017-61 A   2.60%  8/16/2058     60    58,979 
Government National Mortgage Assoc. 2017-69 AS   2.75%  2/16/2058     75    74,127 
Government National Mortgage Assoc. 2017-71 AS   2.70%  4/16/2057     50    49,281 
Government National Mortgage Assoc. 2017-72 AM   2.60%  9/16/2051     30    29,411 
Government National Mortgage Assoc. 2017-74 AS   2.60%  10/16/2057     30    29,426 
Government National Mortgage Assoc. 2017-76 AS   2.65%  11/16/2050     61    59,892 
Government National Mortgage Assoc. 2017-86 AS   2.75%  2/16/2058     58    57,840 
Government National Mortgage Assoc. 2017-89 AB   2.60%  7/16/2058     48    47,555 
Government National Mortgage Assoc. 2017-90 AS   2.70%  7/16/2057     66    66,140 
Government National Mortgage Assoc. 2017-92 AS   2.75%  6/16/2058     60    59,791 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $1,927,135)    1,909,241 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 0.55%       
                     
Federal Home Loan Mortgage Corp.   3.103%(12 Mo. LIBOR + 1.64%)#  10/1/2043    $14   $14,763 
Federal Home Loan Mortgage Corp.   3.211%(12 Mo. LIBOR + 1.89%)#  12/1/2040     25    25,893 
Federal Home Loan Mortgage Corp.   3.367%(12 Mo. LIBOR + 1.83%)#  6/1/2042     11    11,253 
Federal Home Loan Mortgage Corp.   3.434%(12 Mo. LIBOR + 1.82%)#  6/1/2041     14    14,828 
Federal National Mortgage Assoc.   2.699%(12 Mo. LIBOR + 1.60%)#  12/1/2045     9    9,662 
Federal National Mortgage Assoc.   2.716%(12 Mo. LIBOR + 1.60%)#  12/1/2045     39    40,294 
Federal National Mortgage Assoc.   2.841%(12 Mo. LIBOR + 1.60%)#  10/1/2045     10    10,428 
Federal National Mortgage Assoc.   2.909%(12 Mo. LIBOR + 1.72%)#  6/1/2042     22    23,013 
Federal National Mortgage Assoc.   3.142%(12 Mo. LIBOR + 1.78%)#  3/1/2042     20    20,939 
Federal National Mortgage Assoc.   3.334%(12 Mo. LIBOR + 1.81%)#  12/1/2040     2    2,056 
Federal National Mortgage Assoc.   3.345%(12 Mo. LIBOR + 1.82%)#  12/1/2040    4   3,785 
Federal National Mortgage Assoc.   3.448%(12 Mo. LIBOR + 1.82%)#  4/1/2040     38    39,737 
Federal National Mortgage Assoc.   3.457%(12 Mo. LIBOR + 1.78%)#  10/1/2036     46    48,378 
Federal National Mortgage Assoc.   3.496%(12 Mo. LIBOR + 1.80%)#  10/1/2040     1    1,353 
Federal National Mortgage Assoc.   3.679%(12 Mo. LIBOR + 1.81%)#  1/1/2042     42    43,986 
Total Government Sponsored Enterprises Pass-Throughs (cost $312,896)    310,368 
                     
MUNICIPAL BONDS 0.20%                    
                     
Miscellaneous                    
                     
Illinois   3.90%  1/1/2018     5    5,020 
Illinois   4.95%  6/1/2023     7    7,287 
Illinois   5.163%  2/1/2018     50    50,475 
Illinois   5.665%  3/1/2018     25    25,356 
Illinois   5.877%  3/1/2019     10    10,462 
New Jersey Transp Tr Fnd Auth   1.758%  12/15/2018     15    14,946 
Total Municipal Bonds (cost $113,157)                 $113,546 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 22.20%       
                     
