NPORT-EX 2 LA_Series_Fd.HTM

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 112.98%                
                 
ASSET-BACKED SECURITIES 2.14%                
                 
Automobiles 0.18%                
                 
ACC Trust 2018-1 B  4.82% 5/20/2021  $582   $586,474 
ACC Trust 2018-1 C  6.81% 2/21/2023   500    514,288 
TCF Auto Receivables Owner Trust 2016-1A B  2.32% 6/15/2022   979    977,478 
Total                    2,078,240 
                 
Other 1.96%                
                 
AMMC CLO XII Ltd. 2013-12A DR  4.881%(3 Mo.
LIBOR + 2.70
%)# 11/10/2030   391    361,582 
Ascentium Equipment Receivables Trust 2016-2A B  2.50% 9/12/2022   370    369,807 
BlueMountain CLO XXIII Ltd. 2018-23A D  5.178%(3 Mo.
LIBOR + 2.90
%)# 10/20/2031   369    352,698 
Cedar Funding VI CLO Ltd. 2016-6A DR  5.278%(3 Mo.
LIBOR + 3.00
%)# 10/20/2028   657    653,245 
Conn’s Receivables Funding LLC 2017-B C  5.95% 11/15/2022   2,250    2,271,788 
Halcyon Loan Advisors Funding Ltd. 2015-2A CR  4.426%(3 Mo.
LIBOR + 2.15
%)# 7/25/2027   465    464,753 
Hardee’s Funding LLC 2018-1A A2II  4.959% 6/20/2048   3,307    3,434,698 
Jamestown CLO VII Ltd. 2015-7A BR  3.926%(3 Mo.
LIBOR + 1.65
%)# 7/25/2027   1,202    1,182,596 
Madison Park Funding XIV Ltd. 2014-14A DRR  5.228%(3 Mo.
LIBOR + 2.95
%)# 10/22/2030   333    321,824 
Mariner CLO LLC 2017-4A D  5.317%(3 Mo.
LIBOR + 3.05
%)# 10/26/2029   694    673,739 
Mountain View CLO X Ltd. 2015-10A BR  3.653%(3 Mo.
LIBOR + 1.35
%)# 10/13/2027   1,336    1,324,955 
Octagon Investment Partners 39 Ltd. 2018-3A D  5.228%(3 Mo.
LIBOR + 2.95
%)# 10/20/2030   322    310,788 
Palmer Square Loan Funding Ltd. 2018-1A A1  2.903%(3 Mo.
LIBOR + .60
%)# 4/15/2026   1,861    1,855,052 
Palmer Square Loan Funding Ltd. 2018-1A A2  3.353%(3 Mo.
LIBOR + 1.05
%)# 4/15/2026   884    872,990 
Palmer Square Loan Funding Ltd. 2018-1A B  3.703%(3 Mo.
LIBOR + 1.40
%)# 4/15/2026   670    654,286 
Planet Fitness Master Issuer LLC 2018-1A A2I  4.262% 9/5/2048   1,539    1,577,870 
Planet Fitness Master Issuer LLC 2018-1A A2II  4.666% 9/5/2048   1,925    2,020,298 
Regatta VI Funding Ltd. 2016-1A DR  4.978%(3 Mo.
LIBOR + 2.70
%)# 7/20/2028   250    240,040 
THL Credit Wind River CLO Ltd. 2018-3A D  5.228%(3 Mo.
LIBOR + 2.95
%)# 1/20/2031   608    573,206 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other 1.96 (continued)                
                 
Towd Point Mortgage Trust 2019-HY2 A1  3.018%(1 Mo.
LIBOR + 1.00
%)# 5/25/2058  $1,286   $1,296,954 
West CLO Ltd. 2014-2A BR  4.072%(3 Mo.
LIBOR + 1.75
%)# 1/16/2027   459    456,813 
Wingstop Funding LLC 2018-1 A2  4.97% 12/5/2048   1,670    1,735,910 
Total              23,005,892 
Total Asset-Backed Securities (cost $24,908,141)           25,084,132 
                   
           Shares
(000)
      
COMMON STOCKS 6.22%                  
                   
Aerospace/Defense 0.35%                  
                   
HEICO Corp.           14    1,764,180 
Teledyne Technologies, Inc.*           7    2,365,660 
Total                4,129,840 
                   
Auto Parts & Equipment 0.07%                  
                   
Chassix Holdings, Inc.           59    852,485 
                   
Banking 0.11%                  
                   
First Horizon National Corp.           81    1,313,982 
                   
Beverages 0.47%                  
                   
Boston Beer Co., Inc. (The) Class A*           3    1,219,668 
Brown-Forman Corp. Class B           47    2,942,185 
Budweiser Brewing Co. APAC Ltd.†*(a)          HKD 360    1,293,839 
Total                5,455,692 
                   
Building Materials 0.20%                  
                   
Vulcan Materials Co.           16    2,356,773 
                   
Chemicals 0.30%                  
                   
Ecolab, Inc.           6    1,179,923 
Scotts Miracle-Gro Co. (The)           23    2,347,358 
Total                3,527,281 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Shares
(000)
   Fair
Value
 
Consumer/Commercial/Lease Financing 0.15%           
            
Ally Financial, Inc.    55   $1,810,967 
            
Diversified Capital Goods 0.20%           
            
Carlisle Cos., Inc.    8    1,195,611 
General Electric Co.    126    1,124,223 
Total         2,319,834 
            
Electric: Generation 0.21%           
            
First Solar, Inc.*    21    1,206,202 
SolarEdge Technologies, Inc. (Israel)*(b)    14    1,207,494 
Total         2,413,696 
            
Electronics 0.10%           
            
Lam Research Corp.    5    1,147,923 
            
Energy: Exploration & Production 0.10%           
            
Chaparral Energy, Inc. Class A*    60    80,763 
MEG Energy Corp.*(a)   CAD 252    1,105,036 
Templar Energy LLC Class A Units    46    28,887(c)
Total         1,214,686 
            
Environmental 0.15%           
            
Tetra Tech, Inc.    21    1,809,727 
            
Food & Drug Retailers 0.15%           
            
Casey’s General Stores, Inc.    11    1,756,483 
            
Food: Wholesale 0.25%           
            
Sanderson Farms, Inc.    19    2,896,608 
            
Household & Leisure Products 0.10%           
            
Newell Brands, Inc.    66    1,227,077 
            
Insurance Brokerage 0.15%           
            
Aon plc (United Kingdom)(b)    9    1,763,036 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Shares
(000)
   Fair
Value
 
Medical Products 0.25%           
            
Edwards Lifesciences Corp.*    8   $1,768,076 
IDEXX Laboratories, Inc.*    4    1,204,106 
Total         2,972,182 
            
Metals/Mining (Excluding Steel) 0.34%           
            
Arconic, Inc.    44    1,133,626 
Franco-Nevada Corp.(a)   CAD 31    2,796,465 
Total         3,930,091 
            
Personal & Household Products 0.41%           
            
Estee Lauder Cos., Inc. (The) Class A    12    2,428,384 
Gibson Brands, Inc.    9    1,070,099 
Procter & Gamble Co. (The)    10    1,254,870 
Remington Outdoor Co., Inc.*    16    24,385 
Total         4,777,738 
            
Pharmaceuticals 0.10%           
            
Zoetis, Inc.    10    1,197,061 
            
Recreation & Travel 0.10%           
            
Peloton Interactive, Inc. Class A*    47    1,173,576 
            
Restaurants 0.46%           
            
Shake Shack, Inc. Class A*    55    5,373,670 
            
Software/Services 0.46%           
            
Coupa Software, Inc.*    9    1,152,525 
Genpact Ltd.    30    1,163,120 
Pinduoduo, Inc. ADR*    41    1,325,305 
Snap, Inc. Class A*    112    1,768,494 
Total         5,409,444 
            
Specialty Retail 0.43%           
            
Claires Holdings LLC    1    667,017 
Columbia Sportswear Co.    12    1,162,196 
Lululemon Athletica, Inc. (Canada)*(b)    16    3,157,492 
Total         4,986,705 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments         Shares
(000)
   Fair
Value
 
Support: Services 0.15%                
                 
IHS Markit Ltd. (United Kingdom)*(b)         26   $1,752,256 
                 
Technology Hardware & Equipment 0.26%                
                 
Apple, Inc.         13    3,020,235 
                 
Telecommunications: Wireless 0.10%                
                 
American Tower Corp.         5    1,204,495 
                 
Transportation: Infrastructure/Services 0.10%                
                 
XPO Logistics, Inc.*         16    1,139,752 
Total Common Stocks (cost $71,259,975)              72,933,295 
                 
    Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
     
FLOATING RATE LOANS(d) 5.88%                
                 
Advertising 0.14%                
                 
Clear Channel Outdoor Holdings, Inc. Term Loan B  5.544%(1 Mo.
LIBOR + 3.50
%) 8/21/2026  $1,617    1,623,783 
                 
Air Transportation 0.24%                
                 
American Airlines, Inc. 2018 Replacement Term Loan  3.856%(1 Mo.
LIBOR + 1.75
%) 6/27/2025   1,741    1,725,202 
WestJet Airlines Ltd. Term Loan B (Canada)(b)  (e) 8/6/2026   1,122    1,131,733 
Total              2,856,935 
                 
Diversified Capital Goods 0.14%                
                 
Granite Holdings US Acquisition Co. Term Loan B  (e) 9/19/2026   1,742    1,700,328(f)
                 
Electric: Generation 0.57%                
                 
Astoria Energy LLC Advance Term Loan B  6.05%(1 Mo.
LIBOR + 4.00
%) 12/24/2021   1,556    1,561,877 
Edgewater Generation LLC Term Loan  5.794%(1 Mo.
LIBOR + 3.75
%) 12/13/2025   1,575    1,558,885 
Frontera Generation Holdings LLC Initial Term Loan  6.289%(1 Mo.
LIBOR + 4.25
%) 5/2/2025   1,146    1,085,480 
Lightstone Holdco LLC Refinancing Term Loan B  5.794%(1 Mo.
LIBOR + 3.75
%) 1/30/2024   1,232    1,184,067 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Generation (continued)                
                 
Moxie Patriot LLC Construction Advances Term Loan B1  7.854%(3 Mo.
LIBOR + 5.75
%) 12/19/2020  $517   $458,861(f)
Moxie Patriot LLC Construction Advances Term Loan B2  7.854%(3 Mo.
LIBOR + 5.75
%) 12/19/2020   904    802,723(f)
Total              6,651,893 
                 
Electric: Integrated 0.93%                
                 
Pacific Gas & Electric Co. Revolving Term Loan  2.25% 12/31/2020   9,429    9,398,356 
Pacific Gas and Electric Co. DIP Delayed Draw Term Loan  1.125% 12/31/2020   360    363,600 
Pacific Gas and Electric Co. DIP Initial Term Loan  4.32%(1 Mo.
LIBOR + 2.25
%) 12/31/2020   1,081    1,091,810 
Total              10,853,766 
                 
Electronics 0.12%                
                 
Excelitas Technologies Corp. 1st Lien Initial Dollar Term Loan  5.604%(3 Mo.
LIBOR + 3.50
%) 12/2/2024   1,373    1,375,131 
                 
Food & Drug Retailers 0.10%                
                 
GOBP Holdings, Inc. 2019 1st Lien Term Loan  5.759%(3 Mo.
LIBOR + 3.50
%) 10/22/2025   1,147    1,154,836 
                 
Gaming 0.49%                
                 
MGM Growth Properties Operating Partnership LP Term Loan B  4.044%(1 Mo.
LIBOR + 2.00
%) 3/21/2025   2,314    2,322,536 
PCI Gaming Authority Facility Term Loan B  5.044%(1 Mo.
LIBOR + 3.00
%) 5/29/2026   1,133    1,141,568 
VICI Properties 1 LLC Term Loan B  4.046%(1 Mo.
LIBOR + 2.00
%) 12/20/2024   2,338    2,347,013 
Total              5,811,117 
                 
Gas Distribution 0.09%                
                 
Lower Cadence Holdings LLC Initial Term Loan  6.054%(1 Mo.
LIBOR + 4.00
%) 5/22/2026   1,106    1,080,994 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Services 0.47%                
                 
Azalea TopCo, Inc. 1st Lien Initial Term Loan  5.544%(1 Mo.
LIBOR + 3.50
%) 7/24/2026  $1,176   $1,174,530 
RegionalCare Hospital Partners Holdings, Inc. 1st Lien Term Loan B  6.554%(1 Mo.
LIBOR + 4.50
%) 11/17/2025   2,288    2,293,260 
U.S. Renal Care, Inc. Initial Term Loan  7.063%(1 Mo.
LIBOR + 5.00
%) 6/26/2026   2,105    1,998,698 
Total              5,466,488 
                 
Insurance Brokerage 0.19%                
                 
Hub International Ltd. Initial Term Loan  5.267%(3 Mo.
LIBOR + 3.00
%) 4/25/2025   2,288    2,265,544 
                 
Investments & Miscellaneous Financial Services 0.15%             
                 
Vertafore, Inc. 1st Lien Initial Term Loan  5.294%(1 Mo.
LIBOR + 3.25
%) 7/2/2025   1,759    1,712,531 
                 
Media: Content 0.33%                
                 
Nexstar Media Group, Inc. Bridge Term Loan  (e) 11/30/2019   2,639    2,639,000 
Univision Communications, Inc. 2017 1st Lien Replacement Repriced Term Loan  4.794%(1 Mo.
LIBOR + 2.75
%) 3/15/2024   1,215    1,183,222 
Total              3,822,222 
                 
Personal & Household Products 0.25%                
                 
FGI Operating Co. LLC Exit Term Loan  12.158%(3 Mo.
LIBOR + 10.00
%) 5/15/2022   105    94,484(f)
Revlon Consumer Products Corp. Initial Term Loan B  5.624%(3 Mo.
LIBOR + 3.50
%) 9/7/2023   2,121    1,640,672 
TGP Holdings III LLC 1st Lien 2018 Refinancing Term Loan  6.294%(1 Mo.
LIBOR + 4.25
%) 9/25/2024   1,215    1,157,164 
Total              2,892,320 
                 
Recreation & Travel 0.20%                
                 
Alterra Mountain Co. Initial Bluebird Term Loan  5.044%(1 Mo.
LIBOR + 3.00
%) 7/31/2024   1,111    1,116,379 
Kingpin Intermediate Holdings LLC 1st Lien 2018 Refinancing Term Loan  5.54%(1 Mo.
LIBOR + 3.50
%) 7/3/2024   1,175    1,177,661 
Total              2,294,040 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Restaurants 0.27%                
                 
IRB Holding Corp. Term Loan B  5.55%(3 Mo.
LIBOR + 3.25
%) 2/5/2025  $1,790   $1,784,334 
Panera Bread Co. Term Loan  3.813%(1 Mo.
LIBOR + 1.75
%) 7/18/2022   1,452    1,422,047 
Total              3,206,381 
                 
Software/Services 0.30%                
                 
Ellie Mae, Inc.1st Lien Term Loan  6.044%(1 Mo.
LIBOR + 4.00
%) 4/17/2026   1,158    1,161,382 
Tibco Software, Inc. Term Loan  6.07%(1 Mo.
LIBOR + 4.00
%) 6/30/2026   1,151    1,154,119 
Ultimate Software Group, Inc. (The) 1st Lien Initial Term Loan  5.794%(1 Mo.
LIBOR + 3.75
%) 5/4/2026   1,219    1,227,667 
Total              3,543,168 
                 
Specialty Retail 0.42%                
                 
BJ’s Wholesale Club, Inc. 1st Lien Tranche B Term Loan  4.786%(1 Mo.
LIBOR + 2.75
%) 2/3/2024   2,173    2,182,588 
Claire’s Stores, Inc. Initial Term Loan  9.938%(6 Mo.
LIBOR + 7.25
%) 10/12/2038   140    259,036 
Mavis Tire Express Services Corp. 1st Lien Closing Date Term Loan  5.294%(1 Mo.
LIBOR + 3.25
%) 3/20/2025   1,285    1,261,138 
Mavis Tire Express Services Corp. 1st Lien Delayed Draw Term Loan  5.294%(1 Mo.
LIBOR + 3.25
%) 3/20/2025   164    160,576 
Whatabrands LLC Term Loan B  5.516%(3 Mo.
LIBOR + 3.25
%) 8/2/2026   1,099    1,105,325 
Total              4,968,663 
                 
Support: Services 0.41%                
                 
Pike Corporation 2019 Initial Term Loan  5.30%(1 Mo.
LIBOR + 3.25
%) 7/19/2026   1,790    1,798,536 
Southern Graphics, Inc. 1st Lien Refinancing Term Loan  5.294%(1 Mo.
LIBOR + 3.25
%) 12/31/2022   1,721    1,276,329 
Trans Union LLC 2018 Incremental Term Loan B4  4.054%(1 Mo.
LIBOR +2.00
%) 6/19/2025   1,700    1,708,348 
Total              4,783,213 
                 
Transportation: Infrastructure/Services 0.07%                
                 
Commercial Barge Line Co. Initial Term Loan  10.794%(1 Mo.
LIBOR + 8.75
%) 11/12/2020   1,515    844,913 
Total Floating Rate Loans (cost $69,446,083)              68,908,266 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN GOVERNMENT OBLIGATIONS 6.40%          
                 
Angola 0.34%                
                 
Republic of Angola†(b)  8.25% 5/9/2028  $2,189   $2,272,576 
Republic of Angola†(b)  9.375% 5/8/2048   1,592    1,682,591 
Total              3,955,167 
                 
Argentina 0.75%                
                 
Ciudad Autonoma De Buenos Aires†(b)  7.50% 6/1/2027   2,561    1,873,397 
Province of Santa Fe†(b)  6.90% 11/1/2027   1,601    984,631 
Provincia de Cordoba†(b)  7.125% 6/10/2021   1,492    939,975 
Provincia de Cordoba†(b)  7.45% 9/1/2024   2,162    1,253,960 
Provincia de Mendoza†(b)  8.375% 5/19/2024   2,487    1,417,615 
Republic of Argentina(b)  5.875% 1/11/2028   1,492    609,870 
Republic of Argentina(b)  6.875% 4/22/2021   3,490    1,731,947 
Total              8,811,395 
                 
Australia 0.19%                
                 
Australian Government(a)  4.25% 4/21/2026  AUD 2,775    2,274,964 
                 
Bahrain 0.17%                
                 
Bahrain Government International Bond†(b)  6.75% 9/20/2029  $1,800    1,999,836 
                 
Bermuda 0.23%                
                 
Government of Bermuda  4.138% 1/3/2023   1,350    1,420,888 
Government of Bermuda  4.75% 2/15/2029   1,107    1,259,213 
Total              2,680,101 
                 
Canada 0.68%                
                 
Province of British Columbia Canada(a)  2.85% 6/18/2025  CAD 3,000    2,390,263 
Province of Ontario Canada(b)  2.55% 2/12/2021  $5,494    5,543,871 
Total              7,934,134 
                 
Chile 0.07%                
                 
Government of Chile(b)  3.50% 1/25/2050   796    859,282 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Dominican Republic 0.25%                
                 
Dominican Republic†(b)  6.40% 6/5/2049  $2,783   $2,970,880 
                 
Egypt 0.27%                
                 
Arab Republic of Egypt†(b)  5.577% 2/21/2023   3,126    3,198,783 
                 
Greece 0.13%                
                 
Hellenic Republic†(a)  4.375% 8/1/2022  EUR1,250    1,516,272 
                 
Honduras 0.16%                
                 
Honduras Government†(b)  6.25% 1/19/2027  $1,716    1,864,022 
                 
Ivory Coast 0.10%                
                 
Ivory Coast Bond†(b)  5.375% 7/23/2024   1,153    1,184,015 
                 
Jamaica 0.44%                
                 
Government of Jamaica(b)  6.75% 4/28/2028   2,073    2,466,870 
Government of Jamaica(b)  8.00% 3/15/2039   2,031    2,668,247 
Total              5,135,117 
                 
Japan 0.40%                
                 
Japan Bank for International Corp.(b)  3.125% 7/20/2021   4,572    4,673,769 
                 
Kenya 0.28%                
                 
Republic of Kenya†(b)  7.25% 2/28/2028   1,918    1,993,905 
Republic of Kenya†(b)  8.25% 2/28/2048   1,229    1,258,437 
Total              3,252,342 
                 
Mongolia 0.20%                
                 
Development Bank of Mongolia LLC†(b)  7.25% 10/23/2023   2,254    2,338,474 
                 
Paraguay 0.18%                
                 
Republic of Paraguay†(b)  5.60% 3/13/2048   1,804    2,092,640 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Qatar 0.18%                
                 
State of Qatar†(b)  3.25% 6/2/2026  $2,052   $2,159,566 
                 
Senegal 0.20%                
                 
Republic of Senegal†(b)  6.25% 7/30/2024   2,141    2,327,331 
                 
South Africa 0.25%                
                 
Republic of South Africa(b)  4.30% 10/12/2028   3,004    2,906,310 
                 
Suriname 0.11%                
                 
Republic of Suriname†(b)  9.25% 10/26/2026   1,375    1,234,063 
                 
Ukraine 0.29%                
                 
Ukraine Government†(b)  7.375% 9/25/2032   3,394    3,419,547 
                 
United Arab Emirates 0.32%                
                 
Abu Dhabi Government International†(b)  3.125% 5/3/2026   3,607    3,786,665 
                 
Vietnam 0.21%                
                 
Socialist Republic of Vietnam†(b)  4.80% 11/19/2024   2,302    2,523,567 
Total Foreign Government Obligations (cost $76,897,212)     75,098,242 
                 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 12.72%          
                 
Federal National Mortgage Assoc.(g)  3.00% TBA   21,300    21,626,156 
Federal National Mortgage Assoc.(g)  3.50% TBA   78,300    80,340,082 
Federal National Mortgage Assoc.(g)  4.50% TBA   44,850    47,236,160 
Total Government Sponsored Enterprises Pass-Throughs (cost $149,346,627)     149,202,398 
                 
HIGH YIELD CORPORATE BONDS 71.36%                
                 
Advertising 0.11%                
                 
Clear Channel Worldwide Holdings, Inc.  9.25% 2/15/2024   1,202    1,323,594 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Aerospace/Defense 1.19%                
                 
BBA US Holdings, Inc.  5.375% 5/1/2026  $1,087   $1,144,067 
Bombardier, Inc. (Canada)†(b)  7.50% 12/1/2024   1,704    1,714,224 
Bombardier, Inc. (Canada)†(b)  7.50% 3/15/2025   2,822    2,829,055 
TransDigm, Inc.  6.25% 3/15/2026   2,203    2,370,979 
TransDigm, Inc.  6.375% 6/15/2026   2,771    2,923,405 
United Technologies Corp.  4.125% 11/16/2028   2,600    2,944,709 
Total              13,926,439 
                 
Air Transportation 1.09%                
                 
Air Canada 2013-1 Class A Pass Through Trust (Canada)†(b) 4.125% 11/15/2026   777    824,395 
Azul Investments LLP  5.875% 10/26/2024   3,034    3,037,793 
British Airways 2018-1 Class A Pass Through Trust (United Kingdom)†(b)  4.125% 3/20/2033   748    789,307 
British Airways 2018-1 Class AA Pass Through Trust (United Kingdom)†(b)  3.80% 3/20/2033   405    429,497 
British Airways 2019-1 Class A Pass Through Trust (United Kingdom)†(b)  3.35% 12/15/2030   1,196    1,222,361 
British Airways 2019-1 Class AA Pass Through Trust (United Kingdom)†(b)  3.30% 6/15/2034   2,936    3,067,002 
Delta Air Lines 2019-1 Class AA Pass Through Trust  3.204% 10/25/2025   1,949    2,038,391 
United Airlines 2019-2 Class AA Pass Through Trust  2.70% 11/1/2033   1,416    1,412,911 
Total              12,821,657 
                 
Auto Loans 0.25%                
                 
Ford Motor Credit Co. LLC  3.81% 1/9/2024   916    913,524 
PACCAR Financial Corp.  2.85% 3/1/2022   1,949    1,986,243 
Total              2,899,767 
                 
Auto Parts & Equipment 0.20%                
                 
Adient US LLC  7.00% 5/15/2026   1,124    1,177,390 
Delphi Technologies plc (United Kingdom)†(b)  5.00% 10/1/2025   1,320    1,174,800 
Total              2,352,190 
                 
Automakers 1.86%                
                 
Aston Martin Capital Holdings Ltd.(a)  5.75% 4/15/2022  GBP 1,274    1,390,338 
Aston Martin Capital Holdings Ltd. (Jersey)†(b)  6.50% 4/15/2022  $1,281    1,133,592 
BMW US Capital LLC  3.10% 4/12/2021   1,217    1,236,393 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automakers (continued)                
                 
Ford Motor Credit Co. LLC  5.584% 3/18/2024  $10,616   $11,298,492 
Navistar International Corp.  6.625% 11/1/2025   1,112    1,134,240 
Tesla, Inc.  5.30% 8/15/2025   6,185    5,574,231 
Total              21,767,286 
                 
Banking 7.58%                
                 
ABN AMRO Bank NV (Netherlands)†(b)  4.75% 7/28/2025   2,705    2,917,967 
AIB Group plc (Ireland)†(b)  4.263%(3 Mo.
LIBOR + 1.87
%)# 4/10/2025   1,203    1,253,096 
AIB Group plc (Ireland)†(b)  4.75% 10/12/2023   2,691    2,847,789 
Ally Financial, Inc.  4.625% 3/30/2025   1,957    2,113,560 
Ally Financial, Inc.  8.00% 11/1/2031   3,091    4,288,762 
American Express Co.  3.40% 2/27/2023   1,891    1,964,910 
ANZ New Zealand Int’l Ltd. (United Kingdom)†(b)  2.125% 7/28/2021   1,510    1,507,777 
Associated Banc-Corp.  4.25% 1/15/2025   901    954,104 
Australia & New Zealand Banking Group Ltd. (United Kingdom)†(b)  6.75%(USD Swap + 5.17%)# (h)  1,776    1,968,438 
Banco Mercantil del Norte SA  7.625%(10 Yr Treasury CMT + 5.35%)# (h)  1,219    1,247,963 
Bank of America Corp.  2.369%(3 Mo.
LIBOR + .66
%)# 7/21/2021   5,464    5,473,885 
Bank of America Corp.  4.45% 3/3/2026   1,137    1,240,174 
Bank of Ireland Group plc (Ireland)†(b)  4.50% 11/25/2023   2,692    2,828,096 
BankUnited, Inc.  4.875% 11/17/2025   2,178    2,379,811 
BBVA Bancomer SA  5.125%(5 Yr Treasury CMT + 2.65%)# 1/18/2033   2,456    2,348,550 
BBVA USA  3.875% 4/10/2025   2,353    2,452,141 
CIT Group, Inc.  6.125% 3/9/2028   2,701    3,160,170 
Citigroup, Inc.  2.35% 8/2/2021   1,957    1,966,546 
Citigroup, Inc.  4.45% 9/29/2027   1,164    1,271,045 
Fidelity National Financial, Inc.  4.50% 8/15/2028   2,193    2,363,087 
Fifth Third Bancorp  8.25% 3/1/2038   377    582,476 
Global Bank Corp. (Panama)†(b)  5.25%(3 Mo.
LIBOR + 3.30
%)# 4/16/2029   3,246    3,447,252 
Goldman Sachs Group, Inc. (The)  3.377%(3 Mo.
LIBOR + 1.11
%)# 4/26/2022   3,924    3,958,563 
Goldman Sachs Group, Inc. (The)  3.50% 11/16/2026   1,520    1,582,326 
Goldman Sachs Group, Inc. (The)  4.25% 10/21/2025   1,600    1,716,563 
Home BancShares, Inc.  5.625%(3 Mo.
LIBOR + 3.58
%)# 4/15/2027   1,656    1,714,207 
Huntington Bancshares, Inc.  5.70%(3 Mo.
LIBOR + 2.88
%)# (h)  1,217    1,240,470 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banking (continued)                
                 
Huntington National Bank (The)  3.125% 4/1/2022  $2,332   $2,388,854 
Intesa Sanpaolo SpA (Italy)†(b)  5.71% 1/15/2026   4,060    4,312,565 
JPMorgan Chase & Co.  3.54%(3 Mo.
LIBOR + 1.38
%)# 5/1/2028   1,306    1,376,861 
JPMorgan Chase & Co.  6.10%(3 Mo.
LIBOR + 3.33
%)# (h)  1,088    1,180,388 
Leggett & Platt, Inc.  4.40% 3/15/2029   2,724    2,938,191 
Macquarie Bank Ltd. (United Kingdom)†(b)  6.125%(5 Yr
Swap rate + 3.70
%)# (h)  2,899    2,919,728 
Morgan Stanley  3.125% 7/27/2026   2,144    2,209,895 
Morgan Stanley  3.625% 1/20/2027   776    820,768 
Popular, Inc.  6.125% 9/14/2023   1,370    1,495,081 
Santander UK Group Holdings plc (United Kingdom)†(b)  4.75% 9/15/2025   2,986    3,119,637 
US Bancorp  3.00% 7/30/2029   1,090    1,125,946 
Washington Mutual Bank(i)  6.875% 6/15/2011   1,250    125(j) 
Webster Financial Corp.  4.10% 3/25/2029   2,322    2,482,425 
Westpac Banking Corp. (Australia)(b) 4.11%(5 Yr
Treasury CMT + 2.00
%)# 7/24/2034   1,607    1,677,517 
Total              88,837,709 
                 
Beverages 0.93%                
                 
Bacardi Ltd.  2.75% 7/15/2026   1,749    1,713,586 
Bacardi Ltd.  4.70% 5/15/2028   2,843    3,108,287 
Becle SAB de CV (Mexico)†(b)  3.75% 5/13/2025   1,438    1,483,649 
Brown-Forman Corp.  3.50% 4/15/2025   797    848,749 
Brown-Forman Corp.  4.50% 7/15/2045   1,572    1,957,659 
PepsiCo, Inc.  3.60% 3/1/2024   1,653    1,763,250 
Total              10,875,180 
                 
Building & Construction 1.00%                
                 
ITR Concession Co. LLC  5.183% 7/15/2035   785    814,067 
Lennar Corp.  4.75% 11/15/2022   1,304    1,377,350 
Lennar Corp.  4.75% 5/30/2025   518    555,555 
Lennar Corp.  4.75% 11/29/2027   661    712,228 
PulteGroup, Inc.  6.375% 5/15/2033   2,250    2,501,100 
Shea Homes LP/Shea Homes Funding Corp.  6.125% 4/1/2025   1,261    1,298,830 
Toll Brothers Finance Corp.  4.875% 3/15/2027   1,084    1,166,655 
Toll Brothers Finance Corp.  5.625% 1/15/2024   1,208    1,319,740 
William Lyon Homes, Inc.  5.875% 1/31/2025   1,966    1,995,490 
Total              11,741,015 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 0.49%                
                 
Allegion plc (Ireland)(b)  3.50% 10/1/2029  $918   $929,128 
Hillman Group, Inc. (The)  6.375% 7/15/2022   1,311    1,235,618 
Owens Corning, Inc.  4.30% 7/15/2047   1,287    1,171,781 
Owens Corning, Inc.  4.40% 1/30/2048   1,255    1,158,100 
Vulcan Materials Co.  4.50% 6/15/2047   1,186    1,277,139 
Total              5,771,766 
                 
Cable & Satellite Television 2.53%                
                 
Altice France SA (France)†(b)  8.125% 2/1/2027   2,249    2,487,956 
Altice Luxembourg SA (Luxembourg)†(b)  10.50% 5/15/2027   1,507    1,702,157 
CCO Holdings LLC/CCO Holdings Capital Corp.  5.125% 5/1/2027   2,783    2,911,714 
CCO Holdings LLC/CCO Holdings Capital Corp.  5.75% 2/15/2026   5,025    5,313,937 
CCO Holdings LLC/CCO Holdings Capital Corp.  5.875% 4/1/2024   1,035    1,082,569 
CSC Holdings LLC  5.50% 4/15/2027   2,372    2,514,059 
CSC Holdings LLC  5.75% 1/15/2030   1,274    1,333,075 
CSC Holdings LLC  6.50% 2/1/2029   1,046    1,164,564 
CSC Holdings LLC  10.875% 10/15/2025   1,430    1,622,085 
DISH DBS Corp.  7.75% 7/1/2026   6,232    6,365,988 
Ziggo BV (Netherlands)†(b)  5.50% 1/15/2027   2,985    3,126,787 
Total              29,624,891 
                 
