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As Of Filer Filing For·On·As Docs:Size Issuer Agent 11/29/16 Lord Abbett Series Fund Inc N-Q 9/30/16 2:4.7M Command Financial → Bond-Debenture Portfolio ⇒ Class VC → Classic Stock Portfolio ⇒ Class VC → Developing Growth Portfolio ⇒ Class VC → Dividend Growth Portfolio ⇒ Class VC → Fundamental Equity Portfolio ⇒ Class VC → Growth & Income Portfolio ⇒ Class VC → Growth Opportunities Portfolio ⇒ Class VC → International Equity Portfolio ⇒ Class VC → International Opportunities Portfolio ⇒ Class VC → Mid Cap Stock Portfolio ⇒ Class VC → Short Duration Income Portfolio ⇒ Class VC → Total Return Portfolio ⇒ Class VC → Value Opportunities Portfolio ⇒ Class VC |
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act File Number: 811-05876
LORD ABBETT SERIES FUND, INC.
(Exact name of Registrant as specified in charter)
90 Hudson Street, Jersey City, NJ 07302
(Address of principal executive offices) (Zip code)
Brooke A. Fapohunda, Esq., Vice President & Assistant Secretary
90 Hudson Street, Jersey City, NJ 07302
(Name and address of agent for service)
Registrant’s telephone number, including area code: (800) 201-6984
Date of fiscal year end: 12/31
Date of reporting period: 9/30/2016
Item 1: | Schedule of Investments. |
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
LONG-TERM INVESTMENTS 96.91% | ||||||||||||||
ASSET-BACKED SECURITIES 2.00% | ||||||||||||||
Automobiles 0.39% | ||||||||||||||
Drive Auto Receivables Trust 2016-BA D† | 4.53 | % | 8/15/2023 | $ | 1,028 | $ | 1,050,776 | |||||||
Hyundai Auto Receivables Trust 2016-B C | 2.19 | % | 11/15/2022 | 2,181 | 2,184,538 | |||||||||
TCF Auto Receivables Owner Trust 2016-1A B† | 2.32 | % | 6/15/2022 | 979 | 980,440 | |||||||||
Total | 4,215,754 | |||||||||||||
Other 1.61% | ||||||||||||||
ALM XIX Ltd. 2016-19A C† | 4.984 | %# | 7/15/2028 | 462 | 463,848 | |||||||||
ALM XVIII Ltd. 2016-18A C† | 5.007 | %# | 7/15/2027 | 500 | 505,133 | |||||||||
Anchorage Capital CLO 7 Ltd. 2015-7A D† | 4.33 | %# | 10/15/2027 | 400 | 391,891 | |||||||||
Anchorage Capital CLO 8 Ltd. 2016-8A D† | 4.921 | %# | 7/28/2028 | 250 | 248,300 | |||||||||
Anchorage Capital CLO Ltd. 2013-1A C† | 4.169 | %# | 7/13/2025 | 250 | 245,841 | |||||||||
BlueMountain CLO Ltd. 2016-1A D† | 5.425 | %# | 4/20/2027 | 500 | 506,373 | |||||||||
Guggenheim 5180-2 CLO LP 2015-1A A2B† | 3.375 | %# | 11/25/2027 | 2,500 | 2,528,710 | |||||||||
JFIN CLO II Ltd. 2015-2A B1† | 3.079 | %# | 10/19/2026 | 1,500 | 1,507,180 | |||||||||
KKR Financial CLO Ltd. 2013-2A C† | 4.388 | %# | 1/23/2026 | 500 | 484,793 | |||||||||
Leaf Receivables Funding 11 LLC 2016-1 A3† | 2.05 | % | 6/15/2019 | 492 | 494,275 | |||||||||
Leaf Receivables Funding 11 LLC 2016-1 A4† | 2.49 | % | 4/15/2022 | 634 | 638,573 | |||||||||
MMAF Equipment Finance LLC 2016-AA A5† | 2.21 | % | 12/15/2032 | 805 | 820,955 | |||||||||
OHA Loan Funding Ltd. 2013-1A D† | 4.315 | %# | 7/23/2025 | 450 | 445,525 | |||||||||
OZLM VIII Ltd. 2014-8A A2A† | 2.829 | %# | 10/17/2026 | 1,250 | 1,247,757 | |||||||||
Sonic Capital LLC 2016-1A A2† | 4.472 | % | 5/20/2046 | 1,076 | 1,110,190 | |||||||||
Sound Point CLO XI Ltd. 2016-1A D† | 5.175 | %# | 7/20/2028 | 2,000 | 2,009,167 | |||||||||
Taco Bell Funding LLC 2016 1A A2II† | 4.377 | % | 5/25/2046 | 773 | 802,755 | |||||||||
Taco Bell Funding LLC 2016-1A A23† | 4.97 | % | 5/25/2046 | 1,028 | 1,066,879 | |||||||||
Voya CLO Ltd. 2016-2A C† | 4.932 | %# | 7/19/2028 | 750 | 736,263 | |||||||||
Westcott Park Clo Ltd. 2016-1A D† | 5.046 | %# | 7/20/2028 | 850 | 854,144 | |||||||||
Total | 17,108,552 | |||||||||||||
Total Asset-Backed Securities (cost $20,840,304) | 21,324,306 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
COMMON STOCKS 13.81% | ||||||||||||||
Aerospace/Defense 0.20% | ||||||||||||||
Huntington Ingalls Industries, Inc. | 7 | $ | 1,070,565 | |||||||||||
Northrop Grumman Corp. | 5 | 1,076,596 | ||||||||||||
Total | 2,147,161 | |||||||||||||
Air Transportation 0.03% | ||||||||||||||
Hawaiian Holdings, Inc.* | 7 | 355,169 | ||||||||||||
Auto Parts & Equipment 0.16% | ||||||||||||||
Chassix Holdings, Inc. | 59 | 1,709,906 | ||||||||||||
Automakers 0.15% | ||||||||||||||
Thor Industries, Inc. | 19 | 1,650,803 | ||||||||||||
Banking 0.42% | ||||||||||||||
Comerica, Inc. | 23 | 1,097,351 | ||||||||||||
Cullen/Frost Bankers, Inc. | 15 | 1,112,840 | ||||||||||||
SVB Financial Group* | 10 | 1,077,765 | ||||||||||||
Texas Capital Bancshares, Inc.* | 22 | 1,180,780 | ||||||||||||
Total | 4,468,736 | |||||||||||||
Beverages 0.11% | ||||||||||||||
Molson Coors Brewing Co. Class B | 10 | 1,146,422 | ||||||||||||
Building & Construction 0.25% | ||||||||||||||
Granite Construction, Inc. | 32 | 1,590,287 | ||||||||||||
LGI Homes, Inc.* | 29 | 1,075,728 | ||||||||||||
Total | 2,666,015 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Building Materials 0.53% | ||||||||||||||
Beacon Roofing Supply, Inc.* | 24 | $ | 1,026,171 | |||||||||||
Fortune Brands Home & Security, Inc. | 10 | 574,435 | ||||||||||||
Gibraltar Industries, Inc.* | 29 | 1,066,205 | ||||||||||||
GMS, Inc.* | 29 | 638,823 | ||||||||||||
Martin Marietta Materials, Inc. | 6 | 1,077,347 | ||||||||||||
U.S. Concrete, Inc.* | 4 | 165,650 | ||||||||||||
Vulcan Materials Co. | 10 | 1,082,596 | ||||||||||||
Total | 5,631,227 | |||||||||||||
Chemicals 0.49% | ||||||||||||||
Albemarle Corp. | 12 | 1,061,188 | ||||||||||||
FMC Corp. | 23 | 1,104,182 | ||||||||||||
Scotts Miracle-Gro Co. (The) Class A | 13 | 1,082,926 | ||||||||||||
Trinseo SA | 19 | 1,066,156 | ||||||||||||
Versum Materials, Inc.* | 38 | 858,060 | ||||||||||||
Total | 5,172,512 | |||||||||||||
Discount Stores 0.17% | ||||||||||||||
Amazon.com, Inc.* | 2 | 1,780,958 | ||||||||||||
Diversified Capital Goods 0.32% | ||||||||||||||
A.O. Smith Corp. | 11 | 1,118,698 | ||||||||||||
Belden, Inc. | 18 | 1,224,090 | ||||||||||||
Illinois Tool Works, Inc. | 9 | 1,060,584 | ||||||||||||
Total | 3,403,372 | |||||||||||||
Electric: Integrated 0.29% | ||||||||||||||
IDACORP, Inc. | 14 | 1,088,092 | ||||||||||||
Pinnacle West Capital Corp. | 13 | 1,010,135 | ||||||||||||
Portland General Electric Co. | 24 | 1,029,358 | ||||||||||||
Total | 3,127,585 | |||||||||||||
Electronics 0.50% | ||||||||||||||
Applied Materials, Inc. | 43 | 1,290,118 | ||||||||||||
Cognex Corp. | 21 | 1,096,898 | ||||||||||||
Littelfuse, Inc. | 8 | 1,076,465 | ||||||||||||
MKS Instruments, Inc. | 11 | 540,615 | ||||||||||||
Trimble Navigation Ltd.* | 45 | 1,275,861 | ||||||||||||
Total | 5,279,957 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Energy: Exploration & Production 0.98% | ||||||||||||||
Antero Resources Corp.* | 41 | $ | 1,097,404 | |||||||||||
Callon Petroleum Co.* | 70 | 1,101,512 | ||||||||||||
Concho Resources, Inc.* | 8 | 1,155,388 | ||||||||||||
Diamondback Energy, Inc.* | 11 | 1,075,649 | ||||||||||||
Parsley Energy, Inc. Class A* | 37 | 1,232,632 | ||||||||||||
Range Resources Corp. | 29 | 1,113,520 | ||||||||||||
Seven Generations Energy Ltd. Class A*(a) | CAD | 77 | 1,856,671 | |||||||||||
Templar Energy LLC | 46 | 335,090 | ||||||||||||
WPX Energy, Inc.* | 114 | 1,505,968 | ||||||||||||
Total | 10,473,834 | |||||||||||||
Food: Wholesale 0.17% | ||||||||||||||
Amplify Snack Brands, Inc.* | 76 | 1,235,558 | ||||||||||||
Blue Buffalo Pet Products, Inc.* | 26 | 606,426 | ||||||||||||
Total | 1,841,984 | |||||||||||||
Forestry/Paper 0.25% | ||||||||||||||
Boise Cascade Co.* | 41 | 1,040,435 | ||||||||||||
Louisiana-Pacific Corp.* | 55 | 1,038,098 | ||||||||||||
Potlatch Corp. | 14 | 544,460 | ||||||||||||
Total | 2,622,993 | |||||||||||||
Gaming 0.27% | ||||||||||||||
Boyd Gaming Corp.* | 57 | 1,123,266 | ||||||||||||
Wynn Resorts Ltd. | 18 | 1,722,678 | ||||||||||||
Total | 2,845,944 | |||||||||||||
Health Services 0.10% | ||||||||||||||
Exelixis, Inc.* | 86 | 1,095,476 | ||||||||||||
Integrated Energy 0.06% | ||||||||||||||
NOW, Inc.* | 29 | 611,098 | ||||||||||||
Investments & Miscellaneous Financial Services 0.36% | ||||||||||||||
Flagstar Bancorp, Inc.* | 40 | 1,110,000 | ||||||||||||
MarketAxess Holdings, Inc. | 10 | 1,674,777 | ||||||||||||
TransUnion* | 32 | 1,097,376 | ||||||||||||
Total | 3,882,153 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Machinery 0.46% | ||||||||||||||
Middleby Corp. (The)* | 13 | $ | 1,602,610 | |||||||||||
Nordson Corp. | 11 | 1,059,466 | ||||||||||||
Toro Co. (The) | 23 | 1,057,366 | ||||||||||||
Xylem, Inc. | 22 | 1,144,721 | ||||||||||||
Total | 4,864,163 | |||||||||||||
Managed Care 0.03% | ||||||||||||||
Centene Corp.* | 5 | 358,437 | ||||||||||||
Medical Products 1.22% | ||||||||||||||
ABIOMED, Inc.* | 18 | 2,278,952 | ||||||||||||
Align Technology, Inc.* | 11 | 1,043,906 | ||||||||||||
Boston Scientific Corp.* | 44 | 1,052,412 | ||||||||||||
Charles River Laboratories International, Inc.* | 13 | 1,097,338 | ||||||||||||
DexCom, Inc.* | 13 | 1,103,377 | ||||||||||||
Edwards Lifesciences Corp.* | 18 | 2,182,980 | ||||||||||||
Glaukos Corp.* | 36 | 1,341,053 | ||||||||||||
Intuitive Surgical, Inc.* | 2 | 1,735,968 | ||||||||||||
Penumbra, Inc.* | 15 | 1,145,397 | ||||||||||||
Total | 12,981,383 | |||||||||||||
Metals/Mining (Excluding Steel) 0.99% | ||||||||||||||
Anglo American plc*(a) | GBP | 112 | 1,393,574 | |||||||||||
Fresnillo plc(a) | GBP | 80 | 1,877,598 | |||||||||||
Mirabela Nickel Ltd.*(a) | AUD | 2,560 | 19,595 | |||||||||||
MMC Norilsk Nickel PJSC ADR | 65 | 1,046,447 | ||||||||||||
MRC Global, Inc.* | 45 | 745,528 | ||||||||||||
Newmont Mining Corp. | 40 | 1,576,472 | ||||||||||||
Silver Wheaton Corp. (Canada)(b) | 38 | 1,018,923 | ||||||||||||
Teck Resources Ltd. Class B (Canada)(b) | 39 | 701,511 | ||||||||||||
U.S. Silica Holdings, Inc. | 47 | 2,196,561 | ||||||||||||
Total | 10,576,209 | |||||||||||||
Non-Electric Utilities 0.20% | ||||||||||||||
American Water Works Co., Inc. | 14 | 1,075,301 | ||||||||||||
Aqua America, Inc. | 35 | 1,074,786 | ||||||||||||
Total | 2,150,087 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Oil Field Equipment & Services 0.21% | ||||||||||||||
Halliburton Co. | 24 | $ | 1,065,900 | |||||||||||
Patterson-UTI Energy, Inc. | 53 | 1,189,748 | ||||||||||||
Total | 2,255,648 | |||||||||||||
Personal & Household Products 0.10% | ||||||||||||||
Pool Corp. | 11 | 1,016,090 | ||||||||||||
Pharmaceuticals 0.79% | ||||||||||||||
Cantel Medical Corp. | 15 | 1,169,700 | ||||||||||||
Gilead Sciences, Inc. | 14 | 1,071,048 | ||||||||||||
Nevro Corp.* | 14 | 1,480,041 | ||||||||||||
Patheon NV (Netherlands)*(b) | 24 | 722,972 | ||||||||||||
Seattle Genetics, Inc.* | 24 | 1,270,099 | ||||||||||||
Spark Therapeutics, Inc.* | 27 | 1,629,668 | ||||||||||||
TESARO, Inc.* | 11 | 1,079,485 | ||||||||||||
Total | 8,423,013 | |||||||||||||
Rail 0.21% | ||||||||||||||
CSX Corp. | 37 | 1,128,500 | ||||||||||||
Kansas City Southern | 11 | 1,071,967 | ||||||||||||
Total | 2,200,467 | |||||||||||||
Real Estate Investment Trusts 0.29% | ||||||||||||||
Digital Realty Trust, Inc. | 11 | 1,034,716 | ||||||||||||
DuPont Fabros Technology, Inc. | 25 | 1,037,355 | ||||||||||||
QTS Realty Trust, Inc. Class A | 19 | 991,572 | ||||||||||||
Total | 3,063,643 | |||||||||||||
Recreation & Travel 0.11% | ||||||||||||||
Vail Resorts, Inc. | 8 | 1,212,682 | ||||||||||||
Restaurants 0.10% | ||||||||||||||
Shake Shack, Inc. Class A* | 31 | 1,059,862 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Software/Services 1.64% | ||||||||||||||
2U, Inc.* | 30 | $ | 1,133,384 | |||||||||||
Arista Networks, Inc.* | 13 | 1,143,730 | ||||||||||||
Atlassian Corp. plc Class A (Australia)*(b) | 35 | 1,039,959 | ||||||||||||
CyberArk Software Ltd. (Israel)*(b) | 8 | 410,836 | ||||||||||||
Ellie Mae, Inc.* | 14 | 1,478,517 | ||||||||||||
Facebook, Inc. Class A* | 14 | 1,781,157 | ||||||||||||
GrubHub, Inc.* | 27 | 1,164,513 | ||||||||||||
MercadoLibre, Inc. (Argentina)(b) | 6 | 1,091,323 | ||||||||||||
MSCI, Inc. | 13 | 1,123,369 | ||||||||||||
NetEase, Inc. ADR | 6 | 1,348,368 | ||||||||||||
Proofpoint, Inc.* | 14 | 1,040,490 | ||||||||||||
Tencent Holdings Ltd.(a) | HKD | 46 | 1,290,014 | |||||||||||
Tyler Technologies, Inc.* | 6 | 1,061,626 | ||||||||||||
Veeva Systems, Inc. Class A* | 29 | 1,215,696 | ||||||||||||
Weibo Corp. ADR* | 22 | 1,085,832 | ||||||||||||
Total | 17,408,814 | |||||||||||||
Specialty Retail 0.64% | ||||||||||||||
American Eagle Outfitters, Inc. | 57 | 1,021,896 | ||||||||||||
Burlington Stores, Inc.* | 21 | 1,697,531 | ||||||||||||
Deckers Outdoor Corp.* | 17 | 1,025,570 | ||||||||||||
Moncler SpA(a) | EUR | 60 | 1,029,422 | |||||||||||
SiteOne Landscape Supply, Inc.* | 26 | 950,348 | ||||||||||||
Ulta Salon, Cosmetics & Fragrance, Inc.* | 5 | 1,070,910 | ||||||||||||
Total | 6,795,677 | |||||||||||||
Steel Producers/Products 0.11% | ||||||||||||||
Worthington Industries, Inc. | 24 | 1,176,399 | ||||||||||||
Support: Services 0.10% | ||||||||||||||
Equifax, Inc. | 8 | 1,030,210 | ||||||||||||
Technology Hardware & Equipment 0.43% | ||||||||||||||
Broadcom Ltd. (Singapore)(b) | 6 | 1,057,375 | ||||||||||||
NVIDIA Corp. | 34 | 2,326,117 | ||||||||||||
Silicon Motion Technology Corp. ADR | 24 | 1,218,774 | ||||||||||||
Total | 4,602,266 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Shares (000) | Fair Value | ||||||||||||
Telecommunications: Wireless 0.18% | ||||||||||||||
Communications Sales & Leasing, Inc. | 26 | $ | 802,525 | |||||||||||
T-Mobile US, Inc.* | 23 | 1,062,787 | ||||||||||||
Total | 1,865,312 | |||||||||||||
Telecommunications: Wireline Integrated & Services 0.19% | ||||||||||||||
CyrusOne, Inc. | 21 | 996,449 | ||||||||||||
Equinix, Inc. | 3 | 1,003,296 | ||||||||||||
Total | 1,999,745 | |||||||||||||
Total Common Stocks (cost $126,077,142) |
146,953,412 | |||||||||||||
Interest Rate | Maturity Date | Principal Amount (000) | ||||||||||||
CONVERTIBLE BONDS 0.21% | ||||||||||||||
Automakers 0.10% | ||||||||||||||
Tesla Motors, Inc. | 0.25 | % | 3/1/2019 | $ | 1,190 | 1,084,387 | ||||||||
Energy: Exploration & Production 0.06% | ||||||||||||||
Chesapeake Energy Corp.† | 5.50 | % | 9/15/2026 | 605 | 605,000 | |||||||||
Oil Refining & Marketing 0.05% | ||||||||||||||
Green Plains, Inc.† | 4.125 | % | 9/1/2022 | 491 | 567,412 | |||||||||
Total Convertible Bonds (cost $2,221,868) | 2,256,799 | |||||||||||||
Dividend Rate | Shares (000) | |||||||||||||
CONVERTIBLE PREFERRED STOCKS 0.68% | ||||||||||||||
Building & Construction 0.08% | ||||||||||||||
William Lyon Homes Unit | Zero Coupon | 9 | 817,800 | |||||||||||
Diversified Capital Goods 0.10% | ||||||||||||||
Belden, Inc. | 6.75 | % | 11 | 1,094,687 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Dividend Rate | Shares (000) | Fair Value | |||||||||||
Electric: Integrated 0.24% | ||||||||||||||
Black Hills Corp. Unit* | Zero Coupon | 37 | $ | 2,575,656 | ||||||||||
Energy: Exploration & Production 0.10% | ||||||||||||||
Southwestern Energy Co. | 6.25 | % | 33 | 1,043,389 | ||||||||||
Software/Services 0.16% | ||||||||||||||
Mandatory Exchangeable Trust† | 5.75 | % | 13 | 1,692,454 | ||||||||||
Total Convertible Preferred Stocks (cost $6,804,407) | 7,223,986 | |||||||||||||
Interest Rate | Maturity Date | Principal Amount (000) | ||||||||||||
FLOATING RATE LOANS(c) 3.29% | ||||||||||||||
Auto Parts & Equipment 0.07% | ||||||||||||||
Chassix, Inc. Initial Term Loan | 12.00 | % | 7/29/2019 | $ | 763 | 774,902 | ||||||||
Chemicals 0.10% | ||||||||||||||
Kraton Polymers LLC Initial Term Loan | 6.00 | % | 1/6/2022 | 1,000 | 1,009,625 | |||||||||
Electric: Generation 0.15% | ||||||||||||||
Dayton Power & Light Co. (The) Term Loan | 4.00 | % | 8/24/2022 | 1,060 | 1,073,918 | |||||||||
Moxie Liberty LLC Construction Term Loan B1 | 7.50 | % | 8/21/2020 | 526 | 519,328 | |||||||||
Total | 1,593,246 | |||||||||||||
Energy: Exploration & Production 0.58% | ||||||||||||||
California Resources Corp. Term Loan | — | (d) | 9/24/2019 | 1,113 | 1,069,096 | |||||||||
California Resources Corp. Term Loan | 11.375 | % | 12/31/2021 | 1,480 | 1,558,862 | |||||||||
Chesapeake Energy Corp. Class A Term Loan | 8.50 | % | 8/23/2021 | 741 | 779,903 | |||||||||
Chief Exploration & Development LLC 2nd Lien Term Loan | 7.753 | % | 5/16/2021 | 1,845 | 1,738,912 | |||||||||
Jonah Energy LLC 2nd Lien Initial Term Loan | 7.50 | % | 5/12/2021 | 1,190 | 1,065,050 | |||||||||
Total | 6,211,823 | |||||||||||||
Food: Wholesale 0.33% | ||||||||||||||
Amplify Snack Brands, Inc. Term Loan | 6.50 | % | 9/2/2023 | 3,545 | 3,525,059 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Gaming 0.44% | ||||||||||||||
Amaya Holdings B.V. 1st Lien Initial Term Loan B (Netherlands)(b) | 5.00 | % | 8/1/2021 | $ | 1,045 | $ | 1,046,016 | |||||||
Caesar’s Entertainment Resort Properties LLC Term Loan B | 7.00 | % | 10/11/2020 | 1,238 | 1,237,906 | |||||||||
Cowlitz Tribal Gaming Authority Term Loan B | 11.50 | % | 12/6/2021 | 2,210 | 2,375,750 | |||||||||
Total | 4,659,672 | |||||||||||||
Media: Diversified 0.10% | ||||||||||||||
UFC Holdings, LLC 2nd Lien Term Loan | 8.50 | % | 8/18/2024 | 1,022 | 1,041,163 | |||||||||
Metals/Mining (Excluding Steel) 0.23% | ||||||||||||||
Fairmount Santrol, Inc. Tranche Term Loan B2 | 4.50 | % | 9/5/2019 | 709 | 635,040 | |||||||||
Murray Energy Corp. Term Loan B2 | 8.25 | % | 4/16/2020 | 1,419 | 1,210,631 | |||||||||
Oxbow Carbon LLC 2nd Lien Initial Term Loan | 8.00 | % | 1/17/2020 | 650 | 635,918 | |||||||||
Total | 2,481,589 | |||||||||||||
Oil Field Equipment & Services 0.04% | ||||||||||||||
FTS International, Inc. Initial Term Loan | 5.75 | % | 4/16/2021 | 1,030 | 414,575 | |||||||||
Personal & Household Products 0.25% | ||||||||||||||
Britax US Holdings, Inc. Initial Dollar Term Loan | 4.50 | % | 10/15/2020 | 2,427 | 2,113,340 | |||||||||
FGI Operating Co. LLC Term Loan B | 5.50 | % | 4/19/2019 | 587 | 544,146 | |||||||||
Total | 2,657,486 | |||||||||||||
Recreation & Travel 0.10% | ||||||||||||||
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(b) | 7.75 | % | 7/29/2022 | 1,045 | 1,050,486 | |||||||||
Specialty Retail 0.20% | ||||||||||||||
Container Store, Inc. (The) Term Loan Facility | 4.25 | % | 4/6/2019 | 1,197 | 1,028,075 | |||||||||
Gymboree Corp. (The) Term Loan | 5.00 | % | 2/23/2018 | 1,342 | 1,069,071 | |||||||||
Total | 2,097,146 | |||||||||||||
Support: Services 0.61% | ||||||||||||||
BakerCorp International, Inc. Refinanced Term Loan | 4.25 | % | 2/7/2020 | 782 | 680,516 | |||||||||
Monitronics International Inc. Term Loan B2 | 6.50 | % | 9/30/2022 | 1,214 | 1,212,106 | |||||||||
Safway Group Holding LLC Initial Term Loan | 5.75 | % | 8/21/2023 | 1,567 | 1,579,732 | |||||||||
TruGreen Limited Partnership 1st Lien Initial Term Loan | 6.50 | % | 4/13/2023 | 823 | 831,681 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Support: Services (continued) | ||||||||||||||
University Support Services LLC Term Loan | 6.25 | % | 7/6/2022 | $ | 2,190 | $ | 2,205,067 | |||||||
Total | 6,509,102 | |||||||||||||
Telecommunications: Wireline Integrated & Services 0.09% | ||||||||||||||
Fairpoint Communications, Inc. Term Loan | 7.50 | % | 2/14/2019 | 933 | 936,657 | |||||||||
Total Floating Rate Loans (cost $33,694,865) | 34,962,531 | |||||||||||||
FOREIGN BONDS(a) 0.48% | ||||||||||||||
Mexico 0.11% | ||||||||||||||
Red de Carreteras de Occidente S.A.P.I.B. de CV† | 9.00 | % | 6/10/2028 | MXN | 22,100 | 1,161,626 | ||||||||
Netherlands 0.11% | ||||||||||||||
Hema Bondco I BV† | 6.25 | % | 6/15/2019 | EUR | 1,300 | 1,195,052 | ||||||||
Spain 0.16% | ||||||||||||||
Banco Popular Espanol SA | 11.50 | %# | — | (e) | EUR | 1,400 | 1,627,733 | |||||||
United Kingdom 0.10% | ||||||||||||||
Premier Foods Finance plc† | 6.50 | % | 3/15/2021 | GBP | 816 | 1,076,167 | ||||||||
Total Foreign Bonds (cost $5,494,613) | 5,060,578 | |||||||||||||
FOREIGN GOVERNMENT OBLIGATIONS 4.43% | ||||||||||||||
Angola 0.09% | ||||||||||||||
Republic of Angola†(b) | 9.50 | % | 11/12/2025 | $ | 1,000 | 998,760 | ||||||||
Argentina 0.74% | ||||||||||||||
City of Buenos Aires†(b) | 7.50 | % | 6/1/2027 | 725 | 791,337 | |||||||||
City of Buenos Aires†(b) | 8.95 | % | 2/19/2021 | 925 | 1,059,125 | |||||||||
Provincia de Mendoza†(b) | 8.375 | % | 5/19/2024 | 1,346 | 1,440,220 | |||||||||
Provincia of Neuquen†(b) | 8.625 | % | 5/12/2028 | 992 | 1,096,160 | |||||||||
Republic of Argentina†(b) | 7.50 | % | 4/22/2026 | 550 | 621,775 | |||||||||
Republic of Argentina†(b) | 7.625 | % | 4/22/2046 | 675 | 763,088 | |||||||||
Republic of Argentina(b) | 8.75 | % | 5/7/2024 | 1,800 | 2,096,100 | |||||||||
Total | 7,867,805 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Australia 0.46% | ||||||||||||||
Australian Government(a) | 4.25 | % | 4/21/2026 | AUD | 3,084 | $ | 2,840,944 | |||||||
Queensland Treasury Corp.†(a) | 4.00 | % | 6/21/2019 | AUD | 2,500 | 2,026,507 | ||||||||
Total | 4,867,451 | |||||||||||||
Bahamas 0.09% | ||||||||||||||
Commonwealth of Bahamas†(b) | 5.75 | % | 1/16/2024 | $ | 900 | 954,000 | ||||||||
Bermuda 0.24% | ||||||||||||||
Government of Bermuda† | 4.138 | % | 1/3/2023 | 1,350 | 1,454,625 | |||||||||
Government of Bermuda† | 4.854 | % | 2/6/2024 | 975 | 1,082,250 | |||||||||
Total | 2,536,875 | |||||||||||||
Brazil 0.15% | ||||||||||||||
Federal Republic of Brazil(b) | 6.00 | % | 4/7/2026 | 1,468 | 1,629,480 | |||||||||
Canada 0.39% | ||||||||||||||
Province of British Columbia Canada(a) | 2.85 | % | 6/18/2025 | CAD | 5,000 | 4,193,186 | ||||||||
Cayman Islands 0.06% | ||||||||||||||
Cayman Islands Government† | 5.95 | % | 11/24/2019 | $ | 525 | 594,562 | ||||||||
Cyprus 0.19% | ||||||||||||||
Republic of Cyprus(a) | 4.75 | % | 6/25/2019 | EUR | 1,700 | 2,064,952 | ||||||||
Dominican Republic 0.27% | ||||||||||||||
Dominican Republic†(b) | 6.85 | % | 1/27/2045 | $ | 2,565 | 2,885,625 | ||||||||
Ethiopia 0.15% | ||||||||||||||
Republic of Ethiopia†(b) | 6.625 | % | 12/11/2024 | 1,615 | 1,598,850 | |||||||||
Gabon 0.11% | ||||||||||||||
Republic of Gabon†(b) | 6.375 | % | 12/12/2024 | 1,300 | 1,195,811 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Ghana 0.10% | ||||||||||||||
Republic of Ghana†(b) | 9.25 | % | 9/15/2022 | $ | 1,000 | $ | 1,028,675 | |||||||
Greece 0.10% | ||||||||||||||
Hellenic Republic†(a) | 4.75 | % | 4/17/2019 | EUR | 1,000 | 1,023,702 | ||||||||
Honduras 0.10% | ||||||||||||||
Honduras Government†(b) | 7.50 | % | 3/15/2024 | $ | 900 | 1,026,000 | ||||||||
India 0.12% | ||||||||||||||
Export-Import Bank of India†(b) | 3.375 | % | 8/5/2026 | 1,219 | 1,239,248 | |||||||||
Jamaica 0.58% | ||||||||||||||
Government of Jamaica(b) | 6.75 | % | 4/28/2028 | 1,500 | 1,717,500 | |||||||||
Government of Jamaica(b) | 7.625 | % | 7/9/2025 | 1,150 | 1,354,125 | |||||||||
Government of Jamaica(b) | 7.875 | % | 7/28/2045 | 491 | 579,380 | |||||||||
Government of Jamaica(b) | 8.00 | % | 3/15/2039 | 2,110 | 2,542,550 | |||||||||
Total | 6,193,555 | |||||||||||||
Qatar 0.15% | ||||||||||||||
State of Qatar†(b) | 4.625 | % | 6/2/2046 | 1,500 | 1,643,586 | |||||||||
Sri Lanka 0.09% | ||||||||||||||
Republic of Sri Lanka†(b) | 6.25 | % | 10/4/2020 | 400 | 418,918 | |||||||||
Republic of Sri Lanka†(b) | 6.25 | % | 7/27/2021 | 500 | 523,797 | |||||||||
Total | 942,715 | |||||||||||||
United Arab Emirates 0.12% | ||||||||||||||
Abu Dhabi Government International†(b) | 3.125 | % | 5/3/2026 | 1,255 | 1,313,605 | |||||||||
Zambia 0.13% | ||||||||||||||
Republic of Zambia†(b) | 8.97 | % | 7/30/2027 | 1,416 | 1,403,610 | |||||||||
Total Foreign Government Obligations (cost $43,508,423) | 47,202,053 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
HIGH YIELD CORPORATE BONDS 71.55% | ||||||||||||||
Advertising 0.33% | ||||||||||||||
Clear Channel Worldwide Holdings, Inc. | 6.50 | % | 11/15/2022 | $ | 1,579 | $ | 1,652,029 | |||||||
Lamar Media Corp. | 5.75 | % | 2/1/2026 | 566 | 611,987 | |||||||||
Southern Graphics, Inc.† | 8.375 | % | 10/15/2020 | 1,200 | 1,224,000 | |||||||||
Total | 3,488,016 | |||||||||||||
Aerospace/Defense 0.58% | ||||||||||||||
CPI International, Inc. | 8.75 | % | 2/15/2018 | 1,233 | 1,266,908 | |||||||||
Huntington Ingalls Industries, Inc.† | 5.00 | % | 12/15/2021 | 2,050 | 2,160,187 | |||||||||
Huntington Ingalls Industries, Inc.† | 5.00 | % | 11/15/2025 | 498 | 527,880 | |||||||||
Lockheed Martin Corp. | 4.70 | % | 5/15/2046 | 877 | 1,046,407 | |||||||||
TransDigm, Inc. | 6.50 | % | 7/15/2024 | 1,111 | 1,174,883 | |||||||||
Total | 6,176,265 | |||||||||||||
Air Transportation 0.42% | ||||||||||||||
Air Canada (Canada)†(b) | 7.75 | % | 4/15/2021 | 1,140 | 1,236,900 | |||||||||
Air Canada 2015-2 Class A Pass-Through Trust (Canada)†(b) | 4.125 | % | 6/15/2029 | 882 | 937,125 | |||||||||
Air Canada 2015-2 Class B Pass-Through Trust (Canada)†(b) | 5.00 | % | 6/15/2025 | 1,950 | 1,964,625 | |||||||||
Avianca Holdings SA/Avianca Leasing LLC/Grupo Taca Holdings Ltd. (Panama)† | 8.375 | % | 5/10/2020 | 400 | 384,000 | |||||||||
Total | 4,522,650 | |||||||||||||
Auto Parts & Equipment 0.66% | ||||||||||||||
Allison Transmission, Inc.† | 5.00 | % | 10/1/2024 | 1,250 | 1,284,375 | |||||||||
Gates Global LLC/Gates Global Co.† | 6.00 | % | 7/15/2022 | 1,317 | 1,257,735 | |||||||||
International Automotive Components Group SA (Luxembourg)†(b) | 9.125 | % | 6/1/2018 | 1,186 | 1,166,727 | |||||||||
MPG Holdco I, Inc. | 7.375 | % | 10/15/2022 | 1,176 | 1,208,340 | |||||||||
Nemak SA de CV (Mexico)†(b) | 5.50 | % | 2/28/2023 | 678 | 694,272 | |||||||||
TI Group Automotive Systems LLC† | 8.75 | % | 7/15/2023 | 1,250 | 1,365,625 | |||||||||
Total | 6,977,074 | |||||||||||||
Automakers 0.10% | ||||||||||||||
BMW US Capital LLC† | 2.80 | % | 4/11/2026 | 1,024 | 1,047,282 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Banking 5.21% | ||||||||||||||
ABN AMRO Bank NV (Netherlands)†(b) | 4.75 | % | 7/28/2025 | $ | 1,976 | $ | 2,082,933 | |||||||
ANZ New Zealand Int’l Ltd. (United Kingdom)†(b) | 2.125 | % | 7/28/2021 | 1,510 | 1,513,012 | |||||||||
Australia & New Zealand Banking Group Ltd. (United Kingdom)†(b) | 6.75 | %# | — | (e) | 1,415 | 1,557,796 | ||||||||
Banco Bilbao Vizcaya Argentaria SA (Spain)(b) | 9.00 | %# | — | (e) | 800 | 822,054 | ||||||||
Banco de Bogota SA (Colombia)†(b) | 6.25 | % | 5/12/2026 | 1,000 | 1,065,900 | |||||||||
Banco de Galicia y Buenos Aires SA (Argentina)†(b) | 8.25 | %# | 7/19/2026 | 1,000 | 1,097,500 | |||||||||
Bank of America Corp. | 4.25 | % | 10/22/2026 | 1,468 | 1,560,653 | |||||||||
BankUnited, Inc. | 4.875 | % | 11/17/2025 | 2,525 | 2,615,178 | |||||||||
Citigroup, Inc. | 4.45 | % | 9/29/2027 | 1,473 | 1,544,809 | |||||||||
Citizens Financial Group, Inc. | 4.35 | % | 8/1/2025 | 831 | 865,847 | |||||||||
Citizens Financial Group, Inc. | 5.50 | %# | — | (e) | 1,495 | 1,468,837 | ||||||||
Commonwealth Bank of Australia (Australia)†(b) | 4.50 | % | 12/9/2025 | 973 | 1,041,045 | |||||||||
Credit Suisse Group AG (Switzerland)†(b) | 7.50 | %# | — | (e) | 1,075 | 1,096,366 | ||||||||
Goldman Sachs Group, Inc. (The) | 3.50 | % | 1/23/2025 | 1,545 | 1,600,612 | |||||||||
Goldman Sachs Group, Inc. (The) | 5.15 | % | 5/22/2045 | 1,911 | 2,092,063 | |||||||||
HSBC Holdings plc (United Kingdom)(b) | 4.25 | % | 8/18/2025 | 4,671 | 4,804,180 | |||||||||
Industrial & Commercial Bank of China Ltd. | 3.231 | % | 11/13/2019 | 1,550 | 1,615,393 | |||||||||
Intesa Sanpaolo SpA (Italy)†(b) | 5.71 | % | 1/15/2026 | 1,769 | 1,669,810 | |||||||||
Intesa Sanpaolo SpA (Italy)†(b) | 7.70 | %# | — | (e) | 1,851 | 1,621,939 | ||||||||
JPMorgan Chase & Co. | 3.90 | % | 7/15/2025 | 1,900 | 2,051,044 | |||||||||
JPMorgan Chase & Co. | 6.75 | %# | — | (e) | 888 | 981,240 | ||||||||
Lloyds Banking Group plc (United Kingdom)†(b) | 4.582 | % | 12/10/2025 | 975 | 996,715 | |||||||||
Lloyds Banking Group plc (United Kingdom)(b) | 7.50 | %# | — | (e) | 1,019 | 1,054,869 | ||||||||
Macquarie Group Ltd. (Australia)†(b) | 6.00 | % | 1/14/2020 | 725 | 802,120 | |||||||||
Morgan Stanley | 3.125 | % | 7/27/2026 | 1,138 | 1,147,212 | |||||||||
Morgan Stanley | 4.00 | % | 7/23/2025 | 937 | 1,009,490 | |||||||||
National Savings Bank (Sri Lanka)†(b) | 5.15 | % | 9/10/2019 | 950 | 959,500 | |||||||||
Nordea Bank AB (Sweden)†(b) | 6.125 | %# | — | (e) | 1,668 | 1,628,385 | ||||||||
Popular, Inc. | 7.00 | % | 7/1/2019 | 2,125 | 2,199,375 | |||||||||
Royal Bank of Scotland Group plc (United Kingdom)(b) | 5.125 | % | 5/28/2024 | 584 | 585,536 | |||||||||
Royal Bank of Scotland Group plc (United Kingdom)(b) | 7.50 | %# | — | (e) | 2,235 | 2,056,200 | ||||||||
Royal Bank of Scotland Group plc (United Kingdom)(b) | 8.625 | %# | — | (e) | 870 | 853,687 | ||||||||
Sberbank of Russia Via SB Capital SA (Luxembourg)†(b) | 5.50 | %# | 2/26/2024 | 1,095 | 1,107,319 | |||||||||
Standard Chartered plc (United Kingdom)†(b) | 7.50 | %# | — | (e) | 1,025 | 1,025,000 | ||||||||
Synovus Financial Corp. | 7.875 | % | 2/15/2019 | 700 | 777,875 | |||||||||
Toronto-Dominion Bank (The) (Canada)(b) | 3.625 | %# | 9/15/2031 | 750 | 753,364 | |||||||||
UBS AG/Stamford CT | 7.625 | % | 8/17/2022 | 606 | 707,505 | |||||||||
UBS Group AG (Switzerland)(b) | 7.00 | %# | — | (e) | 1,000 | 1,057,692 | ||||||||
Washington Mutual Bank(f) | 6.875 | % | 6/15/2011 | 1,250 | 125 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Banking (continued) | ||||||||||||||
Wells Fargo & Co. | 4.90 | % | 11/17/2045 | $ | 1,759 | $ | 1,941,361 | |||||||
Total | 55,431,541 | |||||||||||||
Beverages 1.53% | ||||||||||||||
Anheuser-Busch InBev Finance, Inc. | 3.65 | % | 2/1/2026 | 4,153 | 4,468,977 | |||||||||
Bacardi Ltd.† | 2.75 | % | 7/15/2026 | 999 | 994,707 | |||||||||
Brown-Forman Corp. | 4.50 | % | 7/15/2045 | 1,572 | 1,809,240 | |||||||||
Coca-Cola Bottling Co. Consolidated | 3.80 | % | 11/25/2025 | 877 | 939,112 | |||||||||
Constellation Brands, Inc. | 4.25 | % | 5/1/2023 | 2,000 | 2,127,500 | |||||||||
Constellation Brands, Inc. | 6.00 | % | 5/1/2022 | 1,343 | 1,549,486 | |||||||||
Dr. Pepper Snapple Group, Inc. | 4.50 | % | 11/15/2045 | 879 | 1,000,663 | |||||||||
PepsiCo, Inc. | 3.60 | % | 3/1/2024 | 1,653 | 1,814,442 | |||||||||
PepsiCo, Inc. | 4.25 | % | 10/22/2044 | 419 | 479,411 | |||||||||
PepsiCo, Inc. | 4.45 | % | 4/14/2046 | 927 | 1,100,444 | |||||||||
Total | 16,283,982 | |||||||||||||
Brokerage 0.08% | ||||||||||||||
TD Ameritrade Holding Corp. | 2.95 | % | 4/1/2022 | 800 | 834,224 | |||||||||
Building & Construction 1.44% | ||||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.† | 6.875 | % | 2/15/2021 | 1,220 | 1,189,500 | |||||||||
Brookfield Residential Properties, Inc. (Canada)†(b) | 6.50 | % | 12/15/2020 | 632 | 657,280 | |||||||||
Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp. (Canada)†(b) | 6.125 | % | 7/1/2022 | 947 | 961,205 | |||||||||
DR Horton, Inc. | 4.75 | % | 2/15/2023 | 580 | 632,200 | |||||||||
K. Hovnanian Enterprises, Inc.† | 7.25 | % | 10/15/2020 | 1,564 | 1,384,140 | |||||||||
Lennar Corp. | 4.75 | % | 11/15/2022 | 1,754 | 1,819,775 | |||||||||
Lennar Corp. | 4.75 | % | 5/30/2025 | 830 | 846,600 | |||||||||
PulteGroup, Inc. | 5.00 | % | 1/15/2027 | 1,759 | 1,775,534 | |||||||||
PulteGroup, Inc. | 6.375 | % | 5/15/2033 | 2,250 | 2,355,001 | |||||||||
Toll Brothers Finance Corp. | 5.625 | % | 1/15/2024 | 1,000 | 1,072,500 | |||||||||
William Lyon Homes, Inc. | 7.00 | % | 8/15/2022 | 2,514 | 2,601,990 | |||||||||
Total | 15,295,725 | |||||||||||||
Building Materials 1.74% | ||||||||||||||
Allegion plc (Ireland)(b) | 5.875 | % | 9/15/2023 | 409 | 442,743 | |||||||||
Builders FirstSource, Inc.† | 5.625 | % | 9/1/2024 | 752 | 774,560 | |||||||||
Builders FirstSource, Inc.† | 10.75 | % | 8/15/2023 | 1,075 | 1,238,937 | |||||||||
Cemex SAB de CV (Mexico)†(b) | 7.75 | % | 4/16/2026 | 1,996 | 2,219,552 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Building Materials (continued) | ||||||||||||||
Eagle Materials, Inc. | 4.50 | % | 8/1/2026 | $ | 768 | $ | 779,578 | |||||||
FBM Finance, Inc.† | 8.25 | % | 8/15/2021 | 1,003 | 1,053,150 | |||||||||
HD Supply, Inc.† | 5.75 | % | 4/15/2024 | 458 | 482,045 | |||||||||
Hillman Group, Inc. (The)† | 6.375 | % | 7/15/2022 | 1,311 | 1,235,618 | |||||||||
Martin Marietta Materials, Inc. | 4.25 | % | 7/2/2024 | 1,146 | 1,222,894 | |||||||||
Masco Corp. | 4.375 | % | 4/1/2026 | 635 | 671,513 | |||||||||
Masonite International Corp.† | 5.625 | % | 3/15/2023 | 838 | 888,280 | |||||||||
Ply Gem Industries, Inc. | 6.50 | % | 2/1/2022 | 1,025 | 1,045,500 | |||||||||
Standard Industries, Inc.† | 5.375 | % | 11/15/2024 | 1,949 | 2,017,215 | |||||||||
Standard Industries, Inc.† | 5.50 | % | 2/15/2023 | 950 | 997,500 | |||||||||
Voto-Votorantim Overseas Trading Operations IV Ltd.† | 7.75 | % | 6/24/2020 | 2,200 | 2,370,500 | |||||||||
Vulcan Materials Co. | 4.50 | % | 4/1/2025 | 1,005 | 1,090,425 | |||||||||
Total | 18,530,010 | |||||||||||||
Cable & Satellite Television 3.61% | ||||||||||||||
Altice Financing SA (Luxembourg)†(b) | 6.625 | % | 2/15/2023 | 1,600 | 1,648,000 | |||||||||
Altice Financing SA (Luxembourg)†(b) | 7.50 | % | 5/15/2026 | 515 | 537,531 | |||||||||
Cablevision SA (Argentina)†(b) | 6.50 | % | 6/15/2021 | 1,020 | 1,065,900 | |||||||||
Cablevision Systems Corp. | 5.875 | % | 9/15/2022 | 3,000 | 2,737,500 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.125 | % | 5/1/2023 | 702 | 734,468 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.875 | % | 4/1/2024 | 1,785 | 1,908,879 | |||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital† | 4.908 | % | 7/23/2025 | 1,650 | 1,823,250 | |||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital† | 6.384 | % | 10/23/2035 | 1,284 | 1,516,611 | |||||||||
CSC Holdings LLC† | 10.125 | % | 1/15/2023 | 925 | 1,068,375 | |||||||||
CSC Holdings LLC† | 10.875 | % | 10/15/2025 | 5,316 | 6,233,010 | |||||||||
DISH DBS Corp.† | 7.75 | % | 7/1/2026 | 1,518 | 1,616,670 | |||||||||
Mediacom Broadband LLC/Mediacom Broadband Corp. | 6.375 | % | 4/1/2023 | 2,269 | 2,405,140 | |||||||||
Mediacom LLC/Mediacom Capital Corp. | 7.25 | % | 2/15/2022 | 325 | 341,656 | |||||||||
SFR Group SA (France)†(b) | 6.00 | % | 5/15/2022 | 4,132 | 4,230,135 | |||||||||
Time Warner Cable, Inc. | 5.875 | % | 11/15/2040 | 1,537 | 1,712,493 | |||||||||
Unitymedia GmbH (Germany)†(b) | 6.125 | % | 1/15/2025 | 449 | 473,134 | |||||||||
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(b) | 5.00 | % | 1/15/2025 | 1,111 | 1,130,442 | |||||||||
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(b) | 5.50 | % | 1/15/2023 | 2,068 | 2,153,305 | |||||||||
UPCB Finance IV Ltd.† | 5.375 | % | 1/15/2025 | 1,929 | 1,947,615 | |||||||||
Virgin Media Finance plc (United Kingdom)†(b) | 6.00 | % | 10/15/2024 | 997 | 1,035,644 | |||||||||
VTR Finance BV (Netherlands)†(b) | 6.875 | % | 1/15/2024 | 1,275 | 1,334,925 | |||||||||
Wave Holdco LLC/Wave Holdco Corp. PIK† | 8.25 | % | 7/15/2019 | 737 | 731,649 | |||||||||
Total | 38,386,332 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Chemicals 1.37% | ||||||||||||||
Albemarle Corp. | 5.45 | % | 12/1/2044 | $ | 1,524 | $ | 1,781,186 | |||||||
Braskem Finance Ltd.† | 5.375 | % | 5/2/2022 | 800 | 823,880 | |||||||||
Braskem Finance Ltd. | 6.45 | % | 2/3/2024 | 1,002 | 1,089,675 | |||||||||
Celanese US Holdings LLC | 5.875 | % | 6/15/2021 | 571 | 657,438 | |||||||||
Chemours Co. (The) | 7.00 | % | 5/15/2025 | 1,500 | 1,481,250 | |||||||||
GCP Applied Technologies, Inc.† | 9.50 | % | 2/1/2023 | 459 | 525,532 | |||||||||
Grupo Idesa SA de CV (Mexico)†(b) | 7.875 | % | 12/18/2020 | 1,450 | 1,457,250 | |||||||||
Hexion, Inc. | 6.625 | % | 4/15/2020 | 1,191 | 1,054,035 | |||||||||
Kraton Polymers LLC/Kraton Polymers Capital Corp.† | 10.50 | % | 4/15/2023 | 1,025 | 1,168,500 | |||||||||
Momentive Performance Materials, Inc. | 3.88 | % | 10/24/2021 | 1,278 | 1,071,922 | |||||||||
NOVA Chemicals Corp. (Canada)†(b) | 5.25 | % | 8/1/2023 | 1,000 | 1,026,250 | |||||||||
Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. (Luxembourg)†(b) | 6.75 | % | 5/1/2022 | 505 | 535,300 | |||||||||
Tronox Finance LLC | 6.375 | % | 8/15/2020 | 2,044 | 1,895,810 | |||||||||
Total | 14,568,028 | |||||||||||||
Consumer/Commercial/Lease Financing 0.85% | ||||||||||||||
Discover Bank/Greenwood DE | 3.45 | % | 7/27/2026 | 1,823 | 1,837,360 | |||||||||
Nationstar Mortgage LLC/Nationstar Capital Corp. | 6.50 | % | 7/1/2021 | 1,682 | 1,656,770 | |||||||||
Navient Corp. | 5.00 | % | 10/26/2020 | 964 | 953,155 | |||||||||
Navient Corp. | 6.625 | % | 7/26/2021 | 3,011 | 3,041,110 | |||||||||
NFP Corp.† | 9.00 | % | 7/15/2021 | 1,553 | 1,601,337 | |||||||||
Total | 9,089,732 | |||||||||||||
Department Stores 0.07% | ||||||||||||||
SACI Falabella (Chile)†(b) | 4.375 | % | 1/27/2025 | 725 | 775,417 | |||||||||
Discount Stores 0.70% | ||||||||||||||
Amazon.com, Inc. | 4.80 | % | 12/5/2034 | 6,312 | 7,439,027 | |||||||||
Diversified Capital Goods 1.33% | ||||||||||||||
Accudyne Industries Borrower/Accudyne Industries LLC (Luxembourg)†(b) | 7.75 | % | 12/15/2020 | 1,225 | 976,937 | |||||||||
Apex Tool Group LLC† | 7.00 | % | 2/1/2021 | 614 | 590,208 | |||||||||
Fortive Corp.† | 3.15 | % | 6/15/2026 | 1,019 | 1,050,084 | |||||||||
Fortive Corp.† | 4.30 | % | 6/15/2046 | 509 | 547,059 | |||||||||
General Cable Corp. | 5.75 | % | 10/1/2022 | 1,152 | 1,100,160 | |||||||||
General Electric Co. | 5.00 | %# | — | (e) | 2,356 | 2,508,433 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Diversified Capital Goods (continued) | ||||||||||||||
Griffon Corp. | 5.25 | % | 3/1/2022 | $ | 1,163 | $ | 1,171,722 | |||||||
Siemens Financieringsmaatschappij NV (Netherlands)†(b) | 3.25 | % | 5/27/2025 | 1,235 | 1,321,278 | |||||||||
SPX FLOW, Inc.† | 5.625 | % | 8/15/2024 | 451 | 458,893 | |||||||||
SPX FLOW, Inc.† | 5.875 | % | 8/15/2026 | 753 | 763,354 | |||||||||
Unifrax I LLC/Unifrax Holding Co.† | 7.50 | % | 2/15/2019 | 1,199 | 1,127,060 | |||||||||
Valmont Industries, Inc. | 5.25 | % | 10/1/2054 | 2,656 | 2,497,697 | |||||||||
Total | 14,112,885 | |||||||||||||
Electric: Generation 0.54% | ||||||||||||||
Illinois Power Generating Co. | 7.00 | % | 4/15/2018 | 1,757 | 711,585 | |||||||||
Kallpa Generacion SA (Peru)†(b) | 4.875 | % | 5/24/2026 | 800 | 861,000 | |||||||||
Listrindo Capital BV (Netherlands)†(b) | 4.95 | % | 9/14/2026 | 1,043 | 1,047,379 | |||||||||
NSG Holdings LLC/NSG Holdings, Inc.† | 7.75 | % | 12/15/2025 | 1,898 | 2,049,501 | |||||||||
Talen Energy Supply LLC | 6.50 | % | 6/1/2025 | 1,371 | 1,107,082 | |||||||||
Total | 5,776,547 | |||||||||||||
Electric: Integrated 1.52% | ||||||||||||||