A10 Bridge Asset Financing LLC 2015-AA A1   3.30%  5/15/2036    $116   $115,808(i)
Americold LLC 2010-ARTA A1   3.847%  1/14/2029     39    40,102 
AOA Mortgage Trust 2015-1177 A   2.957%  12/13/2029     100    101,782 
Assurant Commercial Mortgage Trust 2016-1A A1   1.362%  5/15/2049     17    17,354 
Aventura Mall Trust 2013-AVM C   3.867%#(h)  12/5/2032     100    102,549 
Bancorp Commercial Mortgage Trust 2016-CRE1 A   2.657%(1 Mo. LIBOR + 1.43%)#  11/15/2033     92    92,592 
BB-UBS Trust 2012-TFT A   2.892%  6/5/2030     200    198,260 
BB-UBS Trust 2012-TFT B   3.584%#(h)  6/5/2030     100    98,245 
BB-UBS Trust 2012-TFT C   3.584%#(h)  6/5/2030     100    97,389 
BBCMS Trust 2013-TYSN E   3.708%  9/5/2032     135    135,795 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E   5.406%#(h)  11/11/2041     15    15,493 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F   5.857%#(h)  11/11/2041     25    25,897 
BX Trust 2017-SLCT A   2.154%(1 Mo. LIBOR + .92%)#  7/15/2034     55    55,164 
BX Trust 2017-SLCT B   2.434%(1 Mo. LIBOR + 1.20%)#  7/15/2034     47    47,081 
BX Trust 2017-SLCT D   3.284%(1 Mo. LIBOR + 2.05%)#  7/15/2034     73    73,167 
BX Trust 2017-SLCT E   4.384%(1 Mo. LIBOR + 3.15%)#  7/15/2034     60    60,379 
BX Trust 2017-SLCT F   5.484%(1 Mo. LIBOR + 4.25%)#  7/15/2034     42    42,399 
CCRESG Commercial Mortgage Trust 2016-HEAT B   4.114%  4/10/2029     29    29,500 
CCRESG Commercial Mortgage Trust 2016-HEAT C   4.919%  4/10/2029    29   29,685 
CFCRE Commercial Mortgage Trust 2016-C6 XA IO   1.353%#(h)  11/10/2049     195    15,856 
CFCRE Commercial Mortgage Trust 2016-C7 XA IO   0.94%#(h)  12/10/2054     192    10,839 
CGGS Commercial Mortgage Trust 2016-RNDA DFX   4.387%  2/10/2033     87    87,598 
Chicago Skyscraper Trust 2017-SKY A   2.034%(1 Mo. LIBOR + .80%)#  2/15/2030     137    137,316 
Chicago Skyscraper Trust 2017-SKY C   2.484%(1 Mo. LIBOR + 1.25%)#  2/15/2030     100    100,172 
Chicago Skyscraper Trust 2017-SKY XCP(h)   2.712%#  2/15/2030     2,938    30,599 
Citigroup Commercial Mortgage Trust 2013-SMP D   2.911%#(h)  1/12/2030     100    100,047 
Citigroup Commercial Mortgage Trust 2014-GC19 A1   1.199%  3/10/2047     3    3,148 
Citigroup Commercial Mortgage Trust 2015-GC27 AAB   2.944%  2/10/2048     10    10,196 
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO   0.573%#(h)  6/10/2048     984    25,969 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
Citigroup Commercial Mortgage Trust 2015-SHP2 XCP IO   Zero Coupon#(h)  7/15/2027    $46,545   $382 
Citigroup Commercial Mortgage Trust 2015-SSHP C   3.327%(1 Mo. LIBOR + 2.10%)#  9/15/2027     100    99,519 
Citigroup Commercial Mortgage Trust 2016-SMPL A   2.228%  9/10/2031     100    99,198 
Commercial Mortgage Loan Trust 2008-LS1 ASM   6.267%#(h)  12/10/2049     50    49,950 
Commercial Mortgage Pass-Through Certificates 2004-LB2A G  5.54%#(h)  3/10/2039     35    36,337 
Commercial Mortgage Pass-Through Certificates 2012-CR3 B   3.922%  10/15/2045     200    206,864 
Commercial Mortgage Pass-Through Certificates 2012-CR5 A4   2.771%  12/10/2045     12    12,084 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2  3.047%  8/10/2050     10    10,153 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046     8    7,835 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046     23    22,613 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035     119    117,217 
Commercial Mortgage Pass-Through Certificates 2013-THL D   3.883%(1 Mo. LIBOR + 2.65%)#  6/8/2030     100    100,203 
Commercial Mortgage Pass-Through Certificates 2013-THL E   4.983%(1 Mo. LIBOR + 3.75%)#  6/8/2030     100    100,240 
Commercial Mortgage Pass-Through Certificates 2014-UBS5 XB1 IO   0.252%#(h)  9/10/2047     2,000    19,973 
Commercial Mortgage Pass-Through Certificates 2015-PC1 XA IO   0.906%#(h)  7/10/2050     98    3,672 
Commercial Mortgage Pass-Through Certificates 2016-GCT D   3.577%#(h)  8/10/2029     100    99,414 
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO  0.784%  8/10/2029     4,000    98,260 
Commercial Mortgage Pass-Through Certificates 2016-SAVA A  2.955%(1 Mo. LIBOR + 1.72%)#  10/15/2034    106   106,510 
Commercial Mortgage Pass-Through Certificates 2016-SAVA B  3.535%(1 Mo. LIBOR + 2.30%)#  10/15/2034     100    101,056 
Commercial Mortgage Pass-Through Certificates 2016-SAVA XCP IO   2.173%#(h)  10/15/2034     578    13,047(i)
Commericial Mortgage Trust 2016-CD1 XA IO   1.573%#(h)  8/10/2049     182    17,231 
Commericial Mortgage Trust 2017-CD3 XA IO   1.197%#(h)  2/10/2050     997    75,213 
Core Industrial Trust 2015-CALW XA IO   0.939%#(h)  2/10/2034     1,006    31,444 
Cosmopolitan Hotel Trust 2016-CSMO A   2.634%(1 Mo. LIBOR + 1.40%)#  11/15/2033     17    17,121 
Cosmopolitan Hotel Trust 2016-CSMO B   3.334%(1 Mo. LIBOR + 2.10%)#  11/15/2033     24    24,104 
Cosmopolitan Hotel Trust 2016-CSMO E   5.884%(1 Mo. LIBOR + 4.65%)#  11/15/2033     32    32,365 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1   5.466%  5/15/2023    $50   $51,949 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2   5.538%  5/15/2023     200    211,836 
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO   0.697%#(h)  9/15/2037     1,000    36,385 
Credit Suisse Mortgage Capital Certificates 2016-MFF B   3.734%(1 Mo. LIBOR + 2.50%) #  11/15/2033     50    50,207 
Credit Suisse Mortgage Capital Certificates 2016-MFF C   4.734%(1 Mo. LIBOR + 3.50%)#  11/15/2033     50    50,346 
Credit Suisse Mortgage Capital Certificates 2017-HD A   2.184%(1 Mo. LIBOR + .95%)#  2/15/2031     50    50,103 
Credit Suisse Mortgage Capital Certificates 2017-HD D   3.734%(1 Mo. LIBOR + 2.50%)#  2/15/2031     50    50,102 
Credit Suisse Mortgage Capital Certificates 2017-LSTK A   2.761%  4/5/2033     84    84,827 
Credit Suisse Mortgage Capital Certificates 2017-LSTK B   3.03%  4/5/2033     50    50,442 
Credit Suisse Mortgage Capital Certificates 2017-LSTK C   3.229%  4/5/2033     50    50,443 
Credit Suisse Mortgage Capital Certificates 2017-LSTK D   3.442%#(h)  4/5/2033     50    49,710 
Credit Suisse Mortgage Capital Certificates 2017-MOON A   3.197%  7/10/2034     60    62,025(i)
Credit Suisse Mortgage Capital Certificates 2017-MOON B   3.303%#(h)  7/10/2034     50    51,219(i)
Credit Suisse Mortgage Capital Certificates 2017-MOON C   3.303%#(h)  7/10/2034     109    110,444(i)
Credit Suisse Mortgage Capital Certificates 2017-MOON D†(h)  3.303%#(h)  7/10/2034     50    48,987(i)
Credit Suisse Mortgage Capital Certificates 2017-MOON X IO†(h)  0.09%#(h)  7/10/2034     28,675    52,504(i)
Credit Suisse Mortgage Capital Certificates Trust 2017-HD XCP IO   1.935%#(h)  2/15/2031     1,376    31,793(i)
CSAIL Commercial Mortgage Trust 2015-C4 A2   3.157%  11/15/2048     10    10,243 
CSAIL Commercial Mortgage Trust 2016-C6 XA IO   1.969%#(h)  1/15/2049     995    107,702 
DBJPM Mortgage Trust 2016-C3 XA IO   1.656%#(h)  9/10/2049     199    20,523 
DBUBS Mortgage Trust 2011-LC2A D   5.727%#(h)  7/10/2044     100    105,247 
DBWF Mortgage Trust 2015-LCM A1   2.998%  6/10/2034     21    20,764 
DBWF Mortgage Trust 2016-85T XA IO   0.116%#(h)  12/10/2036    3,140   13,376 
GAHR Commercial Mortgage Trust 2015-NRF CFX   3.495%#(h)  12/15/2034     200    202,756 
GS Mortgage Securities Corp. II 2013-GC10 A3   2.613%  2/10/2046     100    100,554 
GS Mortgage Securities Corp. Trust 2013-NYC5 A   2.318%  1/10/2030     100    100,005 
GS Mortgage Securities Corp. Trust 2016-RENT C   4.202%#(h)  2/10/2029     100    103,449 
GS Mortgage Securities Corp. Trust 2017-485L XB IO   0.244%#(h)  2/10/2037     1,590    21,234(i)
GS Mortgage Securities Corp. Trust 2017-GPTX C   3.302%  5/10/2034     100    100,124 
GS Mortgage Securities Corp. Trust 2017-STAY A   2.084%(1 Mo. LIBOR + .85%)#  7/15/2032     100    99,273 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
GS Mortgage Securities Trust 2011-GC5 B   5.565%#(h)  8/10/2044    $107   $115,658 
GS Mortgage Securities Trust 2012-GC6 XA IO   2.147%#(h)  1/10/2045     302    20,657 
GS Mortgage Securities Trust 2012-GCJ7 B   4.74%  5/10/2045     20    21,300 
GS Mortgage Securities Trust 2013-G1 A2   3.557%#(h)  4/10/2031     100    99,653 
GS Mortgage Securities Trust 2015-GS1 XB IO   0.332%#(h)  11/10/2048     1,082    18,291 
GS Mortgage Securities Trust 2016-GS4 225A   2.636%  11/10/2029     15    14,912(i)
GS Mortgage Securities Trust 2016-GS4 225C   3.778%  11/10/2029     26    25,827(i)
GS Mortgage Securities Trust 2016-GS4 225D   4.766%  11/10/2029     35    35,129(i)
H/2 Asset Funding 2015-1A-AFL   2.633%  6/24/2049     13    12,919(i)
H/2 Asset Funding 2015-1A-AFX   3.353%  6/24/2049     13    12,824(i)
H/2 Asset Funding 2015-1A-BFX   3.993%  6/24/2049     25    24,207(i)
HMH Trust 2017-NSS A   3.062%  7/5/2031     100    100,596 
HMH Trust 2017-NSS B   3.343%  7/5/2031     100    100,680 
HMH Trust 2017-NSS C   3.787%  7/5/2031     100    99,632 
HMH Trust 2017-NSS D   4.723%  7/5/2031     100    99,576 
Hospitality Mortgage Trust 2017-HIT D   3.382%(1 Mo. LIBOR + 2.15%)#  5/8/2030     100    100,125 
Hospitality Mortgage Trust 2017-HIT E   4.782%(1 Mo. LIBOR + 3.55%)#  5/8/2030     100    100,386 
Hudsons Bay Simon JV Trust 2015-HB7 A7   3.914%  8/5/2034     100    101,377 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034     179    179,767 
Hudsons Bay Simon JV Trust 2015-HB7 XA7 IO   1.417%#(h)  8/5/2034     1,000    56,475 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048     30    29,906 
JPMorgan Chase Commercial Mortgage Securities Trust 2004-LN2 A2   5.115%  7/15/2041     (a)   361 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.99%#(h)  2/12/2049     8    7,619 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C   7.694%#(h)  12/5/2027     25    27,701 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 B   4.819%#(h)  5/15/2045     11    11,628 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A   3.905%  5/5/2030     95    99,404 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%  4/15/2047    25   25,390 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 A1   1.539%  11/15/2047     6    5,705 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO   1.281%#(h)  1/15/2048     970    48,874 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%  6/10/2027    $200   $202,734 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO   0.834%#(h)  7/15/2048     981    32,606 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C32 ASB   3.358%  11/15/2048     20    20,742 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-ATRM A   2.962%  10/5/2028     50    50,043 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA IO   0.956%#(h)  12/15/2049     995    46,052 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI A   2.798%  10/5/2031     30    30,387 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI B   3.201%  10/5/2031     25    25,421 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C   3.554%  10/5/2031     20    20,354 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI D   4.143%#(h)  10/5/2031     35    35,551 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI E   4.143%#(h)  10/5/2031     12    11,981 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI XB IO†(h)   0.791%#  10/5/2031     1,000    23,576(i)
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT A   2.677%(1 Mo. LIBOR + 1.45%)#  10/15/2033     68    68,283 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT C   4.077%(1 Mo. LIBOR + 2.85%)#  10/15/2033     10    10,071 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT D   4.977%(1 Mo. LIBOR + 3.75%)#  10/15/2033     27    27,283 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WPT XCP IO   1.198%#(h)  10/15/2018     4,967    64,248 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-JP7 XA IO   1.242%#(h)  9/15/2050     999    77,704 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK A   3.392%  6/5/2032     67    68,432 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK B   3.795%  6/5/2032     27    27,581 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK C   4.036%#(h)  6/5/2032     20    20,397 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK D   4.036%#(h)  6/5/2032     18    17,765 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MAUI C   2.484%(1 Mo. LIBOR + 1.25%)#  7/15/2034    $20   $20,010 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MAUI D   3.184%(1 Mo. LIBOR + 1.95%)#  7/15/2034     31    31,075 
LMREC, Inc. 2015-CRE1 A   2.986%(1 Mo. LIBOR + 1.75%)#  2/22/2032     100    101,283 
LSTAR Commercial Mortgage Trust 2015-3 A2   2.729%#(h)  4/20/2048     9    8,865 
LSTAR Commercial Mortgage Trust 2016-4 XA IO   2.105%#(h)  3/10/2049     994    78,459 
LSTAR Commercial Mortgage Trust 2017-5 A1   2.417%  3/10/2050    99   99,407 
LSTAR Commercial Mortgage Trust 2017-5 A2   2.776%  3/10/2050     100    100,556 
LSTAR Commercial Mortgage Trust 2017-5 A3   4.50%  3/10/2050     100    107,830 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030     56    54,326 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2  3.001%  10/15/2046     10    10,106 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO   0.874%#(h)  7/15/2050     490    17,280 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 ASB   3.479%  5/15/2048     21    21,926 
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 XA IO   1.604%#(h)  11/15/2049     991    92,299 
Morgan Stanley Capital Barclays Bank Trust 2016-MART B   2.48%  9/13/2031     50    49,317 
Morgan Stanley Capital Barclays Bank Trust 2016-MART C   2.817%  9/13/2031     100    99,041 
Morgan Stanley Capital Barclays Bank Trust 2016-MART XCP IO  0.406%#(h)  9/13/2031     9,863    31,474(i)
Morgan Stanley Capital I Trust 2012-C4 B   5.213%#(h)  3/15/2045     100    108,734 
Morgan Stanley Capital I Trust 2014-MP A   3.469%  8/11/2033     100    103,550 
Morgan Stanley Capital I Trust 2015-UBS8 ASB   3.626%  12/15/2048     12    12,592 
Morgan Stanley Capital I Trust 2016-UB11 XB IO   1.136%#(h)  8/15/2049     1,000    73,387 
Morgan Stanley Capital I Trust 2017-PRME D   4.634%(1 Mo. LIBOR + 3.40%)#  2/15/2034     40    40,346 
MSCG Trust 2015-ALDR A1   2.612%  6/7/2035     20    19,918 
MSCG Trust 2016-SNR A   3.46%#(h)  11/15/2034     69    69,148 
MSCG Trust 2016-SNR B   4.181%  11/15/2034     33    33,310 
MSCG Trust 2016-SNR C   5.205%  11/15/2034     25    25,616 
Nationslink Funding Corp. 1999-LTL1 D   6.45%  1/22/2026     26    27,094 
Palisades Center Trust 2016-PLSD D   4.737%  4/13/2033     77    77,809 
Palisades Center Trust 2016-PLSD XCP IO   1.106%#(h)  5/13/2018     1,000    6,575 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
PFP Ltd. 2017-3 A   2.284%(1 Mo. LIBOR + 1.05%)#  1/14/2035    $99   $99,125 
PFP Ltd. 2017-3 B   2.984%(1 Mo. LIBOR + 1.75%)#  1/14/2035     100    100,449 
PFP Ltd. 2017-3 D   4.734%(1 Mo. LIBOR + 3.50%)#  1/14/2035     100    100,937 
Prima Capital CRE Securization 2006-1   2.55%  8/26/2049     80    79,993 
Prima Capital Ltd. 2016-6A A   2.85%  8/24/2040     142    142,098 
RBS Commercial Funding, Inc. Trust 2013-SMV A   3.26%  3/11/2031     100    101,245 
ReadyCap Commercial Mortgage Trust 2015-2 A   3.804%  6/25/2055     41    41,379 
ReadyCap Mortgage Trust 2016-3 A   2.94%  11/20/2038     178    179,396 
Shops at Crystals Trust 2016-CSTL XB IO   0.328%#(h)  7/5/2036     1,000    18,675 
Stonemont Portfolio Trust 2017-STONE 2017-MONT D   3.285%(1 Mo. LIBOR + 2.05%)#  8/20/2030     100    100,187 
Stonemont Portfolio Trust 2017-STONE 2017-MONT E   3.985%(1 Mo. LIBOR + 2.75%)#  8/20/2030     149    149,279 
Stonemont Portfolio Trust 2017-STONE 2017-MONT F   4.835%(1 Mo. LIBOR + 3.60%)#  8/20/2030    17   17,032 
Stonemont Portfolio Trust 2017-STONE 2017-MONT XCP IO   0.638%#  12/20/2018     14,750    113,870 
UBS-BAMLL Trust 2012-WRM D   4.379%#  6/10/2030     100    98,771 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A4   3.525%  5/10/2063     34    35,458 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A4   3.091%  8/10/2049     10    10,269 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A5   2.85%  12/10/2045     75    75,990 
UBS-Barclays Commercial Mortgage Trust 2012-C4 AAB   2.459%  12/10/2045     25    25,206 
UBS-Barclays Commercial Mortgage Trust 2013-C5 A4   3.185%  3/10/2046     52    53,277 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO   1.137%#(h)  3/10/2046     930    40,017 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A3   3.595%  1/10/2045     89    92,556 
VNDO Mortgage Trust 2012-6AVE A   2.996%  11/15/2030     300    306,335 
Wachovia Bank Commercial Mortgage Trust 2005-C21 D   5.468%#  10/15/2044     10    9,969 
Waldorf Astoria Boca Raton Trust 2016-BOCA C   3.734%(1 Mo. LIBOR + 2.50%)#  6/15/2029     100    100,587 
Waldorf Astoria Boca Raton Trust 2016-BOCA E   5.584%(1 Mo. LIBOR + 4.35%)#  6/15/2029     27    27,222 
Wells Fargo Commercial Mortgage Trust 2010-C1 C   5.785%#(h)  11/15/2043     100    106,469 
Wells Fargo Commercial Mortgage Trust 2015-C26 ASB   2.991%  2/15/2048     21    21,441 
Wells Fargo Commercial Mortgage Trust 2015-C29 ASB   3.40%  6/15/2048     10    10,408 
Wells Fargo Commercial Mortgage Trust 2015-C29 XB IO   0.101%#(h)  6/15/2048     2,000    6,682 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A   3.075%  12/15/2048     10    10,215 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B   4.754%#(h)  12/15/2048     36    38,514 
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO   0.941%#(h)  9/15/2048     978    43,708 
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO   1.942%#(h)  8/15/2049     990    118,469 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                     
West Town Mall Trust 2017-KNOX A   3.823%  7/5/2030    $74   $76,162 
West Town Mall Trust 2017-KNOX B   4.322%  7/5/2030     31    31,913 
West Town Mall Trust 2017-KNOX C   4.491%#(h)  7/5/2030     25    24,896 
West Town Mall Trust 2017-KNOX D   4.491%#(h)  7/5/2030     25    24,002 
West Town Mall Trust 2017-KNOX E   4.491%#(h)  7/5/2030     16    14,688 
West Town Mall Trust 2017-KNOX X IO   0.521%#(h)  7/5/2030     1,604    27,612 
WF-RBS Commercial Mortgage Trust 2011-C2 A4   4.869%#(h)  2/15/2044     25    26,791 
WF-RBS Commercial Mortgage Trust 2011-C4 A3   4.394%  6/15/2044     63    63,868 
WF-RBS Commercial Mortgage Trust 2012-C7 B   4.916%#(h)  6/15/2045     25    26,074 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045     (a)   3 
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO   2.028%#(h)  8/15/2045    360   26,008 
WF-RBS Commercial Mortgage Trust 2012-C9 A3   2.87%  11/15/2045     274    278,287 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045     45    45,159 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $12,675,578)                  12,640,772 
                     