Chemicals 0.93%                
                 
CF Industries, Inc.  4.50% 12/1/2026   2,002    2,187,773 
CF Industries, Inc.  4.95% 6/1/2043   253    248,889 
CF Industries, Inc.  5.15% 3/15/2034   422    441,517 
CNAC HK Finbridge Co. Ltd. (Hong Kong)(b)  4.125% 7/19/2027   2,759    2,905,690 
CVR Partners LP/CVR Nitrogen Finance Corp.  9.25% 6/15/2023   494    516,847 
FMC Corp.  3.45% 10/1/2029   1,050    1,065,118 
OCI NV (Netherlands)†(b)  6.625% 4/15/2023   1,138    1,194,559 
Yingde Gases Investment Ltd. (Hong Kong)†(b)  6.25% 1/19/2023   2,233    2,283,955 
Total              10,844,348 
                 
Consumer/Commercial/Lease Financing 0.92%                
                 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(b)  3.65% 7/21/2027   762    777,066 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(b)  4.45% 4/3/2026   469    501,594 
American Tower Corp.  2.95% 1/15/2025   3,732    3,817,497 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer/Commercial/Lease Financing (continued)       
                 
Freedom Mortgage Corp.  8.25% 4/15/2025  $800   $738,000 
Navient Corp.  6.125% 3/25/2024   1,728    1,800,904 
Navient Corp.  6.75% 6/25/2025   1,336    1,381,090 
Quicken Loans, Inc.  5.25% 1/15/2028   1,671    1,730,738 
Total              10,746,889 
                 
Department Stores 0.39%                
                 
Kohl’s Corp.  5.55% 7/17/2045   1,350    1,391,393 
Seven & i Holdings Co. Ltd. (Japan)†(b)  3.35% 9/17/2021   3,076    3,140,524 
Total              4,531,917 
                 
Discount Stores 0.96%                
                 
Amazon.com, Inc.  3.15% 8/22/2027   1,014    1,078,591 
Amazon.com, Inc.  4.25% 8/22/2057   1,325    1,651,800 
Amazon.com, Inc.  4.80% 12/5/2034   3,679    4,604,124 
Amazon.com, Inc.  5.20% 12/3/2025   3,295    3,878,408 
Total              11,212,923 
                 
Diversified Capital Goods 1.56%                
                 
BCD Acquisition, Inc.  9.625% 9/15/2023   1,028    1,053,700 
General Electric Co.  2.70% 10/9/2022   3,452    3,462,183 
General Electric Co.  3.10% 1/9/2023   2,189    2,219,546 
General Electric Co.  4.125% 10/9/2042   2,627    2,657,491 
Griffon Corp.  5.25% 3/1/2022   1,163    1,177,537 
nVent Finance Sarl (Luxembourg)(b)  4.55% 4/15/2028   2,296    2,400,438 
Siemens Financieringsmaatschappij NV (Netherlands)†(b)  3.25% 5/27/2025   1,235    1,298,986 
SPX FLOW, Inc.  5.875% 8/15/2026   1,465    1,538,250 
Wabtec Corp.  3.45% 11/15/2026   1,588    1,606,586 
Wabtec Corp.  4.95% 9/15/2028   794    876,957 
Total              18,291,674 
                 
Electric: Distribution/Transportation 0.59%                
                 
Atlantic City Electric Co.  4.00% 10/15/2028   1,149    1,291,132 
Cemig Geracao e Transmissao SA (Brazil)†(b)  9.25% 12/5/2024   1,164    1,350,880 
Oklahoma Gas & Electric Co.  4.15% 4/1/2047   1,087    1,228,284 
State Grid Overseas Investment 2016 Ltd.  3.50% 5/4/2027   2,836    2,996,404 
Total              6,866,700 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Generation 1.59%                
                 
Acwa Power Management & Investments One Ltd. (Saudi Arabia)†(b)  5.95% 12/15/2039  $1,386   $1,510,407 
Calpine Corp.  5.75% 1/15/2025   3,438    3,536,843 
Clearway Energy Operating LLC  5.75% 10/15/2025   1,344    1,419,600 
Greenko Solar Mauritius Ltd. (Mauritius)†(b)  5.95% 7/29/2026   1,400    1,413,451 
NextEra Energy Operating Partners LP  3.875% 10/15/2026   2,442    2,448,105 
NextEra Energy Operating Partners LP  4.50% 9/15/2027   1,709    1,753,861 
NRG Energy, Inc.  5.75% 1/15/2028   3,273    3,530,749 
NSG Holdings LLC/NSG Holdings, Inc.  7.75% 12/15/2025   1,561    1,681,700 
TerraForm Power Operating LLC  5.00% 1/31/2028   168    175,560 
Vistra Operations Co. LLC  4.30% 7/15/2029   1,123    1,153,827 
Total              18,624,103 
                 
Electric: Integrated 3.67%                
                 
Aegea Finance Sarl (Brazil)†(b)  5.75% 10/10/2024   1,113    1,161,705 
AES Corp. (The)  4.50% 3/15/2023   1,054    1,080,350 
AES Corp. (The)  5.125% 9/1/2027   553    588,945 
Arizona Public Service Co.  2.95% 9/15/2027   1,333    1,377,855 
Ausgrid Finance Pty Ltd. (Australia)†(b)  4.35% 8/1/2028   1,217    1,333,600 
Avangrid, Inc.  3.80% 6/1/2029   486    522,690 
Black Hills Corp.  4.35% 5/1/2033   1,155    1,298,457 
Dayton Power & Light Co. (The)  3.95% 6/15/2049   898    991,176 
DPL, Inc.  4.35% 4/15/2029   1,537    1,520,298 
DTE Energy Co.  2.60% 6/15/2022   896    905,196 
El Paso Electric Co.  5.00% 12/1/2044   1,953    2,326,674 
Electricite de France SA (France)†(b)  3.625% 10/13/2025   1,044    1,104,894 
Empresa de Transmision Electrica SA (Panama)†(b)  5.125% 5/2/2049   1,205    1,391,022 
Empresas Publicas de Medellin ESP (Colombia)†(b)  4.25% 7/18/2029   774    815,718 
Enel Finance International NV (Netherlands)†(b)  2.65% 9/10/2024   2,243    2,248,245 
Enel Finance International NV (Netherlands)†(b)  3.50% 4/6/2028   2,829    2,900,196 
Entergy Arkansas LLC  4.00% 6/1/2028   1,589    1,746,288 
Entergy Arkansas LLC  4.95% 12/15/2044   1,109    1,198,213 
Entergy Louisiana LLC  4.00% 3/15/2033   958    1,094,845 
Entergy Mississippi LLC  2.85% 6/1/2028   1,547    1,588,889 
Indianapolis Power & Light Co.  4.05% 5/1/2046   2,203    2,446,953 
Louisville Gas & Electric Co.  4.375% 10/1/2045   1,017    1,187,491 
Monongahela Power Co.  3.55% 5/15/2027   1,188    1,258,524 
NRG Energy, Inc.  3.75% 6/15/2024   2,302    2,371,030 
NRG Energy, Inc.  5.25% 6/15/2029   632    681,960 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Integrated (continued)                
                 
Ohio Power Co.  4.00% 6/1/2049  $1,172   $1,335,845 
Ohio Power Co.  4.15% 4/1/2048   1,223    1,442,493 
Pacific Gas & Electric Co.(i)  3.50% 10/1/2020   765    770,737 
Pacific Gas & Electric Co.(i)  6.05% 3/1/2034   1,599    1,822,860 
Puget Sound Energy, Inc.  4.223% 6/15/2048   1,174    1,371,166 
Rochester Gas & Electric Corp.  3.10% 6/1/2027   1,113    1,157,443 
Total              43,041,758 
                 
Electronics 1.51%                
                 
Amphenol Corp.  2.80% 2/15/2030   2,475    2,412,801 
KLA Corp.  4.10% 3/15/2029   776    857,178 
Lam Research Corp.  4.875% 3/15/2049   1,558    1,908,871 
Micron Technology, Inc.  5.327% 2/6/2029   2,218    2,440,738 
Nokia OYJ (Finland)(b)  4.375% 6/12/2027   1,600    1,676,000 
NVIDIA Corp.  3.20% 9/16/2026   2,872    3,022,479 
Trimble, Inc.  4.75% 12/1/2024   2,232    2,397,384 
Xilinx, Inc.  2.95% 6/1/2024   2,945    3,026,992 
Total              17,742,443 
                 
Energy: Exploration & Production 4.04%                
                 
Berry Petroleum Co. LLC  7.00% 2/15/2026   1,270    1,222,375 
California Resources Corp.  8.00% 12/15/2022   2,192    1,096,000 
Callon Petroleum Co.  6.125% 10/1/2024   1,232    1,219,680 
Centennial Resource Production LLC  5.375% 1/15/2026   1,877    1,801,920 
Centennial Resource Production LLC  6.875% 4/1/2027   1,132    1,134,830 
Continental Resources, Inc.  4.90% 6/1/2044   4,648    4,719,801 
Endeavor Energy Resources LP/EER Finance, Inc.  5.50% 1/30/2026   1,131    1,181,895 
Extraction Oil & Gas, Inc.  5.625% 2/1/2026   813    502,028 
Extraction Oil & Gas, Inc.  7.375% 5/15/2024   727    479,820 
HighPoint Operating Corp.  7.00% 10/15/2022   1,254    1,134,870 
Hilcorp Energy I LP/Hilcorp Finance Co.  5.00% 12/1/2024   1,270    1,193,800 
Hilcorp Energy I LP/Hilcorp Finance Co.  5.75% 10/1/2025   1,278    1,194,930 
Hilcorp Energy I LP/Hilcorp Finance Co.  6.25% 11/1/2028   1,704    1,593,240 
Hunt Oil Co. of Peru LLC Sucursal Del Peru (Peru)†(b)  6.375% 6/1/2028   2,100    2,357,250 
Indigo Natural Resources LLC  6.875% 2/15/2026   1,406    1,274,188 
Jagged Peak Energy LLC  5.875% 5/1/2026   1,253    1,262,398 
Laredo Petroleum, Inc.  5.625% 1/15/2022   1,268    1,198,260 
MEG Energy Corp. (Canada)†(b)  6.50% 1/15/2025   2,622    2,684,272 
MEG Energy Corp. (Canada)†(b)  7.00% 3/31/2024   2,507    2,431,790 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                
                 
Murphy Oil Corp.  5.75% 8/15/2025  $1,165   $1,188,300 
Murphy Oil Corp.  6.875% 8/15/2024   988    1,037,400 
Noble Energy, Inc.  3.85% 1/15/2028   1,886    1,959,327 
Oasis Petroleum, Inc.  6.25% 5/1/2026   1,846    1,504,490 
Oasis Petroleum, Inc.  6.875% 3/15/2022   858    804,375 
Oasis Petroleum, Inc.  6.875% 1/15/2023   772    710,240 
Parsley Energy LLC/Parsley Finance Corp.  5.625% 10/15/2027   1,673    1,735,737 
SM Energy Co.  6.625% 1/15/2027   1,457    1,260,305 
SM Energy Co.  6.75% 9/15/2026   1,303    1,146,640 
Southwestern Energy Co.  6.20% 1/23/2025   913    812,570 
SRC Energy, Inc.  6.25% 12/1/2025   1,890    1,880,512 
Texaco Capital, Inc.  8.625% 11/15/2031   1,223    1,922,170 
Tullow Oil plc (United Kingdom)†(b)  7.00% 3/1/2025   1,710    1,742,490 
Total              47,387,903 
                 
Environmental 0.10%                
                 
Waste Pro USA, Inc.  5.50% 2/15/2026   1,143    1,184,102 
                 
Food & Drug Retailers 0.18%                
                 
Albertsons Cos, Inc./Safeway, Inc./Albertsons LP/Albertsons LLC  6.625% 6/15/2024   2,029    2,135,523 
                 
Food: Wholesale 1.39%                
                 
Arcor SAIC (Argentina)†(b)  6.00% 7/6/2023   1,939    1,706,320 
BRF SA (Brazil)†(b)  4.875% 1/24/2030   1,386    1,370,754 
Chobani LLC/Chobani Finance Corp., Inc.  7.50% 4/15/2025   1,312    1,262,800 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(b)  5.625% 8/15/2026   1,241    1,120,003 
JBS USA LUX SA/JBS USA Finance, Inc.  6.75% 2/15/2028   2,153    2,392,521 
Lamb Weston Holdings, Inc.  4.625% 11/1/2024   1,299    1,373,563 
McCormick & Co., Inc.  4.20% 8/15/2047   1,893    2,088,587 
MHP Lux SA (Luxembourg)†(b)  6.95% 4/3/2026   1,187    1,231,612 
Performance Food Group, Inc.  5.50% 10/15/2027   686    723,730 
Smithfield Foods, Inc.  5.20% 4/1/2029   2,768    3,053,900 
Total              16,323,790 
                 
Forestry/Paper 0.10%                
                 
Norbord, Inc. (Canada)†(b)  6.25% 4/15/2023   1,060    1,124,925 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming 1.31%                
                 
Boyd Gaming Corp.  6.00% 8/15/2026  $1,197   $1,267,213 
Eldorado Resorts, Inc.  6.00% 9/15/2026   1,101    1,211,100 
Everi Payments, Inc.  7.50% 12/15/2025   1,093    1,154,481 
GLP Capital LP/GLP Financing II, Inc.  5.75% 6/1/2028   1,666    1,901,306 
Jacobs Entertainment, Inc.  7.875% 2/1/2024   604    646,280 
Las Vegas Sands Corp.  3.90% 8/8/2029   1,226    1,257,880 
Mohegan Gaming & Entertainment  7.875% 10/15/2024   1,181    1,136,713 
Penn National Gaming, Inc.  5.625% 1/15/2027   2,251    2,329,785 
Stars Group Holdings BV/Stars Group US Co-Borrower LLC (Netherlands)†(b)  7.00% 7/15/2026   1,147    1,224,422 
Station Casinos LLC  5.00% 10/1/2025   2,070    2,105,811 
Wynn Macau Ltd. (Macau)†(b)  5.50% 10/1/2027   1,160    1,177,400 
Total              15,412,391 
                 
Gas Distribution 2.73%                
                 
Buckeye Partners LP  6.375%(3 Mo.
LIBOR + 4.02
%)# 1/22/2078   1,574    1,180,500 
Cheniere Corpus Christi Holdings LLC  5.125% 6/30/2027   2,154    2,364,015 
Cheniere Corpus Christi Holdings LLC  5.875% 3/31/2025   1,059    1,180,785 
Cheniere Energy Partners LP  4.50% 10/1/2029   2,471    2,537,408 
Dominion Energy Gas Holdings LLC  3.60% 12/15/2024   1,175    1,244,502 
Florida Gas Transmission Co. LLC  4.35% 7/15/2025   1,145    1,233,748 
IFM US Colonial Pipeline 2 LLC  6.45% 5/1/2021   1,400    1,456,603 
Midwest Connector Capital Co. LLC  4.625% 4/1/2029   2,722    2,993,540 
NGPL PipeCo LLC  4.875% 8/15/2027   2,762    2,965,758 
Northern Natural Gas Co.  4.30% 1/15/2049   1,811    2,112,213 
ONE Gas, Inc.  4.50% 11/1/2048   1,149    1,406,619 
Plains All American Pipeline LP  6.125%(3 Mo.
LIBOR + 4.11
%)# (h)  2,725    2,570,983 
Plains All American Pipeline LP/PAA Finance Corp.  3.55% 12/15/2029   2,117    2,085,613 
Sabal Trail Transmission LLC  4.246% 5/1/2028   1,125    1,229,221 
Southern Star Central Corp.  5.125% 7/15/2022   1,145    1,157,881 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.  4.25% 11/15/2023   748    756,415 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.  5.875% 4/15/2026   1,131    1,198,860 
Transportadora de Gas Internacional SA ESP (Colombia)†(b) 5.55% 11/1/2028   2,056    2,377,271 
Total              32,051,935 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Facilities 2.22%                
                 
AHP Health Partners, Inc.  9.75% 7/15/2026  $1,193   $1,270,762 
Ascension Health  3.945% 11/15/2046   1,017    1,194,910 
CHS/Community Health Systems, Inc.  8.00% 11/15/2019   1,702    1,703,064 
Dignity Health  3.812% 11/1/2024   675    714,424 
HCA, Inc.  5.50% 6/15/2047   3,213    3,637,887 
HCA, Inc.  7.05% 12/1/2027   390    458,250 
HCA, Inc.  7.50% 2/15/2022   582    646,486 
HCA, Inc.  7.58% 9/15/2025   552    656,880 
HCA, Inc.  7.69% 6/15/2025   1,240    1,494,200 
HCA, Inc.  8.36% 4/15/2024   261    311,955 
Memorial Sloan-Kettering Cancer Center  4.20% 7/1/2055   1,478    1,811,606 
MPT Operating Partnership LP/MPT Finance Corp.  5.00% 10/15/2027   1,192    1,251,600 
New York & Presbyterian Hospital (The)  4.063% 8/1/2056   1,770    2,075,566 
NYU Langone Hospitals  4.368% 7/1/2047   1,191    1,427,318 
Providence St Joseph Health Obligated Group(k)  2.532% 10/1/2029   1,160    1,158,780 
Rede D’or Finance Sarl (Luxembourg)†(b)  4.95% 1/17/2028   1,112    1,123,231 
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.  9.75% 12/1/2026   1,663    1,783,401 
Tenet Healthcare Corp.  5.125% 5/1/2025   1,678    1,705,351 
Tenet Healthcare Corp.  6.75% 6/15/2023   1,513    1,594,596 
Total              26,020,267 
                 
Health Services 0.94%                
                 
DaVita, Inc.  5.00% 5/1/2025   1,185    1,185,000 
DaVita, Inc.  5.125% 7/15/2024   1,000    1,018,750 
Jaguar Holding Co. II/Pharmaceutical Product Development LLC  6.375% 8/1/2023   772    799,985 
Montefiore Obligated Group  5.246% 11/1/2048   1,553    1,822,496 
NVA Holdings, Inc.  6.875% 4/1/2026   1,125    1,199,531 
Syneos Health, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.  7.50% 10/1/2024   723    749,209 
Tenet Healthcare Corp.  6.25% 2/1/2027   2,370    2,467,526 
Verscend Escrow Corp.  9.75% 8/15/2026   1,692    1,808,105 
Total              11,050,602 
                 
Hotels 0.50%                
                 
Hilton Domestic Operating Co., Inc.  4.875% 1/15/2030   1,554    1,644,676 
Hilton Domestic Operating Co., Inc.  5.125% 5/1/2026   2,182    2,296,555 
Wyndham Destinations, Inc.  5.75% 4/1/2027   712    771,630 
Wyndham Destinations, Inc.  6.35% 10/1/2025   998    1,107,780 
Total              5,820,641 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance Brokerage 0.35%                
                 
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer  8.25% 8/1/2023  $1,639   $1,677,927 
Farmers Insurance Exchange  4.747%(3 Mo.
LIBOR + 3.23
%)# 11/1/2057   1,230    1,287,527 
HUB International Ltd.  7.00% 5/1/2026   1,133    1,168,406 
Total              4,133,860 
                 
Integrated Energy 1.47%                
                 
Cenovus Energy, Inc. (Canada)(b)  5.40% 6/15/2047   2,844    3,208,820 
Cheniere Energy Partners LP  5.25% 10/1/2025   1,149    1,199,556 
Cheniere Energy Partners LP  5.625% 10/1/2026   1,913    2,039,545 
Exxon Mobil Corp.  3.043% 3/1/2026   1,101    1,156,108 
Hess Corp.  5.60% 2/15/2041   2,861    3,177,477 
Hess Corp.  5.80% 4/1/2047   1,976    2,277,944 
Rio Oil Finance Trust Series 2018-1 (Brazil)†(b)  8.20% 4/6/2028   1,121    1,286,348 
Shell International Finance BV (Netherlands)(b)  6.375% 12/15/2038   1,973    2,885,645 
Total              17,231,443 
                 
Investments & Miscellaneous Financial Services 0.85%          
                 
AI Candelaria Spain SLU (Spain)†(b)  7.50% 12/15/2028   1,050    1,195,698 
Global Aircraft Leasing Co. Ltd. PIK 7.25%  6.50% 9/15/2024   2,264    2,297,960 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.  4.875% 4/15/2045   2,377    2,491,361 
Power Finance Corp. Ltd. (India)†(b)  6.15% 12/6/2028   1,668    1,947,345 
S&P Global, Inc.  6.55% 11/15/2037   1,391    2,015,223 
Total              9,947,587 
                 
Life Insurance 0.50%                
                 
Northwestern Mutual Life Insurance Co. (The)  3.85% 9/30/2047   2,206    2,359,683 
Nuveen Finance LLC  4.125% 11/1/2024   703    760,236 
Teachers Insurance & Annuity Association of America  4.27% 5/15/2047   889    1,010,341 
Teachers Insurance & Annuity Association of America  4.90% 9/15/2044   1,424    1,773,871 
Total              5,904,131 
                 
Machinery 0.34%                
                 
Itron, Inc.  5.00% 1/15/2026   1,123    1,159,834 
Roper Technologies, Inc.  4.20% 9/15/2028   1,665    1,832,730 
Xylem, Inc.  3.25% 11/1/2026   1,004    1,036,217 
Total              4,028,781 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Managed Care 0.55%                
                 
Centene Corp.  4.75% 1/15/2025  $834   $858,186 
Centene Corp.  5.375% 6/1/2026   1,781    1,870,050 
Kaiser Foundation Hospitals  4.15% 5/1/2047   1,648    1,992,144 
Molina Healthcare, Inc.  4.875% 6/15/2025   1,663    1,677,551 
Total              6,397,931 
                 
Media: Content 1.56%                
                 
AMC Networks, Inc.  4.75% 8/1/2025   2,332    2,413,620 
Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/2026   1,827    1,900,080 
Diamond Sports Group LLC/Diamond Sports Finance Co. 6.625% 8/15/2027   1,305    1,355,308 
Gray Television, Inc.  5.125% 10/15/2024   572    594,165 
Gray Television, Inc.  5.875% 7/15/2026   1,163    1,212,428 
Netflix, Inc.(a)  3.625% 5/15/2027  EUR3,466    4,015,578 
Netflix, Inc.†(a)  3.875% 11/15/2029  EUR765    886,541 
Netflix, Inc.†(a)  4.625% 5/15/2029  EUR959    1,165,064 
Netflix, Inc.  4.875% 4/15/2028  $1,001    1,020,970 
Nexstar Escrow, Inc.  5.625% 7/15/2027   1,682    1,766,100 
Sirius XM Radio, Inc.  5.00% 8/1/2027   1,192    1,233,958 
Univision Communications, Inc.  5.125% 2/15/2025   800    782,000 
Total              18,345,812 
                 
Media: Diversified 0.17%                
                 
TWDC Enterprises 18 Corp.  2.35% 12/1/2022   1,956    1,985,656 
                 
Medical Products 0.51%                
                 
Boston Scientific Corp.  7.00% 11/15/2035   1,473    2,073,177 
Edwards Lifesciences Corp.  4.30% 6/15/2028   2,411    2,718,694 
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA  6.625% 5/15/2022   1,191    1,169,205 
Total              5,961,076 
                 
Metals/Mining (Excluding Steel) 1.17%                
                 
Baffinland Iron Mines Corp./Baffinland Iron Mines LP (Canada)†(b)  8.75% 7/15/2026   1,143    1,176,204 
Cleveland-Cliffs, Inc.  5.75% 3/1/2025   1,130    1,113,050 
Cleveland-Cliffs, Inc.  5.875% 6/1/2027   601    570,710 
Eterna Capital Pte Ltd. PIK 8.00% (Singapore)(b)  8.00% 12/11/2022   809    568,622 
Freeport-McMoRan, Inc.  3.875% 3/15/2023   5,707    5,764,070 
Industrias Penoles SAB de CV (Mexico)†(b)  4.15% 9/12/2029   1,187    1,194,419 
Mirabela Nickel Ltd. (Australia)(b)  1.00% 9/10/2044   15    1(j) 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) (continued)                
                 
Novelis Corp.  5.875% 9/30/2026  $1,000   $1,051,250 
Rain CII Carbon LLC/CII Carbon Corp.  7.25% 4/1/2025   1,175    1,128,000 
Warrior Met Coal, Inc.  8.00% 11/1/2024   1,107    1,151,972 
Total              13,718,298 
                 
Monoline Insurance 0.11%                
                 
MGIC Investment Corp.  5.75% 8/15/2023   1,204    1,321,390 
                 
Multi-Line Insurance 0.10%                
                 
Assurant, Inc.  3.70% 2/22/2030   1,158    1,162,104 
                 
Non-Electric Utilities 0.12%                
                 
Brooklyn Union Gas Co. (The)  3.407% 3/10/2026   1,368    1,432,446 
                 
Oil Field Equipment & Services 0.82%                
                 
Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates)†(b)  4.60% 11/2/2047   2,529    2,956,199 
Oceaneering International, Inc.  4.65% 11/15/2024   903    853,335 
Oceaneering International, Inc.  6.00% 2/1/2028   2,094    2,015,475 
Patterson-UTI Energy, Inc.  3.95% 2/1/2028   1,114    1,119,888 
Transocean Phoenix 2 Ltd.  7.75% 10/15/2024   767    805,612 
Transocean Pontus Ltd.  6.125% 8/1/2025   1,038    1,058,495 
Transocean Proteus Ltd.  6.25% 12/1/2024   749    764,235 
Total              9,573,239 
                 
Oil Refining & Marketing 1.00%                
                 
Citgo Holding, Inc.  9.25% 8/1/2024   1,769    1,883,985 
Phillips 66 Partners LP  2.45% 12/15/2024   1,417    1,413,114 
Saudi Arabian Oil Co. (Saudi Arabia)†(b)  2.75% 4/16/2022   3,265    3,293,875 
Saudi Arabian Oil Co. (Saudi Arabia)†(b)  4.375% 4/16/2049   4,714    5,161,232 
Total              11,752,206 
                 
Packaging 0.49%                
                 
Crown Cork & Seal Co., Inc.  7.375% 12/15/2026   1,295    1,579,900 
Mauser Packaging Solutions Holding Co.  7.25% 4/15/2025   1,812    1,719,679 
Sealed Air Corp.  6.875% 7/15/2033   1,060    1,245,500 
Trivium Packaging Finance BV (Netherlands)†(b)  5.50% 8/15/2026   534    562,676 
Trivium Packaging Finance BV (Netherlands)†(b)  8.50% 8/15/2027   546    591,727 
Total              5,699,482 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Personal & Household Products 1.10%                
                 
Coty, Inc.  6.50% 4/15/2026  $1,476   $1,435,410 
Energizer Holdings, Inc.  6.375% 7/15/2026   1,072    1,150,942 
Hasbro, Inc.  5.10% 5/15/2044   1,661    1,716,711 
Mattel, Inc.  2.35% 8/15/2021   2,385    2,331,338 
Mattel, Inc.  6.75% 12/31/2025   1,176    1,230,025 
Newell Brands, Inc.  4.20% 4/1/2026   3,366    3,519,115 
SC Johnson & Son, Inc.  4.75% 10/15/2046   1,177    1,460,830 
Total              12,844,371 
                 
Pharmaceuticals 0.59%                
                 
Bausch Health Americas, Inc.  8.50% 1/31/2027   1,621    1,823,301 
Bausch Health Cos., Inc.  5.875% 5/15/2023   1,559    1,584,334 
Bausch Health Cos., Inc.  7.00% 3/15/2024   1,332    1,403,208 
Bausch Health Cos., Inc.  7.25% 5/30/2029   801    876,935 
Zoetis, Inc.  3.90% 8/20/2028   1,159    1,269,549 
Total              6,957,327 
                 
Property & Casualty 0.39%                
                 
Allstate Corp. (The)  3.28% 12/15/2026   1,244    1,328,925 
Arch Capital Finance LLC  4.011% 12/15/2026   1,172    1,282,759 
Selective Insurance Group, Inc.  5.375% 3/1/2049   1,669    1,963,336 
Total              4,575,020 
                 
Rail 0.46%                
                 
Central Japan Railway Co. (Japan)†(b)  4.25% 11/24/2045   1,524    1,831,901 
China Railway Xunjie Co. Ltd. (China)(b)  3.25% 7/28/2026   1,200    1,223,628 
Rumo Luxembourg Sarl (Luxembourg)†(b)  5.875% 1/18/2025   1,799    1,901,336 
Rumo Luxembourg Sarl (Luxembourg)†(b)  7.375% 2/9/2024   440    474,654 
Total              5,431,519 
                 
Real Estate Development & Management 0.19%                
                 
Ontario Teachers’ Cadillac Fairview Properties Trust (Canada)†(b)  3.875% 3/20/2027   2,039    2,210,528 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 1.97%                
                 
Alexandria Real Estate Equities, Inc.  3.80% 4/15/2026  $543   $578,137 
Alexandria Real Estate Equities, Inc.  3.95% 1/15/2028   1,194    1,288,775 
Brixmor Operating Partnership LP  4.125% 5/15/2029   2,044    2,185,377 
EPR Properties  3.75% 8/15/2029   1,793    1,795,557 
EPR Properties  4.50% 6/1/2027   1,152    1,223,850 
Goodman US Finance Four LLC  4.50% 10/15/2037   1,137    1,247,094 
Goodman US Finance Three LLC  3.70% 3/15/2028   769    799,252 
Hudson Pacific Properties LP(k)  3.25% 1/15/2030   2,783    2,755,223 
Hudson Pacific Properties LP  3.95% 11/1/2027   1,644    1,724,015 
Liberty Property LP  4.375% 2/1/2029   1,106    1,237,032 
National Retail Properties, Inc.  4.30% 10/15/2028   1,724    1,908,503 
Prologis LP  3.875% 9/15/2028   781    869,411 
Spirit Realty LP  3.40% 1/15/2030   2,521    2,504,611 
Spirit Realty LP  4.00% 7/15/2029   1,218    1,276,065 
VEREIT Operating Partnership LP  4.875% 6/1/2026   1,483    1,644,055 
Total              23,036,957 
                 
Recreation & Travel 0.46%                
                 
Royal Caribbean Cruises Ltd.  7.50% 10/15/2027   1,450    1,849,508 
Silversea Cruise Finance Ltd.  7.25% 2/1/2025   1,587    1,702,057 
Six Flags Entertainment Corp.  4.875% 7/31/2024   1,182    1,226,325 
Six Flags Entertainment Corp.  5.50% 4/15/2027   593    633,757 
Total              5,411,647 
                 
Reinsurance 0.69%                
                 
AXIS Specialty Finance plc (United Kingdom)(b)  5.15% 4/1/2045   1,345    1,474,232 
Berkshire Hathaway, Inc.  2.75% 3/15/2023   907    930,910 
Berkshire Hathaway, Inc.  3.125% 3/15/2026   907    959,069 
PartnerRe Finance B LLC  3.70% 7/2/2029   2,237    2,336,184 
Transatlantic Holdings, Inc.  8.00% 11/30/2039   1,584    2,369,570 
Total              8,069,965 
                 
Restaurants 0.84%                
                 
Darden Restaurants, Inc.  4.55% 2/15/2048   1,154    1,221,464 
IRB Holding Corp.  6.75% 2/15/2026   1,177    1,185,828 
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC  4.75% 6/1/2027   2,083    2,174,131 
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC  5.00% 6/1/2024   1,610    1,674,400 
Starbucks Corp.  4.45% 8/15/2049   3,037    3,531,041 
Total              9,786,864 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Software/Services 2.46%                
                 