AES Panama SRL (Panama)†(b) | 6.00 | % | 6/25/2022 | 977 | 1,028,293 | |||||||||
Black Hills Corp. | 4.20 | % | 9/15/2046 | 803 | 824,969 | |||||||||
Cleco Corporate Holdings LLC† | 4.973 | % | 5/1/2046 | 1,221 | 1,337,256 | |||||||||
El Paso Electric Co. | 5.00 | % | 12/1/2044 | 1,953 | 2,310,555 | |||||||||
Emera, Inc. (Canada)(b) | 6.75 | %# | 6/15/2076 | 1,916 | 2,064,425 | |||||||||
Entergy Arkansas, Inc. | 4.95 | % | 12/15/2044 | 1,909 | 2,028,190 | |||||||||
Entergy Mississippi, Inc. | 2.85 | % | 6/1/2028 | 1,525 | 1,561,341 | |||||||||
Indianapolis Power & Light Co.† | 4.05 | % | 5/1/2046 | 2,043 | 2,113,870 | |||||||||
IPALCO Enterprises, Inc. | 3.45 | % | 7/15/2020 | 168 | 173,040 | |||||||||
Louisville Gas & Electric Co. | 4.375 | % | 10/1/2045 | 598 | 687,164 | |||||||||
Puget Energy, Inc. | 3.65 | % | 5/15/2025 | 909 | 947,772 | |||||||||
Southern California Edison Co. | 3.90 | % | 3/15/2043 | 1,000 | 1,086,951 | |||||||||
Total | 16,163,826 | |||||||||||||
Electronics 1.64% | ||||||||||||||
Micron Technology, Inc.† | 7.50 | % | 9/15/2023 | 1,435 | 1,597,499 | |||||||||
NVIDIA Corp. | 3.20 | % | 9/16/2026 | 4,623 | 4,669,073 | |||||||||
NXP BV/NXP Funding LLC (Netherlands)†(b) | 3.875 | % | 9/1/2022 | 4,014 | 4,214,700 | |||||||||
NXP BV/NXP Funding LLC (Netherlands)†(b) | 4.625 | % | 6/1/2023 | 984 | 1,078,710 | |||||||||
Qorvo, Inc. | 7.00 | % | 12/1/2025 | 2,879 | 3,138,110 | |||||||||
Trimble Navigation Ltd. | 4.75 | % | 12/1/2024 | 2,588 | 2,726,326 | |||||||||
Total | 17,424,418 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Energy: Exploration & Production 6.75% | ||||||||||||||
Bill Barrett Corp. | 7.00 | % | 10/15/2022 | $ | 1,207 | $ | 926,373 | |||||||
Bonanza Creek Energy, Inc. | 6.75 | % | 4/15/2021 | 1,270 | 584,200 | |||||||||
Carrizo Oil & Gas, Inc. | 6.25 | % | 4/15/2023 | 1,916 | 1,906,420 | |||||||||
Carrizo Oil & Gas, Inc. | 7.50 | % | 9/15/2020 | 675 | 700,313 | |||||||||
Chaparral Energy, Inc.(f) | 7.625 | % | 11/15/2022 | 859 | 581,973 | |||||||||
Chaparral Energy, Inc.(f) | 8.25 | % | 9/1/2021 | 1,036 | 709,660 | |||||||||
Chesapeake Energy Corp. | 6.625 | % | 8/15/2020 | 1,796 | 1,699,465 | |||||||||
Clayton Williams Energy, Inc. | 7.75 | % | 4/1/2019 | 1,035 | 1,016,887 | |||||||||
Concho Resources, Inc. | 5.50 | % | 4/1/2023 | 4,152 | 4,302,510 | |||||||||
CONSOL Energy, Inc. | 5.875 | % | 4/15/2022 | 520 | 481,000 | |||||||||
CONSOL Energy, Inc. | 8.00 | % | 4/1/2023 | 1,091 | 1,063,725 | |||||||||
Continental Resources, Inc. | 4.50 | % | 4/15/2023 | 1,099 | 1,060,535 | |||||||||
Continental Resources,Inc. | 3.80 | % | 6/1/2024 | 3,075 | 2,829,000 | |||||||||
CrownRock LP/CrownRock Finance, Inc.† | 7.125 | % | 4/15/2021 | 2,840 | 2,982,000 | |||||||||
Denbury Resources, Inc. | 4.625 | % | 7/15/2023 | 467 | 312,890 | |||||||||
Denbury Resources, Inc. | 5.50 | % | 5/1/2022 | 2,244 | 1,621,290 | |||||||||
Diamondback Energy, Inc. | 7.625 | % | 10/1/2021 | 1,840 | 1,951,550 | |||||||||
Eclipse Resources Corp. | 8.875 | % | 7/15/2023 | 1,229 | 1,203,652 | |||||||||
Gulfport Energy Corp. | 6.625 | % | 5/1/2023 | 321 | 330,630 | |||||||||
Gulfport Energy Corp. | 7.75 | % | 11/1/2020 | 1,276 | 1,330,230 | |||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.† | 5.00 | % | 12/1/2024 | 2,703 | 2,601,637 | |||||||||
Kosmos Energy Ltd. † | 7.875 | % | 8/1/2021 | 2,175 | 2,120,625 | |||||||||
Marathon Oil Corp. | 3.85 | % | 6/1/2025 | 562 | 534,667 | |||||||||
MEG Energy Corp. (Canada)†(b) | 6.375 | % | 1/30/2023 | 1,661 | 1,322,571 | |||||||||
MEG Energy Corp. (Canada)†(b) | 7.00 | % | 3/31/2024 | 3,974 | 3,159,330 | |||||||||
Murphy Oil Corp. | 6.875 | % | 8/15/2024 | 517 | 535,065 | |||||||||
Newfield Exploration Co. | 5.625 | % | 7/1/2024 | 2,399 | 2,470,970 | |||||||||
Oasis Petroleum, Inc. | 6.875 | % | 3/15/2022 | 1,168 | 1,124,200 | |||||||||
Occidental Petroleum Corp. | 3.40 | % | 4/15/2026 | 1,474 | 1,556,941 | |||||||||
Parsley Energy LLC/Parsley Finance Corp.† | 7.50 | % | 2/15/2022 | 1,025 | 1,094,187 | |||||||||
PDC Energy, Inc.† | 6.125 | % | 9/15/2024 | 449 | 465,838 | |||||||||
PDC Energy, Inc. | 7.75 | % | 10/15/2022 | 2,550 | 2,734,875 | |||||||||
Pertamina Persero PT (Indonesia)†(b) | 5.625 | % | 5/20/2043 | 800 | 842,662 | |||||||||
Petrobras Argentina SA (Argentina)†(b) | 7.375 | % | 7/21/2023 | 1,019 | 1,054,665 | |||||||||
Range Resources Corp. | 4.875 | % | 5/15/2025 | 2,435 | 2,349,775 | |||||||||
Range Resources Corp.† | 5.875 | % | 7/1/2022 | 2,071 | 2,102,065 | |||||||||
Rice Energy, Inc. | 6.25 | % | 5/1/2022 | 1,758 | 1,823,925 | |||||||||
RSP Permian, Inc. | 6.625 | % | 10/1/2022 | 1,517 | 1,596,642 | |||||||||
Sanchez Energy Corp. | 6.125 | % | 1/15/2023 | 1,149 | 927,818 | |||||||||
Sanchez Energy Corp. | 7.75 | % | 6/15/2021 | 713 | 631,005 | |||||||||
Seven Generations Energy Ltd. (Canada)†(b) | 6.75 | % | 5/1/2023 | 2,022 | 2,107,935 | |||||||||
Seven Generations Energy Ltd. (Canada)†(b) | 6.875 | % | 6/30/2023 | 1,135 | 1,186,075 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Energy: Exploration & Production (continued) | ||||||||||||||
Seven Generations Energy Ltd. (Canada)†(b) | 8.25 | % | 5/15/2020 | $ | 1,723 | $ | 1,841,456 | |||||||
SM Energy Co. | 5.625 | % | 6/1/2025 | 655 | 618,975 | |||||||||
SM Energy Co. | 6.50 | % | 11/15/2021 | 1,225 | 1,258,687 | |||||||||
Southwestern Energy Co. | 6.70 | % | 1/23/2025 | 1,100 | 1,105,500 | |||||||||
Tengizchevroil Finance Co. International Ltd.† | 4.00 | % | 8/15/2026 | 1,040 | 1,031,680 | |||||||||
WPX Energy, Inc. | 6.00 | % | 1/15/2022 | 1,300 | 1,304,062 | |||||||||
YPF SA (Argentina)†(b) | 8.50 | % | 3/23/2021 | 1,066 | 1,192,321 | |||||||||
YPF SA (Argentina)†(b) | 8.50 | % | 7/28/2025 | 1,463 | 1,608,861 | |||||||||
Total | 71,899,318 | |||||||||||||
Environmental 0.10% | ||||||||||||||
Advanced Disposal Services, Inc. | 8.25 | % | 10/1/2020 | 968 | 1,017,610 | |||||||||
Food & Drug Retailers 1.09% | ||||||||||||||
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC† | 5.75 | % | 3/15/2025 | 1,566 | 1,566,000 | |||||||||
BI-LO LLC/BI-LO Finance Corp.† | 9.25 | % | 2/15/2019 | 804 | 695,460 | |||||||||
Ingles Markets, Inc. | 5.75 | % | 6/15/2023 | 961 | 1,001,842 | |||||||||
New Albertson’s, Inc. | 7.45 | % | 8/1/2029 | 950 | 935,750 | |||||||||
New Albertson’s, Inc. | 7.75 | % | 6/15/2026 | 1,700 | 1,708,500 | |||||||||
Rite Aid Corp. | 7.70 | % | 2/15/2027 | 2,175 | 2,794,875 | |||||||||
SMU SA (Chile)†(b) | 7.75 | % | 2/8/2020 | 900 | 877,500 | |||||||||
Tops Holding LLC/Top Markets II Corp.† | 8.00 | % | 6/15/2022 | 2,192 | 1,983,760 | |||||||||
Total | 11,563,687 | |||||||||||||
Food: Wholesale 1.54% | ||||||||||||||
Arcor SAIC (Argentina)†(b) | 6.00 | % | 7/6/2023 | 1,018 | 1,086,715 | |||||||||
Bunge Ltd. Finance Corp. | 3.25 | % | 8/15/2026 | 1,204 | 1,213,944 | |||||||||
Cosan Luxembourg SA (Luxembourg)†(b) | 7.00 | % | 1/20/2027 | 1,200 | 1,254,000 | |||||||||
JBS USA LLC/JBS USA Finance, Inc.† | 5.75 | % | 6/15/2025 | 661 | 652,738 | |||||||||
JBS USA LLC/JBS USA Finance, Inc.† | 5.875 | % | 7/15/2024 | 876 | 876,000 | |||||||||
Kellogg Co. | 3.25 | % | 4/1/2026 | 1,372 | 1,434,080 | |||||||||
Kellogg Co. | 4.50 | % | 4/1/2046 | 1,372 | 1,490,233 | |||||||||
Land O’Lakes, Inc.† | 6.00 | % | 11/15/2022 | 1,274 | 1,419,236 | |||||||||
Marfrig Holdings Europe BV (Netherlands)†(b) | 8.00 | % | 6/8/2023 | 950 | 975,650 | |||||||||
Mead Johnson Nutrition Co. | 4.125 | % | 11/15/2025 | 1,319 | 1,432,725 | |||||||||
Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp. | 4.875 | % | 5/1/2021 | 1,050 | 1,082,813 | |||||||||
Post Holdings, Inc.† | 7.75 | % | 3/15/2024 | 1,397 | 1,571,625 | |||||||||
Post Holdings, Inc.† | 8.00 | % | 7/15/2025 | 418 | 480,439 | |||||||||
TreeHouse Foods, Inc. | 4.875 | % | 3/15/2022 | 232 | 241,280 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Food: Wholesale (continued) | ||||||||||||||
TreeHouse Foods, Inc.† | 6.00 | % | 2/15/2024 | $ | 1,074 | $ | 1,161,262 | |||||||
Total | 16,372,740 | |||||||||||||
Forestry/Paper 0.33% | ||||||||||||||
Klabin Finance SA (Luxembourg)†(b) | 5.25 | % | 7/16/2024 | 1,000 | 1,000,000 | |||||||||
Millar Western Forest Products Ltd. (Canada)(b) | 8.50 | % | 4/1/2021 | 1,010 | 536,563 | |||||||||
Norbord, Inc. (Canada)†(b) | 6.25 | % | 4/15/2023 | 1,475 | 1,574,562 | |||||||||
Suzano Austria GmbH (Austria)†(b) | 5.75 | % | 7/14/2026 | 441 | 445,454 | |||||||||
Total | 3,556,579 | |||||||||||||
Gaming 2.22% | ||||||||||||||
Boyd Gaming Corp. | 6.875 | % | 5/15/2023 | 1,495 | 1,625,812 | |||||||||
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc. | 11.00 | % | 10/1/2021 | 1,050 | 1,131,375 | |||||||||
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc. | 9.375 | % | 5/1/2022 | 1,496 | 1,604,460 | |||||||||
GLP Capital LP/GLP Financing II, Inc. | 5.375 | % | 4/15/2026 | 704 | 758,560 | |||||||||
International Game Technology plc† | 6.50 | % | 2/15/2025 | 1,343 | 1,453,798 | |||||||||
MCE Finance Ltd. (Hong Kong)†(b) | 5.00 | % | 2/15/2021 | 1,750 | 1,763,461 | |||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.† | 5.625 | % | 5/1/2024 | 544 | 591,437 | |||||||||
MGM Resorts International | 6.00 | % | 3/15/2023 | 2,985 | 3,246,187 | |||||||||
MGM Resorts International | 7.75 | % | 3/15/2022 | 762 | 885,825 | |||||||||
Mohegan Tribal Gaming Authority†(g) | 7.875 | % | 10/15/2024 | 2,065 | 2,065,000 | |||||||||
Mohegan Tribal Gaming Authority | 9.75 | % | 9/1/2021 | 1,887 | 2,040,319 | |||||||||
River Rock Entertainment Authority(f) | 9.00 | % | 11/1/2018 | 431 | 89,433 | |||||||||
Scientific Games International, Inc. | 10.00 | % | 12/1/2022 | 1,120 | 1,038,800 | |||||||||
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.† | 6.375 | % | 6/1/2021 | 2,490 | 2,502,450 | |||||||||
Wynn Macau Ltd. (Macau)†(b) | 5.25 | % | 10/15/2021 | 2,780 | 2,821,700 | |||||||||
Total | 23,618,617 | |||||||||||||
Gas Distribution 3.55% | ||||||||||||||
Boardwalk Pipelines LP | 5.95 | % | 6/1/2026 | 1,570 | 1,738,908 | |||||||||
Cheniere Corpus Christi Holdings LLC† | 7.00 | % | 6/30/2024 | 1,017 | 1,103,445 | |||||||||
Columbia Pipeline Group, Inc. | 4.50 | % | 6/1/2025 | 1,024 | 1,114,189 | |||||||||
Dominion Gas Holdings LLC | 3.60 | % | 12/15/2024 | 1,175 | 1,250,977 | |||||||||
Energy Transfer Equity LP | 5.50 | % | 6/1/2027 | 1,097 | 1,097,000 | |||||||||
Energy Transfer Equity LP | 5.875 | % | 1/15/2024 | 1,263 | 1,316,678 | |||||||||
Florida Gas Transmission Co. LLC† | 4.35 | % | 7/15/2025 | 2,895 | 3,021,870 | |||||||||
Genesis Energy LP/Genesis Energy Finance Corp. | 6.75 | % | 8/1/2022 | 1,240 | 1,283,871 | |||||||||
IFM US Colonial Pipeline 2 LLC† | 6.45 | % | 5/1/2021 | 1,400 | 1,582,162 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Gas Distribution (continued) | ||||||||||||||
LBC Tank Terminals Holding Netherlands BV (Belgium)†(b) | 6.875 | % | 5/15/2023 | $ | 1,419 | $ | 1,419,000 | |||||||
Magellan Midstream Partners LP | 5.00 | % | 3/1/2026 | 1,369 | 1,562,551 | |||||||||
MPLX LP | 5.50 | % | 2/15/2023 | 1,355 | 1,401,058 | |||||||||
ONEOK, Inc. | 4.25 | % | 2/1/2022 | 794 | 782,090 | |||||||||
Rockies Express Pipeline LLC† | 5.625 | % | 4/15/2020 | 1,160 | 1,229,600 | |||||||||
Rockies Express Pipeline LLC† | 6.875 | % | 4/15/2040 | 1,800 | 1,863,000 | |||||||||
Sabine Pass Liquefaction LLC | 5.75 | % | 5/15/2024 | 5,053 | 5,463,556 | |||||||||
Southern Star Central Corp.† | 5.125 | % | 7/15/2022 | 1,145 | 1,159,313 | |||||||||
Tesoro Logistics LP/Tesoro Logistics Finance Corp. | 5.50 | % | 10/15/2019 | 700 | 749,000 | |||||||||
Tesoro Logistics LP/Tesoro Logistics Finance Corp. | 5.875 | % | 10/1/2020 | 439 | 452,719 | |||||||||
Tesoro Logistics LP/Tesoro Logistics Finance Corp. | 6.125 | % | 10/15/2021 | 1,300 | 1,360,125 | |||||||||
Tesoro Logistics LP/Tesoro Logistics Finance Corp. | 6.25 | % | 10/15/2022 | 1,350 | 1,447,875 | |||||||||
Transcanada Trust (Canada)(b) | 5.875 | %# | 8/15/2076 | 2,489 | 2,639,584 | |||||||||
Williams Cos., Inc. (The) | 4.55 | % | 6/24/2024 | 1,000 | 1,024,550 | |||||||||
Williams Cos., Inc. (The) | 5.75 | % | 6/24/2044 | 518 | 536,130 | |||||||||
Williams Partners LP/ACMP Finance Corp. | 4.875 | % | 5/15/2023 | 1,158 | 1,172,705 | |||||||||
Total | 37,771,956 | |||||||||||||
Health Facilities 2.37% | ||||||||||||||
Acadia Healthcare Co., Inc. | 6.50 | % | 3/1/2024 | 620 | 651,000 | |||||||||
Amsurg Corp. | 5.625 | % | 11/30/2020 | 2,450 | 2,523,500 | |||||||||
Amsurg Corp. | 5.625 | % | 7/15/2022 | 631 | 647,564 | |||||||||
Ascension Health | 3.945 | % | 11/15/2046 | 1,017 | 1,112,903 | |||||||||
Dignity Health | 3.812 | % | 11/1/2024 | 1,175 | 1,256,370 | |||||||||
Dignity Health | 4.50 | % | 11/1/2042 | 246 | 261,790 | |||||||||
HCA, Inc. | 5.25 | % | 4/15/2025 | 1,375 | 1,469,531 | |||||||||
HCA, Inc. | 5.875 | % | 3/15/2022 | 915 | 1,011,075 | |||||||||
HCA, Inc. | 7.05 | % | 12/1/2027 | 390 | 416,812 | |||||||||
HCA, Inc. | 7.50 | % | 2/15/2022 | 4,467 | 5,137,050 | |||||||||
HCA, Inc. | 7.58 | % | 9/15/2025 | 552 | 625,140 | |||||||||
HCA, Inc. | 7.69 | % | 6/15/2025 | 1,240 | 1,399,848 | |||||||||
HCA, Inc. | 8.36 | % | 4/15/2024 | 261 | 304,347 | |||||||||
MEDNAX, Inc.† | 5.25 | % | 12/1/2023 | 347 | 365,651 | |||||||||
Memorial Sloan-Kettering Cancer Center | 4.20 | % | 7/1/2055 | 1,250 | 1,402,399 | |||||||||
MPT Operating Partnership LP/MPT Finance Corp. | 5.25 | % | 8/1/2026 | 604 | 628,160 | |||||||||
Northwell Healthcare, Inc. | 3.979 | % | 11/1/2046 | 3,001 | 3,042,789 | |||||||||
Tenet Healthcare Corp. | 6.75 | % | 6/15/2023 | 770 | 718,025 | |||||||||
Tenet Healthcare Corp. | 8.125 | % | 4/1/2022 | 2,250 | 2,261,250 | |||||||||
Total | 25,235,204 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Hotels 0.32% | ||||||||||||||
Carlson Travel Holdings, Inc. PIK† | 7.50 | % | 8/15/2019 | $ | 1,150 | $ | 1,144,250 | |||||||
Hilton Domestic Operating Co., Inc.† | 4.25 | % | 9/1/2024 | 1,254 | 1,285,350 | |||||||||
Playa Resorts Holding BV (Netherlands)†(b) | 8.00 | % | 8/15/2020 | 983 | 1,007,575 | |||||||||
Total | 3,437,175 | |||||||||||||
Insurance Brokerage 0.15% | ||||||||||||||
Wayne Merger Sub LLC† | 8.25 | % | 8/1/2023 | 1,550 | 1,579,063 | |||||||||
Insurance-Reinsurance 0.18% | ||||||||||||||
Berkshire Hathaway, Inc. | 2.75 | % | 3/15/2023 | 907 | 943,355 | |||||||||
Berkshire Hathaway, Inc. | 3.125 | % | 3/15/2026 | 907 | 954,456 | |||||||||
Total | 1,897,811 | |||||||||||||
Integrated Energy 0.58% | ||||||||||||||
Exxon Mobil Corp. | 4.114 | % | 3/1/2046 | 1,348 | 1,510,755 | |||||||||
Gazprom OAO via Gaz Capital SA (Luxembourg)†(b) | 4.95 | % | 2/6/2028 | 1,300 | 1,310,296 | |||||||||
Shell International Finance BV (Netherlands)(b) | 6.375 | % | 12/15/2038 | 2,473 | 3,370,325 | |||||||||
Total | 6,191,376 | |||||||||||||
Investments & Miscellaneous Financial Services 0.99% | ||||||||||||||
CME Group, Inc. | 3.00 | % | 3/15/2025 | 1,575 | 1,654,708 | |||||||||
Double Eagle Acquisition Sub, Inc.†(g) | 7.50 | % | 10/1/2024 | 693 | 707,726 | |||||||||
FMR LLC† | 5.35 | % | 11/15/2021 | 800 | 910,476 | |||||||||
GrupoSura Finance SA† | 5.50 | % | 4/29/2026 | 1,015 | 1,079,706 | |||||||||
Intercontinental Exchange, Inc. | 3.75 | % | 12/1/2025 | 1,945 | 2,113,518 | |||||||||
Nasdaq, Inc. | 3.85 | % | 6/30/2026 | 557 | 583,988 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 4.875 | % | 4/15/2045 | 456 | 391,263 | |||||||||
OM Asset Management plc (United Kingdom)(b) | 4.80 | % | 7/27/2026 | 1,571 | 1,575,418 | |||||||||
Unifin Financiera SAB de CV SOFOM ENR (Mexico)†(b) | 7.25 | % | 9/27/2023 | 1,500 | 1,501,350 | |||||||||
Total | 10,518,153 | |||||||||||||
Life Insurance 0.43% | ||||||||||||||
CNO Financial Group, Inc. | 5.25 | % | 5/30/2025 | 1,480 | 1,476,300 | |||||||||
Teachers Insurance & Annuity Association of America† | 4.90 | % | 9/15/2044 | 1,424 | 1,605,419 | |||||||||
TIAA Asset Management Finance Co. LLC† | 4.125 | % | 11/1/2024 | 1,453 | 1,534,426 | |||||||||
Total | 4,616,145 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Machinery 0.11% | ||||||||||||||
Milacron LLC/Mcron Finance Corp.† | 7.75 | % | 2/15/2021 | $ | 1,125 | $ | 1,175,625 | |||||||
Managed Care 0.37% | ||||||||||||||
Centene Corp. | 5.625 | % | 2/15/2021 | 681 | 723,563 | |||||||||
Centene Corp. | 6.125 | % | 2/15/2024 | 1,948 | 2,118,450 | |||||||||
MPH Acquisition Holdings LLC† | 7.125 | % | 6/1/2024 | 1,034 | 1,114,135 | |||||||||
Total | 3,956,148 | |||||||||||||
Media: Content 1.02% | ||||||||||||||
Activision Blizzard, Inc.† | 3.40 | % | 9/15/2026 | 1,501 | 1,510,527 | |||||||||
AMC Networks, Inc. | 4.75 | % | 12/15/2022 | 2,385 | 2,423,756 | |||||||||
iHeartCommunications, Inc. | 9.00 | % | 3/1/2021 | 2,025 | 1,516,219 | |||||||||
Netflix, Inc. | 5.50 | % | 2/15/2022 | 1,266 | 1,368,862 | |||||||||
Netflix, Inc. | 5.875 | % | 2/15/2025 | 1,661 | 1,802,185 | |||||||||
Sirius XM Radio, Inc.† | 6.00 | % | 7/15/2024 | 816 | 872,100 | |||||||||
Univision Communications, Inc.† | 5.125 | % | 2/15/2025 | 1,366 | 1,379,660 | |||||||||
Total | 10,873,309 | |||||||||||||
Media: Diversified 0.30% | ||||||||||||||
Viacom, Inc. | 4.85 | % | 12/15/2034 | 2,562 | 2,619,886 | |||||||||
Viacom, Inc. | 5.25 | % | 4/1/2044 | 506 | 531,697 | |||||||||
Total | 3,151,583 | |||||||||||||
Medical Products 1.86% | ||||||||||||||
Boston Scientific Corp. | 7.00 | % | 11/15/2035 | 2,396 | 3,153,548 | |||||||||
Crimson Merger Sub, Inc.† | 6.625 | % | 5/15/2022 | 1,225 | 1,084,125 | |||||||||
Edwards Lifesciences Corp. | 2.875 | % | 10/15/2018 | 552 | 562,874 | |||||||||
Fresenius Medical Care US Finance II, Inc.† | 4.75 | % | 10/15/2024 | 475 | 501,125 | |||||||||
Fresenius Medical Care US Finance II, Inc.† | 5.875 | % | 1/31/2022 | 2,425 | 2,758,438 | |||||||||
Grifols Worldwide Operations Ltd. (Ireland)(b) | 5.25 | % | 4/1/2022 | 2,463 | 2,561,520 | |||||||||
Hologic, Inc.† | 5.25 | % | 7/15/2022 | 1,030 | 1,096,950 | |||||||||
Kinetic Concepts, Inc./KCI USA, Inc.† | 7.875 | % | 2/15/2021 | 640 | 694,400 | |||||||||
Medtronic, Inc. | 3.15 | % | 3/15/2022 | 1,914 | 2,036,655 | |||||||||
Medtronic, Inc. | 4.375 | % | 3/15/2035 | 1,779 | 2,019,869 | |||||||||
Sterigenics-Nordion Holdings LLC† | 6.50 | % | 5/15/2023 | 1,483 | 1,546,028 | |||||||||
Stryker Corp. | 3.50 | % | 3/15/2026 | 635 | 674,010 | |||||||||
Stryker Corp. | 4.625 | % | 3/15/2046 | 972 | 1,094,776 | |||||||||
Total | 19,784,318 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Metals/Mining (Excluding Steel) 4.57% | ||||||||||||||
Alcoa Nederland Holding BV (Netherlands)†(b) | 6.75 | % | 9/30/2024 | $ | 991 | $ | 1,031,879 | |||||||
Aleris International, Inc. | 7.875 | % | 11/1/2020 | 1,193 | 1,213,877 | |||||||||
Aleris International, Inc.† | 9.50 | % | 4/1/2021 | 1,411 | 1,523,880 | |||||||||
ALROSA Finance SA (Luxembourg)†(b) | 7.75 | % | 11/3/2020 | 900 | 1,029,997 | |||||||||
Anglo American Capital plc (United Kingdom)†(b) | 3.625 | % | 5/14/2020 | 440 | 442,200 | |||||||||
Anglo American Capital plc (United Kingdom)†(b) | 4.125 | % | 4/15/2021 | 717 | 722,378 | |||||||||
Anglo American Capital plc (United Kingdom)†(b) | 4.875 | % | 5/14/2025 | 220 | 225,500 | |||||||||
Anglo American Capital plc (United Kingdom)†(b) | 9.375 | % | 4/8/2019 | 817 | 943,635 | |||||||||
AngloGold Ashanti Holdings plc (Isle of Man)(b) | 6.50 | % | 4/15/2040 | 728 | 746,200 | |||||||||
Coeur Mining, Inc. | 7.875 | % | 2/1/2021 | 1,763 | 1,815,890 | |||||||||
Federal Republic of Brazil†(b) | 5.333 | % | 2/15/2028 | 1,550 | 1,534,500 | |||||||||
First Quantum Minerals Ltd. (Canada)†(b) | 6.75 | % | 2/15/2020 | 440 | 409,200 | |||||||||
First Quantum Minerals Ltd. (Canada)†(b) | 7.25 | % | 10/15/2019 | 220 | 210,100 | |||||||||
FMG Resources (August 2006) Pty Ltd. (Australia)†(b) | 9.75 | % | 3/1/2022 | 1,775 | 2,067,875 | |||||||||
Freeport-McMoRan, Inc. | 3.55 | % | 3/1/2022 | 2,887 | 2,641,605 | |||||||||
Freeport-McMoRan, Inc. | 3.875 | % | 3/15/2023 | 4,092 | 3,692,703 | |||||||||
Fresnillo plc (Mexico)†(b) | 5.50 | % | 11/13/2023 | 1,393 | 1,544,489 | |||||||||
Glencore Funding LLC† | 4.125 | % | 5/30/2023 | 1,141 | 1,136,932 | |||||||||
Imperial Metals Corp. (Canada)†(b) | 7.00 | % | 3/15/2019 | 1,050 | 992,250 | |||||||||
Indo Energy Finance BV (Netherlands)†(b) | 7.00 | % | 5/7/2018 | 500 | 437,500 | |||||||||
Indo Energy Finance II BV (Netherlands)†(b) | 6.375 | % | 1/24/2023 | 708 | 501,049 | |||||||||
Kinross Gold Corp. (Canada)(b) | 5.125 | % | 9/1/2021 | 1,825 | 1,888,875 | |||||||||
Kinross Gold Corp. (Canada)(b) | 5.95 | % | 3/15/2024 | 2,299 | 2,412,341 | |||||||||
Kissner Milling Co. Ltd. (Canada)†(b) | 7.25 | % | 6/1/2019 | 313 | 327,085 | |||||||||
Lundin Mining Corp. (Canada)†(b) | 7.875 | % | 11/1/2022 | 1,150 | 1,230,500 | |||||||||
Mirabela Nickel Ltd. (Australia)(b) | 1.00 | % | 9/10/2044 | 15 | 2 | |||||||||
MMC Norilsk Nickel OJSC via MMC Finance Ltd. (Ireland)†(b) | 6.625 | % | 10/14/2022 | 1,500 | 1,700,244 | |||||||||
New Gold, Inc. (Canada)†(b) | 6.25 | % | 11/15/2022 | 2,498 | 2,566,695 | |||||||||
New Gold, Inc. (Canada)†(b) | 7.00 | % | 4/15/2020 | 771 | 796,057 | |||||||||
Newmont Mining Corp. | 4.875 | % | 3/15/2042 | 506 | 535,124 | |||||||||
Newmont Mining Corp. | 6.25 | % | 10/1/2039 | 2,384 | 2,821,078 | |||||||||
Novelis Corp.† | 5.875 | % | 9/30/2026 | 1,000 | 1,026,250 | |||||||||
Novelis Corp.† | 6.25 | % | 8/15/2024 | 974 | 1,036,092 | |||||||||
Teck Resources Ltd. (Canada)(b) | 3.00 | % | 3/1/2019 | 321 | 317,790 | |||||||||
Teck Resources Ltd. (Canada)(b) | 4.75 | % | 1/15/2022 | 2,605 | 2,565,925 | |||||||||
Teck Resources Ltd. (Canada)†(b) | 8.50 | % | 6/1/2024 | 1,169 | 1,341,427 | |||||||||
Thompson Creek Metals Co., Inc. | 7.375 | % | 6/1/2018 | 1,144 | 1,161,875 | |||||||||
Vale Overseas Ltd. (Brazil)(b) | 6.25 | % | 8/10/2026 | 755 | 790,636 | |||||||||
Volcan Cia Minera SAA (Peru)†(b) | 5.375 | % | 2/2/2022 | 1,293 | 1,268,756 | |||||||||
Total | 48,650,391 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Monoline Insurance 0.12% | ||||||||||||||
MGIC Investment Corp. | 5.75 | % | 8/15/2023 | $ | 1,204 | $ | 1,255,170 | |||||||
Non-Electric Utilities 0.14% | ||||||||||||||
Brooklyn Union Gas Co. (The)† | 3.407 | % | 3/10/2026 | 1,368 | 1,453,869 | |||||||||
Oil Field Equipment & Services 1.18% | ||||||||||||||
Forum Energy Technologies, Inc. | 6.25 | % | 10/1/2021 | 1,300 | 1,238,250 | |||||||||
FTS International, Inc. | 6.25 | % | 5/1/2022 | 303 | 117,413 | |||||||||
FTS International, Inc.† | 8.35 | %# | 6/15/2020 | 1,102 | 936,469 | |||||||||
Halliburton Co. | 3.80 | % | 11/15/2025 | 971 | 1,005,765 | |||||||||
Halliburton Co. | 5.00 | % | 11/15/2045 | 506 | 554,480 | |||||||||
Nabors Industries, Inc. | 4.625 | % | 9/15/2021 | 1,227 | 1,157,536 | |||||||||
Oceaneering International, Inc. | 4.65 | % | 11/15/2024 | 1,570 | 1,583,077 | |||||||||
Precision Drilling Corp. (Canada)(b) | 5.25 | % | 11/15/2024 | 1,861 | 1,526,020 | |||||||||
Precision Drilling Corp. (Canada)(b) | 6.50 | % | 12/15/2021 | 377 | 343,070 | |||||||||
SESI LLC | 6.375 | % | 5/1/2019 | 535 | 533,662 | |||||||||
SESI LLC | 7.125 | % | 12/15/2021 | 615 | 604,237 | |||||||||
Weatherford International Ltd. | 4.50 | % | 4/15/2022 | 1,487 | 1,263,950 | |||||||||
Weatherford International Ltd. | 7.75 | % | 6/15/2021 | 1,750 | 1,739,062 | |||||||||
Total | 12,602,991 | |||||||||||||
Oil Refining & Marketing 0.33% | ||||||||||||||
Citgo Holding, Inc.† | 10.75 | % | 2/15/2020 | 1,987 | 1,995,693 | |||||||||
Northern Tier Energy LLC/Northern Tier Finance Corp. | 7.125 | % | 11/15/2020 | 1,478 | 1,518,645 | |||||||||
Total | 3,514,338 | |||||||||||||
Packaging 1.17% | ||||||||||||||
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc. (Ireland)†(b) | 7.25 | % | 5/15/2024 | 1,297 | 1,387,790 | |||||||||
Ball Corp. | 4.00 | % | 11/15/2023 | 1,006 | 1,017,318 | |||||||||
BWAY Holding Co.† | 9.125 | % | 8/15/2021 | 1,052 | 1,096,710 | |||||||||
Coveris Holdings SA (Luxembourg)†(b) | 7.875 | % | 11/1/2019 | 1,598 | 1,641,945 | |||||||||
Crown Cork & Seal Co., Inc. | 7.375 | % | 12/15/2026 | 1,295 | 1,455,256 | |||||||||
Graphic Packaging International, Inc. | 4.875 | % | 11/15/2022 | 969 | 1,019,873 | |||||||||
Pactiv LLC | 7.95 | % | 12/15/2025 | 825 | 903,375 | |||||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA† | 7.00 | % | 7/15/2024 | 881 | 946,524 | |||||||||
Sealed Air Corp.† | 4.875 | % | 12/1/2022 | 975 | 1,027,406 | |||||||||
Sealed Air Corp.† | 6.875 | % | 7/15/2033 | 1,850 | 1,993,375 | |||||||||
Total | 12,489,572 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Personal & Household Products 0.82% | ||||||||||||||
Brunswick Corp.† | 4.625 | % | 5/15/2021 | $ | 590 | $ | 609,175 | |||||||
FGI Operating Co. LLC/FGI Finance, Inc. | 7.875 | % | 5/1/2020 | 1,582 | 1,320,970 | |||||||||
Gibson Brands, Inc.† | 8.875 | % | 8/1/2018 | 2,225 | 1,668,750 | |||||||||
Newell Brands, Inc. | 5.50 | % | 4/1/2046 | 1,815 | 2,206,993 | |||||||||
SC Johnson & Son, Inc.† | 4.75 | % | 10/15/2046 | 805 | 962,885 | |||||||||
Spectrum Brands, Inc. | 5.75 | % | 7/15/2025 | 817 | 886,445 | |||||||||
Springs Industries, Inc. | 6.25 | % | 6/1/2021 | 1,007 | 1,047,280 | |||||||||
Total | 8,702,498 | |||||||||||||
Pharmaceuticals 0.31% | ||||||||||||||
Jaguar Holding Co. II/Pharmaceutical Product Development LLC† | 6.375 | % | 8/1/2023 | 1,225 | 1,277,062 | |||||||||
Pfizer, Inc. | 5.60 | % | 9/15/2040 | 1,578 | 2,072,290 | |||||||||
Total | 3,349,352 | |||||||||||||
Property & Casualty 0.34% | ||||||||||||||
Allstate Corp. (The) | 5.75 | %# | 8/15/2053 | 974 | 1,047,659 | |||||||||
Chubb INA Holdings, Inc. | 4.35 | % | 11/3/2045 | 876 | 1,015,163 | |||||||||
Hanover Insurance Group, Inc. (The) | 4.50 | % | 4/15/2026 | 1,526 | 1,588,958 | |||||||||
Total | 3,651,780 | |||||||||||||
Rail 0.62% | ||||||||||||||
Central Japan Railway Co. (Japan)†(b) | 4.25 | % | 11/24/2045 | 1,524 | 1,718,807 | |||||||||
Florida East Coast Holdings Corp.† | 6.75 | % | 5/1/2019 | 1,830 | 1,884,900 | |||||||||
Florida East Coast Holdings Corp.† | 9.75 | % | 5/1/2020 | 1,608 | 1,467,300 | |||||||||
Kansas City Southern | 3.125 | % | 6/1/2026 | 509 | 517,878 | |||||||||
Watco Cos. LLC/Watco Finance Corp.† | 6.375 | % | 4/1/2023 | 962 | 976,430 | |||||||||
Total | 6,565,315 | |||||||||||||
Real Estate Investment Trusts 1.14% | ||||||||||||||
Brixmor Operating Partnership LP | 3.25 | % | 9/15/2023 | 1,504 | 1,509,720 | |||||||||
Brixmor Operating Partnership LP | 3.85 | % | 2/1/2025 | 1,520 | 1,548,334 | |||||||||
Brixmor Operating Partnership LP | 3.875 | % | 8/15/2022 | 1,531 | 1,606,916 | |||||||||
CubeSmart LP | 4.00 | % | 11/15/2025 | 878 | 937,983 | |||||||||
Digital Realty Trust LP | 4.75 | % | 10/1/2025 | 1,289 | 1,401,165 | |||||||||
Healthcare Trust of America Holdings LP | 3.50 | % | 8/1/2026 | 1,010 | 1,025,344 | |||||||||
Jababeka International BV (Netherlands)†(b) | 7.50 | % | 9/24/2019 | 1,000 | 1,069,599 | |||||||||
Tanger Properties LP | 3.125 | % | 9/1/2026 | 1,206 | 1,205,240 | |||||||||
VEREIT Operating Partnership LP | 4.60 | % | 2/6/2024 | 730 | 759,200 | |||||||||
VEREIT Operating Partnership LP | 4.875 | % | 6/1/2026 | 1,025 | 1,086,500 | |||||||||
Total | 12,150,001 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Recreation & Travel 0.33% | ||||||||||||||
Royal Caribbean Cruises Ltd. | 7.50 | % | 10/15/2027 | $ | 2,950 | $ | 3,558,438 | |||||||
Restaurants 0.73% | ||||||||||||||
Arcos Dorados Holdings, Inc. (Uruguay)†(b) | 6.625 | % | 9/27/2023 | 1,080 | 1,122,000 | |||||||||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC† | 5.00 | % | 6/1/2024 | 1,515 | 1,586,962 | |||||||||
McDonald’s Corp. | 3.70 | % | 1/30/2026 | 835 | 900,072 | |||||||||
McDonald’s Corp. | 4.60 | % | 5/26/2045 | 1,012 | 1,140,254 | |||||||||
McDonald’s Corp. | 4.875 | % | 12/9/2045 | 879 | 1,024,325 | |||||||||
PF Chang’s China Bistro, Inc.† | 10.25 | % | 6/30/2020 | 1,093 | 1,035,618 | |||||||||
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC† | 5.875 | % | 5/15/2021 | 975 | 989,625 | |||||||||
Total | 7,798,856 | |||||||||||||
Software/Services 2.04% | ||||||||||||||
Alibaba Group Holding Ltd. (China)(b) | 3.125 | % | 11/28/2021 | 2,150 | 2,245,662 | |||||||||
Alliance Data Systems Corp.† | 6.375 | % | 4/1/2020 | 1,129 | 1,154,403 | |||||||||
Camelot Finance SA (Luxembourg)†(b)(g) | 7.875 | % | 10/15/2024 | 923 | 954,151 | |||||||||
Cengage Learning, Inc.† | 9.50 | % | 6/15/2024 | 1,616 | 1,652,360 | |||||||||
First Data Corp.† | 7.00 | % | 12/1/2023 | 2,996 | 3,175,760 | |||||||||
MasterCard, Inc. | 3.375 | % | 4/1/2024 | 1,300 | 1,402,874 | |||||||||
Microsoft Corp. | 2.375 | % | 2/12/2022 | 1,900 | 1,956,956 | |||||||||
Microsoft Corp. | 4.00 | % | 2/12/2055 | 3,175 | 3,258,490 | |||||||||
MSCI, Inc.† | 5.75 | % | 8/15/2025 | 961 | 1,030,673 | |||||||||
Oracle Corp. | 4.375 | % | 5/15/2055 | 2,047 | 2,180,685 | |||||||||
Priceline Group, Inc. (The) | 3.60 | % | 6/1/2026 | 1,015 | 1,066,329 | |||||||||
VeriSign, Inc. | 4.625 | % | 5/1/2023 | 872 | 888,350 | |||||||||
VeriSign, Inc. | 5.25 | % | 4/1/2025 | 741 | 781,755 | |||||||||
Total | 21,748,448 | |||||||||||||
Specialty Retail 0.88% | ||||||||||||||
Brookstone Holdings Corp. PIK | 10.00 | % | 7/7/2021 | 40 | 8,684 | |||||||||
Hot Topic, Inc.† | 9.25 | % | 6/15/2021 | 1,017 | 1,083,105 | |||||||||
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.† | 7.875 | % | 10/1/2022 | 1,475 | 1,508,188 | |||||||||
Neiman Marcus Group Ltd. LLC† | 8.00 | % | 10/15/2021 | 1,930 | 1,621,200 | |||||||||
O’ Reilly Automotive, Inc. | 3.55 | % | 3/15/2026 | 966 | 1,026,064 | |||||||||
PetSmart, Inc.† | 7.125 | % | 3/15/2023 | 2,950 | 3,097,500 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Specialty Retail 0.88% (continued) | ||||||||||||||
William Carter Co. (The) | 5.25 | % | 8/15/2021 | $ | 1,000 | $ | 1,050,630 | |||||||
Total | 9,395,371 | |||||||||||||
Steel Producers/Products 0.86% | ||||||||||||||
ArcelorMittal (Luxembourg)(b) | 6.125 | % | 6/1/2025 | 1,508 | 1,651,260 | |||||||||
Gerdau Trade, Inc.† | 4.75 | % | 4/15/2023 | 350 | 340,375 | |||||||||
GTL Trade Finance, Inc.† | 5.893 | % | 4/29/2024 | 1,850 | 1,831,500 | |||||||||
Joseph T Ryerson & Son, Inc.† | 11.00 | % | 5/15/2022 | 1,082 | 1,192,905 | |||||||||
Steel Dynamics, Inc. | 5.125 | % | 10/1/2021 | 1,150 | 1,200,313 | |||||||||
Steel Dynamics, Inc. | 5.50 | % | 10/1/2024 | 1,132 | 1,188,600 | |||||||||
U.S. Steel Corp.† | 8.375 | % | 7/1/2021 | 1,009 | 1,106,116 | |||||||||
Zekelman Industries, Inc.† | 9.875 | % | 6/15/2023 | 632 | 668,340 | |||||||||
Total | 9,179,409 | |||||||||||||
Support: Services 1.29% | ||||||||||||||
AECOM | 5.875 | % | 10/15/2024 | 999 | 1,071,427 | |||||||||
BakerCorp International, Inc. | 8.25 | % | 6/1/2019 | 507 | 411,938 | |||||||||
BlueLine Rental Finance Corp.† | 7.00 | % | 2/1/2019 | 1,097 | 962,617 | |||||||||
Cleveland Clinic Foundation (The) | 4.858 | % | 1/1/2114 | 1,100 | 1,240,721 | |||||||||
FTI Consulting, Inc. | 6.00 | % | 11/15/2022 | 1,325 | 1,396,219 | |||||||||
Jurassic Holdings III, Inc.† | 6.875 | % | 2/15/2021 | 1,550 | 1,150,875 | |||||||||
Leidos Holdings, Inc. | 4.45 | % | 12/1/2020 | 450 | 470,115 | |||||||||
Metropolitan Museum of Art (The) | 3.40 | % | 7/1/2045 | 1,350 | 1,402,231 | |||||||||
Monitronics International, Inc. | 9.125 | % | 4/1/2020 | 1,185 | 1,119,825 | |||||||||
NES Rentals Holdings, Inc.† | 7.875 | % | 5/1/2018 | 700 | 689,500 | |||||||||
Sotheby’s† | 5.25 | % | 10/1/2022 | 837 | 834,908 | |||||||||
Total System Services, Inc. | 4.80 | % | 4/1/2026 | 1,311 | 1,454,451 | |||||||||
United Rentals North America, Inc. | 6.125 | % | 6/15/2023 | 1,398 | 1,473,142 | |||||||||
Total | 13,677,969 | |||||||||||||
Technology Hardware & Equipment 1.11% | ||||||||||||||
CDW LLC/CDW Finance Corp. | 5.50 | % | 12/1/2024 | 1,425 | 1,528,312 | |||||||||
CommScope Technologies Finance LLC† | 6.00 | % | 6/15/2025 | 2,852 | 3,055,205 | |||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 4.42 | % | 6/15/2021 | 1,015 | 1,061,901 | |||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 5.875 | % | 6/15/2021 | 2,614 | 2,778,421 | |||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 7.125 | % | 6/15/2024 | 3,080 | 3,389,611 | |||||||||
Total | 11,813,450 | |||||||||||||
Telecommunications: Satellite 0.12% | ||||||||||||||
Intelsat Luxembourg SA (Luxembourg)(b) | 6.75 | % | 6/1/2018 | 1,966 | 1,307,390 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Telecommunications: Wireless 2.67% | ||||||||||||||
Comcel Trust via Comunicaciones Celulares SA† | 6.875 | % | 2/6/2024 | $ | 2,625 | $ | 2,712,150 | |||||||
Crown Castle International Corp. | 4.875 | % | 4/15/2022 | 933 | 1,043,094 | |||||||||
Digicel Group Ltd. (Jamaica)†(b) | 7.125 | % | 4/1/2022 | 1,245 | 958,277 | |||||||||
Digicel Ltd. (Jamaica)†(b) | 6.75 | % | 3/1/2023 | 370 | 328,375 | |||||||||
Digicel Ltd. (Jamaica)†(b) | 7.00 | % | 2/15/2020 | 1,900 | 1,824,000 | |||||||||
GTH Finance BV (Netherlands)†(b) | 7.25 | % | 4/26/2023 | 1,939 | 2,109,242 | |||||||||
SBA Communications Corp. | 4.875 | % | 7/15/2022 | 900 | 933,750 | |||||||||
T-Mobile USA, Inc. | 6.50 | % | 1/15/2024 | 9,137 | 9,918,853 | |||||||||
T-Mobile USA, Inc. | 6.50 | % | 1/15/2026 | 1,978 | 2,195,580 | |||||||||
T-Mobile USA, Inc. | 6.633 | % | 4/28/2021 | 2,750 | 2,904,687 | |||||||||
T-Mobile USA, Inc. | 6.836 | % | 4/28/2023 | 103 | 111,369 | |||||||||
Telefonica Celular del Paraguay SA (Paraguay)†(b) | 6.75 | % | 12/13/2022 | 635 | 660,400 | |||||||||
Wind Acquisition Finance SA (Italy)†(b) | 7.375 | % | 4/23/2021 | 2,550 | 2,671,125 | |||||||||
Total | 28,370,902 | |||||||||||||
Telecommunications: Wireline Integrated & Services 2.44% | ||||||||||||||
Columbus Cable Barbados Ltd. (Barbados)†(b) | 7.375 | % | 3/30/2021 | 1,366 | 1,453,902 | |||||||||
Communications Sales & Leasing, Inc./CSL Capital LLC | 8.25 | % | 10/15/2023 | 959 | 1,011,256 | |||||||||
Consolidated Communications, Inc. | 6.50 | % | 10/1/2022 | 845 | 823,875 | |||||||||
Equinix, Inc. | 5.375 | % | 4/1/2023 | 785 | 827,194 | |||||||||
Equinix, Inc. | 5.875 | % | 1/15/2026 | 5,121 | 5,517,877 | |||||||||
Frontier Communications Corp. | 6.875 | % | 1/15/2025 | 896 | 796,320 | |||||||||
Frontier Communications Corp. | 9.25 | % | 7/1/2021 | 1,925 | 2,081,406 | |||||||||
Frontier Communications Corp. | 10.50 | % | 9/15/2022 | 1,922 | 2,044,527 | |||||||||
Frontier Communications Corp. | 11.00 | % | 9/15/2025 | 4,798 | 5,025,905 | |||||||||
GCI, Inc. | 6.875 | % | 4/15/2025 | 1,480 | 1,524,400 | |||||||||
Sable International Finance Ltd.† | 6.875 | % | 8/1/2022 | 1,465 | 1,527,263 | |||||||||
Telecom Italia SpA (Italy)†(b) | 5.303 | % | 5/30/2024 | 975 | 1,000,467 | |||||||||
Windstream Services LLC | 7.75 | % | 10/1/2021 | 337 | 337,843 | |||||||||
Windstream Services LLC | 7.75 | % | 10/15/2020 | 213 | 217,793 | |||||||||
Zayo Group LLC/Zayo Capital, Inc. | 6.00 | % | 4/1/2023 | 1,729 | 1,824,095 | |||||||||
Total | 26,014,123 | |||||||||||||
Transportation Infrastructure 0.22% | ||||||||||||||
Autoridad del Canal de Panama (Panama)†(b) | 4.95 | % | 7/29/2035 | 1,000 | 1,140,000 | |||||||||
DP World Ltd. (United Arab Emirates)†(b) | 6.85 | % | 7/2/2037 | 1,030 | 1,196,294 | |||||||||
Total | 2,336,294 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||
Trucking & Delivery 0.14% | ||||||||||||||
FedEx Corp. | 4.55 | % | 4/1/2046 | $ | 1,361 | $ | 1,518,111 | |||||||
Total High Yield Corporate
Bonds (cost $725,352,464) | 761,643,436 | |||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.42% | ||||||||||||||
Citigroup Commercial Mortgage Trust 2015-101A D† | 4.779 | %# | 1/14/2043 | 775 | 753,911 | |||||||||
Commercial Mortgage Pass-Through Certificates 2014-UBS5 C | 4.765 | %# | 9/10/2047 | 610 | 641,202 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 D | 4.591 | %# | 7/10/2050 | 1,237 | 960,041 | |||||||||
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1 B† | 6.00 | %# | 1/25/2051 | 775 | 737,232 | |||||||||
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1 C† | 6.38 | %# | 1/25/2051 | 750 | 634,184 | |||||||||
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2014-1A XB IO† | 0.342 | %# | 8/25/2047 | 2,000 | 65,956 | |||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 LNC4† | 4.75 | % | 12/15/2046 | 750 | 700,674 | |||||||||
Total Non-Agency
Commercial Mortgage-Backed Securities (cost $4,980,963) | 4,493,200 |
Dividend Rate | Shares (000) | |||||||||||||
PREFERRED STOCK 0.04% | ||||||||||||||
Energy: Exploration & Production | ||||||||||||||
Templar Energy LLC
(cost $379,030) | Zero Coupon | 38 | 369,554 | |||||||||||
Total Long-Term Investments (cost $969,354,079) | $ | 1,031,489,855 | ||||||||||||
SHORT-TERM INVESTMENTS 1.96% |
Interest Rate | Principal Amount (000) | |||||||||||||
High Yield Corporate Bond 0.09% | ||||||||||||||
Caesars Entertainment Operating Co., Inc.(f)
(cost $1,005,409) | 11.25 | % | 6/1/2017 | $ | 963 | 996,705 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investments | Principal Amount (000) |
Fair Value | ||||||||||||
REPURCHASE AGREEMENT | ||||||||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $20,310,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $20,310,000; proceeds: $19,909,051 (cost $19,909,002) | $ | 19,909 | $ | 19,909,002 | ||||||||||
Total
Investments in Securities 98.87% (cost $990,268,490) |
1,052,395,562 | |||||||||||||
Cash and Other Assets in Excess of Liabilities(h) 1.13% | 12,057,542 | |||||||||||||
Net Assets 100.00% | $ | 1,064,453,104 |
AUD | Australian dollar. | |
CAD | Canadian dollar. | |
EUR | euro. | |
GBP | British pound. | |
HKD | Hong Kong dollar. | |
MXN | Mexican peso. | |
ADR | American Depositary Receipt. | |
IO | Interest Only. | |
PIK | Payment-in-kind. | |
Unit | 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, 2016. | |
* | Non-income producing security. | |
(a) | Investment in non-U.S. dollar denominated securities. | |
(b) | Foreign security traded in U.S. dollars. | |
(c) | 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, 2016. | |
(d) | Interest rate to be determined. | |
(e) | Security is perpetual in nature and has no stated maturity. | |
(f) | Defaulted (non-income producing security). | |
(g) | Securities purchased on a when-issued basis (See Note 2(i)). | |
(h) | 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, 2016:
Forward Foreign Currency Exchange Contracts | Transaction Type | Counterparty | Expiration Date | Foreign Currency | U.S.