             Shares (000)      
PREFERRED STOCK 0.02%                    
                     
Oil                    
                     
Templar Energy LLC Units
(cost $10,685)
             1    10,151 
                     
             Principal Amount (000)      
U.S. TREASURY OBLIGATIONS 0.77%                    
                     
U.S. Treasury Note   1.375%  9/30/2019    $212    211,553 
U.S. Treasury Note   1.75%  9/30/2019     224    225,155 
Total U.S. Treasury Obligations (cost $437,394)                  436,708 
Total Long-Term Investments (cost $52,603,715)                  52,722,515 
                     
SHORT-TERM INVESTMENTS 6.88%                    
                     
COMMERCIAL PAPER 0.17%                    
                     
Automotive                    
                     
Ford Motor Credit Co. 
 (cost $98,408)
   Zero Coupon   7/16/2018     100    98,466 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Corporate Bonds 0.99%                    
                     
Banks: Regional 0.71%                    
                     
Barclays Bank plc (United Kingdom)†(b)   6.05%  12/4/2017    $100   $100,710 
Compass Bank   6.40%  10/1/2017     100    100,000 
Intesa Sanpaolo SpA (Italy)(b)   3.875%  1/16/2018     200    201,118 
Total                  401,828 
                     
Electric: Power 0.04%                    
                     
New York State Electric & Gas Corp.   6.15%  12/15/2017     10    10,095 
TransAlta Corp. (Canada)(b)   6.90%  5/15/2018     11    11,299 
Total                  21,394 
                     
Media 0.02%                    
                     
Sky plc (United Kingdom)†(b)   6.10%  2/15/2018     10    10,164 
                     
Natural Gas 0.01%                    
                     
National Fuel Gas Co.   6.50%  4/15/2018    8   8,198 
                     
Oil: Crude Producers 0.15%                    
                     
Kinder Morgan Finance Co. LLC   6.00%  1/15/2018     87    87,973 
                     
Oil: Integrated Domestic 0.03%                    
                     
TechnipFMC plc (United Kingdom)†(b)   2.00%  10/1/2017     17    17,000 
                     
Retail 0.02%                    
                     
Staples, Inc.   3.75%  1/12/2018     10    10,017 
                     
Telecommunications 0.01%                    
                     
Nortel Networks Ltd. (Canada)(b)(j)   10.75%  7/15/2016     76    5,890 
Total Corporate Bonds (cost $562,071)                  562,464 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Floating Rate Loan(d) 0.09%                    
                     
Electric: Power                    
                     
Energy Future Intermediate Holding Co. LLC DIP Term Loan
(cost $50,949)
   4.235%(1 Mo. LIBOR + 3.00%)    6/30/2018    $51   $51,319 
                     
REPURCHASE AGREEMENT 5.63%                    
                     
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $3,065,000 of U.S. Treasury Note at 3.625% due 2/15/2021; value: $3,275,915; proceeds: $3,207,863
(cost $3,207,831)
             3,208    3,207,831 
                     
Total Short-Term Investments (cost $3,919,259)                  3,920,080 
                     
Total Investments in Securities 99.50% (cost $56,522,974)                  56,642,595 
                     
Foreign Cash and Other Assets in  Excess of Liabilities(k) 0.50%                  285,775 
                     
Net Assets 100.00%                 $56,928,370 

 

 
EUR euro
IO Interest Only.
LIBOR  London Interbank Offered Rate
PIK Payment-in-kind.
Units More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at September 30, 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) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2017.
(e) Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investments.  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.
(f) Interest rate to be determined.
(g) Investment in non-U.S. dollar denominated securities.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

(h) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(i) Level 3 Investment as described in Note 2(l) in the Notes to Schedule of Investments.  Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(j) Defaulted (non-income producing security).
(k) Foreign Cash and Other Assets in  Excess of Liabilities include net unrealized appreciation (depreciation) on open forward foreign currency exchange contracts and futures contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at September 30, 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  State Street Bank and Trust  11/16/2017   17,950   $21,252   $21,265   $(13)

 

Open Futures Contracts at September 30, 2017:

 

Type  Expiration  Contracts  Position  Notional Amount   Notional
Value
   Unrealized
Appreciation
 
U.S. 5-Year Treasury Note  December 2017  8  Short  $(945,361)  $(940,000)  $5,361 
U.S. 10-Year Treasury Note  December 2017  1  Short   (126,576)   (125,312)   1,264 
Totals           $(1,071,937)  $(1,065,312)  $6,625 

 

Type  Expiration  Contracts  Position  Notional Amount   Notional
Value
   Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  December 2017  49  Long  $10,593,197  $10,569,453  $(23,744)

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

The following is a summary of the inputs used as of September 30, 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  $   $13,136,330   $   $13,136,330 
Common Stock       218        218 
Convertible Bonds       95,685        95,685 
Corporate Bonds       22,466,925        22,466,925 
Floating Rate Loans                    
Aerospace/Defense       6,180        6,180 
Business Services       12,950        12,950 
Chemicals           194,506    194,506 
Consumer Products           11,985    11,985 
Containers       71,176    91,433    162,609 
Drugs           68,467    68,467 
Electric: Power       51,319    173,348    224,667 
Electrical Equipment           97,641    97,641 
Electronics           27,368    27,368 
Food       25,504        25,504 
Gaming       70,421        70,421 
Health Care Products           89,647    89,647 
Health Care Services           13,702    13,702 
Household Equipment/Products       124,659        124,659 
Lodging           54,381    54,381 
Machinery: Industrial/Specialty           37,406    37,406 
Manufacturing       106,320        106,320 
Media       45,135        45,135 
Metals & Minerals: Miscellaneous       36,124        36,124 
Miscellaneous           89,442    89,442 
Oil           43,493    43,493 
Oil: Crude Producers           35,469    35,469 
Real Estate Investment Trusts           105,834    105,834 
Retail       176,119        176,119 
Technology       14,962        14,962 
Foreign Government Obligations       341,363        341,363 
Government Sponsored Enterprises Collateralized Mortgage Obligations       1,909,241        1,909,241 
Government Sponsored Enterprises Pass-Throughs       310,368        310,368 
Municipal Bonds       113,546        113,546 
Non-Agency Commercial Mortgage-Backed Securities       11,952,843    687,929    12,640,772 
Preferred Stock       10,151        10,151 
U.S. Treasury Obligations       436,708        436,708 
Commercial Paper       98,466        98,466 
Repurchase Agreement       3,207,831        3,207,831 
Total  $   $54,820,544   $1,822,051   $56,642,595 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2017

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contract                    
Assets  $   $   $   $ 
Liabilities       (13)       (13)
Futures Contracts                    
Assets   6,625            6,625 
Liabilities   (23,744)           (23,744)
Total  $(17,119)  $(13)  $   $(17,132)

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

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

 

   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)       584    (57,537)
Realized Gain (Loss)       1,752     
Change in Unrealized Appreciation (Depreciation)       2,563    12,689 
Net Purchases       933,656    501,959 
Net Sales       (570,226)   (182,198)
Net Transfers into Level 3       46,023    55,995 
Net Transfers out of Level 3   (99,474)   (203,633)   (350,700)
Balance as of September 30, 2017  $   $1,134,122   $687,929 
                
Net change in unrealized appreciation/depreciation for period ended September 30, 2017 related to Level 3 investments held at September 30, 2017.  $   $3,871   $12,689 

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 107.45%                    
                     
ASSET-BACKED SECURITIES 17.98%                    
                     
Automobiles 10.44%                    
                     
Ally Auto Receivables Trust 2014-A   0.63%  4/15/2019    $425   $424,877 
American Credit Acceptance Receivables Trust 2015-1 C   4.29%  4/12/2021     717    725,564 
AmeriCredit Automobile Receivables Trust 2013-5 D   2.86%  12/9/2019     656    660,579 
AmeriCredit Automobile Receivables Trust 2014-1 C   2.15%  3/9/2020     402    402,757 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019     44    43,569 
AmeriCredit Automobile Receivables Trust 2015-2 C   2.40%  1/8/2021     1,977    1,989,161 
AmeriCredit Automobile Receivables Trust 2015-3 A3   1.54%  3/9/2020     299    299,043 
AmeriCredit Automobile Receivables Trust 2015-3 B   2.08%  9/8/2020     502    503,583 
AmeriCredit Automobile Receivables Trust 2016-2 A2A   1.42%  10/8/2019     74    74,444 
AmeriCredit Automobile Receivables Trust 2016-2 C   2.87%  11/8/2021     2,600    2,633,432 
AmeriCredit Automobile Receivables Trust 2016-4 A2A   1.34%  4/8/2020     264    263,581 
AmeriCredit Automobile Receivables Trust 2017-2 A2A   1.65%  9/18/2020     1,956    1,955,648 
AmeriCredit Automobile Receivables Trust 2017-2 C   2.97%  3/20/2023     669    676,154 
AmeriCredit Automobile Receivables Trust 2017-3 A2A   1.69%  12/18/2020     506    506,210 
AmeriCredit Automobile Receivables Trust 2017-3 B   2.24%  6/19/2023     275    274,339 
Avis Budget Rental Car Funding AESOP LLC 2012-3A A   2.10%  3/20/2019     525    525,552 
Avis Budget Rental Car Funding AESOP LLC 2013-1A A   1.92%  9/20/2019     1,070    1,069,943 
Avis Budget Rental Car Funding AESOP LLC 2013-2A A   2.97%  2/20/2020     535    540,109 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%  7/20/2020     592    594,050 
California Republic Auto Receivables Trust 2014-3 B   2.66%  8/17/2020     376    378,473 
California Republic Auto Receivables Trust 2015-1 A4   1.82%  9/15/2020     735    735,215 
California Republic Auto Receivables Trust 2015-2 B   2.53%  6/15/2021     908    912,979 
California Republic Auto Receivables Trust 2015-3 B   2.70%  9/15/2021     120    120,857 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020     183    182,919 
California Republic Auto Receivables Trust 2016-2 B   2.52%  5/16/2022     328    327,301 
Capital Auto Receivables Asset Trust 2014-3 B   2.35%  7/22/2019     938    940,147 
Capital Auto Receivables Asset Trust 2015-1 A3   1.61%  6/20/2019     299    298,949 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020     368    368,033 
CarMax Auto Owner Trust 2014-1 A4   1.32%  7/15/2019     228    228,050 
CarMax Auto Owner Trust 2015-2 A3   1.37%  3/16/2020     119    118,977 
CarMax Auto Owner Trust 2015-4 A3   1.56%  11/16/2020     371    371,028 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019     89    88,978 
CarMax Auto Owner Trust 2016-3 A2   1.17%  8/15/2019     351    350,898 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021     553    550,891 
CarMax Auto Owner Trust 2016-4 A2   1.21%  11/15/2019     254    253,543 
Chesapeake Funding II LLC 2016-2A A1   1.88%  6/15/2028     687    687,125 
Chrysler Capital Auto Receivables Trust 2014-BA D   3.44%  8/16/2021     367    371,324 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019     9    8,983 
Chrysler Capital Auto Receivables Trust 2016-AA B   2.88%  2/15/2022     195    196,673 
Chrysler Capital Auto Receivables Trust 2016-AA C   3.25%  6/15/2022     134    135,213 
CPS Auto Receivables Trust 2016-B D   6.58%  3/15/2022     150    160,411 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                    
                     
