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Lord Abbett Series Fund Inc – ‘N-Q’ for 9/30/16

On:  Tuesday, 11/29/16, at 2:09pm ET   ·   Effective:  11/29/16   ·   For:  9/30/16   ·   Accession #:  930413-16-8848   ·   File #:  811-05876

Previous ‘N-Q’:  ‘N-Q’ on 5/27/16 for 3/31/16   ·   Next:  ‘N-Q’ on 5/30/17 for 3/31/17   ·   Latest:  ‘N-Q’ on 11/29/18 for 9/30/18

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

11/29/16  Lord Abbett Series Fund Inc       N-Q         9/30/16    2:4.7M                                   Command FinancialBond-Debenture Portfolio Class VCClassic Stock Portfolio Class VCDeveloping Growth Portfolio Class VCDividend Growth Portfolio Class VCFundamental Equity Portfolio Class VCGrowth & Income Portfolio Class VCGrowth Opportunities Portfolio Class VCInternational Equity Portfolio Class VCInternational Opportunities Portfolio Class VCMid Cap Stock Portfolio Class VCShort Duration Income Portfolio Class VCTotal Return Portfolio Class VCValue Opportunities Portfolio Class VC

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

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         Quarterly Report                                    HTML   2.17M 
 2: EX-99.CERT  Miscellaneous Exhibit                               HTML     16K 


N-Q   —   Quarterly Report

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

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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act File Number: 811-05876

 

LORD ABBETT SERIES FUND, INC.

(Exact name of Registrant as specified in charter)

 

90 Hudson Street, Jersey City, NJ 07302

(Address of principal executive offices) (Zip code)

 

Brooke A. Fapohunda, Esq., Vice President & Assistant Secretary

90 Hudson Street, Jersey City, NJ 07302

(Name and address of agent for service)

 

Registrant’s telephone number, including area code: (800) 201-6984

 

Date of fiscal year end: 12/31

 

Date of reporting period: 9/30/2016

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

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

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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  MXN22,100    1,161,626 
                   
Netherlands 0.11%                  
                   
Hema Bondco I BV   6.25%  6/15/2019  EUR1,300    1,195,052 
                   
Spain 0.16%                  
                   
Banco Popular Espanol SA   11.50%#  (e) EUR1,400    1,627,733 
                   
United Kingdom 0.10%                  
                   
Premier Foods Finance plc   6.50%  3/15/2021  GBP816    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.

 
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</PAGE>

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  AUD3,084   $2,840,944 
Queensland Treasury Corp.†(a)    4.00%  6/21/2019  AUD2,500    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  CAD5,000    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  EUR1,700    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.

 
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</PAGE>

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  EUR1,000    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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.
 
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</PAGE>

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.
 
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</PAGE>

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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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</PAGE>

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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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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.

 
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Notes to Schedule of Investments (unaudited)

 

1. ORGANIZATION

 

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

 

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

 

2. SIGNIFICANT ACCOUNTING POLICIES

 

(a) Investment Valuation-Under procedures approved by the Funds’ Board of Directors (the “Board”), Lord, Abbett & Co. LLC (“Lord Abbett”), the Funds’ investment manager, has formed a Pricing Committee to administer the pricing and valuation of portfolio investments and to ensure that prices utilized reasonably reflect fair value. Among other things, these procedures allow the Funds to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.
   
  Securities actively traded on any recognized U.S. or non-U.S. exchange or on The NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. Each Fund may utilize an independent fair valuation service in adjusting the valuations of foreign securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and asked prices. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Exchange traded options and futures contracts are valued at the last sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps are valued daily using independent pricing services or quotations from broker/dealers to the extent available.
   
  Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use related or comparable assets or liabilities, recent transactions, market multiples, book values, yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the Pricing Committee and employs techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

  Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value.
   
(b) Security Transactions-Security transactions are recorded as of the date that the securities are purchased or sold (trade date).
   
(c) Foreign Transactions-The books and records of each Fund are maintained in U.S. dollars and transactions denominated in foreign currencies are recorded in each Fund’s records at the rate prevailing when earned or recorded.
   
  The Funds use foreign currency exchange contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts’ terms.
   
(d) Forward Foreign Currency Exchange Contracts-Each Fund may enter into forward foreign currency exchange contracts in order to reduce their exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, or gain or reduce exposure to foreign currency solely for investment purposes. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. The contracts are valued daily at forward exchange rates.
   