$ Cost on Origination Date | U.S.
$ Current Value | Unrealized Appreciation | ||||||||||||
British pound | Buy | J.P. Morgan | 10/19/2016 | 100,000 | $ | 129,652 | $ | 129,657 | $ | 5 | |||||||||
British pound | Sell | J.P. Morgan | 10/19/2016 | 2,390,000 | 3,163,965 | 3,098,801 | 65,164 | ||||||||||||
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts | $ | 65,169 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Forward Foreign Currency Exchange Contracts | Transaction Type | Counterparty | Expiration Date | Foreign Currency | U.S. $ Cost on Origination Date | U.S. $ Current Value | Unrealized Depreciation | ||||||||||||
British pound | Sell | Standard Chartered Bank | 10/19/2016 | 850,000 | $ | 1,100,653 | $ | 1,102,084 | $ | (1,431 | ) | ||||||||
euro | Sell | Goldman Sachs | 11/16/2016 | 6,200,000 | 6,954,013 | 6,978,359 | (24,346 | ) | |||||||||||
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts | $ | (25,777 | ) |
Open Futures Contracts at September 30, 2016:
Type | Expiration | Contracts | Position | Fair Value | Unrealized Appreciation | |||||||||||
Long U.S. Treasury Bond | December 2016 | 435 | Short | $ | (73,147,969 | ) | $ | 291,191 | ||||||||
U.S. 5-Year Treasury Note | December 2016 | 843 | Long | 102,437,672 | 241,956 | |||||||||||
Totals | $ | 29,289,703 | $ | 533,147 |
Type | Expiration | Contracts | Position | Fair Value | Unrealized Depreciation | |||||||||||
U.S. 10-Year Treasury Note | December 2016 | 619 | Short | $ | (81,166,375 | ) | $ | (89,324 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | — | $ | 21,324,306 | $ | — | $ | 21,324,306 | ||||||||
Common Stocks | ||||||||||||||||
Auto Parts & Equipment | — | 1,709,906 | — | 1,709,906 | ||||||||||||
Energy: Exploration & Production | 10,138,744 | — | 335,090 | (4) | 10,473,834 | |||||||||||
Metals/Mining (Excluding Steel) | 6,238,995 | 4,317,619 | 19,595 | (5) | 10,576,209 | |||||||||||
Software/Services | 16,118,800 | 1,290,014 | — | 17,408,814 | ||||||||||||
Specialty Retail | 5,766,255 | 1,029,422 | — | 6,795,677 | ||||||||||||
Remaining Industries | 99,988,972 | — | — | 99,988,972 | ||||||||||||
Convertible Bonds | — | 2,256,799 | — | 2,256,799 | ||||||||||||
Convertible Preferred Stocks | ||||||||||||||||
Building & Construction | — | 817,800 | — | 817,800 | ||||||||||||
Diversified Capital Goods | 1,094,687 | — | — | 1,094,687 | ||||||||||||
Electric: Integrated | 2,575,656 | — | — | 2,575,656 | ||||||||||||
Energy: Exploration & Production | 1,043,389 | — | — | 1,043,389 | ||||||||||||
Software/Services | — | 1,692,454 | — | 1,692,454 | ||||||||||||
Floating Rate Loans(6) | ||||||||||||||||
Auto Parts & Equipment | — | — | 774,902 | 774,902 | ||||||||||||
Chemicals | — | 1,009,625 | — | 1,009,625 | ||||||||||||
Electric: Generation | — | 1,593,246 | — | 1,593,246 | ||||||||||||
Energy: Exploration & Production | — | 6,211,823 | — | 6,211,823 | ||||||||||||
Food: Wholesale | — | 3,525,059 | — | 3,525,059 | ||||||||||||
Gaming | — | 4,659,672 | — | 4,659,672 | ||||||||||||
Media: Diversified | — | 1,041,163 | — | 1,041,163 | ||||||||||||
Metals/Mining (Excluding Steel) | — | 2,481,589 | — | 2,481,589 | ||||||||||||
Oil Field Equipment & Services | — | 414,575 | — | 414,575 | ||||||||||||
Personal & Household Products | — | 2,657,486 | — | 2,657,486 | ||||||||||||
Recreation & Travel | — | 1,050,486 | — | 1,050,486 | ||||||||||||
Specialty Retail | — | 2,097,146 | — | 2,097,146 | ||||||||||||
Support: Services | — | 4,304,035 | 2,205,067 | 6,509,102 | ||||||||||||
Telecommunications: Wireline Integrated & Services | — | 936,657 | — | 936,657 | ||||||||||||
Foreign Bonds | — | 5,060,578 | — | 5,060,578 | ||||||||||||
Foreign Government Obligations | — | 47,202,053 | — | 47,202,053 | ||||||||||||
High Yield Corporate Bonds | ||||||||||||||||
Banking | — | 55,431,416 | 125 | (5) | 55,431,541 | |||||||||||
Metals/Mining (Excluding Steel) | — | 48,650,389 | 2 | (5) | 48,650,391 | |||||||||||
Specialty Retail | — | 9,386,687 | 8,684 | (4) | 9,395,371 | |||||||||||
Remaining Industries | — | 649,162,838 | — | 649,162,838 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Securities | — | 4,427,244 | 65,956 | (4) | 4,493,200 | |||||||||||
Preferred Stock | — | — | 369,554 | (4) | 369,554 | |||||||||||
Repurchase Agreement | — | 19,909,002 | — | 19,909,002 | ||||||||||||
Total | $ | 142,965,498 | $ | 905,651,089 | $ | 3,778,975 | $ | 1,052,395,562 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2016
Investment Type(2)(3) | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Other Financial Instruments | ||||||||||||||||
Forward Foreign Currency Exchange Contracts | ||||||||||||||||
Assets | $ | — | $ | 65,169 | $ | — | $ | 65,169 | ||||||||
Liabilities | — | (25,777 | ) | — | (25,777 | ) | ||||||||||
Futures Contracts | ||||||||||||||||
Assets | 533,147 | — | — | 533,147 | ||||||||||||
Liabilities | (89,324 | ) | — | — | (89,324 | ) | ||||||||||
Total | $ | 443,823 | $ | 39,392 | $ | — | $ | 483,215 |
(1) | Refer to Note 2(l) for a description of fair value measurements and the three-tier hierarchy of inputs. |
(2) | See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. |
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2016. |
(4) | Includes securities valued using third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. |
(5) | Level 3 securities fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financials. |
(6) | Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation. |
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Common Stock | Floating Rate Loans | High Yield Corporate Bonds | Non-Agency Commercial Mortgage-Backed Securities | Preferred Stock | |||||||||||||||
Balance as of January 1, 2016 | $ | 18,657 | $ | 2,399,345 | $ | 1,958,224 | $ | 959,647 | $ | — | ||||||||||
Accrued discounts/premiums | — | (1,077 | ) | — | (1,264 | ) | — | |||||||||||||
Realized gain (loss) | — | (72 | ) | — | (110,537 | ) | — | |||||||||||||
Change in unrealized appreciation/depreciation | (126,164 | ) | 60,517 | (20,369 | ) | 103,032 | (9,476 | ) | ||||||||||||
Purchases | 462,192 | 2,157,150 | 3,893 | — | 379,030 | |||||||||||||||
Sales | — | (5,769 | ) | — | (884,922 | ) | — | |||||||||||||
Net transfers in or out of Level 3 | — | (1,630,125 | ) | (1,932,937 | ) | — | — | |||||||||||||
Balance as of September 30, 2016 | $ | 354,685 | $ | 2,979,969 | $ | 8,811 | $ | 65,956 | $ | 369,554 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 98.93% | ||||||||
Aerospace & Defense 6.62% | ||||||||
General Dynamics Corp. | 11,700 | $ | 1,815 | |||||
Lockheed Martin Corp. | 10,492 | 2,515 | ||||||
Northrop Grumman Corp. | 8,200 | 1,755 | ||||||
Raytheon Co. | 13,300 | 1,811 | ||||||
United Technologies Corp. | 30,700 | 3,119 | ||||||
Total | 11,015 | |||||||
Air Freight & Logistics 1.85% | ||||||||
FedEx Corp. | 17,565 | 3,068 | ||||||
Auto Components 0.87% | ||||||||
Johnson Controls International plc | 31,236 | 1,453 | ||||||
Banks 0.53% | ||||||||
Cullen/Frost Bankers, Inc. | 12,200 | 878 | ||||||
Beverages 3.47% | ||||||||
Coca-Cola Co. (The) | 68,768 | 2,910 | ||||||
PepsiCo, Inc. | 26,224 | 2,853 | ||||||
Total | 5,763 | |||||||
Biotechnology 1.21% | ||||||||
AbbVie, Inc. | 31,999 | 2,018 | ||||||
Capital Markets 3.02% | ||||||||
Ameriprise Financial, Inc. | 5,500 | 549 | ||||||
Eaton Vance Corp. | 18,900 | 738 | ||||||
FactSet Research Systems, Inc. | 3,800 | 616 | ||||||
S&P Global, Inc. | 6,300 | 797 | ||||||
SEI Investments Co. | 20,700 | 944 | ||||||
T. Rowe Price Group, Inc. | 20,700 | 1,377 | ||||||
Total | 5,021 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Chemicals 5.29% | ||||||||
Air Products & Chemicals, Inc. | 9,100 | $ | 1,368 | |||||
Albemarle Corp. | 14,200 | 1,214 | ||||||
International Flavors & Fragrances, Inc. | 11,500 | 1,644 | ||||||
Monsanto Co. | 20,295 | 2,074 | ||||||
PPG Industries, Inc. | 17,106 | 1,768 | ||||||
RPM International, Inc. | 13,400 | 720 | ||||||
Total | 8,788 | |||||||
Commercial Services & Supplies 0.55% | ||||||||
Republic Services, Inc. | 18,000 | 908 | ||||||
Distributors 0.56% | ||||||||
Genuine Parts Co. | 9,300 | 934 | ||||||
Diversified Telecommunication Services 4.05% | ||||||||
AT&T, Inc. | 73,108 | 2,969 | ||||||
Verizon Communications, Inc. | 72,300 | 3,758 | ||||||
Total | 6,727 | |||||||
Electric: Utilities 2.35% | ||||||||
Edison International | 16,200 | 1,170 | ||||||
Eversource Energy | 28,700 | 1,555 | ||||||
NextEra Energy, Inc. | 9,721 | 1,189 | ||||||
Total | 3,914 | |||||||
Electrical Equipment 1.51% | ||||||||
Emerson Electric Co. | 46,011 | 2,508 | ||||||
Energy Equipment & Services 0.42% | ||||||||
Helmerich & Payne, Inc. | 10,312 | 694 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Food & Staples Retailing 7.37% | ||||||||
Costco Wholesale Corp. | 15,300 | $ | 2,333 | |||||
CVS Health Corp. | 27,500 | 2,447 | ||||||
Sysco Corp. | 10,200 | 500 | ||||||
Wal-Mart Stores, Inc. | 38,980 | 2,811 | ||||||
Walgreens Boots Alliance, Inc. | 51,621 | 4,162 | ||||||
Total | 12,253 | |||||||
Food Products 1.30% | ||||||||
General Mills, Inc. | 16,500 | 1,054 | ||||||
Hormel Foods Corp. | 19,600 | 743 | ||||||
Kellogg Co. | 4,800 | 372 | ||||||
Total | 2,169 | |||||||
Gas Utilities 1.14% | ||||||||
Atmos Energy Corp. | 13,300 | 991 | ||||||
UGI Corp. | 20,100 | 909 | ||||||
Total | 1,900 | |||||||
Health Care Equipment & Supplies 4.72% | ||||||||
Abbott Laboratories | 13,500 | 571 | ||||||
Becton, Dickinson & Co. | 5,100 | 917 | ||||||
C.R. Bard, Inc. | 9,688 | 2,173 | ||||||
Medtronic plc (Ireland)(a) | 32,991 | 2,850 | ||||||
STERIS plc (United Kingdom)(a) | 4,400 | 322 | ||||||
West Pharmaceutical Services, Inc. | 13,600 | 1,013 | ||||||
Total | 7,846 | |||||||
Health Care Providers & Services 1.71% | ||||||||
AmerisourceBergen Corp. | 11,100 | 897 | ||||||
Cardinal Health, Inc. | 24,948 | 1,938 | ||||||
Total | 2,835 | |||||||
Hotels, Restaurants & Leisure 3.33% | ||||||||
Cracker Barrel Old Country Store, Inc. | 6,800 | 899 | ||||||
McDonald’s Corp. | 40,274 | 4,646 | ||||||
Total | 5,545 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Household Products 4.11% | ||||||||
Kimberly-Clark Corp. | 31,335 | $ | 3,953 | |||||
Procter & Gamble Co. (The) | 32,100 | 2,881 | ||||||
Total | 6,834 | |||||||
Industrial Conglomerates 2.42% | ||||||||
3M Co. | 22,817 | 4,021 | ||||||
Information Technology Services 5.45% | ||||||||
Accenture plc Class A (Ireland)(a) | 35,800 | 4,374 | ||||||
Automatic Data Processing, Inc. | 16,000 | 1,411 | ||||||
International Business Machines Corp. | 20,587 | 3,270 | ||||||
Total | 9,055 | |||||||
Insurance 2.99% | ||||||||
Aflac, Inc. | 20,864 | 1,499 | ||||||
Brown & Brown, Inc. | 17,200 | 649 | ||||||
Chubb Ltd. (Switzerland)(a) | 7,664 | 963 | ||||||
Hanover Insurance Group, Inc. (The) | 7,200 | 543 | ||||||
Old Republic International Corp. | 35,400 | 624 | ||||||
RenaissanceRe Holdings Ltd. | 5,800 | 697 | ||||||
Total | 4,975 | |||||||
Machinery 3.67% | ||||||||
CLARCOR, Inc. | 5,600 | 364 | ||||||
Crane Co. | 7,800 | 492 | ||||||
Cummins, Inc. | 7,000 | 897 | ||||||
Graco, Inc. | 12,000 | 888 | ||||||
Illinois Tool Works, Inc. | 8,100 | 971 | ||||||
Nordson Corp. | 7,100 | 707 | ||||||
Pentair plc (United Kingdom)(a) | 22,900 | 1,471 | ||||||
Toro Co. (The) | 6,700 | 314 | ||||||
Total | 6,104 | |||||||
Multi-Utilities 3.20% | ||||||||
Dominion Resources, Inc. | 32,700 | 2,429 | ||||||
SCANA Corp. | 22,598 | 1,635 | ||||||
WEC Energy Group, Inc. | 21,100 | 1,264 | ||||||
Total | 5,328 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Oil, Gas & Consumable Fuels 6.99% | ||||||||
Chevron Corp. | 57,149 | $ | 5,882 | |||||
EOG Resources, Inc. | 15,750 | 1,523 | ||||||
Exxon Mobil Corp. | 7,200 | 629 | ||||||
Occidental Petroleum Corp. | 28,773 | 2,098 | ||||||
ONEOK, Inc. | 29,000 | 1,490 | ||||||
Total | 11,622 | |||||||
Pharmaceuticals 2.14% | ||||||||
Johnson & Johnson | 30,119 | 3,558 | ||||||
Professional Services 0.62% | ||||||||
Robert Half International, Inc. | 27,300 | 1,034 | ||||||
Road & Rail 0.95% | ||||||||
Norfolk Southern Corp. | 16,200 | 1,572 | ||||||
Semiconductors & Semiconductor Equipment 5.86% | ||||||||
Microchip Technology, Inc. | 33,966 | 2,111 | ||||||
QUALCOMM, Inc. | 72,357 | 4,956 | ||||||
Texas Instruments, Inc. | 38,100 | 2,674 | ||||||
Total | 9,741 | |||||||
Software 1.20% | ||||||||
Microsoft Corp. | 34,700 | 1,999 | ||||||
Specialty Retail 2.97% | ||||||||
Lowe’s Cos., Inc. | 36,325 | 2,623 | ||||||
Ross Stores, Inc. | 13,700 | 881 | ||||||
Tiffany & Co. | 4,600 | 334 | ||||||
TJX Cos., Inc. (The) | 14,700 | 1,099 | ||||||
Total | 4,937 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Textiles, Apparel & Luxury Goods 1.48% | ||||||||
NIKE, Inc. Class B | 33,000 | $ | 1,737 | |||||
VF Corp. | 12,900 | 723 | ||||||
Total | 2,460 | |||||||
Tobacco 2.56% | ||||||||
Altria Group, Inc. | 19,827 | 1,254 | ||||||
Reynolds American, Inc. | 63,800 | 3,008 | ||||||
Total | 4,262 | |||||||
Trading Companies & Distributors 0.45% | ||||||||
MSC Industrial Direct Co., Inc. Class A | 10,300 | 756 | ||||||
Total Common Stocks (cost $158,584,397) | 164,495 |
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 1.42% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $2,410,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $2,410,000; proceeds: $2,360,301 (cost $2,360,295) | $ | 2,360 | 2,360 | |||||
Total Investments in Securities 100.35% (cost $160,944,692) | 166,855 | |||||||
Liabilities in Excess of Other Assets(b) (0.35)% | (583 | ) | ||||||
Net Assets 100.00% | $ | 166,272 |
(a) | Foreign security traded in U.S. dollars. |
(b) | Liabilities in Excess of Other Assets include net unrealized appreciation on futures contracts as follows: |
Open Futures Contracts at September 30, 2016:
Type | Expiration | Contracts | Position | Fair Value | Unrealized Appreciation | |||||||||||
E-Mini S&P 500 Index | December 2016 | 10 | Long | $ | 1,080,200 | $ | 1,854 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 164,495 | $ | — | $ | — | $ | 164,495 | ||||||||
Repurchase Agreement | — | 2,360 | — | 2,360 | ||||||||||||
Total | $ | 164,495 | $ | 2,360 | $ | — | $ | 166,855 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 2 | $ | — | $ | — | $ | 2 | ||||||||
Liabilities | — | — | — | — | ||||||||||||
Total | $ | 2 | $ | — | $ | — | $ | 2 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 98.58% | ||||||||
Aerospace & Defense 0.78% | ||||||||
TransDigm Group, Inc.* | 1,209 | $ | 349 | |||||
Banks 5.46% | ||||||||
Citizens Financial Group, Inc. | 55,273 | 1,366 | ||||||
East West Bancorp, Inc. | 29,801 | 1,094 | ||||||
Total | 2,460 | |||||||
Beverages 3.70% | ||||||||
PepsiCo, Inc. | 15,322 | 1,667 | ||||||
Biotechnology 1.45% | ||||||||
Celgene Corp.* | 6,248 | 653 | ||||||
Capital Markets 2.65% | ||||||||
Morgan Stanley | 10,932 | 351 | ||||||
TD Ameritrade Holding Corp. | 24,019 | 846 | ||||||
Total | 1,197 | |||||||
Chemicals 1.63% | ||||||||
PPG Industries, Inc. | 7,108 | 735 | ||||||
Communications Equipment 2.39% | ||||||||
Cisco Systems, Inc. | 34,023 | 1,079 | ||||||
Consumer Finance 1.91% | ||||||||
Discover Financial Services | 15,213 | 860 | ||||||
Diversified Telecommunication Services 0.99% | ||||||||
AT&T, Inc. | 11,021 | 448 | ||||||
Electric: Utilities 3.48% | ||||||||
NextEra Energy, Inc. | 5,991 | 733 | ||||||
PG&E Corp. | 13,631 | 834 | ||||||
Total | 1,567 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Energy Equipment & Services 1.63% | ||||||||
Schlumberger Ltd. | 9,370 | $ | 737 | |||||
Equity Real Estate Investment Trusts 3.32% | ||||||||
Boston Properties, Inc. | 4,899 | 668 | ||||||
Vornado Realty Trust | 8,215 | 831 | ||||||
Total | 1,499 | |||||||
Food & Staples Retailing 2.48% | ||||||||
CVS Health Corp. | 12,563 | 1,118 | ||||||
Food Products 2.91% | ||||||||
Mondelez International, Inc. Class A | 29,912 | 1,313 | ||||||
Health Care Equipment & Supplies 1.52% | ||||||||
Abbott Laboratories | 16,190 | 685 | ||||||
Health Care Providers & Services 2.74% | ||||||||
UnitedHealth Group, Inc. | 8,832 | 1,236 | ||||||
Hotels, Restaurants & Leisure 1.97% | ||||||||
Yum! Brands, Inc. | 9,798 | 890 | ||||||
Household Durables 1.08% | ||||||||
Lennar Corp. Class A | 11,543 | 489 | ||||||
Household Products 1.05% | ||||||||
Colgate-Palmolive Co. | 6,369 | 472 | ||||||
Industrial Conglomerates 6.52% | ||||||||
General Electric Co. | 58,752 | 1,740 | ||||||
Honeywell International, Inc. | 10,304 | 1,202 | ||||||
Total | 2,942 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Information Technology Services 1.92% | ||||||||
Fidelity National Information Services, Inc. | 11,212 | $ | 864 | |||||
Insurance 4.05% | ||||||||
Chubb Ltd. (Switzerland)(a) | 11,041 | 1,387 | ||||||
Hartford Financial Services Group, Inc. (The) | 10,225 | 438 | ||||||
Total | 1,825 | |||||||
Internet Software & Services 4.85% | ||||||||
Alphabet, Inc. Class A* | 2,719 | 2,186 | ||||||
Life Sciences Tools & Services 1.26% | ||||||||
Thermo Fisher Scientific, Inc. | 3,581 | 570 | ||||||
Machinery 2.14% | ||||||||
Caterpillar, Inc. | 5,314 | 471 | ||||||
ITT, Inc. | 13,720 | 492 | ||||||
Total | 963 | |||||||
Media 2.53% | ||||||||
Time Warner, Inc. | 14,338 | 1,141 | ||||||
Oil, Gas & Consumable Fuels 6.22% | ||||||||
Devon Energy Corp. | 12,624 | 557 | ||||||
EOG Resources, Inc. | 11,131 | 1,076 | ||||||
Occidental Petroleum Corp. | 16,055 | 1,171 | ||||||
Total | 2,804 | |||||||
Pharmaceuticals 5.06% | ||||||||
Allergan plc* | 3,229 | 744 | ||||||
Pfizer, Inc. | 45,383 | 1,537 | ||||||
Total | 2,281 | |||||||
Road & Rail 1.81% | ||||||||
CSX Corp. | 26,734 | 815 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - CLASSIC STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Semiconductors & Semiconductor Equipment 6.54% | ||||||||
Broadcom Ltd. (Singapore)(a) | 5,623 | $ | 970 | |||||
Microchip Technology, Inc. | 11,485 | 714 | ||||||
QUALCOMM, Inc. | 18,498 | 1,267 | ||||||
Total | 2,951 | |||||||
Software 2.94% | ||||||||
Microsoft Corp. | 23,017 | 1,326 | ||||||
Specialty Retail 4.75% | ||||||||
AutoZone, Inc.* | 1,479 | 1,136 | ||||||
Foot Locker, Inc. | 6,717 | 455 | ||||||
L Brands, Inc. | 7,767 | 550 | ||||||
Total | 2,141 | |||||||
Technology Hardware, Storage & Peripherals 4.85% | ||||||||
Apple, Inc. | 19,365 | 2,189 | ||||||
Total Common Stocks (cost $40,849,016) | 44,452 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 1.63% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $755,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $755,000; proceeds: $737,490 (cost $737,488) | $ | 737 | 737 | |||||
Total Investments in Securities 100.21% (cost $41,586,504) | 45,189 | |||||||
Liabilities in Excess of Other Assets (0.21)% | (96 | ) | ||||||
Net Assets 100.00% | $ | 45,093 |
* | 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. - CLASSIC STOCK PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 44,452 | $ | — | $ | — | $ | 44,452 | ||||||||
Repurchase Agreement | — | 737 | — | 737 | ||||||||||||
Total | $ | 44,452 | $ | 737 | $ | — | $ | 45,189 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 98.25% | ||||||||
Aerospace & Defense 2.83% | ||||||||
B/E Aerospace, Inc. | 2,657 | $ | 137 | |||||
DigitalGlobe, Inc.* | 14,104 | 388 | ||||||
HEICO Corp. | 1,355 | 94 | ||||||
TASER International, Inc.* | 15,343 | 439 | ||||||
Total | 1,058 | |||||||
Banks 0.76% | ||||||||
Western Alliance Bancorp* | 7,551 | 283 | ||||||
Biotechnology 9.96% | ||||||||
ACADIA Pharmaceuticals, Inc.* | 10,843 | 345 | ||||||
Agios Pharmaceuticals, Inc.* | 5,422 | 286 | ||||||
ARIAD Pharmaceuticals, Inc.* | 27,171 | 372 | ||||||
Exact Sciences Corp.* | 24,127 | 448 | ||||||
Exelixis, Inc.* | 41,293 | 528 | ||||||
Neurocrine Biosciences, Inc.* | 3,633 | 184 | ||||||
Sage Therapeutics, Inc.* | 6,037 | 278 | ||||||
Sarepta Therapeutics, Inc.* | 3,220 | 198 | ||||||
Spark Therapeutics, Inc.* | 6,695 | 402 | ||||||
TESARO, Inc.* | 5,757 | 577 | ||||||
Ultragenyx Pharmaceutical, Inc.* | 1,535 | 109 | ||||||
Total | 3,727 | |||||||
Building Products 1.14% | ||||||||
Builders FirstSource, Inc.* | 37,159 | 428 | ||||||
Capital Markets 1.30% | ||||||||
MarketAxess Holdings, Inc. | 2,396 | 397 | ||||||
WisdomTree Investments, Inc. | 8,752 | 90 | ||||||
Total | 487 | |||||||
Chemicals 0.67% | ||||||||
Minerals Technologies, Inc. | 3,535 | 250 | ||||||
Construction & Engineering 1.23% | ||||||||
Dycom Industries, Inc.* | 5,647 | 462 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Distributors 0.92% | ||||||||
Pool Corp. | 3,624 | $ | 343 | |||||
Diversified Telecommunication Services 0.38% | ||||||||
Cogent Communications Holdings, Inc. | 3,843 | 141 | ||||||
Electric: Utilities 0.20% | ||||||||
Portland General Electric Co. | 1,788 | 76 | ||||||
Electronic Equipment, Instruments & Components 2.25% | ||||||||
Belden, Inc. | 6,969 | 481 | ||||||
Coherent, Inc.* | 1,689 | 187 | ||||||
Universal Display Corp.* | 3,182 | 176 | ||||||
Total | 844 | |||||||
Equity Real Estate Investment Trusts 0.49% | ||||||||
CoreSite Realty Corp. | 1,382 | 103 | ||||||
CyrusOne, Inc. | 1,728 | 82 | ||||||
Total | 185 | |||||||
Food & Staples Retailing 1.04% | ||||||||
Performance Food Group Co.* | 15,642 | 388 | ||||||
Food Products 1.33% | ||||||||
Blue Buffalo Pet Products, Inc.* | 9,533 | 227 | ||||||
Calavo Growers, Inc. | 4,128 | 270 | ||||||
Total | 497 | |||||||
Gas Utilities 0.29% | ||||||||
New Jersey Resources Corp. | 1,678 | 55 | ||||||
ONE Gas, Inc. | 894 | 55 | ||||||
Total | 110 | |||||||
Health Care Equipment & Supplies 10.52% | ||||||||
ABIOMED, Inc.* | 4,462 | 574 | ||||||
Glaukos Corp.* | 11,938 | 450 | ||||||
Insulet Corp.* | 8,660 | 355 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Health Care Equipment & Supplies (continued) | ||||||||
Integra LifeSciences Holdings Corp.* | 4,602 | $ | 380 | |||||
Masimo Corp.* | 3,277 | 195 | ||||||
Nevro Corp.* | 6,255 | 653 | ||||||
Penumbra, Inc.* | 7,958 | 605 | ||||||
ZELTIQ Aesthetics, Inc.* | 18,540 | 727 | ||||||
Total | 3,939 | |||||||
Health Care Providers & Services 0.66% | ||||||||
HealthEquity, Inc.* | 1,505 | 57 | ||||||
VCA, Inc.* | 2,695 | 189 | ||||||
Total | 246 | |||||||
Health Care Technology 2.92% | ||||||||
Cotiviti Holdings, Inc.* | 9,389 | 315 | ||||||
Medidata Solutions, Inc.* | 1,677 | 93 | ||||||
Veeva Systems, Inc. Class A* | 16,561 | 684 | ||||||
Total | 1,092 | |||||||
Hotels, Restaurants & Leisure 4.04% | ||||||||
Dave & Buster’s Entertainment, Inc.* | 13,865 | 543 | ||||||
Panera Bread Co. Class A* | 979 | 191 | ||||||
Planet Fitness, Inc. Class A* | 23,195 | 466 | ||||||
Shake Shack, Inc. Class A* | 3,043 | 105 | ||||||
Vail Resorts, Inc. | 1,311 | 206 | ||||||
Total | 1,511 | |||||||
Household Durables 1.32% | ||||||||
iRobot Corp.* | 6,917 | 304 | ||||||
Universal Electronics, Inc.* | 2,565 | 191 | ||||||
Total | 495 | |||||||
Information Technology Services 1.03% | ||||||||
Cardtronics plc Class A (United Kingdom)*(a) | 6,565 | 293 | ||||||
EPAM Systems, Inc.* | 1,346 | 93 | ||||||
Total | 386 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Internet & Direct Marketing Retail 1.82% | ||||||||
Etsy, Inc.* | 31,035 | $ | 443 | |||||
Wayfair, Inc. Class A* | 6,019 | 237 | ||||||
Total | 680 | |||||||
Internet Software & Services 13.19% | ||||||||
2U, Inc.* | 14,934 | 572 | ||||||
Benefitfocus, Inc.* | 10,428 | 416 | ||||||
Cimpress NV (Netherlands)*(a) | 1,943 | 197 | ||||||
Five9, Inc.* | 14,191 | 222 | ||||||
GoDaddy, Inc. Class A* | 6,945 | 240 | ||||||
GrubHub, Inc.* | 16,321 | 702 | ||||||
Instructure, Inc.* | 7,701 | 195 | ||||||
Match Group, Inc.* | 17,588 | 313 | ||||||
Nutanix, Inc. Class A* | 3,261 | 121 | ||||||
Shopify, Inc. Class A (Canada)*(a) | 11,838 | 508 | ||||||
Shutterstock, Inc.* | 6,301 | 401 | ||||||
Stamps.com, Inc.* | 2,109 | 199 | ||||||
Trade Desk, Inc. (The) Class A* | 747 | 22 | ||||||
Twilio, Inc. Class A* | 2,222 | 143 | ||||||
Wix.com Ltd. (Israel)*(a) | 15,771 | 685 | ||||||
Total | 4,936 | |||||||
Life Sciences Tools & Services 2.90% | ||||||||
Bio-Techne Corp. | 2,599 | 285 | ||||||
Charles River Laboratories International, Inc.* | 2,285 | 190 | ||||||
Pacific Biosciences of California, Inc.* | 45,437 | 407 | ||||||
Patheon NV (Netherlands)*(a) | 6,853 | 203 | ||||||
Total | 1,085 | |||||||
Machinery 1.14% | ||||||||
Nordson Corp. | 4,151 | 413 | ||||||
RBC Bearings, Inc.* | 193 | 15 | ||||||
Total | 428 | |||||||
Media 1.76% | ||||||||
IMAX Corp. (Canada)*(a) | 9,610 | 278 | ||||||
Live Nation Entertainment, Inc.* | 13,793 | 379 | ||||||
Total | 657 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Multi-Line Retail 0.62% | ||||||||
Ollie’s Bargain Outlet Holdings, Inc.* | 8,864 | $ | 232 | |||||
Oil, Gas & Consumable Fuels 1.00% | ||||||||
GasLog Ltd. (Monaco)(a) | 25,666 | 373 | ||||||
Personal Products 0.16% | ||||||||
elf Beauty, Inc.* | 2,092 | 59 | ||||||
Pharmaceuticals 0.54% | ||||||||
GW Pharmaceuticals plc ADR* | 1,517 | 201 | ||||||
Professional Services 2.57% | ||||||||
Insperity, Inc. | 2,281 | 166 | ||||||
TransUnion* | 7,759 | 268 | ||||||
WageWorks, Inc.* | 8,693 | 529 | ||||||
Total | 963 | |||||||
Semiconductors & Semiconductor Equipment 7.26% | ||||||||
Acacia Communications, Inc.* | 2,626 | 271 | ||||||
Ambarella, Inc.* | 4,344 | 320 | ||||||
Cirrus Logic, Inc.* | 12,041 | 640 | ||||||
Inphi Corp.* | 10,296 | 448 | ||||||
MaxLinear, Inc. Class A* | 10,653 | 216 | ||||||
Mellanox Technologies, Ltd. (Israel)*(a) | 2,102 | 91 | ||||||
Monolithic Power Systems, Inc. | 4,535 | 365 | ||||||
Silicon Motion Technology Corp. ADR | 7,113 | 368 | ||||||
Total | 2,719 | |||||||
Software 14.77% | ||||||||
8x8, Inc.* | 1,367 | 21 | ||||||
Atlassian Corp. plc Class A (Australia)*(a) | 13,627 | 408 | ||||||
BroadSoft, Inc.* | 10,824 | 504 | ||||||
Callidus Software, Inc.* | 8,538 | 157 | ||||||
Ellie Mae, Inc.* | 5,922 | 624 | ||||||
Fair Isaac Corp. | 3,464 | 432 | ||||||
Gigamon, Inc.* | 7,096 | 389 | ||||||
HubSpot, Inc.* | 7,046 | 406 | ||||||
Materialise NV ADR* | 9,780 | 75 | ||||||
Paycom Software, Inc.* | 13,193 | 661 | ||||||
Paylocity Holding Corp.* | 11,943 | 531 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Software (continued) | ||||||||
Proofpoint, Inc.* | 6,728 | $ | 504 | |||||
Ultimate Software Group, Inc. (The)* | 1,382 | 282 | ||||||
Zendesk, Inc.* | 17,413 | 535 | ||||||
Total | 5,529 | |||||||
Specialty Retail 2.14% | ||||||||
Burlington Stores, Inc.* | 5,430 | 440 | ||||||
Five Below, Inc.* | 8,993 | 362 | ||||||
Total | 802 | |||||||
Thrifts & Mortgage Finance 0.71% | ||||||||
LendingTree, Inc.* | 2,733 | 265 | ||||||
Trading Companies & Distributors 2.39% | ||||||||
Beacon Roofing Supply, Inc.* | 15,710 | 661 | ||||||
SiteOne Landscape Supply, Inc.* | 763 | 27 | ||||||
Watsco, Inc. | 1,470 | 207 | ||||||
Total | 895 | |||||||
Total Common Stocks (cost $31,942,287) | 36,772 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 2.01% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $770,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $770,000; proceeds: $753,504 (cost $753,503) | $ | 754 | 754 | |||||
Total Investments in Securities 100.26% (cost $32,695,790) | 37,526 | |||||||
Liabilities in Excess of Other Assets (0.26)% | (97 | ) | ||||||
Net Assets 100.00% | $ | 37,429 |
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. - DEVELOPING GROWTH PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 36,772 | $ | — | $ | — | $ | 36,772 | ||||||||
Repurchase Agreement | — | 754 | — | 754 | ||||||||||||
Total | $ | 36,772 | $ | 754 | $ | — | $ | 37,526 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 98.39% | ||||||||
Aerospace & Defense 2.86% | ||||||||
B/E Aerospace, Inc. | 19,670 | $ | 1,016 | |||||
General Dynamics Corp. | 63,249 | 9,814 | ||||||
Total | 10,830 | |||||||
Airlines 0.61% | ||||||||
Delta Air Lines, Inc. | 58,796 | 2,314 | ||||||
Banks 10.77% | ||||||||
Bank of America Corp. | 121,254 | 1,897 | ||||||
Citizens Financial Group, Inc. | 433,333 | 10,708 | ||||||
East West Bancorp, Inc. | 237,644 | 8,724 | ||||||
JPMorgan Chase & Co. | 212,221 | 14,132 | ||||||
Webster Financial Corp. | 140,796 | 5,352 | ||||||
Total | 40,813 | |||||||
Beverages 2.75% | ||||||||
PepsiCo, Inc. | 95,800 | 10,420 | ||||||
Biotechnology 0.48% | ||||||||
Celgene Corp.* | 17,569 | 1,837 | ||||||
Capital Markets 2.99% | ||||||||
Invesco Ltd. | 154,014 | 4,816 | ||||||
TD Ameritrade Holding Corp. | 184,478 | 6,501 | ||||||
Total | 11,317 | |||||||
Chemicals 3.10% | ||||||||
Dow Chemical Co. (The) | 125,250 | 6,492 | ||||||
LyondellBasell Industries NV Class A | 65,069 | 5,248 | ||||||
Total | 11,740 | |||||||
Communications Equipment 2.07% | ||||||||
Cisco Systems, Inc. | 247,900 | 7,863 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Consumer Finance 1.80% | ||||||||
Discover Financial Services | 120,640 | $ | 6,822 | |||||
Diversified Telecommunication Services 2.95% | ||||||||
AT&T, Inc. | 227,969 | 9,258 | ||||||
Verizon Communications, Inc. | 37,300 | 1,939 | ||||||
Total | 11,197 | |||||||
Electric: Utilities 3.94% | ||||||||
Duke Energy Corp. | 93,995 | 7,523 | ||||||
NextEra Energy, Inc. | 60,702 | 7,425 | ||||||
Total | 14,948 | |||||||
Energy Equipment & Services 1.84% | ||||||||
Halliburton Co. | 155,508 | 6,979 | ||||||
Equity Real Estate Investment Trusts 2.68% | ||||||||
Boston Properties, Inc. | 40,880 | 5,571 | ||||||
Vornado Realty Trust | 45,300 | 4,585 | ||||||
Total | 10,156 | |||||||
Food & Staples Retailing 1.30% | ||||||||
CVS Health Corp. | 55,202 | 4,912 | ||||||
Food Products 2.22% | ||||||||
Mondelez International, Inc. Class A | 191,613 | 8,412 | ||||||
Health Care Equipment & Supplies 2.28% | ||||||||
Abbott Laboratories | 203,900 | 8,623 | ||||||
Health Care Providers & Services 1.83% | ||||||||
UnitedHealth Group, Inc. | 49,507 | 6,931 | ||||||
Hotels, Restaurants & Leisure 1.03% | ||||||||
Yum! Brands, Inc. | 43,111 | 3,915 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Household Durables 1.11% | ||||||||
Lennar Corp. Class A | 99,121 | $ | 4,197 | |||||
Household Products 0.78% | ||||||||
Colgate-Palmolive Co. | 39,900 | 2,958 | ||||||
Industrial Conglomerates 3.44% | ||||||||
General Electric Co. | 440,700 | 13,054 | ||||||
Information Technology Services 1.61% | ||||||||
Fidelity National Information Services, Inc. | 79,296 | 6,108 | ||||||
Insurance 5.01% | ||||||||
Chubb Ltd. (Switzerland)(a) | 93,900 | 11,799 | ||||||
Hartford Financial Services Group, Inc. (The) | 168,063 | 7,196 | ||||||
Total | 18,995 | |||||||
Life Sciences Tools & Services 1.33% | ||||||||
Thermo Fisher Scientific, Inc. | 31,591 | 5,025 | ||||||
Machinery 3.16% | ||||||||
Caterpillar, Inc. | 45,703 | 4,057 | ||||||
Dover Corp. | 53,975 | 3,975 | ||||||
ITT, Inc. | 110,288 | 3,953 | ||||||
Total | 11,985 | |||||||
Media 1.99% | ||||||||
Time Warner, Inc. | 94,659 | 7,536 | ||||||
Oil, Gas & Consumable Fuels 10.87% | ||||||||
Devon Energy Corp. | 123,800 | 5,461 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
EOG Resources, Inc. | 104,797 | $ | 10,135 | |||||
Exxon Mobil Corp. | 180,427 | 15,747 | ||||||
Occidental Petroleum Corp. | 135,200 | 9,859 | ||||||
Total | 41,202 | |||||||
Pharmaceuticals 8.16% | ||||||||
Allergan plc* | 12,230 | 2,817 | ||||||
Johnson & Johnson | 120,200 | 14,199 | ||||||
Pfizer, Inc. | 410,600 | 13,907 | ||||||
Total | 30,923 | |||||||
Road & Rail 1.80% | ||||||||
CSX Corp. | 224,252 | 6,840 | ||||||
Semiconductors & Semiconductor Equipment 7.02% | ||||||||
Intel Corp. | 333,022 | 12,571 | ||||||
Microchip Technology, Inc. | 77,904 | 4,841 | ||||||
QUALCOMM, Inc. | 133,968 | 9,177 | ||||||
Total | 26,589 | |||||||
Software 0.75% | ||||||||
Microsoft Corp. | 49,164 | 2,832 | ||||||
Specialty Retail 2.29% | ||||||||
Foot Locker, Inc. | 56,138 | 3,802 | ||||||
L Brands, Inc. | 68,917 | 4,877 | ||||||
Total | 8,679 | |||||||
Technology Hardware, Storage & Peripherals 1.57% | ||||||||
Hewlett Packard Enterprise Co. | 261,622 | 5,952 | ||||||
Total Common Stocks (cost $352,979,067) | 372,904 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2016
Investments | Principal
Amount (000) | Fair Value (000) | ||||||
SHORT-TERM INVESTMENT 1.54% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $5,960,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $5,960,000; proceeds: $5,843,035 (cost $5,843,020) | $ | 5,843 | $ | 5,843 | ||||
Total Investments in Securities 99.93% (cost $358,822,087) | 378,747 | |||||||
Other Assets in Excess of Liabilities 0.07% | 268 | |||||||
Net Assets 100.00% | $ | 379,015 |
* | 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, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 372,904 | $ | — | $ | — | $ | 372,904 | ||||||||
Repurchase Agreement | — | 5,843 | — | 5,843 | ||||||||||||
Total | $ | 372,904 | $ | 5,843 | $ | — | $ | 378,747 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 98.58% | ||||||||
Aerospace & Defense 2.57% | ||||||||
General Dynamics Corp. | 116,477 | $ | 18,073 | |||||
Airlines 0.51% | ||||||||
Delta Air Lines, Inc. | 91,466 | 3,600 | ||||||
Banks 11.51% | ||||||||
Bank of America Corp. | 224,438 | 3,512 | ||||||
Citizens Financial Group, Inc. | 890,692 | 22,009 | ||||||
East West Bancorp, Inc. | 450,043 | 16,521 | ||||||
JPMorgan Chase & Co. | 420,165 | 27,979 | ||||||
Webster Financial Corp. | 287,844 | 10,941 | ||||||
Total | 80,962 | |||||||
Beverages 2.75% | ||||||||
PepsiCo, Inc. | 177,900 | 19,350 | ||||||
Biotechnology 0.73% | ||||||||
Celgene Corp.* | 48,757 | 5,097 | ||||||
Capital Markets 3.21% | ||||||||
Invesco Ltd. | 329,461 | 10,302 | ||||||
TD Ameritrade Holding Corp. | 348,716 | 12,289 | ||||||
Total | 22,591 | |||||||
Chemicals 3.25% | ||||||||
Dow Chemical Co. (The) | 249,131 | 12,913 | ||||||
LyondellBasell Industries NV Class A | 123,499 | 9,961 | ||||||
Total | 22,874 |
Communications Equipment 2.27% | ||||||||
Cisco Systems, Inc. | 502,720 | 15,946 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Consumer Finance 1.77% | ||||||||
Discover Financial Services | 219,973 | $ | 12,439 | |||||
Diversified Telecommunication Services 2.93% | ||||||||
AT&T, Inc. | 345,748 | 14,041 | ||||||
Verizon Communications, Inc. | 126,600 | 6,580 | ||||||
Total | 20,621 | |||||||
Electric: Utilities 3.52% | ||||||||
Duke Energy Corp. | 120,999 | 9,685 | ||||||
NextEra Energy, Inc. | 123,371 | 15,091 | ||||||
Total | 24,776 | |||||||
Energy Equipment & Services 2.04% | ||||||||
Halliburton Co. | 319,855 | 14,355 | ||||||
Equity Real Estate Investment Trusts 2.41% | ||||||||
Boston Properties, Inc. | 37,296 | 5,083 | ||||||
Vornado Realty Trust | 116,900 | 11,832 | ||||||
Total | 16,915 | |||||||
Food & Staples Retailing 1.08% | ||||||||
CVS Health Corp. | 85,347 | 7,595 | ||||||
Food Products 2.21% | ||||||||
Mondelez International, Inc. Class A | 353,941 | 15,538 | ||||||
Health Care Equipment & Supplies 2.28% | ||||||||
Abbott Laboratories | 378,429 | 16,004 | ||||||
Health Care Providers & Services 1.77% | ||||||||
UnitedHealth Group, Inc. | 88,959 | 12,454 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Hotels, Restaurants & Leisure 1.29% | ||||||||
Yum! Brands, Inc. | 100,133 | $ | 9,093 | |||||
Household Durables 1.14% | ||||||||
Lennar Corp. Class A | 189,160 | 8,009 | ||||||
Household Products 1.10% | ||||||||
Colgate-Palmolive Co. | 104,200 | 7,725 | ||||||
Industrial Conglomerates 3.62% | ||||||||
General Electric Co. | 858,733 | 25,436 | ||||||
Information Technology Services 1.58% | ||||||||
Fidelity National Information Services, Inc. | 144,033 | 11,095 | ||||||
Insurance 4.89% | ||||||||
Chubb Ltd. (Switzerland)(a) | 179,156 | 22,511 | ||||||
Hartford Financial Services Group, Inc. (The) | 277,997 | 11,904 | ||||||
Total | 34,415 | |||||||
Life Sciences Tools & Services 1.32% | ||||||||
Thermo Fisher Scientific, Inc. | 58,370 | 9,284 | ||||||
Machinery 3.15% | ||||||||
Caterpillar, Inc. | 75,967 | 6,744 | ||||||
Dover Corp. | 128,265 | 9,445 | ||||||
ITT, Inc. | 166,893 | 5,981 | ||||||
Total | 22,170 | |||||||
Media 1.86% | ||||||||
Time Warner, Inc. | 163,856 | 13,045 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Multi-Utilities 0.51% | ||||||||
Sempra Energy | 33,284 | $ | 3,568 | |||||
Oil, Gas & Consumable Fuels 10.26% | ||||||||
Devon Energy Corp. | 217,600 | 9,598 | ||||||
EOG Resources, Inc. | 198,068 | 19,155 | ||||||
Exxon Mobil Corp. | 283,200 | 24,718 | ||||||
Occidental Petroleum Corp. | 256,400 | 18,697 | ||||||
Total | 72,168 | |||||||
Pharmaceuticals 7.61% | ||||||||
Allergan plc* | 22,699 | 5,228 | ||||||
Johnson & Johnson | 204,373 | 24,142 | ||||||
Pfizer, Inc. | 712,900 | 24,146 | ||||||
Total | 53,516 | |||||||
Road & Rail 1.81% | ||||||||
CSX Corp. | 417,045 | 12,720 | ||||||
Semiconductors & Semiconductor Equipment 8.23% | ||||||||
Broadcom Ltd. (Singapore)(a) | 51,502 | 8,885 | ||||||
Intel Corp. | 608,214 | 22,960 | ||||||
Microchip Technology, Inc. | 115,073 | 7,151 | ||||||
QUALCOMM, Inc. | 276,094 | 18,912 | ||||||
Total | 57,908 | |||||||
Software 0.82% | ||||||||
Microsoft Corp. | 99,643 | 5,739 | ||||||
Specialty Retail 1.21% | ||||||||
L Brands, Inc. | 120,244 | 8,510 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Technology Hardware, Storage & Peripheral 1.37% | ||||||||
Hewlett Packard Enterprise Co. | 424,833 | $ | 9,665 | |||||
Total Common Stocks (cost $636,051,346) | 693,256 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 1.43% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $10,015,000 of U.S. Treasury Note at 1.625% due 7/31/2020; value: $10,277,894; proceeds: $10,075,619 (cost $10,075,594) | $ | 10,076 | 10,076 | |||||
Total Investments in Securities 100.01% (cost $646,126,940) | 703,332 | |||||||
Liabilities in Excess of Other Assets (0.01)% | (99 | ) | ||||||
Net Assets 100.00% | $ | 703,233 |
* | 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. - GROWTH AND INCOME PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 693,256 | $ | — | $ | — | $ | 693,256 | ||||||||
Repurchase Agreement | — | 10,076 | — | 10,076 | ||||||||||||
Total | $ | 693,256 | $ | 10,076 | $ | — | $ | 703,332 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.08% | ||||||||
Aerospace & Defense 1.61% | ||||||||
B/E Aerospace, Inc. | 20,458 | $ | 1,057 | |||||
TransDigm Group, Inc.* | 3,522 | 1,018 | ||||||
Total | 2,075 | |||||||
Beverages 1.49% | ||||||||
Brown-Forman Corp. Class B | 14,488 | 687 | ||||||
Dr. Pepper Snapple Group, Inc. | 13,423 | 1,226 | ||||||
Total | 1,913 | |||||||
Biotechnology 2.20% | ||||||||
BioMarin Pharmaceutical, Inc.* | 15,604 | 1,444 | ||||||
Incyte Corp., Ltd.* | 14,711 | 1,387 | ||||||
Total | 2,831 | |||||||
Building Products 3.96% | ||||||||
A.O. Smith Corp. | 12,781 | 1,263 | ||||||
Allegion plc (Ireland)(a) | 22,376 | 1,542 | ||||||
Fortune Brands Home & Security, Inc. | 25,627 | 1,489 | ||||||
Lennox International, Inc. | 5,127 | 805 | ||||||
Total | 5,099 | |||||||
Capital Markets 5.84% | ||||||||
CBOE Holdings, Inc. | 25,124 | 1,629 | ||||||
Intercontinental Exchange, Inc. | 4,764 | 1,283 | ||||||
MarketAxess Holdings, Inc. | 4,255 | 705 | ||||||
Moody’s Corp. | 15,767 | 1,707 | ||||||
MSCI, Inc. | 26,031 | 2,185 | ||||||
Total | 7,509 | |||||||
Chemicals 2.04% | ||||||||
International Flavors & Fragrances, Inc. | 6,804 | 973 | ||||||
RPM International, Inc. | 30,765 | 1,652 | ||||||
Total | 2,625 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Commercial Services & Supplies 0.90% | ||||||||
Stericycle, Inc.* | 14,470 | $ | 1,160 | |||||
Communications Equipment 1.26% | ||||||||
Palo Alto Networks, Inc.* | 10,201 | 1,625 | ||||||
Construction Materials 1.51% | ||||||||
Vulcan Materials Co. | 17,104 | 1,945 | ||||||
Containers & Packaging 1.88% | ||||||||
Ball Corp. | 21,127 | 1,731 | ||||||
Graphic Packaging Holding Co. | 49,000 | 686 | ||||||
Total | 2,417 | |||||||
Distributors 1.20% | ||||||||
LKQ Corp.* | 43,611 | 1,546 | ||||||
Electrical Equipment 1.05% | ||||||||
Rockwell Automation, Inc. | 11,063 | 1,353 | ||||||
Food Products 3.17% | ||||||||
Hain Celestial Group, Inc. (The)* | 18,856 | 671 | ||||||
Kellogg Co. | 13,173 | 1,020 | ||||||
McCormick & Co., Inc. | 15,474 | 1,546 | ||||||