Drive Auto Receivables Trust 2015-AA C   3.06%  5/17/2021    $162   $162,586 
Drive Auto Receivables Trust 2015-BA D   3.84%  7/15/2021     2,374    2,425,476 
Drive Auto Receivables Trust 2015-DA C   3.38%  11/15/2021     537    541,919 
Drive Auto Receivables Trust 2015-DA D   4.59%  1/17/2023     607    624,520 
Drive Auto Receivables Trust 2016-CA B   2.37%  11/16/2020     284    285,138 
Drive Auto Receivables Trust 2016-CA C   3.02%  11/15/2021     1,581    1,601,020 
Drive Auto Receivables Trust 2016-CA D   4.18%  3/15/2024     254    262,439 
Drive Auto Receivables Trust 2017-2 A2A   1.63%  8/15/2019     966    966,205 
Drive Auto Receivables Trust 2017-2 A3   1.82%  6/15/2020     943    943,451 
Drive Auto Receivables Trust 2017-AA B   2.51%  1/15/2021     535    537,910 
Drive Auto Receivables Trust 2017-AA D   4.16%  5/15/2024     447    454,871 
Enterprise Fleet Financing LLC 2017-1 A2   2.13%  7/20/2022     550    551,618 
First Investors Auto Owner Trust 2013-2A D   3.58%  6/15/2020     261    261,187 
First Investors Auto Owner Trust 2015-2A A1   1.59%  12/16/2019     29    28,796 
First Investors Auto Owner Trust 2016-2A A1   1.53%  11/16/2020     279    278,767 
Flagship Credit Auto Trust 2017-3 A   1.88%  10/15/2021     593    593,053 
Flagship Credit Auto Trust 2017-3 B   2.59%  7/15/2022     300    299,213 
Ford Credit Auto Owner Trust 2014-C A3   1.06%  5/15/2019     179    179,328 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019     265    264,538 
Ford Credit Auto Owner Trust 2016-C A2A   1.04%  9/15/2019     512    511,004 
Ford Credit Auto Owner Trust 2017-2 B   2.60%  3/15/2029     108    107,951 
Ford Credit Auto Owner Trust/Ford Credit 2014-1 A   2.26%  11/15/2025     2,624    2,643,600 
Foursight Capital Automobile Receivables Trust 2016-1 A2   2.87%  10/15/2021     500    502,278 
GM Financial Consumer Automobile 2017-1A B   2.30%  6/16/2023     144    143,883 
Harley-Davidson Motorcycle Trust 2015-2 A4   1.66%  12/15/2022     299    298,882 
Honda Auto Receivables Owner Trust 2014-4 A3   0.99%  9/17/2018     115    114,759 
Honda Auto Receivables Owner Trust 2015-1 A3   1.05%  10/15/2018     165    164,624 
Honda Auto Receivables Owner Trust 2016-4 A2   1.04%  4/18/2019     492    491,640 
Huntington Auto Trust 2016-1 A3   1.59%  11/16/2020     2,646    2,644,656 
Mercedes-Benz Auto Lease Trust 2016-A A2A   1.34%  7/16/2018     130    130,192 
Mercedes-Benz Auto Receivables Trust 2016-1 A2A   1.11%  3/15/2019     606    605,879 
Santander Drive Auto Receivables Trust 2014-2 C   2.33%  11/15/2019     188    188,287 
Santander Drive Auto Receivables Trust 2014-3 C   2.13%  8/17/2020     921    922,001 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020     921    924,150 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021     1,924    1,933,256 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021     190    190,553 
Santander Drive Auto Receivables Trust 2016-3 A2   1.34%  11/15/2019     210    209,688 
Santander Drive Auto Receivables Trust 2016-3 B   1.89%  6/15/2021     264    263,666 
Santander Drive Auto Receivables Trust 2017-2 A2   1.60%  3/16/2020     2,006    2,005,848 
Santander Drive Auto Receivables Trust 2017-2 B   2.21%  10/15/2021     1,359    1,361,437 
Santander Drive Auto Receivables Trust 2017-2 D   3.49%  7/17/2023     808    818,653 
Santander Drive Auto Receivables Trust 2017-3 C   2.76%  12/15/2022     192    192,333 
SunTrust Auto Receivables Trust 2015-1A A3   1.42%  9/16/2019     706    705,961 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                    
                     
SunTrust Auto Receivables Trust 2015-1A D   3.24%  1/16/2023    $754   $740,509 
TCF Auto Receivables Owner Trust 2014-1A A4   1.56%  1/15/2020     605    604,345 
TCF Auto Receivables Owner Trust 2015-1A A3   1.49%  12/16/2019     267    266,871 
TCF Auto Receivables Owner Trust 2015-1A B   2.49%  4/15/2021     791    793,844 
TCF Auto Receivables Owner Trust 2016-PT1A B   2.92%  10/17/2022     443    441,914 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018     116    115,692 
Volkswagen Auto Loan Enhanced Trust 2014-1 A4   1.45%  9/21/2020     767    766,966 
Wheels SPV 2 LLC 2016-1A A2   1.59%  5/20/2025     703    701,573 
Total                  55,718,492 
                     
Credit Cards 2.80%                    
                     
BA Credit Card Trust 2015-A1 A   1.564%(1 Mo. LIBOR + .33%) #  6/15/2020     3,682    3,685,346 
Capital One Multi-Asset Execution Trust 2015-A1   1.39%  1/15/2021     370    369,945 
Chase Issuance Trust 2015-A2   1.59%  2/18/2020     2,831    2,833,388 
Citibank Credit Card Issuance Trust 2017-A5   1.856%(1 Mo. LIBOR + .62%) #  4/22/2026     698    706,156 
Discover Card Execution Note Trust 2013-A1   1.534%(1 Mo. LIBOR + .30%) #  8/17/2020     3,126    3,129,394 
Discover Card Execution Note Trust 2017-A4   2.53%  10/15/2026     562    563,742 
World Financial Network Credit Card Master Trust 2013-A A   1.61%  12/15/2021     601    601,232 
World Financial Network Credit Card Master Trust 2015-A A   1.714%(1 Mo. LIBOR + .48%) #  2/15/2022     1,863    1,866,410 
World Financial Network Credit Card Master Trust 2017-B A   1.98%  6/15/2023     1,217    1,217,661 
Total                  14,973,274 
                     
Home Equity 0.05%                    
                     
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   1.397%(1 Mo. LIBOR + .16%) #  5/25/2036     29    29,091 
Meritage Mortgage Loan Trust 2004-2 M3   2.212%(1 Mo. LIBOR + .98%) #  1/25/2035     227    225,437 
New Century Home Equity Loan Trust 2005-A A6   4.491%#(d)  8/25/2035     35    35,211 
Total                  289,739 
                     
Other 4.69%                    
                     
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019     1,114    1,114,085 
Anchorage Capital CLO Ltd. 2012-1A A2R   3.404%(3 Mo. LIBOR + 2.10%) #  1/13/2027     1,500    1,509,253 
Anchorage Capital CLO Ltd. 2014-4A A1AR   2.454%(3 Mo. LIBOR + 1.14%) #  7/28/2026     1,500    1,507,351 
Apidos CLO XVI 2013-16A CR   4.306%(3 Mo. LIBOR + 3.00%) #  1/19/2025     250    251,883 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Other (continued)                    
                     
Apollo Credit Funding IV Ltd. 4A A1   2.774%(3 Mo. LIBOR + 1.47%) #  4/15/2027    $1,000   $1,005,971 
Ascentium Equipment Receivables Trust 2016-2A A2   1.46%  4/10/2019     200    199,863 
Ascentium Equipment Receivables Trust 2016-2A A3   1.65%  5/10/2022     283    281,331 
Ascentium Equipment Receivables Trust 2016-2A B   2.50%  9/12/2022     182    182,174 
Ascentium Equipment Receivables Trust 2017-1A A2   1.87%  7/10/2019     608    608,217 
Ascentium Equipment Receivables Trust 2017-1A A3   2.29%  6/10/2021     183    182,961 
Avery Point V CLO Ltd. 2014-5A BR   2.804%(3 Mo. LIBOR + 1.50%) #  7/17/2026     372    372,878 
Birchwood Park CLO Ltd. 2014-1A AR   2.484%(3 Mo. LIBOR + 1.18%) #  7/15/2026     1,000    1,003,981 
BlueMountain CLO Ltd. 2014-4A A1R   2.667%(3 Mo. LIBOR + 1.35%) #  11/30/2026     1,000    1,004,100 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1   2.454%(3 Mo. LIBOR + 1.15%) #  4/18/2025     340    340,624 
Carlyle Global Market Strategies CLO Ltd. 2015-2A A1   2.787%(3 Mo. LIBOR + 1.47%) #  4/27/2027     850    854,620 
Cent CLO Ltd. 2013-19A A1A   2.641%(3 Mo. LIBOR + 1.33%) #  10/29/2025     850    851,571 
CNH Equipment Trust 2014-C A3   1.05%  11/15/2019     68    68,072 
CNH Equipment Trust 2016-A A2B   1.754%(1 Mo. LIBOR + .52%) #  7/15/2019     154    154,202 
Dell Equipment Finance Trust 2015-2 A3   1.72%  9/22/2020     129    128,780 
Dell Equipment Finance Trust 2016-1 A3   1.65%  7/22/2021     100    99,993 
Dell Equipment Finance Trust 2017-1 A1   1.35%  5/22/2018     1,079    1,078,758 
Dell Equipment Finance Trust 2017-1 A2   1.86%  6/24/2019     186    186,130 
Diamond Resorts Owner Trust 2013-1 A   1.95%  1/20/2025     141    140,057 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028     173    170,246 
Diamond Resorts Owner Trust 2016-1 A   3.08%  11/20/2028     124    125,677 
DRB Prime Student Loan Trust 2015-D A2   3.20%  1/25/2040     695    705,033 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021     470    468,717 
Fortress Credit BSL Ltd. 2013-1A A   2.486%(3 Mo. LIBOR + 1.18%) #  1/19/2025     510    511,269 
GMF Floorplan Owner Revolving Trust 2015-1 B   1.97%  5/15/2020     394    394,289 
Jackson Mill CLO Ltd. 2015-1A A   2.844%(3 Mo. LIBOR + 1.54%) #  4/15/2027     350    353,020 
JFIN Revolver CLO Ltd. 2015-4A A   2.463%(3 Mo. LIBOR + 1.15%) #  4/22/2020     103    103,456 
Laurel Road Prime Student Loan Trust 2017-B A1FX   1.63%  8/25/2042     122    122,164 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021     34    34,270 
Marathon CLO IV Ltd. 2012-4A A1   2.706%(3 Mo. LIBOR + 1.39%) #  5/20/2023     66    66,213 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Other (continued)                    
                     
Mountain Hawk III CLO Ltd. 2014-3A AR   2.504%(3 Mo. LIBOR + 1.20%) #  4/18/2025    $2,350   $2,359,023 
Oaktree EIF I Series Ltd. 2015-A1 B   3.904%(3 Mo. LIBOR + 2.60%) #  10/18/2027     900    902,805 
Oaktree EIF II Series Ltd. 2014-A2 AR   2.465%(3 Mo. LIBOR + 1.15%) #  11/15/2025     500    501,706 
Oaktree EIF II Series Ltd. 2014-A2 BR   3.015%(3 Mo. LIBOR + 1.70%) #  11/15/2025     900    907,141 
OneMain Financial Issuance Trust 2015-1A A   3.19%  3/18/2026     484    489,327 
OneMain Financial Issuance Trust 2016-1A A   3.66%  2/20/2029     315    322,552 
OneMain Financial Issuance Trust 2016-2A B   5.94%  3/20/2028     100    103,969 
OneMain Financial Issuance Trust 2017-1A A1   2.37%  9/14/2032     895    891,628 
Regatta IV Funding Ltd. 2014-1A DR   4.614%(3 Mo. LIBOR + 3.30%) #  7/25/2026     600    600,442 
Shackleton CLO 2014-6A A2R   2.464%(3 Mo. LIBOR + 1.16%) #  7/17/2026     438    439,191 
SLM Private Education Loan Trust 2010-A 2A   4.484%(1 Mo. LIBOR + 3.25%) #  5/16/2044     27    27,858 
SLM Student Loan Trust 2011-1 A1   1.757%(1 Mo. LIBOR + .52%) #  3/25/2026     20    19,947 
Tryon Park CLO Ltd. 2013-1A A1   2.424%(3 Mo. LIBOR + 1.12%) #  7/15/2025     800    801,479 
Venture XVIII CLO Ltd. 2014-18A A   2.754%(3 Mo. LIBOR + 1.45%) #  10/15/2026     500    500,125 
Total                  25,048,402 
Total Asset-Backed Securities (cost $95,919,288)              96,029,907 
                     