Autodesk, Inc.  3.50% 6/15/2027  $2,446   $2,532,015 
Global Payments, Inc.  4.15% 8/15/2049   1,792    1,887,095 
Go Daddy Operating Co. LLC/GD Finance Co., Inc.  5.25% 12/1/2027   937    988,535 
j2 Cloud Services LLC/j2 Global Co-Obligor, Inc.  6.00% 7/15/2025   565    598,674 
Match Group, Inc.  5.00% 12/15/2027   3,319    3,460,058 
Match Group, Inc.  5.625% 2/15/2029   1,115    1,200,019 
Microsoft Corp.  2.40% 8/8/2026   792    808,616 
Microsoft Corp.  3.125% 11/3/2025   5,817    6,190,467 
Microsoft Corp.  4.50% 2/6/2057   921    1,202,979 
salesforce.com, Inc.  3.70% 4/11/2028   1,580    1,736,018 
Tencent Holdings Ltd. (China)†(b)  3.595% 1/19/2028   1,766    1,848,761 
Tencent Holdings Ltd. (China)†(b)  3.925% 1/19/2038   1,995    2,142,857 
VeriSign, Inc.  4.75% 7/15/2027   1,117    1,174,246 
VeriSign, Inc.  5.25% 4/1/2025   1,593    1,745,211 
Visa, Inc.  3.15% 12/14/2025   1,289    1,375,420 
Total              28,890,971 
                 
Specialty Retail 0.91%                
                 
Asbury Automotive Group, Inc.  6.00% 12/15/2024   1,102    1,146,080 
Best Buy Co., Inc.  4.45% 10/1/2028   1,593    1,732,097 
Claire’s Stores, Inc.  14.00% 3/15/2039   251    439,250(c)
Levi Strauss & Co.(a)  3.375% 3/15/2027  EUR957    1,115,989 
Murphy Oil USA, Inc.  4.75% 9/15/2029  $1,180    1,209,500 
PetSmart, Inc.  5.875% 6/1/2025   995    995,000 
Tiffany & Co.  4.90% 10/1/2044   1,485    1,520,242 
Under Armour, Inc.  3.25% 6/15/2026   1,340    1,293,675 
WW International, Inc.  8.625% 12/1/2025   1,220    1,271,850 
Total              10,723,683 
                 
Steel Producers/Products 0.51%                
                 
Allegheny Technologies, Inc.  7.875% 8/15/2023   1,633    1,777,553 
CSN Resources SA (Brazil)†(b)  7.625% 4/17/2026   1,100    1,144,126 
Joseph T Ryerson & Son, Inc.  11.00% 5/15/2022   723    764,573 
Steel Dynamics, Inc.  4.125% 9/15/2025   1,763    1,789,445 
Steel Dynamics, Inc.  5.00% 12/15/2026   502    527,100 
Total              6,002,797 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Support: Services 2.30%                
                 
Ahern Rentals, Inc.  7.375% 5/15/2023  $1,190   $1,018,938 
Aircastle Ltd.  4.25% 6/15/2026   1,244    1,276,083 
Ashtead Capital, Inc.  4.375% 8/15/2027   1,741    1,797,582 
Ashtead Capital, Inc.  5.25% 8/1/2026   600    639,750 
Brand Industrial Services, Inc.  8.50% 7/15/2025   1,671    1,595,805 
Brink’s Co. (The)  4.625% 10/15/2027   2,367    2,386,261 
Cleveland Clinic Foundation (The)  4.858% 1/1/2114   1,100    1,440,189 
Cloud Crane LLC  10.125% 8/1/2024   990    1,061,775 
IHS Markit Ltd. (United Kingdom)†(b)  4.00% 3/1/2026   2,627    2,772,798 
IHS Markit Ltd. (United Kingdom)(b)  4.75% 8/1/2028   1,550    1,730,575 
Marble II Pte Ltd. (Singapore)†(b)  5.30% 6/20/2022   449    452,579 
Metropolitan Museum of Art (The)  3.40% 7/1/2045   1,975    2,131,215 
Ritchie Bros Auctioneers, Inc. (Canada)†(b)  5.375% 1/15/2025   1,130    1,185,088 
United Rentals North America, Inc.  4.875% 1/15/2028   2,047    2,136,556 
United Rentals North America, Inc.  5.25% 1/15/2030   1,360    1,430,557 
United Rentals North America, Inc.  5.875% 9/15/2026   755    807,888 
WeWork Cos., Inc.  7.875% 5/1/2025   3,685    3,146,069 
Total              27,009,708 
                 
Technology Hardware & Equipment 1.00%                
                 
Apple, Inc.  1.80% 9/11/2024   1,768    1,757,940 
Apple, Inc.  3.00% 6/20/2027   2,081    2,190,418 
CDW LLC/CDW Finance Corp.  5.50% 12/1/2024   1,425    1,576,050 
CommScope, Inc.  8.25% 3/1/2027   1,792    1,751,120 
Motorola Solutions, Inc.  4.60% 5/23/2029   1,513    1,650,588 
Western Digital Corp.  4.75% 2/15/2026   2,745    2,830,781 
Total              11,756,897 
                 
Telecommunications: Satellite 0.66%                
                 
Connect Finco SARL/Connect US Finco LLC (Luxembourg)†(b)(k)  6.75% 10/1/2026   2,264    2,309,280 
Hughes Satellite Systems Corp.  5.25% 8/1/2026   1,111    1,192,936 
Intelsat Jackson Holdings SA (Luxembourg)(b)  5.50% 8/1/2023   1,428    1,339,321 
Intelsat Jackson Holdings SA (Luxembourg)†(b)  8.50% 10/15/2024   1,718    1,734,648 
Intelsat Luxembourg SA (Luxembourg)(b)  8.125% 6/1/2023   1,444    1,208,902 
Total              7,785,087 
                 
Telecommunications: Wireless 0.87%                
                 
Sprint Capital Corp.  6.875% 11/15/2028   7,268    7,941,744 
Sprint Corp.  7.625% 3/1/2026   2,038    2,254,537 
Total              10,196,281 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications: Wireline Integrated & Services 1.89%          
                 
Altice Financing SA (Luxembourg)†(b)  7.50% 5/15/2026  $2,336   $2,487,817 
Altice France SA (France)†(b)  7.375% 5/1/2026   3,398    3,656,112 
Altice Luxembourg SA (Luxembourg)†(b)  7.625% 2/15/2025   1,271    1,329,784 
DKT Finance ApS (Denmark)†(b)  9.375% 6/17/2023   1,903    2,052,386 
Equinix, Inc.(a)  2.875% 2/1/2026  EUR2,781    3,163,046 
GCI LLC  6.875% 4/15/2025  $1,230    1,300,725 
InterXion Holding NV†(a)  4.75% 6/15/2025  EUR1,449    1,715,556 
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC  8.25% 10/15/2023  $1,771    1,611,610 
Verizon Communications, Inc.  2.625% 8/15/2026   4,735    4,800,511 
Total              22,117,547 
                 
Transportation (Excluding Air/Rail) 0.09%                
                 
CMA CGM SA(a)  5.25% 1/15/2025  EUR1,418    1,107,145 
                 
Transportation: Infrastructure/Services 1.01%                
                 
Adani Ports & Special Economic Zone Ltd. (India)†(b)  4.375% 7/3/2029  $2,180    2,279,634 
Aeropuerto Internacional de Tocumen SA (Panama)†(b)  6.00% 11/18/2048   1,935    2,447,794 
Autopistas del Sol SA (Costa Rica)†(b)  7.375% 12/30/2030   1,329    1,345,897 
Autoridad del Canal de Panama (Panama)†(b)  4.95% 7/29/2035   1,000    1,153,010 
CH Robinson Worldwide, Inc.  4.20% 4/15/2028   1,736    1,917,971 
Promontoria Holding 264 BV †(a)  6.75% 8/15/2023  EUR1,080    1,098,360 
Stena AB (Sweden)†(b)  7.00% 2/1/2024  $1,557    1,568,678 
Total              11,811,344 
Total High Yield Corporate Bonds (cost $793,345,444)     836,677,428 
                 
MUNICIPAL BONDS 4.58%                
                 
Air Transportation 0.27%                
                 
CT Airport Auth - Ground Trans Proj  4.282% 7/1/2045   365    396,058 
Miami Dade Cnty, FL  3.982% 10/1/2041   970    1,041,072 
Miami-Dade Cnty, FL  4.28% 10/1/2041   1,550    1,700,691 
Total              3,137,821 
                 
Education 1.11%                
                 
California State University  3.899% 11/1/2047   2,675    3,056,161 
Ohio Univ  5.59% 12/1/2114   1,000    1,371,020 
Permanent University Fund - Texas A&M University System  3.66% 7/1/2047   6,640    7,034,814 
Univ of California Bd of Regents  6.548% 5/15/2048   1,000    1,512,790 
Total              12,974,785 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
General Obligation 1.57%                
                 
California  7.55% 4/1/2039  $1,285   $2,128,602 
Chicago Transit Auth, IL  6.899% 12/1/2040   1,000    1,405,360 
Chicago, IL  5.432% 1/1/2042   1,792    1,818,844 
Chicago, IL  6.314% 1/1/2044   2,167    2,386,279 
City of Portland  7.701% 6/1/2022   1,470    1,613,237 
District of Columbia  5.591% 12/1/2034   1,445    1,858,776 
Honolulu HI City & Cnty,  5.418% 12/1/2027   740    919,465 
Los Angeles Unif Sch Dist, CA  5.75% 7/1/2034   1,000    1,304,520 
New York City  5.985% 12/1/2036   1,134    1,513,414 
Ohio St Univ  4.048% 12/1/2056   676    816,391 
Pennsylvania  5.45% 2/15/2030   1,336    1,640,528 
The Bd of Governors of the Univ of North Carolina  3.847% 12/1/2034   855    993,459 
Total              18,398,875 
                 
Government Guaranteed 0.04%                
                 
City & County of San Francisco CA  5.45% 6/15/2025   460    543,968 
                 
Lease Obligations 0.07%                
                 
Wisconsin  3.294% 5/1/2037   790    853,469 
                 
Miscellaneous 0.60%                
                 
Chicago Transit Auth, IL  6.20% 12/1/2040   1,030    1,387,699 
Dallas Convention Center Hotel Dev Corp., TX  7.088% 1/1/2042   1,210    1,734,414 
Pasadena Public Fing Auth  7.148% 3/1/2043   2,445    3,879,090 
Total              7,001,203 
                 
Tax Revenue 0.59%                
                 
Massachusetts Sch Bldg Auth  5.715% 8/15/2039   1,720    2,349,245 
Memphis-Shelby County Industrial Development Board, TN  7.00% 7/1/2045   1,225    1,347,966 
New York City Indl Dev Agy  11.00% 3/1/2029   2,350    3,201,287 
Total              6,898,498 
                 
Transportation 0.16%                
                 
Port of Seattle, WA  3.571% 5/1/2032   650    681,772 
Port of Seattle, WA  3.755% 5/1/2036   1,105    1,167,200 
Total              1,848,972 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities 0.17%                
                 
San Antonio, TX  5.718% 2/1/2041  $1,480   $2,051,561 
Total Municipal Bonds (cost $48,912,218)              53,709,152 
                 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.71%          
                 
Benchmark Mortgage Trust 2019-B12 WMA  4.388%#(l) 8/15/2052   2,892    2,992,150(c)
Caesars Palace Las Vegas Trust 2017-VICI D  4.499%#(l) 10/15/2034   4,354    4,563,485 
Citigroup Commercial Mortgage Trust 2016-P3 D  2.804%#(l) 4/15/2049   828    736,907 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $8,015,922)     8,292,542 
                 
    Dividend
Rate
     Shares
(000)
     
PREFERRED STOCKS 0.11%                
                 
Energy: Exploration & Production 0.00%                
                 
Templar Energy LLC  Zero Coupon      45    (c)
                 
Medical Products 0.11%                
                 
Danaher Corp.  4.75%     1    1,249,495 
Total Preferred Stocks (cost $1,531,800)              1,249,495 
                 
    Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
     
U.S. TREASURY OBLIGATIONS 2.86%                
                 
U.S. Treasury Bond  2.25% 8/15/2049  $6,943    7,149,256 
U.S. Treasury Note  2.75% 8/31/2023   14,038    14,666,968 
U.S. Treasury Note  3.125% 11/15/2028   10,456    11,743,191 
Total U.S. Treasury Obligations (cost $33,350,008)     33,559,415 
                 
    Exercise
Price
  Expiration
Date
  Shares
(000)
     
WARRANT 0.00%                
                 
Personal & Household Products                
                 
Remington Outdoor Co., Inc.
(cost $86,340)
$ 35.05  5/22/2022   16    164(c)
Total Long-Term Investments (cost $1,277,099,770)     1,324,714,529 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENTS 0.70%                
                 
COMMERCIAL PAPER 0.40%                
                 
Auto Parts & Equipment 0.17%                
                 
Autoliv ASP, Inc.  2.231% 10/1/2019  $2,000   $2,000,000 
                 
Electric: Power 0.10%                
                 
CenterPoint Energy, Inc.  2.281% 10/1/2019   1,201    1,201,000 
                 
Food 0.09%                
                 
Mondelez International, Inc.  2.21% 10/1/2019   475    475,000 
Mondelez International, Inc.  2.21% 10/1/2019   525    525,000 
Total              1,000,000 
                 
Leasing 0.04%                
                 
Aviation Capital Group LLC  2.383% 10/1/2019   500    500,000 
Total Commercial Paper (cost $4,701,000)              4,701,000 
                 
FLOATING RATE LOAN(d) 0.09%                
                 
Aerospace/Defense                
                 
Doncasters U.S. Finance LLC Term Loan B
(cost $1,180,380)
 (e) 4/9/2020   1,459    1,006,710 
                 
REPURCHASE AGREEMENT 0.21%                
                 
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $2,525,000 of U.S. Treasury Note at 1.625% due 6/30/2021; value: $2,532,239; proceeds: $2,481,132
(cost $2,481,060)
        2,481    2,481,060 
Total Short-Term Investments (cost $8,362,440)              8,188,770 
Total Investments in Securities 113.68% (cost $1,285,462,210)        1,332,903,299 
Less Unfunded Loan Commitments (0.27%) (cost $3,126,021)        (3,127,037)
Net Investments 113.41% (cost $1,282,336,189)              1,329,776,262 
Liabilities in Excess of Cash, Foreign Cash and Other Assets(m) (13.41%)        (157,255,865)
Net Assets 100.00%             $1,172,520,397 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

 
AUD Australian dollar.
CAD Canadian dollar.
EUR euro.
GBP British pound.
HKD Hong Kong dollar.
ADR American Depositary Receipt.
CMT Constant Maturity Rate.
LIBOR London Interbank Offered Rate.
PIK Payment-in-kind.
Units More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2019, the total value of Rule 144A securities was $465,194,129, which represents 39.67% of net assets.
# Variable rate security. The interest rate represents the rate in effect at September 30, 2019.
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Level 3 Investment as described in Note 2(b) in the Notes to Financials. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(d) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at September 30, 2019.
(e) Interest rate to be determined.
(f) Level 3 Investment as described in Note 2(b) in the Notes to Financials. 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.
(g) To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(h) Security is perpetual in nature and has no stated maturity.
(i) Defaulted (non-income producing security).
(j) Level 3 Investment as described in Note 2(b) in the Notes to Financials. Security fair valued by the Pricing Committee.
(k) Securities purchased on a when-issued basis.
(l) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(m) Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at September 30, 2019(1):

 

Referenced
Index
  Central
Clearing Party
  Fund
Pays
(Quarterly)
   Termination
Date
  Notional
Amount
   Notional
Value
   Payments
Upfront(2)
   Unrealized
Appreciation/
Depreciation(3)
 
Markit CDX. NA.EM.32(4)(5)  Credit Suisse   1.00%  12/20/2024  $36,600,000   $34,674,643   $1,882,637   $42,720 
Markit CDX. NA.IG.33(4)(6)  Credit Suisse   1.00%  12/20/2024   120,201,000    122,565,666    (2,447,758)   83,092 
Markit CDX. NA.HY.33(4)(7)  Credit Suisse   5.00%  12/20/2024   13,976,000    14,907,307    (904,611)   (26,696)
                        $(1,469,732)  $99,116 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

 
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities.
(2) Upfront payments received by Central Clearing Party are presented net of amortization.
(3) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $125,812. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $26,696.
(4) Central Clearinghouse: Intercontinental Exchange (ICE).
(5) The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of emerging markets sovereign issuers.
(6) The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of investment grade securities.
(7) The Referenced Index is for the Centrally Cleared Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities.

 

Credit Default Swaps on Indexes/Issuer - Sell Protection at September 30, 2019(1):

 

Referenced
Index/Issuer*
  Swap
Counterparty
  Fund
Receives
(Quarterly)
   Termination
Date
  Notional
Amount
   Notional
Value
   Payments
Upfront(2)
   Unrealized
Appreciation(3)
   Credit
Default
Swap
Agreements
Payable at
Fair Value(4)
 
Markit CMBX NA.BBB.9*  Credit Suisse   3.00%  9/17/2058  $2,112,000   $2,053,962   $(154,883)  $96,845   $(58,038)
Markit CMBX NA.BBB.9*  Deutsche Bank   3.00%  9/17/2058   3,363,000    3,270,584    (246,624)   154,208    (92,416)
Markit CMBX NA.BBB.9*  Goldman Sachs   3.00%  9/17/2058   1,153,000    1,121,315    (84,555)   52,870    (31,685)
Markit CMBX NA.BBB.9*  Morgan Stanley   3.00%  9/17/2058   6,099,000    5,931,398    (447,268)   279,666    (167,602)
Markit CMBX NA.BBB.10*  Credit Suisse   3.00%  11/17/2059   4,667,000    4,512,213    (261,502)   106,715    (154,787)
Markit CMBX NA.BBB.10*  Deutsche Bank   3.00%  11/17/2059   851,000    822,776    (47,683)   19,459    (28,224)
Markit CMBX NA.BBB.10*  Goldman Sachs   3.00%  11/17/2059   3,573,000    3,454,497    (200,202)   81,699    (118,503)
Markit CMBX NA.BBB.10*  Morgan Stanley   3.00%  11/17/2059   852,000    823,742    (47,739)   19,481    (28,258)
Markit CMBX NA.BBB.11*  Deutsche Bank   3.00%  11/18/2054   838,000    801,468    (50,476)   13,944    (36,532)
Markit CMBX NA.BBB.11*  JPMorgan Chase   3.00%  11/18/2054   393,000    375,867    (23,672)   6,539    (17,133)
Markit CMBX NA.BBB.11*  Morgan Stanley   3.00%  11/18/2054   13,324,000    12,743,152    (802,549)   221,701    (580,848)
Tesla  JPMorgan   3.00%  6/20/2020   1,358,000    1,345,517    (41,500)   29,017    (12,483)
                                   $(2,408,653)  $1,082,144   $(1,326,509)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

 
* The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of commercial mortgagebacked securities.
(1) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities.
(2) Upfront payments received are presented net of amortization.
(3) Total unrealized appreciation on Credit Default Swaps on Indexes/Issuers amounted to $1,082,144. Total unrealized depreciation on Credit Default Swaps on Indexes/Issuers amounted to $0.
(4) Includes upfront payments received.

 

Open Forward Foreign Currency Exchange Contracts at September 30, 2019:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Australian dollar  Sell  State Street Bank and Trust  11/22/2019  3,452,000  $2,345,552   $2,333,840   $11,712 
euro  Sell  State Street Bank and Trust  12/9/2019  15,881,000   17,642,721    17,397,990    244,731 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts    $256,443 
                            
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
euro  Buy  State Street Bank and Trust  11/14/2019  417,000  $471,260   $455,959   $(15,301)
euro  Buy  State Street Bank and Trust  12/9/2019  423,000   470,965    463,406    (7,559)
euro  Buy  Toronto Dominion Bank  12/9/2019  423,000   470,975    463,406    (7,569)
British pound  Sell  State Street Bank and Trust  12/5/2019  1,209,928   1,465,903    1,491,413    (25,510)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts    $(55,939)

 

Open Futures Contracts at September 30, 2019:

 

Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Appreciation
 
Euro- Bobl  December 2019  6  Short  EUR(819,229)  EUR(813,900)  $5,809 
U.S. Long Bond  December 2019  1,100  Short  $(182,016,947)  $(178,543,750)   3,473,197 
U.S. Ultra Treasury Bond  December 2019  162  Short   (32,034,963)   (31,088,812)   946,151 
Total Unrealized Appreciation on Open Futures Contracts         $4,425,157 
             
Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note  December 2019  283  Short  $(36,779,968)  $(36,878,438)  $(98,470)
U.S. 10-Year Ultra Treasury Note  December 2019  267  Long   38,290,957    38,022,468    (268,489)
U.S. 2-Year Treasury Note  December 2019  1,240  Long   267,812,865    267,220,000    (592,865)
U.S. 5-Year Treasury Note  December 2019  874  Long   104,847,374    104,135,735    (711,639)
Total Unrealized Depreciation on Open Futures Contracts    $(1,671,463)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

The following is a summary of the inputs used as of September 30, 2019 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Long-Term Investments                    
Asset-Backed Securities  $   $25,084,132   $   $25,084,132 
Common Stocks                    
Auto Parts & Equipment       852,485        852,485 
Energy: Exploration & Production   1,185,799        28,887    1,214,686 
Personal & Household Products   3,683,254    1,094,484        4,777,738 
Specialty Retail   4,319,688    667,017        4,986,705 
Remaining Industries   61,101,681            61,101,681 
Floating Rate Loans                    
Diversified Capital Goods           1,700,328    1,700,328 
Electric: Generation       5,390,309    1,261,584    6,651,893 
Personal & Household Products       2,797,836    94,484    2,892,320 
Remaining Industries       57,663,725        57,663,725 
Unfunded Loan Commitments       (3,127,037)       (3,127,037)
Foreign Government Obligations       75,098,242        75,098,242 
Government Sponsored Enterprises Pass-Throughs       149,202,398        149,202,398 
High Yield Corporate Bonds                    
Banking       88,837,584    125    88,837,709 
Metals/Mining (Excluding Steel)       13,718,297    1    13,718,298 
Specialty Retail       10,284,433    439,250    10,723,683 
Remaining Industries       723,397,738        723,397,738 
Municipal Bonds       53,709,152        53,709,152 
Non-Agency Commercial Mortgage-Backed Securities       5,300,392    2,992,150    8,292,542 
Preferred Stocks   1,249,495            1,249,495 
U.S. Treasury Obligations       33,559,415        33,559,415 
Warrant           164    164 
Short-Term Investments                    
Commercial Paper       4,701,000        4,701,000 
Floating Rate Loan       1,006,710        1,006,710 
Repurchase Agreement       2,481,060        2,481,060 
Total  $71,539,917   $1,251,719,372   $6,516,973   $1,329,776,262 
Other Financial Instruments                    
Centrally Cleared Credit Default Swap Contracts                    
Assets  $   $125,812   $   $125,812 
Liabilities       (26,696)       (26,696)
Credit Default Swap Contracts                    
Assets                
Liabilities       (1,326,509)       (1,326,509)
Forward Foreign Currency Exchange Contracts                    
Assets       256,443        256,443 
Liabilities       (55,939)       (55,939)
Futures Contracts                    
Assets   4,425,157            4,425,157 
Liabilities   (1,671,463)           (1,671,463)
Total  $2,753,694   $(1,026,889)  $   $1,726,805 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - BOND-DEBENTURE PORTFOLIO September 30, 2019

 

 
(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

 

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

 

Investment Type  Common
Stocks
   Floating Rate
Loans
   High Yield
Corporate
Bonds
   Non-Agency
Commercial
Mortgage-
Backed
Securities
   Preferred
Stocks
   Warrants 
Balance as of January 1, 2019  $912,300   $4,366,142   $127   $   $   $164 
Accrued Discounts (Premiums)       4,053    237    16         
Realized Gain (Loss)       (412,665)       108,139         
Change in Unrealized Appreciation (Depreciation)       101,826    186,107        (136,434)    
Purchases       2,160,285    18,692    2,883,995    10,488     
Sales       (4,423,289)                
Transfers into Level 3   28,887    1,260,044    234,213        125,946     
Transfers out of Level 3   (912,300)                    
Balance as of September 30, 2019  $28,887   $3,056,396   $439,376   $2,992,150   $   $164 
Change in unrealized appreciation/depreciation for the period ended September 30, 2019, related to Level 3 investments held at September 30, 2019  $   $(121,725)  $186,107   $108,139   $(136,434)  $ 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 99.02%          
           
Aerospace & Defense 6.52%          
           
General Dynamics Corp.   5,500   $1,005 
L3Harris Technologies, Inc.   11,900    2,483 
Lockheed Martin Corp.   6,492    2,532 
Northrop Grumman Corp.   7,400    2,773 
United Technologies Corp.   20,800    2,840 
Total        11,633 
           
Beverages 3.63%          
           
Coca-Cola Co. (The)   56,668    3,085 
PepsiCo, Inc.   24,724    3,390 
Total        6,475 
           
Biotechnology 0.88%          
           
AbbVie, Inc.   20,799    1,575 
           
Capital Markets 2.68%          
           
Ameriprise Financial, Inc.   12,600    1,853 
S&P Global, Inc.   9,600    2,352 
T. Rowe Price Group, Inc.   5,100    583 
Total        4,788 
           
Chemicals 4.53%          
           
Air Products & Chemicals, Inc.   9,300    2,063 
Ecolab, Inc.   7,300    1,446 
PPG Industries, Inc.   17,306    2,051 
Sherwin-Williams Co. (The)   4,575    2,516 
Total        8,076 
           
Commercial Services & Supplies 0.92%          
           
Healthcare Services Group, Inc.   22,400    544 
Waste Management, Inc.   9,500    1,093 
Total        1,637 
           
Diversified Telecommunication Services 4.41%          
           
AT&T, Inc.   102,608    3,882 
Verizon Communications, Inc.   66,100    3,990 
Total        7,872 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Electric: Utilities 5.89%          
           
Duke Energy Corp.   25,200   $2,416 
Edison International   27,600    2,081 
NextEra Energy, Inc.   13,700    3,192 
Southern Co. (The)   45,600    2,817 
Total        10,506 
           
Electrical Equipment 0.72%          
           
Hubbell, Inc.   9,800    1,288 
           
Food & Staples Retailing 5.73%          
           
Costco Wholesale Corp.   9,800    2,824 
Sysco Corp.   30,600    2,430 
Walgreens Boots Alliance, Inc.   19,821    1,096 
Walmart, Inc.   32,680    3,878 
Total        10,228 
           
Food Products 1.81%          
           
Flowers Foods, Inc.   39,200    907 
General Mills, Inc.   28,300    1,560 
J.M. Smucker Co. (The)   7,000    770 
Total        3,237 
           
Gas Utilities 0.74%          
           
UGI Corp.   26,400    1,327 
           
Health Care Equipment & Supplies 6.07%          
           
Abbott Laboratories   59,700    4,995 
Becton, Dickinson & Co.   5,300    1,341 
Medtronic plc (Ireland)(a)   41,391    4,496 
Total        10,832 
           
Health Care Providers & Services 0.78%          
           
AmerisourceBergen Corp.   16,900    1,391 
           
Hotels, Restaurants & Leisure 2.10%          
           
Cracker Barrel Old Country Store, Inc.   5,600    911 
McDonald’s Corp.   7,874    1,691 
Starbucks Corp.   12,900    1,140 
Total        3,742 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Household Products 4.68%          
           
Church & Dwight Co., Inc.   11,900   $895 
Clorox Co. (The)   5,500    835 
Kimberly-Clark Corp.   14,535    2,065 
Procter & Gamble Co. (The)   36,700    4,565 
Total        8,360 
           
Industrial Conglomerates 2.96%          
           
3M Co.   13,267    2,181 
Carlisle Cos., Inc.   9,100    1,324 
Roper Technologies, Inc.   5,000    1,783 
Total        5,288 
           
Information Technology Services 6.11%          
           
Accenture plc Class A (Ireland)(a)   14,500    2,789 
Automatic Data Processing, Inc.   15,100    2,437 
International Business Machines Corp.   15,587    2,267 
Visa, Inc. Class A   19,800    3,406 
Total        10,899 
           
Insurance 4.66%          
           
American Financial Group, Inc.   9,300    1,003 
Chubb Ltd. (Switzerland)(a)   20,100    3,245 
Prudential Financial, Inc.   11,200    1,007 
RenaissanceRe Holdings Ltd.   5,800    1,122 
Travelers Cos., Inc. (The)   13,100    1,948 
Total        8,325 
           
Leisure Products 0.94%          
           
Hasbro, Inc.   14,200    1,685 
           
Machinery 2.49%          
           
Caterpillar, Inc.   4,900    619 
Cummins, Inc.   11,800    1,920 
Stanley Black & Decker, Inc.   13,200    1,906 
Total        4,445 
           
Media 1.33%          
Comcast Corp. Class A   52,700    2,376 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Metals & Mining 0.90%          
           
Nucor Corp.   31,400   $1,598 
           
Multi-Line Retail 1.30%          
           
Target Corp.   21,700    2,320 
           
Multi-Utilities 2.21%          
           
CMS Energy Corp.   29,000    1,855 
WEC Energy Group, Inc.   22,000    2,092 
Total        3,947 
           
Oil, Gas & Consumable Fuels 4.22%          
           
Chevron Corp.   37,549    4,454 
Exxon Mobil Corp.   18,000    1,271 
Occidental Petroleum Corp.   21,773    968 
ONEOK, Inc.   11,400    840 
Total        7,533 
           
Pharmaceuticals 1.83%          
           
Johnson & Johnson   25,219    3,263 
           
Professional Services 0.30%          
           
Robert Half International, Inc.   9,600    534 
           
Road & Rail 3.90%          
           
CSX Corp.   17,500    1,212 
J.B. Hunt Transport Services, Inc.   14,600    1,615 
Union Pacific Corp.   25,500    4,131 
Total        6,958 
           
Semiconductors & Semiconductor Equipment 4.25%          
           
Microchip Technology, Inc.   20,166    1,873 
QUALCOMM, Inc.   12,557    958 
Texas Instruments, Inc.   22,500    2,908 
Xilinx, Inc.   19,300    1,851 
Total        7,590 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Software 3.26%          
           
CDK Global, Inc.   11,000   $529 
Microsoft Corp.   38,100    5,297 
Total        5,826 
           
Specialty Retail 2.91%          
           
Lowe’s Cos., Inc.   31,925    3,510 
TJX Cos., Inc. (The)   30,100    1,678 
Total        5,188 
           
Textiles, Apparel & Luxury Goods 1.98%          
           
NIKE, Inc. Class B   37,700    3,541 
           
Tobacco 1.38%          
           
Philip Morris International, Inc.   32,500    2,468 
Total Common Stocks (cost $153,883,565)        176,751 
           
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENT 0.89%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $1,630,000 of U.S. Treasury Note at 1.50% due 8/31/2021; value: $1,627,081; proceeds: $1,592,253
(cost $1,592,207)
  $1,592    1,592 
Total Investments in Securities 99.91% (cost $155,475,772)        178,343 
Other Assets in Excess of Liabilities(b) 0.09%        153 
Net Assets 100.00%       $178,496 

 

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

 

Open Futures Contracts at September 30, 2019:

 

Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Depreciation
 
E-Mini S&P 500 INDEX  December 2019  8  Long  $1,203,222   $1,191,400   $(11,822)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - CALIBRATED DIVIDEND GROWTH PORTFOLIO September 30, 2019

 

The following is a summary of the inputs used as of September 30, 2019 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  $176,751   $   $   $176,751 
Short-Term Investment                    
Repurchase Agreement       1,592        1,592 
Total  $176,751   $1,592   $   $178,343 
Other Financial Instruments                    
Futures Contracts                    
Assets  $   $   $   $ 
Liabilities   (12)           (12)
Total  $(12)  $   $   $(12)

 

 
(1) Refer to Note 2(b) 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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 98.66%          
           
Aerospace & Defense 2.31%          
           
Axon Enterprise, Inc.*   8,918   $506 
Cubic Corp.   15,706    1,106 
Total        1,612 
           