Mead Johnson Nutrition Co. | 10,563 | 835 | ||||||
Total | 4,072 | |||||||
Health Care Equipment & Supplies 9.03% | ||||||||
Align Technology, Inc.* | 11,298 | 1,059 | ||||||
C.R. Bard, Inc. | 4,158 | 933 | ||||||
Cooper Cos., Inc. (The) | 8,971 | 1,608 | ||||||
DENTSPLY SIRONA, Inc. | 20,730 | 1,232 | ||||||
DexCom, Inc.* | 17,938 | 1,572 | ||||||
Edwards Lifesciences Corp.* | 13,359 | 1,611 | ||||||
IDEXX Laboratories, Inc.* | 9,932 | 1,120 | ||||||
Intuitive Surgical, Inc.* | 2,712 | 1,966 | ||||||
NuVasive, Inc.* | 7,641 | 509 | ||||||
Total | 11,610 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Health Care Providers & Services 2.04% | ||||||||
Acadia Healthcare Co., Inc.* | 10,311 | $ | 511 | |||||
Centene Corp.* | 15,480 | 1,036 | ||||||
Henry Schein, Inc.* | 6,613 | 1,078 | ||||||
Total | 2,625 | |||||||
Hotels, Restaurants & Leisure 7.82% | ||||||||
Dave & Buster’s Entertainment, Inc.* | 17,663 | 692 | ||||||
Domino’s Pizza, Inc. | 7,006 | 1,064 | ||||||
Marriott International, Inc. Class A | 27,564 | 1,856 | ||||||
Norwegian Cruise Line Holdings Ltd.* | 35,372 | 1,333 | ||||||
Panera Bread Co. Class A* | 7,008 | 1,365 | ||||||
Vail Resorts, Inc. | 10,314 | 1,618 | ||||||
Wynn Resorts Ltd. | 21,906 | 2,134 | ||||||
Total | 10,062 | |||||||
Household Durables 0.88% | ||||||||
Mohawk Industries, Inc.* | 5,628 | 1,128 | ||||||
Household Products 0.79% | ||||||||
Church & Dwight Co., Inc. | 21,098 | 1,011 | ||||||
Industrial Conglomerates 0.73% | ||||||||
Roper Technologies, Inc. | 5,126 | 935 | ||||||
Information Technology Services 4.16% | ||||||||
FleetCor Technologies, Inc.* | 12,366 | 2,148 | ||||||
Sabre Corp. | 59,148 | 1,667 | ||||||
Vantiv, Inc. Class A* | 27,264 | 1,534 | ||||||
Total | 5,349 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Internet & Direct Marketing Retail 1.30% | ||||||||
Expedia, Inc. | 14,364 | $ | 1,677 | |||||
Internet Software & Services 2.91% | ||||||||
Akamai Technologies, Inc.* | 34,686 | 1,838 | ||||||
CoStar Group, Inc.* | 4,338 | 939 | ||||||
Nutanix, Inc. Class A* | 26,064 | 965 | ||||||
Total | 3,742 | |||||||
Leisure Product 0.82% | ||||||||
Hasbro, Inc. | 13,244 | 1,051 | ||||||
Life Sciences Tools & Services 4.48% | ||||||||
Agilent Technologies, Inc. | 30,334 | 1,428 | ||||||
Illumina, Inc.* | 10,712 | 1,946 | ||||||
Mettler-Toledo International, Inc.* | 4,365 | 1,833 | ||||||
Patheon NV (Netherlands)*(a) | 18,870 | 559 | ||||||
Total | 5,766 | |||||||
Machinery 4.48% | ||||||||
IDEX Corp. | 15,690 | 1,468 | ||||||
Ingersoll-Rand plc (Ireland)(a) | 14,394 | 978 | ||||||
Middleby Corp. (The)* | 13,540 | 1,674 | ||||||
Wabtec Corp. | 20,174 | 1,647 | ||||||
Total | 5,767 | |||||||
Multi-Line Retail 3.35% | ||||||||
Dollar General Corp. | 30,369 | 2,125 | ||||||
Dollar Tree, Inc.* | 27,639 | 2,182 | ||||||
Total | 4,307 | |||||||
Pharmaceuticals 1.87% | ||||||||
Zoetis, Inc. | 46,310 | 2,409 | ||||||
Professional Services 1.00% | ||||||||
Nielsen Holdings plc | 24,029 | 1,287 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Real Estate Management & Development 0.76% | ||||||||
CBRE Group, Inc. Class A* | 35,019 | $ | 980 | |||||
Road & Rail 0.75% | ||||||||
J.B. Hunt Transport Services, Inc. | 11,814 | 959 | ||||||
Semiconductors & Semiconductor Equipment 5.55% | ||||||||
Applied Materials, Inc. | 50,618 | 1,526 | ||||||
Lam Research Corp. | 17,434 | 1,651 | ||||||
Microchip Technology, Inc. | 31,311 | 1,946 | ||||||
Skyworks Solutions, Inc. | 26,436 | 2,013 | ||||||
Total | 7,136 | |||||||
Software 8.76% | ||||||||
Activision Blizzard, Inc. | 15,719 | 696 | ||||||
Electronic Arts, Inc.* | 34,752 | 2,968 | ||||||
FireEye, Inc.* | 21,794 | 321 | ||||||
Fortinet, Inc.* | 32,616 | 1,204 | ||||||
Red Hat, Inc.* | 24,393 | 1,972 | ||||||
ServiceNow, Inc.* | 33,213 | 2,629 | ||||||
Splunk, Inc.* | 25,153 | 1,476 | ||||||
Total | 11,266 | |||||||
Specialty Retail 7.35% | ||||||||
AutoZone, Inc.* | 2,495 | 1,917 | ||||||
L Brands, Inc. | 19,934 | 1,411 | ||||||
Michaels Cos, Inc. (The)* | 55,961 | 1,353 | ||||||
O’Reilly Automotive, Inc.* | 7,116 | 1,993 | ||||||
Tractor Supply Co. | 24,205 | 1,630 | ||||||
Ulta Salon, Cosmetics & Fragrance, Inc.* | 4,809 | 1,144 | ||||||
Total | 9,448 | |||||||
Textiles, Apparel & Luxury Goods 1.49% | ||||||||
Carter’s, Inc. | 9,771 | 847 | ||||||
Hanesbrands, Inc. | 42,205 | 1,066 | ||||||
Total | 1,913 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Trading Companies & Distributors 0.65% | ||||||||
HD Supply Holdings, Inc.* | 25,961 | $ | 830 | |||||
Total Common Stocks (cost $122,088,401) | 127,428 | |||||||
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 0.73% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $960,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $960,000; proceeds: $939,526 (cost $939,524) | $ | 940 | 940 | |||||
Total Investments in Securities 99.81% (cost $123,027,925) | 128,368 | |||||||
Cash and Other Assets in Excess of Liabilities 0.19% | 246 | |||||||
Net Assets 100.00% | $ | 128,614 |
* | 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. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 127,428 | $ | — | $ | — | $ | 127,428 | ||||||||
Repurchase Agreement | — | 940 | — | 940 | ||||||||||||
Total | $ | 127,428 | $ | 940 | $ | — | $ | 128,368 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
COMMON STOCKS 96.46% | ||||||||
Australia 2.45% | ||||||||
Commercial Services & Supplies 0.36% | ||||||||
Downer EDI Ltd. | 52,119 | $ | 217 | |||||
Construction Materials 0.39% | ||||||||
CSR Ltd. | 84,477 | 235 | ||||||
Metals & Mining 1.70% | ||||||||
BlueScope Steel Ltd. | 42,542 | 254 | ||||||
Fortescue Metals Group Ltd. | 52,913 | 203 | ||||||
South32 Ltd. | 307,615 | 573 | ||||||
1,030 | ||||||||
Total Australia | 1,482 | |||||||
Austria 1.25% | ||||||||
Banks | ||||||||
Erste Group Bank AG * | 25,426 | 753 | ||||||
Belgium 2.51% | ||||||||
Beverages 1.97% | ||||||||
Anheuser-Busch InBev NV | 9,049 | 1,190 | ||||||
Chemicals 0.54% | ||||||||
Solvay SA | 2,848 | 330 | ||||||
Total Belgium | 1,520 | |||||||
Canada 1.47% | ||||||||
Banks 0.46% | ||||||||
Bank of Montreal | 4,200 | 275 | ||||||
Electric: Utilities 1.01% | ||||||||
Emera, Inc. | 5,000 | 180 | ||||||
Fortis, Inc. | 13,400 | 431 | ||||||
611 | ||||||||
Total Canada | 886 | |||||||
China 1.26% | ||||||||
Internet Software & Services | ||||||||
Tencent Holdings Ltd. | 27,500 | 765 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Denmark 1.16% | ||||||||
Banks | ||||||||
Danske Bank A/S | 24,079 | $ | 704 | |||||
Finland 1.12% | ||||||||
Paper & Forest Products | ||||||||
Stora Enso OYJ R Shares | 16,779 | 149 | ||||||
UPM-Kymmene OYJ | 24,988 | 528 | ||||||
677 | ||||||||
France 10.88% | ||||||||
Aerospace & Defense 0.70% | ||||||||
Thales SA | 2,069 | 190 | ||||||
Zodiac Aerospace | 9,649 | 235 | ||||||
425 | ||||||||
Auto Components 1.29% | ||||||||
Valeo SA | 13,343 | 779 | ||||||
Banks 1.43% | ||||||||
BNP Paribas SA | 16,850 | 867 | ||||||
Construction & Engineering 1.22% | ||||||||
Vinci SA | 9,593 | 735 | ||||||
Diversified Telecommunication Services 0.84% | ||||||||
Orange SA | 32,473 | 509 | ||||||
Electrical Equipment 0.54% | ||||||||
Schneider Electric SE | 4,721 | 328 | ||||||
Food Products 1.79% | ||||||||
Danone SA | 14,586 | 1,083 | ||||||
Information Technology Services 0.65% | ||||||||
Atos SE | 3,656 | 394 | ||||||
Insurance 0.59% | ||||||||
AXA SA | 16,777 | 357 | ||||||
Life Sciences Tools & Services 0.36% | ||||||||
Genfit * | 8,190 | 215 | ||||||
Media 0.87% | ||||||||
Publicis Groupe SA | 6,954 | 526 | ||||||
Oil, Gas & Consumable Fuels 0.60% | ||||||||
Total SA | 7,556 | 359 | ||||||
Total France | 6,577 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Germany 7.12% | ||||||||
Health Care Providers & Services 0.89% | ||||||||
Fresenius Medical Care AG & Co. KGaA | 6,181 | $ | 541 | |||||
Hotels, Restaurants & Leisure 1.14% | ||||||||
TUI AG | 48,709 | 692 | ||||||
Industrial Conglomerates 2.19% | ||||||||
Siemens AG Registered Shares | 11,278 | 1,323 | ||||||
Insurance 0.77% | ||||||||
Allianz SE Registered Shares | 1,253 | 186 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Registered Shares | 1,486 | 278 | ||||||
464 | ||||||||
Life Sciences Tools & Services 0.38% | ||||||||
MorphoSys AG * | 5,444 | 228 | ||||||
Semiconductors & Semiconductor Equipment 0.74% | ||||||||
Infineon Technologies AG | 24,980 | 445 | ||||||
Software 1.01% | ||||||||
SAP SE | 6,670 | 610 | ||||||
Total Germany | 4,303 | |||||||
Hong Kong 2.22% | ||||||||
Equity Real Estate Investment Trusts 1.28% | ||||||||
Link REIT | 105,000 | 775 | ||||||
Real Estate Management & Development 0.94% | ||||||||
Cheung Kong Property Holdings Ltd. | 77,500 | 570 | ||||||
Total Hong Kong | 1,345 | |||||||
Ireland 1.27% | ||||||||
Biotechnology | ||||||||
Shire plc | 11,902 | 770 | ||||||
Israel 0.37% | ||||||||
Pharmaceuticals | ||||||||
Teva Pharmaceutical Industries Ltd. ADR | 4,840 | 223 | ||||||
Italy 0.76% | ||||||||
Electric: Utilities | ||||||||
Enel SpA | 102,756 | 458 | ||||||
Japan 25.09% | ||||||||
Airlines 1.14% | ||||||||
Japan Airlines Co., Ltd. | 23,500 | 691 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Japan (continued) | ||||||||
Auto Components 0.40% | ||||||||
Unipres Corp. | 13,800 | $ | 244 | |||||
Automobiles 3.66% | ||||||||
Fuji Heavy Industries Ltd. | 13,700 | 514 | ||||||
Honda Motor Co., Ltd. | 20,000 | 577 | ||||||
Mazda Motor Corp. | 30,900 | 474 | ||||||
Toyota Motor Corp. | 11,100 | 644 | ||||||
2,209 | ||||||||
Banks 5.15% | ||||||||
Mitsubishi UFJ Financial Group, Inc. | 303,900 | 1,539 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 37,500 | 1,267 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 9,300 | 304 | ||||||
3,110 | ||||||||
Chemicals 1.24% | ||||||||
Asahi Kasei Corp. | 65,215 | 519 | ||||||
Teijin Ltd. | 12,000 | 233 | ||||||
752 | ||||||||
Construction & Engineering 1.64% | ||||||||
Obayashi Corp. | 28,800 | 286 | ||||||
Shimizu Corp. | 48,000 | 429 | ||||||
Taisei Corp. | 37,000 | 277 | ||||||
992 | ||||||||
Diversified Financial Services 1.03% | ||||||||
ORIX Corp. | 42,000 | 620 | ||||||
Household Durables 0.54% | ||||||||
Sony Corp. | 9,800 | 325 | ||||||
Insurance 1.38% | ||||||||
T&D Holdings, Inc. | 32,600 | 368 | ||||||
Tokio Marine Holdings, Inc. | 12,200 | 468 | ||||||
836 | ||||||||
Machinery 0.48% | ||||||||
FANUC Corp. | 1,700 | 287 | ||||||
Media 1.05% | ||||||||
Dentsu, Inc. | 12,500 | 636 | ||||||
Metals & Mining 0.64% | ||||||||
JFE Holdings, Inc. | 19,500 | 285 | ||||||
Nippon Steel & Sumitomo Metal Corp. | 4,900 | 101 | ||||||
386 | ||||||||
Oil, Gas & Consumable Fuels 0.25% | ||||||||
JX Holdings, Inc. | 37,500 | 152 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Japan (continued) | ||||||||
Real Estate Management & Development 0.77% | ||||||||
Daito Trust Construction Co., Ltd. | 2,900 | $ | 464 | |||||
Road & Rail 1.08% | ||||||||
Central Japan Railway Co. | 3,800 | 650 | ||||||
Software 0.84% | ||||||||
Nintendo Co., Ltd. | 1,900 | 509 | ||||||
Technology Hardware, Storage & Peripherals 0.35% | ||||||||
NEC Corp. | 83,000 | 214 | ||||||
Trading Companies & Distributors 1.08% | ||||||||
Mitsubishi Corp. | 28,700 | 654 | ||||||
Wireless Telecommunication Services 2.37% | ||||||||
NTT DOCOMO, Inc. | 19,900 | 505 | ||||||
SoftBank Group Corp. | 14,300 | 927 | ||||||
1,432 | ||||||||
Total Japan | 15,163 | |||||||
Mexico 0.15% | ||||||||
Consumer Finance | ||||||||
Gentera SAB de CV | 50,298 | 91 | ||||||
Netherlands 5.54% | ||||||||
Banks 0.92% | ||||||||
ING Groep NV | 45,318 | 560 | ||||||
Food & Staples Retailing 1.34% | ||||||||
Koninklijke Ahold Delhaize NV | 35,483 | 808 | ||||||
Insurance 1.05% | ||||||||
NN Group NV | 20,601 | 632 | ||||||
Oil, Gas & Consumable Fuels 2.23% | ||||||||
Royal Dutch Shell plc B Shares | 51,978 | 1,348 | ||||||
Total Netherlands | 3,348 | |||||||
New Zealand 0.39% | ||||||||
Construction Materials | ||||||||
Fletcher Building Ltd. | 29,802 | 233 | ||||||
Norway 0.13% | ||||||||
Metals & Mining | ||||||||
Norsk Hydro ASA | 18,763 | 81 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Philippines 0.35% | ||||||||
Diversified Financial Services | ||||||||
Metro Pacific Investments Corp. | 1,431,500 | $ | 210 | |||||
Portugal 0.40% | ||||||||
Electric: Utilities | ||||||||
EDP - Energias de Portugal SA | 71,476 | 240 | ||||||
Singapore 1.16% | ||||||||
Equity Real Estate Investment Trusts 0.57% | ||||||||
Ascendas Real Estate Investment Trust | 186,800 | 346 | ||||||
Transportation Infrastructure 0.59% | ||||||||
Hutchison Port Holdings Trust Unit | 796,300 | 355 | ||||||
Total Singapore | 701 | |||||||
South Africa 0.37% | ||||||||
Oil, Gas & Consumable Fuels | ||||||||
Sasol Ltd. | 8,210 | 224 | ||||||
South Korea 1.32% | ||||||||
Biotechnology 0.53% | ||||||||
Celltrion, Inc. * | 3,271 | 317 | ||||||
Technology Hardware, Storage & Peripherals 0.79% | ||||||||
Samsung Electronics Co., Ltd. | 328 | 478 | ||||||
Total South Korea | 795 | |||||||
Spain 3.02% | ||||||||
Construction & Engineering 0.64% | ||||||||
Obrascon Huarte Lain SA | 56,978 | 229 | ||||||
Sacyr SA | 74,539 | 157 | ||||||
386 | ||||||||
Oil, Gas & Consumable Fuels 1.64% | ||||||||
Repsol SA | 72,920 | 991 | ||||||
Specialty Retail 0.74% | ||||||||
Industria de Diseno Textil SA | 12,112 | 449 | ||||||
Total Spain | 1,826 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
Sweden 1.69% | ||||||||
Banks 0.53% | ||||||||
Swedbank AB A Shares | 13,647 | $ | 321 | |||||
Machinery 0.25% | ||||||||
Volvo AB B Shares | 13,180 | 150 | ||||||
Real Estate Management & Development 0.91% | ||||||||
Castellum AB | 36,586 | 548 | ||||||
Total Sweden | 1,019 | |||||||
Switzerland 6.67% | ||||||||
Food Products 3.08% | ||||||||
Nestle SA Registered Shares | 23,547 | 1,859 | ||||||
Insurance 0.95% | ||||||||
Swiss Life Holding AG Registered Shares * | 1,650 | 428 | ||||||
Swiss Re AG | 1,656 | 149 | ||||||
577 | ||||||||
Pharmaceuticals 2.64% | ||||||||
Roche Holding AG | 6,425 | 1,597 | ||||||
Total Switzerland | 4,033 | |||||||
Taiwan 0.65% | ||||||||
Semiconductors & Semiconductor Equipment | ||||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 67,000 | 394 | ||||||
United Kingdom 15.69% | ||||||||
Aerospace & Defense 0.47% | ||||||||
BAE Systems plc | 42,155 | 286 | ||||||
Air Freight & Logistics 0.46% | ||||||||
Royal Mail plc | 43,705 | 277 | ||||||
Auto Components 1.40% | ||||||||
GKN plc | 203,171 | 843 | ||||||
Banks 1.06% | ||||||||
HSBC Holdings plc | 36,628 | 275 | ||||||
Lloyds Banking Group plc | 515,002 | 364 | ||||||
639 | ||||||||
Hotels, Restaurants & Leisure 0.54% | ||||||||
Merlin Entertainments plc † | 57,392 | 327 | ||||||
Insurance 0.73% | ||||||||
Direct Line Insurance Group plc | 93,624 | 442 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) | ||||||
United Kingdom (continued) | ||||||||
Metals & Mining 0.48% | ||||||||
Anglo American plc * | 23,149 | $ | 289 | |||||
Personal Products 1.72% | ||||||||
Unilever NV CVA | 22,604 | 1,041 | ||||||
Pharmaceuticals 3.76% | ||||||||
AstraZeneca plc | 20,699 | 1,340 | ||||||
GlaxoSmithKline plc | 43,839 | 934 | ||||||
2,274 | ||||||||
Professional Services 0.20% | ||||||||
RELX plc | 6,375 | 121 | ||||||
Tobacco 2.18% | ||||||||
British American Tobacco plc | 15,180 | 968 | ||||||
Imperial Brands plc | 6,812 | 351 | ||||||
1,319 | ||||||||
Trading Companies & Distributors 1.60% | ||||||||
Ashtead Group plc | 58,754 | 966 | ||||||
Wireless Telecommunication Services 1.09% | ||||||||
Vodafone Group plc | 229,046 | 657 | ||||||
Total United Kingdom | 9,481 | |||||||
Total Common Stocks (cost $56,206,038) | 58,302 |
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 2.34% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $1,445,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $1,445,000; proceeds: $1,413,938 (cost $1,413,935) | $ | 1,414 | 1,414 | |||||
Total Investments in Securities 98.80% (cost $57,619,973) | 59,716 | |||||||
Foreign Cash and Other Assets in Excess of Liabilities 1.20% | 726 | |||||||
Net Assets 100.00% | $ | 60,442 |
ADR | American Depositary Receipt. | |
Unit | More than one class of securities traded together. | |
* | 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. |
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL CORE EQUITY PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | ||||||||||||||||
Australia | $ | — | $ | 1,482 | $ | — | $ | 1,482 | ||||||||
Austria | — | 753 | — | 753 | ||||||||||||
Belgium | — | 1,520 | — | 1,520 | ||||||||||||
Canada | 886 | — | — | 886 | ||||||||||||
China | — | 765 | — | 765 | ||||||||||||
Denmark | — | 704 | — | 704 | ||||||||||||
Finland | — | 677 | — | 677 | ||||||||||||
France | — | 6,577 | — | 6,577 | ||||||||||||
Germany | — | 4,303 | — | 4,303 | ||||||||||||
Hong Kong | — | 1,345 | — | 1,345 | ||||||||||||
Ireland | — | 770 | — | 770 | ||||||||||||
Israel | 223 | — | — | 223 | ||||||||||||
Italy | — | 458 | — | 458 | ||||||||||||
Japan | — | 15,163 | — | 15,163 | ||||||||||||
Mexico | 91 | — | — | 91 | ||||||||||||
Netherlands | 560 | 2,788 | — | 3,348 | ||||||||||||
New Zealand | — | 233 | — | 233 | ||||||||||||
Norway | — | 81 | — | 81 | ||||||||||||
Philippines | — | 210 | — | 210 | ||||||||||||
Portugal | — | 240 | — | 240 | ||||||||||||
Singapore | — | 701 | — | 701 | ||||||||||||
South Africa | — | 224 | — | 224 | ||||||||||||
South Korea | — | 795 | — | 795 | ||||||||||||
Spain | — | 1,826 | — | 1,826 | ||||||||||||
Sweden | — | 1,019 | — | 1,019 | ||||||||||||
Switzerland | — | 4,033 | — | 4,033 | ||||||||||||
Taiwan | — | 394 | — | 394 | ||||||||||||
United Kingdom | — | 9,481 | — | 9,481 | ||||||||||||
Repurchase Agreement | — | 1,414 | — | 1,414 | ||||||||||||
Total | $ | 1,760 | $ | 57,956 | $ | — | $ | 59,716 |
(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, 2016. |
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
COMMON STOCKS 99.23% | |||||||
Australia 3.63% | |||||||
Beverages 0.42% | |||||||
Treasury Wine Estates Ltd. | 23,821 | $ | 202 | ||||
Commercial Services & Supplies 0.68% | |||||||
Spotless Group Holdings Ltd. | 397,523 | 327 | |||||
Electric: Utilities 1.33% | |||||||
AusNet Services | 506,264 | 638 | |||||
Equity Real Estate Investment Trusts 1.20% | |||||||
Charter Hall Group | 146,160 | 575 | |||||
Total Australia | 1,742 | ||||||
Austria 0.69% | |||||||
Semiconductors & Semiconductor Equipment | |||||||
ams AG | 10,218 | 332 | |||||
Canada 5.67% | |||||||
Electric: Utilities 1.28% | |||||||
Emera, Inc. | 17,000 | 613 | |||||
Metals & Mining 0.55% | |||||||
HudBay Minerals, Inc. | 66,302 | 262 | |||||
Oil, Gas & Consumable Fuels 3.08% | |||||||
Africa Oil Corp. * | 164,499 | 261 | |||||
Canacol Energy Ltd. * | 127,900 | 421 | |||||
Vermilion Energy, Inc. | 10,100 | 391 | |||||
Whitecap Resources, Inc. | 48,500 | 405 | |||||
1,478 | |||||||
Paper & Forest Products 0.76% | |||||||
Interfor Corp. * | 32,400 | 368 | |||||
Total Canada | 2,721 | ||||||
Finland 3.10% | |||||||
Leisure Product 1.63% | |||||||
Amer Sports OYJ | 25,531 | 781 | |||||
Trading Companies & Distributors 1.47% | |||||||
Cramo OYJ | 27,429 | 706 | |||||
Total Finland | 1,487 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
France 4.77% | |||||||
Health Care Providers & Services 0.79% | |||||||
Korian SA | 11,770 | $ | 379 | ||||
Hotels, Restaurants & Leisure 1.01% | |||||||
Elior Group + | 21,112 | 483 | |||||
Information Technology Services 1.45% | |||||||
Altran Technologies SA * | 47,059 | 696 | |||||
Life Sciences Tools & Services 0.29% | |||||||
Genfit * | 5,356 | 141 | |||||
Real Estate Management & Development 1.18% | |||||||
Nexity SA * | 10,774 | 569 | |||||
Specialty Retail 0.05% | |||||||
Maisons du Monde SA *+ | 777 | 22 | |||||
Total France | 2,290 | ||||||
Germany 5.26% | |||||||
Industrial Conglomerates 1.25% | |||||||
Rheinmetall AG | 8,631 | 601 | |||||
Internet Software & Services 1.18% | |||||||
XING AG | 2,684 | 565 | |||||
Life Sciences Tools & Services 1.65% | |||||||
Gerresheimer AG | 7,023 | 597 | |||||
MorphoSys AG * | 4,629 | 194 | |||||
791 | |||||||
Machinery 0.57% | |||||||
Deutz AG | 53,973 | 273 | |||||
Real Estate Management & Development 0.61% | |||||||
Patrizia Immobilien AG * | 13,416 | 294 | |||||
Total Germany | 2,524 | ||||||
Hong Kong 2.68% | |||||||
Communications Equipment 0.65% | |||||||
VTech Holdings Ltd. | 27,400 | 313 | |||||
Diversified Telecommunication Services 0.64% | |||||||
HKBN Ltd. | 269,880 | 305 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Hong Kong (continued) | |||||||
Household Durables 0.46% | |||||||
Techtronic Industries Co., Ltd. | 56,500 | $ | 221 | ||||
Paper & Forest Products 0.93% | |||||||
Lee & Man Paper Manufacturing Ltd. | 487,000 | 445 | |||||
Total Hong Kong | 1,284 | ||||||
India 3.82% | |||||||
Banks 1.32% | |||||||
RBL Bank Ltd. *+ | 144,661 | 633 | |||||
Information Technology Services 0.64% | |||||||
Vakrangee Ltd. | 85,650 | 308 | |||||
Real Estate Management & Development 0.62% | |||||||
Housing Development & Infrastructure Ltd. * | 248,191 | 298 | |||||
Thrifts & Mortgage Finance 1.24% | |||||||
Dewan Housing Finance Corp., Ltd. | 138,748 | 593 | |||||
Total India | 1,832 | ||||||
Indonesia 2.65% | |||||||
Banks 1.28% | |||||||
Bank Tabungan Negara Persero Tbk PT | 4,180,696 | 617 | |||||
Consumer Finance 0.33% | |||||||
PT Clipan Finance Indonesia Tbk * | 8,129,400 | 159 | |||||
Real Estate Management & Development 1.04% | |||||||
Pakuwon Jati Tbk PT | 5,032,300 | 261 | |||||
Summarecon Agung Tbk PT | 1,751,600 | 237 | |||||
498 | |||||||
Total Indonesia | 1,274 | ||||||
Ireland 4.78% | |||||||
Beverages 0.49% | |||||||
C&C Group plc | 55,848 | 234 | |||||
Equity Real Estate Investment Trusts 0.93% | |||||||
Hibernia REIT plc | 289,349 | 445 | |||||
Food Products 0.51% | |||||||
Greencore Group plc | 56,401 | 245 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Ireland (continued) | |||||||
Health Care Providers & Services 1.50% | |||||||
UDG Healthcare plc | 86,903 | $ | 722 | ||||
Household Durables 1.35% | |||||||
Cairn Homes plc * | 536,278 | 647 | |||||
Total Ireland | 2,293 | ||||||
Israel 1.49% | |||||||
Chemicals | |||||||
Frutarom Industries Ltd. | 13,646 | 718 | |||||
Italy 4.25% | |||||||
Beverages 1.32% | |||||||
Davide Campari-Milano SpA | 56,214 | 634 | |||||
Capital Markets 0.74% | |||||||
Anima Holding SpA + | 72,700 | 355 | |||||
Electrical Equipment 0.82% | |||||||
Prysmian SpA | 15,014 | 393 | |||||
Textiles, Apparel & Luxury Goods 1.37% | |||||||
Brunello Cucinelli SpA | 18,836 | 366 | |||||
Moncler SpA | 17,160 | 293 | |||||
659 | |||||||
Total Italy | 2,041 | ||||||
Japan 25.52% | |||||||
Banks 1.80% | |||||||
Fukuoka Financial Group, Inc. | 104,000 | 432 | |||||
Shinsei Bank Ltd. | 285,000 | 432 | |||||
864 | |||||||
Construction & Engineering 0.85% | |||||||
SHO-BOND Holdings Co., Ltd. | 8,700 | 406 | |||||
Containers & Packaging 0.68% | |||||||
Fuji Seal International, Inc. | 7,900 | 326 | |||||
Electronic Equipment, Instruments & Components 1.74% | |||||||
Hitachi High-Technologies Corp. | 20,900 | 837 | |||||
Equity Real Estate Investment Trusts 1.80% | |||||||
GLP J-Reit | 368 | 490 | |||||
Hulic Reit, Inc. | 208 | 371 | |||||
861 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Japan (continued) | |||||||
Food & Staples Retailing 0.94% | |||||||
Sundrug Co., Ltd. | 5,400 | $ | 453 | ||||
Food Products 1.40% | |||||||
Nichirei Corp. | 30,000 | 674 | |||||
Hotels, Restaurants & Leisure 1.81% | |||||||
HIS Co., Ltd. | 5,400 | 141 | |||||
Resorttrust, Inc. | 14,200 | 290 | |||||
St. Marc Holdings Co., Ltd. | 15,900 | 436 | |||||
867 | |||||||
Household Durables 0.34% | |||||||
lida Group Holdings Co., Ltd. | 8,100 | 163 | |||||
Information Technology Services 3.51% | |||||||
NS Solutions Corp. | 18,300 | 320 | |||||
Obic Co., Ltd. | 14,100 | 751 | |||||
SCSK Corp. | 15,200 | 615 | |||||
1,686 | |||||||
Insurance 0.58% | |||||||
Anicom Holdings, Inc. | 11,200 | 276 | |||||
Machinery 3.22% | |||||||
CKD Corp. | 56,800 | 688 | |||||
Nabtesco Corp. | 21,300 | 603 | |||||
Tsubakimoto Chain Co. | 33,000 | 256 | |||||
1,547 | |||||||
Pharmaceuticals 1.00% | |||||||
Sawai Pharmaceutical Co., Ltd. | 6,700 | 477 | |||||
Professional Services 1.78% | |||||||
en-japan, Inc. | 26,500 | 574 | |||||
Tanseisha Co., Ltd. | 37,600 | 281 | |||||
855 | |||||||
Real Estate Management & Development 0.28% | |||||||
Takara Leben Co., Ltd. | 20,100 | 136 | |||||
Semiconductors & Semiconductor Equipment 1.40% | |||||||
Sumco Corp. | 81,900 | 674 | |||||
Software 1.43% | |||||||
NSD Co., Ltd. | 25,500 | 410 | |||||
Trend Micro, Inc. | 7,900 | 275 | |||||
685 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Japan (continued) | |||||||
Wireless Telecommunication Services 0.96% | |||||||
Okinawa Cellular Telephone Co. | 15,200 | $ | 459 | ||||
Total Japan | 12,246 | ||||||
Luxembourg 2.54% | |||||||
Machinery 1.43% | |||||||
Stabilus SA * | 12,215 | 687 | |||||
Multi-Line Retail 0.62% | |||||||
B&M European Value Retail SA | 90,348 | 299 | |||||
Real Estate Management & Development 0.49% | |||||||
Grand City Properties SA | 11,971 | 234 | |||||
Total Luxembourg | 1,220 | ||||||
Netherlands 3.33% | |||||||
Air Freight & Logistics 1.17% | |||||||
PostNL NV * | 123,531 | 561 | |||||
Hotels, Restaurants & Leisure 1.13% | |||||||
Basic-Fit NV *+ | 28,353 | 543 | |||||
Machinery 1.03% | |||||||
Aalberts Industries NV | 14,598 | 497 | |||||
Total Netherlands | 1,601 | ||||||
Philippines 0.89% | |||||||
Banks 0.23% | |||||||
Rizal Commercial Banking Corp. | 149,040 | 110 | |||||
Real Estate Management & Development 0.66% | |||||||
Filinvest Land, Inc. | 8,376,500 | 318 | |||||
Total Philippines | 428 | ||||||
Portugal 0.75% | |||||||
Multi-Utilities | |||||||
REN—Redes Energeticas Nacionais SGPS SA | 123,343 | 361 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Singapore 0.78% | |||||||
Equity Real Estate Investment Trusts | |||||||
Mapletree Industrial Trust | 284,800 | $ | 373 | ||||
South Korea 0.90% | |||||||
Semiconductors & Semiconductor Equipment 0.29% | |||||||
Viatron Technologies, Inc. | 5,492 | 140 | |||||
Specialty Retail 0.61% | |||||||
Hotel Shilla Co., Ltd. | 5,253 | 290 | |||||
Total South Korea | 430 | ||||||
Spain 2.95% | |||||||
Equity Real Estate Investment Trusts 1.72% | |||||||
Hispania Activos Inmobiliarios SOCIMI SA | 28,455 | 382 | |||||
Merlin Properties Socimi SA | 37,265 | 441 | |||||
823 | |||||||
Food Products 1.23% | |||||||
Ebro Foods SA | 25,453 | 592 | |||||
Total Spain | 1,415 | ||||||
Sweden 4.06% | |||||||
Auto Components 0.62% | |||||||
Dometic Group AB *+ | 36,911 | 296 | |||||
Commercial Services & Supplies 1.57% | |||||||
Loomis AB Class B | 24,402 | 753 | |||||
Consumer Finance 0.94% | |||||||
Hoist Finance AB + | 47,212 | 454 | |||||
Food & Staples Retailing 0.93% | |||||||
Axfood AB | 25,296 | 447 | |||||
Total Sweden | 1,950 | ||||||
Switzerland 1.79% | |||||||
Consumer Finance 0.99% | |||||||
Cembra Money Bank AG * | 6,038 | 474 | |||||
Household Durables 0.80% | |||||||
Forbo Holding AG Registered Shares * | 287 | 386 | |||||
Total Switzerland | 860 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
Taiwan 1.29% | |||||||
Semiconductors & Semiconductor Equipment 0.93% | |||||||
Realtek Semiconductor Corp. | 105,000 | $ | 346 | ||||
RichWave Technology Corp. | 54,100 | 101 | |||||
447 | |||||||
Technology Hardware, Storage & Peripherals 0.36% | |||||||
Adlink Technology, Inc. | 83,370 | 170 | |||||
Total Taiwan | 617 | ||||||
United Kingdom 9.22% | |||||||
Capital Markets 0.42% | |||||||
Jupiter Fund Management plc | 36,243 | 200 | |||||
Chemicals 0.30% | |||||||
Essentra plc | 22,923 | 144 | |||||
Consumer Finance 1.96% | |||||||
Arrow Global Group plc | 246,467 | 941 | |||||
Household Durables 0.88% | |||||||
Countryside Properties plc *+ | 134,314 | 423 | |||||
Internet & Direct Marketing Retail 0.63% | |||||||
ASOS plc * | 4,837 | 304 | |||||
Machinery 2.13% | |||||||
Bodycote plc | 74,676 | 569 | |||||
Concentric AB | 33,528 | 451 | |||||
1,020 | |||||||
Metals & Mining 0.48% | |||||||
Hill & Smith Holdings plc | 15,639 | 230 | |||||
Oil, Gas & Consumable Fuels 0.56% | |||||||
Tullow Oil plc * | 81,310 | 267 | |||||
Professional Services 0.88% | |||||||
Exova Group plc | 164,187 | 423 | |||||
Trading Companies & Distributors 0.98% | |||||||
Diploma plc | 41,533 | 473 | |||||
Total United Kingdom | 4,425 | ||||||
United States 2.42% | |||||||
Exchange-Traded Fund 1.58% | |||||||
VanEck Vectors Junior Gold Miners | 17,169 | 760 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | U.S. $ Fair Value (000) |
|||||
United States (continued) | |||||||
Semiconductors & Semiconductor Equipment 0.84% | |||||||
CEVA, Inc. * | 11,449 | $ | 402 | ||||
Total United States | 1,162 | ||||||
Total
Common Stocks (cost $42,803,168) | 47,626 | ||||||
Principal Amount (000) | |||||||
SHORT-TERM INVESTMENT 0.52% | |||||||
Repurchase Agreement | |||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $250,000 of U.S. Treasury Note at 1.625% due 7/31/2020; value: $256,563; proceeds: $249,209 (cost $249,208) | $ | 249 | 249 | ||||
Total Investments in Securities 99.75% (cost $43,052,376) | 47,875 | ||||||
Foreign Cash and Other Assets in Excess of Liabilities 0.25% | 120 | ||||||
Net Assets 100.00% | $ | 47,995 |
* | Non-income producing security. | |
+ | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2) | Level 1 (000) | Level 2 (000) | Level 3 (000) | Total (000) | ||||||||||||
Common Stocks | ||||||||||||||||
Australia | $ | — | $ | 1,742 | $ | — | $ | 1,742 | ||||||||
Austria | — | 332 | — | 332 | ||||||||||||
Canada | 2,460 | 261 | — | 2,721 | ||||||||||||
Finland | — | 1,487 | — | 1,487 | ||||||||||||
France | 22 | 2,268 | — | 2,290 | ||||||||||||
Germany | — | 2,524 | — | 2,524 | ||||||||||||
Hong Kong | — | 1,284 | — | 1,284 | ||||||||||||
India | 633 | 1,199 | — | 1,832 | ||||||||||||
Indonesia | 159 | 1,115 | — | 1,274 | ||||||||||||
Ireland(3) | 679 | 1,614 | — | 2,293 | ||||||||||||
Israel | — | 718 | — | 718 | ||||||||||||
Italy(3) | 366 | 1,675 | — | 2,041 | ||||||||||||
Japan | — | 12,246 | — | 12,246 | ||||||||||||
Luxembourg(3) | 687 | 533 | — | 1,220 | ||||||||||||
Netherlands | — | 1,601 | — | 1,601 | ||||||||||||
Philippines | — | 428 | — | 428 | ||||||||||||
Portugal | — | 361 | — | 361 | ||||||||||||
Singapore | — | 373 | — | 373 | ||||||||||||
South Korea | — | 430 | — | 430 | ||||||||||||
Spain | — | 1,415 | — | 1,415 | ||||||||||||
Sweden(3) | 454 | 1,496 | — | 1,950 | ||||||||||||
Switzerland | — | 860 | — | 860 | ||||||||||||
Taiwan | — | 617 | — | 617 | ||||||||||||
United Kingdom(3) | 2,941 | 1,484 | — | 4,425 | ||||||||||||
United States | 1,162 | — | — | 1,162 | ||||||||||||
Repurchase Agreement | — | 249 | — | 249 | ||||||||||||
Total | $ | 9,563 | $ | 38,312 | $ | — | $ | 47,875 |
(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) | The following securities were transferred during the period ended September 30, 2016: |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
LORD ABBETT SERIES FUND, INC. - INTERNATIONAL OPPORTUNITIES PORTFOLIO September 30, 2016
Security | Country | Level Transfer | Transfer Amount | Valuation Method on 9/30/2016* | ||||
Brunello Cucinelli Spa | Italy | from Level 2 to Level 1 | $ 534,213 | Last sale price | ||||
Cairn Homes Plc | Ireland | from Level 1 to Level 2 | $ 853,172 | Adjusted Valuation | ||||
B&M European Value Retail SA | Luxembourg | from Level 1 to Level 2 | $ 392,781 | Adjusted Valuation | ||||
Stabilus SA | Luxembourg | from Level 2 to Level 1 | $ 434,744 | Last sale price | ||||
Dometic Group AB | Sweden | from Level 1 to Level 2 | $ 194,572 | Adjusted Valuation | ||||
Hoist Finance AB | Sweden | from Level 2 to Level 1 | $ 830,888 | Last sale price | ||||
Exova Group Plc | United Kingdom | from Level 2 to Level 1 | $ 349,066 | Last sale price |
* | See Note 2(a) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
COMMON STOCKS 99.03% | ||||||||
Aerospace & Defense 1.34% | ||||||||
B/E Aerospace, Inc. | 14,088 | $ | 728 | |||||
Orbital ATK, Inc. | 51,854 | 3,953 | ||||||
Total | 4,681 | |||||||
Airlines 1.05% | ||||||||
Alaska Air Group, Inc. | 55,515 | 3,656 | ||||||
Auto Components 1.54% | ||||||||
Johnson Controls International plc | 115,300 | 5,365 | ||||||
Banks 7.46% | ||||||||
CIT Group, Inc. | 120,799 | 4,385 | ||||||
Citizens Financial Group, Inc. | 274,600 | 6,785 | ||||||
Comerica, Inc. | 37,151 | 1,758 | ||||||
East West Bancorp, Inc. | 140,900 | 5,173 | ||||||
M&T Bank Corp. | 38,300 | 4,447 | ||||||
Webster Financial Corp. | 92,720 | 3,524 | ||||||
Total | 26,072 | |||||||
Beverages 3.26% | ||||||||
Coca-Cola European Partners plc (United Kingdom)(a) | 130,159 | 5,193 | ||||||
Molson Coors Brewing Co. Class B | 56,556 | 6,210 | ||||||
Total | 11,403 | |||||||
Capital Markets 2.61% | ||||||||
E*TRADE Financial Corp.* | 183,400 | 5,341 | ||||||
Invesco Ltd. | 120,700 | 3,774 | ||||||
Total | 9,115 | |||||||
Chemicals 2.80% | ||||||||
Albemarle Corp. | 37,982 | 3,247 | ||||||
Eastman Chemical Co. | 55,517 | 3,757 | ||||||
FMC Corp. | 57,811 | 2,795 | ||||||
Total | 9,799 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Communications Equipment 4.17% | ||||||||
Harris Corp. | 47,142 | $ | 4,319 | |||||
Juniper Networks, Inc. | 194,200 | 4,673 | ||||||
Motorola Solutions, Inc. | 73,000 | 5,568 | ||||||
Total | 14,560 | |||||||
Containers & Packaging 1.47% | ||||||||
Graphic Packaging Holding Co. | 261,700 | 3,661 | ||||||
Packaging Corp. of America | 17,955 | 1,459 | ||||||
Total | 5,120 | |||||||
Electric: Utilities 7.89% | ||||||||
Edison International | 116,000 | 8,381 | ||||||
Great Plains Energy, Inc. | 151,300 | 4,129 | ||||||
Portland General Electric Co. | 175,900 | 7,491 | ||||||
PPL Corp. | 218,800 | 7,564 | ||||||
Total | 27,565 | |||||||
Electrical Equipment 1.59% | ||||||||
Hubbell, Inc. | 51,539 | 5,553 | ||||||
Energy Equipment & Services 2.87% | ||||||||
Patterson-UTI Energy, Inc. | 237,212 | 5,306 | ||||||
Superior Energy Services, Inc. | 262,900 | 4,706 | ||||||
Total | 10,012 | |||||||
Equity Real Estate Investment Trusts 11.13% | ||||||||
Alexandria Real Estate Equities, Inc. | 34,106 | 3,710 | ||||||
Boston Properties, Inc. | 41,600 | 5,670 | ||||||
Brixmor Property Group, Inc. | 147,260 | 4,092 | ||||||
Duke Realty Corp. | 191,600 | 5,237 | ||||||
Healthcare Trust of America, Inc. Class A | 136,540 | 4,454 | ||||||
Highwoods Properties, Inc. | 45,400 | 2,366 | ||||||
Kimco Realty Corp. | 179,200 | 5,188 | ||||||
UDR, Inc. | 136,214 | 4,902 | ||||||
Vornado Realty Trust | 32,509 | 3,290 | ||||||
Total | 38,909 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Food Products 3.03% | ||||||||
Bunge Ltd. | 61,317 | $ | 3,632 | |||||
Pinnacle Foods, Inc. | 67,062 | 3,364 | ||||||
Snyder’s-Lance, Inc. | 107,441 | 3,608 | ||||||
Total | 10,604 | |||||||
Health Care Equipment & Supplies 1.26% | ||||||||
Alere, Inc.* | 102,005 | 4,411 | ||||||
Health Care Providers & Services 1.84% | ||||||||
Cardinal Health, Inc. | 33,167 | 2,577 | ||||||
HealthSouth Corp. | 95,274 | 3,865 | ||||||
Total | 6,442 | |||||||
Hotels, Restaurants & Leisure 4.56% | ||||||||
Aramark | 106,430 | 4,048 | ||||||
MGM Resorts International* | 194,778 | 5,070 | ||||||
Royal Caribbean Cruises Ltd. | 55,500 | 4,160 | ||||||
Wyndham Worldwide Corp. | 39,690 | 2,672 | ||||||
Total | 15,950 | |||||||
Household Durables 4.00% | ||||||||
Lennar Corp. Class A | 60,800 | 2,574 | ||||||
Newell Brands, Inc. | 98,919 | 5,209 | ||||||
Whirlpool Corp. | 38,100 | 6,179 | ||||||
Total | 13,962 | |||||||
Information Technology Services 4.13% | ||||||||
CSRA, Inc. | 229,679 | 6,179 | ||||||
Fidelity National Information Services, Inc. | 70,300 | 5,415 | ||||||
Xerox Corp. | 279,278 | 2,829 | ||||||
Total | 14,423 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Insurance 8.89% | ||||||||
Allied World Assurance Co. Holdings AG (Switzerland)(a) | 96,823 | $ | 3,914 | |||||
Allstate Corp. (The) | 37,645 | 2,604 | ||||||
Arch Capital Group Ltd.* | 40,500 | 3,210 | ||||||
Argo Group International Holdings Ltd. | 37,067 | 2,091 | ||||||
Endurance Specialty Holdings Ltd. | 41,000 | 2,684 | ||||||
Hanover Insurance Group, Inc. (The) | 50,638 | 3,819 | ||||||
Hartford Financial Services Group, Inc. (The) | 115,186 | 4,932 | ||||||
XL Group Ltd. | 232,900 | 7,832 | ||||||
Total | 31,086 | |||||||
Life Sciences Tools & Services 1.93% | ||||||||
Agilent Technologies, Inc. | 75,500 | 3,556 | ||||||
PerkinElmer, Inc. | 57,000 | 3,198 | ||||||
Total | 6,754 | |||||||
Machinery 3.20% | ||||||||
Ingersoll-Rand plc (Ireland)(a) | 65,800 | 4,470 | ||||||
ITT, Inc. | 65,027 | 2,331 | ||||||
Kennametal, Inc. | 151,509 | 4,397 | ||||||
Total | 11,198 | |||||||
Metals & Mining 0.73% | ||||||||
Steel Dynamics, Inc. | 102,500 | 2,561 | ||||||
Multi-Utilities 2.31% | ||||||||
Sempra Energy | 75,300 | 8,071 | ||||||
Oil, Gas & Consumable Fuels 8.88% | ||||||||
Cimarex Energy Co. | 55,069 | 7,400 | ||||||
Concho Resources, Inc.* | 34,646 | 4,759 | ||||||
Marathon Oil Corp. | 310,000 | 4,901 | ||||||
Noble Energy, Inc. | 219,344 | 7,839 | ||||||
Range Resources Corp. | 65,325 | 2,531 | ||||||
Williams Cos., Inc. (The) | 117,200 | 3,602 | ||||||
Total | 31,032 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2016
Investments | Shares | Fair Value (000) | ||||||
Pharmaceuticals 1.26% | ||||||||
Mallinckrodt plc* | 63,205 | $ | 4,410 | |||||
Semiconductors & Semiconductor Equipment 2.50% | ||||||||
Micron Technology, Inc.* | 111,900 | 1,990 | ||||||
ON Semiconductor Corp.* | 261,900 | 3,227 | ||||||
Skyworks Solutions, Inc. | 46,409 | 3,533 | ||||||
Total | 8,750 | |||||||
Textiles, Apparel & Luxury Goods 1.33% | ||||||||
PVH Corp. | 42,000 | 4,641 | ||||||
Total Common Stocks (cost $317,066,661) | 346,105 |
Principal Amount (000) | ||||||||
SHORT-TERM INVESTMENT 0.61% | ||||||||
Repurchase Agreement | ||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $2,140,000 of U.S. Treasury Note at 1.625% due 7/31/2020; value: 2,196,175; proceeds: 2,148,359 (cost $2,148,354) | $ | 2,148 | 2,148 | |||||
Total Investments in Securities
99.64% (cost $319,215,015) | 348,253 | |||||||
Cash and Other Assets in Excess of Liabilities 0.36% | 1,259 | |||||||
Net Assets 100.00% | $ | 349,512 |
* | 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, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | 346,105 | $ | — | $ | — | $ | 346,105 | ||||||||
Repurchase Agreement | — | 2,148 | — | 2,148 | ||||||||||||
Total | $ | 346,105 | $ | 2,148 | $ | — | $ | 348,253 |
(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, 2016. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
LONG-TERM INVESTMENTS 94.35% | ||||||||||||||||
ASSET-BACKED SECURITIES 15.52% | ||||||||||||||||
Automobiles 7.09% | ||||||||||||||||
Ally Auto Receivables Trust 2014-2 A3 | 1.25 | % | 4/15/2019 | $ | 15 | $ | 15,424 | |||||||||
Ally Auto Receivables Trust 2015-2 A3 | 1.49 | % | 11/15/2019 | 8 | 8,034 | |||||||||||
AmeriCredit Automobile Receivables Trust 2013-5 A3 | 0.90 | % | 9/10/2018 | 1 | 1,460 | |||||||||||
Avis Budget Rental Car Funding AESOP LLC 2013-2A A† | 2.97 | % | 2/20/2020 | 200 | 204,035 | |||||||||||
Avis Budget Rental Car Funding AESOP LLC 2014-2A A† | 2.50 | % | 2/20/2021 | 100 | 101,102 | |||||||||||
BMW Vehicle Owner Trust 2014-A A3 | 0.97 | % | 11/26/2018 | 8 | 8,346 | |||||||||||
BMW Vehicle Owner Trust 2016-A A4 | 1.37 | % | 12/25/2022 | 15 | 15,055 | |||||||||||
California Republic Auto Receivables Trust 2013-1 A2† | 1.41 | % | 9/17/2018 | 21 | 21,286 | |||||||||||
California Republic Auto Receivables Trust 2014-3 A3 | 1.09 | % | 11/15/2018 | 21 | 20,931 | |||||||||||
California Republic Auto Receivables Trust 2014-4 A3 | Zero Coupon | 1/15/2019 | 6 | 5,815 | ||||||||||||
California Republic Auto Receivables Trust 2015-1 A3 | 1.33 | % | 4/15/2019 | 5 | 4,698 | |||||||||||
California Republic Auto Receivables Trust 2015-3 A4 | 2.13 | % | 5/17/2021 | 15 | 15,234 | |||||||||||
California Republic Auto Receivables Trust 2015-4 A2† | 1.60 | % | 9/17/2018 | 18 | 18,479 | |||||||||||