CORPORATE BONDS 25.66%                    
                     
Aerospace/Defense 0.00%                    
                     
Embraer SA (Brazil)(a)   5.15%  6/15/2022     10    10,775 
                     
Air Transportation 0.05%                    
                     
Air Canada (Canada)†(a)   7.75%  4/15/2021     70    79,975 
American Airlines 2013-2 Class B Pass-Through Trust   5.60%  1/15/2022     168    176,790 
Total                  256,765 
                     
Auto Parts: Original Equipment 0.16%                    
                     
American Axle & Manufacturing, Inc.   6.25%  4/1/2025     707    722,907 
International Automotive Components Group SA
(Luxembourg)†(a)
   9.125%  6/1/2018     140    140,350 
Total                  863,257 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automotive 0.68%                    
                     
Aston Martin Capital Holdings Ltd. (Jersey)†(a)   6.50%  4/15/2022    $200   $215,226 
Ford Motor Co.   7.45%  7/16/2031     711    922,495 
General Motors Co.   6.60%  4/1/2036     1,489    1,770,778 
Tesla, Inc.   5.30%  8/15/2025     751    735,267 
Total                  3,643,766 
                     
Banks: Regional 5.62%                    
                     
Akbank Turk AS (Turkey)†(a)   7.20%(5 Yr Swap rate + 5.03%) #  3/16/2027     200    211,050 
Banco de Bogota SA (Colombia)†(a)   4.375%  8/3/2027     200    202,639 
Banco de Bogota SA (Colombia)†(a)   6.25%  5/12/2026     400    437,200 
Banco de Credito e Inversiones (Chile)†(a)   4.00%  2/11/2023     400    425,172 
Bank of America Corp.   3.593%(3 Mo. LIBOR + 1.37%) #  7/21/2028     1,565    1,579,376 
Bank of America Corp.   3.824%(3 Mo. LIBOR + 1.58%) #  1/20/2028     1,937    1,990,695 
Bank of America Corp.   3.95%  4/21/2025     250    257,659 
Bank of America Corp.   4.00%  1/22/2025     728    753,787 
Bank of America Corp.   4.45%  3/3/2026     315    332,987 
Citigroup, Inc.   3.668%(3 Mo. LIBOR + 1.39%) #  7/24/2028     1,692    1,706,660 
Citigroup, Inc.   3.887%(3 Mo. LIBOR + 1.56%) #  1/10/2028     740    760,245 
Citigroup, Inc.   4.45%  9/29/2027     552    584,451 
Commonwealth Bank of Australia (Australia)†(a)   4.50%  12/9/2025     734    768,979 
First Republic Bank   4.625%  2/13/2047     418    432,626 
Goldman Sachs Group, Inc. (The)   2.908%(3 Mo. LIBOR + 1.05%) #  6/5/2023     1,067    1,066,994 
Goldman Sachs Group, Inc. (The)   6.25%  2/1/2041     338    449,944 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037     818    1,080,669 
Intesa Sanpaolo SpA (Italy)†(a)   5.71%  1/15/2026     523    551,888 
JPMorgan Chase & Co.   3.54%(3 Mo. LIBOR + 1.38%) #  5/1/2028     553    558,473 
JPMorgan Chase & Co.   3.782%(3 Mo. LIBOR + 1.337%) #  2/1/2028     3,246    3,334,794 
Manufacturers & Traders Trust Co.   3.40%  8/17/2027     264    264,813 
Morgan Stanley   3.625%  1/20/2027     614    623,276 
Morgan Stanley   3.875%  1/27/2026     873    906,960 
Morgan Stanley   4.00%  7/23/2025     770    812,308 
Morgan Stanley   7.25%  4/1/2032     84    114,983 
Santander UK Group Holdings plc (United Kingdom)†(a)   4.75%  9/15/2025     545    570,287 
Santander UK plc (United Kingdom)†(a)   5.00%  11/7/2023     223    241,497 
Santander UK plc (United Kingdom)(a)   7.95%  10/26/2029     902    1,164,129 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                    
                     
Toronto-Dominion Bank (The) (Canada)(a)   3.625%(5 Yr Swap rate + 2.21%) #  9/15/2031    $1,324   $1,319,739 
Turkiye Garanti Bankasi AS (Turkey)†(a)   6.125%(5 Yr Swap rate + 4.22%) #  5/24/2027     475    476,815 
Turkiye Garanti Bankasi AS (Turkey)†(a)   6.25%  4/20/2021     200    212,980 
Wachovia Corp.   7.574%  8/1/2026     596    763,862 
Wells Fargo & Co.   3.00%  10/23/2026     914    892,929 
Wells Fargo Bank NA   5.85%  2/1/2037     1,880    2,358,718 
Wells Fargo Bank NA   6.60%  1/15/2038     687    941,488 
Westpac Banking Corp. (Australia)(a)   4.322%(USISDA05 + 2.24%) #  11/23/2031     812    835,489 
Total                  29,986,561 
                     
Beverages 0.51%                    
                     
Anheuser-Busch InBev Finance, Inc.   4.70%  2/1/2036     1,639    1,819,885 
Becle SAB de CV (Mexico)†(a)   3.75%  5/13/2025     350    353,863 
Central American Bottling Corp. (Guatemala)†(a)   5.75%  1/31/2027     205    217,300 
Corporacion Lindley SA (Peru)†(a)   4.625%  4/12/2023     27    28,013 
Fomento Economico Mexicano SAB de CV (Mexico)(a)   4.375%  5/10/2043     300    306,799 
Total                  2,725,860 
                     
Building Materials 0.28%                    
                     
Standard Industries, Inc.   5.50%  2/15/2023     272    288,660 
Standard Industries, Inc.   6.00%  10/15/2025     1,086    1,190,213 
Total                  1,478,873 
                     
Business Services 0.47%                    
                     
Adani Ports & Special Economic Zone Ltd. (India)†(a)   4.00%  7/30/2027     275    273,898 
Ashtead Capital, Inc.   4.375%  8/15/2027     277    285,656 
Brand Energy & Infrastructure Services, Inc.   8.50%  7/15/2025     651    706,335 
Rent-A-Center, Inc.   4.75%  5/1/2021     528    480,480 
United Rentals North America, Inc.   4.875%  1/15/2028     783    787,894 
Total                  2,534,263 
                     
Chemicals 0.69%                    
                     
Blue Cube Spinco, Inc.   10.00%  10/15/2025     1,043    1,278,979 
Chemours Co. (The)   7.00%  5/15/2025     344    382,700 
Equate Petrochemical BV (Netherlands)†(a)   4.25%  11/3/2026     700    721,560 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                    
                     
GCP Applied Technologies, Inc.   9.50%  2/1/2023    $94   $106,455 
Mexichem SAB de CV (Mexico)†(a)   4.875%  9/19/2022     205    219,862 
Rain CII Carbon LLC/CII Carbon Corp.   7.25%  4/1/2025     403    426,172 
Tronox Finance LLC   7.50%  3/15/2022     417    441,499 
Valvoline, Inc.   5.50%  7/15/2024     116    124,120 
Total                  3,701,347 
                     
Coal 0.14%                    
                     
Peabody Energy Corp.   6.00%  3/31/2022     79    81,864 
Peabody Energy Corp.   6.375%  3/31/2025     624    643,500 
Total                  725,364 
                     
Computer Hardware 0.36%                    
                     
Dell International LLC/EMC Corp.   3.48%  6/1/2019     278    283,432 
Dell International LLC/EMC Corp.   5.45%  6/15/2023     251    275,620 
Dell International LLC/EMC Corp.   6.02%  6/15/2026     563    626,063 
Dell International LLC/EMC Corp.   7.125%  6/15/2024     294    324,921 
Dell International LLC/EMC Corp.   8.10%  7/15/2036     342    428,967 
Total                  1,939,003 
                     
Computer Software 0.35%                    
                     
Camelot Finance SA (Luxembourg)†(a)   7.875%  10/15/2024     141    152,280 
First Data Corp.   5.75%  1/15/2024     500    525,000 
Oracle Corp.   6.125%  7/8/2039     567    768,573 
VMware, Inc.   3.90%  8/21/2027     405    410,052 
Total                  1,855,905 
                     
Construction/Homebuilding 0.33%                    
                     
AV Homes, Inc.   6.625%  5/15/2022     345    356,213 
Century Communities, Inc.   5.875%  7/15/2025     365    367,737 
PulteGroup, Inc.   7.875%  6/15/2032     315    387,544 
TRI Pointe Group, Inc.   5.25%  6/1/2027     310    315,425 
William Lyon Homes, Inc.   5.875%  1/31/2025     307    315,443 
Total                  1,742,362 
                     
Containers 0.13%                    
                     
BWAY Holding Co.   7.25%  4/15/2025     479    494,568 
SAN Miguel Industrias Pet SA (Peru)†(a)   4.50%  9/18/2022     200    202,600 
Total                  697,168 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Drugs 0.07%                    
                     
Teva Pharmaceutical Finance Netherlands III BV (Netherlands)(a)  2.20%  7/21/2021    $403   $387,915 
                     
Electric: Power 1.13%                    
                     
Appalachian Power Co.   7.00%  4/1/2038     529    741,348 
Berkshire Hathaway Energy Co.   6.50%  9/15/2037     560    750,292 
Dominion Energy, Inc.   7.00%  6/15/2038     266    356,703 
Dynegy, Inc.   7.625%  11/1/2024     755    786,144 
Exelon Generation Co. LLC   5.60%  6/15/2042     390    398,681 
Exelon Generation Co. LLC   6.25%  10/1/2039     592    653,705 
FirstEnergy Corp.   4.85%  7/15/2047     186    195,860 
Massachusetts Electric Co.   4.004%  8/15/2046     501    509,882 
Midamerican Funding LLC   6.927%  3/1/2029     352    464,759 
Minejesa Capital BV (Netherlands)†(a)   4.625%  8/10/2030     250    255,248 
Orazul Energy Egenor S en C por A (Peru)†(a)   5.625%  4/28/2027     574    563,381 
Origin Energy Finance Ltd. (Australia)†(a)   3.50%  10/9/2018     375    379,322 
Total                  6,055,325 
                     
Electrical Equipment 0.06%                    
                     
Xilinx, Inc.   2.95%  6/1/2024     345    345,557 
                     
Engineering & Contracting Services 0.23%                    
                     
Aeropuertos Dominicanos Siglo XXI SA (Dominican
Republic)†(a)
   6.75%  3/30/2029     295    319,656 
China Railway Resources Huitung Ltd. (Hong Kong)†(a)   3.85%  2/5/2023     900    934,005 
Total                  1,253,661 
                     
Entertainment 0.37%                    
                     
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op   5.375%  4/15/2027     714    751,485 
Eldorado Resorts, Inc.   7.00%  8/1/2023     100    108,625 
Jacobs Entertainment, Inc.   7.875%  2/1/2024     445    480,600 
Mohegan Gaming & Entertainment   7.875%  10/15/2024     589    631,702 
Total                  1,972,412 
                     
Financial Services 1.46%                    
                     
Affiliated Managers Group, Inc.   3.50%  8/1/2025     125    126,126 
Affiliated Managers Group, Inc.   4.25%  2/15/2024     248    261,893 
Discover Financial Services   4.10%  2/9/2027     1,186    1,206,877 
E*TRADE Financial Corp.   3.80%  8/24/2027     217    219,949 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                    
                     