Auto Components 0.80%          
           
Fox Factory Holding Corp.*   8,984    559 
           
Biotechnology 15.03%          
           
ACADIA Pharmaceuticals, Inc.*   18,107    652 
Allogene Therapeutics, Inc.*   9,934    271 
Amarin Corp. plc ADR*   34,053    516 
Argenx SE ADR*   5,048    575 
Audentes Therapeutics, Inc.*   12,666    356 
Blueprint Medicines Corp.*   16,136    1,185 
Bridgebio Pharma, Inc.*   23,171    497 
CareDx, Inc.*   39,439    892 
Coherus Biosciences, Inc.*   60,502    1,226 
CRISPR Therapeutics AG (Switzerland)*(a)   7,964    326 
Denali Therapeutics, Inc.*   21,509    330 
Invitae Corp.*   36,709    707 
Mirati Therapeutics, Inc.*   8,032    626 
Repligen Corp.*   19,064    1,462 
Sage Therapeutics, Inc.*   2,551    358 
Sarepta Therapeutics, Inc.*   2,642    199 
uniQure NV (Netherlands)*(a)   8,554    337 
Total        10,515 
           
Building Products 1.68%          
           
Trex Co., Inc.*   12,955    1,178 
           
Capital Markets 1.49%          
           
Assetmark Financial Holdings, Inc.*   27,529    717 
Evercore, Inc. Class A   4,038    324 
Total        1,041 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Communications Equipment 0.61%          
           
Acacia Communications, Inc.*   6,510   $426 
           
Construction & Engineering 1.56%          
           
MasTec, Inc.*   8,625    560 
NV5 Global, Inc.*   7,825    534 
Total        1,094 
           
Diversified Consumer Services 5.17%          
           
Bright Horizons Family Solutions, Inc.*   8,389    1,279 
Chegg, Inc.*   28,528    855 
Grand Canyon Education, Inc.*   8,721    856 
Strategic Education, Inc.   4,604    626 
Total        3,616 
           
Electrical Equipment 2.59%          
           
Generac Holdings, Inc.*   23,137    1,813 
           
Electronic Equipment, Instruments & Components 1.36%          
           
Novanta, Inc.*   4,863    397 
OSI Systems, Inc.*   5,485    557 
Total        954 
           
Energy Equipment & Services 0.61%          
           
Cactus, Inc. Class A*   14,693    425 
           
Entertainment 0.70%          
           
HUYA, Inc. ADR*   20,795    492 
           
Food & Staples Retailing 1.40%          
           
BJ’s Wholesale Club Holdings, Inc.*   37,797    978 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Food Products 1.55%          
           
Calavo Growers, Inc.   9,200   $876 
Freshpet, Inc.*   4,188    208 
Total        1,084 
           
Health Care Equipment & Supplies 10.80%          
           
Glaukos Corp.*   23,026    1,439 
Insulet Corp.*   5,207    859 
iRhythm Technologies, Inc.*   11,271    835 
Masimo Corp.*   3,890    579 
Nevro Corp.*   15,227    1,309 
Penumbra, Inc.*   8,139    1,095 
Tactile Systems Technology, Inc.*   1,050    44 
Tandem Diabetes Care, Inc.*   23,637    1,394 
Total        7,554 
           
Health Care Providers & Services 0.46%          
           
Guardant Health, Inc.*   5,060    323 
           
Health Care Technology 2.55%          
           
Inspire Medical Systems, Inc.*   22,444    1,370 
Teladoc, Health Inc.*   6,161    417 
Total        1,787 
           
Hotels, Restaurants & Leisure 2.21%          
           
Planet Fitness, Inc. Class A*   11,863    686 
Wingstop, Inc.   9,818    857 
Total        1,543 
           
Household Durables 3.42%          
           
LGI Homes, Inc.*   13,425    1,119 
Lovesac Co. (The)*   18,841    352 
Roku, Inc.*   9,053    921 
Total        2,392 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Information Technology Services 2.60%          
           
Verra Mobility Corp.*   72,425   $1,039 
Wix.com Ltd. (Israel)*(a)   6,681    780 
Total        1,819 
           
Insurance 2.58%          
           
eHealth, Inc.*   13,776    920 
Goosehead Insurance, Inc. Class A   17,961    886 
Total        1,806 
           
Internet & Direct Marketing Retail 3.88%          
           
Etsy, Inc.*   16,024    906 
RealReal, Inc. (The)*   56,488    1,263 
Stitch Fix, Inc. Class A*   28,216    543 
Total        2,712 
           
Leisure Products 2.71%          
           
Malibu Boats, Inc. Class A*   19,626    602 
YETI Holdings, Inc.*   46,324    1,297 
Total        1,899 
           
Life Sciences Tools & Services 0.73%          
           
10X Genomics, Inc. Class A*   10,117    510 
           
Machinery 2.51%          
           
Chart Industries, Inc.*   6,314    394 
Federal Signal Corp.   18,084    592 
RBC Bearings, Inc.*   4,624    767 
Total        1,753 
           
Pharmaceuticals 0.86%          
           
GW Pharmaceuticals plc ADR*   5,243    603 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Professional Services 0.87%          
           
Insperity, Inc.   6,150   $606 
           
Semiconductors & Semiconductor Equipment 8.38%          
           
Enphase Energy, Inc.*   17,949    399 
Inphi Corp.*   22,430    1,369 
MKS Instruments, Inc.   5,921    547 
Monolithic Power Systems, Inc.   4,885    760 
Semtech Corp.*   12,730    619 
Silicon Laboratories, Inc.*   9,078    1,011 
SolarEdge Technologies, Inc. (Israel)*(a)   6,895    577 
SunPower Corp.*   52,977    581 
Total        5,863 
           
Software 16.26%          
           
Alteryx, Inc. Class A*   9,790    1,052 
Anaplan, Inc.*   13,716    645 
Appian Corp.*   19,368    920 
Avalara, Inc.*   17,467    1,175 
Coupa Software, Inc.*   7,817    1,013 
Elastic NV*   8,698    716 
Five9, Inc.*   20,967    1,127 
Globant SA (Argentina)*(a)   8,723    799 
HubSpot, Inc.*   3,887    589 
LivePerson, Inc.*   9,863    352 
Medallia, Inc.*   22,376    614 
Paylocity Holding Corp.*   9,355    913 
Q2 Holdings, Inc.*   8,477    668 
SVMK, Inc.*   46,409    794 
Total        11,377 
           
Specialty Retail 0.98%          
           
Floor & Decor Holdings, Inc. Class A*   13,374    684 
Total Common Stocks (cost $65,772,136)        69,018 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - DEVELOPING GROWTH PORTFOLIO September 30, 2019

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 1.52%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $1,065,000 of U.S. Treasury Note at 2.625% due 7/15/2021; value: $1,088,247; proceeds: $1,064,664
(cost $1,064,633)
  $1,065   $1,065 
Total Investments in Securities 100.18% (cost $66,836,769)        70,083 
Liabilities in Excess of Cash and Other Assets (0.18)%        (127)
Net Assets 100.00%       $69,956 

 

 

ADR   American Depositary Receipt.

 

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

 

The following is a summary of the inputs used as of September 30, 2019 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  $69,018   $   $   $69,018 
Short-Term Investment                    
Repurchase Agreement       1,065        1,065 
Total  $69,018   $1,065   $   $70,083 

 

 
(1) Refer to Note 2(b) 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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 97.83%          
           
Aerospace & Defense 2.76%          
           
General Dynamics Corp.   16,711   $3,054 
United Technologies Corp.   42,441    5,794 
Total        8,848 
           
Auto Components 2.81%          
           
Dorman Products, Inc.*   37,604    2,991 
LCI Industries   34,580    3,176 
Lear Corp.   23,974    2,827 
Total        8,994 
           
Banks 10.45%          
           
Citigroup, Inc.   80,199    5,540 
East West Bancorp, Inc.   86,945    3,851 
JPMorgan Chase & Co.   49,221    5,793 
Signature Bank   29,013    3,459 
U.S. Bancorp   111,351    6,162 
Wells Fargo & Co.   172,233    8,687 
Total        33,492 
           
Beverages 2.04%          
           
PepsiCo, Inc.   47,800    6,553 
           
Biotechnology 0.99%          
           
Amgen, Inc.   8,638    1,671 
Gilead Sciences, Inc.   23,600    1,496 
Total        3,167 
           
Building Products 1.06%          
           
Masco Corp.   81,400    3,393 
           
Capital Markets 2.56%          
           
E*TRADE Financial Corp.   113,100    4,941 
T. Rowe Price Group, Inc.   28,700    3,279 
Total        8,220 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Chemicals 2.29%          
           
Corteva, Inc.*   120,866   $3,384 
Dow, Inc.*   49,676    2,367 
PPG Industries, Inc.   13,416    1,590 
Total        7,341 
           
Construction & Engineering 0.99%          
           
Comfort Systems USA, Inc.   71,900    3,180 
           
Diversified Telecommunication Services 2.20%          
           
Verizon Communications, Inc.   116,700    7,044 
           
Electric: Utilities 5.55%          
           
Duke Energy Corp.   53,945    5,171 
Edison International   53,796    4,057 
FirstEnergy Corp.   53,170    2,564 
NextEra Energy, Inc.   22,452    5,231 
PG&E Corp.*   76,843    769 
Total        17,792 
           
Electrical Equipment 1.51%          
           
Acuity Brands, Inc.   12,517    1,687 
Hubbell, Inc.   23,898    3,140 
Total        4,827 
           
Electronic Equipment, Instruments & Components 1.51%          
           
Avnet, Inc.   109,142    4,855 
           
Energy Equipment & Services 1.02%          
           
National Oilwell Varco, Inc.   154,304    3,271 
           
Entertainment 1.85%          
           
Walt Disney Co. (The)   45,591    5,941 
           
Equity Real Estate Investment Trusts 2.60%          
           
Prologis, Inc.   28,940    2,466 
Simon Property Group, Inc.   17,678    2,752 
UDR, Inc.   64,539    3,129 
Total        8,347 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Food Products 2.54%          
           
Danone SA(a)  EUR 9,130   $804 
General Mills, Inc.   60,300    3,324 
J.M. Smucker Co. (The)   29,300    3,224 
Nestle SA ADR   7,390    801 
Total        8,153 
           
Health Care Equipment & Supplies 1.31%          
           
Medtronic plc (Ireland)(b)   38,749    4,209 
           
Health Care Providers & Services 5.12%          
           
Anthem, Inc.   15,695    3,768 
CVS Health Corp.   62,713    3,955 
Laboratory Corp. of America Holdings*   9,405    1,580 
McKesson Corp.   10,972    1,500 
Quest Diagnostics, Inc.   15,517    1,661 
Universal Health Services, Inc. Class B   26,500    3,942 
Total        16,406 
           
Hotels, Restaurants & Leisure 0.58%          
           
Starbucks Corp.   21,200    1,875 
           
Household Products 2.97%          
           
Clorox Co. (The)   28,708    4,360 
Procter & Gamble Co. (The)   41,600    5,174 
Total        9,534 
           
Industrial Conglomerates 0.99%          
           
Carlisle Cos., Inc.   21,806    3,174 
           
Information Technology Services 1.29%          
           
MAXIMUS, Inc.   53,600    4,141 
           
Insurance 8.14%          
           
American International Group, Inc.   99,100    5,520 
Axis Capital Holdings Ltd.   101,718    6,787 
Chubb Ltd. (Switzerland)(b)   34,150    5,513 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Insurance (continued)          
           
Hartford Financial Services Group, Inc. (The)   82,963   $5,028 
RenaissanceRe Holdings Ltd.   16,819    3,254 
Total        26,102 
           
Interactive Media & Services 1.92%          
           
Alphabet, Inc. Class A*   3,252    3,971 
Facebook, Inc. Class A*   12,187    2,170 
Total        6,141 
           
Machinery 4.54%          
           
Cummins, Inc.   31,000    5,043 
Stanley Black & Decker, Inc.   34,369    4,963 
Wabtec Corp.   63,193    4,541 
Total        14,547 
           
Media 0.74%          
           
Comcast Corp. Class A   52,962    2,388 
           
Metals & Mining 0.72%          
           
Nucor Corp.   45,062    2,294 
           
Multi-Utilities 1.53%          
           
CMS Energy Corp.   76,536    4,895 
           
Oil, Gas & Consumable Fuels 7.07%          
           
Chevron Corp.   31,068    3,685 
Exxon Mobil Corp.   50,899    3,594 
Marathon Petroleum Corp.   77,337    4,698 
Noble Energy, Inc.   145,637    3,271 
Suncor Energy, Inc. (Canada)(b)   119,362    3,769 
Total SA ADR   70,111    3,646 
Total        22,663 
           
Pharmaceuticals 4.69%          
           
Jazz Pharmaceuticals plc (Ireland)*(b)   11,626    1,490 
Johnson & Johnson   23,947    3,098 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals (continued)          
           
Merck & Co., Inc.   45,932   $3,867 
Novartis AG ADR   42,525    3,695 
Pfizer, Inc.   80,191    2,881 
Total        15,031 
           
Semiconductors & Semiconductor Equipment 1.59%          
           
Intel Corp.   98,742    5,088 
           
Software 2.67%          
           
Microsoft Corp.   38,964    5,417 
Oracle Corp.   57,105    3,143 
Total        8,560 
           
Specialty Retail 3.55%          
           
Foot Locker, Inc.   80,674    3,482 
TJX Cos., Inc. (The)   86,879    4,843 
Urban Outfitters, Inc.*   108,559    3,049 
Total        11,374 
           
Technology Hardware, Storage & Peripherals 2.81%          
           
Apple, Inc.   23,000    5,151 
HP, Inc.   203,417    3,849 
Total        9,000 
           
Tobacco 0.87%          
           
Philip Morris International, Inc.   36,620    2,781 
Total Common Stocks (cost $305,656,781)        313,621 
           
   Principal
Amount
(000)
      
CORPORATE BONDS 0.93%          
           
Electric: Utilities          
           
Pacific Gas & Electric Co.(c)(d)
(cost $2,874,143)
  $2,630    2,998 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - FUNDAMENTAL EQUITY PORTFOLIO September 30, 2019

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 2.50%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $8,200,000 of U.S. Treasury Note at 1.50% due 8/31/2021; value: $8,185,314; proceeds: $8,020,483
(cost $8,020,249)
  $8,020   $8,020 
Total Investments in Securities 101.26% (cost $316,551,173)     324,639 
Liabilities in Excess of Cash and Other Assets (1.26)%     (4,047)
Net Assets 100.00%       $320,592 

 

 

ADR American Depositary Receipt.
EUR Euro.
   
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Defaulted (non-income producing security).
(d) The security has an interest rate 6.05% with a maturity of 03/01/2034.

 

The following is a summary of the inputs used as of September 30, 2019 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)
 
Long-Term Investments                    
Common Stocks                    
Food Products  $7,349   $804   $   $8,153 
Remaining Industries   305,468            305,468 
Corporate Bonds       2,998        2,998 
Short-Term Investment                    
Repurchase Agreement       8,020        8,020 
Total  $312,817   $11,822   $   $324,639 

 

 

(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
COMMON STOCKS 98.27%          
           
Aerospace & Defense 5.25%          
           
CAE, Inc. (Canada)(a)   43,051   $1,094 
L3Harris Technologies, Inc.   12,090    2,522 
TransDigm Group, Inc.   5,066    2,638 
Total        6,254 
           
Air Freight & Logistics 0.84%          
           
Expeditors International of Washington, Inc.   13,466    1,000 
           
Banks 0.68%          
           
First Republic Bank   8,395    812 
           
Beverages 1.46%          
           
Brown-Forman Corp. Class B   27,767    1,743 
           
Biotechnology 2.94%          
           
Amarin Corp. plc ADR*   41,131    624 
BioMarin Pharmaceutical, Inc.*   10,658    718 
Myovant Sciences Ltd. (United Kingdom)*(a)   30,589    159 
Natera, Inc.*   18,893    620 
Neurocrine Biosciences, Inc.*   11,829    1,066 
Sarepta Therapeutics, Inc.*   4,184    315 
Total        3,502 
           
Building Products 1.00%          
           
Allegion plc (Ireland)(a)   11,536    1,196 
           
Capital Markets 3.17%          
           
E*TRADE Financial Corp.   23,758    1,038 
MarketAxess Holdings, Inc.   2,932    960 
Moody’s Corp.   3,220    660 
MSCI, Inc.   5,120    1,115 
Total        3,773 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Chemicals 1.01%          
           
Axalta Coating Systems Ltd.*   22,246   $671 
FMC Corp.   6,056    531 
Total        1,202 
           
Commercial Services & Supplies 1.67%          
           
Cintas Corp.   4,336    1,163 
Healthcare Services Group, Inc.   33,852    822 
Total        1,985 
           
Construction Materials 1.59%          
           
Vulcan Materials Co.   12,542    1,897 
           
Consumer Finance 0.69%          
           
SLM Corp.   92,687    818 
           
Containers & Packaging 1.21%          
           
Avery Dennison Corp.   9,520    1,081 
Ball Corp.   5,018    366 
Total        1,447 
           
Diversified Consumer Services 1.07%          
           
Service Corp. International   26,675    1,275 
           
Electrical Equipment 2.75%          
           
AMETEK, Inc.   20,345    1,868 
Hubbell, Inc.   10,680    1,403 
Total        3,271 
           
Electronic Equipment, Instruments & Components 1.70%          
           
Keysight Technologies, Inc.*   11,905    1,158 
Trimble, Inc.*   22,486    872 
Total        2,030 
           
Equity Real Estate Investment Trusts 2.09%          
           
SBA Communications Corp.   10,317    2,488 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Health Care Equipment & Supplies 4.26%          
           
ABIOMED, Inc.*   4,161   $740 
Align Technology, Inc.*   6,259    1,132 
DexCom, Inc.*   2,350    351 
Edwards Lifesciences Corp.*   2,375    522 
Insulet Corp.*   4,315    712 
Teleflex, Inc.   4,742    1,611 
Total        5,068 
           
Health Care Providers & Services 1.83%          
           
Centene Corp.*   38,291    1,657 
Guardant Health, Inc.*   8,259    527 
Total        2,184 
           
Hotels, Restaurants & Leisure 4.77%          
           
Aramark   50,378    2,195 
Chipotle Mexican Grill, Inc.*   1,725    1,450 
Norwegian Cruise Line Holdings Ltd.*   18,912    979 
Vail Resorts, Inc.   4,649    1,058 
Total        5,682 
           
Household Products 1.46%          
           
Church & Dwight Co., Inc.   23,116    1,739 
           
Industrial Conglomerates 1.12%          
           
Roper Technologies, Inc.   3,736    1,332 
           
Information Technology Services 13.17%          
           
Euronet Worldwide, Inc.*   9,031    1,321 
Fidelity National Information Services, Inc.   30,878    4,099 
FleetCor Technologies, Inc.*   7,434    2,132 
Genpact Ltd.   40,005    1,550 
Global Payments, Inc.   28,158    4,477 
RealReal, Inc. (The)*   1,729    39 
Square, Inc. Class A*   3,576    222 
Twilio, Inc. Class A*   7,329    806 
Wix.com Ltd. (Israel)*(a)   8,882    1,037 
Total        15,683 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Insurance 2.95%          
           
Axis Capital Holdings Ltd.   12,857   $858 
Goosehead Insurance, Inc. Class A   23,826    1,176 
RenaissanceRe Holdings Ltd.   7,651    1,480 
Total        3,514 
           
Interactive Media & Services 2.44%          
           
IAC/InterActiveCorp.*   8,529    1,859 
Twitter, Inc.*   25,342    1,044 
Total        2,903 
           
Life Sciences Tools & Services 3.45%          
           
10X Genomics, Inc. Class A*   4,371    220 
Agilent Technologies, Inc.   14,610    1,120 
Charles River Laboratories International, Inc.*   10,107    1,338 
Illumina, Inc.*   1,769    538 
Mettler-Toledo International, Inc.*   1,263    890 
Total        4,106 
           
Machinery 2.55%          
           
Fortive Corp.   21,909    1,502 
Stanley Black & Decker, Inc.   10,643    1,537 
Total        3,039 
           
Multi-Line Retail 3.98%          
           
Dollar General Corp.   18,227    2,897 
Dollar Tree, Inc.*   16,104    1,838 
Total        4,735 
           
Oil, Gas & Consumable Fuels 1.05%          
           
Cimarex Energy Co.   14,157    679 
Parsley Energy, Inc. Class A   33,818    568 
Total        1,247 
           
Personal Products 0.78%          
           
Shiseido Co., Ltd.(b)  JPY11,531    925 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals 1.92%          
           
Elanco Animal Health, Inc.*   18,815   $500 
Zoetis, Inc.   14,326    1,785 
Total        2,285 
           
Professional Services 1.60%          
           
CoStar Group, Inc.*   3,213    1,906 
           
Road & Rail 1.88%          
           
J.B. Hunt Transport Services, Inc.   10,728    1,187 
Lyft, Inc. Class A*   2,641    108 
Old Dominion Freight Line, Inc.   5,553    944 
Total        2,239 
           
Semiconductors & Semiconductor Equipment 5.45%          
           
Advanced Micro Devices, Inc.*   36,832    1,068 
Analog Devices, Inc.   13,936    1,557 
Lam Research Corp.   8,012    1,851 
Marvell Technology Group Ltd.   27,544    688 
Xilinx, Inc.   13,839    1,327 
Total        6,491 
           
Software 8.08%          
           
Anaplan, Inc.*   12,503    588 
Datadog, Inc.*   256    9 
New Relic, Inc.*   12,211    750 
Palo Alto Networks, Inc.*   7,793    1,589 
RingCentral, Inc. Class A*   17,587    2,210 
ServiceNow, Inc.*   6,324    1,605 
Slack Technologies, Inc. Class A*   17,581    417 
Splunk, Inc.*   15,545    1,832 
Zendesk, Inc.*   8,550    623 
Total        9,623 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Specialty Retail 5.36%          
           
Burlington Stores, Inc.*   11,632   $2,324 
O’Reilly Automotive, Inc.*   6,845    2,728 
Tractor Supply Co.   14,711    1,331 
Total        6,383 
           
Textiles, Apparel & Luxury Goods 1.05%          
           
Carter’s, Inc.   13,752    1,254 
Total Common Stocks (cost $101,987,681)        117,031 
           
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 2.03%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $2,415,000 of U.S. Treasury Note at 2.625% due 7/15/2021; value: $2,467,715; proceeds: $2,416,636
(cost $2,416,565)
  $2,417    2,417 
Total Investments in Securities 100.30% (cost $104,404,246)        119,448 
Liabilities in Excess of Other Assets (0.30)%        (353)
Net Assets 100.00%       $119,095 

 

 
JPY Japanese yen.
ADR American Depositary Receipt.
   
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.
(b) Investment in non-U.S. dollar denominated securities.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - GROWTH OPPORTUNITIES PORTFOLIO September 30, 2019

 

The following is a summary of the inputs used as of September 30, 2019 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                    
Personal Products  $   $925   $   $925 
Remaining Industries   116,106            116,106 
Short-Term Investment                    
Repurchase Agreement       2,417        2,417 
Total  $116,106   $3,342   $   $119,448 

 

 
(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
LONG-TERM INVESTMENTS 99.80%          
           
COMMON STOCKS 98.81%          
           
Aerospace & Defense 3.76%          
           
General Dynamics Corp.   44,149   $8,067 
United Technologies Corp.   97,411    13,299 
Total        21,366 
           
Auto Components 0.85%          
           
Lear Corp.   41,100    4,846 
           
Banks 12.28%          
           
Citigroup, Inc.   173,095    11,957 
East West Bancorp, Inc.   154,041    6,823 
JPMorgan Chase & Co.   139,665    16,437 
Signature Bank   52,815    6,297 
U.S. Bancorp   210,596    11,654 
Wells Fargo & Co.   329,268    16,608 
Total        69,776 
           
Beverages 2.00%          
           
PepsiCo, Inc.   82,900    11,366 
           
Biotechnology 0.98%          
           
Amgen, Inc.   15,337    2,968 
Gilead Sciences, Inc.   40,978    2,597 
Total        5,565 
           
Building Products 1.01%          
           
Masco Corp.   137,695    5,739 
           
Capital Markets 3.95%          
           
Ameriprise Financial, Inc.   41,989    6,177 
E*TRADE Financial Corp.   204,242    8,923 
T. Rowe Price Group, Inc.   64,417    7,360 
Total        22,460 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Chemicals 2.32%          
           
Corteva, Inc.*   216,110   $6,051 
Dow, Inc.*   89,372    4,259 
PPG Industries, Inc.   24,141    2,861 
Total        13,171 
           
Diversified Telecommunication Services 2.81%          
           
Verizon Communications, Inc.   264,820    15,985 
           
Electric: Utilities 4.59%          
           
Duke Energy Corp.   81,899    7,851 
Edison International   97,493    7,353 
NextEra Energy, Inc.   41,221    9,604 
PG&E Corp.*   130,204    1,302 
Total        26,110 
           
Electrical Equipment 1.01%          
           
Hubbell, Inc.   43,823    5,758 
           
Electronic Equipment, Instruments & Components 1.48%          
           
Avnet, Inc.   188,671    8,393 
           
Energy Equipment & Services 0.73%          
           
National Oilwell Varco, Inc.   196,272    4,161 
           
Entertainment 1.97%          
           
Walt Disney Co. (The)   85,679    11,166 
           
Equity Real Estate Investment Trusts 2.38%          
           
Alexandria Real Estate Equities, Inc.   28,032    4,318 
Prologis, Inc.   52,983    4,515 
Simon Property Group, Inc.   30,125    4,689 
Total        13,522 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Food Products 2.55%                
                 
Danone SA(a)   EUR 15,800     $ 1,392  
General Mills, Inc.     109,071       6,012  
J.M. Smucker Co. (The)     52,500       5,776  
Nestle SA ADR     12,340       1,337  
Total             14,517  
                 
Health Care Equipment & Supplies 1.60%                
                 
Medtronic plc (Ireland)(b)     83,952       9,119  
                 
Health Care Providers & Services 6.29%                
                 
Anthem, Inc.     28,747       6,902  
CVS Health Corp.     103,174       6,507  
Laboratory Corp. of America Holdings*     25,302       4,251  
McKesson Corp.     41,122       5,620  
Quest Diagnostics, Inc.     41,619       4,454  
Universal Health Services, Inc. Class B     53,800       8,003  
Total             35,737  
                 
Hotels, Restaurants & Leisure 0.60%                
                 
Starbucks Corp.     38,600       3,413  
                 
Household Products 3.01%                
                 
Clorox Co. (The)     51,246       7,783  
Procter & Gamble Co. (The)     75,087       9,339  
Total             17,122  
                 
Insurance 7.72%                
                 
American International Group, Inc.     206,985       11,529  
Axis Capital Holdings Ltd.     167,029       11,144  
Chubb Ltd. (Switzerland)(b)     60,256       9,728  
Hartford Financial Services Group, Inc. (The)     164,547       9,973  
RenaissanceRe Holdings Ltd.     7,683       1,486  
Total             43,860  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Interactive Media & Services 2.23%          
           
Alphabet, Inc. Class A*   6,721   $8,207 
Facebook, Inc. Class A*   25,196    4,487 
Total        12,694 
           
Machinery 4.53%          
           
Cummins, Inc.   53,600    8,719 
Stanley Black & Decker, Inc.   61,575    8,892 
Wabtec Corp.   113,294       8,141  
Total             25,752  
                 
Media 0.73%                
                 
Comcast Corp. Class A   91,778       4,137  
                 
Metals & Mining 0.73%                
                 
Nucor Corp.   81,072       4,127  
                 
Multi-Utilities 1.11%                
                 
CMS Energy Corp.   98,200       6,280  
                 
Oil, Gas & Consumable Fuels 8.28%                
                 
Chevron Corp.   69,901       8,290  
Exxon Mobil Corp.   103,086       7,279  
Marathon Petroleum Corp.   163,954       9,960  
Noble Energy, Inc.   250,927       5,636  
Suncor Energy, Inc. (Canada)(b)   247,358       7,812  
Total SA ADR   154,959       8,058  
Total             47,035  
                 
Pharmaceuticals 5.24%                
                 
Jazz Pharmaceuticals plc (Ireland)*(b)   20,980       2,689  
Johnson & Johnson   42,091       5,446  
Merck & Co., Inc.   98,507       8,292  
Novartis AG ADR   91,176       7,923  
Pfizer, Inc.   151,162       5,431  
Total             29,781  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Semiconductors & Semiconductor Equipment 1.80%                
                 
Intel Corp.   198,014     $ 10,204  
                 
Software 2.83%                
                 
Microsoft Corp.   65,193       9,064  
Oracle Corp.   127,938       7,040  
Total             16,104  
                 
Specialty Retail 3.44%                
                 
AutoZone, Inc.*   3,836       4,160  
Foot Locker, Inc.   139,591       6,025  
TJX Cos., Inc. (The)   168,080       9,369  
Total             19,554  
                 
Technology Hardware, Storage & Peripherals 3.05%                
                 
Apple, Inc.   47,600       10,661  
HP, Inc.   353,441       6,687  
Total             17,348  
               
Tobacco 0.95%              
               
Philip Morris International, Inc.   71,329       5,416  
                 
Total Common Stocks (cost $528,801,913)                561,584  
           
   Principal
Amount
(000)
      
CORPORATE BONDS 0.99%         
           
Electric: Utilities          
           
Pacific Gas & Electric Co.(c)(d)
(cost $5,447,395)
  $4,950,000    5,643 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - GROWTH AND INCOME PORTFOLIO September 30, 2019

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
SHORT-TERM INVESTMENT 0.17%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $1,010,000 of U.S. Treasury Note at 1.625% due 6/30/2021; value: $1,012,896; proceeds: $991,698
(cost $991,669)
  $992   $992 
Total Investments in Securities 99.97% (cost $535,240,977)        568,219 
Cash and Other Assets in Excess of Liabilities 0.03%        147 
Net Assets 100.00%       $568,366 

 

 

EUR   euro.
ADR   American Depositary Receipt.
     
*   Non-income producing security.
(a)   Investment in non-U.S. dollar denominated securities.
(b)   Foreign security traded in U.S. dollars.
(c)   Defaulted (non-income producing security).
(d)   The security has an interest rate 6.05% with a maturity of 03/01/2034.