California Republic Auto Receivables Trust 2015-4 A3† | 2.04 | % | 1/15/2020 | 11 | 11,114 | |||||||||||
California Republic Auto Receivables Trust 2015-4 B† | 3.73 | % | 11/15/2021 | 12 | 12,522 | |||||||||||
California Republic Auto Receivables Trust 2016-1 A3 | 1.89 | % | 5/15/2020 | 30 | 30,282 | |||||||||||
California Republic Auto Receivables Trust 2016-1 A4 | 2.24 | % | 10/15/2021 | 58 | 59,127 | |||||||||||
California Republic Auto Receivables Trust 2016-2 A3 | 1.56 | % | 7/15/2020 | 11 | 11,047 | |||||||||||
California Republic Auto Receivables Trust 2016-2 A4 | 1.83 | % | 12/15/2021 | 15 | 15,129 | |||||||||||
Capital Auto Receivables Asset Trust 2014-3 C† | 2.71 | % | 11/20/2019 | 21 | 21,344 | |||||||||||
Capital Auto Receivables Asset Trust 2015-2 A2 | 1.39 | % | 9/20/2018 | 14 | 14,026 | |||||||||||
Capital Auto Receivables Asset Trust 2015-3 B | 2.43 | % | 9/21/2020 | 11 | 11,174 | |||||||||||
Capital Auto Receivables Asset Trust 2015-3 C | 2.90 | % | 12/21/2020 | 10 | 10,240 | |||||||||||
Capital Auto Receivables Asset Trust 2015-3 D | 3.34 | % | 3/22/2021 | 9 | 9,192 | |||||||||||
Capital Auto Receivables Asset Trust 2016-1 B | 2.67 | % | 12/21/2020 | 12 | 12,137 | |||||||||||
Capital Auto Receivables Asset Trust 2016-2 A3 | 1.46 | % | 6/22/2020 | 21 | 21,022 | |||||||||||
Capital Auto Receivables Asset Trust 2016-2 A4 | 1.63 | % | 1/20/2021 | 11 | 11,005 | |||||||||||
CarMax Auto Owner Trust 2013-1 C | 1.54 | % | 12/15/2018 | 5 | 5,009 | |||||||||||
CarMax Auto Owner Trust 2013-3 A3 | 0.97 | % | 4/16/2018 | 2 | 1,685 | |||||||||||
CarMax Auto Owner Trust 2014-2 A3 | 0.98 | % | 1/15/2019 | 21 | 21,039 | |||||||||||
CarMax Auto Owner Trust 2015-2 A2A | 0.82 | % | 6/15/2018 | 2 | 2,433 | |||||||||||
CarMax Auto Owner Trust 2016-3 A2 | 1.17 | % | 8/15/2019 | 43 | 43,044 | |||||||||||
CarMax Auto Owner Trust 2016-3 A3 | 1.39 | % | 5/17/2021 | 43 | 43,173 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Automobiles (continued) | ||||||||||||||||
CarMax Auto Owner Trust 2016-3 A4 | 1.60 | % | 1/18/2022 | $ | 46 | $ | 46,279 | |||||||||
Chrysler Capital Auto Receivables Trust 2014-BA A3† | 1.27 | % | 5/15/2019 | 13 | 12,849 | |||||||||||
Chrysler Capital Auto Receivables Trust 2015-BA B† | 2.70 | % | 12/15/2020 | 3 | 3,048 | |||||||||||
Chrysler Capital Auto Receivables Trust 2016-AA A3† | 1.77 | % | 10/15/2020 | 42 | 42,224 | |||||||||||
Chrysler Capital Auto Receivables Trust 2016-AA B† | 2.88 | % | 2/15/2022 | 11 | 11,163 | |||||||||||
Drive Auto Receivables Trust 2015-AA C† | 3.06 | % | 5/17/2021 | 63 | 63,720 | |||||||||||
Drive Auto Receivables Trust 2015-BA B† | 2.12 | % | 6/17/2019 | 9 | 8,732 | |||||||||||
Drive Auto Receivables Trust 2015-BA C† | 2.76 | % | 7/15/2021 | 3 | 3,026 | |||||||||||
Drive Auto Receivables Trust 2015-BA D† | 3.84 | % | 7/15/2021 | 5 | 5,073 | |||||||||||
Drive Auto Receivables Trust 2015-DA C† | 3.38 | % | 11/15/2021 | 25 | 25,471 | |||||||||||
Drive Auto Receivables Trust 2015-DA D† | 4.59 | % | 1/17/2023 | 22 | 22,788 | |||||||||||
Drive Auto Receivables Trust 2016-AA B† | 3.17 | % | 5/15/2020 | 58 | 58,828 | |||||||||||
Drive Auto Receivables Trust 2016-BA B† | 2.56 | % | 6/15/2020 | 20 | 20,189 | |||||||||||
Drive Auto Receivables Trust 2016-BA C† | 3.19 | % | 7/15/2022 | 20 | 20,367 | |||||||||||
Drive Auto Receivables Trust 2016-BA D† | 4.53 | % | 8/15/2023 | 41 | 41,908 | |||||||||||
Fifth Third Auto Trust 2014-3 A3 | 0.96 | % | 3/15/2019 | 20 | 20,276 | |||||||||||
First Investors Auto Owner Trust 2016-2A A1† | 1.53 | % | 11/16/2020 | 47 | 47,030 | |||||||||||
Flagship Credit Auto Trust 2015-2 A† | 1.98 | % | 10/15/2020 | 11 | 11,250 | |||||||||||
Flagship Credit Auto Trust 2015-3 A† | 2.38 | % | 10/15/2020 | 7 | 6,647 | |||||||||||
Ford Credit Auto Lease Trust 2016-A A3 | 1.71 | % | 4/15/2019 | 35 | 35,229 | |||||||||||
Ford Credit Auto Owner Trust 2013-D A3 | 0.67 | % | 4/15/2018 | 6 | 6,299 | |||||||||||
Honda Auto Receivables Owner Trust 2013-4 A3 | 0.69 | % | 9/18/2017 | 4 | 4,011 | |||||||||||
Hyundai Auto Receivables Trust 2016-B C | 2.19 | % | 11/15/2022 | 72 | 72,117 | |||||||||||
Mercedes-Benz Auto Lease Trust 2016-A A3 | 1.52 | % | 3/15/2019 | 43 | 43,202 | |||||||||||
Mercedes-Benz Auto Receivables Trust 2016-1 A2A | 1.11 | % | 3/15/2019 | 114 | 114,035 | |||||||||||
NextGear Floorplan Master Owner Trust 2015-2A A† | 2.38 | % | 10/15/2020 | 100 | 99,839 | |||||||||||
Nissan Auto Receivables Owner Trust 2014-B A3 | 1.11 | % | 5/15/2019 | 41 | 40,780 | |||||||||||
Nissan Auto Receivables Owner Trust 2016-B A3 | 1.32 | % | 1/15/2021 | 26 | 26,114 | |||||||||||
OSCAR US Funding Trust V 2016-2A A2A† | 2.31 | % | 11/15/2019 | 80 | 80,221 | |||||||||||
Santander Drive Auto Receivables Trust 2014-3 D | 2.65 | % | 8/17/2020 | 14 | 14,221 | |||||||||||
Santander Drive Auto Receivables Trust 2014-4 C | 2.60 | % | 11/16/2020 | 23 | 23,259 | |||||||||||
Santander Drive Auto Receivables Trust 2015-1 C | 2.57 | % | 4/15/2021 | 150 | 151,925 | |||||||||||
Santander Drive Auto Receivables Trust 2015-3 B | 2.07 | % | 4/15/2020 | 11 | 11,078 | |||||||||||
Santander Drive Auto Receivables Trust 2015-3 C | 2.74 | % | 1/15/2021 | 13 | 13,233 | |||||||||||
Santander Drive Auto Receivables Trust 2015-4 C | 2.97 | % | 3/15/2021 | 17 | 17,322 | |||||||||||
Santander Drive Auto Receivables Trust 2015-5 D | 3.65 | % | 12/15/2021 | 22 | 22,747 | |||||||||||
Santander Drive Auto Receivables Trust 2016-1 D | 4.02 | % | 4/15/2022 | 14 | 14,746 | |||||||||||
Santander Drive Auto Receivables Trust 2016-2 B | 2.08 | % | 2/16/2021 | 10 | 10,077 | |||||||||||
SunTrust Auto Receivables Trust 2015-1A A3† | 1.42 | % | 9/16/2019 | 169 | 169,413 | |||||||||||
TCF Auto Receivables Owner Trust 2015-1A A4† | 1.96 | % | 11/16/2020 | 34 | 34,264 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Automobiles (continued) | ||||||||||||||||
TCF Auto Receivables Owner Trust 2015-1A B† | 2.49 | % | 4/15/2021 | $ | 29 | $ | 29,302 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A D† | 3.53 | % | 3/15/2022 | 10 | 10,071 | |||||||||||
TCF Auto Receivables Owner Trust 2015-2A A2† | 1.64 | % | 1/15/2019 | 6 | 6,299 | |||||||||||
TCF Auto Receivables Owner Trust 2015-2A B† | 3.00 | % | 9/15/2021 | 6 | 6,151 | |||||||||||
TCF Auto Receivables Owner Trust 2015-2A C† | 3.75 | % | 12/15/2021 | 4 | 4,160 | |||||||||||
TCF Auto Receivables Owner Trust 2015-2A D† | 4.24 | % | 8/15/2022 | 10 | 10,252 | |||||||||||
TCF Auto Receivables Owner Trust 2016-1A A2† | 1.39 | % | 11/15/2019 | 72 | 72,033 | |||||||||||
TCF Auto Receivables Owner Trust 2016-1A A4† | 2.03 | % | 2/15/2022 | 50 | 50,056 | |||||||||||
TCF Auto Receivables Owner Trust 2016-1A B† | 2.32 | % | 6/15/2022 | 33 | 33,048 | |||||||||||
Volkswagen Auto Loan Enhanced Trust 2013-2 A3 | 0.70 | % | 4/20/2018 | 16 | 16,048 | |||||||||||
Total | 2,518,063 | |||||||||||||||
Credit Cards 3.11% | ||||||||||||||||
Bank of America Credit Card Trust 2016-A1 A | 0.914 | %# | 10/15/2021 | 48 | 48,183 | |||||||||||
Barclays Dryrock Issuance Trust 2016-1 A | 1.52 | % | 5/16/2022 | 100 | 100,465 | |||||||||||
Capital One Multi-Asset Execution Trust 2015-A3 | 0.908 | %# | 3/15/2023 | 50 | 50,232 | |||||||||||
Capital One Multi-Asset Execution Trust 2015-A5 | 1.60 | % | 5/17/2021 | 28 | 28,237 | |||||||||||
Capital One Multi-Asset Execution Trust 2016-A1 | 0.974 | %# | 2/15/2022 | 74 | 74,492 | |||||||||||
Chase Issuance Trust 2015-A5 | 1.36 | % | 4/15/2020 | 145 | 145,609 | |||||||||||
Chase Issuance Trust 2016-A5 | 1.27 | % | 7/15/2021 | 100 | 100,057 | |||||||||||
Discover Card Execution Note Trust 2015-A2 A | 1.90 | % | 10/17/2022 | 145 | 147,537 | |||||||||||
Discover Card Execution Note Trust 2016-A2 | 1.064 | %# | 9/15/2021 | 100 | 100,869 | |||||||||||
Discover Card Execution Note Trust 2016-A4 | 1.39 | % | 3/15/2022 | 100 | 100,206 | |||||||||||
First National Master Note Trust 2015-1 A | 1.294 | %# | 9/15/2020 | 3 | 3,020 | |||||||||||
Synchrony Credit Card Master Note Trust 2012-2 A | 2.22 | % | 1/15/2022 | 100 | 101,808 | |||||||||||
Synchrony Credit Card Master Note Trust 2016-2 B | 2.55 | % | 5/15/2024 | 100 | 101,771 | |||||||||||
Total | 1,102,486 | |||||||||||||||
Other 5.32% | ||||||||||||||||
Ally Master Owner Trust 2012-5 A | 1.54 | % | 9/15/2019 | 100 | 100,381 | |||||||||||
Ally Master Owner Trust 2014-5 A2 | 1.60 | % | 10/15/2019 | 17 | 17,074 | |||||||||||
Ascentium Equipment Receivables Trust 2016-1A A2† | 1.75 | % | 11/13/2018 | 63 | 63,380 | |||||||||||
CNH Equipment Trust 2015-B A4 | 1.89 | % | 4/15/2022 | 11 | 11,140 | |||||||||||
CNH Equipment Trust 2016-B A4 | 1.97 | % | 11/15/2021 | 6 | 6,085 | |||||||||||
Dell Equipment Finance Trust 2016-1 A3† | 1.65 | % | 7/22/2021 | 100 | 100,492 | |||||||||||
Dell Equipment Finance Trust 2016-1 B† | 2.03 | % | 7/22/2021 | 100 | 100,678 | |||||||||||
Engs Commercial Finance Trust 2015-1A A2† | 2.31 | % | 10/22/2021 | 87 | 87,355 | |||||||||||
Ford Credit Floorplan Master Owner Trust A 2014-4 A1 | 1.40 | % | 8/15/2019 | 15 | 15,043 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Other (continued) | ||||||||||||||||
MMAF Equipment Finance LLC 2016-AA A2† | 1.39 | % | 12/17/2018 | $ | 100 | $ | 100,201 | |||||||||
Nissan Master Owner Trust Receivables 2016-A A2 | 1.54 | % | 6/15/2021 | 35 | 34,908 | |||||||||||
Nomura CRE CDO Ltd. 2007-2A A2† | 1.091 | %# | 5/21/2042 | 71 | 71,039 | |||||||||||
Oaktree EIF I Ltd. 2015-A1 A† | 2.299 | %# | 10/18/2027 | 250 | 251,038 | |||||||||||
Octagon Investment Partners XIX Ltd. 2014-1A A† | 2.20 | %# | 4/15/2026 | 250 | 250,214 | |||||||||||
OneMain Financial Issuance Trust 2015-2A A† | 2.57 | % | 7/18/2025 | 107 | 107,513 | |||||||||||
OZLM VIII Ltd. 2014-8A A1A† | 2.119 | %# | 10/17/2026 | 250 | 249,917 | |||||||||||
SLM Private Education Loan Trust 2012-A A1† | 1.924 | %# | 8/15/2025 | 9 | 8,990 | |||||||||||
SLM Private Education Loan Trust 2013-B A1† | 1.174 | %# | 7/15/2022 | 25 | 25,233 | |||||||||||
Taco Bell Funding LLC 2016-1A A2I† | 3.832 | % | 5/25/2046 | 25 | 25,420 | |||||||||||
Tryon Park CLO Ltd. 2013-1A A1† | 1.80 | %# | 7/15/2025 | 250 | 249,302 | |||||||||||
Wells Fargo Dealer Floorplan Master Note Trust 2014-1 A | 0.912 | %# | 7/20/2019 | 15 | 14,998 | |||||||||||
Total | 1,890,401 | |||||||||||||||
Total Asset-Backed Securities (cost $5,481,314) | 5,510,950 | |||||||||||||||
Shares (000) | ||||||||||||||||
COMMON STOCK 0.00% | ||||||||||||||||
Oil | ||||||||||||||||
Templar Energy LLC Class A (cost $728) | — | (a) | 528 | |||||||||||||
Interest Rate | Maturity Date | Principal Amount (000) | ||||||||||||||
CONVERTIBLE BONDS 0.07% | ||||||||||||||||
Oil 0.02% | ||||||||||||||||
Chesapeake Energy Corp. | 2.50 | % | 5/15/2037 | $ | 6 | 6,022 | ||||||||||
Retail 0.05% | ||||||||||||||||
Restoration Hardware Holdings, Inc.† | Zero Coupon | 6/15/2019 | 22 | 19,085 | ||||||||||||
Total Convertible Bonds (cost $24,212) | $ | 25,107 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
CORPORATE BONDS 51.21% | ||||||||||||||||
Aerospace/Defense 0.44% | ||||||||||||||||
BAE Systems plc (United Kingdom)†(b) | 3.50 | % | 10/11/2016 | $ | 5 | $ | 5,002 | |||||||||
Harris Corp. | 1.999 | % | 4/27/2018 | 60 | 60,365 | |||||||||||
Harris Corp. | 4.25 | % | 10/1/2016 | 65 | 65,000 | |||||||||||
Litton Industries, Inc. | 6.75 | % | 4/15/2018 | 10 | 10,783 | |||||||||||
TransDigm, Inc. | 7.50 | % | 7/15/2021 | 13 | 13,788 | |||||||||||
Total | 154,938 | |||||||||||||||
Air Transportation 0.03% | ||||||||||||||||
Air Canada (Canada)†(b) | 8.75 | % | 4/1/2020 | 5 | 5,413 | |||||||||||
Continental Airlines 2012-1 Class B Pass Through Trust | 6.25 | % | 4/11/2020 | 3 | 3,736 | |||||||||||
Total | 9,149 | |||||||||||||||
Auto Parts: Original Equipment 0.20% | ||||||||||||||||
Accuride Corp. | 9.50 | % | 8/1/2018 | 18 | 18,090 | |||||||||||
BorgWarner, Inc. | 5.75 | % | 11/1/2016 | 8 | 8,020 | |||||||||||
International Automotive Components Group SA (Luxembourg)†(b) | 9.125 | % | 6/1/2018 | 20 | 19,675 | |||||||||||
Titan International, Inc. | 6.875 | % | 10/1/2020 | 25 | 23,688 | |||||||||||
Total | 69,473 | |||||||||||||||
Automotive 3.40% | ||||||||||||||||
Ford Motor Credit Co. LLC | 6.625 | % | 8/15/2017 | 350 | 365,347 | |||||||||||
General Motors Co. | 3.50 | % | 10/2/2018 | 31 | 31,972 | |||||||||||
General Motors Financial Co., Inc. | 2.40 | % | 5/9/2019 | 26 | 26,163 | |||||||||||
General Motors Financial Co., Inc. | 3.10 | % | 1/15/2019 | 80 | 81,591 | |||||||||||
General Motors Financial Co., Inc. | 3.20 | % | 7/13/2020 | 70 | 71,739 | |||||||||||
General Motors Financial Co., Inc. | 3.25 | % | 5/15/2018 | 5 | 5,090 | |||||||||||
General Motors Financial Co., Inc. | 4.75 | % | 8/15/2017 | 12 | 12,327 | |||||||||||
Hyundai Capital America† | 2.40 | % | 10/30/2018 | 15 | 15,216 | |||||||||||
Volkswagen Group of America Finance LLC† | 1.60 | % | 11/20/2017 | 200 | 199,615 | |||||||||||
Volkswagen International Finance NV (Netherlands)†(b) | 1.60 | % | 11/20/2017 | 400 | 398,685 | |||||||||||
Total | 1,207,745 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Banks: Regional 7.26% | ||||||||||||||||
Associated Banc-Corp. | 2.75 | % | 11/15/2019 | $ | 25 | $ | 25,510 | |||||||||
Bank of America Corp. | 5.49 | % | 3/15/2019 | 200 | 216,338 | |||||||||||
Bank of America Corp. | 5.625 | % | 7/1/2020 | 53 | 59,546 | |||||||||||
Bank of America Corp. | 5.65 | % | 5/1/2018 | 50 | 53,058 | |||||||||||
Bank of America Corp. | 7.625 | % | 6/1/2019 | 165 | 189,472 | |||||||||||
Capital One Financial Corp. | 5.25 | % | 2/21/2017 | 5 | 5,074 | |||||||||||
Citigroup, Inc. | 1.80 | % | 2/5/2018 | 20 | 20,057 | |||||||||||
Citigroup, Inc. | 2.05 | % | 12/7/2018 | 13 | 13,105 | |||||||||||
Citigroup, Inc. | 2.35 | % | 8/2/2021 | 48 | 48,242 | |||||||||||
Citigroup, Inc. | 2.65 | % | 10/26/2020 | 89 | 91,000 | |||||||||||
Citigroup, Inc. | 8.50 | % | 5/22/2019 | 39 | 45,532 | |||||||||||
Commonwealth Bank of Australia (Australia)†(b) | 1.375 | % | 9/6/2018 | 65 | 64,948 | |||||||||||
Goldman Sachs Group, Inc. (The) | 2.35 | % | 11/15/2021 | 41 | 40,954 | |||||||||||
Goldman Sachs Group, Inc. (The) | 5.75 | % | 1/24/2022 | 25 | 29,072 | |||||||||||
Goldman Sachs Group, Inc. (The) | 5.95 | % | 1/18/2018 | 8 | 8,443 | |||||||||||
Goldman Sachs Group, Inc. (The) | 6.00 | % | 6/15/2020 | 19 | 21,628 | |||||||||||
Goldman Sachs Group, Inc. (The) | 6.15 | % | 4/1/2018 | 10 | 10,655 | |||||||||||
Goldman Sachs Group, Inc. (The) | 7.50 | % | 2/15/2019 | 55 | 62,199 | |||||||||||
HBOS plc (United Kingdom)†(b) | 6.75 | % | 5/21/2018 | 200 | 214,259 | |||||||||||
Huntington Bancshares, Inc. | 2.60 | % | 8/2/2018 | 41 | 41,682 | |||||||||||
Huntington Bancshares, Inc. | 3.15 | % | 3/14/2021 | 10 | 10,377 | |||||||||||
Huntington Bancshares, Inc. | 7.00 | % | 12/15/2020 | 13 | 15,123 | |||||||||||
JPMorgan Chase & Co. | 2.295 | % | 8/15/2021 | 38 | 38,104 | |||||||||||
Lloyds Bank plc (United Kingdom)(b) | 9.875 | %# | 12/16/2021 | 125 | 127,399 | |||||||||||
Macquarie Bank Ltd. (Australia)†(b) | 1.364 | %# | 10/27/2017 | 150 | 150,016 | |||||||||||
Macquarie Bank Ltd. (Australia)†(b) | 1.60 | % | 10/27/2017 | 50 | 50,084 | |||||||||||
Morgan Stanley | 2.80 | % | 6/16/2020 | 11 | 11,294 | |||||||||||
Morgan Stanley | 7.30 | % | 5/13/2019 | 250 | 284,298 | |||||||||||
National City Corp. | 6.875 | % | 5/15/2019 | 47 | 52,974 | |||||||||||
Popular, Inc. | 7.00 | % | 7/1/2019 | 42 | 43,470 | |||||||||||
Royal Bank of Scotland NV (The) (Netherlands)(b) | 4.65 | % | 6/4/2018 | 14 | 14,384 | |||||||||||
Royal Bank of Scotland plc (The) (United Kingdom)(b) | 9.50 | %# | 3/16/2022 | 90 | 92,957 | |||||||||||
Santander UK Group Holdings plc (United Kingdom)(b) | 2.875 | % | 10/16/2020 | 41 | 41,393 | |||||||||||
Santander UK Group Holdings plc (United Kingdom)(b) | 3.125 | % | 1/8/2021 | 7 | 7,139 | |||||||||||
Santander UK plc (United Kingdom)(b) | 1.65 | % | 9/29/2017 | 3 | 3,003 | |||||||||||
Santander UK plc (United Kingdom)(b) | 2.00 | % | 8/24/2018 | 10 | 10,040 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Banks: Regional (continued) | ||||||||||||||||
Santander UK plc (United Kingdom)(b) | 2.50 | % | 3/14/2019 | $ | 38 | $ | 38,580 | |||||||||
Santander UK plc (United Kingdom)(b) | 3.05 | % | 8/23/2018 | 15 | 15,370 | |||||||||||
SVB Financial Group | 5.375 | % | 9/15/2020 | 5 | 5,562 | |||||||||||
Synovus Financial Corp. | 7.875 | % | 2/15/2019 | 65 | 72,231 | |||||||||||
UBS Group Funding Jersey Ltd. (Jersey)†(b) | 2.95 | % | 9/24/2020 | 200 | 205,076 | |||||||||||
Wells Fargo & Co. | 2.55 | % | 12/7/2020 | 6 | 6,121 | |||||||||||
Wells Fargo & Co. | 2.60 | % | 7/22/2020 | 23 | 23,479 | |||||||||||
Total | 2,579,248 | |||||||||||||||
Beverages 0.18% | ||||||||||||||||
Beam Suntory, Inc. | 1.75 | % | 6/15/2018 | 2 | 2,005 | |||||||||||
Innovation Ventures LLC/Innovation Ventures Finance Corp.† | 9.50 | % | 8/15/2019 | 58 | 61,132 | |||||||||||
Total | 63,137 | |||||||||||||||
Building Materials 0.26% | ||||||||||||||||
Fortune Brands Home & Security, Inc. | 3.00 | % | 6/15/2020 | 5 | 5,153 | |||||||||||
Martin Marietta Materials, Inc. | 1.938 | %# | 6/30/2017 | 53 | 53,134 | |||||||||||
Martin Marietta Materials, Inc. | 6.60 | % | 4/15/2018 | 12 | 12,783 | |||||||||||
Owens Corning | 9.00 | % | 6/15/2019 | 3 | 3,506 | |||||||||||
Standard Industries, Inc.† | 5.125 | % | 2/15/2021 | 5 | 5,275 | |||||||||||
Vulcan Materials Co. | 7.50 | % | 6/15/2021 | 10 | 12,175 | |||||||||||
Total | 92,026 | |||||||||||||||
Business Services 0.86% | ||||||||||||||||
APX Group, Inc. | 6.375 | % | 12/1/2019 | 23 | 23,546 | |||||||||||
Chicago Parking Meters LLC† | 5.489 | % | 12/30/2020 | 20 | 21,415 | |||||||||||
ERAC USA Finance LLC† | 6.375 | % | 10/15/2017 | 7 | 7,337 | |||||||||||
NES Rentals Holdings, Inc.† | 7.875 | % | 5/1/2018 | 21 | 20,685 | |||||||||||
Verisk Analytics, Inc. | 4.875 | % | 1/15/2019 | 17 | 18,113 | |||||||||||
Western Union Co. (The) | 2.875 | % | 12/10/2017 | 100 | 101,464 | |||||||||||
Western Union Co. (The) | 3.35 | % | 5/22/2019 | 75 | 76,892 | |||||||||||
Western Union Co. (The) | 3.65 | % | 8/22/2018 | 27 | 27,857 | |||||||||||
Western Union Co. (The) | 5.93 | % | 10/1/2016 | 10 | 10,000 | |||||||||||
Total | 307,309 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Chemicals 0.92% | ||||||||||||||||
Albemarle Corp. | 3.00 | % | 12/1/2019 | $ | 5 | $ | 5,162 | |||||||||
Blue Cube Spinco, Inc.† | 9.75 | % | 10/15/2023 | 82 | 96,760 | |||||||||||
Celanese US Holdings LLC | 5.875 | % | 6/15/2021 | 40 | 46,055 | |||||||||||
Cytec Industries, Inc. | 8.95 | % | 7/1/2017 | 50 | 52,253 | |||||||||||
Rain CII Carbon LLC/CII Carbon Corp.† | 8.00 | % | 12/1/2018 | 7 | 6,882 | |||||||||||
RPM International, Inc. | 6.50 | % | 2/15/2018 | 25 | 26,525 | |||||||||||
Westlake Chemical Corp.† | 4.625 | % | 2/15/2021 | 46 | 48,185 | |||||||||||
Yara International ASA (Norway)†(b) | 7.875 | % | 6/11/2019 | 40 | 45,805 | |||||||||||
Total | 327,627 | |||||||||||||||
Computer Hardware 0.94% | ||||||||||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 3.48 | % | 6/1/2019 | 62 | 63,805 | |||||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 4.42 | % | 6/15/2021 | 123 | 128,684 | |||||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 5.875 | % | 6/15/2021 | 25 | 26,572 | |||||||||||
Hewlett Packard Enterprise Co.† | 2.45 | % | 10/5/2017 | 19 | 19,157 | |||||||||||
Hewlett Packard Enterprise Co.† | 2.594 | %# | 10/5/2017 | 25 | 25,192 | |||||||||||
Hewlett Packard Enterprise Co.† | 2.85 | % | 10/5/2018 | 55 | 56,066 | |||||||||||
Leidos Holdings, Inc. | 4.45 | % | 12/1/2020 | 11 | 11,492 | |||||||||||
NetApp, Inc. | 2.00 | % | 12/15/2017 | 2 | 2,005 | |||||||||||
Total | 332,973 | |||||||||||||||
Computer Software 0.88% | ||||||||||||||||
Activision Blizzard, Inc.† | 5.625 | % | 9/15/2021 | 155 | 161,729 | |||||||||||
Activision Blizzard, Inc.† | 6.125 | % | 9/15/2023 | 14 | 15,390 | |||||||||||
Change Healthcare Holdings, Inc. | 11.00 | % | 12/31/2019 | 39 | 41,057 | |||||||||||
Dun & Bradstreet Corp. (The) | 3.25 | % | 12/1/2017 | 13 | 13,215 | |||||||||||
Fidelity National Information Services, Inc. | 2.85 | % | 10/15/2018 | 32 | 32,856 | |||||||||||
Fidelity National Information Services, Inc. | 5.00 | % | 3/15/2022 | 2 | 2,072 | |||||||||||
First Data Corp.† | 6.75 | % | 11/1/2020 | 25 | 25,880 | |||||||||||
Rackspace Hosting, Inc.† | 6.50 | % | 1/15/2024 | 18 | 19,845 | |||||||||||
Total | 312,044 | |||||||||||||||
Construction/Homebuilding 0.12% | ||||||||||||||||
Brookfield Residential Properties, Inc. (Canada)†(b) | 6.50 | % | 12/15/2020 | 5 | 5,200 | |||||||||||
William Lyon Homes, Inc. | 8.50 | % | 11/15/2020 | 35 | 36,750 | |||||||||||
Total | 41,950 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Diversified 0.15% | ||||||||||||||||
DH Services Luxembourg Sarl (Luxembourg)†(b) | 7.75 | % | 12/15/2020 | $ | 50 | $ | 52,375 | |||||||||
Drugs 1.89% | ||||||||||||||||
Actavis Funding SCS (Luxembourg)(b) | 2.35 | % | 3/12/2018 | 10 | 10,107 | |||||||||||
Capsugel SA PIK (Luxembourg)†(b) | 7.00 | % | 5/15/2019 | 36 | 36,113 | |||||||||||
Forest Laboratories LLC† | 4.375 | % | 2/1/2019 | 186 | 196,045 | |||||||||||
Forest Laboratories LLC† | 5.00 | % | 12/15/2021 | 20 | 22,408 | |||||||||||
Mylan NV† | 3.00 | % | 12/15/2018 | 14 | 14,316 | |||||||||||
Mylan NV† | 3.15 | % | 6/15/2021 | 16 | 16,318 | |||||||||||
Mylan NV† | 3.75 | % | 12/15/2020 | 25 | 26,134 | |||||||||||
Mylan, Inc. | 1.35 | % | 11/29/2016 | 29 | 29,016 | |||||||||||
Mylan, Inc. | 2.55 | % | 3/28/2019 | 47 | 47,625 | |||||||||||
Mylan, Inc. | 2.60 | % | 6/24/2018 | 88 | 89,284 | |||||||||||
NBTY, Inc.† | 7.625 | % | 5/15/2021 | 14 | 14,347 | |||||||||||
Shire Acquisitions Investments Ireland DAC (Ireland)(b) | 1.90 | % | 9/23/2019 | 53 | 53,011 | |||||||||||
Zoetis, Inc. | 1.875 | % | 2/1/2018 | 117 | 117,407 | |||||||||||
Total | 672,131 | |||||||||||||||
Electric: Power 2.52% | ||||||||||||||||
American Electric Power Co., Inc. | 1.65 | % | 12/15/2017 | 10 | 10,022 | |||||||||||
Dominion Resources, Inc. | 2.962 | % | 7/1/2019 | 37 | 38,002 | |||||||||||
Dominion Resources, Inc. | 4.104 | % | 4/1/2021 | 33 | 35,379 | |||||||||||
Duquesne Light Holdings, Inc.† | 6.40 | % | 9/15/2020 | 10 | 11,590 | |||||||||||
Emera US Finance LP† | 2.15 | % | 6/15/2019 | 4 | 4,046 | |||||||||||
Entergy Corp. | 4.70 | % | 1/15/2017 | 40 | 40,253 | |||||||||||
Exelon Generation Co. LLC | 2.95 | % | 1/15/2020 | 35 | 36,101 | |||||||||||
Exelon Generation Co. LLC | 4.00 | % | 10/1/2020 | 21 | 22,448 | |||||||||||
Exelon Generation Co. LLC | 5.20 | % | 10/1/2019 | 1 | 1,099 | |||||||||||
Exelon Generation Co. LLC | 6.20 | % | 10/1/2017 | 50 | 52,224 | |||||||||||
ITC Holdings Corp.† | 6.05 | % | 1/31/2018 | 75 | 79,049 | |||||||||||
Jersey Central Power & Light Co. | 7.35 | % | 2/1/2019 | 95 | 105,987 | |||||||||||
Metropolitan Edison Co. | 7.70 | % | 1/15/2019 | 11 | 12,360 | |||||||||||
Origin Energy Finance Ltd. (Australia)†(b) | 3.50 | % | 10/9/2018 | 200 | 203,764 | |||||||||||
Pennsylvania Electric Co. | 5.20 | % | 4/1/2020 | 11 | 11,902 | |||||||||||
Pennsylvania Electric Co. | 6.05 | % | 9/1/2017 | 4 | 4,156 | |||||||||||
PPL Capital Funding, Inc. | 1.90 | % | 6/1/2018 | 76 | 76,323 | |||||||||||
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(b) | 5.375 | % | 5/1/2021 | 5 | 5,575 | |||||||||||
Progress Energy, Inc. | 7.05 | % | 3/15/2019 | 4 | 4,517 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Electric: Power (continued) | ||||||||||||||||
Public Service Co. of New Mexico | 7.95 | % | 5/15/2018 | $ | 19 | $ | 20,874 | |||||||||
TECO Finance, Inc. | 5.15 | % | 3/15/2020 | 7 | 7,708 | |||||||||||
TECO Finance, Inc. | 6.572 | % | 11/1/2017 | 7 | 7,384 | |||||||||||
West Penn Power Co.† | 5.95 | % | 12/15/2017 | 100 | 104,656 | |||||||||||
Total | 895,419 | |||||||||||||||
Electrical Equipment 0.29% | ||||||||||||||||
KLA-Tencor Corp. | 2.375 | % | 11/1/2017 | 20 | 20,141 | |||||||||||
KLA-Tencor Corp. | 3.375 | % | 11/1/2019 | 46 | 47,689 | |||||||||||
NVIDIA Corp. | 2.20 | % | 9/16/2021 | 36 | 36,151 | |||||||||||
Total | 103,981 | |||||||||||||||
Electronics 0.07% | ||||||||||||||||
Jabil Circuit, Inc. | 8.25 | % | 3/15/2018 | 22 | 24,034 | |||||||||||
Engineering & Contracting Services 0.04% | ||||||||||||||||
New Enterprise Stone & Lime Co., Inc. | 11.00 | % | 9/1/2018 | 13 | 12,935 | |||||||||||
Entertainment 0.37% | ||||||||||||||||
CCM Merger, Inc.† | 9.125 | % | 5/1/2019 | 27 | 28,254 | |||||||||||
Churchill Downs, Inc.† | 5.375 | % | 12/15/2021 | 6 | 6,270 | |||||||||||
Isle of Capri Casinos, Inc. | 8.875 | % | 6/15/2020 | 20 | 21,150 | |||||||||||
Mohegan Tribal Gaming Authority | 9.75 | % | 9/1/2021 | 27 | 29,194 | |||||||||||
Mohegan Tribal Gaming Authority† | 11.00 | % | 9/15/2018 | 24 | 24,122 | |||||||||||
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.† | 6.125 | % | 8/15/2021 | 5 | 5,175 | |||||||||||
Seminole Tribe of Florida, Inc.† | 7.804 | % | 10/1/2020 | 3 | 3,030 | |||||||||||
Shingle Springs Tribal Gaming Authority† | 9.75 | % | 9/1/2021 | 14 | 15,330 | |||||||||||
Total | 132,525 | |||||||||||||||
Environmental Services 0.11% | ||||||||||||||||
Advanced Disposal Services, Inc. | 8.25 | % | 10/1/2020 | 37 | 38,896 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Financial Services 4.02% | ||||||||||||||||
Air Lease Corp. | 5.625 | % | 4/1/2017 | $ | 222 | $ | 226,059 | |||||||||
Alliance Data Systems Corp.† | 6.375 | % | 4/1/2020 | 32 | 32,720 | |||||||||||
Bear Stearns Cos. LLC (The) | 6.40 | % | 10/2/2017 | 14 | 14,666 | |||||||||||
Bear Stearns Cos. LLC (The) | 7.25 | % | 2/1/2018 | 39 | 41,890 | |||||||||||
CIT Group, Inc. | 4.25 | % | 8/15/2017 | 28 | 28,560 | |||||||||||
CIT Group, Inc.† | 5.50 | % | 2/15/2019 | 111 | 117,799 | |||||||||||
Discover Financial Services | 6.45 | % | 6/12/2017 | 68 | 70,198 | |||||||||||
E*TRADE Financial Corp. | 5.375 | % | 11/15/2022 | 52 | 55,445 | |||||||||||
International Lease Finance Corp. | 5.875 | % | 4/1/2019 | 40 | 42,950 | |||||||||||
International Lease Finance Corp. | 6.25 | % | 5/15/2019 | 98 | 106,452 | |||||||||||
International Lease Finance Corp.† | 7.125 | % | 9/1/2018 | 36 | 39,375 | |||||||||||
International Lease Finance Corp. | 8.25 | % | 12/15/2020 | 30 | 35,700 | |||||||||||
International Lease Finance Corp. | 8.875 | % | 9/1/2017 | 7 | 7,429 | |||||||||||
Jefferies Group LLC | 8.50 | % | 7/15/2019 | 98 | 112,888 | |||||||||||
Lazard Group LLC | 4.25 | % | 11/14/2020 | 59 | 63,319 | |||||||||||
Lazard Group LLC | 6.85 | % | 6/15/2017 | 6 | 6,192 | |||||||||||
Macquarie Group Ltd. (Australia)†(b) | 6.00 | % | 1/14/2020 | 75 | 82,978 | |||||||||||
Nationstar Mortgage LLC/Nationstar Capital Corp. | 7.875 | % | 10/1/2020 | 43 | 43,912 | |||||||||||
Nationstar Mortgage LLC/Nationstar Capital Corp. | 9.625 | % | 5/1/2019 | 27 | 28,384 | |||||||||||
Navient Corp. | 4.875 | % | 6/17/2019 | 65 | 64,919 | |||||||||||
Navient Corp. | 5.50 | % | 1/15/2019 | 42 | 42,735 | |||||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 5.875 | % | 3/15/2022 | 54 | 56,430 | |||||||||||
NFP Corp.† | 9.00 | % | 7/15/2021 | 9 | 9,280 | |||||||||||
ROC Finance LLC/ROC Finance 1 Corp.† | 12.125 | % | 9/1/2018 | 27 | 27,776 | |||||||||||
SteelRiver Transmission Co. LLC† | 4.71 | % | 6/30/2017 | 68 | 69,084 | |||||||||||
Total | 1,427,140 | |||||||||||||||
Food 0.68% | ||||||||||||||||
Bumble Bee Holdco SCA PIK (Luxembourg)†(b) | 9.625 | % | 3/15/2018 | 20 | 19,925 | |||||||||||
Bumble Bee Holdings, Inc.† | 9.00 | % | 12/15/2017 | 25 | 25,187 | |||||||||||
Grupo Bimbo SAB de CV (Mexico)†(b) | 4.875 | % | 6/30/2020 | 100 | 108,543 | |||||||||||
JBS USA LUX SA/JBS USA Finance, Inc. † | 7.25 | % | 6/1/2021 | 77 | 79,984 | |||||||||||
JBS USA LUX SA/JBS USA Finance, Inc.† | 8.25 | % | 2/1/2020 | 6 | 6,218 | |||||||||||
Total | 239,857 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Health Care Products 0.42% | ||||||||||||||||
Boston Scientific Corp. | 6.00 | % | 1/15/2020 | $ | 28 | $ | 31,655 | |||||||||
Life Technologies Corp. | 6.00 | % | 3/1/2020 | 22 | 24,620 | |||||||||||
Zimmer Biomet Holdings, Inc. | 2.00 | % | 4/1/2018 | 16 | 16,113 | |||||||||||
Zimmer Biomet Holdings, Inc. | 2.70 | % | 4/1/2020 | 75 | 76,699 | |||||||||||
Total | 149,087 | |||||||||||||||
Health Care Services 0.13% | ||||||||||||||||
Anthem, Inc. | 2.25 | % | 8/15/2019 | 5 | 5,068 | |||||||||||
DaVita, Inc. | 5.75 | % | 8/15/2022 | 19 | 19,974 | |||||||||||
Tenet Healthcare Corp. | 8.00 | % | 8/1/2020 | 22 | 22,275 | |||||||||||
Total | 47,317 | |||||||||||||||
Household Equipment/Products 0.08% | ||||||||||||||||
Century Intermediate Holding Co. 2 PIK† | 9.75 | % | 2/15/2019 | 25 | 25,531 | |||||||||||
Newell Brands, Inc. | 6.25 | % | 4/15/2018 | 2 | 2,135 | |||||||||||
Total | 27,666 | |||||||||||||||
Insurance 0.71% | ||||||||||||||||
HUB International Ltd.† | 9.25 | % | 2/15/2021 | 30 | 31,365 | |||||||||||
Kemper Corp. | 6.00 | % | 5/15/2017 | 25 | 25,678 | |||||||||||
Lincoln National Corp. | 8.75 | % | 7/1/2019 | 32 | 37,689 | |||||||||||
TIAA Asset Management Finance Co. LLC† | 2.95 | % | 11/1/2019 | 100 | 103,115 | |||||||||||
Trinity Acquisition plc (United Kingdom)(b) | 3.50 | % | 9/15/2021 | 20 | 20,869 | |||||||||||
Willis North America, Inc. | 6.20 | % | 3/28/2017 | 34 | 34,745 | |||||||||||
Total | 253,461 | |||||||||||||||
Leasing 0.51% | ||||||||||||||||
Aviation Capital Group Corp.† | 2.875 | % | 9/17/2018 | 20 | 20,275 | |||||||||||
Aviation Capital Group Corp.† | 4.625 | % | 1/31/2018 | 7 | 7,262 | |||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.† | 2.50 | % | 6/15/2019 | 7 | 7,107 | |||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.† | 2.875 | % | 7/17/2018 | 17 | 17,337 | |||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.† | 3.20 | % | 7/15/2020 | 63 | 65,249 | |||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.† | 3.375 | % | 3/15/2018 | 4 | 4,102 | |||||||||||
Penske Truck Leasing Co. LP/PTL Finance Corp.† | 3.75 | % | 5/11/2017 | 60 | 60,828 | |||||||||||
Total | 182,160 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Lodging 0.35% | ||||||||||||||||
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc. | 11.00 | % | 10/1/2021 | $ | 25 | $ | 26,938 | |||||||||
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. | 5.625 | % | 10/15/2021 | 10 | 10,301 | |||||||||||
Hyatt Hotels Corp.† | 6.875 | % | 8/15/2019 | 50 | 57,117 | |||||||||||
Starwood Hotels & Resorts Worldwide LLC | 6.75 | % | 5/15/2018 | 5 | 5,408 | |||||||||||
Station Casinos LLC | 7.50 | % | 3/1/2021 | 23 | 24,350 | |||||||||||
Total | 124,114 | |||||||||||||||
MACHINERY: AGRICULTURAL 0.21% | ||||||||||||||||
Viterra, Inc. (Canada)†(b) | 5.95 | % | 8/1/2020 | 69 | 73,548 | |||||||||||
Machinery: Industrial/Specialty 0.25% | ||||||||||||||||
Cleaver-Brooks, Inc.† | 8.75 | % | 12/15/2019 | 21 | 22,103 | |||||||||||
CNH Industrial Capital LLC | 6.25 | % | 11/1/2016 | 50 | 50,159 | |||||||||||
Milacron LLC/Mcron Finance Corp.† | 7.75 | % | 2/15/2021 | 17 | 17,765 | |||||||||||
Total | 90,027 | |||||||||||||||
Manufacturing 0.18% | ||||||||||||||||
Pentair Finance SA (Luxembourg)(b) | 1.875 | % | 9/15/2017 | 52 | 52,132 | |||||||||||
Smith & Wesson Holding Corp.† | 5.00 | % | 7/15/2018 | 5 | 5,053 | |||||||||||
Textron, Inc. | 5.60 | % | 12/1/2017 | 7 | 7,317 | |||||||||||
Total | 64,502 | |||||||||||||||
Media 1.42% | ||||||||||||||||
Block Communications, Inc.† | 7.25 | % | 2/1/2020 | 22 | 22,660 | |||||||||||
Cox Communications, Inc.† | 5.875 | % | 12/1/2016 | 33 | 33,232 | |||||||||||
Cox Communications, Inc.† | 6.25 | % | 6/1/2018 | 5 | 5,328 | |||||||||||
Cox Communications, Inc.† | 9.375 | % | 1/15/2019 | 45 | 52,045 | |||||||||||
Discovery Communications LLC | 5.625 | % | 8/15/2019 | 23 | 25,223 | |||||||||||
Mediacom LLC/Mediacom Capital Corp. | 7.25 | % | 2/15/2022 | 25 | 26,281 | |||||||||||
Scripps Networks Interactive, Inc. | 2.75 | % | 11/15/2019 | 15 | 15,412 | |||||||||||
Sirius XM Radio, Inc.† | 5.25 | % | 8/15/2022 | 50 | 53,062 | |||||||||||
Sky plc (United Kingdom)†(b) | 9.50 | % | 11/15/2018 | 3 | 3,477 | |||||||||||
Thomson Reuters Corp. | 1.65 | % | 9/29/2017 | 5 | 5,014 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Media (continued) | ||||||||||||||||
Time Warner Cable LLC | 8.25 | % | 4/1/2019 | $ | 10 | $ | 11,521 | |||||||||
Time Warner Cable LLC | 8.75 | % | 2/14/2019 | 6 | 6,923 | |||||||||||
Univision Communications, Inc.† | 8.50 | % | 5/15/2021 | 63 | 65,224 | |||||||||||
Viacom, Inc. | 2.20 | % | 4/1/2019 | 30 | 30,084 | |||||||||||
Viacom, Inc. | 2.75 | % | 12/15/2019 | 55 | 55,909 | |||||||||||
Viacom, Inc. | 3.50 | % | 4/1/2017 | 10 | 10,091 | |||||||||||
Viacom, Inc. | 6.125 | % | 10/5/2017 | 39 | 40,727 | |||||||||||
WaveDivision Escrow LLC/WaveDivision Escrow Corp.† | 8.125 | % | 9/1/2020 | 40 | 41,550 | |||||||||||
Total | 503,763 | |||||||||||||||
Metals & Minerals: Miscellaneous 1.13% | ||||||||||||||||
Barrick Gold Corp. (Canada)(b) | 6.95 | % | 4/1/2019 | 2 | 2,234 | |||||||||||
Barrick North America Finance LLC | 4.40 | % | 5/30/2021 | 32 | 35,090 | |||||||||||
Barrick PD Australia Finance Pty Ltd. (Australia)(b) | 4.95 | % | 1/15/2020 | 2 | 2,158 | |||||||||||
Eldorado Gold Corp. (Canada)†(b) | 6.125 | % | 12/15/2020 | 23 | 23,276 | |||||||||||
Glencore Finance Canada Ltd. (Canada)†(b) | 2.70 | % | 10/25/2017 | 60 | 60,106 | |||||||||||
Glencore Finance Canada Ltd. (Canada)†(b) | 3.60 | % | 1/15/2017 | 4 | 4,005 | |||||||||||
Glencore Finance Canada Ltd. (Canada)†(b) | 4.95 | % | 11/15/2021 | 15 | 15,882 | |||||||||||
Glencore Funding LLC† | 2.04 | %# | 1/15/2019 | 71 | 70,645 | |||||||||||
Goldcorp, Inc. (Canada)(b) | 2.125 | % | 3/15/2018 | 9 | 9,032 | |||||||||||
Goldcorp, Inc. (Canada)(b) | 3.625 | % | 6/9/2021 | 40 | 42,207 | |||||||||||
New Gold, Inc. (Canada)†(b) | 7.00 | % | 4/15/2020 | 59 | 60,918 | |||||||||||
Teck Resources Ltd. (Canada)(b) | 4.50 | % | 1/15/2021 | 40 | 39,600 | |||||||||||
Teck Resources Ltd. (Canada)†(b) | 8.00 | % | 6/1/2021 | 6 | 6,540 | |||||||||||
Thompson Creek Metals Co., Inc. | 9.75 | % | 12/1/2017 | 14 | 14,149 | |||||||||||
Thompson Creek Metals Co., Inc. | 12.50 | % | 5/1/2019 | 16 | 17,010 | |||||||||||
Total | 402,852 | |||||||||||||||
Natural Gas 0.66% | ||||||||||||||||
CenterPoint Energy Resources Corp. | 4.50 | % | 1/15/2021 | 10 | 10,809 | |||||||||||
CenterPoint Energy Resources Corp. | 6.00 | % | 5/15/2018 | 5 | 5,311 | |||||||||||
CenterPoint Energy Resources Corp. | 6.125 | % | 11/1/2017 | 105 | 109,968 | |||||||||||
CenterPoint Energy, Inc. | 5.95 | % | 2/1/2017 | 50 | 50,747 | |||||||||||
Sempra Energy | 6.15 | % | 6/15/2018 | 30 | 32,264 | |||||||||||
Sempra Energy | 9.80 | % | 2/15/2019 | 18 | 21,321 | |||||||||||
Spire, Inc. | 1.567 | %# | 8/15/2017 | 5 | 4,987 | |||||||||||
Total | 235,407 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Oil 6.29% | ||||||||||||||||
Anadarko Holding Co. | 7.05 | % | 5/15/2018 | $ | 4 | $ | 4,241 | |||||||||
Anadarko Petroleum Corp. | 6.375 | % | 9/15/2017 | 25 | 26,070 | |||||||||||
Anadarko Petroleum Corp. | 6.95 | % | 6/15/2019 | 63 | 69,747 | |||||||||||
Anadarko Petroleum Corp. | 8.70 | % | 3/15/2019 | 82 | 93,416 | |||||||||||
Bill Barrett Corp. | 7.00 | % | 10/15/2022 | 12 | 9,210 | |||||||||||
Canadian Natural Resources Ltd. (Canada)(b) | 1.75 | % | 1/15/2018 | 43 | 42,953 | |||||||||||
Canadian Natural Resources Ltd. (Canada)(b) | 5.70 | % | 5/15/2017 | 110 | 112,588 | |||||||||||
Canadian Natural Resources Ltd. (Canada)(b) | 5.90 | % | 2/1/2018 | 2 | 2,099 | |||||||||||
Carrizo Oil & Gas, Inc. | 6.25 | % | 4/15/2023 | 10 | 9,950 | |||||||||||
Carrizo Oil & Gas, Inc. | 7.50 | % | 9/15/2020 | 63 | 65,362 | |||||||||||
Cenovus Energy, Inc. (Canada)(b) | 5.70 | % | 10/15/2019 | 35 | 37,596 | |||||||||||
Cimarex Energy Co. | 5.875 | % | 5/1/2022 | 24 | 25,136 | |||||||||||
Clayton Williams Energy, Inc. | 7.75 | % | 4/1/2019 | 10 | 9,825 | |||||||||||
CNOOC Finance 2013 Ltd. (Hong Kong)(b) | 1.75 | % | 5/9/2018 | 200 | 200,416 | |||||||||||
Concho Resources, Inc. | 6.50 | % | 1/15/2022 | 24 | 24,960 | |||||||||||
ConocoPhillips | 6.00 | % | 1/15/2020 | 21 | 23,699 | |||||||||||
ConocoPhillips | 6.65 | % | 7/15/2018 | 100 | 108,812 | |||||||||||
Continental Resources, Inc. | 7.125 | % | 4/1/2021 | 116 | 119,842 | |||||||||||
Continental Resources, Inc. | 7.375 | % | 10/1/2020 | 60 | 61,950 | |||||||||||
Delek & Avner Tamar Bond Ltd. (Israel)†(b) | 2.803 | % | 12/30/2016 | 100 | 100,120 | |||||||||||
Denbury Resources, Inc. | 5.50 | % | 5/1/2022 | 29 | 20,953 | |||||||||||
Devon Energy Corp. | 1.39 | %# | 12/15/2016 | 34 | 33,959 | |||||||||||
Devon Energy Corp. | 4.00 | % | 7/15/2021 | 2 | 2,089 | |||||||||||
Diamondback Energy, Inc. | 7.625 | % | 10/1/2021 | 27 | 28,637 | |||||||||||
Encana Corp. (Canada)(b) | 6.50 | % | 5/15/2019 | 30 | 32,472 | |||||||||||
Eni SpA (Italy)†(b) | 4.15 | % | 10/1/2020 | 100 | 105,802 | |||||||||||
EOG Resources, Inc. | 5.625 | % | 6/1/2019 | 6 | 6,576 | |||||||||||
Gulfport Energy Corp. | 7.75 | % | 11/1/2020 | 42 | 43,785 | |||||||||||
Hess Corp. | 1.30 | % | 6/15/2017 | 50 | 50,000 | |||||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.† | 7.625 | % | 4/15/2021 | 52 | 53,495 | |||||||||||
Marathon Petroleum Corp. | 3.40 | % | 12/15/2020 | 10 | 10,402 | |||||||||||
MEG Energy Corp. (Canada)†(b) | 6.50 | % | 3/15/2021 | 41 | 33,671 | |||||||||||
Newfield Exploration Co. | 5.75 | % | 1/30/2022 | 31 | 32,163 | |||||||||||
Noble Energy, Inc. | 5.625 | % | 5/1/2021 | 69 | 71,951 | |||||||||||
Permian Resources LLC† | 13.00 | % | 11/30/2020 | 8 | 9,340 | |||||||||||
Petroleos Mexicanos (Mexico)†(b) | 5.50 | % | 2/4/2019 | 65 | 68,705 | |||||||||||
Petroleos Mexicanos (Mexico)(b) | 5.75 | % | 3/1/2018 | 50 | 52,600 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Oil (continued) | ||||||||||||||||
Pioneer Natural Resources Co. | 6.65 | % | 3/15/2017 | $ | 22 | $ | 22,506 | |||||||||
Pioneer Natural Resources Co. | 6.875 | % | 5/1/2018 | 46 | 49,434 | |||||||||||
Pioneer Natural Resources Co. | 7.50 | % | 1/15/2020 | 4 | 4,631 | |||||||||||
Precision Drilling Corp. (Canada)(b) | 6.625 | % | 11/15/2020 | 37 | 34,503 | |||||||||||
Range Resources Corp.† | 5.75 | % | 6/1/2021 | 29 | 29,508 | |||||||||||
Range Resources Corp.† | 5.875 | % | 7/1/2022 | 50 | 50,750 | |||||||||||
Sanchez Energy Corp. | 6.125 | % | 1/15/2023 | 11 | 8,883 | |||||||||||
Seven Generations Energy Ltd. (Canada)†(b) | 6.875 | % | 6/30/2023 | 11 | 11,495 | |||||||||||
Seven Generations Energy Ltd. (Canada)†(b) | 8.25 | % | 5/15/2020 | 42 | 44,888 | |||||||||||
SM Energy Co. | 6.125 | % | 11/15/2022 | 6 | 6,030 | |||||||||||
SM Energy Co. | 6.50 | % | 11/15/2021 | 33 | 33,908 | |||||||||||
SM Energy Co. | 6.50 | % | 1/1/2023 | 2 | 2,030 | |||||||||||
Suncor Energy, Inc. (Canada)(b) | 6.10 | % | 6/1/2018 | 15 | 16,118 | |||||||||||
Valero Energy Corp. | 6.125 | % | 6/15/2017 | 25 | 25,890 | |||||||||||
Valero Energy Corp. | 9.375 | % | 3/15/2019 | 76 | 89,519 | |||||||||||
Total | 2,234,685 | |||||||||||||||
Oil: Crude Producers 5.31% | ||||||||||||||||
Buckeye Partners LP | 2.65 | % | 11/15/2018 | 59 | 59,619 | |||||||||||
Buckeye Partners LP | 6.05 | % | 1/15/2018 | 31 | 32,560 | |||||||||||
Columbia Pipeline Group, Inc. | 2.45 | % | 6/1/2018 | 110 | 110,700 | |||||||||||
Columbia Pipeline Group, Inc. | 3.30 | % | 6/1/2020 | 46 | 47,717 | |||||||||||
DCP Midstream LLC† | 9.75 | % | 3/15/2019 | 31 | 34,588 | |||||||||||
Enbridge Energy Partners LP | 4.375 | % | 10/15/2020 | 84 | 88,670 | |||||||||||
Enbridge Energy Partners LP | 6.50 | % | 4/15/2018 | 20 | 21,226 | |||||||||||
Enbridge Energy Partners LP | 9.875 | % | 3/1/2019 | 32 | 37,283 | |||||||||||
Energy Transfer Partners LP | 2.50 | % | 6/15/2018 | 6 | 6,042 | |||||||||||
Energy Transfer Partners LP | 4.65 | % | 6/1/2021 | 40 | 42,533 | |||||||||||
Energy Transfer Partners LP | 9.00 | % | 4/15/2019 | 84 | 95,970 | |||||||||||
Energy Transfer Partners LP | 9.70 | % | 3/15/2019 | 42 | 48,213 | |||||||||||
EnLink Midstream Partners LP/EnLink Midstream Finance Corp. | 7.125 | % | 6/1/2022 | 13 | 13,796 | |||||||||||
