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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 Financial → Bond-Debenture Portfolio ⇒ Class VC → Classic Stock Portfolio ⇒ Class VC → Developing Growth Portfolio ⇒ Class VC → Dividend Growth Portfolio ⇒ Class VC → Fundamental Equity Portfolio ⇒ Class VC → Growth & Income Portfolio ⇒ Class VC → Growth Opportunities Portfolio ⇒ Class VC → International Equity Portfolio ⇒ Class VC → International Opportunities Portfolio ⇒ Class VC → Mid Cap Stock Portfolio ⇒ Class VC → Short Duration Income Portfolio ⇒ Class VC → Total Return Portfolio ⇒ Class VC |
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UNITED
STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY
SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number: 811-05876
LORD ABBETT SERIES FUND, INC.
(Exact name of Registrant as specified in charter)
90 Hudson Street, Jersey City, NJ 07302
(Address of principal executive offices) (Zip code)
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
Item 1: | Schedule of Investments. |
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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 | EUR | 11 | 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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. |
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. |
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. |
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. |
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 |
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.
Item 2: | Controls and Procedures. |
(a) | Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the Chief Executive Officer and Chief Financial Officer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities. |
(b) | There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
Item 3: | Exhibits. |
Certification of each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as a part of EX-99.CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
LORD ABBETT SERIES FUND, INC. | |||
By: | /s/ Daria L. Foster | ||
Daria L. Foster | |||
President and Chief Executive Officer | |||
Date: 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 |
Referenced-On Page | |||||||||
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This ‘N-Q’ Filing | Date | First | Last | Other Filings | |||||
Filed on / Effective on: | 11/29/17 | None on these Dates | |||||||
11/21/17 | 171 | ||||||||
10/31/17 | 164 | ||||||||
For Period End: | 9/30/17 | 3 | 169 | ||||||
1/1/17 | 41 | 142 | |||||||
List all Filings |