Intelsat Connect Finance SA (Luxembourg)†(a)   12.50%  4/1/2022    $539   $529,904 
International Lease Finance Corp.   5.875%  4/1/2019     1,433    1,509,927 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020     367    375,487 
Navient Corp.   6.625%  7/26/2021     1,015    1,088,588 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.50%  3/15/2027     343    361,769 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.875%  4/15/2045     347    336,363 
OM Asset Management plc (United Kingdom)(a)   4.80%  7/27/2026     489    505,553 
Scottrade Financial Services, Inc.   6.125%  7/11/2021     868    988,333 
SURA Asset Management SA (Colombia)†(a)   4.375%  4/11/2027     280    285,600 
Total                  7,796,369 
                     
Food 0.18%                    
                     
Arcor SAIC (Argentina)†(a)   6.00%  7/6/2023     297    318,533 
Chobani LLC/Chobani Finance Corp., Inc.   7.50%  4/15/2025     370    404,687 
Gruma SAB de CV (Mexico)†(a)   4.875%  12/1/2024     200    217,750 
Total                  940,970 
                     
Health Care Services 0.62%                    
                     
Acadia Healthcare Co., Inc.   5.625%  2/15/2023     59    62,245 
Ascension Health   3.945%  11/15/2046     265    270,758 
HCA, Inc.   5.50%  6/15/2047     390    405,112 
HCA, Inc.   7.50%  11/6/2033     125    142,500 
Kaiser Foundation Hospitals   4.15%  5/1/2047     366    392,857 
MPH Acquisition Holdings LLC   7.125%  6/1/2024     97    104,518 
New York & Presbyterian Hospital (The)   4.063%  8/1/2056     496    504,230 
NYU Hospitals Center   4.368%  7/1/2047     85    90,065 
Tenet Healthcare Corp.   8.125%  4/1/2022     393    400,860 
WellCare Health Plans, Inc.   5.25%  4/1/2025     866    913,630 
Total                  3,286,775 
                     
Household Equipment/Products 0.12%                    
                     
Central Garden & Pet Co.   6.125%  11/15/2023     513    548,910 
Kimberly-Clark de Mexico SAB de CV (Mexico)†(a)   3.80%  4/8/2024     100    100,975 
Total                  649,885 
                     
Insurance 0.52%                    
                     
American International Group, Inc.   4.70%  7/10/2035     380    408,972 
Lincoln National Corp.   6.30%  10/9/2037     202    250,471 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Insurance (continued)                    
                     
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044    $1,095   $1,238,870 
Unum Group   5.75%  8/15/2042     250    298,532 
Willis North America, Inc.   7.00%  9/29/2019     524    570,670 
Total                  2,767,515 
                     
Leisure 0.53%                    
                     
Carlson Travel, Inc.   6.75%  12/15/2023     236    234,820 
Carnival plc   7.875%  6/1/2027     277    364,460 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027     1,030    1,337,656 
Silversea Cruise Finance Ltd.   7.25%  2/1/2025     495    532,125 
Viking Cruises Ltd.   5.875%  9/15/2027     343    345,041 
Total                  2,814,102 
                     
Machinery: Agricultural 0.13%                    
                     
BAT Capital Corp.   3.557%  8/15/2027     673    676,414 
                     
Machinery: Industrial/Specialty 0.14%                    
                     
SPX FLOW, Inc.   5.625%  8/15/2024     720    757,800 
                     
Machinery: Oil Well Equipment & Services 0.09%                    
                     
BlueLine Rental Finance Corp./BlueLine Rental LLC   9.25%  3/15/2024     429    462,784 
                     
Manufacturing 0.37%                    
                     
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022     658    679,385 
Koppers, Inc.   6.00%  2/15/2025     373    401,908 
Siemens Financieringsmaatschappij NV (Netherlands)†(a)   3.40%  3/16/2027     876    902,023 
Total                  1,983,316 
                     
Media 1.55%                    
                     
21st Century Fox America, Inc.   6.90%  8/15/2039     553    748,381 
Block Communications, Inc.   6.875%  2/15/2025     486    529,886 
Cablevision Systems Corp.   5.875%  9/15/2022     453    469,987 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.75%  2/15/2026     178    187,345 
Comcast Corp.   6.95%  8/15/2037     499    696,701 
Cox Communications, Inc.   8.375%  3/1/2039     782    1,088,496 
CSC Holdings LLC   10.875%  10/15/2025     200    247,750 
DISH DBS Corp.   7.75%  7/1/2026     397    456,550 
Grupo Televisa SAB (Mexico)(a)   6.625%  1/15/2040     335    408,789 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Media (continued)                    
                     
Myriad International Holdings BV (Netherlands)†(a)   5.50%  7/21/2025    $350   $382,378 
SFR Group SA (France)†(a)   6.00%  5/15/2022     500    523,125 
Time Warner Cable LLC   7.30%  7/1/2038     1,032    1,298,616 
Time Warner Entertainment Co. LP   8.375%  7/15/2033     245    333,717 
Univision Communications, Inc.   5.125%  2/15/2025     349    352,926 
VTR Finance BV (Netherlands)†(a)   6.875%  1/15/2024     507    537,420 
Total                  8,262,067 
                     
Metal Fabricating 0.03%                    
                     
Grinding Media, Inc./Moly-Cop AltaSteel Ltd.   7.375%  12/15/2023     130    141,375 
                     
Metals & Minerals: Miscellaneous 1.14%                    
                     
Aleris International, Inc.   9.50%  4/1/2021     160    171,200 
Barrick International Barbados Corp. (Barbados)†(a)   6.35%  10/15/2036     158    197,247 
Barrick North America Finance LLC   7.50%  9/15/2038     200    267,974 
Corp. Nacional del Cobre de Chile (Chile)†(a)   4.50%  9/16/2025     1,200    1,287,168 
Freeport-McMoRan, Inc.   3.875%  3/15/2023     775    767,250 
Glencore Finance Canada Ltd. (Canada)†(a)   5.55%  10/25/2042     640    712,017 
Hudbay Minerals, Inc. (Canada)†(a)   7.25%  1/15/2023     72    77,040 
Hudbay Minerals, Inc. (Canada)†(a)   7.625%  1/15/2025     107    116,365 
Kinross Gold Corp. (Canada)(a)   5.95%  3/15/2024     281    313,315 
MMC Norilsk Nickel OJSC via MMC Finance DAC (Ireland)†(a)   6.625%  10/14/2022     440    494,604 
New Gold, Inc. (Canada)†(a)   6.25%  11/15/2022     644    670,565 
Teck Resources Ltd. (Canada)(a)   4.75%  1/15/2022     948    1,006,956 
Total                  6,081,701 
                     
Natural Gas 0.20%                    
                     
Dominion Energy Gas Holdings LLC   4.60%  12/15/2044     1,026    1,077,791 
                     
Oil 1.90%                    
                     
Afren plc (United Kingdom)†(a)(b)   6.625%  12/9/2020     244    927 
Cenovus Energy, Inc. (Canada)†(a)   5.40%  6/15/2047     248    249,470 
Continental Resources, Inc.   3.80%  6/1/2024     832    807,040 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)   5.412%  12/30/2025     110    113,702 
Eni SpA (Italy)†(a)   5.70%  10/1/2040     1,800    1,911,946 
EP Energy LLC/Everest Acquisition Finance, Inc.   8.00%  11/29/2024     498    505,470 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(a)   4.95%  2/6/2028     200    204,793 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                    
                     
Halcon Resources Corp.    6.75%  2/15/2025    $476   $495,040 
Kerr-McGee Corp.   7.875%  9/15/2031     264    336,247 
MEG Energy Corp. (Canada)†(a)    7.00%  3/31/2024     450    388,125 
Pertamina Persero PT (Indonesia)†(a)    5.625%  5/20/2043     200    215,696 
Petrobras Global Finance BV (Netherlands)(a)    4.375%  5/20/2023     358    354,778 
Petrobras Global Finance BV (Netherlands)(a)    7.25%  3/17/2044     376    392,920 
Petroleos Mexicanos (Mexico)(a)    4.50%  1/23/2026     489    489,391 
Precision Drilling Corp. (Canada)(a)    7.75%  12/15/2023     147    150,675 
Raizen Fuels Finance SA (Luxembourg)†(a)    5.30%  1/20/2027     200    210,500 
Sanchez Energy Corp.   6.125%  1/15/2023     682    589,930 
Sinopec Group Overseas Development Ltd.    4.375%  10/17/2023     364    392,086 
SM Energy Co.   5.625%  6/1/2025     26    24,830 
SM Energy Co.   6.50%  1/1/2023     793    802,913 
Valero Energy Corp.   10.50%  3/15/2039     421    694,794 
WPX Energy, Inc.   5.25%  9/15/2024     374    376,805 
WPX Energy, Inc.   6.00%  1/15/2022     104    108,030 
YPF SA (Argentina)†(a)    8.50%  7/28/2025     281    324,499 
Total                  10,140,607 
                     
Oil: Crude Producers 0.73%                    
                     
Cheniere Corpus Christi Holdings LLC    5.125%  6/30/2027     501    518,535 
Energy Transfer LP   7.50%  7/1/2038     679    835,569 
GNL Quintero SA (Chile)†(a)    4.634%  7/31/2029     200    209,750 
IFM US Colonial Pipeline 2 LLC    6.45%  5/1/2021     370    399,783 
Kinder Morgan, Inc.   7.75%  1/15/2032     1,413    1,819,009 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.00%  10/1/2022     23    24,861 
Tennessee Gas Pipeline Co. LLC   8.375%  6/15/2032     67    86,576 
Total                  3,894,083 
                     
Oil: Integrated Domestic 0.30%                    
                     
Halliburton Co.   6.70%  9/15/2038     114    145,706 
Halliburton Co.   7.45%  9/15/2039     227    320,327 
Transocean Proteus Ltd.    6.25%  12/1/2024     362    380,952 
Trinidad Drilling Ltd. (Canada)†(a)    6.625%  2/15/2025     204    191,760 
Weatherford International Ltd.   8.25%  6/15/2023     522    538,965 
Total                  1,577,710 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 1.20%                    
                     
EPR Properties   4.75%  12/15/2026    $700   $724,861 
EPR Properties   5.25%  7/15/2023     1,150    1,235,389 
Equinix, Inc.   5.875%  1/15/2026     784    863,380 
Goodman US Finance Three LLC    3.70%  3/15/2028     272    271,561 
Goodman US Finance Three LLC    4.50%  10/15/2037     316    320,826 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024    195    212,273 
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(a)  3.875%  3/20/2027     875    901,015 
Physicians Realty LP   4.30%  3/15/2027     193    197,618 
VEREIT Operating Partnership LP   3.00%  2/6/2019     1,669    1,684,343 
Total                  6,411,266 
                     
Retail 0.26%                    
                     
FirstCash, Inc.    5.375%  6/1/2024     259    271,303 
PF Chang’s China Bistro, Inc.    10.25%  6/30/2020     451    443,107 
PVH Corp.   7.75%  11/15/2023     561    680,212 
Total                  1,394,622 
                     
Steel 0.14%                    
                     
Cleveland-Cliffs, Inc.    5.75%  3/1/2025     578    557,047 
Vale Overseas Ltd. (Brazil)(a)    6.875%  11/10/2039     188    215,824 
Total                  772,871 
                     
Technology 1.16%                    
                     
Alibaba Group Holding Ltd. (China)(a)    3.60%  11/28/2024     965    1,001,694 
Amazon.com, Inc.    3.15%  8/22/2027     840    844,974 
Amazon.com, Inc.   4.80%  12/5/2034     1,688    1,916,839 
Baidu, Inc. (China)(a)    3.50%  11/28/2022     433    448,291 
Expedia, Inc.    3.80%  2/15/2028     635    630,443 
Netflix, Inc.    4.375%  11/15/2026     805    809,782 
Tencent Holdings Ltd. (China)†(a)    3.375%  5/2/2019     510    520,240 
Total                  6,172,263 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Telecommunications 0.87%                    
                     