Enterprise Products Operating LLC | 6.30 | % | 9/15/2017 | 30 | 31,355 | |||||||||||
Florida Gas Transmission Co. LLC† | 5.45 | % | 7/15/2020 | 58 | 63,711 | |||||||||||
Florida Gas Transmission Co. LLC† | 7.90 | % | 5/15/2019 | 29 | 32,915 | |||||||||||
Gulf South Pipeline Co. LP† | 6.30 | % | 8/15/2017 | 125 | 129,297 | |||||||||||
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.† | 5.50 | % | 5/15/2022 | 28 | 29,139 | |||||||||||
Holly Energy Partners LP/Holly Energy Finance Corp. | 6.50 | % | 3/1/2020 | 25 | 25,906 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Oil: Crude Producers (continued) | ||||||||||||||||
Kinder Morgan Energy Partners LP | 5.95 | % | 2/15/2018 | $ | 11 | $ | 11,572 | |||||||||
Kinder Morgan Energy Partners LP | 6.50 | % | 4/1/2020 | 75 | 84,268 | |||||||||||
Kinder Morgan, Inc. | 7.25 | % | 6/1/2018 | 23 | 24,844 | |||||||||||
Magellan Midstream Partners LP | 5.65 | % | 10/15/2016 | 42 | 42,047 | |||||||||||
Magellan Midstream Partners LP | 6.55 | % | 7/15/2019 | 69 | 77,337 | |||||||||||
Midcontinent Express Pipeline LLC† | 6.70 | % | 9/15/2019 | 33 | 34,650 | |||||||||||
ONEOK Partners LP | 2.00 | % | 10/1/2017 | 31 | 31,032 | |||||||||||
Panhandle Eastern Pipeline Co. LP | 6.20 | % | 11/1/2017 | 6 | 6,233 | |||||||||||
Regency Energy Partners LP/Regency Energy Finance Corp. | 5.50 | % | 4/15/2023 | 45 | 46,499 | |||||||||||
Regency Energy Partners LP/Regency Energy Finance Corp. | 6.50 | % | 7/15/2021 | 79 | 81,754 | |||||||||||
Rockies Express Pipeline LLC† | 6.00 | % | 1/15/2019 | 37 | 39,035 | |||||||||||
Rockies Express Pipeline LLC† | 6.85 | % | 7/15/2018 | 7 | 7,402 | |||||||||||
Sabine Pass LNG LP | 6.50 | % | 11/1/2020 | 89 | 92,171 | |||||||||||
Spectra Energy Capital LLC | 6.20 | % | 4/15/2018 | 2 | 2,116 | |||||||||||
Tesoro Logistics LP/Tesoro Logistics Finance Corp. | 6.125 | % | 10/15/2021 | 125 | 130,781 | |||||||||||
Texas Eastern Transmission LP† | 6.00 | % | 9/15/2017 | 14 | 14,549 | |||||||||||
TransCanada PipeLines Ltd. (Canada)(b) | 1.875 | % | 1/12/2018 | 4 | 4,017 | |||||||||||
TransCanada PipeLines Ltd. (Canada)(b) | 6.50 | % | 8/15/2018 | 1 | 1,088 | |||||||||||
TransCanada PipeLines Ltd. (Canada)(b) | 7.125 | % | 1/15/2019 | 25 | 27,846 | |||||||||||
Williams Partners LP/ACMP Finance Corp. | 4.875 | % | 5/15/2023 | 11 | 11,140 | |||||||||||
Williams Partners LP/ACMP Finance Corp. | 6.125 | % | 7/15/2022 | 158 | 164,053 | |||||||||||
Total | 1,885,674 | |||||||||||||||
Oil: Integrated Domestic 1.49% | ||||||||||||||||
Cameron International Corp. | 1.40 | % | 6/15/2017 | 4 | 4,001 | |||||||||||
FMC Technologies, Inc. | 2.00 | % | 10/1/2017 | 75 | 74,727 | |||||||||||
Halliburton Co. | 3.25 | % | 11/15/2021 | 31 | 32,314 | |||||||||||
Halliburton Co. | 6.15 | % | 9/15/2019 | 3 | 3,361 | |||||||||||
National Oilwell Varco, Inc. | 1.35 | % | 12/1/2017 | 250 | 249,019 | |||||||||||
SESI LLC | 6.375 | % | 5/1/2019 | 46 | 45,885 | |||||||||||
Weatherford International Ltd. | 7.75 | % | 6/15/2021 | 23 | 22,856 | |||||||||||
Weatherford International Ltd. | 9.625 | % | 3/1/2019 | 88 | 96,580 | |||||||||||
Total | 528,743 | |||||||||||||||
Paper & Forest Products 0.16% | ||||||||||||||||
Georgia-Pacific LLC† | 5.40 | % | 11/1/2020 | 49 | 55,461 | |||||||||||
International Paper Co. | 9.375 | % | 5/15/2019 | 2 | 2,379 | |||||||||||
Total | 57,840 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Real Estate Investment Trusts 3.52% | ||||||||||||||||
American Tower Corp. | 7.25 | % | 5/15/2019 | $ | 32 | $ | 35,925 | |||||||||
Brandywine Operating Partnership LP | 4.95 | % | 4/15/2018 | 6 | 6,261 | |||||||||||
Brandywine Operating Partnership LP | 5.70 | % | 5/1/2017 | 55 | 56,211 | |||||||||||
DDR Corp. | 4.75 | % | 4/15/2018 | 25 | 25,964 | |||||||||||
DDR Corp. | 7.50 | % | 4/1/2017 | 31 | 31,913 | |||||||||||
DDR Corp. | 7.50 | % | 7/15/2018 | 5 | 5,479 | |||||||||||
Digital Realty Trust LP | 3.40 | % | 10/1/2020 | 20 | 20,862 | |||||||||||
Digital Realty Trust LP | 5.875 | % | 2/1/2020 | 47 | 52,247 | |||||||||||
DuPont Fabros Technology LP | 5.875 | % | 9/15/2021 | 25 | 26,172 | |||||||||||
EPR Properties | 7.75 | % | 7/15/2020 | 91 | 106,312 | |||||||||||
First Industrial LP | 7.50 | % | 12/1/2017 | 50 | 53,057 | |||||||||||
HCP, Inc. | 2.625 | % | 2/1/2020 | 7 | 7,106 | |||||||||||
HCP, Inc. | 3.75 | % | 2/1/2019 | 21 | 21,751 | |||||||||||
HCP, Inc. | 5.375 | % | 2/1/2021 | 6 | 6,728 | |||||||||||
HCP, Inc. | 5.625 | % | 5/1/2017 | 75 | 76,771 | |||||||||||
HCP, Inc. | 6.00 | % | 1/30/2017 | 56 | 56,806 | |||||||||||
HCP, Inc. | 6.70 | % | 1/30/2018 | 16 | 17,076 | |||||||||||
Healthcare Realty Trust, Inc. | 5.75 | % | 1/15/2021 | 2 | 2,274 | |||||||||||
Hospitality Properties Trust | 6.70 | % | 1/15/2018 | 5 | 5,195 | |||||||||||
Kilroy Realty LP | 4.80 | % | 7/15/2018 | 25 | 26,147 | |||||||||||
Kilroy Realty LP | 6.625 | % | 6/1/2020 | 50 | 57,384 | |||||||||||
Liberty Property LP | 5.50 | % | 12/15/2016 | 10 | 10,082 | |||||||||||
Mack-Cali Realty LP | 2.50 | % | 12/15/2017 | 200 | 201,039 | |||||||||||
MPT Operating Partnership LP/MPT Finance Corp. | 6.375 | % | 2/15/2022 | 8 | 8,370 | |||||||||||
National Retail Properties, Inc. | 6.875 | % | 10/15/2017 | 10 | 10,529 | |||||||||||
SL Green Realty Corp. | 5.00 | % | 8/15/2018 | 8 | 8,357 | |||||||||||
SL Green Realty Corp. | 7.75 | % | 3/15/2020 | 16 | 18,640 | |||||||||||
VEREIT Operating Partnership LP | 3.00 | % | 2/6/2019 | 118 | 119,902 | |||||||||||
VEREIT Operating Partnership LP | 4.125 | % | 6/1/2021 | 10 | 10,375 | |||||||||||
Vornado Realty LP | 2.50 | % | 6/30/2019 | 35 | 35,516 | |||||||||||
Welltower, Inc. | 2.25 | % | 3/15/2018 | 75 | 75,686 | |||||||||||
Welltower, Inc. | 4.125 | % | 4/1/2019 | 7 | 7,365 | |||||||||||
Weyerhaeuser Co. | 6.95 | % | 8/1/2017 | 41 | 42,732 | |||||||||||
Weyerhaeuser Co. | 7.375 | % | 10/1/2019 | 2 | 2,301 | |||||||||||
Total | 1,248,535 | |||||||||||||||
Retail 0.32% | ||||||||||||||||
Jo-Ann Stores LLC† | 8.125 | % | 3/15/2019 | 38 | 38,095 | |||||||||||
Macy’s Retail Holdings, Inc. | 7.45 | % | 7/15/2017 | 5 | 5,234 | |||||||||||
Neiman Marcus Group Ltd. LLC† | 8.00 | % | 10/15/2021 | 25 | 21,000 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Retail (continued) | ||||||||||||||||
Rite Aid Corp. | 9.25 | % | 3/15/2020 | $ | 9 | $ | 9,506 | |||||||||
Serta Simmons Bedding LLC† | 8.125 | % | 10/1/2020 | 39 | 40,828 | |||||||||||
Total | 114,663 | |||||||||||||||
Retail: Specialty 0.07% | ||||||||||||||||
Elizabeth Arden, Inc. | 7.375 | % | 3/15/2021 | 25 | 25,906 | |||||||||||
Steel 0.02% | ||||||||||||||||
Nucor Corp. | 5.75 | % | 12/1/2017 | 5 | 5,207 | |||||||||||
Nucor Corp. | 5.85 | % | 6/1/2018 | 2 | 2,138 | |||||||||||
Total | 7,345 | |||||||||||||||
Technology 0.97% | ||||||||||||||||
Baidu, Inc. (China)(b) | 3.25 | % | 8/6/2018 | 200 | 205,418 | |||||||||||
eBay, Inc. | 1.237 | %# | 8/1/2019 | 75 | 74,678 | |||||||||||
Expedia, Inc. | 7.456 | % | 8/15/2018 | 58 | 63,895 | |||||||||||
Symantec Corp. | 2.75 | % | 6/15/2017 | 2 | 2,013 | |||||||||||
Total | 346,004 | |||||||||||||||
Telecommunications 1.15% | ||||||||||||||||
Frontier Communications Corp. | 8.50 | % | 4/15/2020 | 5 | 5,425 | |||||||||||
Frontier Communications Corp. | 8.875 | % | 9/15/2020 | 79 | 85,517 | |||||||||||
Frontier Communications Corp. | 9.25 | % | 7/1/2021 | 57 | 61,631 | |||||||||||
GTE Corp. | 6.84 | % | 4/15/2018 | 40 | 42,632 | |||||||||||
T-Mobile USA, Inc. | 6.464 | % | 4/28/2019 | 54 | 55,080 | |||||||||||
T-Mobile USA, Inc. | 6.625 | % | 11/15/2020 | 19 | 19,546 | |||||||||||
Telefonica Emisiones SAU (Spain)(b) | 6.221 | % | 7/3/2017 | 87 | 90,068 | |||||||||||
Windstream Services LLC | 7.75 | % | 10/1/2021 | 29 | 29,073 | |||||||||||
Windstream Services LLC | 7.75 | % | 10/15/2020 | 19 | 19,428 | |||||||||||
Total | 408,400 | |||||||||||||||
Toys 0.01% | ||||||||||||||||
Mattel, Inc. | 1.70 | % | 3/15/2018 | 2 | 2,007 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Transportation: Miscellaneous 0.15% | ||||||||||||||||
Florida East Coast Holdings Corp.† | 6.75 | % | 5/1/2019 | $ | 44 | $ | 45,320 | |||||||||
Norfolk Southern Railway Co. | 9.75 | % | 6/15/2020 | 3 | 3,827 | |||||||||||
Ryder System, Inc. | 5.85 | % | 11/1/2016 | 3 | 3,012 | |||||||||||
Total | 52,159 | |||||||||||||||
Wholesale 0.07% | ||||||||||||||||
Ingram Micro, Inc. | 5.25 | % | 9/1/2017 | 25 | 25,726 | |||||||||||
Total Corporate Bonds (cost $18,006,759) | 18,188,503 | |||||||||||||||
FLOATING RATE LOANS(c) 5.17% | ||||||||||||||||
Auto Parts: Original Equipment 0.08% | ||||||||||||||||
Allison Transmission, Inc. Term Loan B3 | 3.25 | % | 8/23/2019 | 9 | 8,582 | |||||||||||
MPG Holdco I, Inc. 2015 Term Loan B1 | 3.75 | % | 10/20/2021 | 19 | 18,996 | |||||||||||
Total | 27,578 | |||||||||||||||
Business Services 0.04% | ||||||||||||||||
Neff Rental LLC 2nd Lien Closing Date Term Loan | 7.25 | % | 6/9/2021 | 13 | 12,974 | |||||||||||
Chemicals 0.12% | ||||||||||||||||
Huntsman International, LLC 2016 Term Loan B | 4.25 | % | 4/1/2023 | 15 | 15,049 | |||||||||||
INEOS US Finance LLC Cash Dollar Term Loan | 3.75 | % | 5/4/2018 | 28 | 27,964 | |||||||||||
Total | 43,013 | |||||||||||||||
Computer Software 0.28% | ||||||||||||||||
Activision Blizzard, Inc. Term Loan | — | (d) | 10/13/2020 | 28 | 28,070 | |||||||||||
First Data Corp. 2022 Dollar Term Loan | 4.275 | % | 7/8/2022 | 72 | 72,500 | |||||||||||
Total | 100,570 | |||||||||||||||
Containers 0.74% | ||||||||||||||||
Ball Corp. EUR Term Loan A(e) | 2.284 | % | 3/18/2021 | EUR | 25 | 28,119 | ||||||||||
Ball Corp. USD Term Loan A | 2.284 | % | 3/18/2021 | $ | 75 | 74,953 | ||||||||||
Owens llinois, Inc. Facility Term Loan B | 3.50 | % | 9/1/2022 | 6 | 5,865 | |||||||||||
Owens llinois, Inc. Term Loan A | 2.247 | % | 4/22/2020 | 34 | 33,336 | |||||||||||
WestRock Co. Closing Date Term Loan | — | (d) | 7/1/2020 | 122 | 121,614 | |||||||||||
Total | 263,887 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Electric: Power 0.04% | ||||||||||||||||
Dayton Power & Light Co. (The) Term Loan | 4.00 | % | 8/24/2022 | $ | 8 | $ | 8,105 | |||||||||
Moxie Liberty LLC Construction Term Loan B1 | 7.50 | % | 8/21/2020 | 5 | 4,908 | |||||||||||
Total | 13,013 | |||||||||||||||
Electrical Equipment 0.39% | ||||||||||||||||
Avago Technologies Cayman Ltd. Term Loan B3 | 3.524 | % | 2/1/2023 | 61 | 62,197 | |||||||||||
Avago Technologies Cayman Ltd. Tranche A Advance Term Loan | 2.274 | % | 2/1/2021 | 49 | 49,017 | |||||||||||
Sensata Technologies B.V. 6th Amendment Term Loan (Netherlands)(b) | 3.00 | % | 10/14/2021 | 26 | 25,900 | |||||||||||
Total | 137,114 | |||||||||||||||
Entertainment 0.06% | ||||||||||||||||
Kasima LLC Term Loan | 3.25 | % | 5/17/2021 | 20 | 20,185 | |||||||||||
Food 0.13% | ||||||||||||||||
Amplify Snack Brands, Inc. Term Loan | 6.50 | % | 9/2/2023 | 16 | 15,910 | |||||||||||
Dole Food Co., Inc. Tranche B Term Loan | 4.50 | % | 11/1/2018 | 16 | 15,982 | |||||||||||
Supervalu, Inc. New Term Loan | 5.50 | % | 3/21/2019 | 14 | 14,029 | |||||||||||
Total | 45,921 | |||||||||||||||
Gaming 0.22% | ||||||||||||||||
Seminole Tribe of Florida Initial Term Loan | 3.088 | % | 4/29/2020 | 78 | 78,269 | |||||||||||
Health Care Products 0.25% | ||||||||||||||||
Medtronic, Inc. Term Loan | 1.409 | % | 1/26/2018 | 75 | 74,672 | |||||||||||
Zimmer Holdings, Inc. Term Loan | 1.892 | % | 5/29/2019 | 14 | 14,346 | |||||||||||
Total | 89,018 | |||||||||||||||
Health Care Services 0.06% | ||||||||||||||||
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan | 2.137 | % | 10/30/2019 | 4 | 4,029 | |||||||||||
Laboratory Corp. of America Holdings Term Loan | 1.784 | % | 12/19/2019 | 19 | 19,024 | |||||||||||
Total | 23,053 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Household Equipment/Products 0.35% | ||||||||||||||||
Dell, Inc. LLC Term Loan A2 | 2.79 | % | 9/7/2021 | $ | 127 | $ | 124,857 | |||||||||
Lodging 0.45% | ||||||||||||||||
Las Vegas Sands LLC Term Loan B | 3.25 | % | 12/19/2020 | 159 | 160,480 | |||||||||||
Manufacturing 0.15% | ||||||||||||||||
Tyco International Holding sarl Term Loan (Luxembourg)(b) | 2.214 | % | 9/10/2019 | 54 | 53,325 | |||||||||||
Media 0.34% | ||||||||||||||||
AMC Networks, Inc. Term Loan A | 2.017 | % | 12/31/2019 | 77 | 76,643 | |||||||||||
Charter Communications Operating LLC Term Loan E | 3.00 | % | 7/1/2020 | 45 | 45,596 | |||||||||||
Total | 122,239 | |||||||||||||||
Miscellaneous 0.17% | ||||||||||||||||
Harris Corp. 3 Year Tranche Term Loan | 2.03 | % | 3/16/2018 | 40 | 40,181 | |||||||||||
Harris Corp. 5 Year Tranche Term Loan | 2.03 | % | 3/16/2020 | 19 | 18,617 | |||||||||||
Total | 58,798 | |||||||||||||||
Oil 0.26% | ||||||||||||||||
Callon Petroleum Co. 2nd Lien Term Loan | 8.50 | % | 10/8/2021 | 8 | 8,118 | |||||||||||
Chesapeake Energy Corp. Class A Term Loan | 8.50 | % | 8/23/2021 | 22 | 23,155 | |||||||||||
Noble Energy, Inc. Initial Term Loan | 1.71 | % | 1/6/2019 | 60 | 59,438 | |||||||||||
Total | 90,711 | |||||||||||||||
Real Estate Investment Trusts 0.23% | ||||||||||||||||
American Tower Corp. Term Loan | 1.25 | % | 1/29/2021 | 82 | 80,791 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Retail 0.47% | ||||||||||||||||
BJ’s Wholesale Club, Inc. 2013 1st Lien Replacement Loan | 4.50 | % | 9/26/2019 | $ | 19 | $ | 18,972 | |||||||||
J. Crew Group, Inc. Initial Term Loan | 4.00 | % | 3/5/2021 | 39 | 30,993 | |||||||||||
Michaels Stores, Inc. 2016 Replacement Term Loan B1 | 3.75 | % | 1/30/2023 | 21 | 21,044 | |||||||||||
PVH Corp. Tranche A Term Loan | 2.035 | % | 5/19/2021 | 63 | 63,335 | |||||||||||
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan | 4.875 | % | 6/21/2021 | 18 | 18,063 | |||||||||||
Yum! Brands Inc. 1st Lien Term Loan B | 3.281 | % | 6/16/2023 | 15 | 15,107 | |||||||||||
Total | 167,514 | |||||||||||||||
Technology 0.05% | ||||||||||||||||
Zayo Group LLC 2021 Term Loan | 3.75 | % | 5/6/2021 | 18 | 18,114 | |||||||||||
Telecommunications 0.29% | ||||||||||||||||
AT&T, Inc. Tranche A Advance Term Loan | 1.839 | % | 3/2/2018 | 4 | 3,637 | |||||||||||
Verizon Communications Inc. 5 year Term Loan | 1.796 | % | 7/31/2019 | 100 | 100,021 | |||||||||||
Total | 103,658 | |||||||||||||||
Total Floating Rate Loans (cost $1,823,361) | 1,835,082 | |||||||||||||||
FOREIGN GOVERNMENT OBLIGATION(b) 0.01% | ||||||||||||||||
Dominican Republic | ||||||||||||||||
Dominican Republic† (cost $3,413) | 9.04 | % | 1/23/2018 | 3 | 3,443 | |||||||||||
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.52% | ||||||||||||||||
Federal Home Loan Mortgage Corp. 2011-K704 B† | 4.69 | %# | 10/25/2030 | 20 | 20,935 | |||||||||||
Federal Home Loan Mortgage Corp. 2012-K707 B† | 4.019 | %# | 1/25/2047 | 42 | 43,676 | |||||||||||
Federal Home Loan Mortgage Corp. 2012-K709 B† | 3.872 | %# | 4/25/2045 | 75 | 77,347 | |||||||||||
Federal Home Loan Mortgage Corp. 2012-K710 B† | 3.952 | %# | 6/25/2047 | 85 | 88,051 | |||||||||||
Federal Home Loan Mortgage Corp. 2012-K711 B† | 3.684 | %# | 8/25/2045 | 30 | 30,957 | |||||||||||
Federal Home Loan Mortgage Corp. 2013-K502 C† | 3.19 | %# | 3/25/2045 | 11 | 11,044 | |||||||||||
Federal Home Loan Mortgage Corp. 2013-K713 B† | 3.274 | %# | 4/25/2046 | 30 | 30,800 | |||||||||||
Federal Home Loan Mortgage Corp. 2014-K503 B† | 3.08 | %# | 10/25/2047 | 10 | 10,138 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | ||||||||||||||||
Government National Mortgage Assoc. 2014-109 A | 2.325 | % | 1/16/2046 | $ | 15 | $ | 15,373 | |||||||||
Government National Mortgage Assoc. 2014-112 A | 3.00 | %# | 1/16/2048 | 9 | 9,065 | |||||||||||
Government National Mortgage Assoc. 2014-135 AS | 2.30 | % | 2/16/2047 | 20 | 20,543 | |||||||||||
Government National Mortgage Assoc. 2014-64 A | 2.20 | % | 2/16/2045 | 43 | 43,731 | |||||||||||
Government National Mortgage Assoc. 2014-64 IO | 1.281 | %# | 12/16/2054 | 446 | 35,269 | |||||||||||
Government National Mortgage Assoc. 2014-78 A | 2.20 | % | 4/16/2047 | 1 | 1,124 | |||||||||||
Government National Mortgage Assoc. 2014-78 IO | 0.743 | %# | 3/16/2056 | 71 | 4,071 | |||||||||||
Government National Mortgage Assoc. 2015-47 AE | 2.90 | %# | 11/16/2055 | 13 | 12,947 | |||||||||||
Government National Mortgage Assoc. 2015-48 AS | 2.90 | %# | 2/16/2049 | 31 | 31,980 | |||||||||||
Government National Mortgage Assoc. 2015-73 AC | 2.90 | %# | 2/16/2053 | 51 | 52,571 | |||||||||||
Total Government Sponsored Enterprises Collateralized Mortgage
Obligations (cost $539,997) | 539,622 | |||||||||||||||
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 1.55% | ||||||||||||||||
Federal Home Loan Mortgage Corp. | 2.896 | %# | 6/1/2041 | 18 | 19,299 | |||||||||||
Federal Home Loan Mortgage Corp. | 3.06 | %# | 10/1/2043 | 19 | 20,094 | |||||||||||
Federal Home Loan Mortgage Corp. | 3.181 | %# | 12/1/2040 | 41 | 42,427 | |||||||||||
Federal Home Loan Mortgage Corp. | 3.375 | %# | 6/1/2042 | 14 | 14,780 | |||||||||||
Federal National Mortgage Assoc. | 2.718 | %# | 12/1/2045 | 11 | 11,519 | |||||||||||
Federal National Mortgage Assoc. | 2.736 | %# | 12/1/2045 | 48 | 49,879 | |||||||||||
Federal National Mortgage Assoc. | 2.826 | %# | 10/1/2036 | 61 | 64,729 | |||||||||||
Federal National Mortgage Assoc. | 2.836 | %# | 10/1/2045 | 12 | 12,092 | |||||||||||
Federal National Mortgage Assoc. | 2.899 | %# | 6/1/2042 | 30 | 30,812 | |||||||||||
Federal National Mortgage Assoc. | 3.00 | % | — | (f) | 120 | 125,991 | ||||||||||
Federal National Mortgage Assoc. | 3.137 | %# | 3/1/2042 | 27 | 28,685 | |||||||||||
Federal National Mortgage Assoc. | 3.361 | %# | 12/1/2040 | 3 | 3,340 | |||||||||||
Federal National Mortgage Assoc. | 3.432 | %# | 12/1/2040 | 6 | 6,360 | |||||||||||
Federal National Mortgage Assoc. | 3.475 | %# | 10/1/2040 | 2 | 2,310 | |||||||||||
Federal National Mortgage Assoc. | 3.70 | %# | 1/1/2042 | 58 | 60,995 | |||||||||||
Federal National Mortgage Assoc. | 3.932 | %# | 4/1/2040 | 53 | 56,380 | |||||||||||
Total Government Sponsored Enterprises Pass-Throughs
(cost $549,756) | 549,692 | |||||||||||||||
GOVERNMENT SPONSORED ENTERPRISES SECURITY 0.25% | ||||||||||||||||
Federal Home Loan Bank (cost $90,470) | 1.125 | % | 4/25/2018 | 90 | 90,451 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
MUNICIPAL BONDS 0.29% | ||||||||||||||||
Miscellaneous | ||||||||||||||||
Illinois | 3.90 | % | 1/1/2018 | $ | 5 | $ | 5,089 | |||||||||
Illinois | 5.163 | % | 2/1/2018 | 50 | 51,514 | |||||||||||
Illinois | 5.665 | % | 3/1/2018 | 25 | 26,254 | |||||||||||
Illinois | 5.877 | % | 3/1/2019 | 10 | 10,843 | |||||||||||
New Jersey Transp Tr Fnd Auth | 1.087 | % | 12/15/2016 | 10 | 10,005 | |||||||||||
Total Municipal Bonds (cost $103,782) | 103,705 | |||||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 18.73% | ||||||||||||||||
A10 Bridge Asset Financing LLC 2015-AA A† | 2.574 | %# | 5/15/2030 | 75 | 75,000 | |||||||||||
Americold LLC Trust 2010-ARTA A1† | 3.847 | % | 1/14/2029 | 49 | 51,707 | |||||||||||
Assurant Commercial Mortgage Trust 2016-1A A1† | 1.362 | % | 5/15/2049 | 24 | 24,230 | |||||||||||
Aventura Mall Trust 2013-AVM A† | 3.743 | %# | 12/5/2032 | 100 | 107,559 | |||||||||||
BAMLL-DB Trust 2012-OSI A1† | 2.343 | % | 4/13/2029 | 29 | 28,729 | |||||||||||
Banc of America Commercial Mortgage Trust 2006-6 AM | 5.39 | % | 10/10/2045 | 35 | 35,004 | |||||||||||
Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-1 AJ | 5.527 | %# | 11/10/2042 | 2 | 1,790 | |||||||||||
Banc of America Re-REMIC Trust 2010-RC30 A5B† | 5.334 | % | 12/16/2043 | 100 | 100,053 | |||||||||||
BB-UBS Trust 2012-TFT A† | 2.892 | % | 6/5/2030 | 100 | 101,109 | |||||||||||
BB-UBS Trust 2012-TFT B† | 3.584 | %# | 6/5/2030 | 100 | 100,403 | |||||||||||
BB-UBS Trust 2012-TFT C† | 3.584 | %# | 6/5/2030 | 100 | 98,788 | |||||||||||
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E† | 5.406 | %# | 11/11/2041 | 15 | 15,858 | |||||||||||
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F† | 5.854 | %# | 11/11/2041 | 25 | 26,401 | |||||||||||
CCRESG Commercial Mortgage Trust 2016-HEAT B† | 4.114 | % | 4/10/2029 | 29 | 29,967 | |||||||||||
CCRESG Commercial Mortgage Trust 2016-HEAT C† | 4.919 | % | 4/10/2029 | 29 | 30,029 | |||||||||||
CGGS Commercial Mortgage Trust 2016-RNDA DFX† | 4.387 | % | 2/10/2033 | 100 | 103,089 | |||||||||||
Citigroup Commercial Mortgage Trust 2007-C6 A4 | 5.90 | %# | 12/10/2049 | 1 | 1,018 | |||||||||||
Citigroup Commercial Mortgage Trust 2007-C6 AM | 5.90 | %# | 12/10/2049 | 35 | 35,564 | |||||||||||
Citigroup Commercial Mortgage Trust 2013-GC15 A2 | 3.161 | % | 9/10/2046 | 100 | 102,545 | |||||||||||
Citigroup Commercial Mortgage Trust 2013-SMP D† | 3.008 | %# | 1/12/2030 | 100 | 99,632 | |||||||||||
Citigroup Commercial Mortgage Trust 2014-GC19 A1 | 1.199 | % | 3/10/2047 | 15 | 15,196 | |||||||||||
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO | 0.59 | %# | 6/10/2048 | 992 | 30,130 | |||||||||||
Citigroup Commercial Mortgage Trust 2015-SHP2 XCP IO† | 0.114 | %# | 7/15/2027 | 46,545 | 42,188 | |||||||||||
Citigroup Commercial Mortgage Trust 2016-SMPL A†(g) | 2.228 | % | 9/10/2031 | 100 | 100,515 | |||||||||||
Citigroup Commercial Mortgage Trust 2016-SMPL E†(g) | 4.509 | % | 9/10/2031 | 100 | 100,520 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||||||
COBALT CMBS Commercial Mortgage Trust 2007-C3 AM | 5.954 | %# | 5/15/2046 | $ | 100 | $ | 102,137 | |||||||||
Commercial Mortgage Loan Trust 2008-LS1 ASM | 6.296 | %# | 12/10/2049 | 50 | 51,342 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2004-LB2A G† | 5.54 | %# | 3/10/2039 | 35 | 37,594 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2012-CR3 B† | 3.922 | % | 10/15/2045 | 100 | 107,788 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2 | 3.047 | % | 10/10/2046 | 10 | 10,276 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2 | 2.122 | % | 3/10/2046 | 10 | 10,057 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2 | 1.906 | % | 1/10/2046 | 32 | 32,168 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2013-SFS A1† | 1.873 | % | 4/12/2035 | 138 | 138,597 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2013-THL E† | 4.267 | %# | 6/8/2030 | 100 | 100,013 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2014-SAVA A† | 1.675 | %# | 6/15/2034 | 106 | 105,912 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2014-UBS5 XB1 IO† | 0.251 | %# | 9/10/2047 | 2,000 | 22,572 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 XA IO† | 0.935 | %# | 7/10/2050 | 99 | 4,416 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2016-GCT D† | 3.576 | %# | 8/10/2029 | 100 | 100,153 | |||||||||||
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO† | 0.784 | % | 8/10/2029 | 4,000 | 118,764 | |||||||||||
Commericial Mortgage Trust 2016-CD1 XA IO | 1.582 | %# | 8/10/2049 | 183 | 19,288 | |||||||||||
Core Industrial Trust 2015-CALW C† | 3.555 | % | 2/10/2034 | 25 | 26,030 | |||||||||||
Core Industrial Trust 2015-CALW XA IO† | 0.939 | %# | 2/10/2034 | 1,006 | 39,418 | |||||||||||
Credit Suisse Commercial Mortgage Trust 2006-C5 AM | 5.343 | % | 12/15/2039 | 32 | 32,008 | |||||||||||
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1† | 5.466 | % | 5/15/2023 | 50 | 54,029 | |||||||||||
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2† | 5.538 | % | 5/15/2023 | 100 | 110,357 | |||||||||||
Credit Suisse Mortgage Capital Certificates 2014-TIKI C† | 2.324 | %# | 9/15/2038 | 100 | 97,704 | |||||||||||
CSAIL Commercial Mortgage Trust 2015-C4 A2 | 3.157 | % | 11/15/2048 | 10 | 10,483 | |||||||||||
CSAIL Commercial Mortgage Trust 2016-C6 XA IO | 1.976 | %# | 1/15/2049 | 999 | 119,923 | |||||||||||
DBJPM Mortgage Trust 2016-C3 XA IO | 1.665 | %# | 9/10/2049 | 200 | 23,211 | |||||||||||
DBRR Trust 2013-EZ3 A† | 1.636 | %# | 12/18/2049 | 18 | 18,301 | |||||||||||
DBUBS Mortgage Trust 2011-LC2A D† | 5.727 | %# | 7/10/2044 | 100 | 105,648 | |||||||||||
DBWF Mortgage Trust 2015-LCM A1† | 2.998 | % | 6/10/2034 | 23 | 23,575 | |||||||||||
GAHR Commercial Mortgage Trust 2015-NRF CFX† | 3.495 | %# | 12/15/2034 | 100 | 101,931 | |||||||||||
GAHR Commericial Mortgage Trust 2015-NRF EFX† | 3.495 | %# | 12/15/2034 | 20 | 19,639 | |||||||||||
Great Wolf Trust 2015-WOLF E† | 4.974 | %# | 5/15/2034 | 100 | 99,370 | |||||||||||
GS Mortgage Securities Corp. II 2013-GC10 A3 | 2.613 | % | 2/10/2046 | 100 | 102,812 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||||||
GS Mortgage Securities Trust 2006-GG8 AM | 5.591 | % | 11/10/2039 | $ | 64 | $ | 64,113 | |||||||||
GS Mortgage Securities Trust 2012-GC6 XA IO† | 2.184 | %# | 1/10/2045 | 310 | 25,856 | |||||||||||
GS Mortgage Securities Trust 2013-GC14 A1 | 1.217 | % | 8/10/2046 | 28 | 27,974 | |||||||||||
GS Mortgage Securities Trust 2015-GS1 XB IO | 0.332 | %# | 11/10/2048 | 1,082 | 20,650 | |||||||||||
GS Mortgage Securities Trust 2016-RENT C† | 4.202 | %# | 2/10/2029 | 100 | 103,518 | |||||||||||
H/2 Asset Funding 2015-1A-AFL | 1.837 | %# | 6/24/2049 | 24 | 24,025 | |||||||||||
H/2 Asset Funding 2015-1A-AFX | 3.353 | %# | 6/24/2049 | 24 | 24,140 | |||||||||||
H/2 Asset Funding 2015-1A-BFX | 3.993 | %# | 6/24/2049 | 25 | 24,648 | |||||||||||
Hudsons Bay Simon JV Trust 2015-HB7 XA7 IO† | 1.417 | %# | 8/5/2034 | 1,000 | 68,185 | |||||||||||
Irvine Core Office Trust 2013-IRV A1† | 2.068 | % | 5/15/2048 | 35 | 35,285 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2004-LN2 A2 | 5.115 | % | 7/15/2041 | 3 | 2,781 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2005-LDP2 AJ | 4.842 | %# | 7/15/2042 | — | (h) | 48 | ||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM | 5.881 | %# | 2/12/2049 | 85 | 86,482 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C† | 7.694 | %# | 12/5/2027 | 25 | 28,378 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2 | 3.046 | % | 4/15/2047 | 25 | 25,906 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 A1 | 1.539 | % | 11/15/2047 | 8 | 7,547 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO | 1.318 | %# | 1/15/2048 | 991 | 58,792 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A† | 3.429 | % | 6/10/2027 | 100 | 103,319 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO | 0.858 | %# | 7/15/2048 | 993 | 38,011 | |||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2016-ATRM A† | 2.962 | % | 10/5/2028 | 50 | 50,698 | |||||||||||
LB-UBS Commercial Mortgage Trust 2006-C7 AM | 5.378 | % | 11/15/2038 | 33 | 33,261 | |||||||||||
LB-UBS Commercial Mortgage Trust 2007-C1 AM | 5.455 | % | 2/15/2040 | 25 | 25,196 | |||||||||||
LMREC, Inc. 2015-CRE1 A† | 2.293 | %# | 2/22/2032 | 100 | 98,913 | |||||||||||
LSTAR Commercial Mortgage Trust 2016-4 XA IO† | 2.109 | %# | 3/10/2049 | 999 | 96,242 | |||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1† | 2.117 | % | 10/15/2030 | 65 | 65,500 | |||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2 | 3.001 | % | 10/15/2046 | 10 | 10,291 | |||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO | 0.893 | %# | 7/15/2050 | 495 | 20,811 | |||||||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART B† | 2.48 | % | 9/13/2031 | 50 | 50,018 | |||||||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART C† | 2.817 | % | 9/13/2031 | 100 | 99,890 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||||||
Morgan Stanley Capital Barclays Bank Trust 2016-MART XCP IO† | 0.316 | %# | 9/13/2031 | $ | 9,863 | $ | 63,878 | |||||||||
Morgan Stanley Capital I Trust 2007-HQ12 AM | 5.902 | %# | 4/12/2049 | 175 | 175,636 | |||||||||||
Morgan Stanley Capital I Trust 2011-C3 A4 | 4.118 | % | 7/15/2049 | 61 | 66,852 | |||||||||||
Morgan Stanley Capital I Trust 2016-UB11 XB IO | 1.137 | %# | 8/15/2049 | 1,000 | 83,281 | |||||||||||
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B† | 5.988 | %# | 8/12/2045 | 100 | 101,238 | |||||||||||
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B† | 5.988 | %# | 8/15/2045 | 100 | 101,400 | |||||||||||
MSCG Trust 2015-ALDR A1† | 2.612 | % | 6/7/2035 | 22 | 22,767 | |||||||||||
Nationslink Funding Corp. 1999-LTL1 D† | 6.45 | % | 1/22/2026 | 57 | 59,285 | |||||||||||
Palisades Center Trust 2016-PLSD D† | 4.737 | % | 4/13/2033 | 67 | 67,921 | |||||||||||
Palisades Center Trust 2016-PLSD XCP IO† | 1.106 | %# | 5/13/2018 | 1,000 | 16,395 | |||||||||||
Prima Capital CRE Securization 2006-1 | 2.55 | % | 8/26/2049 | 100 | 99,420 | |||||||||||
ReadyCap Commercial Mortgage Trust 2015-2 A† | 3.804 | % | 6/25/2055 | 47 | 47,706 | |||||||||||
Shops at Crystals Trust 2016-CSTL XB IO† | 0.328 | %# | 7/5/2036 | 1,000 | 21,005 | |||||||||||
UBS-Barclays Commercial Mortgage Trust 2012-C4 AAB | 2.459 | % | 12/10/2045 | 25 | 25,632 | |||||||||||
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO† | 1.194 | %# | 3/10/2046 | 951 | 48,750 | |||||||||||
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A3 | 3.595 | % | 1/10/2045 | 20 | 21,371 | |||||||||||
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM | 5.795 | %# | 7/15/2045 | 3 | 3,176 | |||||||||||
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM | 5.339 | % | 11/15/2048 | 25 | 25,077 | |||||||||||
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM | 5.383 | % | 12/15/2043 | 150 | 151,357 | |||||||||||
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM | 5.591 | %# | 4/15/2047 | 50 | 50,677 | |||||||||||
Waldorf Astoria Boca Raton Trust 2016-BOCA C† | 3.008 | %# | 6/15/2029 | 100 | 100,017 | |||||||||||
Waldorf Astoria Boca Raton Trust 2016-BOCA E† | 5.124 | %# | 6/15/2029 | 27 | 27,038 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2010-C1 C† | 5.799 | %# | 11/15/2043 | 100 | 109,921 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2015-C29 XB IO | 0.101 | %# | 6/15/2048 | 2,000 | 7,570 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A | 3.075 | % | 12/15/2048 | 10 | 10,519 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B | 4.756 | %# | 12/15/2048 | 36 | 40,190 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO | 0.966 | %# | 12/15/2047 | 989 | 51,241 | |||||||||||
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO | 1.955 | %# | 8/15/2049 | 999 | 135,540 | |||||||||||
WF-RBS Commercial Mortgage Trust 2011-C4 A3† | 4.394 | % | 6/15/2044 | 75 | 78,054 | |||||||||||
WF-RBS Commercial Mortgage Trust 2012-C8 A2 | 1.881 | % | 8/15/2045 | 18 | 18,175 | |||||||||||
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO† | 2.255 | %# | 8/15/2045 | 408 | 31,656 | |||||||||||
WF-RBS Commercial Mortgage Trust 2013-C11 A2 | 2.029 | % | 3/15/2045 | 65 | 65,357 | |||||||||||
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $6,683,627) | 6,651,120 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Shares (000) | Fair Value | ||||||||||||
PREFERRED STOCK 0.03% | ||||||||||||||||
Oil | ||||||||||||||||
Templar Energy LLC Class A (cost $10,450) | 1 | $ | 10,189 | |||||||||||||
Total Long-Term Investments
(cost $33,317,869) | 33,508,392 | |||||||||||||||
Principal Amount (000) | ||||||||||||||||
SHORT-TERM INVESTMENTS 7.09% | ||||||||||||||||
CORPORATE BONDS 4.24% | ||||||||||||||||
Banks: Regional 1.03% | ||||||||||||||||
Bank of America Corp. | 6.00 | % | 9/1/2017 | $ | 35 | 36,402 | ||||||||||
Bank of America Corp. | 6.40 | % | 8/28/2017 | 18 | 18,784 | |||||||||||
Capital One Financial Corp. | 6.75 | % | 9/15/2017 | 35 | 36,671 | |||||||||||
Deutsche Bank AG (United Kingdom)(b) | 1.35 | % | 5/30/2017 | 7 | 6,863 | |||||||||||
Deutsche Bank AG (United Kingdom)(b) | 6.00 | % | 9/1/2017 | 16 | 16,273 | |||||||||||
First Midwest Bancorp, Inc. | 5.875 | % | 11/22/2016 | 50 | 50,252 | |||||||||||
Intesa Sanpaolo SpA (Italy)(b) | 2.375 | % | 1/13/2017 | 200 | 200,291 | |||||||||||
Total | 365,536 | |||||||||||||||
Beverages 0.18% | ||||||||||||||||
Beam Suntory, Inc. | 1.875 | % | 5/15/2017 | 62 | 62,290 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Chemicals 0.01% | ||||||||||||||||
Valspar Corp. (The) | 6.05 | % | 5/1/2017 | $ | 5 | $ | 5,140 | |||||||||
Computer Software 0.11% | ||||||||||||||||
Fidelity National Information Services, Inc. | 1.45 | % | 6/5/2017 | 38 | 38,019 | |||||||||||
Drugs 0.17% | ||||||||||||||||
Actavis Funding SCS (Luxembourg)(b) | 1.30 | % | 6/15/2017 | 9 | 8,994 | |||||||||||
Actavis Funding SCS (Luxembourg)(b) | 1.85 | % | 3/1/2017 | 50 | 50,132 | |||||||||||
Total | 59,126 | |||||||||||||||
Electric: Power 0.46% | ||||||||||||||||
Appalachian Power Co. | 5.00 | % | 6/1/2017 | 25 | 25,623 | |||||||||||
Exelon Corp. | 1.55 | % | 6/9/2017 | 2 | 2,002 | |||||||||||
Jersey Central Power & Light Co. | 5.65 | % | 6/1/2017 | 11 | 11,298 | |||||||||||
TransAlta Corp. (Canada)(b) | 1.90 | % | 6/3/2017 | 125 | 125,109 | |||||||||||
Total | 164,032 | |||||||||||||||
Financial Services 0.31% | ||||||||||||||||
International Lease Finance Corp. | 8.75 | % | 3/15/2017 | 10 | 10,299 | |||||||||||
Synchrony Financial | 1.875 | % | 8/15/2017 | 100 | 100,220 | |||||||||||
Total | 110,519 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Food 0.56% | ||||||||||||||||
ConAgra Foods, Inc. | 5.819 | % | 6/15/2017 | $ | 194 | $ | 199,581 | |||||||||
Health Care Products 0.07% | ||||||||||||||||
Zimmer Biomet Holdings, Inc. | 1.45 | % | 4/1/2017 | 25 | 25,016 | |||||||||||
Health Care Services 0.10% | ||||||||||||||||
Anthem, Inc. | 5.875 | % | 6/15/2017 | 35 | 36,104 | |||||||||||
Insurance 0.03% | ||||||||||||||||
Fidelity National Financial, Inc. | 6.60 | % | 5/15/2017 | 11 | 11,312 | |||||||||||
Lodging 0.10% | ||||||||||||||||
Marriott International, Inc. | 6.375 | % | 6/15/2017 | 25 | 25,839 | |||||||||||
Wyndham Worldwide Corp. | 2.95 | % | 3/1/2017 | 11 | 11,051 | |||||||||||
Total | 36,890 | |||||||||||||||
Machinery: Agricultural 0.01% | ||||||||||||||||
Bunge Ltd. Finance Corp. | 3.20 | % | 6/15/2017 | 2 | 2,026 | |||||||||||
Media 0.23% | ||||||||||||||||
Scripps Networks Interactive, Inc. | 2.70 | % | 12/15/2016 | 75 | 75,181 | |||||||||||
Viacom, Inc. | 2.50 | % | 12/15/2016 | 7 | 7,017 | |||||||||||
Total | 82,198 | |||||||||||||||
Metal Fabricating 0.11% | ||||||||||||||||
WireCo WorldGroup, Inc. | 9.50 | % | 5/15/2017 | 40 | 40,300 | |||||||||||
Natural Gas 0.14% | ||||||||||||||||
Sempra Energy | 2.30 | % | 4/1/2017 | 50 | 50,254 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Interest Rate | Maturity Date | Principal Amount (000) | Fair Value | ||||||||||||
Oil: Crude Producers 0.01% | ||||||||||||||||
Plains All American Pipeline LP/PAA Finance Corp. | 6.125 | % | 1/15/2017 | $ | 2 | $ | 2,024 | |||||||||
Real Estate Investment Trusts 0.20% | ||||||||||||||||
Equity Commonwealth | 6.25 | % | 6/15/2017 | 16 | 16,136 | |||||||||||
First Industrial LP | 5.95 | % | 5/15/2017 | 49 | 50,256 | |||||||||||
Highwoods Realty LP | 5.85 | % | 3/15/2017 | 3 | 3,054 | |||||||||||
Total | 69,446 | |||||||||||||||
Savings & Loan 0.07% | ||||||||||||||||
Astoria Financial Corp. | 5.00 | % | 6/19/2017 | 24 | 24,476 | |||||||||||
Steel 0.10% | ||||||||||||||||
Reliance Steel & Aluminum Co. | 6.20 | % | 11/15/2016 | 35 | 35,154 | |||||||||||
Transportation: Miscellaneous 0.24% | ||||||||||||||||
Kansas City Southern | 1.443 | %# | 10/28/2016 | 75 | 74,999 | |||||||||||
Ryder System, Inc. | 3.50 | % | 6/1/2017 | 11 | 11,167 | |||||||||||
Total | 86,166 | |||||||||||||||
Total Corporate Bonds (cost $1,505,629) | 1,505,609 | |||||||||||||||
MUNICIPAL BOND 0.14% | ||||||||||||||||
Miscellaneous | ||||||||||||||||
New Jersey Econ Dev Auth (cost $50,020) | 1.348 | % | 3/1/2017 | 50 | 50,063 | |||||||||||
U.S. TREASURY OBLIGATION 0.59% | ||||||||||||||||
U.S. Treasury Note (cost $209,151) | 0.875 | % | 10/15/2017 | 209 | 209,437 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
Investments | Principal Amount (000) | Fair Value | ||||||||||||||
REPURCHASE AGREEMENT 2.12% | ||||||||||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $770,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $770,000; proceeds: $751,679 (cost $751,677) | $ | 752 | $ | 751,677 | ||||||||||||
Total Short-Term Investments (cost $2,516,477) | 2,516,786 | |||||||||||||||
Total Investments in Securities 101.44%
(cost $35,834,346) |
36,025,178 | |||||||||||||||
Liabilities in Excess of Cash, Foreign Cash and Other Assets(i) (1.44%) | (511,950 | ) | ||||||||||||||
Net Assets 100.00% | $ | 35,513,228 |
EUR | euro. |
IO | Interest Only. |
PIK | Payment-in-kind. |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
# | Variable rate security. The interest rate represents the rate in effect at September 30, 2016. |
(a) | Amount represents less than 1,000 shares. |
(b) | Foreign security traded in U.S. dollars. |
(c) | 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, 2016. |
(d) | Interest rate to be determined. |
(e) | Investment in non-U.S. dollar denominated securities. |
(f) | To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned. |
(g) | Securities purchased on a when-issued basis (See Note 2(i)). |
(h) | Amount is less than $1,000. |
(i) | Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on futures contracts as follows: |
Open Futures Contracts at September 30, 2016:
Type | Expiration | Contracts | Position | Fair Value | Unrealized Appreciation | |||||||||||||||
U.S. 2-Year Treasury Note | December 2016 | 42 | Long | $ | 9,175,688 | $ | 10,627 | |||||||||||||
Type | Expiration | Contracts | Position | Fair Value | Unrealized Depreciation | |||||||||||||||
U.S. 5-Year Treasury Note | December 2016 | 18 | Short | $ | (2,187,281 | ) | $ | (5,086 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | — | $ | 5,510,950 | $ | — | $ | 5,510,950 | ||||||||
Common Stock | — | — | 528 | (4) | 528 | |||||||||||
Convertible Bonds | — | 25,107 | — | 25,107 | ||||||||||||
Corporate Bonds | — | 19,694,112 | — | 19,694,112 | ||||||||||||
Floating Rate Loans(5) | ||||||||||||||||
Auto Parts: Original Equipment | — | 27,578 | — | 27,578 | ||||||||||||
Business Services | — | 12,974 | — | 12,974 | ||||||||||||
Chemicals | — | 43,013 | — | 43,013 | ||||||||||||
Computer Software | — | 100,570 | — | 100,570 | ||||||||||||
Containers | — | 39,201 | 224,686 | 263,887 | ||||||||||||
Electric: Power | — | 13,013 | — | 13,013 | ||||||||||||
Electrical Equipment | — | 137,114 | — | 137,114 | ||||||||||||
Entertainment | — | 20,185 | — | 20,185 | ||||||||||||
Food | — | 45,921 | — | 45,921 | ||||||||||||
Gaming | — | 78,269 | — | 78,269 | ||||||||||||
Health Care Products | — | 74,672 | 14,346 | 89,018 | ||||||||||||
Health Care Services | — | 4,029 | 19,024 | 23,053 | ||||||||||||
Household Equipment/Products | — | 124,857 | — | 124,857 | ||||||||||||
Lodging | — | 160,480 | — | 160,480 | ||||||||||||
Manufacturing | — | — | 53,325 | 53,325 | ||||||||||||
Media | — | 122,239 | — | 122,239 | ||||||||||||
Miscellaneous | — | — | 58,798 | 58,798 | ||||||||||||
Oil | — | 31,273 | 59,438 | 90,711 | ||||||||||||
Real Estate Investment Trusts | — | 80,791 | — | 80,791 | ||||||||||||
Retail | — | 167,514 | — | 167,514 | ||||||||||||
Technology | — | 18,114 | — | 18,114 | ||||||||||||
Telecommunications | — | 100,021 | 3,637 | 103,658 | ||||||||||||
Foreign Government Obligation | — | 3,443 | — | 3,443 | ||||||||||||
Government Sponsored Enterprises Collateralized Mortgage Obligations | — | 539,622 | — | 539,622 | ||||||||||||
Government Sponsored Enterprises Pass-Throughs | — | 549,692 | — | 549,692 | ||||||||||||
Government Sponsored Enterprises Security | — | 90,451 | — | 90,451 | ||||||||||||
Municipal Bonds | — | 153,768 | — | 153,768 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Securities | — | 6,184,603 | 466,517 | (4)(6) | 6,651,120 | |||||||||||
Preferred Stock | — | — | 10,189 | (4) | 10,189 | |||||||||||
Repurchase Agreement | — | 751,677 | — | 751,677 | ||||||||||||
U.S. Treasury Obligation | — | 209,437 | — | 209,437 | ||||||||||||
Total | $ | — | $ | 35,114,690 | $ | 910,488 | $ | 36,025,178 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 10,627 | $ | — | $ | — | $ | 10,627 | ||||||||
Liabilities | (5,086 | ) | — | — | (5,086 | ) | ||||||||||
Total | $ | 5,541 | $ | — | $ | — | $ | 5,541 |
(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. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2016
(3) | There were no Level 1/Level 2 transfers during the period ended September 30, 2016. |