 

The following is a summary of the inputs used as of September 30, 2019 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)
 
Long-Term Investments                                
Common Stocks                                
Food Products   $ 13,125     $ 1,392     $     $ 14,517  
Remaining Industries     547,067                   547,067  
Corporate Bonds           5,643             5,643  
Short-Term Investment                                
Repurchase Agreement           992             992  
Total   $ 560,192   $ 8,027     $     $ 568,219  

 

 
(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
LONG-TERM INVESTMENTS 99.63%          
           
COMMON STOCKS 98.81%          
           
Auto Components 1.41%          
           
Lear Corp.   31,400   $3,702 
           
Banks 6.10%          
           
CIT Group, Inc.   65,954    2,988 
Citizens Financial Group, Inc.   92,600    3,275 
East West Bancorp, Inc.   77,400    3,428 
Signature Bank   26,316    3,138 
Sterling Bancorp   161,662    3,243 
Total        16,072 
           
Building Products 1.68%          
           
Masco Corp.   106,355    4,433 
           
Capital Markets 3.72%          
           
Ares Capital Corp.   207,800    3,872 
Brightsphere Investment Group, Inc.*   124,630    1,235 
E*TRADE Financial Corp.   107,200    4,684 
Total        9,791 
           
Chemicals 3.23%          
           
Celanese Corp.   23,111    2,826 
Corteva, Inc.*   132,141    3,700 
PPG Industries, Inc.   16,675    1,976 
Total        8,502 
           
Communications Equipment 0.94%          
           
F5 Networks, Inc.*   17,717    2,488 
           
Construction & Engineering 1.51%          
           
EMCOR Group, Inc.   46,182    3,977 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Containers & Packaging 1.44%          
           
Graphic Packaging Holding Co.   257,836   $3,803 
           
Electric: Utilities 8.04%          
           
Edison International   47,600    3,590 
Entergy Corp.   25,752    3,022 
Evergy, Inc.   75,344    5,015 
FirstEnergy Corp.   122,855    5,926 
PG&E Corp.*   91,212    912 
Portland General Electric Co.   48,416    2,729 
Total        21,194 
           
Electrical Equipment 2.49%          
           
Acuity Brands, Inc.   19,736    2,660 
Hubbell, Inc.   29,775    3,913 
Total        6,573 
           
Electronic Equipment, Instruments & Components 1.64%          
           
Avnet, Inc.   97,417    4,334 
           
Energy Equipment & Services 0.83%        
         
National Oilwell Varco, Inc.   103,600    2,196 
           
Equity Real Estate Investment Trusts 10.06%          
           
Alexandria Real Estate Equities, Inc.   31,806    4,899 
Camden Property Trust   37,500    4,163 
Duke Realty Corp.   133,201    4,525 
Healthcare Trust of America, Inc. Class A   119,340    3,506 
Highwoods Properties, Inc.   54,900    2,467 
UDR, Inc.   86,114    4,175 
Weingarten Realty Investors   95,257    2,775 
Total        26,510 
           
Food & Staples Retailing 1.04%          
           
Sprouts Farmers Market, Inc.*   141,700    2,741 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Food Products 1.89%          
           
General Mills, Inc.   46,271   $2,551 
J.M. Smucker Co. (The)   22,006    2,421 
Total        4,972 
           
Health Care Equipment & Supplies 1.18%          
           
Zimmer Biomet Holdings, Inc.   22,700    3,116 
           
Health Care Providers & Services 5.87%          
           
AmerisourceBergen Corp.   31,205    2,569 
Centene Corp.*   51,232    2,216 
Humana, Inc.   7,042    1,801 
Laboratory Corp. of America Holdings*   11,770    1,977 
Quest Diagnostics, Inc.   19,321    2,068 
Universal Health Services, Inc. Class B   32,461    4,829 
Total        15,460 
           
Hotels, Restaurants & Leisure 1.52%          
           
Aramark   91,700    3,996 
           
Household Durables 0.56%          
           
Mohawk Industries, Inc.*   11,900    1,476 
           
Household Products 1.36%          
           
Clorox Co. (The)   23,600    3,584 
           
Industrial Conglomerates 1.26%          
           
Carlisle Cos., Inc.   22,723    3,307 
           
Information Technology Services 1.93%          
           
Conduent, Inc.*   183,703    1,142 
Western Union Co. (The)   170,472    3,950 
Total        5,092 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Insurance 8.78%          
           
Argo Group International Holdings Ltd.   38,432   $2,699 
Axis Capital Holdings Ltd.   90,000    6,005 
Everest Re Group Ltd.   7,426    1,976 
Hanover Insurance Group, Inc. (The)   19,148    2,595 
Hartford Financial Services Group, Inc. (The)   94,686    5,739 
RenaissanceRe Holdings Ltd.   21,297    4,120 
Total        23,134 
           
Machinery 4.84%        
         
Cummins, Inc.   25,900    4,213 
Stanley Black & Decker, Inc.   30,670    4,429 
Wabtec Corp.   57,321    4,119 
Total        12,761 
           
Media 1.96%          
           
Interpublic Group of Cos., Inc. (The)   62,223    1,342 
Nexstar Media Group, Inc. Class A   13,540    1,385 
Omnicom Group, Inc.   31,200    2,443 
Total        5,170 
           
Metals & Mining 1.91%          
           
Lundin Mining Corp.(a)  CAD 663,939    3,122 
Nucor Corp.   37,400    1,904 
Total        5,026 
           
Multi-Utilities 3.44%          
           
CMS Energy Corp.   78,925    5,047 
Consolidated Edison, Inc.   42,388    4,005 
Total        9,052 
           
Oil, Gas & Consumable Fuels 4.82%          
           
Concho Resources, Inc.   9,200    625 
Marathon Petroleum Corp.   69,078    4,196 
Noble Energy, Inc.   191,744    4,307 
ONEOK, Inc.   48,546    3,577 
Total        12,705 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Shares   Fair
Value
(000)
 
Pharmaceuticals 0.49%          
           
Jazz Pharmaceuticals plc (Ireland)*(b)   10,100   $1,294 
           
Road & Rail 1.77%          
           
Landstar System, Inc.   41,400    4,661 
           
Semiconductors & Semiconductor Equipment 3.32%          
           
Marvell Technology Group Ltd.   100,848    2,518 
Qorvo, Inc.*   28,078    2,082 
Teradyne, Inc.   71,783    4,157 
Total        8,757 
           
Software 0.94%          
           
Cadence Design Systems, Inc.*   17,686    1,169 
Synopsys, Inc.*   9,589    1,316 
Total        2,485 
           
Specialty Retail 6.07%          
           
Advance Auto Parts, Inc.   18,200    3,010 
AutoZone, Inc.*   2,309    2,504 
Foot Locker, Inc.   80,325    3,467 
Ross Stores, Inc.   26,211    2,879 
Urban Outfitters, Inc.*   147,541    4,145 
Total        16,005 
           
Textiles, Apparel & Luxury Goods 0.77%          
           
Tapestry, Inc.   77,700    2,024 
Total Common Stocks (cost $248,576,535)        260,393 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - MID CAP STOCK PORTFOLIO September 30, 2019

 

Investments  Principal
Amount
(000)
   Fair
Value
(000)
 
CORPORATE BONDS 0.82%          
           
Electric: Utilities          
           
Pacific Gas & Electric Co.(c)(d)
(cost $2,094,130)
  $1,907   $2,174 
           
SHORT-TERM INVESTMENT 0.33%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $890,000 of U.S. Treasury Note at 1.625% due 6/30/2021; value: $892,552; proceeds: $873,944
(cost $873,919)
   874    874 
Total Investments in Securities 99.96% (cost $251,544,584)        263,441 
Cash and Other Assets in Excess of Liabilities 0.04%        97 
Net Assets 100.00%       $263,538 

 

 

CAD Canadian dollar.
   
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Defaulted (non-income producing security).
(d) The security has an interest rate 6.05% with a maturity of 03/01/2034.

 

The following is a summary of the inputs used as of September 30, 2019 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)
 
Long-Term Investments                    
Common Stocks  $260,393   $   $   $260,393 
Corporate Bonds       2,174        2,174 
Short-Term Investment                    
Repurchase Agreement       874        874 
Total  $260,393   $3,048   $   $263,441 

 

 
(1) Refer to Note 2(b) 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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.55%                
                 
ASSET-BACKED SECURITIES 24.50%                
                 
Automobiles 7.93%                
                 
ACC Trust 2018-1 A  3.70% 12/21/2020  $14   $13,791 
AmeriCredit Automobile Receivables 2016-1 D  3.59% 2/8/2022   56    56,586 
AmeriCredit Automobile Receivables Trust 2016-3 B  1.80% 10/8/2021   22    21,825 
AmeriCredit Automobile Receivables Trust 2017-2 B  2.40% 5/18/2022   43    43,057 
AmeriCredit Automobile Receivables Trust 2017-2 C  2.97% 3/20/2023   64    64,854 
AmeriCredit Automobile Receivables Trust 2017-3 B  2.24% 6/19/2023   29    29,032 
AmeriCredit Automobile Receivables Trust 2017-4 A3  2.04% 7/18/2022   79    79,190 
AmeriCredit Automobile Receivables Trust 2017-4 B  2.36% 12/19/2022   42    42,114 
Bank of The West Auto Trust 2017-1 A3  2.11% 1/15/2023   92    91,550 
Bank of The West Auto Trust 2017-1 A4  2.33% 9/15/2023   100    100,135 
California Republic Auto Receivables Trust 2015-3 A4  2.13% 5/17/2021   2    2,178 
California Republic Auto Receivables Trust 2015-4 A4  2.58% 6/15/2021   43    42,667 
California Republic Auto Receivables Trust 2015-4 B  3.73% 11/15/2021   12    12,045 
California Republic Auto Receivables Trust 2016-1 A4  2.24% 10/15/2021   20    20,229 
California Republic Auto Receivables Trust 2016-2 A4  1.83% 12/15/2021   7    6,749 
California Republic Auto Receivables Trust 2018-1 A2  2.86% 3/15/2021   64    63,634 
California Republic Auto Receivables Trust 2018-1 A3  3.14% 8/15/2022   97    97,545 
Capital Auto Receivables Asset Trust 2015-3 C  2.90% 12/21/2020   (a)    56 
Capital Auto Receivables Asset Trust 2015-3 D  3.34% 3/22/2021   9    9,004 
Capital Auto Receivables Asset Trust 2016-1 B  2.67% 12/21/2020   4    4,085 
Capital Auto Receivables Asset Trust 2016-2 A4  1.63% 1/20/2021   1    1,348 
Capital Auto Receivables Asset Trust 2016-2 B  2.11% 3/22/2021   4    3,999 
Capital Auto Receivables Asset Trust 2017-1 A3  2.02% 8/20/2021   14    14,001 
Capital Auto Receivables Asset Trust 2017-1 A4  2.22% 3/21/2022   17    17,021 
Capital Auto Receivables Asset Trust 2018-2 A2  3.02% 2/22/2021   107    107,657 
Capital Auto Receivables Asset Trust 2018-2 A3  3.27% 6/20/2023   80    80,723 
CarMax Auto Owner Trust 2016-3 A3  1.39% 5/17/2021   7    6,589 
CarMax Auto Owner Trust 2016-3 A4  1.60% 1/18/2022   15    14,937 
CarMax Auto Owner Trust 2016-4 A3  1.40% 8/15/2021   10    9,692 
CarMax Auto Owner Trust 2016-4 A4  1.60% 6/15/2022   21    20,913 
CarMax Auto Owner Trust 2017-3 A4  2.22% 11/15/2022   33    33,130 
CarMax Auto Owner Trust 2017-4 A3  2.11% 10/17/2022   125    125,095 
CarMax Auto Owner Trust 2019-3 A2A  2.21% 12/15/2022   226    226,521 
Carvana Auto Receivables Trust 2019-2A C  3.00% 6/17/2024   43    43,306 
Chesapeake Funding II LLC 2016-2A A1  1.88% 6/15/2028   17    17,285 
Chesapeake Funding II LLC 2017-2A A1  1.99% 5/15/2029   42    41,995 
Chesapeake Funding II LLC 2017-3A A1  1.91% 8/15/2029   95    95,128 
Chesapeake Funding II LLC 2017-4A A1  2.12% 11/15/2029   129    128,968 
Chrysler Capital Auto Receivables Trust 2016-AA B  2.88% 6/15/2022   (a)    46 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                
                 
CPS Auto Receivables Trust 2017-C B  2.30% 7/15/2021  $22   $21,963 
CPS Auto Receivables Trust 2018-B A  2.72% 9/15/2021   18    17,820 
CPS Auto Receivables Trust 2018-B B  3.23% 7/15/2022   100    100,496 
CPS Auto Receivables Trust 2018-B C  3.58% 3/15/2023   100    101,379 
CPS Auto Receivables Trust 2019-A C  3.89% 12/16/2024   100    102,864 
CPS Auto Receivables Trust 2019-C  2.84% 6/16/2025   100    100,753 
CPS Auto Receivables Trust 2019-C D  3.17% 6/16/2025   100    101,268 
Drive Auto Receivables Trust 2015-BA D  3.84% 7/15/2021   (a)    838 
Drive Auto Receivables Trust 2015-BA E  5.15% 8/15/2022   50    50,024 
Drive Auto Receivables Trust 2015-DA D  4.59% 1/17/2023   15    15,555 
Drive Auto Receivables Trust 2016-BA D  4.53% 8/15/2023   34    34,747 
Drive Auto Receivables Trust 2016-CA C  3.02% 11/15/2021   9    9,486 
Drive Auto Receivables Trust 2016-CA D  4.18% 3/15/2024   27    27,416 
Drive Auto Receivables Trust 2017-2 C  2.75% 9/15/2023   13    12,906 
Drive Auto Receivables Trust 2017-2 D  3.49% 9/15/2023   180    181,584 
Drive Auto Receivables Trust 2017-BA D  3.72% 10/17/2022   147    147,644 
Drive Auto Receivables Trust 2018-3 B  3.37% 9/15/2022   45    45,028 
Drive Auto Receivables Trust 2018-3 C  3.72% 9/16/2024   118    119,202 
Drive Auto Receivables Trust 2018-4 B  3.36% 10/17/2022   58    58,187 
Drive Auto Receivables Trust 2018-4 C  3.66% 11/15/2024   113    114,377 
Drive Auto Receivables Trust 2018-4 D  4.09% 1/15/2026   34    34,989 
Drive Auto Receivables Trust 2018-5 C  3.99% 1/15/2025   84    86,450 
Drive Auto Receivables Trust 2019-2 B  3.17% 11/15/2023   39    39,534 
Drive Auto Receivables Trust 2019-2 C  3.42% 6/16/2025   76    77,723 
Drive Auto Receivables Trust 2019-2 D  3.69% 8/17/2026   44    45,447 
Drive Auto Receivables Trust 2019-3 A2A  2.63% 9/15/2022   177    177,323 
Drive Auto Receivables Trust 2019-4 C  2.51% 11/17/2025   107    107,179 
Drive Auto Receivables Trust 2019-4 D  2.70% 2/16/2027   90    90,101 
Exeter Automobile Receivables Trust 2017-3A A  2.05% 12/15/2021   3    3,104 
Exeter Automobile Receivables Trust 2017-3A B  2.81% 9/15/2022   50    50,180 
Fifth Third Auto Trust 2019-1 A2A  2.66% 5/16/2022   202    203,036 
Fifth Third Auto Trust 2019-1 A3  2.64% 12/15/2023   153    155,347 
Fifth Third Auto Trust 2019-1 A4  2.69% 11/16/2026   50    51,078 
First Investors Auto Owner Trust 2017-3A A1  2.00% 3/15/2022   3    2,728 
First Investors Auto Owner Trust 2018-1A B  3.51% 5/15/2023   100    101,377 
First Investors Auto Owner Trust 2018-2A C  4.03% 1/15/2025   16    16,577 
First Investors Auto Owner Trust 2018-2A D  4.28% 1/15/2025   10    10,448 
Flagship Credit Auto Trust 2017-3 A  1.88% 10/15/2021   8    7,906 
Flagship Credit Auto Trust 2017-3 B  2.59% 7/15/2022   30    30,031 
Flagship Credit Auto Trust 2017-4 A  2.07% 4/15/2022   20    20,222 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                
                 
Flagship Credit Auto Trust 2018-3 A  3.07% 2/15/2023  $171   $171,586 
Flagship Credit Auto Trust 2019-1 A  3.11% 8/15/2023   76    76,694 
Ford Credit Auto Owner Trust 2015-1 A  2.12% 7/15/2026   394    393,863 
Ford Credit Auto Owner Trust 2016-2 A  2.03% 12/15/2027   300    299,947 
Ford Credit Auto Owner Trust 2017-2 A  2.36% 3/15/2029   100    100,515 
Ford Credit Auto Owner Trust 2018-2 A  3.47% 1/15/2030   100    104,798 
GM Financial Automobile Leasing Trust 2019-2 A2A  2.67% 6/21/2021   151    151,505 
GM Financial Automobile Leasing Trust 2019-2 A3  2.67% 3/21/2022   81    81,631 
GM Financial Consumer Automobile Receivables Trust 2019-1 B  3.37% 8/16/2024   26    26,918 
Hyundai Auto Receivables Trust 2016-B C  2.19% 11/15/2022   72    72,063 
Nissan Auto Receivables Owner Trust 2016-B A3  1.32% 1/15/2021   3    3,273 
Prestige Auto Receivables Trust 2019-1A D  3.01% 8/15/2025   18    18,241 
Santander Drive Auto Receivables Trust 2015-5 D  3.65% 12/15/2021   16    16,371 
Santander Drive Auto Receivables Trust 2016-1 D  4.02% 4/15/2022   264    266,828 
Santander Drive Auto Receivables Trust 2017-1 D  3.17% 4/17/2023   14    14,124 
Santander Drive Auto Receivables Trust 2017-2 D  3.49% 7/17/2023   88    89,080 
Santander Drive Auto Receivables Trust 2017-3 C  2.76% 12/15/2022   20    20,072 
Santander Drive Auto Receivables Trust 2018-3 A3  3.03% 2/15/2022   37    36,779 
Santander Drive Auto Receivables Trust 2018-3 B  3.29% 10/17/2022   98    98,533 
Santander Drive Auto Receivables Trust 2018-4 C  3.56% 7/15/2024   54    54,853 
Santander Drive Auto Receivables Trust 2018-5 B  3.52% 12/15/2022   84    84,627 
Santander Drive Auto Receivables Trust 2018-5 C  3.81% 12/16/2024   78    79,461 
Santander Drive Auto Receivables Trust 2019-3 C  2.49% 10/15/2025   121    121,483 
Santander Retail Auto Lease Trust 2019-B D  3.31% 6/20/2024   75    75,555 
TCF Auto Receivables Owner Trust 2015-2A B  3.00% 9/15/2021   6    5,926 
TCF Auto Receivables Owner Trust 2015-2A C  3.75% 12/15/2021   4    4,004 
TCF Auto Receivables Owner Trust 2016-1A A4  2.03% 2/15/2022   39    38,715 
TCF Auto Receivables Owner Trust 2016-1A B  2.32% 6/15/2022   33    32,949 
TCF Auto Receivables Owner Trust 2016-PT1A A  1.93% 6/15/2022   18    18,380 
Toyota Auto Receivables Owner Trust 2016-D A3  1.23% 10/15/2020   4    3,791 
Westlake Automobile Receivables Trust 2017-2A B  2.25% 12/15/2020   15    15,233 
Westlake Automobile Receivables Trust 2018-3A A2A  2.98% 1/18/2022   95    95,456 
Westlake Automobile Receivables Trust 2019-2A A2A  2.57% 2/15/2023   199    199,638 
Westlake Automobile Receivables Trust 2019-2A D  3.20% 11/15/2024   86    86,757 
World Omni Auto Receivables Trust 2018-D A4  3.44% 12/16/2024   39    40,788 
World Omni Select Auto Trust 2018-1A B  3.68% 7/15/2023   17    17,374 
World Omni Select Auto Trust 2018-1A D  4.13% 1/15/2025   60    62,109 
Total              7,542,917 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards 4.88%                
                 
American Express Credit Account Master Trust 2017-3 A  1.77% 11/15/2022  $100   $99,866 
American Express Credit Account Master Trust 2017-6 A  2.04% 5/15/2023   167    167,210 
American Express Credit Account Master Trust 2019-1 A  2.87% 10/15/2024   100    102,578 
BA Credit Card Trust 2017-A2  1.84% 1/17/2023   140    139,877 
Barclays Dryrock Issuance Trust 2017-1 A  2.358%(1 Mo.
LIBOR + .33
%)# 3/15/2023   320    320,333 
Barclays Dryrock Issuance Trust 2017-2 A  2.328%(1 Mo.
LIBOR + .30
%)# 5/15/2023   221    221,205 
Barclays Dryrock Issuance Trust 2018-1 A  2.358%(1 Mo.
LIBOR + .33
%)# 7/15/2024   100    100,043 
Capital One Multi-Asset Execution Trust 2015-A3  2.428%(1 Mo.
LIBOR + .40
%)# 3/15/2023   50    50,103 
Capital One Multi-Asset Execution Trust 2017-A1  2.00% 1/17/2023   114    113,970 
Capital One Multi-Asset Execution Trust 2017-A4  1.99% 7/17/2023   235    235,089 
Capital One Multi-Asset Execution Trust 2019-A1  2.84% 12/15/2024   163    166,775 
Citibank Credit Card Issuance Trust 2014-A1  2.88% 1/23/2023   135    136,672 
Citibank Credit Card Issuance Trust 2017-A3  1.92% 4/7/2022   200    199,879 
Citibank Credit Card Issuance Trust 2017-A8  1.86% 8/8/2022   178    177,840 
Discover Card Execution Note Trust 2015-A2 A  1.90% 10/17/2022   145    144,915 
Discover Card Execution Note Trust 2015-A4  2.19% 4/17/2023   100    100,379 
Discover Card Execution Note Trust 2017-A6  1.88% 2/15/2023   161    161,055 
First National Master Note Trust 2017-2 A  2.468%(1 Mo.
LIBOR + .44
%)# 10/16/2023   172    172,310 
Golden Credit Card Trust 2018-1A A  2.62% 1/15/2023   168    169,226 
Master Credit Card Trust 2019-1A B  3.57% 7/21/2022   100    101,241 
Master Credit Card Trust II Series 2018-1A A  2.536%(1 Mo.
LIBOR + .49
%)# 7/21/2024   100    99,965 
Synchrony Credit Card Master Note Trust 2015-1 A  2.37% 3/15/2023   24    24,027 
Synchrony Credit Card Master Note Trust 2016-2 A  2.21% 5/15/2024   179    179,664 
Synchrony Credit Card Master Note Trust 2016-2 B  2.55% 5/15/2024   100    100,553 
Synchrony Credit Card Master Note Trust 2017-1 A  1.93% 6/15/2023   99    98,858 
Synchrony Credit Card Master Note Trust 2017-1 B  2.19% 6/15/2023   202    201,802 
Synchrony Credit Card Master Note Trust 2017-2 A  2.62% 10/15/2025   50    50,947 
Synchrony Credit Card Master Note Trust 2017-2 B  2.82% 10/15/2025   100    101,457 
Synchrony Credit Card Master Note Trust 2018-2 A  3.47% 5/15/2026   99    103,714 
World Financial Network Credit Card Master Trust 2015-B A  2.55% 6/17/2024   49    49,165 
World Financial Network Credit Card Master Trust 2016-A  2.03% 4/15/2025   134    133,845 
World Financial Network Credit Card Master Trust 2017-A  2.12% 3/15/2024   150    149,899 
World Financial Network Credit Card Master Trust 2017-C A  2.31% 8/15/2024   56    56,115 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                
                 
World Financial Network Credit Card Master Trust 2018-C A  3.55% 8/15/2025  $173   $178,266 
World Financial Network Credit Card Master Trust 2018-C M  3.95% 8/15/2025   36    37,117 
Total              4,645,960 
                 
Other 11.69%                
                 
Access Point Funding I LLC 2017-A  3.06% 4/15/2029   34    33,553 
Ammc CLO 19 Ltd. 2016-19A A  3.803%(3 Mo.
LIBOR + 1.50
%)# 10/15/2028   325    325,169 
Amur Equipment Finance Receivables VI LLC 2018-2A A2  3.89% 7/20/2022   100    101,237 
Amur Equipment Finance Receivables VII LLC 2019-1A A2  2.63% 6/20/2024   100    100,410 
Arbor Realty Collateralized Loan Obligation Ltd. 2017-FL3 A  3.018%(1 Mo.
LIBOR + .99
%)# 12/15/2027   100    99,971 
Arbor Realty Commercial Real Estate Notes Ltd. 2018-FL1 A  3.178%(1 Mo.
LIBOR + 1.15
%)# 6/15/2028   100    100,172 
Arbor Realty Commercial Real Estate Notes Ltd. 2019-FL1 A  3.178%(1 Mo.
LIBOR + 1.15
%)# 5/15/2037   136    136,068 
Ares XLI Clo Ltd. 2016-41A AR  3.503%(3 Mo.
LIBOR + 1.20
%)# 1/15/2029   250    250,241 
Ascentium Equipment Receivables 2019-1A A2  2.84% 6/10/2022   122    122,868 
Ascentium Equipment Receivables Trust 2017-1A A3  2.29% 6/10/2021   11    11,500 
Ascentium Equipment Receivables Trust 2017-2A A2  2.00% 5/11/2020   2    2,363 
Avery Point V CLO Ltd. 2014-5A AR  3.283%(3 Mo.
LIBOR + .98
%)# 7/17/2026   181    180,623 
BDS Ltd. 2019-FL3 A  3.425%(1 Mo.
LIBOR + 1.40
%)# 1/15/2036   100    100,191 
Benefit Street Partners CLO IV Ltd. 2014-IVA A1RR  3.528%(3 Mo.
LIBOR + 1.25
%)# 1/20/2029   250    250,423 
BlueMountain CLO Ltd. 2012-2A AR2  3.186%(3 Mo.
LIBOR + 1.05
%)# 11/20/2028   250    250,382 
BSPRT Issuer, Ltd. 2019 FL5 A  3.475% 5/15/2029   100    100,050 
Colony American Finance Ltd. 2018-1 A  3.804% 6/15/2051   93    95,903 
Conn’s Receivables Funding LLC 2018-A  3.25% 1/15/2023   23    23,426 
Dell Equipment Finance Trust 2017-1 A3  2.14% 4/22/2022   4    3,864 
Diamond Resorts Owner Trust 2016-1 A  3.08% 11/20/2028   20    19,678 
Diamond Resorts Owner Trust 2018-1 A  3.70% 1/21/2031   71    72,277 
Diamond Resorts Owner Trust 2018-1 B  4.19% 1/21/2031   58    58,984 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
DLL LLC 2018-1 A2  2.81% 11/17/2020  $20   $20,303 
DLL LLC 2018-1 A3  3.10% 4/18/2022   182    183,515 
DLL LLC 2018-1 A4  3.27% 4/17/2026   109    111,813 
DLL Securitization Trust 2017-A A3  2.14% 12/15/2021   88    88,372 
DLL Securitization Trust 2017-A A4  2.43% 11/17/2025   100    100,531 
Dryden 30 Senior Loan Fund 2013-30A AR  2.978%(3 Mo.
LIBOR + .82
%)# 11/15/2028   250    249,829 
Elm CLO Ltd. 2014-1A BRR  4.053%(3 Mo.
LIBOR + 1.75
%)# 1/17/2029   200    200,612 
Engs Commercial Finance Trust 2016-1A A2  2.63% 2/22/2022   17    17,239 
Fairstone Financial Issuance Trust I 2019-1A A†(b)  3.948% 3/21/2033  CAD150    114,151 
Ford Credit Floorplan Master Owner Trust 2015-2 A1  1.98% 1/15/2022  $23    22,983 
Ford Credit Floorplan Master Owner Trust 2017-2 A1  2.16% 9/15/2022   100    100,046 
Ford Credit Floorplan Master Owner Trust 2019-1 A  2.84% 3/15/2024   239    243,625 
Ford Credit Floorplan Master Owner Trust 2019-2 A  3.06% 4/15/2026   314    326,029 
FREED ABS TRUST 2018-2 A  3.99% 10/20/2025   77    77,407 
Grand Avenue CRE 2019-FL1 A  3.148%(1 Mo.
LIBOR + 1.12
%)# 6/15/2037   216    216,259 
Grand Avenue CRE 2019-FL1 AS  3.528%(1 Mo.
LIBOR + 1.50
%)# 6/15/2037   100    100,091 
Greystone Commercial Real Estate Notes Ltd. 2018-HC1 A 3.578%(1 Mo.
LIBOR + 1.55
%)# 9/15/2028   124    123,688 
Greystone Commercial Real Estate Notes Ltd. 2018-HC1 AS  4.178%(1 Mo.
LIBOR + 2.15
%)# 9/15/2028   38    37,893 
Halcyon Loan Advisors Funding Ltd. 2015-2A AR  3.356%(3 Mo.
LIBOR + 1.08
%)# 7/25/2027   250    250,064 
HPS Loan Management 10-2016 Ltd. A2R  3.892%(3 Mo.
LIBOR +1.75
%)# 1/20/2028   250    249,096 
Hyundai Floorplan Master Owner Trust 2019-1 A  2.68% 4/15/2024   180    182,785 
KREF Ltd. 2018-FL1 A  3.125%(1 Mo.
LIBOR + 1.10
%)# 6/15/2036   100    100,140 
LCM XXIV Ltd. 24A A  3.588%(3 Mo.
LIBOR + 1.31
%)# 3/20/2030   250    250,687 
Lendmark Funding Trust 2017-2A A  2.80% 5/20/2026   100    99,966 
LMREC, Inc. 2015-CRE1 AR  3.017% 2/22/2032   31    31,073 
LMREC, Inc. 2015-CRE1 BR  4.287% 2/22/2032   100    100,008 
LMREC, Inc. 2019-CRE3 A  3.567%(1 Mo.
LIBOR + 1.40
%)# 12/22/2035   183    183,944 
LoanCore Issuer Ltd. 2019-CRE2 A  3.158%(1 Mo.
LIBOR + 1.13
%)# 5/15/2036   201    201,271 
M360 LLC 2019-CRE2 A  Zero Coupon#(c) 9/15/2034   155    155,416 
Magnetite VII Ltd. 2012-7A A1R2  3.103%(3 Mo.
LIBOR + .80
%)# 1/15/2028   250    249,437 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
Mercedes-Benz Master Owner Trust 2019-BA A 2.61% 5/15/2024  $147   $149,366 
Mountain Hawk III CLO Ltd. 2014-3A AR  3.50%(3 Mo.
LIBOR + 1.20
%)# 4/18/2025   136    136,413 
Mountain View CLO XIV Ltd. 2019-1A A1  4.058%(3 Mo.
LIBOR + 1.44
%)# 4/15/2029   250    250,258 
MVW Owner Trust 2017-1A A  2.42% 12/20/2034   49    49,516 
NextGear Floorplan Master Owner Trust 2017-1A A2  2.54% 4/18/2022   100    100,101 
NextGear Floorplan Master Owner Trust 2018-2A A2  3.69% 10/15/2023   374    385,239 
NextGear Floorplan Master Owner Trust 2018-2A B  4.01% 10/15/2023   100    102,693 
Nissan Master Owner Trust Receivables 2017-B A  2.458%(1 Mo.
LIBOR + .43
%)# 4/18/2022   78    78,122 
OHA Loan Funding Ltd. 2015-1A AR  3.568%(3 Mo.
LIBOR + 1.41
%)# 8/15/2029   250    251,132 
OneMain Financial Issuance Trust 2018-2A A  3.57% 3/14/2033   100    103,753 
OneMain Financial Issuance Trust 2019-1A A  3.48% 2/14/2031   151    153,923 
OneMain Financial Issuance Trust 2019-1A B  3.79% 2/14/2031   100    103,029 
Orange Lake Timeshare Trust 2019-A  3.06% 4/9/2038   45    45,634 
Orec Ltd. 2018-CRE1 A  3.208%(1 Mo.
LIBOR + 1.18
%)# 6/15/2036   136    136,265 
OZLM VIII Ltd. 2014-8A A1RR  3.473%(3 Mo.
LIBOR + 1.17
%)# 10/17/2029   250    249,667 
Palmer Square Loan Funding Ltd. 2018-5A A1  3.128%(3 Mo.
LIBOR + .85
%)# 1/20/2027   224    223,756 
PFS Financing Corp. 2018-B A  2.89% 2/15/2023   122    123,235 
Planet Fitness Master Issuer LLC 2018-1A A2II  4.666% 9/5/2048   99    103,925 
Ready Capital Mortgage Financing LLC 2018-FL2 A  2.868%(1 Mo.
LIBOR + .85
%)# 6/25/2035   44    43,708 
Salem Fields CLO Ltd. 2016-2A A1R  3.426%(3 Mo.
LIBOR + 1.15
%)# 10/25/2028   250    249,687 
SCF Equipment Leasing LLC 2017-2A A  3.41% 12/20/2023   50    51,010 
SCF Equipment Leasing LLC 2018-1A A2  3.63% 10/20/2024   96    96,518 
SCF Equipment Leasing LLC 2019-1A A1  3.04% 3/20/2023   79    79,625 
SCF Equipment Leasing LLC 2019-1A A2  3.23% 10/20/2024   121    122,120 
SLC Student Loan Trust 2008-1 A4A  3.719%(3 Mo.
LIBOR + 1.60
%)# 12/15/2032   55    56,719 
SoFi Professional Loan Program 2017-D A1FX  1.72% 9/25/2040   3    2,982 
SoFi Professional Loan Program LLC 2017-C A2A  1.75% 7/25/2040   7    7,390 
SoFi Professional Loan Program LLC 2017-E A2A  1.86% 11/26/2040   42    41,738 
SoFi Professional Loan Program LLC 2017-F A1FX  2.05% 1/25/2041   28    28,318 
TICP CLO VI Ltd. 2016 6A AR  3.503%(3 Mo.
LIBOR + 1.12
%)# 1/15/2029   250    250,280 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
Towd Point Asset Trust 2018-SL1 A  2.745%(1 Mo.
LIBOR + .60
%)# 1/25/2046  $102   $100,985 
Towd Point Mortgage Trust 2019-HY2 A1  3.018%(1 Mo.
LIBOR + 1.00
%)# 5/25/2058   91    91,857 
TPG Real Estate Finance Issuer Ltd. 2018-FL2 A  3.155%(1 Mo.
LIBOR + 1.13
%)# 11/15/2037   138    138,169 
Wells Fargo Dealer Floorplan Master Note Trust 2015-2 A 2.694%(1 Mo.
LIBOR + .65
%)# 1/20/2022   5    5,003 
West CLO Ltd. 2014-2A A1AR  3.192%(3 Mo.
LIBOR + .87
%)# 1/16/2027   184    183,812 
Total              11,123,574 
Total Asset-Backed Securities (cost $23,166,777)          23,312,451 
                 