AT&T, Inc.   5.25%  3/1/2037    $134   $140,889 
AT&T, Inc.   6.00%  8/15/2040     1,281    1,446,786 
AT&T, Inc.   6.50%  9/1/2037     668    798,673 
CommScope Technologies LLC    5.00%  3/15/2027     278    279,390 
MTN Mauritius Investment Ltd. (Mauritius)†(a)    4.755%  11/11/2024     200    199,198 
Ooredoo International Finance Ltd.    3.75%  6/22/2026     300    300,532 
Sprint Corp.   7.125%  6/15/2024     745    839,987 
Verizon Communications, Inc.   4.812%  3/15/2039     250    258,818 
Verizon Communications, Inc.   5.25%  3/16/2037     350    384,846 
Total                  4,649,119 
                     
Transportation: Miscellaneous 0.25%                    
                     
Autoridad del Canal de Panama (Panama)†(a)    4.95%  7/29/2035     200    222,750 
Rumo Luxembourg Sarl (Luxembourg)†(a)    7.375%  2/9/2024     458    496,930 
XPO Logistics, Inc.    6.125%  9/1/2023     596    624,310 
Total                  1,343,990 
                     
Utilities 0.14%                    
                     
Aquarion Co.    4.00%  8/15/2024     724    757,199 
Total Corporate Bonds (cost $132,565,409)                  136,988,733 
                     
FOREIGN GOVERNMENT OBLIGATIONS 2.43%                    
                     
Argentina 0.63%                    
                     
City of Buenos Aires(c)   24.702%(BADLAR + 3.25%) #  3/29/2024    ARS 1,800    101,053 
Provincia de Buenos Aires†(a)   6.50%  2/15/2023    $226    238,805 
Provincia de Mendoza†(a)   8.375%  5/19/2024     400    442,300 
Provincia of Neuquen†(a)   7.50%  4/27/2025     200    209,500 
Republic of Argentina(a)   6.875%  1/26/2027     682    737,583 
Republic of Argentina(a)   8.28%  12/31/2033     1,388    1,620,511 
Total                  3,349,752 
                     
Bahamas 0.06%                    
                     
Commonwealth of Bahamas†(a)   6.95%  11/20/2029     300    325,500 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Bermuda 0.08%                    
                     
Government of Bermuda   3.717%  1/25/2027    $430   $437,525 
                     
Brazil 0.15%                    
                     
Federal Republic of Brazil(a)   4.25%  1/7/2025     600    606,750 
Federal Republic of Brazil(a)   5.00%  1/27/2045     200    186,640 
Total                  793,390 
                     
Dominican Republic 0.05%                    
                     
Dominican Republic†(a)   6.85%  1/27/2045     250    280,312 
                     
Egypt 0.04%                    
                     
Arab Republic of Egypt†(a)   6.125%  1/31/2022     220    228,092 
                     
Ghana 0.05%                    
                     
Republic of Ghana†(a)   7.875%  8/7/2023     225    239,622 
                     
Hungary 0.09%                    
                     
Republic of Hungary(a)   5.375%  3/25/2024     420    481,101 
                     
Indonesia 0.22%                    
                     
Perusahaan Penerbit SBSN†(a)   4.00%  11/21/2018     200    204,820 
Republic of Indonesia†(a)   4.35%  1/8/2027     645    685,043 
Republic of Indonesia†(a)   5.875%  1/15/2024     250    287,553 
Total                  1,177,416 
                     
Latvia 0.05%                    
                     
Republic of Latvia†(a)   5.25%  6/16/2021     258    285,338 
                     
Lithuania 0.13%                    
                     
Republic of Lithuania†(a)   7.375%  2/11/2020     592    665,158 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Mexico 0.37%                    
                     
United Mexican States(a)   4.00%  10/2/2023    $1,864   $1,975,281 
                     
Qatar 0.14%                    
                     
State of Qatar†(a)    3.25%  6/2/2026    725   718,772 
                     
Romania 0.01%                    
                     
Republic of Romania†(a)    6.125%  1/22/2044     49    62,418 
                     
Sri Lanka 0.08%                    
                     
Republic of Sri Lanka†(a)    6.25%  7/27/2021     200    215,530 
Republic of Sri Lanka†(a)    6.85%  11/3/2025     200    220,055 
Total                  435,585 
                     
Turkey 0.26%                    
                     
Republic of Turkey(a)    3.25%  3/23/2023     220    209,690 
Republic of Turkey(a)    5.625%  3/30/2021     616    656,135 
Republic of Turkey(a)    5.75%  3/22/2024     510    543,049 
Total                  1,408,874 
                     
Uruguay 0.02%                    
                     
Republic of Uruguay PIK(a)    7.875%  1/15/2033     61    86,010 
Total Foreign Government Obligations (cost $12,593,153)                  12,950,146 
                     
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.30%      
                     
Federal Home Loan Mortgage Corp. Q001 XA IO   2.311%#(d)  2/25/2032     2,870    466,798 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047     30    29,926 
Government National Mortgage Assoc. 2015-47 AE   2.90%#(d)  11/16/2055     1,345    1,361,243 
Government National Mortgage Assoc. 2015-48 AS   2.90%#(d)  2/16/2049     797    804,097 
Government National Mortgage Assoc. 2015-73 AC   2.90%#(d)  2/16/2053     315    316,518 
Government National Mortgage Assoc. 2017-41 AS   2.60%  6/16/2057     1,316    1,301,520 
Government National Mortgage Assoc. 2017-69 AS   2.75%  2/16/2058     678    673,073 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued)    
       
Government National Mortgage Assoc. 2017-71 AS   2.70%  4/16/2057    $452   $447,467 
Government National Mortgage Assoc. 2017-86 AS   2.75%  2/16/2058     516    516,567 
Government National Mortgage Assoc. 2017-89 AB   2.60%  7/16/2058     434    430,965 
Government National Mortgage Assoc. 2017-90 AS   2.70%  7/16/2057     605    601,690 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $6,979,238)     6,949,864 
                     
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 16.73%      
                     
Federal Home Loan Mortgage Corp.   0.75%  4/9/2018     11,929    11,897,281 
Federal Home Loan Mortgage Corp.    3.50%  2/1/2046 - 3/1/2046     16    16,994 
Federal Home Loan Mortgage Corp.   4.00%  12/1/2044     1,125    1,206,623 
Federal Home Loan Mortgage Corp.    5.00%  9/1/2019 - 6/1/2026    144   147,498 
Federal National Mortgage Assoc.   3.142%(12 Mo. LIBOR + 1.78%) #  3/1/2042     902    942,266 
Federal National Mortgage Assoc.    3.50%  4/1/2043 - 4/1/2046     15,780    16,349,784 
Federal National Mortgage Assoc.(e)    3.50%  TBA     6,950    7,162,572 
Federal National Mortgage Assoc.    4.00%  10/1/2040 - 7/1/2047     8,583    9,068,225 
Federal National Mortgage Assoc.(e)    4.00%  TBA     14,000    14,736,094 
Federal National Mortgage Assoc.(e)    4.50%  TBA     15,800    16,955,992 
Federal National Mortgage Assoc.    5.50%  11/1/2034 - 9/1/2036     1,095    1,223,314 
Government National Mortgage Assoc.(e)    3.00%  TBA     9,500    9,629,883 
Total Government Sponsored Enterprises Pass-Throughs (cost $89,641,084)            89,336,526 
                     
MUNICIPAL BONDS 0.94%                    
                     
Miscellaneous                    
                     
California   7.30%  10/1/2039     505    742,845 
California   7.35%  11/1/2039     60    88,673 
Chicago Transit Auth, IL   6.20%  12/1/2040     720    888,689 
City of Chicago IL   6.207%  1/1/2036     55    56,857 
District of Columbia   5.591%  12/1/2034     790    981,915 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Miscellaneous (continued)                    
                     
Illinois   5.10%  6/1/2033    $477   $482,867 
Illinois   5.52%  4/1/2038     163    167,326 
Miami Dade Cnty, FL   3.982%  10/1/2041     15    15,201 
North Texas Tollway Auth   8.91%  2/1/2030     538    611,932 
Pasadena Public Fing Auth   7.148%  3/1/2043     530    745,821 
Pennsylvania   5.35%  5/1/2030     235    251,255 
Total Municipal Bonds (cost $4,905,871)                  5,033,381 
                          
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 1.94%      
                     
CGBAM Commercial Mortgage Trust 2015-SMRT B    3.213%  4/10/2028     212    214,228 
CGBAM Commercial Mortgage Trust 2015-SMRT C    3.516%  4/10/2028     159    160,989 
Citigroup Commercial Mortgage Trust 2016-GC36 D    2.85%  2/10/2049     1,250    920,905 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.391%#(d)  8/10/2047     734    39,013 
Commercial Mortgage Pass-Through Certificates 2015-PC1 B   4.589%#(d)  7/10/2050     178    183,569 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.589%#(d)  7/10/2050     410    393,710 
Commercial Mortgage Pass-Through Certificates 2015-PC1 D   4.589%#(d)  7/10/2050     574    439,143 
Commercial Mortgage Pass-Through Certificates 2016-SAVA A  2.955%(1 Mo. LIBOR + 1.72%) #  10/15/2034     1,073    1,078,161 
CSAIL Commercial Mortgage Trust 2015-C2 C   4.35%#(d)  6/15/2057     700    640,108 
DBWF Mortgage Trust 2015-LCM D    3.535%#(d)  6/10/2034     257    227,135 
GAHR Commercial Mortgage Trust 2015-NRF DFX    3.495%#(d)  12/15/2034     278    280,946 
GS Mortgage Securities Trust 2015-GC32 C   4.559%#(d)  7/10/2048     195    197,398 
Hudsons Bay Simon JV Trust 2015-HB7 B7    4.666%  8/5/2034    668   670,863 
Hudsons Bay Simon JV Trust 2015-HB7 D7    5.331%#(d)  8/5/2034     629    601,926 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 AS   4.243%#(d)  4/15/2047     300    317,720 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C  4.453%#(d)  7/15/2048     374    368,500 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036     7    6,660 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036     15    14,972 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%  10/25/2036     18    15,673 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO  0.874%#(d)  7/15/2050     19,590    691,211 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B    4.144%#(d)  1/5/2043     250    253,476 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%(d)  12/25/2035     10    9,944 
UBS-BAMLL Trust 2012-WRM E    4.379%#(d)  6/10/2030     595    571,828 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B    4.365%#(d)  8/10/2049     200    210,439 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D    4.43%#(d)  7/15/2046     364    334,627 
Wells Fargo Commercial Mortgage Trust 2015-C28 D   4.271%#(d)  5/15/2048     1,489    1,176,441 
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E    5.043%#(d)  1/15/2059     434    358,107 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $10,180,324)       10,377,692 

 

See Notes to Schedule of Investments.

 
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</PAGE>

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS 40.47%                    
                     
U.S. Treasury Bond   2.75%  8/15/2047    $18,699   $18,283,020 
U.S. Treasury Bond   2.875%  11/15/2046     3,434    3,443,859 
U.S. Treasury Bond   3.00%  5/15/2047     3,586    3,687,977 
U.S. Treasury Inflation Indexed Bond(f)    0.625%  1/15/2026     4,710    4,773,760 
U.S. Treasury Note   1.25%  3/31/2021     5,378    5,290,082 
U.S. Treasury Note   1.375%  5/31/2021     2,934    2,893,829 
U.S. Treasury Note   1.375%  6/30/2018     10,368    10,374,885 
U.S. Treasury Note   1.375%  9/30/2019     19,137    19,096,633 
U.S. Treasury Note   1.50%  6/15/2020     36,087    36,006,650 
U.S. Treasury Note   1.75%  10/31/2020     444    445,344 
U.S. Treasury Note   1.75%  3/31/2022     2,400    2,386,031 
U.S. Treasury Note   1.75%  9/30/2019     3,549    3,567,300 
U.S. Treasury Note   1.75%  9/30/2022     63,537    63,365,748 
U.S. Treasury Note   1.875%  4/30/2022     22,000    21,975,508 
U.S. Treasury Note   1.875%  2/28/2022     3,148    3,148,308 
U.S. Treasury Note   2.375%  5/15/2027     12,920    12,970,217 
U.S. Treasury Note   2.625%  11/15/2020     4,247    4,371,092 
Total U.S. Treasury Obligations (cost $216,979,254)                  216,080,243 
Total Long-Term Investments (cost $569,763,621)                 $573,746,492 
                     
SHORT-TERM INVESTMENT 2.70%                    
                     
REPURCHASE AGREEMENT                    
                     
Repurchase Agreement dated 9/29/2017, 0.12% due 10/2/2017 with Fixed Income Clearing Corp. collateralized by $13,985,000 of U.S. Treasury Inflation Indexed Note at 0.125% due 4/15/2019; value: $14,684,306; proceeds: $14,392,616 (cost $14,392,472)            14,392   14,392,472 
                 
Total Investments in Securities 110.15% (cost $584,156,093)              588,138,964 
                 
Liabilities in Excess of Cash and Other Assets(g) (10.15%)              (54,200,391)
                     
Net Assets 100.00%                 $533,938,573 

 

 
ARS Argentine Peso
BADLAR Banco de la Republica Argentina
IO Interest Only.
LIBOR London Interbank Offered Rate
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at September 30, 2017.
(a) Foreign security traded in U.S. dollars.