(4) | Includes securities valued using third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. |
(5) |
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. |
(6) | Non-Agency Commercial Mortgage-Backed Securities categorized as Level 3 investments include A10 Bridge Asset Financing LLC 2015-AA A, Citigroup Commercial Mortgage Trust 2016-SMPL E, Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO, H/2 Asset Funding 2015-1A-AFL, H/2 Asset Funding 2015-1A-AFX, H/2 Asset Funding 2015-1A-BFX and Prima Capital CRE Securization 2006-1. |
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Asset- Backed Securities | Common Stock | Corporate Bonds | Floating Rate Loans | Non-Agency Commercial Mortgage-Backed Securities | Preferred Stock | ||||||||||||||||||
Balance as of January 1, 2016 | $ | 380,147 | $ | — | $ | 3,850 | $ | 68,224 | $ | 420,319 | $ | — | ||||||||||||
Accrued discounts/premiums | — | — | (30 | ) | 83 | (2,954 | ) | — | ||||||||||||||||
Realized gain (loss) | 1,013 | — | (7,039 | ) | (10 | ) | — | — | ||||||||||||||||
Change in unrealized appreciation/depreciation | 31 | (200 | ) | 3,219 | 642 | 1,178 | (261 | ) | ||||||||||||||||
Purchases | — | 728 | — | 403,599 | 222,730 | 10,450 | ||||||||||||||||||
Sales | (112,863 | ) | — | — | (30,208 | ) | (26,624 | ) | — | |||||||||||||||
Net transfers in or out of Level 3 | (268,328 | ) | — | — | (9,076 | ) | (148,132 | ) | — | |||||||||||||||
Balance as of September 30, 2016 | $ | — | $ | 528 | $ | — | $ | 433,254 | $ | 466,517 | $ | 10,189 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
LONG-TERM INVESTMENTS 106.24% | ||||||||||||||
ASSET-BACKED SECURITIES 24.39% | ||||||||||||||
Automobiles 13.77% | ||||||||||||||
American Credit Acceptance Receivables Trust 2015-1 C† | 4.29 | % | 4/12/2021 | $ | 717 | $ | 734,007 | |||||||
AmeriCredit Automobile Receivables Trust 2013-1 C | 1.57 | % | 1/8/2019 | 184 | 184,457 | |||||||||
AmeriCredit Automobile Receivables Trust 2013-5 A3 | 0.90 | % | 9/10/2018 | 42 | 42,218 | |||||||||
AmeriCredit Automobile Receivables Trust 2014-1 A3 | 0.90 | % | 2/8/2019 | 157 | 156,731 | |||||||||
AmeriCredit Automobile Receivables Trust 2014-1 C | 2.15 | % | 3/9/2020 | 402 | 405,432 | |||||||||
AmeriCredit Automobile Receivables Trust 2014-2 A3 | 0.94 | % | 2/8/2019 | 403 | 402,778 | |||||||||
AmeriCredit Automobile Receivables Trust 2014-4 A3 | 1.27 | % | 7/8/2019 | 860 | 860,427 | |||||||||
AmeriCredit Automobile Receivables Trust 2015-2 C | 2.40 | % | 1/8/2021 | 1,977 | 2,002,161 | |||||||||
AmeriCredit Automobile Receivables Trust 2015-3 A3 | 1.54 | % | 3/9/2020 | 475 | 476,255 | |||||||||
AmeriCredit Automobile Receivables Trust 2016-2 A2A | 1.42 | % | 10/8/2019 | 300 | 300,418 | |||||||||
AmeriCredit Automobile Receivables Trust 2016-3 A3 | 1.46 | % | 5/8/2021 | 1,140 | 1,141,894 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2011-3A A† | 3.41 | % | 11/20/2017 | 183 | 182,994 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2011-5A A† | 3.27 | % | 2/20/2018 | 335 | 336,334 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2012-2A A† | 2.802 | % | 5/20/2018 | 1,148 | 1,154,441 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2012-3A A† | 2.10 | % | 3/20/2019 | 525 | 526,727 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2013-1A A† | 1.92 | % | 9/20/2019 | 1,070 | 1,070,226 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2013-2A A† | 2.97 | % | 2/20/2020 | 535 | 545,793 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2014-1A A† | 2.46 | % | 7/20/2020 | 592 | 598,414 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2014-2A A† | 2.50 | % | 2/20/2021 | 1,074 | 1,085,836 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2015-1A A† | 2.50 | % | 7/20/2021 | 970 | 980,593 | |||||||||
Avis Budget Rental Car Funding AESOP LLC 2015-2A A† | 2.63 | % | 12/20/2021 | 596 | 603,793 | |||||||||
BMW Vehicle Lease Trust 2015-1 A3 | 1.24 | % | 12/20/2017 | 1,005 | 1,006,401 | |||||||||
BMW Vehicle Owner Trust 2013-A A4 | 1.12 | % | 4/27/2020 | 141 | 141,118 | |||||||||
BMW Vehicle Owner Trust 2016-A A4 | 1.37 | % | 12/25/2022 | 259 | 259,949 | |||||||||
California Republic Auto Receivables Trust 2014-3 B | 2.66 | % | 8/17/2020 | 376 | 381,283 | |||||||||
California Republic Auto Receivables Trust 2015-2 A4 | 1.75 | % | 1/15/2021 | 525 | 528,782 | |||||||||
California Republic Auto Receivables Trust 2015-2 B | 2.53 | % | 6/15/2021 | 908 | 913,287 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Automobiles (continued) | ||||||||||||||
California Republic Auto Receivables Trust 2015-3 B | 2.70 | % | 9/15/2021 | $ | 115 | $ | 117,242 | |||||||
California Republic Auto Receivables Trust 2016-1 A2 | 1.50 | % | 12/17/2018 | 778 | 780,014 | |||||||||
California Republic Auto Receivables Trust 2016-1 A4 | 2.24 | % | 10/15/2021 | 1,633 | 1,664,743 | |||||||||
California Republic Auto Receivables Trust 2016-2 A3 | 1.56 | % | 7/15/2020 | 183 | 183,776 | |||||||||
California Republic Auto Receivables Trust 2016-2 A4 | 1.83 | % | 12/15/2021 | 240 | 242,070 | |||||||||
Capital Auto Receivables Asset Trust 2013-4 A3 | 1.09 | % | 3/20/2018 | 112 | 112,204 | |||||||||
Capital Auto Receivables Asset Trust 2014-3 B† | 2.35 | % | 7/22/2019 | 938 | 949,299 | |||||||||
Capital Auto Receivables Asset Trust 2015-1 A3 | 1.61 | % | 6/20/2019 | 680 | 683,057 | |||||||||
Capital Auto Receivables Asset Trust 2015-2 A1A | 0.99 | % | 10/20/2017 | 479 | 478,850 | |||||||||
Capital Auto Receivables Asset Trust 2015-2 A2 | 1.39 | % | 9/20/2018 | 485 | 485,897 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 A3 | 1.46 | % | 6/22/2020 | 368 | 368,380 | |||||||||
Capital Auto Receivables Asset Trust 2016-2 A4 | 1.63 | % | 1/20/2021 | 193 | 193,086 | |||||||||
CarFinance Capital Auto Trust 2014-1A A† | 1.46 | % | 12/17/2018 | 5 | 4,807 | |||||||||
CarMax Auto Owner Trust 2013-3 A3 | 0.97 | % | 4/16/2018 | 222 | 222,040 | |||||||||
CarMax Auto Owner Trust 2014-1 A4 | 1.32 | % | 7/15/2019 | 331 | 331,720 | |||||||||
CarMax Auto Owner Trust 2015-2 A2A | 0.82 | % | 6/15/2018 | 87 | 86,524 | |||||||||
CarMax Auto Owner Trust 2015-2 A3 | 1.37 | % | 3/16/2020 | 201 | 201,576 | |||||||||
CarMax Auto Owner Trust 2015-4 A3 | 1.56 | % | 11/16/2020 | 382 | 384,504 | |||||||||
CarMax Auto Owner Trust 2016-1 A2A | 1.30 | % | 4/15/2019 | 584 | 585,152 | |||||||||
CarMax Auto Owner Trust 2016-3 A2 | 1.17 | % | 8/15/2019 | 738 | 738,756 | |||||||||
CarMax Auto Owner Trust 2016-3 A3 | 1.39 | % | 5/17/2021 | 739 | 741,966 | |||||||||
CarMax Auto Owner Trust 2016-3 A4 | 1.60 | % | 1/18/2022 | 785 | 789,770 | |||||||||
Chesapeake Funding II LLC 2016-2A A1† | 1.88 | % | 6/15/2028 | 811 | 814,398 | |||||||||
Chrysler Capital Auto Receivables Trust 2014-AA A3† | 0.83 | % | 9/17/2018 | 109 | 108,582 | |||||||||
Chrysler Capital Auto Receivables Trust 2014-BA A3† | 1.27 | % | 5/15/2019 | 425 | 425,009 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA A2† | 1.47 | % | 4/15/2019 | 439 | 440,051 | |||||||||
Chrysler Capital Auto Receivables Trust 2016-AA B† | 2.88 | % | 2/15/2022 | 195 | 197,887 | |||||||||
CPS Auto Receivables Trust 2016-B D† | 6.58 | % | 3/15/2022 | 250 | 266,385 | |||||||||
Drive Auto Receivables Trust 2015-AA B† | 2.28 | % | 6/17/2019 | 301 | 301,704 | |||||||||
Drive Auto Receivables Trust 2015-AA C† | 3.06 | % | 5/17/2021 | 242 | 244,764 | |||||||||
Drive Auto Receivables Trust 2015-BA B† | 2.12 | % | 6/17/2019 | 299 | 299,287 | |||||||||
Drive Auto Receivables Trust 2015-CA B† | 2.23 | % | 9/16/2019 | 229 | 229,330 | |||||||||
Drive Auto Receivables Trust 2015-DA C† | 3.38 | % | 11/15/2021 | 585 | 596,018 | |||||||||
Drive Auto Receivables Trust 2015-DA D† | 4.59 | % | 1/17/2023 | 607 | 628,739 | |||||||||
Drive Auto Receivables Trust 2016-BA A2† | 1.38 | % | 8/15/2018 | 985 | 985,803 | |||||||||
Drive Auto Receivables Trust 2016-BA A3† | 1.67 | % | 7/15/2019 | 809 | 807,923 | |||||||||
First Investors Auto Owner Trust 2013-2A D† | 3.58 | % | 6/15/2020 | 261 | 263,046 | |||||||||
First Investors Auto Owner Trust 2015-2A A1† | 1.59 | % | 12/16/2019 | 571 | 570,985 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Automobiles (continued) | ||||||||||||||
First Investors Auto Owner Trust 2016-2A A1† | 1.53 | % | 11/16/2020 | $ | 584 | $ | 584,374 | |||||||
Ford Credit Auto Owner Trust 2013-D A3 | 0.67 | % | 4/15/2018 | 131 | 130,878 | |||||||||
Ford Credit Auto Owner Trust 2014-C A3 | 1.06 | % | 5/15/2019 | 724 | 724,508 | |||||||||
Ford Credit Auto Owner Trust 2016-B A2A | 1.08 | % | 3/15/2019 | 971 | 970,978 | |||||||||
GM Financial Automobile Leasing Trust 2014-2A A3† | 1.22 | % | 1/22/2018 | 188 | 187,904 | |||||||||
Harley-Davidson Motorcycle Trust 2015-2 A4 | 1.66 | % | 12/15/2022 | 299 | 301,683 | |||||||||
Honda Auto Receivables Owner Trust 2013-4 A3 | 0.69 | % | 9/18/2017 | 47 | 47,174 | |||||||||
Honda Auto Receivables Owner Trust 2014-4 A3 | 0.99 | % | 9/17/2018 | 707 | 707,357 | |||||||||
Honda Auto Receivables Owner Trust 2015-1 A3 | 1.05 | % | 10/15/2018 | 796 | 796,122 | |||||||||
Hyundai Auto Receivables Trust 2012-C A4 | 0.73 | % | 6/15/2018 | 13 | 13,399 | |||||||||
Hyundai Auto Receivables Trust 2013-B A4 | 1.01 | % | 2/15/2019 | 212 | 212,493 | |||||||||
M&T Bank Auto Receivables Trust 2013-1A A4† | 1.57 | % | 8/15/2018 | 667 | 667,868 | |||||||||
Mercedes-Benz Auto Lease Trust 2016-A A2A | 1.34 | % | 7/16/2018 | 1,033 | 1,034,383 | |||||||||
Mercedes-Benz Auto Receivables Trust 2016-1 A2A | 1.11 | % | 3/15/2019 | 1,425 | 1,425,433 | |||||||||
NextGear Floorplan Master Owner Trust 2016-1A A2† | 2.74 | % | 4/15/2021 | 657 | 658,063 | |||||||||
Porsche Financial Auto Securitization Trust 2014-1 A4† | 1.14 | % | 12/23/2021 | 1,686 | 1,686,924 | |||||||||
Porsche Innovative Lease Owner Trust 2014-1 A3† | 1.03 | % | 11/20/2017 | 467 | 467,431 | |||||||||
Santander Drive Auto Receivables Trust 2014-2 C | 2.33 | % | 11/15/2019 | 375 | 377,722 | |||||||||
Santander Drive Auto Receivables Trust 2014-3 C | 2.13 | % | 8/17/2020 | 2,302 | 2,314,611 | |||||||||
Santander Drive Auto Receivables Trust 2014-4 B | 1.82 | % | 5/15/2019 | 497 | 497,979 | |||||||||
Santander Drive Auto Receivables Trust 2014-4 C | 2.60 | % | 11/16/2020 | 638 | 645,199 | |||||||||
Santander Drive Auto Receivables Trust 2015-1 C | 2.57 | % | 4/15/2021 | 1,924 | 1,948,688 | |||||||||
Santander Drive Auto Receivables Trust 2015-5 A3 | 1.58 | % | 9/16/2019 | 457 | 458,346 | |||||||||
Santander Drive Auto Receivables Trust 2016-2 A2A | 1.38 | % | 7/15/2019 | 440 | 440,726 | |||||||||
Santander Drive Auto Receivables Trust 2016-2 B | 2.08 | % | 2/16/2021 | 190 | 191,458 | |||||||||
SunTrust Auto Receivables Trust 2015-1A A2† | 0.99 | % | 6/15/2018 | 514 | 514,025 | |||||||||
SunTrust Auto Receivables Trust 2015-1A A3† | 1.42 | % | 9/16/2019 | 2,091 | 2,096,106 | |||||||||
SunTrust Auto Receivables Trust 2015-1A D† | 3.24 | % | 1/16/2023 | 727 | 721,531 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A A3† | 1.49 | % | 12/16/2019 | 1,273 | 1,275,128 | |||||||||
TCF Auto Receivables Owner Trust 2015-1A B† | 2.49 | % | 4/15/2021 | 791 | 799,228 | |||||||||
TCF Auto Receivables Owner Trust 2016-1A A4† | 2.03 | % | 2/15/2022 | 632 | 632,711 | |||||||||
Toyota Auto Receivables 2016-C A4 | 1.32 | % | 11/15/2021 | 1,746 | 1,742,907 | |||||||||
Toyota Auto Receivables Owner Trust 2016-B A2A | 1.02 | % | 10/15/2018 | 563 | 563,241 | |||||||||
Wheels SPV 2 LLC 2016-1A A2† | 1.59 | % | 5/20/2025 | 868 | 871,012 | |||||||||
World Omni Automobile Lease Securitization Trust 2014-A A3 | 1.16 | % | 9/15/2017 | 397 | 396,995 | |||||||||
Total | 61,652,678 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Credit Cards 2.97% | ||||||||||||||
Capital One Multi-Asset Execution Trust 2014-A1 | 0.88 | %# | 11/15/2019 | $ | 1,771 | $ | 1,771,865 | |||||||
Capital One Multi-Asset Execution Trust 2014-A2 | 1.26 | % | 1/15/2020 | 424 | 424,639 | |||||||||
Capital One Multi-Asset Execution Trust 2015-A1 | 1.39 | % | 1/15/2021 | 370 | 371,769 | |||||||||
Capital One Multi-Asset Execution Trust 2016-A1 | 0.974 | %# | 2/15/2022 | 1,335 | 1,343,881 | |||||||||
Chase Issuance Trust 2014-A1 | 1.15 | % | 1/15/2019 | 1,940 | 1,941,260 | |||||||||
Chase Issuance Trust 2014-A6 | 1.26 | % | 7/15/2019 | 800 | 801,820 | |||||||||
Chase Issuance Trust 2015-A2 | 1.59 | % | 2/18/2020 | 279 | 280,758 | |||||||||
Chase Issuance Trust 2016-A5 | 1.27 | % | 7/15/2021 | 1,243 | 1,243,715 | |||||||||
Citibank Credit Card Issuance Trust 2014-A2 | 1.02 | % | 2/22/2019 | 1,699 | 1,699,651 | |||||||||
Discover Card Execution Note Trust 2013-A5 | 1.04 | % | 4/15/2019 | 474 | 474,004 | |||||||||
Discover Card Execution Note Trust 2014-A3 | 1.22 | % | 10/15/2019 | 2,440 | 2,443,705 | |||||||||
Synchrony Credit Card Master Note Trust 2016-2 B | 2.55 | % | 5/15/2024 | 504 | 512,928 | |||||||||
Total | 13,309,995 | |||||||||||||
Home Equity 0.08% | ||||||||||||||
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5 | 0.685 | %# | 5/25/2036 | 35 | 33,105 | |||||||||
Meritage Mortgage Loan Trust 2004-2 M3 | 1.50 | %# | 1/25/2035 | 300 | 288,551 | |||||||||
New Century Home Equity Loan Trust 2005-A A6 | 4.652 | % | 8/25/2035 | 56 | 56,904 | |||||||||
Total | 378,560 | |||||||||||||
Other 7.57% | ||||||||||||||
Ally Master Owner Trust 2012-4 A | 1.72 | % | 7/15/2019 | 821 | 823,841 | |||||||||
Ally Master Owner Trust 2012-5 A | 1.54 | % | 9/15/2019 | 1,129 | 1,133,302 | |||||||||
Ally Master Owner Trust 2014-4 A2 | 1.43 | % | 6/17/2019 | 1,402 | 1,404,648 | |||||||||
Ally Master Owner Trust 2014-5 A2 | 1.60 | % | 10/15/2019 | 1,114 | 1,118,876 | |||||||||
Apollo Credit Funding IV Ltd. 4A A1† | 2.15 | %# | 4/15/2027 | 1,000 | 1,003,100 | |||||||||
Ballyrock CLO Ltd. 2016-1A A† | 2.406 | %# | 10/15/2028 | 1,100 | 1,101,513 | |||||||||
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1† | 1.829 | %# | 4/18/2025 | 400 | 399,596 | |||||||||
Carlyle Global Market Strategies CLO Ltd. 2013-4A A2R† | 2.162 | %# | 10/15/2025 | 350 | 350,692 | |||||||||
Carlyle Global Market Strategies CLO Ltd. 2015-2A A1† | 2.204 | %# | 4/27/2027 | 850 | 853,415 | |||||||||
Cent CLO Ltd. 2013-19A A1A† | 2.082 | %# | 10/29/2025 | 850 | 850,584 | |||||||||
CIFC Funding II Ltd. 2014-2A A1L† | 2.305 | %# | 5/24/2026 | 250 | 250,306 | |||||||||
CNH Equipment Trust 2014-C A3 | 1.05 | % | 11/15/2019 | 264 | 264,074 | |||||||||
CNH Equipment Trust 2015-B A4 | 1.89 | % | 4/15/2022 | 373 | 377,738 | |||||||||
Dell Equipment Finance Trust 2015-2 A3† | 1.72 | % | 9/22/2020 | 259 | 260,110 | |||||||||
Dell Equipment Finance Trust 2016-1 A3† | 1.65 | % | 7/22/2021 | 100 | 100,492 | |||||||||
Diamond Resorts Owner Trust 2015-2 A† | 2.99 | % | 5/22/2028 | 59 | 59,531 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Other (continued) | ||||||||||||||
DRB Prime Student Loan Trust 2015-D A2† | 3.20 | % | 1/25/2040 | $ | 450 | $ | 461,404 | |||||||
Engs Commercial Finance Trust 2015-1A A2† | 2.31 | % | 10/22/2021 | 1,040 | 1,045,253 | |||||||||
Ford Credit Floorplan Master Owner Trust 2012-2 A | 1.92 | % | 1/15/2019 | 750 | 752,169 | |||||||||
Ford Credit Floorplan Master Owner Trust 2014-1 A1 | 1.20 | % | 2/15/2019 | 720 | 720,488 | |||||||||
Fortress Credit BSL II Ltd. 2013-2A A1F† | 2.188 | %# | 10/19/2025 | 200 | 200,700 | |||||||||
Fortress Credit BSL Ltd. 2013-1A A† | 1.868 | %# | 1/19/2025 | 900 | 900,250 | |||||||||
GE Dealer Floorplan Master Note Trust 2012-2 A | 1.282 | %# | 4/22/2019 | 337 | 337,875 | |||||||||
GMF Floorplan Owner Revolving Trust 2015-1 B† | 1.97 | % | 5/15/2020 | 394 | 393,913 | |||||||||
Hempstead CLO LP 2013-1A A1† | 2.18 | %# | 1/15/2026 | 1,000 | 1,001,210 | |||||||||
Jackson Mill CLO Ltd. 2015-1A A† | 2.22 | %# | 4/15/2027 | 350 | 350,458 | |||||||||
JFIN Revolver CLO Ltd. 2015-4A A† | 1.852 | %# | 4/22/2020 | 945 | 945,966 | |||||||||
John Deere Owner Trust 2014-A A3 | 0.92 | % | 4/16/2018 | 185 | 184,537 | |||||||||
KKR CLO Ltd. 11-A† | 2.20 | %# | 4/15/2027 | 1,250 | 1,251,606 | |||||||||
Leaf Receivables Funding 10 LLC 2015-1 A4† | 2.03 | % | 8/17/2020 | 535 | 535,898 | |||||||||
Macquarie Equipment Funding Trust 2014-A A3† | 1.23 | % | 7/20/2021 | 691 | 689,727 | |||||||||
Marathon CLO IV Ltd. 2012-4A A1† | 2.201 | %# | 5/20/2023 | 548 | 549,062 | |||||||||
MMAF Equipment Finance LLC 2016-AA A5† | 2.21 | % | 12/15/2032 | 320 | 326,342 | |||||||||
NCF Dealer Floorplan Master Trust 2016-1A B† | 6.032 | %# | 3/21/2022 | 169 | 165,307 | |||||||||
NCF Dealer Floorplan Master Trust 2016-1A C† | 9.032 | %# | 3/21/2022 | 698 | 691,315 | |||||||||
Nissan Master Owner Trust Receivables 2016-A A2 | 1.54 | % | 6/15/2021 | 601 | 599,420 | |||||||||
Oaktree CLO Ltd. 2014-2A A1A† | 2.226 | %# | 10/20/2026 | 1,000 | 1,001,275 | |||||||||
Oaktree EIF I Series Ltd. 2015-A1 B† | 3.279 | %# | 10/18/2027 | 900 | 911,559 | |||||||||
Octagon Investment Partners XIX Ltd. 2014-1A A† | 2.20 | %# | 4/15/2026 | 500 | 500,429 | |||||||||
OHA Loan Funding Ltd. 2015-1A A† | 2.317 | %# | 2/15/2027 | 1,000 | 1,001,218 | |||||||||
OneMain Financial Issuance Trust 2016-1A A† | 3.66 | % | 2/20/2029 | 315 | 323,254 | |||||||||
OZLM Funding Ltd. 2012-1A A1R† | 2.222 | %# | 7/22/2027 | 1,400 | 1,399,933 | |||||||||
OZLM Funding Ltd. 2012-1A A2R† | 3.052 | %# | 7/22/2027 | 750 | 752,112 | |||||||||
OZLM VII Ltd. 2014-7A A1B† | 2.169 | %# | 7/17/2026 | 1,000 | 1,000,697 | |||||||||
OZLM VIII Ltd. 2014-8A A1A† | 2.119 | %# | 10/17/2026 | 410 | 409,863 | |||||||||
Sheridan Square CLO Ltd. 2013-1A A1† | 1.73 | %# | 4/15/2025 | 500 | 497,130 | |||||||||
SLM Private Education Loan Trust 2010-A 2A† | 3.774 | %# | 5/16/2044 | 39 | 40,698 | |||||||||
SLM Private Education Loan Trust 2012-A A1† | 1.924 | %# | 8/15/2025 | 26 | 26,519 | |||||||||
SLM Private Education Loan Trust 2012-E A1† | 1.274 | %# | 10/16/2023 | 139 | 138,742 | |||||||||
SLM Student Loan Trust 2011-1 A1 | 1.045 | %# | 3/25/2026 | 29 | 29,347 | |||||||||
Sound Point CLO IV Ltd. 2013-3A A† | 2.067 | %# | 1/21/2026 | 2,000 | 1,995,440 | |||||||||
Tryon Park CLO Ltd. 2013-1A A1† | 1.80 | %# | 7/15/2025 | 800 | 797,767 | |||||||||
Venture XVIII CLO Ltd. 2014-18A A† | 2.13 | %# | 10/15/2026 | 500 | 500,167 | |||||||||
Westchester CLO Ltd. 2007-1A A1A† | 0.982 | %# | 8/1/2022 | 114 | 113,942 | |||||||||
Total | 33,894,810 | |||||||||||||
Total Asset-Backed Securities (cost $108,870,024) |
109,236,043 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
CORPORATE BONDS 27.42% | ||||||||||||||
Aerospace/Defense 0.00% | ||||||||||||||
Embraer SA (Brazil)(a) | 5.15 | % | 6/15/2022 | $ | 10 | $ | 10,563 | |||||||
Air Transportation 0.06% | ||||||||||||||
Air Canada (Canada)†(a) | 7.75 | % | 4/15/2021 | 70 | 75,950 | |||||||||
American Airlines 2013-2 Class B Pass-Through Trust† | 5.60 | % | 1/15/2022 | 188 | 196,599 | |||||||||
Total | 272,549 | |||||||||||||
Auto Parts: Original Equipment 0.12% | ||||||||||||||
International Automotive Components Group SA (Luxembourg)†(a) | 9.125 | % | 6/1/2018 | 280 | 275,450 | |||||||||
MPG Holdco I, Inc. | 7.375 | % | 10/15/2022 | 253 | 259,958 | |||||||||
Total | 535,408 | |||||||||||||
Automotive 0.60% | ||||||||||||||
Ford Motor Co. | 6.375 | % | 2/1/2029 | 57 | 70,012 | |||||||||
Ford Motor Co. | 7.45 | % | 7/16/2031 | 626 | 830,032 | |||||||||
General Motors Co. | 6.60 | % | 4/1/2036 | 1,481 | 1,787,061 | |||||||||
Total | 2,687,105 | |||||||||||||
Banks: Regional 4.36% | ||||||||||||||
Banco de Bogota SA (Colombia)†(a) | 6.25 | % | 5/12/2026 | 400 | 426,360 | |||||||||
Banco de Credito e Inversiones (Chile)†(a) | 4.00 | % | 2/11/2023 | 400 | 423,714 | |||||||||
Bank of America Corp. | 3.95 | % | 4/21/2025 | 400 | 414,830 | |||||||||
Bank of America Corp. | 4.20 | % | 8/26/2024 | 1,488 | 1,578,359 | |||||||||
Bank of America Corp. | 4.25 | % | 10/22/2026 | 514 | 546,441 | |||||||||
Bank of America Corp. | 4.45 | % | 3/3/2026 | 315 | 338,713 | |||||||||
BBVA Banco Continental SA (Peru)†(a) | 5.25 | %# | 9/22/2029 | 200 | 214,500 | |||||||||
Citigroup, Inc. | 4.45 | % | 9/29/2027 | 148 | 155,215 | |||||||||
Citigroup, Inc. | 5.50 | % | 9/13/2025 | 967 | 1,104,785 | |||||||||
Citigroup, Inc. | 5.875 | % | 2/22/2033 | 471 | 547,820 | |||||||||
Discover Bank/Greenwood DE | 3.45 | % | 7/27/2026 | 796 | 802,270 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.25 | % | 2/1/2041 | 338 | 443,506 | |||||||||
Goldman Sachs Group, Inc. (The) | 6.75 | % | 10/1/2037 | 1,273 | 1,625,926 | |||||||||
Intesa Sanpaolo SpA (Italy)†(a) | 5.71 | % | 1/15/2026 | 523 | 493,675 | |||||||||
JPMorgan Chase & Co. | 3.90 | % | 7/15/2025 | 1,159 | 1,251,137 | |||||||||
JPMorgan Chase & Co. | 4.25 | % | 10/1/2027 | 627 | 674,220 | |||||||||
Lloyds Banking Group plc (United Kingdom)†(a) | 4.582 | % | 12/10/2025 | 743 | 759,548 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Banks: Regional (continued) |
||||||||||||||
Macquarie Bank Ltd. (Australia)†(a) | 4.875 | % | 6/10/2025 | $ | 700 | $ | 737,757 | |||||||
Morgan Stanley | 3.125 | % | 7/27/2026 | 1,225 | 1,234,916 | |||||||||
Morgan Stanley | 3.875 | % | 1/27/2026 | 366 | 389,338 | |||||||||
Morgan Stanley | 4.00 | % | 7/23/2025 | 27 | 29,089 | |||||||||
Morgan Stanley | 7.25 | % | 4/1/2032 | 84 | 116,843 | |||||||||
Santander UK Group Holdings plc (United Kingdom)†(a) | 4.75 | % | 9/15/2025 | 770 | 773,137 | |||||||||
Santander UK plc (United Kingdom)(a) | 7.95 | % | 10/26/2029 | 862 | 1,098,716 | |||||||||
Toronto-Dominion Bank (The) (Canada)(a) | 3.625 | %# | 9/15/2031 | 284 | 285,274 | |||||||||
UBS Group Funding Jersey Ltd. (Jersey)†(a) | 4.125 | % | 4/15/2026 | 1,167 | 1,229,503 | |||||||||
Wells Fargo & Co. | 4.10 | % | 6/3/2026 | 673 | 714,872 | |||||||||
Wells Fargo Bank NA | 5.85 | % | 2/1/2037 | 880 | 1,104,945 | |||||||||
Total | 19,515,409 | |||||||||||||
Beverages 0.68% | ||||||||||||||
Anheuser-Busch InBev Finance, Inc. | 4.70 | % | 2/1/2036 | 1,839 | 2,121,279 | |||||||||
Becle SA de CV (Mexico)†(a) | 3.75 | % | 5/13/2025 | 350 | 357,565 | |||||||||
Central American Bottling Corp. (Guatemala)†(a) | 6.75 | % | 2/9/2022 | 205 | 215,250 | |||||||||
Corporacion Lindley SA (Peru)†(a) | 4.625 | % | 4/12/2023 | 27 | 27,810 | |||||||||
Fomento Economico Mexicano SAB de CV (Mexico)(a) | 4.375 | % | 5/10/2043 | 300 | 309,056 | |||||||||
Total | 3,030,960 | |||||||||||||
Biotechnology Research & Production 0.04% | ||||||||||||||
Amgen, Inc. | 4.95 | % | 10/1/2041 | 158 | 175,964 | |||||||||
Building Materials 0.32% | ||||||||||||||
Standard Industries, Inc.† | 5.50 | % | 2/15/2023 | 272 | 285,600 | |||||||||
Standard Industries, Inc.† | 6.00 | % | 10/15/2025 | 1,086 | 1,167,450 | |||||||||
Total | 1,453,050 | |||||||||||||
Business Services 0.05% | ||||||||||||||
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a) | 5.875 | % | 8/12/2020 | 200 | 211,868 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Chemicals 0.57% | ||||||||||||||
Blue Cube Spinco, Inc.† | 10.00 | % | 10/15/2025 | $ | 1,070 | $ | 1,267,950 | |||||||
GCP Applied Technologies, Inc.† | 9.50 | % | 2/1/2023 | 94 | 107,625 | |||||||||
Mexichem SAB de CV (Mexico)†(a) | 4.875 | % | 9/19/2022 | 205 | 217,556 | |||||||||
Montell Finance Co. BV (Netherlands)†(a) | 8.10 | % | 3/15/2027 | 624 | 841,428 | |||||||||
Valvoline, Inc.† | 5.50 | % | 7/15/2024 | 116 | 121,800 | |||||||||
Total | 2,556,359 | |||||||||||||
Computer Hardware 0.58% | ||||||||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 6.02 | % | 6/15/2026 | 563 | 618,343 | |||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 7.125 | % | 6/15/2024 | 294 | 323,554 | |||||||||
Diamond 1 Finance Corp./Diamond 2 Finance Corp.† | 8.10 | % | 7/15/2036 | 392 | 462,017 | |||||||||
Hewlett-Packard Enterprise Co.† | 4.90 | % | 10/15/2025 | 1,106 | 1,182,554 | |||||||||
Total | 2,586,468 | |||||||||||||
Computer Software 0.03% | ||||||||||||||
Camelot Finance SA (Luxembourg)†(a)(b) | 7.875 | % | 10/15/2024 | 141 | 145,759 | |||||||||
Containers 0.05% | ||||||||||||||
Coveris Holdings SA (Luxembourg)†(a) | 7.875 | % | 11/1/2019 | 200 | 205,500 | |||||||||
Diversified 0.11% | ||||||||||||||
DH Services Luxembourg Sarl (Luxembourg)†(a) | 7.75 | % | 12/15/2020 | 491 | 514,323 | |||||||||
Drugs 0.77% | ||||||||||||||
AbbVie, Inc. | 4.30 | % | 5/14/2036 | 581 | 604,914 | |||||||||
Actavis Funding SCS (Luxembourg)(a) | 4.55 | % | 3/15/2035 | 472 | 502,913 | |||||||||
Express Scripts Holding Co. | 4.80 | % | 7/15/2046 | 159 | 165,823 | |||||||||
Express Scripts Holding Co. | 6.125 | % | 11/15/2041 | 241 | 299,538 | |||||||||
Forest Laboratories LLC† | 5.00 | % | 12/15/2021 | 1,093 | 1,224,609 | |||||||||
Mylan NV† | 3.95 | % | 6/15/2026 | 625 | 630,945 | |||||||||
Total | 3,428,742 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Electric: Power 1.17% | ||||||||||||||
AES Gener SA (Chile)†(a) | 5.00 | % | 7/14/2025 | $ | 400 | $ | 416,215 | |||||||
Appalachian Power Co. | 7.00 | % | 4/1/2038 | 529 | 729,811 | |||||||||
Berkshire Hathaway Energy Co. | 6.50 | % | 9/15/2037 | 560 | 772,564 | |||||||||
Cleco Corporate Holdings LLC† | 3.743 | % | 5/1/2026 | 601 | 626,848 | |||||||||
Dominion Resources, Inc. | 7.00 | % | 6/15/2038 | 266 | 365,549 | |||||||||
Exelon Generation Co. LLC | 5.60 | % | 6/15/2042 | 390 | 408,620 | |||||||||
Exelon Generation Co. LLC | 6.25 | % | 10/1/2039 | 692 | 772,494 | |||||||||
Massachusetts Electric Co.† | 4.004 | % | 8/15/2046 | 475 | 495,255 | |||||||||
Origin Energy Finance Ltd. (Australia)†(a) | 3.50 | % | 10/9/2018 | 375 | 382,057 | |||||||||
PPL Electric Utilities Corp. | 5.20 | % | 7/15/2041 | 185 | 231,144 | |||||||||
Red Oak Power LLC | 8.54 | % | 11/30/2019 | 57 | 57,746 | |||||||||
Total | 5,258,303 | |||||||||||||
Electrical Equipment 0.10% | ||||||||||||||
NVIDIA Corp. | 3.20 | % | 9/16/2026 | 451 | 455,495 | |||||||||
Engineering & Contracting Services 0.26% | ||||||||||||||
China Railway Resources Huitung Ltd. (Hong Kong)(a) | 3.85 | % | 2/5/2023 | 900 | 951,000 | |||||||||
Mexico City Airport Trust (Mexico)†(a) | 4.25 | % | 10/31/2026 | 200 | 201,000 | |||||||||
Total | 1,152,000 | |||||||||||||
Entertainment 0.30% | ||||||||||||||
CCM Merger, Inc.† | 9.125 | % | 5/1/2019 | 258 | 269,987 | |||||||||
Eldorado Resorts, Inc. | 7.00 | % | 8/1/2023 | 100 | 106,625 | |||||||||
Mohegan Tribal Gaming Authority†(b) | 7.875 | % | 10/15/2024 | 409 | 409,000 | |||||||||
Mohegan Tribal Gaming Authority† | 11.00 | % | 9/15/2018 | 163 | 163,829 | |||||||||
Seminole Tribe of Florida, Inc.† | 6.535 | % | 10/1/2020 | 390 | 393,900 | |||||||||
Total | 1,343,341 | |||||||||||||
Financial Services 1.14% | ||||||||||||||
Affiliated Managers Group, Inc. | 3.50 | % | 8/1/2025 | 125 | 124,498 | |||||||||
Affiliated Managers Group, Inc. | 4.25 | % | 2/15/2024 | 248 | 261,073 | |||||||||
Ally Financial, Inc. | 8.00 | % | 11/1/2031 | 245 | 303,188 | |||||||||
International Lease Finance Corp. | 5.875 | % | 4/1/2019 | 1,398 | 1,501,102 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Financial Services (continued) | ||||||||||||||
Lazard Group LLC | 6.85 | % | 6/15/2017 | $ | 132 | $ | 136,215 | |||||||
Nationstar Mortgage LLC/Nationstar Capital Corp. | 7.875 | % | 10/1/2020 | 386 | 394,183 | |||||||||
Navient Corp. | 6.625 | % | 7/26/2021 | 182 | 183,820 | |||||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.† | 5.875 | % | 3/15/2022 | 749 | 782,705 | |||||||||
OM Asset Management plc (United Kingdom)(a) | 4.80 | % | 7/27/2026 | 489 | 490,375 | |||||||||
Scottrade Financial Services, Inc.† | 6.125 | % | 7/11/2021 | 868 | 933,952 | |||||||||
Total | 5,111,111 | |||||||||||||
Food 0.29% | ||||||||||||||
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC† | 5.75 | % | 3/15/2025 | 446 | 446,000 | |||||||||
Arcor SAIC (Argentina)†(a) | 6.00 | % | 7/6/2023 | 297 | 317,048 | |||||||||
Gruma SAB de CV (Mexico)†(a) | 4.875 | % | 12/1/2024 | 200 | 214,500 | |||||||||
Kraft Heinz Foods Co. | 6.875 | % | 1/26/2039 | 217 | 302,189 | |||||||||
Total | 1,279,737 | |||||||||||||
Health Care Services 0.21% | ||||||||||||||
Acadia Healthcare Co., Inc. | 5.625 | % | 2/15/2023 | 274 | 279,480 | |||||||||
Acadia Healthcare Co., Inc. | 6.50 | % | 3/1/2024 | 60 | 63,000 | |||||||||
Aetna, Inc. | 4.25 | % | 6/15/2036 | 399 | 414,626 | |||||||||
MPH Acquisition Holdings LLC† | 7.125 | % | 6/1/2024 | 97 | 104,517 | |||||||||
Surgical Care Affiliates, Inc.† | 6.00 | % | 4/1/2023 | 91 | 96,005 | |||||||||
Total | 957,628 | |||||||||||||
Household Equipment/Products 0.15% | ||||||||||||||
Central Garden & Pet Co. | 6.125 | % | 11/15/2023 | 513 | 551,475 | |||||||||
Kimberly-Clark de Mexico SAB de CV (Mexico)†(a) | 3.80 | % | 4/8/2024 | 100 | 103,686 | |||||||||
Total | 655,161 | |||||||||||||
Insurance 0.61% | ||||||||||||||
CNO Financial Group, Inc. | 5.25 | % | 5/30/2025 | 235 | 234,413 | |||||||||
MGIC Investment Corp. | 5.75 | % | 8/15/2023 | 323 | 336,727 | |||||||||
Teachers Insurance & Annuity Association of America† | 4.90 | % | 9/15/2044 | 906 | 1,021,425 | |||||||||
Trinity Acquistion plc (United Kingdom)(a) | 4.40 | % | 3/15/2026 | 533 | 559,269 | |||||||||
Willis North America, Inc. | 7.00 | % | 9/29/2019 | 524 | 587,973 | |||||||||
Total | 2,739,807 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Leisure 0.31% | ||||||||||||||
Carnival plc (United Kingdom) | 7.875 | % | 6/1/2027 | $ | 277 | $ | 356,733 | |||||||
Royal Caribbean Cruises Ltd. | 7.50 | % | 10/15/2027 | 870 | 1,049,438 | |||||||||
Total | 1,406,171 | |||||||||||||
Lodging 0.54% | ||||||||||||||
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc. | 11.00 | % | 10/1/2021 | 503 | 541,983 | |||||||||
Starwood Hotels & Resorts Worldwide, Inc. | 4.50 | % | 10/1/2034 | 449 | 472,153 | |||||||||
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.† | 6.375 | % | 6/1/2021 | 269 | 270,345 | |||||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. | 5.375 | % | 3/15/2022 | 1,104 | 1,146,780 | |||||||||
Total | 2,431,261 | |||||||||||||
Machinery: Agricultural 0.03% | ||||||||||||||
Reynolds American, Inc. | 8.125 | % | 5/1/2040 | 78 | 111,525 | |||||||||
Machinery: Industrial/Specialty 0.07% | ||||||||||||||
SPX FLOW, Inc.† | 5.625 | % | 8/15/2024 | 300 | 305,250 | |||||||||
Manufacturing 0.28% | ||||||||||||||
Gates Global LLC/Gates Global Co.† | 6.00 | % | 7/15/2022 | 537 | 512,835 | |||||||||
General Electric Co. | 6.75 | % | 3/15/2032 | 175 | 246,328 | |||||||||
Trinity Industries, Inc. | 4.55 | % | 10/1/2024 | 513 | 511,013 | |||||||||
Total | 1,270,176 | |||||||||||||
Media 2.18% | ||||||||||||||
21st Century Fox America, Inc. | 6.20 | % | 12/15/2034 | 106 | 134,463 | |||||||||
21st Century Fox America, Inc. | 6.90 | % | 8/15/2039 | 753 | 1,014,396 | |||||||||
Block Communications, Inc.† | 7.25 | % | 2/1/2020 | 195 | 200,850 | |||||||||
Cablevision Systems Corp. | 5.875 | % | 9/15/2022 | 453 | 413,363 | |||||||||
CCO Holdings LLC/CCO Holdings Capital Corp.† | 5.75 | % | 2/15/2026 | 278 | 295,375 | |||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital† | 6.384 | % | 10/23/2035 | 110 | 129,928 | |||||||||
Comcast Corp. | 6.95 | % | 8/15/2037 | 489 | 714,281 | |||||||||
Cox Communications, Inc.† | 8.375 | % | 3/1/2039 | 716 | 928,434 | |||||||||
CSC Holdings LLC† | 10.875 | % | 10/15/2025 | 206 | 241,535 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Media (continued) | ||||||||||||||
Discovery Communications LLC | 6.35 | % | 6/1/2040 | $ | 583 | $ | 633,643 | |||||||
Globo Comunicacao e Participacoes SA (Brazil)†(a) | 4.875 | % | 4/11/2022 | 800 | 832,000 | |||||||||
Grupo Televisa SAB (Mexico)(a) | 6.625 | % | 1/15/2040 | 335 | 384,653 | |||||||||
Myriad International Holdings BV (Netherlands)†(a) | 5.50 | % | 7/21/2025 | 350 | 377,038 | |||||||||
SFR Group SA (France)†(a) | 6.00 | % | 5/15/2022 | 500 | 511,875 | |||||||||
Time Warner Cable, Inc. | 7.30 | % | 7/1/2038 | 1,270 | 1,630,022 | |||||||||
Time Warner, Inc. | 7.625 | % | 4/15/2031 | 125 | 177,656 | |||||||||
Univision Communications, Inc.† | 5.125 | % | 2/15/2025 | 24 | 24,240 | |||||||||
Viacom, Inc. | 4.85 | % | 12/15/2034 | 44 | 44,994 | |||||||||
Viacom, Inc. | 6.875 | % | 4/30/2036 | 473 | 557,925 | |||||||||
VTR Finance BV (Netherlands)†(a) | 6.875 | % | 1/15/2024 | 507 | 530,829 | |||||||||
Total | 9,777,500 | |||||||||||||
Metals & Minerals: Miscellaneous 1.21% | ||||||||||||||
Aleris International, Inc.† | 9.50 | % | 4/1/2021 | 160 | 172,800 | |||||||||
Barrick Gold Corp. (Canada)(a) | 4.10 | % | 5/1/2023 | 91 | 98,278 | |||||||||
Barrick International Barbados Corp. (Barbados)†(a) | 6.35 | % | 10/15/2036 | 158 | 179,022 | |||||||||
Coeur Mining, Inc. | 7.875 | % | 2/1/2021 | 223 | 229,690 | |||||||||
Corp. Nacional del Cobre de Chile (Chile)†(a) | 4.50 | % | 9/16/2025 | 1,200 | 1,268,706 | |||||||||
Glencore Finance Canada Ltd. (Canada)†(a) | 6.00 | % | 11/15/2041 | 648 | 642,769 | |||||||||
Glencore Funding LLC† | 4.625 | % | 4/29/2024 | 88 | 89,980 | |||||||||
Goldcorp, Inc. (Canada)(a) | 5.45 | % | 6/9/2044 | 411 | 444,791 | |||||||||
MMC Norilsk Nickel OJSC via MMC Finance Ltd. (Ireland)†(a) | 6.625 | % | 10/14/2022 | 440 | 498,738 | |||||||||
New Gold, Inc. (Canada)†(a) | 6.25 | % | 11/15/2022 | 671 | 689,452 | |||||||||
New Gold, Inc. (Canada)†(a) | 7.00 | % | 4/15/2020 | 69 | 71,242 | |||||||||
Teck Resources Ltd. (Canada)(a) | 4.75 | % | 1/15/2022 | 1,061 | 1,045,085 | |||||||||
Total | 5,430,553 | |||||||||||||
Natural Gas 0.23% | ||||||||||||||
Dominion Gas Holdings LLC | 4.60 | % | 12/15/2044 | 776 | 839,049 | |||||||||
GNL Quintero SA (Chile)†(a) | 4.634 | % | 7/31/2029 | 200 | 210,500 | |||||||||
Total | 1,049,549 | |||||||||||||
Oil 2.22% | ||||||||||||||
Afren plc (United Kingdom)†(a)(c) | 6.625 | % | 12/9/2020 | 244 | 939 | |||||||||
Apache Corp. | 6.00 | % | 1/15/2037 | 341 | 390,242 | |||||||||
Carrizo Oil & Gas, Inc. | 7.50 | % | 9/15/2020 | 88 | 91,300 | |||||||||
CNOOC Finance 2012 Ltd. (Hong Kong)†(a) | 3.875 | % | 5/2/2022 | 1,150 | 1,237,754 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Oil (continued) | ||||||||||||||
Delek & Avner Tamar Bond Ltd. (Israel)†(a) | 5.412 | % | 12/30/2025 | $ | 137 | $ | 146,076 | |||||||
Eni SpA (Italy)†(a) | 5.70 | % | 10/1/2040 | 1,650 | 1,724,549 | |||||||||
Gazprom OAO via Gaz Capital SA (Luxembourg)†(a) | 4.95 | % | 2/6/2028 | 200 | 201,584 | |||||||||
Helmerich & Payne International Drilling Co. | 4.65 | % | 3/15/2025 | 150 | 158,563 | |||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.† | 7.625 | % | 4/15/2021 | 567 | 583,301 | |||||||||
Kerr-McGee Corp. | 7.125 | % | 10/15/2027 | 36 | 40,831 | |||||||||
Kerr-McGee Corp. | 7.875 | % | 9/15/2031 | 528 | 656,509 | |||||||||
LUKOIL International Finance BV (Netherlands)†(a) | 4.563 | % | 4/24/2023 | 450 | 467,158 | |||||||||
LUKOIL International Finance BV (Netherlands)†(a) | 6.656 | % | 6/7/2022 | 100 | 114,901 | |||||||||
MEG Energy Corp. (Canada)†(a) | 6.375 | % | 1/30/2023 | 14 | 11,147 | |||||||||
MEG Energy Corp. (Canada)†(a) | 7.00 | % | 3/31/2024 | 450 | 357,750 | |||||||||
Murphy Oil Corp. | 6.875 | % | 8/15/2024 | 92 | 95,215 | |||||||||
PDC Energy, Inc.† | 6.125 | % | 9/15/2024 | 107 | 111,012 | |||||||||
PDC Energy, Inc. | 7.75 | % | 10/15/2022 | 446 | 478,335 | |||||||||
Petrobras Global Finance BV (Netherlands)(a) | 4.375 | % | 5/20/2023 | 358 | 321,126 | |||||||||
Petroleos Mexicanos (Mexico)(a) | 4.50 | % | 1/23/2026 | 680 | 661,164 | |||||||||
Shell International Finance BV (Netherlands)(a) | 6.375 | % | 12/15/2038 | 161 | 219,419 | |||||||||
Sinopec Group Overseas Development Ltd.† | 4.375 | % | 10/17/2023 | 364 | 404,883 | |||||||||
Tengizchevroil Finance Co. International Ltd.† | 4.00 | % | 8/15/2026 | 500 | 496,000 | |||||||||
Valero Energy Corp. | 10.50 | % | 3/15/2039 | 286 | 441,607 | |||||||||
YPF SA (Argentina)†(a) | 8.50 | % | 7/28/2025 | 481 | 528,956 | |||||||||
Total | 9,940,321 | |||||||||||||
Oil: Crude Producers 1.82% | ||||||||||||||
Enbridge Energy Partners LP | 9.875 | % | 3/1/2019 | 707 | 823,730 | |||||||||
Energy Transfer Partners LP | 6.125 | % | 12/15/2045 | 117 | 122,620 | |||||||||
Energy Transfer Partners LP | 6.625 | % | 10/15/2036 | 271 | 295,900 | |||||||||
Energy Transfer Partners LP | 7.50 | % | 7/1/2038 | 897 | 1,031,477 | |||||||||
Enterprise Products Operating LLC | 7.55 | % | 4/15/2038 | 423 | 553,745 | |||||||||
Gulfstream Natural Gas System LLC† | 4.60 | % | 9/15/2025 | 370 | 388,662 | |||||||||
IFM US Colonial Pipeline 2 LLC† | 6.45 | % | 5/1/2021 | 370 | 418,143 | |||||||||
Kinder Morgan Energy Partners LP | 7.40 | % | 3/15/2031 | 57 | 66,375 | |||||||||
Kinder Morgan Energy Partners LP | 7.50 | % | 11/15/2040 | 158 | 188,432 | |||||||||
Kinder Morgan, Inc. | 7.75 | % | 1/15/2032 | 1,383 | 1,676,076 | |||||||||
Kinder Morgan, Inc. | 7.80 | % | 8/1/2031 | 157 | 191,781 | |||||||||
Regency Energy Partners LP/Regency Energy Finance Corp. | 5.875 | % | 3/1/2022 | 160 | 176,626 | |||||||||
Ruby Pipeline LLC† | 6.00 | % | 4/1/2022 | 576 | 598,281 | |||||||||
Sabine Pass LNG LP | 6.50 | % | 11/1/2020 | 334 | 345,899 | |||||||||
Tennessee Gas Pipeline Co. LLC | 8.375 | % | 6/15/2032 | 67 | 83,721 | |||||||||
Transportadora de Gas Internacional SA ESP (Colombia)†(a) | 5.70 | % | 3/20/2022 | 200 | 208,900 | |||||||||
Williams Cos., Inc. (The) | 8.75 | % | 3/15/2032 | 794 | 988,530 | |||||||||
Total | 8,158,898 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Oil: Integrated Domestic 0.65% | ||||||||||||||
FTS International, Inc.† | 8.35 | %# | 6/15/2020 | $ | 586 | $ | 497,977 | |||||||
Halliburton Co. | 6.70 | % | 9/15/2038 | 114 | 143,536 | |||||||||
Halliburton Co. | 7.45 | % | 9/15/2039 | 227 | 309,600 | |||||||||
National Oilwell Varco, Inc. | 2.60 | % | 12/1/2022 | 275 | 259,907 | |||||||||
Oceaneering International, Inc. | 4.65 | % | 11/15/2024 | 451 | 454,757 | |||||||||
Trinidad Drilling Ltd. (Canada)†(a) | 7.875 | % | 1/15/2019 | 501 | 468,435 | |||||||||
Weatherford International Ltd. | 9.875 | % | 3/1/2039 | 795 | 767,175 | |||||||||
Total | 2,901,387 | |||||||||||||
Paper & Forest Products 0.22% | ||||||||||||||
Georgia-Pacific LLC | 8.875 | % | 5/15/2031 | 610 | 967,279 | |||||||||
Real Estate Investment Trusts 1.55% | ||||||||||||||
Communications Sales & Leasing, Inc./CSL Capital LLC | 8.25 | % | 10/15/2023 | 620 | 653,784 | |||||||||
EPR Properties | 5.25 | % | 7/15/2023 | 1,150 | 1,236,510 | |||||||||
Equinix, Inc. | 5.375 | % | 4/1/2023 | 1,033 | 1,088,524 | |||||||||
Equinix, Inc. | 5.875 | % | 1/15/2026 | 207 | 223,042 | |||||||||
Hospitality Properties Trust | 4.65 | % | 3/15/2024 | 250 | 257,280 | |||||||||
Kilroy Realty LP | 6.625 | % | 6/1/2020 | 364 | 417,759 | |||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.† | 5.625 | % | 5/1/2024 | 224 | 243,533 | |||||||||
Omega Healthcare Investors, Inc. | 4.95 | % | 4/1/2024 | 87 | 91,593 | |||||||||
Omega Healthcare Investors, Inc. | 5.875 | % | 3/15/2024 | 639 | 667,666 | |||||||||
PLA Administradora Industrial S de RL de CV (Mexico)†(a) | 5.25 | % | 11/10/2022 | 486 | 496,935 | |||||||||
VEREIT Operating Partnership LP | 3.00 | % | 2/6/2019 | 1,544 | 1,568,889 | |||||||||
Total | 6,945,515 | |||||||||||||
Retail 0.37% | ||||||||||||||
New Albertson’s, Inc. | 7.45 | % | 8/1/2029 | 198 | 195,030 | |||||||||
PetSmart, Inc.† | 7.125 | % | 3/15/2023 | 367 | 385,350 | |||||||||
PVH Corp. | 7.75 | % | 11/15/2023 | 561 | 652,162 | |||||||||
Tops Holding LLC/Top Markets II Corp.† | 8.00 | % | 6/15/2022 | 470 | 425,350 | |||||||||
Total | 1,657,892 | |||||||||||||
Retail: Specialty 0.04% | ||||||||||||||
Revlon Consumer Products Corp.† | 6.25 | % | 8/1/2024 | 186 | 192,510 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Savings & Loan 0.09% | ||||||||||||||
First Niagara Financial Group, Inc. | 7.25 | % | 12/15/2021 | $ | 323 | $ | 396,191 | |||||||
Technology 0.76% | ||||||||||||||
Alibaba Group Holding Ltd. (China)(a) | 3.60 | % | 11/28/2024 | 965 | 1,012,413 | |||||||||
Amazon.com, Inc. | 4.80 | % | 12/5/2034 | 1,388 | 1,635,831 | |||||||||
Baidu, Inc. (China)(a) | 3.50 | % | 11/28/2022 | 200 | 211,817 | |||||||||
Tencent Holdings Ltd. (China)†(a) | 3.375 | % | 5/2/2019 | 510 | 528,638 | |||||||||
Total | 3,388,699 | |||||||||||||
Telecommunications 1.94% | ||||||||||||||
AT&T, Inc. | 6.00 | % | 8/15/2040 | 1,621 | 1,948,622 | |||||||||