         Shares
(000)
      
COMMON STOCK 0.00%                
                 
Oil                
                 
Templar Energy LLC Class A Units
(cost $728)
        (d)    45(e) 
                 
         Principal
Amount
(000)
      
CONVERTIBLE BONDS 0.07%                
                 
Electric: Power 0.01%                
                 
Clearway Energy, Inc.  3.25% 6/1/2020  $11    10,891 
                 
Energy Equipment & Services 0.01%                
                 
Tesla Energy Operations, Inc.  1.625% 11/1/2019   10    9,907 
                 
Real Estate Investment Trusts 0.05%                
                 
VEREIT, Inc.  3.75% 12/15/2020   44    44,625 
Total Convertible Bonds (cost $65,149)              65,423 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 40.14%                
                 
Aerospace/Defense 0.41%                
                 
Bombardier, Inc. (Canada)†(f)  6.00% 10/15/2022  $40   $40,150 
Bombardier, Inc. (Canada)†(f)  6.125% 1/15/2023   156    159,276 
Bombardier, Inc. (Canada)†(f)  8.75% 12/1/2021   84    91,035 
Embraer Overseas Ltd.  5.696% 9/16/2023   35    38,806 
TransDigm, Inc.  6.00% 7/15/2022   3    3,053 
Triumph Group, Inc.  4.875% 4/1/2021   40    40,082 
Triumph Group, Inc.  6.25% 9/15/2024   13    13,555 
Total              385,957 
                 
Air Transportation 0.23%                
                 
Air Canada 2015-1 Class B Pass-Through Trust (Canada)†(f)  3.875% 9/15/2024   14    14,226 
Air Canada 2015-2 Class B Pass-Through Trust (Canada)†(f)  5.00% 6/15/2025   8    8,282 
American Airlines 2013-2 Class B Pass-Through Trust  5.60% 1/15/2022   78    79,723 
American Airlines 2014-1 Class B Pass-Through Trust  4.375% 4/1/2024   60    61,757 
Continental Airlines Pass-Through Trust 2012-1 Class B  6.25% 10/11/2021   2    1,985 
United Airlines 2014-1 Class B Pass-Through Trust  4.75% 10/11/2023   10    9,807 
US Airways 2012-2 Class B Pass-Through Trust  6.75% 12/3/2022   10    10,304 
US Airways 2013-1 Class B Pass-Through Trust  5.375% 5/15/2023   33    34,246 
Total              220,330 
                 
Auto Parts: Original Equipment 0.40%                
                 
Nexteer Automotive Group Ltd.  5.875% 11/15/2021   200    203,467 
Titan International, Inc.  6.50% 11/30/2023   24    19,200 
ZF North America Capital, Inc.  4.75% 4/29/2025   150    156,501 
Total              379,168 
                 
Automotive 2.32%                
                 
Daimler Finance North America LLC  2.55% 8/15/2022   150    150,635 
Daimler Finance North America LLC  2.875% 3/10/2021   150    151,267 
Daimler Finance North America LLC  3.75% 11/5/2021   150    154,265 
Ford Motor Credit Co. LLC  3.065%(3 Mo.
LIBOR + .93
%)# 9/24/2020   57    57,008 
General Motors Financial Co., Inc.  3.15% 6/30/2022   79    79,942 
General Motors Financial Co., Inc.  3.55% 7/8/2022   46    47,005 
General Motors Financial Co., Inc.  3.70% 5/9/2023   93    95,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automotive (continued)                
                 
General Motors Financial Co., Inc.  3.95% 4/13/2024  $47   $48,397 
General Motors Financial Co., Inc.  4.20% 3/1/2021   85    86,854 
General Motors Financial Co., Inc.  4.25% 5/15/2023   23    24,034 
General Motors Financial Co., Inc.  5.10% 1/17/2024   132    142,020 
Harley-Davidson Financial Services, Inc.  3.078%(3 Mo.
LIBOR + .94
%)# 3/2/2021   175    175,239 
Hyundai Capital America  3.25% 9/20/2022   31    31,453 
Nissan Motor Acceptance Corp.  2.794%(3 Mo.
LIBOR + .69
%)# 9/28/2022   50    49,932 
Volkswagen Group of America Finance LLC  3.121%(3 Mo.
LIBOR + .94
%)# 11/12/2021   700    704,112 
Volkswagen Group of America Finance LLC  4.25% 11/13/2023   200    213,238 
Total              2,210,651 
                 
Banks: Regional 5.06%                
                 
ABN AMRO Bank NV (Netherlands)(f)  6.25% 4/27/2022   400    431,637 
AIB Group plc (Ireland)†(f)  4.263%(3 Mo.
LIBOR + 1.87
%)# 4/10/2025   200    208,329 
Associated Banc-Corp.  2.75% 11/15/2019   29    29,002 
Associated Bank NA  3.50% 8/13/2021   47    47,885 
Banco de Credito del Peru (Panama)†(f)  2.25% 10/25/2019   200    200,468 
Banco de Credito del Peru (Peru)†(f)  2.70% 1/11/2025   31    31,039 
Bank of America Corp.  4.00% 1/22/2025   84    89,290 
Barclays Bank plc (United Kingdom)†(f)  10.179% 6/12/2021   240    268,472 
CIT Group, Inc.  4.125% 3/9/2021   28    28,560 
CIT Group, Inc.  4.75% 2/16/2024   49    51,879 
CIT Group, Inc.  5.00% 8/15/2022   5    5,310 
Citigroup, Inc.  2.876%(3 Mo.
LIBOR +.95
%)# 7/24/2023   61    61,861 
Citigroup, Inc.  2.946%(3 Mo.
LIBOR + .69
%)# 10/27/2022   178    178,290 
Citigroup, Inc.  3.352%(3 Mo.
LIBOR + .90
%)# 4/24/2025   73    75,758 
Citigroup, Inc.  4.05% 7/30/2022   42    43,985 
Danske Bank A/S (Denmark)†(f)  3.001%(3 Mo.
LIBOR + 1.25
%)# 9/20/2022   200    200,782 
Danske Bank A/S (Denmark)†(f)  5.00% 1/12/2022   200    210,346 
Danske Bank A/S (Denmark)†(f)  5.375% 1/12/2024   200    219,846 
Discover Bank  8.70% 11/18/2019   250    251,942 
Goldman Sachs Group, Inc. (The)  2.876%(3 Mo.
LIBOR +.82
%)# 10/31/2022   96    97,135 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                
                 
Goldman Sachs Group, Inc. (The)  2.908%(3 Mo.
LIBOR + 1.05
%)# 6/5/2023  $67   $67,914 
Goldman Sachs Group, Inc. (The)  3.036%(3 Mo.
LIBOR + .78
%)# 10/31/2022   52    52,166 
Goldman Sachs Group, Inc. (The)  3.377%(3 Mo.
LIBOR + 1.11
%)# 4/26/2022   72    72,634 
Goldman Sachs Group, Inc. (The)  5.25% 7/27/2021   103    108,563 
Goldman Sachs Group, Inc. (The)  5.75% 1/24/2022   24    25,867 
JPMorgan Chase & Co.  3.513%(3 Mo.
LIBOR + 1.23
%)# 10/24/2023   225    228,713 
Lloyds Bank plc (United Kingdom)†(f)  6.50% 9/14/2020   100    103,537 
Macquarie Bank Ltd. (Australia)†(f)  6.625% 4/7/2021   95    100,717 
Macquarie Group Ltd. (Australia)†(f)  3.189%(3 Mo.
LIBOR + 1.02
%)# 11/28/2023   12    12,244 
Macquarie Group Ltd. (Australia)†(f)  4.15%(3 Mo.
LIBOR + 1.33
%)# 3/27/2024   75    79,174 
Morgan Stanley  2.72%(SOFR + 1.15%)# 7/22/2025   48    48,587 
Morgan Stanley  3.458%(3 Mo.
LIBOR + 1.18
%)# 1/20/2022   59    59,583 
Morgan Stanley  4.875% 11/1/2022   84    90,108 
Nordea Bank Abp (Finland)†(f)  4.875% 5/13/2021   200    207,018 
Popular, Inc.  6.125% 9/14/2023   23    25,100 
Royal Bank of Scotland Group plc (United Kingdom)(f)  6.125% 12/15/2022   22    23,819 
Santander UK Group Holdings plc (United Kingdom)(f)  3.125% 1/8/2021   173    174,437 
Synovus Financial Corp.  3.125% 11/1/2022   44    44,333 
UBS AG  7.625% 8/17/2022   250    282,274 
Wells Fargo & Co.  3.292%(3 Mo.
LIBOR + 1.03
%)# 7/26/2021   225    227,843 
Wells Fargo & Co.  3.75% 1/24/2024   49    51,926 
Total              4,818,373 
                 
Beverages 0.64%                
                 
Constellation Brands, Inc.  2.858%(3 Mo.
LIBOR + .70
%)# 11/15/2021   425    425,006 
Keurig Dr Pepper, Inc.  3.20% 11/15/2021   46    46,583 
Keurig Dr Pepper, Inc.  4.057% 5/25/2023   126    133,407 
Total              604,996 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 1.07%                
                 
Boral Finance Pty Ltd. (Australia)†(f)  3.00% 11/1/2022  $19   $19,070 
CPG Merger Sub LLC  8.00% 10/1/2021   38    38,095 
Griffon Corp.  5.25% 3/1/2022   61    61,763 
Holcim US Finance Sarl & Cie SCS (Luxembourg)†(f)  6.00% 12/30/2019   208    209,658 
Martin Marietta Materials, Inc.  2.80%(3 Mo.
LIBOR + .65
%)# 5/22/2020   145    145,217 
Owens Corning  4.20% 12/1/2024   77    81,118 
Vulcan Materials Co.  2.719%(3 Mo.
LIBOR + .60
%)# 6/15/2020   65    65,044 
Vulcan Materials Co.  2.782%(3 Mo.
LIBOR + .65
%)# 3/1/2021   400    400,444 
Total              1,020,409 
                 
Business Services 0.76%                
                 
Capitol Investment Merger Sub 2 LLC  10.00% 8/1/2024   15    15,600 
Equifax, Inc.  3.028%(3 Mo.
LIBOR + .87
%)# 8/15/2021   450    449,925 
ERAC USA Finance LLC  5.25% 10/1/2020   25    25,782 
Global Payments, Inc.  2.65% 2/15/2025   48    48,263 
IHS Markit Ltd. (United Kingdom)(f)  3.625% 5/1/2024   22    22,822 
IHS Markit Ltd. (United Kingdom)(f)  4.125% 8/1/2023   47    49,517 
Laureate Education, Inc.  8.25% 5/1/2025   15    16,387 
Nielsen Finance LLC/Nielsen Finance Co.  5.00% 4/15/2022   47    47,367 
Sotera Health Topco, Inc. PIK 8.875%  8.125% 11/1/2021   48    48,180 
Total              723,843 
                 
Chemicals 0.78%                
                 
Blue Cube Spinco LLC  9.75% 10/15/2023   10    10,925 
Celanese US Holdings LLC  4.625% 11/15/2022   160    170,349 
Celanese US Holdings LLC  5.875% 6/15/2021   86    90,818 
DuPont de Nemours, Inc.  4.205% 11/15/2023   25    26,823 
NOVA Chemicals Corp. (Canada)†(f)  5.25% 8/1/2023   34    34,510 
Syngenta Finance NV (Netherlands)†(f)  3.698% 4/24/2020   200    200,687 
Syngenta Finance NV (Netherlands)†(f)  3.933% 4/23/2021   200    203,716 
Total              737,828 
                 
Coal 0.03%                
                 
Eterna Capital Pte Ltd. PIK 1.00% (Singapore)(f)  7.50% 12/11/2022   27    24,495 
Peabody Energy Corp.  6.00% 3/31/2022   8    8,080 
Total              32,575 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Computer Hardware 0.83%                
                 
Dell International LLC/EMC Corp.  4.42% 6/15/2021  $93   $95,916 
Dell International LLC/EMC Corp.  5.45% 6/15/2023   270    294,185 
Dell International LLC/EMC Corp.  5.875% 6/15/2021   30    30,517 
Hewlett Packard Enterprise Co.  2.807%(3 Mo.
LIBOR + .68
%)# 3/12/2021   23    23,053 
Hewlett Packard Enterprise Co.  3.009%(3 Mo.
LIBOR + .72
%)# 10/5/2021   350    350,034 
Total             793,705 
                 
Computer Software 0.68%                
                 
CA, Inc.  3.60% 8/1/2020   122    123,117 
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho  10.00% 11/30/2024   66    71,515 
Infor US, Inc.  6.50% 5/15/2022   18    18,360 
Informatica LLC  7.125% 7/15/2023   54    55,080 
RP Crown Parent LLC  7.375% 10/15/2024   29    30,232 
Solera LLC/Solera Finance, Inc.  10.50% 3/1/2024   135    143,386 
Sophia LP/Sophia Finance, Inc.  9.00% 9/30/2023   81    83,329 
TIBCO Software, Inc.  11.375% 12/1/2021   112    116,935 
Total              641,954 
                 
Construction/Homebuilding 0.42%                
                 
Brookfield Residential Properties, Inc. (Canada)†(f)  6.50% 12/15/2020   98    98,152 
D.R. Horton, Inc.  4.75% 2/15/2023   7    7,456 
D.R. Horton, Inc.  5.75% 8/15/2023   35    38,894 
M/I Homes, Inc.  6.75% 1/15/2021   103    104,288 
William Lyon Homes, Inc.  7.00% 8/15/2022   7    7,022 
Williams Scotsman International, Inc.  7.875% 12/15/2022   139    145,602 
Total              401,414 
                 
Containers 0.22%                
                 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA  5.75% 10/15/2020   177    177,941 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA  6.875% 2/15/2021   35    34,784 
Total             212,725 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Drugs 1.53%                
                 
AbbVie, Inc.  3.75% 11/14/2023  $62   $65,218 
AstraZeneca plc (United Kingdom)(f)  2.754%(3 Mo.
LIBOR + .62
%)# 6/10/2022   175    175,010 
Bayer US Finance II LLC  2.75% 7/15/2021   32    32,153 
Bayer US Finance II LLC  3.50% 6/25/2021   200    204,056 
Cardinal Health, Inc.  3.079% 6/15/2024   98    99,279 
Cigna Corp.  2.489%(3 Mo.
LIBOR + .35
%)# 3/17/2020   8    8,002 
Cigna Corp.  2.789%(3 Mo.
LIBOR + .65
%)# 9/17/2021   175    175,007 
Cigna Corp.  3.193%(3 Mo.
LIBOR + .89
%)# 7/15/2023   50    50,139 
Cigna Corp.  3.75% 7/15/2023   172    180,031 
CVS Health Corp.  2.625% 8/15/2024   75    75,343 
CVS Health Corp.  3.70% 3/9/2023   113    117,688 
CVS Health Corp.  4.00% 12/5/2023   8    8,460 
Elanco Animal Health, Inc.  3.912% 8/27/2021   19    19,463 
Elanco Animal Health, Inc.  4.272% 8/28/2023   22    23,109 
Express Scripts Holding Co.  2.874%(3 Mo.
LIBOR + .75
%)# 11/30/2020   225    225,020 
Total              1,457,978 
                 
Electric: Power 2.63%                
                 
AES Corp. (The)  4.875% 5/15/2023   29    29,580 
Ausgrid Finance Pty Ltd. (Australia)†(f)  3.85% 5/1/2023   225    234,664 
CenterPoint Energy, Inc.  2.50% 9/1/2024   13    12,998 
Comision Federal de Electricidad (Mexico)†(f)  4.875% 1/15/2024   200    212,502 
Dominion Energy, Inc.  2.715% 8/15/2021   40    40,279 
Dominion Energy, Inc.  3.071% 8/15/2024   94    96,303 
Dominion Energy, Inc.  4.104% 4/1/2021   103    105,556 
DTE Energy Co.  2.529% 10/1/2024   40    40,170 
Duquesne Light Holdings, Inc.  5.90% 12/1/2021   19    20,208 
Duquesne Light Holdings, Inc.  6.40% 9/15/2020   199    206,076 
Emera US Finance LP  2.70% 6/15/2021   194    195,189 
Enel Finance International NV (Netherlands)†(f)  2.875% 5/25/2022   200    202,723 
Evergy, Inc.  2.45% 9/15/2024   31    30,982 
Florida Power & Light Co.  2.639%(3 Mo.
LIBOR + .40
%)# 5/6/2022   73    73,021 
Georgia Power Co.  2.20% 9/15/2024   92    91,038 
Jersey Central Power & Light Co.  4.70% 4/1/2024   86    94,000 
NRG Energy, Inc.  3.75% 6/15/2024   72    74,159 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                
                 
Origin Energy Finance Ltd. (Australia)†(f)  5.45% 10/14/2021  $110   $116,165 
PNM Resources, Inc.  3.25% 3/9/2021   28    28,272 
PPL Capital Funding, Inc.  3.50% 12/1/2022   29    29,927 
PPL Capital Funding, Inc.  3.95% 3/15/2024   15    15,845 
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(f)  5.375% 5/1/2021   86    88,762 
PSEG Power LLC  3.85% 6/1/2023   24    25,395 
PSEG Power LLC  5.125% 4/15/2020   3    3,046 
Puget Energy, Inc.  6.00% 9/1/2021   54    57,457 
San Diego Gas & Electric Co.  1.914% 2/1/2022   11    10,507 
SCANA Corp.  4.125% 2/1/2022   33    34,073 
SCANA Corp.  4.75% 5/15/2021   53    54,289 
SCANA Corp.  6.25% 4/1/2020   62    62,925 
Sempra Energy  2.803%(3 Mo.
LIBOR + .50
%)# 1/15/2021   37    36,970 
Sempra Energy  2.875% 10/1/2022   3    3,038 
TransAlta Corp. (Canada)(f)  4.50% 11/15/2022   32    33,116 
Vistra Operations Co. LLC  3.55% 7/15/2024   140    141,096 
Total              2,500,331 
                 
Electrical Equipment 0.75%                
                 
Broadcom Corp./Broadcom Cayman Finance Ltd.  2.65% 1/15/2023   20    19,995 
Broadcom Corp./Broadcom Cayman Finance Ltd.  3.00% 1/15/2022   85    85,854 
Broadcom Corp./Broadcom Cayman Finance Ltd.  3.625% 1/15/2024   61    62,453 
Broadcom, Inc.  3.125% 10/15/2022   115    116,490 
Broadcom, Inc.  3.625% 10/15/2024   300    305,533 
KLA Corp.  4.65% 11/1/2024   40    44,073 
Marvell Technology Group Ltd.  4.20% 6/22/2023   58    60,834 
NXP BV/NXP Funding LLC (Netherlands)†(f)  4.875% 3/1/2024   20    21,710 
Total              716,942 
                 
Electronics 0.14%                
                 
PerkinElmer, Inc.  5.00% 11/15/2021   67    70,383 
Trimble, Inc.  4.15% 6/15/2023   45    47,041 
Trimble, Inc.  4.75% 12/1/2024   16    17,186 
Total              134,610 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Entertainment 0.15%                
                 
Eldorado Resorts, Inc.  7.00% 8/1/2023  $11   $11,523 
Enterprise Development Authority (The)  12.00% 7/15/2024   13    14,300 
Scientific Games International, Inc.  6.25% 9/1/2020   31    31,232 
Scientific Games International, Inc.  6.625% 5/15/2021   36    36,630 
Scientific Games International, Inc.  10.00% 12/1/2022   43    44,881 
Total              138,566 
                 
Financial Services 2.94%                
                 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(f)  5.00% 10/1/2021   150    157,755 
Air Lease Corp.  4.25% 2/1/2024   39    41,344 
Aircastle Ltd.  4.40% 9/25/2023   184    193,530 
Aircastle Ltd.  5.00% 4/1/2023   98    105,023 
Aircastle Ltd.  5.50% 2/15/2022   133    141,571 
Aircastle Ltd.  7.625% 4/15/2020   71    72,992 
Ally Financial, Inc.  3.875% 5/21/2024   29    30,082 
Avolon Holdings Funding Ltd. (Ireland)†(f)  5.125% 10/1/2023   68    72,311 
Avolon Holdings Funding Ltd. (Ireland)†(f)  5.25% 5/15/2024   152    163,126 
Avolon Holdings Funding Ltd. (Ireland)†(f)  5.50% 1/15/2023   57    60,962 
Discover Financial Services  5.20% 4/27/2022   144    154,023 
E*TRADE Financial Corp.  2.95% 8/24/2022   36    36,588 
Global Aircraft Leasing Co. Ltd. PIK 7.25%  6.50% 9/15/2024   108    109,620 
International Lease Finance Corp.  8.25% 12/15/2020   380    406,668 
International Lease Finance Corp.  8.625% 1/15/2022   83    94,235 
Invesco Finance plc (United Kingdom)(f)  3.125% 11/30/2022   30    30,753 
Jefferies Financial Group, Inc.  5.50% 10/18/2023   206    223,994 
Jefferies Group LLC  6.875% 4/15/2021   32    34,015 
Nationstar Mortgage Holdings, Inc.  8.125% 7/15/2023   112    117,040 
Navient Corp.  5.00% 10/26/2020   112    113,680 
Navient Corp.  5.875% 3/25/2021   32    33,360 
Navient Corp.  6.625% 7/26/2021   89    93,673 
Park Aerospace Holdings Ltd. (Ireland)†(f)  3.625% 3/15/2021   22    22,216 
Park Aerospace Holdings Ltd. (Ireland)†(f)  4.50% 3/15/2023   75    77,798 
Park Aerospace Holdings Ltd. (Ireland)†(f)  5.25% 8/15/2022   16    16,902 
Park Aerospace Holdings Ltd. (Ireland)†(f)  5.50% 2/15/2024   77    83,287 
VFH Parent LLC/Orchestra Co-Issuer, Inc.  6.75% 6/15/2022   111    114,877 
Total              2,801,425 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food 0.62%                
                 
General Mills, Inc.  3.313%(3 Mo.
LIBOR + 1.01
%)# 10/17/2023  $31   $31,244 
Ingles Markets, Inc.  5.75% 6/15/2023   46    47,093 
JBS USA LUX SA/JBS USA Finance, Inc.  5.875% 7/15/2024   34    35,085 
Kraft Heinz Foods Co.  2.751%(3 Mo.
LIBOR + .57
%)# 2/10/2021   450    449,153 
Smithfield Foods, Inc.  2.70% 1/31/2020   17    16,991 
Smithfield Foods, Inc.  3.35% 2/1/2022   10    10,036 
Total              589,602 
                 
Health Care Products 0.12%                
                 
Becton Dickinson & Co.  2.979%(3 Mo.
LIBOR + .88
%)# 12/29/2020   39    39,014 
Kinetic Concepts, Inc./KCI USA, Inc.  7.875% 2/15/2021   52    53,126 
Kinetic Concepts, Inc./KCI USA, Inc.  12.50% 11/1/2021   6    6,390 
Zimmer Biomet Holdings, Inc.  3.70% 3/19/2023   14    14,597 
Total              113,127 
                 
Health Care Services 1.30%                
                 
Acadia Healthcare Co., Inc.  5.125% 7/1/2022   127    128,429 
Acadia Healthcare Co., Inc.  5.625% 2/15/2023   8    8,190 
Acadia Healthcare Co., Inc.  6.125% 3/15/2021   18    18,045 
Centene Corp.  5.625% 2/15/2021   272    276,001 
CommonSpirit Health  2.76% 10/1/2024   51    51,693 
Eagle Holding Co. II LLC PIK 8.375%  7.625% 5/15/2022   24    24,240 
Fresenius Medical Care US Finance II, Inc.  4.125% 10/15/2020   7    7,088 
Fresenius Medical Care US Finance II, Inc.  4.75% 10/15/2024   24    25,866 
Fresenius Medical Care US Finance II, Inc.  5.875% 1/31/2022   194    207,081 
Fresenius Medical Care US Finance, Inc.  5.75% 2/15/2021   6    6,250 
HCA, Inc.  5.00% 3/15/2024   89    97,290 
Syneos Health, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc.  7.50% 10/1/2024   37    38,341 
Universal Health Services, Inc.  4.75% 8/1/2022   342    345,420 
Total              1,233,934 
                 
Household Equipment/Products 0.59%                
                 
Newell Brands, Inc.  3.85% 4/1/2023   163    168,184 
Newell Brands, Inc.  4.70% 8/15/2020   8    8,129 
Newell Brands, Inc.  5.00% 11/15/2023   23    23,615 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Household Equipment/Products (continued)                
                 
Reckitt Benckiser Treasury Services plc (United Kingdom)†(f)  2.695%(3 Mo.
LIBOR + .56
%)# 6/24/2022  $250   $249,222 
Scotts Miracle-Gro Co. (The)  6.00% 10/15/2023   109    112,706 
Total              561,856 
                 
Insurance 0.27%                
                 
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer  8.25% 8/1/2023   90    92,137 
Assurant, Inc.  4.20% 9/27/2023   45    47,102 
AXA Equitable Holdings, Inc.  3.90% 4/20/2023   23    24,066 
CNO Financial Group, Inc.  5.25% 5/30/2025   13    14,013 
MGIC Investment Corp.  5.75% 8/15/2023   19    20,853 
Protective Life Corp.  7.375% 10/15/2019   15    15,027 
Willis Towers Watson plc (United Kingdom)(f)  5.75% 3/15/2021   14    14,680 
WR Berkley Corp.  5.375% 9/15/2020   24    24,703 
Total              252,581 
                 
Leasing 0.26%                
                 
Aviation Capital Group LLC  2.875% 1/20/2022   16    16,071 
Aviation Capital Group LLC  3.875% 5/1/2023   38    39,324 
DAE Funding LLC (United Arab Emirates)†(f)  4.00% 8/1/2020   18    18,157 
GATX Corp.  4.35% 2/15/2024   31    33,181 
Penske Truck Leasing Co. Lp / PTL Finance Corp.  2.70% 11/1/2024   38    38,129 
Penske Truck Leasing Co., LP/PTL Finance Corp.  3.45% 7/1/2024   93    96,771 
Penske Truck Leasing Co., LP/PTL Finance Corp.  3.90% 2/1/2024   9    9,478 
Total              251,111 
                 
Leisure 0.38%                
                 
LTF Merger Sub, Inc.  8.50% 6/15/2023   164    168,510 
NCL Corp. Ltd.  4.75% 12/15/2021   11    11,230 
Royal Caribbean Cruises Ltd.  5.25% 11/15/2022   120    130,063 
Silversea Cruise Finance Ltd.  7.25% 2/1/2025   52    55,770 
Total              365,573 
                 
Lodging 0.22%                
                 
Las Vegas Sands Corp.  3.20% 8/8/2024   180    183,577 
Wyndham Destinations, Inc.  5.625% 3/1/2021   20    20,775 
Total              204,352 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.70%                
                 
Altria Group, Inc.  3.80% 2/14/2024  $28   $29,292 
BAT Capital Corp.  2.789% 9/6/2024   54    53,547 
BAT Capital Corp.  3.222% 8/15/2024   206    208,630 
Imperial Brands Finance plc (United Kingdom)†(f)  3.125% 7/26/2024   200    200,644 
Pyxus International, Inc.  9.875% 7/15/2021   46    32,085 
Reynolds American, Inc.  4.85% 9/15/2023   46    49,818 
Viterra, Inc. (Canada)†(f)  5.95% 8/1/2020   92    94,581 
Total              668,597 
                 
Machinery: Industrial/Specialty 0.89%                
                 
CNH Industrial Capital LLC  4.20% 1/15/2024   50    52,807 
CNH Industrial Capital LLC  4.375% 11/6/2020   14    14,283 
CNH Industrial Capital LLC  4.375% 4/5/2022   79    82,233 
CNH Industrial Capital LLC  4.875% 4/1/2021   60    62,261 
CNH Industrial NV (United Kingdom)(f)  4.50% 8/15/2023   100    106,211 
Flowserve Corp.  4.00% 11/15/2023   191    197,177 
Nvent Finance Sarl (Luxembourg)(f)  3.95% 4/15/2023   169    172,333 
Roper Technologies, Inc.  3.65% 9/15/2023   48    50,424 
Wabtec Corp.  3.419%(3 Mo.
LIBOR + 1.30
%)# 9/15/2021   22    22,001 
Wabtec Corp.  4.40% 3/15/2024   55    58,619 
Welbilt, Inc.  9.50% 2/15/2024   29    31,139 
Total              849,488 
                 
Manufacturing 0.64%                
                 
Gates Global LLC/Gates Global Co.  6.00% 7/15/2022   77    76,731 
General Electric Co.  2.70% 10/9/2022   75    75,221 
General Electric Co.  3.10% 1/9/2023   19    19,265 
General Electric Co.  3.119%(3 Mo.
LIBOR + 1.00
%)# 3/15/2023   19    18,724 
General Electric Co.  3.15% 9/7/2022   64    65,054 
General Electric Co.  3.375% 3/11/2024   22    22,655 
General Electric Co.  3.45% 5/15/2024   60    61,662 
General Electric Co.  4.625% 1/7/2021   14    14,367 
General Electric Co.  4.65% 10/17/2021   148    153,975 
General Electric Co.  5.30% 2/11/2021   9    9,301 
Pentair Finance Sarl (Luxembourg)(f)  2.65% 12/1/2019   96    96,008 
Total              612,963 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 0.80%                
                 
Charter Communications Operating LLC/Charter Communications Operating Capital  3.903%(3 Mo.
LIBOR + 1.65
%)# 2/1/2024  $58   $59,482 
Cox Communications, Inc.  2.95% 6/30/2023   69    70,019 
Cox Communications, Inc.  3.15% 8/15/2024   15    15,373 
Cox Communications, Inc.  3.25% 12/15/2022   199    204,251 
Myriad International Holdings BV (Netherlands)†(f)  6.00% 7/18/2020   200    205,167 
NBCUniversal Enterprise, Inc.  5.25% (g)   200    206,070 
Total              760,362 
                 
Metal Fabricating 0.01%                
                 
Zekelman Industries, Inc.  9.875% 6/15/2023   11    11,598 
                 
Metals & Minerals: Miscellaneous 1.58%                
                 
Anglo American Capital plc (United Kingdom)†(f)  3.625% 9/11/2024   200    206,320 
Anglo American Capital plc (United Kingdom)†(f)  4.125% 9/27/2022   200    208,399 
Century Aluminum Co.  7.50% 6/1/2021   80    79,000 
FMG Resources August 2006 Pty Ltd. (Australia)†(f)  4.75% 5/15/2022   8    8,240 
Freeport-McMoRan, Inc.  4.55% 11/14/2024   78    80,129 
Glencore Finance Canada Ltd. (Canada)†(f)  4.25% 10/25/2022   142    148,171 
Glencore Funding LLC  3.00% 10/27/2022   11    11,117 
Glencore Funding LLC  4.125% 5/30/2023   211    221,289 
Glencore Funding LLC  4.125% 3/12/2024   57    59,951 
Glencore Funding LLC  4.625% 4/29/2024   28    29,981 
Hecla Mining Co.  6.875% 5/1/2021   73    72,635 
Hudbay Minerals, Inc. (Canada)†(f)  7.25% 1/15/2023   35    36,269 
Joseph T Ryerson & Son, Inc.  11.00% 5/15/2022   44    46,530 
Kinross Gold Corp. (Canada)(f)  5.125% 9/1/2021   17    17,680 
Kinross Gold Corp. (Canada)(f)  5.95% 3/15/2024   57    63,729 
New Gold, Inc. (Canada)†(f)  6.25% 11/15/2022   40    40,308 
Newmont Goldcorp Corp.  3.50% 3/15/2022   17    17,448 
Newmont Goldcorp Corp.  3.625% 6/9/2021   80    81,522 
Newmont Goldcorp Corp.  3.70% 3/15/2023   53    55,212 
Novelis Corp.  6.25% 8/15/2024   20    20,950 
Total              1,504,880 
                 