(e) Futures Contracts-Bond Debenture, Calibrated Dividend Growth, Short Duration Income and Total Return may purchase and sell futures contracts to enhance returns, to attempt to economically hedge some of its investment risk, or as a substitute position in lieu of holding the underlying asset on which the instrument is based. Calibrated Dividend Growth may purchase and sell index future contracts to manage cash. At the time of entering into a futures transaction, an investor is required to deposit and maintain a specified amount of cash or eligible securities called “initial margin.” Subsequent payments made or received by the Fund called “variation margin” are made on a daily basis as the market price of the futures contract fluctuates. The Fund will record an unrealized gain (loss) based on the amount of variation margin. When a contract is closed, a realized gain (loss) is recorded equal to the difference between the opening and closing value of the contract.
   
(f) Repurchase Agreements-Each Fund may enter into repurchase agreements with respect to securities. A repurchase agreement is a transaction in which a fund acquires a security and simultaneously commits to resell that security to the seller (a bank or securities dealer) at an agreed-upon price on an agreed-upon date. Each Fund requires at all times that the repurchase agreement be collateralized by cash, or by securities of the U.S. Government, its agencies, its instrumentalities, or U.S. Government sponsored enterprises having a value equal to, or in excess of, the value of the repurchase agreement (including accrued interest). If the seller of the agreement defaults on its obligation to repurchase the underlying securities at a time when the fair value of these securities has declined, a Fund may incur a loss upon disposition of the securities.
   
(g) Reverse Repurchase Agreements-Each Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, a Fund sells a security to a securities dealer or bank for cash and also agrees to repurchase the same security later at a set price. Reverse repurchase agreements expose the Fund to credit risk (that is, the risk that the counterparty will fail to resell the security to the Fund). Engaging in reverse repurchase agreements also may involve the use of leverage, in that the Fund may reinvest the cash it receives in additional securities. Reverse repurchase agreements involve the risk that the market value of the securities to be repurchased by the Fund may decline below the repurchase price.
   
(h) Credit Default Swaps-The Bond Debenture Portfolio may enter into credit default swap contracts in order to economically hedge credit risk or for speculation purposes. As a seller of a credit default swap contract (“seller of protection”), the Fund is required to pay the notional amount or other agreed-upon value of a referenced debt obligation to the counterparty in the event of a default by or other credit event involving the referenced issuer, obligation or index. In return, the Fund receives from the counterparty a periodic stream of payments over the term of the contract.
 
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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.
 
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Notes to Schedule of Investments (unaudited)(continued)

 

 (k) Floating Rate Loans-Bond Debenture, Short Duration Income and Total Return may invest in floating rate loans, which usually take the form of loan participations and assignments. Loan participations and assignments are agreements to make money available to U.S. or foreign corporations, partnerships or other business entities (the “Borrower”) in a specified amount, at a specified rate and within a specified time. A loan is typically originated, negotiated and structured by a U.S. or foreign bank, insurance company or other financial institution (the “Agent”) for a group of loan investors (“Loan Investors”). The Agent typically administers and enforces the loan on behalf of the other Loan Investors in the syndicate and may hold any collateral on behalf of the Loan Investors. Such loan participations and assignments are typically senior, secured and collateralized in nature. A Fund records an investment when the Borrower withdraws money and records interest as earned. These loans pay interest at rates which are periodically reset by reference to a base lending rate plus a spread. These base lending rates are generally the prime rate offered by a designated U.S. bank or London InterBank Offered Rate (“LIBOR”).
   
  The loans in which each Fund invests may be subject to some restrictions on resale. For example, each Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. Each Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, each Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between each Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enter into bankruptcy, each Fund may incur certain costs and delays in realizing payment or may suffer a loss of principal and/or interest.
   
  Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of 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.
 
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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         
 
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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.

 
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Item 2:Controls and Procedures.

 

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

 

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

 

Item 3:Exhibits.

 

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

 

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

 

    LORD ABBETT SERIES FUND, INC.
       
  By: /s/ Daria L. Foster  
    Daria L. Foster  
    President and Chief Executive Officer

 

Date: November 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

 

Dates Referenced Herein

Referenced-On Page
This ‘N-Q’ Filing    Date First  Last      Other Filings
Filed on / Effective on:11/29/16None on these Dates
11/22/16174
For Period End:9/30/163172
1/1/1638166
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