AT&T, Inc. | 6.50 | % | 9/1/2037 | 803 | 1,008,269 | |||||||||
Digicel Group Ltd. (Jamaica)†(a) | 7.125 | % | 4/1/2022 | 400 | 307,880 | |||||||||
Digicel Ltd. (Jamaica)†(a) | 6.75 | % | 3/1/2023 | 200 | 177,500 | |||||||||
Frontier Communications Corp. | 7.625 | % | 4/15/2024 | 225 | 211,500 | |||||||||
Frontier Communications Corp. | 9.25 | % | 7/1/2021 | 910 | 983,937 | |||||||||
Frontier Communications Corp. | 11.00 | % | 9/15/2025 | 375 | 392,813 | |||||||||
GTH Finance BV (Netherlands)†(a) | 7.25 | % | 4/26/2023 | 200 | 217,560 | |||||||||
Millicom International Cellular SA (Luxembourg)†(a) | 4.75 | % | 5/22/2020 | 200 | 203,010 | |||||||||
MTN Mauritius Investment Ltd. (Mauritius)†(a) | 4.755 | % | 11/11/2024 | 200 | 194,500 | |||||||||
Ooredoo International Finance Ltd.† | 3.75 | % | 6/22/2026 | 300 | 311,288 | |||||||||
T-Mobile USA, Inc. | 6.00 | % | 3/1/2023 | 841 | 901,602 | |||||||||
T-Mobile USA, Inc. | 6.542 | % | 4/28/2020 | 440 | 455,400 | |||||||||
Verizon Communications, Inc. | 4.40 | % | 11/1/2034 | 474 | 503,107 | |||||||||
Verizon Communications, Inc. | 5.05 | % | 3/15/2034 | 350 | 394,553 | |||||||||
Verizon Communications, Inc. | 5.85 | % | 9/15/2035 | 125 | 154,661 | |||||||||
Verizon Communications, Inc. | 6.40 | % | 9/15/2033 | 232 | 301,433 | |||||||||
Total | 8,667,635 | |||||||||||||
Transportation: Miscellaneous 0.17% | ||||||||||||||
Autoridad del Canal de Panama (Panama)†(a) | 4.95 | % | 7/29/2035 | 200 | 228,000 | |||||||||
Florida East Coast Holdings Corp.† | 6.75 | % | 5/1/2019 | 496 | 510,880 | |||||||||
Total | 738,880 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Utilities 0.17% | ||||||||||||||
Aquarion Co.† | 4.00 | % | 8/15/2024 | $ | 742 | $ | 782,676 | |||||||
Total Corporate Bonds (cost $119,163,207) |
122,802,478 | |||||||||||||
FOREIGN GOVERNMENT OBLIGATIONS 3.10% | ||||||||||||||
Argentina 0.15% | ||||||||||||||
Provincia de Mendoza†(a) | 8.375 | % | 5/19/2024 | 400 | 428,000 | |||||||||
Republic of Argentina(a) | 8.28 | % | 12/31/2033 | 206 | 237,530 | |||||||||
Total | 665,530 | |||||||||||||
Bahamas 0.08% | ||||||||||||||
Commonwealth of Bahamas†(a) | 6.95 | % | 11/20/2029 | 300 | 346,500 | |||||||||
Bermuda 0.12% | ||||||||||||||
Government of Bermuda† | 5.603 | % | 7/20/2020 | 471 | 532,230 | |||||||||
Brazil 0.17% | ||||||||||||||
Federal Republic of Brazil(a) | 4.25 | % | 1/7/2025 | 600 | 599,250 | |||||||||
Federal Republic of Brazil(a) | 5.00 | % | 1/27/2045 | 200 | 182,500 | |||||||||
Total | 781,750 | |||||||||||||
Chile 0.08% | ||||||||||||||
Republic of Chile(a) | 3.125 | % | 3/27/2025 | 356 | 381,365 | |||||||||
Dominican Republic 0.06% | ||||||||||||||
Dominican Republic†(a) | 6.85 | % | 1/27/2045 | 250 | 281,250 | |||||||||
El Salvador 0.09% | ||||||||||||||
Republic of EI Salvador†(a) | 6.375 | % | 1/18/2027 | 424 | 428,240 | |||||||||
Ethiopia 0.04% | ||||||||||||||
Republic of Ethiopia†(a) | 6.625 | % | 12/11/2024 | 200 | 198,000 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Honduras 0.13% | ||||||||||||||
Honduras Government†(a) | 7.50 | % | 3/15/2024 | $ | 500 | $ | 570,000 | |||||||
Hungary 0.11% | ||||||||||||||
Republic of Hungary(a) | 5.375 | % | 3/25/2024 | 420 | 488,521 | |||||||||
Indonesia 0.18% | ||||||||||||||
Perusahaan Penerbit SBSN†(a) | 4.00 | % | 11/21/2018 | 200 | 209,000 | |||||||||
Perusahaan Penerbit SBSN†(a) | 4.325 | % | 5/28/2025 | 275 | 295,625 | |||||||||
Republic of Indonesia†(a) | 5.875 | % | 1/15/2024 | 250 | 295,442 | |||||||||
Total | 800,067 | |||||||||||||
Ivory Coast 0.05% | ||||||||||||||
Ivory Coast Bond†(a) | 6.375 | % | 3/3/2028 | 200 | 210,050 | |||||||||
Latvia 0.07% | ||||||||||||||
Republic of Latvia†(a) | 5.25 | % | 6/16/2021 | 258 | 299,671 | |||||||||
Lithuania 0.16% | ||||||||||||||
Republic of Lithuania†(a) | 7.375 | % | 2/11/2020 | 592 | 703,814 | |||||||||
Mexico 0.45% | ||||||||||||||
United Mexican States(a) | 4.00 | % | 10/2/2023 | 1,864 | 1,996,344 | |||||||||
Panama 0.09% | ||||||||||||||
Republic of Panama(a) | 4.00 | % | 9/22/2024 | 200 | 219,750 | |||||||||
Republic of Panama(a) | 6.70 | % | 1/26/2036 | 142 | 194,540 | |||||||||
Total | 414,290 | |||||||||||||
Paraguay 0.25% | ||||||||||||||
Republic of Paraguay†(a) | 4.625 | % | 1/25/2023 | 1,050 | 1,118,250 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
Peru 0.04% | ||||||||||||||
Republic of Peru(a) | 4.125 | % | 8/25/2027 | $ | 152 | $ | 174,420 | |||||||
Qatar 0.09% | ||||||||||||||
State of Qatar†(a) | 3.25 | % | 6/2/2026 | 400 | 407,556 | |||||||||
Romania 0.01% | ||||||||||||||
Republic of Romania†(a) | 6.125 | % | 1/22/2044 | 49 | 66,327 | |||||||||
Russia 0.20% | ||||||||||||||
Russia Eurobonds†(a) | 4.875 | % | 9/16/2023 | 800 | 881,000 | |||||||||
Sri Lanka 0.09% | ||||||||||||||
Republic of Sri Lanka†(a) | 6.25 | % | 7/27/2021 | 200 | 209,519 | |||||||||
Republic of Sri Lanka†(a) | 6.85 | % | 11/3/2025 | 200 | 215,352 | |||||||||
Total | 424,871 | |||||||||||||
Trinidad And Tobago 0.05% | ||||||||||||||
Republic of Trinidad & Tobago†(a) | 4.375 | % | 1/16/2024 | 200 | 213,000 | |||||||||
Turkey 0.32% | ||||||||||||||
Republic of Turkey(a) | 3.25 | % | 3/23/2023 | 220 | 207,312 | |||||||||
Republic of Turkey(a) | 5.625 | % | 3/30/2021 | 616 | 657,580 | |||||||||
Republic of Turkey(a) | 5.75 | % | 3/22/2024 | 510 | 550,341 | |||||||||
Total | 1,415,233 | |||||||||||||
Uruguay 0.02% | ||||||||||||||
Republic of Uruguay PIK(a) | 7.875 | % | 1/15/2033 | 61 | 86,468 | |||||||||
Total Foreign Government Obligations (cost $13,352,814) |
13,884,747 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
GOVERNMENT SPONSORED ENTERPRISES BONDS 4.12% | ||||||||||||||
Federal Home Loan Mortgage Corp. | 0.75 | % | 4/9/2018 | $ | 11,929 | $ | 11,920,005 | |||||||
Federal Home Loan Mortgage Corp. | 0.875 | % | 3/7/2018 | 6,532 | 6,538,049 | |||||||||
Total Government Sponsored Enterprises Bonds (cost $18,453,714) |
18,458,054 | |||||||||||||
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.78% | ||||||||||||||
Federal Home Loan Mortgage Corp. Q001 XA IO | 2.343 | %# | 2/25/2032 | 2,919 | 505,712 | |||||||||
Government National Mortgage Assoc. 2014-78 A | 2.20 | % | 4/16/2047 | 49 | 48,878 | |||||||||
Government National Mortgage Assoc. 2015-47 AE | 2.90 | %# | 11/16/2055 | 1,544 | 1,582,138 | |||||||||
Government National Mortgage Assoc. 2015-48 AS | 2.90 | %# | 2/16/2049 | 931 | 959,402 | |||||||||
Government National Mortgage Assoc. 2015-73 AC | 2.90 | %# | 2/16/2053 | 370 | 382,337 | |||||||||
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $3,464,623) |
3,478,467 | |||||||||||||
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 16.63% | ||||||||||||||
Federal Home Loan Mortgage Corp. | 3.50 | % | 2/1/2046 - 3/1/2046 | 2,933 | 3,127,532 | |||||||||
Federal Home Loan Mortgage Corp. | 4.00 | % | 12/1/2044 | 1,269 | 1,398,879 | |||||||||
Federal Home Loan Mortgage Corp. | 5.00 | % | 9/1/2019 - 6/1/2026 | 302 | 313,511 | |||||||||
Federal National Mortgage Assoc. (d) | 3.00 | % | TBA | 32,804 | 34,188,462 | |||||||||
Federal National Mortgage Assoc. | 3.137 | %# | 3/1/2042 | 1,223 | 1,290,849 | |||||||||
Federal National Mortgage Assoc.(d) | 3.50 | % | TBA | 5,890 | 6,215,330 | |||||||||
Federal National Mortgage Assoc. | 3.50 | % | 4/1/2043 - 4/1/2046 | 17,792 | 18,984,445 | |||||||||
Federal National Mortgage Assoc. | 4.00 | % | 10/1/2040 - 11/1/2044 | 4,497 | 4,868,098 | |||||||||
Federal National Mortgage Assoc.(d) | 4.50 | % | TBA | 2,250 | 2,464,400 | |||||||||
Federal National Mortgage Assoc. | 5.50 | % | 11/1/2034 - 9/1/2036 | 1,460 | 1,658,369 | |||||||||
Total Government Sponsored Enterprises Pass-Throughs (cost $73,413,293) | 74,509,875 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
MUNICIPAL BONDS 0.36% | ||||||||||||||
Miscellaneous | ||||||||||||||
Municipal Elec Auth of Georgia | 7.055 | % | 4/1/2057 | $ | 557 | $ | 698,400 | |||||||
North Texas Tollway Auth | 8.91 | % | 2/1/2030 | 538 | 643,922 | |||||||||
Pennsylvania | 5.35 | % | 5/1/2030 | 235 | 262,401 | |||||||||
Total Municipal Bonds (cost $1,498,950) |
1,604,723 | |||||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.90% | ||||||||||||||
Banc of America Commercial Mortgage Trust 2015-UBS7 C | 4.512 | %# | 9/15/2048 | 94 | 98,727 | |||||||||
CGBAM Commercial Mortgage Trust 2015-SMRT B† | 3.213 | % | 4/10/2028 | 212 | 216,884 | |||||||||
CGBAM Commercial Mortgage Trust 2015-SMRT C† | 3.516 | % | 4/10/2028 | 159 | 162,620 | |||||||||
Citigroup Commercial Mortgage Trust 2016-GC36 D† | 2.85 | % | 2/10/2049 | 1,250 | 886,211 | |||||||||
Citigroup Commercial Mortgage Trust 2016-P3 C | 4.998 | %# | 4/15/2049 | 260 | 283,892 | |||||||||
Citigroup Commercial Mortgage Trust 2016-P3 D† | 2.804 | %# | 4/15/2049 | 203 | 147,076 | |||||||||
Citigroup Commercial Mortgage Trust 2016-P4 C | 4.134 | %# | 7/10/2049 | 506 | 517,934 | |||||||||
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX | 5.526 | %# | 4/15/2047 | 165 | 166,937 | |||||||||
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO | 1.431 | %# | 8/10/2047 | 748 | 46,846 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-LC23 C | 4.801 | %# | 10/10/2053 | 350 | 365,843 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-LC23 D† | 3.801 | %# | 10/10/2053 | 606 | 504,629 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 B | 4.591 | %# | 7/10/2050 | 178 | 188,958 | |||||||||
Commercial Mortgage Pass-Through Certificates 2015-PC1 C | 4.591 | %# | 7/10/2050 | 410 | 373,187 | |||||||||
CSAIL Commercial Mortgage Trust 2015-C2 C | 4.352 | %# | 6/15/2057 | 700 | 703,560 | |||||||||
DBWF Mortgage Trust 2015-LCM D† | 3.535 | %# | 6/10/2034 | 257 | 243,797 | |||||||||
GAHR Commercial Mortgage Trust 2015-NRF DFX† | 3.495 | %# | 12/15/2034 | 278 | 279,784 | |||||||||
GS Mortgage Securities Trust 2014-GC26 D† | 4.661 | %# | 11/10/2047 | 117 | 96,345 | |||||||||
GS Mortgage Securities Trust 2015-GC32 C | 4.559 | %# | 7/10/2048 | 195 | 202,705 | |||||||||
Hudsons Bay Simon JV Trust 2015-HB7 B7† | 4.666 | % | 8/5/2034 | 668 | 695,335 | |||||||||
Hudsons Bay Simon JV Trust 2015-HB7 D7† | 5.331 | %# | 8/5/2034 | 629 | 607,972 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 AS | 4.243 | %# | 4/15/2047 | 300 | 332,592 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 D† | 4.07 | %# | 1/15/2048 | 112 | 91,224 | |||||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C | 4.456 | %# | 7/15/2048 | 157 | 144,329 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | ||||||||||||||
MASTR Asset Securitization Trust 2006-3 1A3 | 6.00 | % | 10/25/2036 | $ | 8 | $ | 8,326 | |||||||
MASTR Asset Securitization Trust 2006-3 1A8 | 6.00 | % | 10/25/2036 | 19 | 18,718 | |||||||||
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1 | 6.25 | % | 10/25/2036 | 21 | 17,572 | |||||||||
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO | 0.893 | %# | 7/15/2050 | 19,793 | 832,436 | |||||||||
Motel 6 Trust 2015-MTL6 D† | 4.532 | % | 2/5/2030 | 1,012 | 1,017,631 | |||||||||
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B† | 4.144 | %# | 1/5/2043 | 250 | 266,354 | |||||||||
Structured Asset Securities Corp. 2006-3H 1A2 | 5.75 | % | 12/25/2035 | 13 | 12,884 | |||||||||
UBS-BAMLL Trust 2012-WRM E† | 4.379 | %# | 6/10/2030 | 595 | 574,116 | |||||||||
UBS-Barclays Commercial Mortgage Trust 2012-C3 B† | 4.365 | %# | 8/10/2049 | 200 | 218,947 | |||||||||
Wells Fargo Commercial Mortgage Trust 2013-120B D† | 2.80 | %# | 3/18/2028 | 44 | 42,508 | |||||||||
Wells Fargo Commercial Mortgage Trust 2013-LC12 D† | 4.432 | %# | 7/15/2046 | 364 | 333,682 | |||||||||
Wells Fargo Commercial Mortgage Trust 2015-C28 D | 4.274 | %# | 5/15/2048 | 1,489 | 1,203,191 | |||||||||
Wells Fargo Commercial Mortgage Trust 2016-C35 C | 4.176 | % | 7/15/2048 | 750 | 758,044 | |||||||||
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E† | 5.045 | %# | 1/15/2059 | 434 | 340,619 | |||||||||
Total Non-Agency Commercial Mortgage-Backed Securities (cost $12,571,530) |
13,002,415 | |||||||||||||
U.S. TREASURY OBLIGATIONS 26.54% | ||||||||||||||
U.S. Treasury Bond | 2.50 | % | 5/15/2046 | 14,866 | 15,386,890 | |||||||||
U.S. Treasury Bond | 3.00 | % | 5/15/2045 | 3,493 | 3,983,452 | |||||||||
U.S. Treasury Note | 0.875 | % | 10/15/2017 | 22,041 | 22,087,066 | |||||||||
U.S. Treasury Note | 1.125 | % | 9/30/2021 | 42,182 | 42,127,627 | |||||||||
U.S. Treasury Note | 1.25 | % | 3/31/2021 | 8,353 | 8,398,031 | |||||||||
U.S. Treasury Note | 1.375 | % | 5/31/2021 | 3,337 | 3,373,630 | |||||||||
U.S. Treasury Note | 1.375 | % | 6/30/2018 | 9,419 | 9,519,077 | |||||||||
U.S. Treasury Note | 1.50 | % | 8/15/2026 | 8,514 | 8,431,525 | |||||||||
U.S. Treasury Note | 1.75 | % | 10/31/2020 | 1,012 | 1,038,802 | |||||||||
U.S. Treasury Note | 2.625 | % | 11/15/2020 | 4,247 | 4,509,286 | |||||||||
Total U.S. Treasury Obligations (cost $118,403,065) |
118,855,386 | |||||||||||||
Total Long-Term Investments (cost $469,191,220) |
$ | 475,832,188 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
Investments | Interest Rate |
Maturity Date |
Principal Amount (000) |
Fair Value |
||||||||||
SHORT-TERM INVESTMENTS 4.54% | ||||||||||||||
ASSET-BACKED SECURITY 0.06% | ||||||||||||||
Other | ||||||||||||||
Ascentium Equipment Receivables Trust 2016-1A A1† (cost $268,433) |
0.95 | % | 4/10/2017 | $ | 268 | $ | 268,440 | |||||||
REPURCHASE AGREEMENT 4.48% | ||||||||||||||
Repurchase Agreement dated 9/30/2016, 0.03% due 10/3/2016 with Fixed Income Clearing Corp. collateralized by $20,470,000 of U.S. Treasury Note at 0.75% due 9/30/2018; value: $20,470,000; proceeds: $20,065,290 (cost $20,065,239) |
20,065 | 20,065,239 | ||||||||||||
Total Short-Term Investments (cost $20,333,672) | 20,333,679 | |||||||||||||
Total Investments in Securities 110.78% (cost $489,524,892) |
496,165,867 | |||||||||||||
Liabilities in Excess of Cash and Other Assets(e) (10.78%) | (48,284,001 | ) | ||||||||||||
Net Assets 100.00% | $ | 447,881,866 |
IO | Interest Only. |
PIK | Payment-in-kind. |
† | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. |
# | Variable rate security. The interest rate represents the rate in effect at September 30, 2016. |
(a) | Foreign security traded in U.S. dollars. |
(b) | Securities purchased on a when-issued basis (See Note 2(i)). |
(c) | Defaulted (non-income producing security). |
(d) | 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. |
(e) | Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on futures contracts as follows: |
Open Futures Contracts at September 30, 2016:
Type | Expiration | Contracts | Position | Fair Value | Unrealized Appreciation | |||||||||
U.S. 5-Year Treasury Note | December 2016 | 264 | Long | $ | 32,080,125 | $ | 36,660 | |||||||
Type | Expiration | Contracts | Position | Fair Value | Unrealized Depreciation | |||||||||
U.S. 10-Year Treasury Note | December 2016 | 94 | Short | $ | (12,325,750 | ) | $ | (13,382 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 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 | $ | — | $ | 109,504,483 | $ | — | $ | 109,504,483 | ||||||||
Corporate Bonds | — | 122,802,478 | — | 122,802,478 | ||||||||||||
Foreign Government Obligations | — | 13,884,747 | — | 13,884,747 | ||||||||||||
Government Sponsored Enterprises Bonds | — | 18,458,054 | — | 18,458,054 | ||||||||||||
Government Sponsored Enterprises Collateralized Mortgage Obligations | — | 3,478,467 | — | 3,478,467 | ||||||||||||
Government Sponsored Enterprises Pass-Throughs | — | 74,509,875 | — | 74,509,875 | ||||||||||||
Municipal Bonds | — | 1,604,723 | — | 1,604,723 | ||||||||||||
Non-Agency Commercial Mortgage-Backed Securities | — | 13,002,415 | — | 13,002,415 | ||||||||||||
U.S. Treasury Obligations | — | 118,855,386 | — | 118,855,386 | ||||||||||||
Repurchase Agreement | — | 20,065,239 | — | 20,065,239 | ||||||||||||
Total | $ | — | $ | 496,165,867 | $ | — | $ | 496,165,867 | ||||||||
Other Financial Instruments | ||||||||||||||||
Futures Contracts | ||||||||||||||||
Assets | $ | 36,660 | $ | — | $ | — | $ | 36,660 | ||||||||
Liabilities | (13,382 | ) | — | — | (13,382 | ) | ||||||||||
Total | $ | 23,278 | $ | — | $ | — | $ | 23,278 |
(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, 2016. |
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Asset-Backed Securities | Government
Sponsored Enerprises Collateralized Mortgage Obligations | ||||||
Balance as of January 1, 2016 | $ | 1,252,335 | $ | 539,804 | ||||
Accrued discounts/premiums | — | — | ||||||
Realized gain (loss) | — | — | ||||||
Change in unrealized appreciation/depreciation | — | — | ||||||
Purchases | — | — | ||||||
Sales | — | — | ||||||
Net transfers in or out of Level 3 | (1,252,335 | ) | (539,804 | ) | ||||
Balance as of September 30, 2016 | $ | — | $ | — |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value | ||||||
COMMON STOCKS 103.59% | ||||||||
Automobiles 1.03% | ||||||||
Thor Industries, Inc. | 47 | $ | 3,981 | |||||
Banks 7.90% | ||||||||
Bank of Hawaii Corp. | 97 | 7,044 | ||||||
Chemical Financial Corp. | 66 | 2,912 | ||||||
Citizens Financial Group, Inc. | 229 | 5,659 | ||||||
East West Bancorp, Inc. | 118 | 4,332 | ||||||
Webster Financial Corp. | 101 | 3,839 | ||||||
Western Alliance Bancorp* | 180 | 6,757 | ||||||
Total | 30,543 | |||||||
Capital Markets 0.82% | ||||||||
Moelis & Co. Class A | 118 | 3,173 | ||||||
Chemicals 2.12% | ||||||||
Ingevity Corp.* | 14 | 645 | ||||||
RPM International, Inc. | 89 | 4,781 | ||||||
Trinseo SA | 49 | 2,772 | ||||||
Total | 8,198 | |||||||
Commercial Services & Supplies 3.40% | ||||||||
Herman Miller, Inc. | 173 | 4,948 | ||||||
KAR Auction Services, Inc. | 190 | 8,200 | ||||||
Total | 13,148 | |||||||
Communications Equipment 1.44% | ||||||||
ARRIS International plc* | 197 | 5,581 | ||||||
Construction & Engineering 3.46% | ||||||||
AECOM* | 266 | 7,908 | ||||||
Jacobs Engineering Group, Inc.* | 106 | 5,483 | ||||||
Total | 13,391 | |||||||
Containers & Packaging 3.92% | ||||||||
Berry Plastics Group, Inc.* | 134 | 5,876 | ||||||
Sealed Air Corp. | 114 | 5,224 | ||||||
WestRock Co. | 84 | 4,072 | ||||||
Total | 15,172 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value | ||||||
Diversified Telecommunication Services 2.05% | ||||||||
Zayo Group Holdings, Inc.* | 267 | $ | 7,933 | |||||
Electric: Utilities 1.09% | ||||||||
ITC Holdings Corp. | 91 | 4,230 | ||||||
Electrical Equipment 1.31% | ||||||||
Hubbell, Inc. | 47 | 5,064 | ||||||
Electronic Equipment, Instruments & Components 2.30% | ||||||||
Amphenol Corp. Class A | 64 | 4,155 | ||||||
Belden, Inc. | 69 | 4,760 | ||||||
Total | 8,915 | |||||||
Energy Equipment & Services 0.66% | ||||||||
Helmerich & Payne, Inc. | 38 | 2,557 | ||||||
Equity Real Estate Investment Trusts 8.08% | ||||||||
Federal Realty Investment Trust | 62 | 9,544 | ||||||
Highwoods Properties, Inc. | 147 | 7,662 | ||||||
Physicians Realty Trust | 361 | 7,776 | ||||||
Retail Opportunity Investments Corp. | 286 | 6,280 | ||||||
Total | 31,262 | |||||||
Food Products 2.09% | ||||||||
Pinnacle Foods, Inc. | 161 | 8,077 | ||||||
Health Care Equipment & Supplies 5.40% | ||||||||
Alere, Inc.* | 255 | 11,026 | ||||||
Cooper Cos., Inc. (The) | 28 | 5,019 | ||||||
STERIS plc (United Kingdom)(a) | 66 | 4,825 | ||||||
Total | 20,870 | |||||||
Health Care Providers & Services 4.07% | ||||||||
ExamWorks Group, Inc.* | 204 | 7,150 | ||||||
HealthSouth Corp. | 212 | 8,601 | ||||||
Total | 15,751 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value | ||||||
Hotels, Restaurants & Leisure 1.73% | ||||||||
Aramark | 176 | $ | 6,693 | |||||
Household Durables 1.77% | ||||||||
Lennar Corp. Class A | 97 | 4,107 | ||||||
Newell Brands, Inc. | 52 | 2,738 | ||||||
Total | 6,845 | |||||||
Information Technology Services 10.60% | ||||||||
Acxiom Corp.* | 253 | 6,742 | ||||||
Amdocs Ltd. | 110 | 6,364 | ||||||
Booz Allen Hamilton Holding Corp. | 265 | 8,377 | ||||||
Cardtronics plc Class A (United Kingdom)*(a) | 88 | 3,925 | ||||||
Fidelity National Information Services, Inc. | 101 | 7,780 | ||||||
MAXIMUS, Inc. | 74 | 4,185 | ||||||
Vantiv, Inc. Class A* | 64 | 3,601 | ||||||
Total | 40,974 | |||||||
Insurance 6.60% | ||||||||
Arch Capital Group Ltd.* | 104 | 8,243 | ||||||
Hartford Financial Services Group, Inc. (The) | 120 | 5,139 | ||||||
Markel Corp.* | 4 | 3,715 | ||||||
RenaissanceRe Holdings Ltd. | 70 | 8,411 | ||||||
Total | 25,508 | |||||||
Internet Software & Services 1.21% | ||||||||
Akamai Technologies, Inc.* | 88 | 4,663 | ||||||
Life Sciences Tools & Services 1.58% | ||||||||
PerkinElmer, Inc. | 109 | 6,116 | ||||||
Machinery 1.12% | ||||||||
Wabtec Corp. | 53 | 4,328 | ||||||
Media 2.19% | ||||||||
AMC Networks, Inc. Class A* | 69 | 3,578 | ||||||
New York Times Co. (The) Class A | 408 | 4,876 | ||||||
Total | 8,454 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value | ||||||
Metals & Mining 1.88% | ||||||||
Reliance Steel & Aluminum Co. | 101 | $ | 7,275 | |||||
Multi-Line Retail 0.90% | ||||||||
Nordstrom, Inc. | 67 | 3,476 | ||||||
Multi-Utilities 3.58% | ||||||||
Black Hills Corp. | 84 | 5,143 | ||||||
CMS Energy Corp. | 207 | 8,696 | ||||||
Total | 13,839 | |||||||
Oil, Gas & Consumable Fuels 5.07% | ||||||||
Carrizo Oil & Gas, Inc.* | 83 | 3,371 | ||||||
Cimarex Energy Co. | 37 | 4,972 | ||||||
EQT Corp. | 56 | 4,067 | ||||||
Rice Energy, Inc.* | 275 | 7,180 | ||||||
Total | 19,590 | |||||||
Pharmaceuticals 0.79% | ||||||||
Prestige Brands Holdings, Inc.* | 63 | 3,041 | ||||||
Real Estate Management & Development 0.67% | ||||||||
Realogy Holdings Corp. | 100 | 2,586 | ||||||
Road & Rail 2.24% | ||||||||
Genesee & Wyoming, Inc. Class A* | 64 | 4,413 | ||||||
Old Dominion Freight Line, Inc.* | 62 | 4,254 | ||||||
Total | 8,667 | |||||||
Semiconductors & Semiconductor Equipment 4.11% | ||||||||
Cypress Semiconductor Corp. | 282 | 3,429 | ||||||
Lam Research Corp. | 40 | 3,788 | ||||||
MACOM Technology Solutions Holdings, Inc.* | 101 | 4,276 | ||||||
Synaptics, Inc.* | 75 | 4,394 | ||||||
Total | 15,887 | |||||||
Software 0.84% | ||||||||
FireEye, Inc.* | 221 | 3,255 |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(continued)
LORD ABBETT SERIES FUND, INC. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
Investments | Shares | Fair Value | ||||||
Textiles, Apparel & Luxury Goods 2.47% | ||||||||
Ralph Lauren Corp. | 30 | $ | 3,034 | |||||
Steven Madden Ltd.* | 189 | 6,532 | ||||||
Total | 9,566 | |||||||
Thrifts & Mortgage Finance 1.02% | ||||||||
Essent Group Ltd.* | 149 | 3,965 | ||||||
Trading Companies & Distributors 0.80% | ||||||||
MSC Industrial Direct Co., Inc. Class A | 42 | 3,083 | ||||||
Water Utilities 1.28% | ||||||||
American Water Works Co., Inc. | 66 | 4,939 | ||||||
Total Investments in Common Stock 103.59% (cost $352,862) | 400,596 | |||||||
Liabilities in Excess of Cash and Other Assets (3.59)% | (13,888 | ) | ||||||
Net Assets 100% | $ | 386,708 |
* | 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. - VALUE OPPORTUNITIES PORTFOLIO September 30, 2016
The following is a summary of the inputs used as of September 30, 2016 in valuing the Fund’s investments carried at fair value(1):
Investment Type(2)(3) | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks | ||||||||||||||||
Health Care Providers & Services | $ | 8,601 | $ | — | $ | 7,150 | (4) | $ | 15,751 | |||||||
Remaining Industries | 384,845 | — | — | 384,845 | ||||||||||||
Total | $ | 393,446 | $ | — | $ | 7,150 | $ | 400,596 |
(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, 2016. |
(4) | Level 3 securities fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financials. |
The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:
Investment Type | Common Stock | |||
Balance as of January 1, 2016 | $ | — | ||
Accrued discounts/premiums | — | |||
Realized gain (loss) | 104 | |||
Change in unrealized appreciation/depreciation | 1,709 | |||
Purchases | — | |||
Sales | (595 | ) | ||
Net transfers in or out of Level 3 | 5,932 | |||
Balance as of September 30, 2016 | $ | 7,150 |
See Notes to Schedule of Investments.
Notes to Schedule of Investments (unaudited)
1. ORGANIZATION
Lord Abbett Series Fund, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “Act”), as an open-end management investment company and was incorporated under Maryland law in 1989. The Company consists of the following thirteen portfolios (separately, a “Fund” and collectively, the “Funds”): Bond-Debenture Portfolio (“Bond Debenture”), Calibrated Dividend Growth Portfolio (“Calibrated Dividend Growth”), Classic Stock Portfolio (“Classic Stock”), Developing Growth Portfolio (“Developing Growth”), Fundamental Equity Portfolio (“Fundamental Equity”), Growth and Income Portfolio (“Growth and Income”), Growth Opportunities Portfolio (“Growth Opportunities”), International Core Equity Portfolio (“International Core Equity”), International Opportunities Portfolio (“International Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”), Total Return Portfolio (“Total Return”) and Value Opportunities Portfolio (“Value Opportunities”). Each Fund is diversified as defined in the Act.
The investment objective of Bond Debenture is to seek high current income and the opportunity for capital appreciation to produce a high total return. The investment objective of Calibrated Dividend Growth is to seek current income and capital appreciation. The investment objective of Classic Stock is growth of capital and growth of income consistent with reasonable risk. The investment objective of Developing Growth is long-term growth of capital. The investment objective of Fundamental Equity and Growth and Income is long-term growth of capital and income without excessive fluctuations in market value. The investment objective of Growth Opportunities is capital appreciation. The investment objective of International Core Equity, International Opportunities and Value Opportunities is long-term capital appreciation. The investment objective of Mid Cap Stock is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace. The investment objective of Short Duration Income is to seek a high level of income consistent with preservation of capital. The investment objective of Total Return is to seek income and capital appreciation to produce a high total return.
2. SIGNIFICANT ACCOUNTING POLICIES
(a) | Investment Valuation-Under procedures approved by the Funds’ Board of Directors (the “Board”), Lord, Abbett & Co. LLC (“Lord Abbett”), the Funds’ investment manager, has formed a Pricing Committee to administer the pricing and valuation of portfolio investments and to ensure that prices utilized reasonably reflect fair value. Among other things, these procedures allow the Funds to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value. |
Securities actively traded on any recognized U.S. or non-U.S. exchange or on The NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. Each Fund may utilize an independent fair valuation service in adjusting the valuations of foreign securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and asked prices. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Exchange traded options and futures contracts are valued at the last sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps are valued daily using independent pricing services or quotations from broker/dealers to the extent available. | |
Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use related or comparable assets or liabilities, recent transactions, market multiples, book values, yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the Pricing Committee and employs techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee. |
Notes to Schedule of Investments (unaudited)(continued)
Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value. | |
(b) | Security Transactions-Security transactions are recorded as of the date that the securities are purchased or sold (trade date). |
(c) | Foreign Transactions-The books and records of each Fund are maintained in U.S. dollars and transactions denominated in foreign currencies are recorded in each Fund’s records at the rate prevailing when earned or recorded. |
The Funds use foreign currency exchange contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts’ terms. | |
(d) | Forward Foreign Currency Exchange Contracts-Each Fund may enter into forward foreign currency exchange contracts in order to reduce their exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, or gain or reduce exposure to foreign currency solely for investment purposes. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. The contracts are valued daily at forward exchange rates. |
(e) | Futures Contracts-Bond Debenture, Calibrated Dividend Growth, Short Duration Income and Total Return may purchase and sell futures contracts to enhance returns, to attempt to economically hedge some of its investment risk, or as a substitute position in lieu of holding the underlying asset on which the instrument is based. Calibrated Dividend Growth may purchase and sell index future contracts to manage cash. At the time of entering into a futures transaction, an investor is required to deposit and maintain a specified amount of cash or eligible securities called “initial margin.” Subsequent payments made or received by the Fund called “variation margin” are made on a daily basis as the market price of the futures contract fluctuates. The Fund will record an unrealized gain (loss) based on the amount of variation margin. When a contract is closed, a realized gain (loss) is recorded equal to the difference between the opening and closing value of the contract. |
(f) | Repurchase Agreements-Each Fund may enter into repurchase agreements with respect to securities. A repurchase agreement is a transaction in which a fund acquires a security and simultaneously commits to resell that security to the seller (a bank or securities dealer) at an agreed-upon price on an agreed-upon date. Each Fund requires at all times that the repurchase agreement be collateralized by cash, or by securities of the U.S. Government, its agencies, its instrumentalities, or U.S. Government sponsored enterprises having a value equal to, or in excess of, the value of the repurchase agreement (including accrued interest). If the seller of the agreement defaults on its obligation to repurchase the underlying securities at a time when the fair value of these securities has declined, a Fund may incur a loss upon disposition of the securities. |
(g) | Reverse Repurchase Agreements-Each Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, a Fund sells a security to a securities dealer or bank for cash and also agrees to repurchase the same security later at a set price. Reverse repurchase agreements expose the Fund to credit risk (that is, the risk that the counterparty will fail to resell the security to the Fund). Engaging in reverse repurchase agreements also may involve the use of leverage, in that the Fund may reinvest the cash it receives in additional securities. Reverse repurchase agreements involve the risk that the market value of the securities to be repurchased by the Fund may decline below the repurchase price. |
(h) | Credit Default Swaps-The Bond Debenture Portfolio may enter into credit default swap contracts in order to economically hedge credit risk or for speculation purposes. As a seller of a credit default swap contract (“seller of protection”), the Fund is required to pay the notional amount or other agreed-upon value of a referenced debt obligation to the counterparty in the event of a default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund receives from the counterparty a periodic stream of payments over the term of the contract. |
Notes to Schedule of Investments (unaudited)(continued)
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. |
(j) | Mortgage Dollar Rolls-Bond Debenture and Total Return may enter into mortgage dollar rolls in which a fund sells mortgage-backed securities for delivery in the current month and simultaneously contracts with the same counterparty to repurchase similar (same type, coupon and maturity) but not identical securities on a specified future date. During the roll period, each Fund loses the right to receive principal (including prepayments of principal) and interest paid on the securities sold. |
Notes to Schedule of Investments (unaudited)(continued)
(k) | Floating Rate Loans-Bond Debenture, Short Duration Income and Total Return may invest in floating rate loans, which usually take the form of loan participations and assignments. Loan participations and assignments are agreements to make money available to U.S. or foreign corporations, partnerships or other business entities (the “Borrower”) in a specified amount, at a specified rate and within a specified time. A loan is typically originated, negotiated and structured by a U.S. or foreign bank, insurance company or other financial institution (the “Agent”) for a group of loan investors (“Loan Investors”). The Agent typically administers and enforces the loan on behalf of the other Loan Investors in the syndicate and may hold any collateral on behalf of the Loan Investors. Such loan participations and assignments are typically senior, secured and collateralized in nature. A Fund records an investment when the Borrower withdraws money and records interest as earned. These loans pay interest at rates which are periodically reset by reference to a base lending rate plus a spread. These base lending rates are generally the prime rate offered by a designated U.S. bank or London InterBank Offered Rate (“LIBOR”). |
The loans in which each Fund invests may be subject to some restrictions on resale. For example, each Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. Each Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, each Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between each Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enter into bankruptcy, each Fund may incur certain costs and delays in realizing payment or may suffer a loss of principal and/or interest. | |
Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of September 30, 2016, the following Fund had unfunded loan commitments: | |
Security Name | Fund Name | |||
Short Duration Income | ||||
Lam Research Corporation 3 Year Tranche Loan | $ | 25,000 | ||
Lam Research Corporation 5 Year Tranche Loan | 19,000 |
(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, 2016 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. |
Notes to Schedule of Investments (unaudited)(continued)
Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. All transfers between different levels within the three-tier hierarchy are deemed to have occurred as of the beginning of the reporting period. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
3. DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES
Bond Debenture entered into forward foreign currency exchange contracts during the period ended September 30, 2016 (as described in Note 2(d)). A forward foreign currency exchange contract reduces the Fund’s exposure to changes in the value of the currency it will deliver (or settle in cash) and increases its exposure to changes in the value of the currency it will receive (or settle in cash) for the duration of the contract. The Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and the Fund’s returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. The Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on forward foreign currency exchange contracts.
Bond Debenture, Short Duration Income and Total Return entered into U.S. Treasury futures contracts and Calibrated Dividend Growth entered into E-Mini S&P 500 index futures, during the period ended September 30, 2016 (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, 2016, 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 | ||||||||
Asset Derivatives | Interest Rate Contracts | Foreign
Currency Contracts | ||||||
Forward Foreign Currency Exchange Contracts | $ | — | $ | 65,169 | ||||
Futures Contracts | $ | 533,147 | $ | — | ||||
Liability Derivatives | ||||||||
Forward Foreign Currency Exchange Contracts | $ | — | $ | 25,777 | ||||
Futures Contracts | $ | 89,324 | $ | — |
Calibrated Dividend Growth | ||||||||
Asset Derivatives | Equity Index Contracts | |||||||
Futures Contracts | $ | 1,854 |
Short Duration Income | ||||||||
Asset Derivatives | Interest Rate Contracts | |||||||
Futures Contracts | $ | 10,627 | ||||||
Liability Derivatives | ||||||||
Futures Contracts | $ | 5,086 |
Notes to Schedule of Investments (unaudited)(concluded)
Total Return | ||||||||
Asset Derivatives | Interest Rate Contracts | |||||||
Futures Contracts | $ | 36,660 | ||||||
Liability Derivatives | ||||||||
Futures Contracts | $ | 13,382 | ||||||
4. FEDERAL TAX INFORMATION
As of September 30, 2016, the aggregate unrealized security gains and losses based on cost for U.S. federal income tax purposes were as follows:
Bond Debenture | Calibrated Dividend Growth | Classic Stock | ||||||||||
Tax cost | $ | 993,276,343 | $ | 162,149,586 | $ | 41,695,183 | ||||||
Gross unrealized gain | 68,824,283 | 7,601,720 | 3,746,496 | |||||||||
Gross unrealized loss | (9,705,064 | ) | (2,896,251 | ) | (252,828 | ) | ||||||
Net unrealized security gain | $ | 59,119,219 | $ | 4,705,469 | $ | 3,493,668 |
Developing Growth | Fundamental Equity | Growth and Income | ||||||||||
Tax cost | $ | 33,366,072 | $ | 362,365,836 | $ | 650,582,925 | ||||||
Gross unrealized gain | 4,594,546 | 18,821,679 | 56,702,785 | |||||||||
Gross unrealized loss | (434,389 | ) | (2,440,977 | ) | (3,953,811 | ) | ||||||
Net unrealized security gain | $ | 4,160,157 | $ | 16,380,702 | $ | 52,748,974 |
Growth Opportunities | International Core Equity | International Opportunities | ||||||||||
Tax cost | $ | 123,701,454 | $ | 58,383,166 | $ | 43,876,899 | ||||||
Gross unrealized gain | 8,046,496 | 2,949,546 | 5,646,993 | |||||||||
Gross unrealized loss | (3,380,260 | ) | (1,616,997 | ) | (1,648,926 | ) | ||||||
Net unrealized security gain | $ | 4,666,236 | $ | 1,332,549 | $ | 3,998,067 |
Mid Cap Stock | Short Duration Income | Total Return | ||||||||||
Tax cost | $ | 319,996,266 | $ | 36,059,732 | $ | 491,201,466 | ||||||
Gross unrealized gain | 32,976,135 | 65,039 | 6,512,930 | |||||||||
Gross unrealized loss | (4,719,557 | ) | (99,593 | ) | (1,548,529 | ) | ||||||
Net unrealized security gain (loss) | $ | 28,256,578 | $ | (34,554 | ) | $ | 4,964,401 |
Value Opportunities | ||||||||||||
Tax cost | $ | 353,125 | ||||||||||
Gross unrealized gain | 55,547 | |||||||||||
Gross unrealized loss | (8,076 | ) | ||||||||||
Net unrealized security gain | $ | 47,471 |
The difference between book-basis and tax-basis unrealized gains (losses) is attributable to the tax treatment of certain securities, certain distributions received, amortization of premium and wash sales.
Item 2: | Controls and Procedures. |
(a) | Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the Chief Executive Officer and Chief Financial Officer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities. |
(b) | There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
Item 3: | Exhibits. |
Certification of each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as a part of EX-99.CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
LORD ABBETT SERIES FUND, INC. | |||
By: | /s/ Daria L. Foster | ||
Daria L. Foster | |||
President and Chief Executive Officer |
Date: November 22, 2016
By: | /s/ Joan A. Binstock | ||
Joan A. Binstock | |||
Chief Financial Officer and Vice President |
Date: November 22, 2016
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 22, 2016
By: | /s/ Joan A. Binstock | ||
Joan A. Binstock | |||
Chief Financial Officer and Vice President |
Date: November 22, 2016
Referenced-On Page | |||||||||
---|---|---|---|---|---|---|---|---|---|
This ‘N-Q’ Filing | Date | First | Last | Other Filings | |||||
Filed on / Effective on: | 11/29/16 | None on these Dates | |||||||
11/22/16 | 174 | ||||||||
For Period End: | 9/30/16 | 3 | 172 | ||||||
1/1/16 | 38 | 166 | |||||||
List all Filings |