Natural Gas 0.19%                
                 
National Fuel Gas Co.  3.75% 3/1/2023   25    25,716 
National Fuel Gas Co.  4.90% 12/1/2021   33    34,202 
National Fuel Gas Co.  7.395% 3/30/2023   25    28,600 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Natural Gas (continued)                
                 
Southern Star Central Corp.  5.125% 7/15/2022  $69   $69,776 
WGL Holdings, Inc.  2.682%(3 Mo.
LIBOR + .55
%)# 3/12/2020   18    17,975 
Total              176,269 
                 
Office Furniture & Business Equipment 0.09%                
                 
CDW LLC/CDW Finance Corp.  5.00% 9/1/2023   70    71,813 
Xerox Corp.  5.625% 12/15/2019   10    10,100 
Total              81,913 
                 
Oil 3.39%                
                 
Antero Resources Corp.  5.125% 12/1/2022   132    116,490 
BP Capital Markets America, Inc.  2.814%(3 Mo.
LIBOR + .65
%)# 9/19/2022   225    225,714 
Callon Petroleum Co.  6.125% 10/1/2024   12    11,880 
Carrizo Oil & Gas, Inc.  6.25% 4/15/2023   69    65,722 
Cenovus Energy, Inc. (Canada)(f)  5.70% 10/15/2019   13    13,476 
Chaparral Energy, Inc.  8.75% 7/15/2023   82    33,210 
Concho Resources, Inc.  4.375% 1/15/2025   77    79,818 
Continental Resources, Inc.  3.80% 6/1/2024   75    76,514 
Continental Resources, Inc.  4.50% 4/15/2023   128    133,067 
Continental Resources, Inc.  5.00% 9/15/2022   302    304,868 
Diamondback Energy, Inc.  4.75% 11/1/2024   41    42,076 
Energen Corp.  4.625% 9/1/2021   31    32,046 
Eni SpA (Italy)†(f)  4.15% 10/1/2020   100    101,560 
EQT Corp.  2.869%(3 Mo.
LIBOR + .77
%)# 10/1/2020   89    88,813 
Gazprom OAO Via Gaz Capital SA (Luxembourg)†(f)  6.51% 3/7/2022   100    108,908 
Gulfport Energy Corp.  6.625% 5/1/2023   33    25,905 
Helmerich & Payne, Inc.  4.65% 3/15/2025   101    109,235 
Hess Corp.  3.50% 7/15/2024   36    36,767 
HighPoint Operating Corp.  7.00% 10/15/2022   65    58,825 
Husky Energy, Inc. (Canada)(f)  4.00% 4/15/2024   60    62,885 
Laredo Petroleum, Inc.  5.625% 1/15/2022   90    85,050 
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp.  6.00% 8/1/2026   33    33,165 
Marathon Petroleum Corp.  5.375% 10/1/2022   143    144,792 
MEG Energy Corp. (Canada)†(f)  6.50% 1/15/2025   37    37,879 
Montage Resources Corp.  8.875% 7/15/2023   31    23,870 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                
                 
Motiva Enterprises LLC  5.75% 1/15/2020  $37   $37,323 
Murphy Oil Corp.  6.875% 8/15/2024   17    17,850 
Oasis Petroleum, Inc.  6.875% 3/15/2022   205    192,187 
Occidental Petroleum Corp.  2.70% 8/15/2022   55    55,504 
Occidental Petroleum Corp.  2.90% 8/15/2024   85    85,741 
Occidental Petroleum Corp.  3.637%(3 Mo.
LIBOR + 1.45
%)# 8/15/2022   24    24,162 
Occidental Petroleum Corp.  6.95% 7/1/2024   149    174,920 
Parsley Energy LLC/Parsley Finance Corp.  6.25% 6/1/2024   19    19,713 
Phillips 66  2.732%(3 Mo.
LIBOR + .60
%)# 2/26/2021   19    19,001 
Range Resources Corp.  5.00% 8/15/2022   94    88,595 
Range Resources Corp.  5.00% 3/15/2023   31    27,202 
Range Resources Corp.  5.75% 6/1/2021   23    22,943 
Range Resources Corp.  5.875% 7/1/2022   10    9,625 
Sable Permian Resources Land LLC/AEPB Finance Corp.  13.00% 11/30/2020   27    28,350 
Seven Generations Energy Ltd. (Canada)†(f)  6.75% 5/1/2023   81    82,215 
Seven Generations Energy Ltd. (Canada)†(f)  6.875% 6/30/2023   108    110,970 
SM Energy Co.  6.125% 11/15/2022   60    57,801 
Suncor Energy Ventures Corp. (Canada)†(f)  9.40% 9/1/2021   63    70,346 
Transocean Sentry Ltd.  5.375% 5/15/2023   28    28,070 
WPX Energy, Inc.  5.25% 9/15/2024   15    15,446 
Total              3,220,499 
                 
Oil: Crude Producers 2.23%                
                 
Andeavor Logistics LP/Tesoro Logistics Finance Corp.  5.50% 10/15/2019   38    38,040 
Colonial Pipeline Co.  3.50% 10/15/2020   40    40,309 
Enable Oklahoma Intrastate Transmission LLC  6.25% 3/15/2020   79    80,174 
Energy Transfer Operating LP  4.25% 3/15/2023   99    103,516 
Kinder Morgan Inc/DE  3.583%(3 Mo.
LIBOR + 1.28
%)# 1/15/2023   110    111,031 
Midwest Connector Capital Co. LLC  3.625% 4/1/2022   53    54,388 
Midwest Connector Capital Co. LLC  3.90% 4/1/2024   47    49,542 
MPLX LP  3.202%(3 Mo.
LIBOR + 1.10
%)# 9/9/2022   77    77,254 
MPLX LP  5.25% 1/15/2025   165    174,212 
MPLX LP  6.25% 10/15/2022   28    28,722 
MPLX LP  6.375% 5/1/2024   149    156,457 
NGPL PipeCo LLC  4.375% 8/15/2022   92    95,430 
ONEOK, Inc.  7.50% 9/1/2023   62    72,588 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                
                 
Sabine Pass Liquefaction LLC  5.625% 4/15/2023  $500   $543,637 
Sabine Pass Liquefaction LLC  5.75% 5/15/2024   250    278,842 
SemGroup Corp.  7.25% 3/15/2026   96    104,400 
SemGroup Corp. / Rose Rock Finance Corp.  5.625% 11/15/2023   28    28,805 
Spectra Energy Partners LP  4.60% 6/15/2021   5    5,184 
Texas Eastern Transmission LP  2.80% 10/15/2022   14    14,130 
Texas Eastern Transmission LP  4.125% 12/1/2020   5    5,077 
Texas Gas Transmission LLC  4.50% 2/1/2021   25    25,487 
Williams Cos, Inc. (The)  4.50% 11/15/2023   19    20,350 
Williams Cos., Inc. (The)  7.875% 9/1/2021   9    9,911 
Total              2,117,486 
                 
Oil: Integrated Domestic 0.61%                
                 
National Oilwell Varco, Inc.  2.60% 12/1/2022   249    250,498 
Oceaneering International, Inc.  4.65% 11/15/2024   38    35,910 
Schlumberger Holdings Corp.  3.75% 5/1/2024   193    203,407 
SESI LLC  7.125% 12/15/2021   87    59,704 
TechnipFMC plc (United Kingdom)(f)  3.45% 10/1/2022   26    26,507 
Total              576,026 
                 
Paper & Forest Products 0.03%                
                 
West Fraser Timber Co., Ltd. (Canada)†(f)  4.35% 10/15/2024   24    24,915 
                 
Real Estate Investment Trusts 1.87%                
                 
AvalonBay Communities, Inc.  2.733%(3 Mo.
LIBOR + .43
%)# 1/15/2021   400    399,890 
Brandywine Operating Partnership LP  4.10% 10/1/2024   6    6,316 
Brixmor Operating Partnership LP  3.25% 9/15/2023   49    50,188 
Brixmor Operating Partnership LP  3.65% 6/15/2024   113    117,617 
Brixmor Operating Partnership LP  3.875% 8/15/2022   18    18,714 
China Overseas Finance Cayman V Ltd.  3.95% 11/15/2022   200    206,782 
Corporate Office Properties LP  3.70% 6/15/2021   84    84,966 
EPR Properties  5.25% 7/15/2023   9    9,686 
Equinix, Inc.  5.375% 1/1/2022   8    8,200 
Equinix, Inc.  5.375% 4/1/2023   84    86,075 
Equinix, Inc.  5.375% 5/15/2027   84    90,772 
Equinix, Inc.  5.875% 1/15/2026   116    123,704 
HCP, Inc.  4.00% 12/1/2022   10    10,477 
HCP, Inc.  4.20% 3/1/2024   17    18,296 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                
                 
HCP, Inc.  4.25% 11/15/2023  $3   $3,205 
Highwoods Realty LP  3.20% 6/15/2021   8    8,102 
Highwoods Realty LP  3.625% 1/15/2023   28    29,006 
SITE Centers Corp.  4.625% 7/15/2022   11    11,502 
SL Green Operating Partnership LP  3.25% 10/15/2022   43    43,885 
SL Green Realty Corp.  4.50% 12/1/2022   71    74,788 
Vereit Operating Partnership LP  4.125% 6/1/2021   41    42,086 
Vereit Operating Partnership LP  4.60% 2/6/2024   261    280,505 
VEREIT Operating Partnership LP  4.625% 11/1/2025   45    49,166 
Welltower, Inc.  4.50% 1/15/2024   6    6,486 
Total              1,780,414 
                 
Retail 0.16%                
                 
AutoNation, Inc.  3.50% 11/15/2024   24    24,477 
CEC Entertainment, Inc.  8.00% 2/15/2022   34    32,385 
Dollar Tree, Inc.  3.70% 5/15/2023   18    18,681 
DriveTime Automotive Group, Inc./Bridgecrest Acceptance Corp.  8.00% 6/1/2021   73    74,323 
Total              149,866 
                 
Savings & Loan 0.11%                
                 
People’s United Financial, Inc.  3.65% 12/6/2022   102    105,256 
                 
Steel 0.04%                
                 
Vale Overseas Ltd. (Brazil)(f)  4.375% 1/11/2022   40    41,500 
                 
Technology 0.45%                
                 
Baidu, Inc. (China)(f)  3.875% 9/29/2023   200    208,380 
Baidu, Inc. (China)(f)  4.375% 5/14/2024   200    213,250 
VeriSign, Inc.  4.625% 5/1/2023   8    8,152 
Total              429,782 
                 
Telecommunications 0.44%                
                 
AT&T, Inc.  3.312%(3 Mo.
LIBOR + 1.18
%)# 6/12/2024   119    121,259 
CommScope, Inc.  5.50% 3/1/2024   35    36,181 
Level 3 Parent LLC  5.75% 12/1/2022   31    31,202 
Plantronics, Inc.  5.50% 5/31/2023   29    29,145 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications (continued)                
                 
T-Mobile USA, Inc.  6.00% 4/15/2024  $52   $54,080 
Vodafone Group plc (United Kingdom)(f)  3.75% 1/16/2024   141    148,761 
Total              420,628 
                 
Transportation: Miscellaneous 0.16%                
                 
Canadian Pacific Railway Co. (Canada)(f)  9.45% 8/1/2021   91    102,166 
Watco Cos. LLC/Watco Finance Corp.  6.375% 4/1/2023   25    25,500 
XPO Logistics, Inc.  6.50% 6/15/2022   25    25,500 
Total              153,166 
Total Corporate Bonds (cost $37,708,592)              38,191,524 
                 
FLOATING RATE LOANS(h) 2.37%                
                 
Aerospace/Defense 0.13%                
                 
Transdigm, Inc. 2018 New Tranche F Term Loan  4.544%(1 Mo.
LIBOR + 2.50
%) 6/9/2023   122    121,924 
                 
Air Transportation 0.28%                
                 
American Airlines, Inc. 2017 Incremental Term Loan B  4.028%(1 Mo.
LIBOR + 2.00
%) 12/14/2023   19    18,723 
American Airlines, Inc. 2017 Replacement Term Loan B  4.044%(1 Mo.
LIBOR + 2.00
%) 4/28/2023   94    93,556 
American Airlines, Inc. New 2017 Replacement Term Loan  4.049%(1 Mo.
LIBOR + 2.00
%) 10/12/2021   157    157,121 
Total              269,400 
                 
Computer Software 0.05%                
                 
Infor (US), Inc. Tranche B6 Term Loan  4.854%(3 Mo.
LIBOR + 2.75
%) 2/1/2022   24    24,416 
Sophia LP Term Loan B  5.354%(3 Mo.
LIBOR + 3.25
%) 9/30/2022   24    23,901 
Total              48,317 
                 
Drugs 0.10%                
                 
NVA Holdings, Inc. 1st Lien Term Loan B3  4.794%(1 Mo.
LIBOR + 2.75
%) 2/2/2025   94    94,117 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power 0.12%                
                 
AES Corp. 2018 Other Term Loan  3.874%(3 Mo.
LIBOR + 1.75
%) 5/31/2022  $6   $5,729 
Pacific Gas and Electric Co. DIP Delayed Draw Term Loan  1.125%(1 Mo.
LIBOR + 1.13
%) 12/31/2020   15    15,150 
Pacific Gas and Electric Co. DIP Initial Term Loan  2.25%(1 Mo.
LIBOR + 2.25
%) 12/31/2020   44    44,440 
Vistra Operations Co. LLC Initial Term Loan  4.044%(1 Mo.
LIBOR + 2.00
%) 8/4/2023   51    51,115 
Total              116,434 
                 
Electrical Equipment 0.10%                
                 
Marvell Technology Group Ltd Term Loan A  3.435%(1 Mo.
LIBOR + 1.38
%) 6/4/2021   90    90,109(i) 
                 
Entertainment 0.05%                
                 
CEOC LLC Term Loan B  4.044%(1 Mo.
LIBOR + 2.00
%) 10/6/2024   25    24,853 
GLP Capital, LP Incremental Tranche A1 Term Loan  3.544%(1 Mo.
LIBOR + 1.50
%) 4/28/2021   21    21,276(i) 
Total              46,129 
                 
Financial Services 0.27%                
                 
Delos Finance SARL 2018 New Term Loan (Luxembourg)(f)  3.854%(3 Mo.
LIBOR + 1.75
%) 10/6/2023   34    33,775 
Flying Fortress Holdings LLC 2018 New Term Loan  3.854%(3 Mo.
LIBOR + 1.75
%) 10/30/2022   226    227,279 
Total              261,054 
                 
Government 0.04%                
                 
Seminole Tribe of Florida, Inc. 2018 Replacement Term Loan B  3.794%(1 Mo.
LIBOR + 1.75
%) 7/8/2024   40    40,101 
                 
Health Care Services 0.03%                
                 
Jaguar Holding Co. I LLC 2018 Term Loan  4.544%(1 Mo.
LIBOR + 2.50
%) 8/18/2022   26    25,775 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 0.01%                
                 
FHC Health Systems, Inc. Initial Term Loan  6.113%(3 Mo.
LIBOR + 4.00
%) 12/23/2021  $5   $5,006 
                 
Investment Management Companies 0.03%                
                 
RPI Finance Trust Term Loan A4  3.544%(1 Mo.
LIBOR + 1.50
%) 5/4/2022   28    28,158 
                 
Leisure 0.24%                
                 
Life Time Fitness, Inc. 2017 Refinancing Term Loan  4.874%(3 Mo.
LIBOR + 2.75
%) 6/10/2022   228    228,275 
                 
Lodging 0.01%                
                 
MGM Resorts International Term Loan A  4.044%(1 Mo.
LIBOR + 2.00
%) 12/21/2023   12    11,970(i) 
                 
Media 0.15%                
                 
Charter Communications Operating LLC Term Loan A2  3.604%(3 Mo.
LIBOR + 1.50
%) 3/31/2023   146    145,416 
                 
Metal Fabricating 0.00%                
                 
Doncasters U.S. Finance LLC 2nd Lien Term Loan  10.354%(3 Mo.
LIBOR + 8.25
%) 10/9/2020   8    2,092 
                 
Miscellaneous 0.08%                
                 
HCA Inc. Tranche B11 Term Loan  3.794%(1 Mo.
LIBOR + 1.75
%) 3/17/2023   56    56,071 
Utex Industries, Inc. 1st Lien Initial Term Loan  6.044%(1 Mo.
LIBOR + 4.00
%) 5/22/2021   14    11,738 
Utex Industries, Inc. 2nd Lien Initial Term Loan  9.294%(1 Mo.
LIBOR + 7.25
%) 5/22/2022   6    4,680(i) 
Total              72,489 
                 
Oil 0.02%                
                 
Petroleos Mexicanos Term Loan (Mexico)(f)  2.875%(1 Mo.
LIBOR + .85
%) 2/14/2020   20    19,925(i) 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers 0.10%                
                 
Oneok, Inc. Term Loan A  3.07%(1 Wk. LIBOR + 1.13%) 11/19/2021  $95   $94,941(i) 
                 
Real Estate Investment Trusts 0.11%                
                 
Invitation Homes Operating Partnership LP Initial Term Loan  3.746%(1 Mo.
LIBOR + 1.70
%) 2/6/2022   106    103,880(i) 
                 
Retail 0.16%                
                 
Comfort Holding LLC 1st Lien Initial Term Loan  6.794%(1 Mo.
LIBOR + 4.75
%) 2/5/2024   21    21,274(i) 
Panera Bread Co. Term Loan  3.813%(1 Mo.
LIBOR + 1.75
%) 7/18/2022   138    134,875 
Total              156,149 
                 
Technology 0.16%                
                 
Symantec Holdings Ltd. Term Loan A5  3.90%(2 Mo.
LIBOR + 1.75
%) 8/1/2021   118    117,490 
Uber Technologies, Inc. 2018 Refinancing Term Loan  5.554%(1 Mo.
LIBOR + 3.50
%) 7/13/2023   38    37,393 
Total              154,883 
                 
Telecommunications 0.09%                
                 
CenturyLink, Inc. Initial Term Loan A  4.794%(1 Mo.
LIBOR + 2.75
%) 11/1/2022   82    82,273 
                 
Wholesale 0.04%                
                 
Core & Main LP Initial Term Loan  4.85% (2 Mo.
LIBOR + 2.75%)-4.881
% 8/1/2024   40    39,670 
Total Floating Rate Loans (cost $2,264,018)              2,258,487 
                 
FOREIGN GOVERNMENT OBLIGATIONS 0.40%                
                 
Argentina 0.02%                
                 
Republic of Argentina(f)  4.625% 1/11/2023   47    19,811 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Bermuda 0.23%                
                 
Government of Bermuda  4.854% 2/6/2024  $200   $219,502 
                 
Romania 0.15%                
                 
Republic of Romania†(f)  4.875% 1/22/2024   70    77,070 
Republic of Romania†(f)  6.75% 2/7/2022   56    61,661 
Total              138,731 
Total Foreign Government Obligations (cost $391,064)          378,044 
                 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.36% 
                 
Government National Mortgage Assoc. 2014-109 A  2.325% 1/16/2046   9    9,201 
Government National Mortgage Assoc. 2014-112 A  3.00%#(j) 1/16/2048   5    5,476 
Government National Mortgage Assoc. 2014-135 AS  2.30% 2/16/2047   14    13,940 
Government National Mortgage Assoc. 2014-64 A  2.20% 2/16/2045   12    11,961 
Government National Mortgage Assoc. 2014-64 IO  1.058%#(j) 12/16/2054   186    8,964 
Government National Mortgage Assoc. 2014-78 A  2.20% 4/16/2047   1(a)    500 
Government National Mortgage Assoc. 2014-78 IO  0.562%#(j) 3/16/2056   50    1,415 
Government National Mortgage Assoc. 2015-48 AS  2.90%#(j) 2/16/2049   24    24,676 
Government National Mortgage Assoc. 2015-73 AC  2.90%#(j) 2/16/2053   37    37,958 
Government National Mortgage Assoc. 2017 20 AS  2.50% 2/16/2057   54    54,703 
Government National Mortgage Assoc. 2017 23 AB  2.60% 12/16/2057   37    37,297 
Government National Mortgage Assoc. 2017-100 AS  2.75% 2/16/2058   47    47,901 
Government National Mortgage Assoc. 2017-168 AS  2.70% 8/16/2058   167    169,008 
Government National Mortgage Assoc. 2017-22 GA  2.60%#(j) 8/16/2051   27    27,305 
Government National Mortgage Assoc. 2017-28 AB  2.50% 10/16/2051   64    64,146 
Government National Mortgage Assoc. 2017-44 AD  2.65% 11/17/2048   56    56,907 
Government National Mortgage Assoc. 2017-51 AS  2.75% 4/16/2058   87    88,542 
Government National Mortgage Assoc. 2017-53 B  2.75% 3/16/2050   85    86,122 
Government National Mortgage Assoc. 2017-54 AD  2.75% 1/16/2057   81    81,784 
Government National Mortgage Assoc. 2017-61 A  2.60% 8/16/2058   58    58,265 
Government National Mortgage Assoc. 2017-69 AS  2.75% 2/16/2058   72    72,683 
Government National Mortgage Assoc. 2017-71 AS  2.70% 4/16/2057   47    47,765 
Government National Mortgage Assoc. 2017-72 AM  2.60% 9/16/2051   29    28,969 
Government National Mortgage Assoc. 2017-74 AS  2.60% 10/16/2057   29    29,084 
Government National Mortgage Assoc. 2017-76 AS  2.65% 11/16/2050   59    59,053 
Government National Mortgage Assoc. 2017-89 AB  2.60% 7/16/2058   46    46,703 
Government National Mortgage Assoc. 2017-90 AS  2.70% 7/16/2057   63    64,092 
Government National Mortgage Assoc. 2017-92 AS  2.75% 6/16/2058   58    58,526 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $1,283,573)    1,292,946 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 0.17% 
                 
Federal Home Loan Mortgage Corp.  4.525%(12 Mo.
LIBOR + 1.81
%)# 6/1/2041  $8   $8,456 
Federal Home Loan Mortgage Corp.  4.708%(12 Mo.
LIBOR + 1.90
%)# 12/1/2040   10    10,661 
Federal Home Loan Mortgage Corp.  4.787%(12 Mo.
LIBOR + 1.84
%)# 6/1/2042   5    5,076 
Federal National Mortgage Assoc.  2.665%(12 Mo.
LIBOR + 1.60
%)# 12/1/2045   6    6,446 
Federal National Mortgage Assoc.  2.719%(12 Mo.
LIBOR + 1.60
%)# 12/1/2045   24    24,487 
Federal National Mortgage Assoc.  2.822%(12 Mo.
LIBOR + 1.60
%)# 10/1/2045   7    7,417 
Federal National Mortgage Assoc.  2.922%(12 Mo.
LIBOR + 1.72
%)# 6/1/2042   16    15,828 
Federal National Mortgage Assoc.  3.684%(12 Mo.
LIBOR + 1.82
%)# 1/1/2042   24    24,991 
Federal National Mortgage Assoc.  4.345%(12 Mo.
LIBOR + 1.80
%)# 10/1/2040   (a)    427 
Federal National Mortgage Assoc.  4.603%(12 Mo.
LIBOR + 1.78
%)# 3/1/2042   8    8,496 
Federal National Mortgage Assoc.  4.62%(12 Mo.
LIBOR + 1.81
%)# 12/1/2040   (a)    968 
Federal National Mortgage Assoc.  4.648%(12 Mo.
LIBOR + 1.81
%)# 12/1/2040   2    1,758 
Federal National Mortgage Assoc.  4.755%(12 Mo.
LIBOR + 1.78
%)# 10/1/2036   23    24,586 
Federal National Mortgage Assoc.  4.814%(12 Mo.
LIBOR + 1.82
%)# 4/1/2040   16    16,798 
Total Government Sponsored Enterprises Pass-Throughs (cost $157,719)  156,395 
                 
MUNICIPAL BONDS 0.15%                
                 
Miscellaneous                
                 
State of Illinois  4.95% 6/1/2023   72    74,929 
State of Illinois  6.125% 7/1/2021   65    67,675 
Total Municipal Bonds (cost $141,589)              142,604 
                 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 24.08% 
                 