 

See Notes to Schedule of Investments.

 
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Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2017

 

(b) Defaulted (non-income producing security).
(c) Investment in non-U.S. dollar denominated securities.
(d) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(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 Cash and Other Assets include net unrealized appreciation/depreciation on futures contracts as follows:

 

Open Futures Contracts at September 30, 2017:

 

Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note  December 2017  83  Short  $(10,505,836)  $(10,400,937)  $104,899 
                         
Type  Expiration  Contracts  Position   Notional Amount    Notional
Value
    Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  December 2017  167  Long  $36,111,439   $36,022,422   $(89,017)
U.S. 5-Year Treasury Note  December 2017  186  Long   22,005,002    21,855,000    (150,002)
Ultra Long U.S. Treasury Bond  December 2017  6  Long   1,008,807    990,750    (18,057)
Totals           $59,125,248   $58,868,172   $(257,076)

 

The following is a summary of the inputs used as of September 30, 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  $   $96,029,907   $   $96,029,907 
Corporate Bonds       136,988,733        136,988,733 
Foreign Government Obligations       12,950,146        12,950,146 
Government Sponsored Enterprises Collateralized Mortgage Obligations       6,949,864        6,949,864 
Government Sponsored Enterprises Pass-Throughs       89,336,526        89,336,526 
Municipal Bonds       5,033,381        5,033,381 
Non-Agency Commercial Mortgage-Backed Securities       10,377,692        10,377,692 
U.S. Treasury Obligations       216,080,243        216,080,243 
Repurchase Agreement       14,392,472        14,392,472 
Total  $   $588,138,964   $   $588,138,964 
Other Financial Instruments                    
Futures Contracts                    
Assets  $104,899   $   $   $104,899 
Liabilities   (257,076)           (257,076)
Total  $(152,177)  $   $   $(152,177)

 

 
(1) Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level 1/Level 2 transfers during the period ended September 30, 2017.

 

See Notes to Schedule of Investments.

 
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Notes to Schedule of Investments (unaudited)

 

1. ORGANIZATION

 

Lord Abbett Series Fund, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “Act”), as an open-end management investment company and was incorporated under Maryland law in 1989. The Company consists of the following twelve portfolios (separately, a “Fund” and collectively, the “Funds”): Bond-Debenture Portfolio (“Bond Debenture”), Calibrated Dividend Growth Portfolio (“Calibrated Dividend Growth”), Classic Stock Portfolio (“Classic Stock”), Developing Growth Portfolio (“Developing Growth”), Fundamental Equity Portfolio (“Fundamental Equity”), Growth and Income Portfolio (“Growth and Income”), Growth Opportunities Portfolio (“Growth Opportunities”), International Equity Portfolio (“International Equity”) (formerly, International Core Equity), International Opportunities Portfolio (“International Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”) and Total Return Portfolio (“Total Return”). Each Fund is diversified as defined in the Act. Effective October 31, 2017, International Core Equity Portfolio changed its name to International Equity Portfolio.

 

The investment objective of Bond Debenture is to seek high current income and the opportunity for capital appreciation to produce a high total return. The investment objective of Calibrated Dividend Growth is to seek current income and capital appreciation. The investment objective of Classic Stock is growth of capital and growth of income consistent with reasonable risk. The investment objective of Developing Growth is long-term growth of capital. The investment objective of Fundamental Equity and Growth and Income is long-term growth of capital and income without excessive fluctuations in market value. The investment objective of Growth Opportunities is capital appreciation. The investment objective of International Equity and International Opportunities is long-term capital appreciation. The investment objective of Mid Cap Stock is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace. The investment objective of Short Duration Income is to seek a high level of income consistent with preservation of capital. The investment objective of Total Return is to seek income and capital appreciation to produce a high total return.

 

2. SIGNIFICANT ACCOUNTING POLICIES

 

(a) Investment Valuation-Under procedures approved by the Funds’ Board of Directors (the “Board”), Lord, Abbett & Co. LLC (“Lord Abbett”), the Funds’ investment manager, has formed a Pricing Committee to administer the pricing and valuation of portfolio investments and to ensure that prices utilized reasonably reflect fair value. Among other things, these procedures allow the Funds to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

 

  Securities actively traded on any recognized U.S. or non-U.S. exchange or on The NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. Each Fund may utilize an independent fair valuation service in adjusting the valuations of foreign securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and asked prices. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Exchange traded options and futures contracts are valued at the last 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.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

  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.
   
  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.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

(h) Credit Default Swaps-The Bond Debenture Portfolio may enter into credit default swap contracts in order to economically hedge credit risk or for speculation purposes. As a seller of a credit default swap contract (“seller of protection”), the Fund is required to pay the notional amount or other agreed-upon value of a referenced debt obligation to the counterparty in the event of a default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund receives from the counterparty a periodic stream of payments over the term of the contract.
   
  As a purchaser of a credit default swap contract (“buyer of protection”), the Fund would receive the notional amount or other agreed upon value of a referenced debt obligation from the counterparty in the event of default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund would make periodic payments to the counterparty over the term of the contracts, provided no event of default has occurred.
   
  These credit default swaps may have as a reference obligation corporate or sovereign issuers or credit 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.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

(j) Mortgage Dollar Rolls-Bond Debenture, Short Duration Income and Total Return may enter into mortgage dollar rolls in which a fund sells mortgage-backed securities for delivery in the current month and simultaneously contracts with the same counterparty to repurchase similar (same type, coupon and maturity) but not identical securities on a specified future date. During the roll period, each Fund loses the right to receive principal (including prepayments of principal) and interest paid on the securities sold.
   
 (k) Floating Rate Loans-Bond Debenture, Short Duration Income and Total Return may invest in floating rate loans, which usually take the form of loan participations and assignments. Loan participations and assignments are agreements to make money available to U.S. or foreign corporations, partnerships or other business entities (the “Borrower”) in a specified amount, at a specified rate and within a specified time. A loan is typically originated, negotiated and structured by a U.S. or foreign bank, insurance company or other financial institution (the “Agent”) for a group of loan investors (“Loan Investors”). The Agent typically administers and enforces the loan on behalf of the other Loan Investors in the syndicate and may hold any collateral on behalf of the Loan Investors. Such loan participations and assignments are typically senior, secured and collateralized in nature. A Fund records an investment when the Borrower withdraws money and records interest as earned. These loans pay interest at rates which are periodically reset by reference to a base lending rate plus a spread. These base lending rates are generally the prime rate offered by a designated U.S. bank or London InterBank Offered Rate (“LIBOR”).
   
  The loans in which each Fund invests may be subject to some restrictions on resale. For example, each Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. Each Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, each Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between each Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enter into bankruptcy, each Fund may incur certain costs and delays in realizing payment or may suffer a loss of principal and/or interest.
   
  Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of September 30, 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 September 30, 2017 and, if applicable, Level 1/Level 2 transfers and Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.
   
  Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. All transfers between different levels within the three-tier hierarchy are deemed to have occurred as of the beginning of the reporting period. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

3. DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

 

Bond Debenture and Short Duration Income entered into forward foreign currency exchange contracts during the period ended September 30, 2017 (as described in Note 2(d)). A forward foreign currency exchange contract reduces each 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. Each Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and each 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. Each Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on forward foreign currency exchange contracts.

 

Bond Debenture, Short Duration Income and Total Return entered into U.S. Treasury futures contracts and Calibrated Dividend Growth entered into E-Mini S&P 500 index futures, during the period ended September 30, 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 September 30, 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
   Credit Contracts 
Centrally Cleared Credit Default Swaps  $   $   $12,106 
Forward Foreign Currency Exchange Contracts  $   $98,269   $ 
Futures Contracts  $2,985,630   $   $ 
Liability Derivatives               
Centrally Cleared Credit Default Swaps  $   $   $337,526 
Futures Contracts  $1,064,566   $   $ 
Forward Foreign Currency Exchange Contracts  $   $114,439   $ 

 

   Calibrated Dividend Growth Portfolio 
Asset Derivatives  Equity Contracts 
Futures Contracts  $ 11,124 

 

   Short Duration Portfolio 
Asset Derivatives  Interest
Rate
Contracts
   Foreign
Currency
Contracts
 
Futures Contracts  $6,625   $ 
Liability Derivatives          
Futures Contracts  $23,744   $ 
Forward Foreign Currency Exchange Contracts  $   $13 
 
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Notes to Schedule of Investments (unaudited)(continued)

 

   Total Return Portfolio          
Asset Derivatives  Interest
Rate
Contracts
         
Futures Contracts  $104,899         
Liability Derivatives             
Futures Contracts  $257,076         

 

4. FEDERAL TAX INFORMATION

 

As of September 30, 2017, the aggregate unrealized gains and losses on investments and other financial instruments based on cost for U.S. federal income tax purposes were as follows:

 

   Bond Debenture   Calibrated Dividend Growth   Classic Stock 
Tax cost  $1,111,121,378   $167,484,182   $38,350,676 
Gross unrealized gain   64,778,368    17,004,715    6,216,151 
Gross unrealized loss   (7,237,097)   (4,287,515)   (408,486)
Net unrealized security gain  $57,541,271   $12,717,200   $5,807,665 

 

   Developing Growth   Fundamental Equity   Growth and Income 
Tax cost  $32,534,969   $355,409,596   $621,043,598 
Gross unrealized gain   5,948,869    30,217,212    69,594,433 
Gross unrealized loss   (282,699)   (4,399,665)   (6,590,734)
Net unrealized security gain  $5,666,170   $25,817,547   $63,003,699 

 

   Growth Opportunities   International Equity   International Opportunities 
Tax cost  $116,983,892   $56,862,214   $48,509,133 
Gross unrealized gain   17,334,896    7,468,321    9,504,588 
Gross unrealized loss   (1,659,244)   (339,035)   (790,270)
Net unrealized security gain  $15,675,652   $7,129,286   $8,714,318 

 

   Mid Cap Stock   Short Duration Income   Total Return 
Tax cost  $301,128,832   $57,061,499   $586,166,709 
Gross unrealized gain   36,533,460    285,537    4,433,275 
Gross unrealized loss   (7,644,172)   (721,573)   (2,613,197)
Net unrealized security gain  $28,889,288   $436,036   $1,820,078 

 

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

 
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Item 2: Controls and Procedures.

 

(a)Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the Chief Executive Officer and Chief Financial Officer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities.

 

(b)There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

 

Item 3: Exhibits.

 

    Certification of each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as a part of EX-99.CERT.
 
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SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    LORD ABBETT SERIES FUND, INC.
     
  By: /s/ Daria L. Foster  
    Daria L. Foster
    President and Chief Executive Officer
     
Date: November 21, 2017
     
  By: /s/ Bernard J. Grzelak  
    Bernard J. Grzelak
    Chief Financial Officer and Vice President
     
Date: November 21, 2017

 

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

 

  By: /s/ Daria L. Foster  
    Daria L. Foster
    President and Chief Executive Officer
     
Date: November 21, 2017
     
  By: /s/ Bernard J. Grzelak  
    Bernard J. Grzelak
    Chief Financial Officer and Vice President
     
Date: November 21, 2017
 

Dates Referenced Herein

Referenced-On Page
This ‘N-Q’ Filing    Date First  Last      Other Filings
Filed on / Effective on:11/29/17None on these Dates
11/21/17171
10/31/17164
For Period End:9/30/173169
1/1/1741142
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