Americold LLC 2010-ARTA A1  3.847% 1/14/2029   16    16,522 
AOA Mortgage Trust 2015-1177 A  2.957% 12/13/2029   100    100,927 
AREIT Trust 2018-CRE2 A  3.008%(1 Mo.
LIBOR + .98
%)# 11/14/2035   169    168,954 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
Atrium Hotel Portfolio Trust 2017-ATRM A  2.958%(1 Mo.
LIBOR + .93
%)# 12/15/2036  $100   $99,951 
Atrium Hotel Portfolio Trust 2018-ATRM A  2.978%(1 Mo.
LIBOR + .95
%)# 6/15/2035   100    100,193 
Atrium Hotel Portfolio Trust 2018-ATRM B  3.458%(1 Mo.
LIBOR + 1.43
%)# 6/15/2035   100    100,101 
Atrium Hotel Portfolio Trust 2018-ATRM C  3.678%(1 Mo.
LIBOR + 1.65
%)# 6/15/2035   100    100,166 
Aventura Mall Trust 2013-AVM C  3.867%#(j) 12/5/2032   100    101,203 
BAMLL Trust 2011-FSHN A  4.42% 7/11/2033   100    102,955 
Bancorp Commercial Mortgage Trust (The) 2018-CR3 A  2.878%(1 Mo.
LIBOR + .85
%)# 1/15/2033   40    40,167 
Bancorp Commercial Mortgage Trust 2019-CRE5 A  3.028%(1 Mo.
LIBOR + 1.00
%)# 3/15/2036   94    94,489 
BB-UBS Trust 2012-TFT A  2.892% 6/5/2030   200    199,907 
BB-UBS Trust 2012-TFT B  3.584%#(j) 6/5/2030   100    99,313 
BB-UBS Trust 2012-TFT C  3.584%#(j) 6/5/2030   100    99,136 
BBCMS Mortgage Trust 2018-TALL A  2.75%(1 Mo.
LIBOR + .72
%)# 3/15/2037   200    199,802 
BBCMS Mortgage Trust 2018-TALL E  4.465%(1 Mo.
LIBOR + 2.44
%)# 3/15/2037   132    132,555 
BBCMS Trust 2015-STP A  3.323% 9/10/2028   55    55,322 
BBCMS Trust 2018-BXH A  3.028%(1 Mo.
LIBOR + 1.00
%)# 10/15/2037   68    68,384 
BDS 2018-FL1 A  2.875%(1 Mo.
LIBOR + .85
%)# 1/15/2035   28    28,057 
BDS 2018-FL2 A  2.975%(1 Mo.
LIBOR+ .95
%)# 8/15/2035   97    97,269 
Benchmark Mortgage Trust 2019-B12 TCA  3.555%#(j) 8/15/2052   203    208,936(e) 
Benchmark Mortgage Trust 2019-B12 TCB  3.555%#(j) 8/15/2052   225    226,595(e) 
BX Commercial Mortgage Trust 2018-BIOA A  2.699%(1 Mo.
LIBOR + .67
%)# 3/15/2037   209    208,920 
BX Trust 2017-SLCT B  3.228%(1 Mo.
LIBOR + 1.20
%)# 7/15/2034   2    2,030 
BX Trust 2017-SLCT D  4.078%(1 Mo.
LIBOR + 2.05
%)# 7/15/2034   62    62,127 
BX Trust 2017-SLCT E  5.178%(1 Mo.
LIBOR + 3.15
%)# 7/15/2034   51    51,318 
BX Trust 2018-BILT A  2.828%(1 Mo.
LIBOR + .80
%)# 5/15/2030   46    45,899 
BX Trust 2018-BILT D  3.798%(1 Mo.
LIBOR + 1.77
%)# 5/15/2030   19    19,043 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
BX Trust 2018-GW A  2.828%(1 Mo.
LIBOR + .80
%)# 5/15/2035  $29   $28,982 
BX Trust 2018-GW D  3.798%(1 Mo.
LIBOR + 1.77
%)# 5/15/2035   15    15,071 
BXP Trust 2017-CQHP A  2.878%(1 Mo.
LIBOR + .85
%)# 11/15/2034   43    42,911 
Caesars Palace Las Vegas Trust 2017-VICI A  3.531% 10/15/2034   371    385,933 
Caesars Palace Las Vegas Trust 2017-VICI B  3.835% 10/15/2034   190    198,021 
Caesars Palace Las Vegas Trust 2017-VICI C  4.138% 10/15/2034   166    173,626 
Caesars Palace Las Vegas Trust 2017-VICI C IO  0.968%#(j) 10/15/2034   1,000    23,308 
Caesars Palace Las Vegas Trust 2017-VICI D  4.499%#(j) 10/15/2034   40    41,925 
Caesars Palace Las Vegas Trust 2017-VICI D IO  0.538%#(j) 10/15/2034   1,000    11,895 
Caesars Palace Las Vegas Trust 2017-VICI E  4.499%#(j) 10/15/2034   300    310,924 
CCRESG Commercial Mortgage Trust 2016-HEAT B  4.114% 4/10/2029   29    29,421 
CCRESG Commercial Mortgage Trust 2016-HEAT B IO  0.888%#(j) 12/10/2054   187    8,436 
CCRESG Commercial Mortgage Trust 2016-HEAT C  4.919% 4/10/2029   29    29,617 
CFCRE Commercial Mortgage Trust 2016-C6 XA IO  1.31%#(j) 11/10/2049   190    12,594 
CFCRE Commercial Mortgage Trust 2018-TAN A  4.236% 2/15/2033   134    142,491 
Chesapeake Funding LLC CF 2019 CF1 65B  4.14% 5/15/2052   102    105,320 
Chesapeake Funding LLC CF 2019 CF1 65C  4.123% 5/15/2052   176    177,739 
CHT Mortgage Trust 2017-CSMO A  2.958%(1 Mo.
LIBOR + 0.93
%)# 11/15/2036   789    790,063 
CHT Mortgage Trust 2017-CSMO B  3.428%(1 Mo.
LIBOR + 1.40
%)# 11/15/2036   100    100,140 
CHT Mortgage Trust 2017-CSMO D  4.278%(1 Mo.
LIBOR + 2.25
%)# 11/15/2036   100    100,315 
Citigroup Commercial Mortgage Trust 2012-GC8 A4  3.024% 9/10/2045   223    228,420 
Citigroup Commercial Mortgage Trust 2013-375P A  3.251% 5/10/2035   100    103,754 
Citigroup Commercial Mortgage Trust 2013-375P A IO  0.50%#(j) 6/10/2048   952    18,107 
Citigroup Commercial Mortgage Trust 2013-375P B  3.635%#(j) 5/10/2035   110    113,901 
Citigroup Commercial Mortgage Trust 2013-375P B IO  Zero Coupon#(j) 7/15/2027   46,545    382 
Citigroup Commercial Mortgage Trust 2015-GC27 AAB  2.944% 2/10/2048   10    10,217 
Commercial Mortgage Pass-Through Certificates 2012-CR3 B  3.922% 10/15/2045   200    204,798 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A2  3.40% 10/5/2030   100    101,666 
Commercial Mortgage Pass-Through Certificates 2013-CR12 A3  3.765% 10/10/2046   47    49,472 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A4  3.101% 3/10/2046   10    10,274 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A4  3.213% 3/10/2046  $78   $80,778 
Commercial Mortgage Pass-Through Certificates 2013-CR8 A5  3.612%#(j) 6/10/2046   28    29,334 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1  1.873% 4/12/2035   79    78,487 
Commercial Mortgage Pass-Through Certificates 2014-CR18 A5  3.828% 7/15/2047   170    181,907 
Commercial Mortgage Pass-Through Certificates 2014-CR19 A4  3.532% 8/10/2047   33    34,863 
Commercial Mortgage Pass-Through Certificates 2014-CR19 A4 IO  0.25%#(j) 9/10/2047   2,000    15,029 
Commercial Mortgage Pass-Through Certificates 2014-LC15 A3  3.727% 4/10/2047   100    105,937 
Commercial Mortgage Pass-Through Certificates 2014-LC15 A3 IO  0.822%#(j) 7/10/2050   93    2,180 
Commercial Mortgage Pass-Through Certificates 2014-UBS3 A4  3.819% 6/10/2047   13    13,829 
Commercial Mortgage Pass-Through Certificates 2016-GCT C  3.577%#(j) 8/10/2029   319    323,115 
Commercial Mortgage Pass-Through Certificates 2016-GCT C IO  1.548%#(j) 8/10/2049   56    4,077 
Commercial Mortgage Pass-Through Certificates 2016-GCT D  3.577%#(j) 8/10/2029   100    100,860 
Commercial Mortgage Pass-Through Certificates 2016-GCT D IO  0.939%#(j) 2/10/2034   954    14,869 
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO  0.784% 8/10/2029   4,000    44,740 
Credit Suisse Commercial Mortgage Securities Corp. 2019-SKLZ A  3.278%(1 Mo.
LIBOR + 1.25
%)# 1/15/2034   50    50,150 
Credit Suisse Commercial Mortgage Securities Corp. 2019-SKLZ A IO  0.697%#(j) 9/15/2037   1,000    27,690 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1  5.466% 5/15/2023   15    14,985 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2  5.538% 5/15/2023   200    201,283 
Credit Suisse Mortgage Capital Certificates 2017-HD A  2.978%(1 Mo.
LIBOR + .95
%)# 2/15/2031   50    49,956 
Credit Suisse Mortgage Capital Certificates 2017-HD D  4.528%(1 Mo.
LIBOR + 2.50
%)# 2/15/2031   50    49,873 
Credit Suisse Mortgage Capital Certificates 2017-LSTK A  2.761% 4/5/2033   364    365,067 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
Credit Suisse Mortgage Capital Certificates 2017-LSTK B  3.03% 4/5/2033  $50   $50,169 
Credit Suisse Mortgage Capital Certificates 2017-LSTK C  3.229% 4/5/2033   50    50,053 
Credit Suisse Mortgage Capital Certificates 2017-LSTK D  3.442%#(j) 4/5/2033   50    50,011 
Credit Suisse Mortgage Capital Certificates 2017-MOON A  3.197% 7/10/2034   60    61,700 
Credit Suisse Mortgage Capital Certificates 2017-MOON B  3.303%#(j) 7/10/2034   50    51,045 
Credit Suisse Mortgage Capital Certificates 2017-MOON B IO  0.09%#(j) 7/10/2034   28,675    27,227 
Credit Suisse Mortgage Capital Certificates 2017-MOON C  3.303%#(j) 7/10/2034   109    110,435 
Credit Suisse Mortgage Capital Certificates 2017-MOON D  3.303%#(j) 7/10/2034   50    50,394 
Credit Suisse Mortgage Capital Certificates 2019-ICE4 A  3.008%(1 Mo.
LIBOR + .98
%)# 5/15/2036   434    434,498 
Credit Suisse Mortgage Capital Certificates 2019-ICE4 B  3.258%(1 Mo.
LIBOR + 1.23
%)# 5/15/2036   178    178,210 
Credit Suisse Mortgage Capital Certificates 2019-ICE4 C  3.458%(1 Mo.
LIBOR + 1.43
%)# 5/15/2036   190    190,230 
Credit Suisse Mortgage Capital Certificates 2019-ICE4 C IO  1.941%#(j) 1/15/2049   976    78,549 
Credit Suisse Mortgage Capital Certificates Trust 2017-PFHP A  2.978%(1 Mo.
LIBOR + .95
%)# 12/15/2030   50    49,976 
CSAIL Commercial Mortgage Trust 2015-C4 A2  3.157% 11/15/2048   10    10,044 
CSAIL Commercial Mortgage Trust 2015-C4 A2 IO  1.631%#(j) 8/10/2049   195    16,179 
DBGS Mortgage Trust 2018-BIOD A  2.831%(1 Mo.
LIBOR + .80
%)# 5/15/2035   93    92,959 
DBUBS Mortgage Trust 2011-LC2A A4  4.537% 7/10/2044   100    102,657 
DBWF Mortgage Trust 2015-LCM A1  2.998% 6/10/2034   16    16,622 
DBWF Mortgage Trust 2016-85T XA IO  0.116%#(j) 12/10/2036   3,140    11,116 
DBWF Mortgage Trust 2018-AMXP A  3.873%#(j) 5/5/2035   325    339,456 
DBWF Mortgage Trust 2018-AMXP B  4.122%#(j) 5/5/2035   100    104,208 
DBWF Mortgage Trust 2018-AMXP C  3.956%#(j) 5/5/2035   100    101,946 
DBWF Mortgage Trust 2018-GLKS A  3.087%(1 Mo.
LIBOR + 1.03
%)# 11/19/2035   134    134,286 
DBWF Mortgage Trust 2018-GLKS B  3.407%(1 Mo.
LIBOR + 1.35
%)# 11/19/2035   100    100,184 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
DBWF Mortgage Trust 2018-GLKS C  3.807%(1 Mo.
LIBOR + 1.75
%)# 11/19/2035  $100   $100,187 
DBWF Mortgage Trust 2018-GLKS D  4.457%(1 Mo.
LIBOR + 2.40
%)# 11/19/2035   100    100,282 
GRACE Mortgage Trust 2014-GRCE A  3.369% 6/10/2028   100    101,576 
Great Wolf Trust 2017-WOLF A  2.878%(1 Mo.
LIBOR + .85
%)# 9/15/2034   912    912,571 
GS Mortgage Securities Corp. II 2012-BWTR A  2.954% 11/5/2034   214    219,309 
GS Mortgage Securities Corp. II 2012-BWTR A IO  0.244%#(j) 2/10/2037   1,590    16,934(e) 
GS Mortgage Securities Corp. II 2012-TMSQ A  3.007% 12/10/2030   100    102,286 
GS Mortgage Securities Corp. Trust 2016-RENT C  4.202%#(j) 2/10/2029   100    101,329 
GS Mortgage Securities Corp. Trust 2017-GPTX A  2.856% 5/10/2034   100    100,463 
GS Mortgage Securities Corp. Trust 2017-STAY A  2.878%(1 Mo.
LIBOR + .85
%)# 7/15/2032   100    100,017 
GS Mortgage Securities Corp. Trust 2018-FBLU A  2.978%(1 Mo.
LIBOR + .95
%)# 11/15/2035   133    133,131 
GS Mortgage Securities Corp. Trust 2018-RIVR A  2.978%(1 Mo.
LIBOR + .95
%)# 7/15/2035   100    100,295 
GS Mortgage Securities Corp. Trust 2019-BOCA A  3.228%(1 Mo.
LIBOR + 1.20
%)# 6/15/2038   174    174,466 
GS Mortgage Securities Corp. Trust 2019-BOCA A IO  2.125%#(j) 1/10/2045   287    9,667 
GS Mortgage Securities Corp. Trust 2019-BOCA B  3.528%(1 Mo.
LIBOR + 1.50
%)# 6/15/2038   100    100,269 
GS Mortgage Securities Trust 2011-GC5 B  5.556%#(j) 8/10/2044   107    112,002 
GS Mortgage Securities Trust 2012-GCJ7 B  4.74% 5/10/2045   20    20,931 
GS Mortgage Securities Trust 2013-G1 A2  3.557%#(j) 4/10/2031   100    102,217 
GS Mortgage Securities Trust 2013-G1 A2 IO  0.33%#(j) 11/10/2048   1,082    14,077 
GS Mortgage Securities Trust 2013-GC14 A5  4.243% 8/10/2046   100    107,354 
GS Mortgage Securities Trust 2014-GC18 A4  4.074% 1/10/2047   151    162,337 
GS Mortgage Securities Trust 2016-GS4 225A  2.636% 11/10/2029   15    15,028(e) 
GS Mortgage Securities Trust 2016-GS4 225C  3.778% 11/10/2029   26    26,398(e) 
GS Mortgage Securities Trust 2016-GS4 225D  4.766% 11/10/2029   35    36,146(e) 
Hawaii Hotel Trust 2019-MAUI A  3.178%(1 Mo.
LIBOR + 1.15
%)# 5/15/2038   190    190,560 
Hawaii Hotel Trust 2019-MAUI B  3.478%(1 Mo.
LIBOR + 1.45
%)# 5/15/2038   100    100,295 
Hilton Orlando Trust 2018-ORL A  2.798%(1 Mo.
LIBOR + .77
%)# 12/15/2034   41    41,018 
Hilton Orlando Trust 2018-ORL D  3.728%(1 Mo.
LIBOR + 1.70
%)# 12/15/2034   34    34,050 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
HMH Trust 2017-NSS A  3.062% 7/5/2031  $100   $101,643 
HMH Trust 2017-NSS B  3.343% 7/5/2031   100    101,887 
HMH Trust 2017-NSS C  3.787% 7/5/2031   100    101,304 
HMH Trust 2017-NSS D  4.723% 7/5/2031   100    102,314 
HMH Trust 2017-NSS D IO  1.417%#(j) 8/5/2034   1,000    33,480 
Hudsons Bay Simon JV Trust 2015-HB7 A7  3.914% 8/5/2034   100    102,208 
Hudsons Bay Simon JV Trust 2015-HB7 B7  4.666% 8/5/2034   179    180,799 
Irvine Core Office Trust 2013-IRV A1  2.068% 5/15/2048   20    19,952 
Irvine Core Office Trust 2013-IRV A2  3.279%#(j) 5/15/2048   27    28,053 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 B  4.819%#(j) 5/15/2045   11    11,568 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A  3.905% 5/5/2030   182    187,571 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C14 A4  4.133%#(j) 8/15/2046   32    34,229 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C14 A4 IO  1.149%#(j) 1/15/2048   826    31,335 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2  3.046% 4/15/2047   (a)    229 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A4  3.997% 4/15/2047   76    81,633 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A  3.429% 6/10/2027   200    201,227 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C28 A2  2.773% 10/15/2048   35    35,373 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C28 A2 IO  0.876%#(j) 12/15/2049   957    31,963 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO  0.673%#(j) 7/15/2048   875    23,072 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C32 ASB  3.358% 11/15/2048   33    34,297 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI A  2.798% 10/5/2031   225    227,287 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI B  3.201% 10/5/2031   25    25,314 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C  3.554% 10/5/2031   20    20,276 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI C IO  0.791%#(j) 10/5/2031   1,000    10,600 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI D  4.143%#(j) 10/5/2031   35    35,705 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI D IO  1.223%#(j) 9/15/2050  $989   $61,228 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-WIKI E  4.143%#(j) 10/5/2031   12    12,151 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK A  3.392% 6/5/2032   67    68,454 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK B  3.795% 6/5/2032   27    27,581 
JPMorgan Chase Commercial Mortgage Securities Trust 2017-MARK C  4.171%#(j) 6/5/2032   20    20,410 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-BCON A  3.735% 1/5/2031   243    254,181 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ A  3.028%(1 Mo.
LIBOR + 1.00
%)# 6/15/2032   16    16,329 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ B  3.328%(1 Mo.
LIBOR + 1.30
%)# 6/15/2032   65    65,340 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ B IO  1.285%#(j) 6/15/2032   20,156    54,347 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ C  3.628%(1 Mo.
LIBOR + 1.60
%)# 6/15/2032   50    50,123 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ E  5.028%(1 Mo.
LIBOR + 3.00
%)# 6/15/2035   10    9,705 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC A  3.228%(1 Mo.
LIBOR + 1.20
%)# 4/15/2031   90    90,213 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC B  3.928%(1 Mo.
LIBOR + 1.90
%)# 4/15/2031   24    24,052 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC C  4.328%(1 Mo.
LIBOR + 2.30
%)# 4/15/2031   18    18,055 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-PTC D  5.148%(1 Mo.
LIBOR + 3.12
%)# 4/15/2031   10    10,038 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFL  3.017%(1 Mo.
LIBOR + .95
%)# 7/5/2033   45    45,042 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFX  4.248% 7/5/2033   138    147,772 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFX  4.549% 7/5/2033   41    43,983 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFL  3.717%(1 Mo.
LIBOR + 1.65
%)# 7/5/2033   16    16,036 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX  4.95% 7/5/2033   54    58,009 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT DFL  4.317%(1 Mo.
LIBOR + 2.25
%)# 7/5/2033  $16   $16,062 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT DFX  5.35% 7/5/2033   62    66,762 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON A  3.884% 1/5/2034   84    89,451 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON B  4.235% 1/5/2034   24    25,550 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON C  4.536% 1/5/2034   22    23,415 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON C IO  1.51%#(j) 1/5/2034   3,332    171,832 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON D  5.038% 1/5/2034   23    24,424 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON UES B  4.142% 5/5/2032   105    111,889 
JPMorgan Chase Commercial Mortgage Securities Trust 2019-ICON XA IO  2.031%#(j) 3/10/2049   900    55,139 
LoanCore Issuer Ltd. 2019-CRE3 A  3.078%(1 Mo.
LIBOR + 1.05
%)# 4/15/2034   210    210,165 
LoanCore Issuer Ltd. 2019-CRE3 AS  3.398%(1 Mo.
LIBOR + 1.37
%)# 4/15/2034   44    44,059 
LSTAR Commercial Mortgage Trust 2017-5 A1  2.417% 3/10/2050   32    32,210 
LSTAR Commercial Mortgage Trust 2017-5 A2  2.776% 3/10/2050   100    100,789 
LSTAR Commercial Mortgage Trust 2017-5 A3  4.50% 3/10/2050   100    106,365 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1  2.117% 10/15/2030   34    34,205 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A2  3.277% 10/15/2030   100    101,294 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A2 IO  0.802%#(j) 7/15/2050   471    11,438 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 A4  4.299%#(j) 8/15/2046   139    148,422 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4  2.918% 2/15/2046   10    10,220 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4 IO  1.562%#(j) 11/15/2049   965    70,980 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 ASB  3.479% 5/15/2048   21    21,850 
Morgan Stanley Capital Barclays Bank Trust 2016-MART B  2.48% 9/13/2031   50    49,816 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

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 C  2.817% 9/13/2031  $100   $99,887 
Morgan Stanley Capital Barclays Bank Trust 2016-MART XCP IO  Zero Coupon(j) 9/13/2031   9,863    99 
Morgan Stanley Capital I Trust 2014-CPT A  3.35% 7/13/2029   140    142,508 
Morgan Stanley Capital I Trust 2014-CPT A IO  1.133%#(j) 8/15/2049   1,000    60,649 
Morgan Stanley Capital I Trust 2014-MP A  3.469% 8/11/2033   100    102,478 
Morgan Stanley Capital I Trust 2015-UBS8 ASB  3.626% 12/15/2048   12    12,604 
Motel 6 Trust 2017-MTL6 E  5.278%(1 Mo.
LIBOR + 3.25
%)# 8/15/2034   181    182,300 
Motel 6 Trust 2017-MTL6 F  6.278%(1 Mo.
LIBOR + 4.25
%)# 8/15/2034   55    56,081 
MSCG Trust 2015-ALDR A1  2.612% 6/7/2035   15    15,451 
MSCG Trust 2016-SNR A  3.46%#(j) 11/15/2034   49    49,228 
MSCG Trust 2016-SNR B  4.181% 11/15/2034   28    28,423 
MSCG Trust 2016-SNR C  5.205% 11/15/2034   21    21,711 
Natixis Commercial Mortgage Securities Trust 2018-285M A  3.917%#(j) 11/15/2032   98    102,179 
Natixis Commercial Mortgage Securities Trust 2018-285M B  3.917%#(j) 11/15/2032   24    24,943 
New Orleans Hotel Trust 2019-HNLA A  3.016%(1 Mo.
LIBOR + .99
%)# 4/15/2032   150    149,981 
New Orleans Hotel Trust 2019-HNLA D  4.066%(1 Mo.
LIBOR + 2.04
%)# 4/15/2032   100    100,253 
Palisades Center Trust 2016-PLSD A  2.713% 4/13/2033   10    10,008 
Palisades Center Trust 2016-PLSD D  4.737% 4/13/2033   77    74,174 
Prima Capital CRE Securitization 2015-5A C  4.50% 12/24/2050   121    120,023 
Prima Capital CRE Securitization Ltd. 2016-6A A  2.85% 8/24/2040   127    126,894 
RAIT Trust 2017-FL7 A  2.978%(1 Mo.
LIBOR + .95
%)# 6/15/2037   30    30,041 
RBS Commercial Funding, Inc. Trust 2013-SMV A  3.26% 3/11/2031   100    102,548 
Ready Capital Mortgage Financing LLC 2019-FL3 A  3.018%(1 Mo.
LIBOR + 1.00
%)# 3/25/2034   124    124,312 
ReadyCap Commercial Mortgage Trust 2015-2 A  3.804% 6/25/2055   14    14,454 
ReadyCap Commercial Mortgage Trust 2018-4 A  3.39% 2/27/2051   91    90,922 
ReadyCap Mortgage Trust 2016-3 A  2.94% 11/20/2038   13    12,953 
ReadyCap Mortgage Trust 2016-3 A IO  0.456%#(j) 2/15/2041   4,149    119,923 
RETL 2019-RVP A  3.178%(1 Mo.
LIBOR + 1.15
%)# 3/15/2036   66    66,176 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
RETL 2019-RVP C  4.128%(1 Mo.
LIBOR + 2.10
%)# 3/15/2036  $50   $50,223 
Shelter Growth CRE Issuer Ltd. 2018-FL1 A  3.028%(1 Mo.
LIBOR + 1.00
%)# 1/15/2035   22    22,428 
Shelter Growth CRE Issuer Ltd. 2018-FL1 A IO  0.328%#(j) 7/5/2036   1,000    14,660 
Shelter Growth CRE Issuer Ltd. 2019-FL2 A  3.128%(1 Mo.
LIBOR + 1.10
%)# 5/15/2036   131    131,124 
Shelter Growth CRE Issuer Ltd. 2019-FL2 AS  3.478%(1 Mo.
LIBOR + 1.45
%)# 5/15/2036   41    41,063 
SLIDE 2018-FUN A  2.928%(1 Mo.
LIBOR + .90
%)# 6/15/2031   68    68,115 
SLIDE 2018-FUN B  3.278%(1 Mo.
LIBOR + 1.25
%)# 6/15/2031   15    14,606 
SLIDE 2018-FUN B IO  0.976%#(j) 12/15/2020   1,614    18,623(e) 
SLIDE 2018-FUN C  3.578%(1 Mo.
LIBOR + 1.55
%)# 6/15/2031   13    12,679 
SLIDE 2018-FUN D  3.878%(1 Mo.
LIBOR + 1.85
%)# 6/15/2031   19    19,579 
Stonemont Portfolio Trust 2017-MONT D  4.094%(1 Mo.
LIBOR + 2.05
%)# 8/20/2030   97    96,753 
Stonemont Portfolio Trust 2017-MONT E  4.794%(1 Mo.
LIBOR + 2.75
%)# 8/20/2030   144    144,315 
Stonemont Portfolio Trust 2017-MONT F  5.644%(1 Mo.
LIBOR + 3.60
%)# 8/20/2030   93    93,093 
Stonemont Portfolio Trust 2017-MONT XCP IO  Zero Coupon(j) 8/20/2030   14,750    295 
UBS-BAMLL Trust 2012-WRM D  4.379%#(j) 6/10/2030   100    98,474 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A4  3.525% 5/10/2063   34    35,080 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A4  3.091% 8/10/2049   30    30,657 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A4 IO  1.09%#(j) 3/10/2046   857    22,650 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A5  2.85% 12/10/2045   200    204,050 
UBS-Barclays Commercial Mortgage Trust 2013-C5 A4  3.185% 3/10/2046   77    79,217 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A3  3.595% 1/10/2045   82    83,249 
VNDO Mortgage Trust 2012-6AVE A  2.996% 11/15/2030   300    307,188 
Waikiki Beach Hotel Trust 2019-WBM A  3.078%(1 Mo.
LIBOR + 1.05
%)# 12/15/2033   48    48,089 
Wells Fargo Commercial Mortgage Trust 2010-C1 C  5.783%#(j) 11/15/2043   100    102,523 
Wells Fargo Commercial Mortgage Trust 2010-C1 C IO  0.10%#(j) 6/15/2048   2,000    5,209 
Wells Fargo Commercial Mortgage Trust 2015-C26 ASB  2.991% 2/15/2048   21    21,505 
Wells Fargo Commercial Mortgage Trust 2015-C29 ASB  3.40% 6/15/2048   10    10,371 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A  3.075% 12/15/2048   10    10,060 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
                 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A IO  1.911%#(j) 8/15/2049  $968   $93,925 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B  4.751%#(j) 12/15/2048   36    36,889 
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO  0.865%#(j) 9/15/2048   944    31,522 
Wells Fargo Commercial Mortgage Trust 2018-C44 A2  4.178% 5/15/2051   35    37,318 
West Town Mall Trust 2017-KNOX A  3.823% 7/5/2030   74    75,948 
West Town Mall Trust 2017-KNOX B  4.322% 7/5/2030   31    31,993 
West Town Mall Trust 2017-KNOX B IO  0.521%#(j) 7/5/2030   1,604    15,151 
West Town Mall Trust 2017-KNOX C  4.491%#(j) 7/5/2030   25    25,640 
West Town Mall Trust 2017-KNOX D  4.491%#(j) 7/5/2030   25    25,454 
WF-RBS Commercial Mortgage Trust 2011-C2 A4  4.869%#(j) 2/15/2044   23    24,058 
WF-RBS Commercial Mortgage Trust 2011-C2 A4 IO  1.509%#(j) 6/15/2045   73    1,999 
WF-RBS Commercial Mortgage Trust 2012-C7 A2  3.431% 6/15/2045   50    51,511 
WF-RBS Commercial Mortgage Trust 2012-C7 A2 IO  1.978%#(j) 8/15/2045   328    13,424 
WF-RBS Commercial Mortgage Trust 2012-C7 B  4.904%#(j) 6/15/2045   25    26,180 
WF-RBS Commercial Mortgage Trust 2012-C9 A3  2.87% 11/15/2045   273    278,911 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $22,678,747)     22,916,031 
                 
         Shares
(000)
     
PREFERRED STOCK 0.00%                
                 
Oil                
                 
Templar Energy LLC
(cost $11,819)
         1    (e) 
                
         Principal
Amount
(000)
      
U.S. TREASURY OBLIGATIONS 2.31%                
                 
Government                
                 
U.S. Treasury Note  2.50% 1/31/2021  $933    941,947 
U.S. Treasury Note  1.50% 9/30/2024   952    949,825 
U.S. Treasury Note  1.50% 8/31/2021   304    303,127 
Total              2,194,899 
Total U.S. Treasury Obligations (cost $2,185,627)              2,194,899 
Total Long- Term Investments (cost $90,055,402)              90,908,849 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENTS 5.25%                
                 
COMMERCIAL PAPER 2.54%                
                 
Auto Parts: Original Equipment 0.26%                
                 
Autoliv ASP, Inc.  2.231% 10/1/2019  $250   $250,000 
                 
Automotive 0.44%                
                 
Ford Motor Credit Co.  4.39% 11/25/2019   100    99,366 
Ford Motor Credit Co.  3.91% 12/4/2019   315    313,467 
Total              412,833 
                 
Beverages 0.26%                
                 
Diageo Capital plc  2.231% 10/3/2019   250    249,970 
                 
Electric: Power 0.26%                
                 
CenterPoint Energy, Inc.  2.281% 10/1/2019   250    250,000 
                 
Food 0.53%                
                 
Smithfield Foods, Inc.  2.414% 10/1/2019   250    250,000 
Mondelez International, Inc.  2.211% 10/1/2019   250    250,000 
Total              500,000 
                 
Oil: Crude Producers 0.79%                
                 
Kinder Morgan, Inc.  2.311% 10/1/2019   250    250,000 
Energy Transfer Partners LP  2.739% 10/2/2019   250    249,981 
Energy Transfer Partners LP  2.587% 10/11/2019   250    249,823 
Total              749,804 
Total Commercial Paper (cost $2,412,040)              2,412,607 
                 
CORPORATE BONDS 0.45%              
               
Investment Management Companies 0.21%                
                 
Huarong Finance II Co. Ltd. (Hong Kong)(f)  4.50% 1/16/2020   200    200,988 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 0.24%                
                 
Dollar Tree, Inc.   3.003%(3 Mo.
LIBOR + .70
%)# 4/17/2020  $230   $230,043 
Total Corporate Bonds (cost $430,787)              431,031 
                 
REPURCHASE AGREEMENT 2.26%                
                 
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $2,150,000 of U.S. Treasury Note at 2.625% due 7/15/2021; value: $2,196,930; proceeds: $2,152,937
(cost $2,152,874)
         2,153    2,152,874 
Total Short-Term Investments (cost $4,995,701)              4,996,512 
Total Investments in Securities 100.79% (cost $95,051,103)          95,905,361 
Less Unfunded Loan Commitments (0.01)% (cost $15,000)          (15,150)
Net Investments 100.78% (cost $95,036,103)              95,890,211 
Liabilities in Excess of Cash, Foreign Cash and Other Assets(k) (0.78%)          (738,274)
Net Assets 100.00%             $95,151,937 

 

 
CAD Canadian dollar.
IO Interest Only.
LIBOR London Interbank Offered Rate.
PIK Payment-in-kind.
SOFR Secured Over Night Financing Rate.
Units More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2019, the total value of Rule 144A securities was $49,355,906, which represents 51.87% of net assets.
# Variable rate security. The interest rate represents the rate in effect at September 30, 2019.
(a) Amount is less than $1,000.
(b) Investment in non-U.S. dollar denominated securities.
(c) Variable Rate is Fixed to Float: Rate remains fixed until designated future date.
(d) Amount represents less than 1,000 shares.
(e) Level 3 Investment as described in Note 2(b) in the Notes to Financials. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(f) Foreign security traded in U.S. dollars.
(g) Security is perpetual in nature and has no stated maturity.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

(h) 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, 2019.
(i) Level 3 Investment as described in Note 2(b) in the Notes to Financials. 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.
(j) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(k) Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at September 30, 2019:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Canadian dollar  Sell  State Street Bank and Trust  12/13/2019  151,000  $113,725   $114,109   $(384)

 

Open Futures Contracts at September 30, 2019:

 

Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Appreciation
 
U.S. 5-Year Treasury Note  December 2019  7  Short   (839,714)   (834,039)  $5,675 
                         
Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  December 2019  69  Long   14,904,660    14,869,500   $(35,160)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

The following is a summary of the inputs used as of September 30, 2019 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Long-Term Investments                    
Asset-Backed Securities  $   $23,312,451   $   $23,312,451 
Common Stock           45    45 
Convertible Bonds       65,423        65,423 
Corporate Bonds       38,191,524        38,191,524 
Floating Rate Loans                    
Electrical Equipment           90,109    90,109 
Entertainment       24,853    21,276    46,129 
Lodging           11,970    11,970 
Miscellaneous       67,809    4,680    72,489 
Oil           19,925    19,925 
Oil: Crude Producers           94,941    94,941 
Real Estate Investment Trusts           103,880    103,880 
Retail       134,875    21,274    156,149 
Remaining Industries       1,662,895        1,662,895 
Less Unfunded Loan Commitments       (15,150)       (15,150)
Foreign Government Obligations       378,044        378,044 
Government Sponsored Enterprises Collateralized Mortgage Obligations       1,292,946        1,292,946 
Government Sponsored Enterprises Pass-Throughs       156,395        156,395 
Municipal Bonds       142,604        142,604 
Non-Agency Commercial Mortgage-Backed Securities       22,367,371    548,660    22,916,031 
Preferred Stock                
U.S. Treasury Obligations       2,194,899        2,194,899 
Short-Term Investments                    
Commercial Paper       2,412,607        2,412,607 
Corporate Bonds       431,031        431,031 
Repurchase Agreement       2,152,874        2,152,874 
Total  $   $94,973,451   $916,760   $95,890,211 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $   $   $ 
Liabilities       (384)       (384)
Futures Contracts                    
Assets   5,675            5,675 
Liabilities   (35,160)           (35,160)
Total  $(29,485)  $(384)  $   $(29,869)

 

 
(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - SHORT DURATION INCOME PORTFOLIO September 30, 2019

 

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

 

Investment Type  Common
Stock
   Floating Rate
Loans
   Non-Agency
Commercial
Mortgage-Backed
Securities
   Preferred
Stock
 
Balance as of January 1, 2019  $   $202,202   $123,384   $ 
Accrued Discounts (Premiums)       592    (11,749)    
Realized Gain (Loss)       43         
Change in Unrealized Appreciation (Depreciation)       463    6,826    (3,761)
Purchases       156,626    430,198    289 
Sales       (116,010)        
Transfers into Level 3   45    124,140        3,472 
Transfers out of Level 3                
Balance as of September 30, 2019  $45   $368,056   $548,659   $ 
Change in unrealized appreciation/depreciation for period ended September 30, 2019, related to Level 3 investments held at September 30, 2019  $   $127   $6,826   $(3,761)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 105.08%                
                 
ASSET-BACKED SECURITIES 18.31%                
                 
Automobiles 8.43%                
                 
ACC Trust 2018-1 B  4.82% 5/20/2021  $289   $291,222 
ACC Trust 2019-1 B  4.47% 10/20/2022   469    479,465 
ACC Trust 2019-1 C  6.41% 2/20/2024   500    514,371 
American Credit Acceptance Receivables Trust 2016-2 C 6.09% 5/12/2022   148    148,113 
American Credit Acceptance Receivables Trust 2018-4 A 3.38% 12/13/2021   648    649,203 
American Credit Acceptance Receivables Trust 2019-2 B 3.05% 5/12/2023   1,089    1,098,364 
AmeriCredit Automobile Receivables Trust 2015-2 D  3.00% 6/8/2021   1,272    1,272,231 
AmeriCredit Automobile Receivables Trust 2016-2 C  2.87% 11/8/2021   2,534    2,539,497 
AmeriCredit Automobile Receivables Trust 2018-2 A2A  2.86% 11/18/2021   1,481    1,483,357 
AmeriCredit Automobile Receivables Trust 2018-3 A2A  3.11% 1/18/2022   496    497,931 
AmeriCredit Automobile Receivables Trust 2018-3 A2B  2.291%(1 Mo.
LIBOR + .25
%)# 1/18/2022   496    496,226 
AmeriCredit Automobile Receivables Trust 2019-1 A2A  2.93% 6/20/2022   844    847,637 
AmeriCredit Automobile Receivables Trust 2019-1 A2B  2.301%(1 Mo.
LIBOR + .26
%)# 6/20/2022   934    933,896 
BMW Vehicle Lease Trust 2019-1 A2  2.79% 3/22/2021   1,036    1,039,302 
BMW Vehicle Owner Trust 2018-A A2A  2.09% 11/25/2020   91    90,943 
California Republic Auto Receivables Trust 2015-2 B  2.53% 6/15/2021   908    907,960 
California Republic Auto Receivables Trust 2015-3 B  2.70% 9/15/2021   120    120,016 
California Republic Auto Receivables Trust 2018-1 A2  2.86% 3/15/2021   274    274,043 
Capital Auto Receivables Asset Trust 2018-1 A3  2.79% 1/20/2022   1,743    1,747,472 
CarMax Auto Owner Trust 2016-3 A3  1.39% 5/17/2021   114    113,868 
CarMax Auto Owner Trust 2018-3 A2A  2.88% 10/15/2021   473    473,913 
Carvana Auto Receivables Trust 2019-1A E  5.64% 1/15/2026   500    520,164 
Chesapeake Funding II LLC 2016-2A A1  1.88% 6/15/2028   174    174,403 
Chesapeake Funding II LLC 2017-2A A1  1.99% 5/15/2029   339    338,478 
Chesapeake Funding II LLC 2017-3A A1  1.91% 8/15/2029   767    766,081 
Chrysler Capital Auto Receivables Trust 2016-AA B  2.88% 6/15/2022   (a)    822 
Chrysler Capital Auto Receivables Trust 2016-AA C  3.25% 6/15/2022   134    134,179 
CPS Auto Receivables Trust 2016-B D  6.58% 3/15/2022   150    156,095 
CPS Auto Receivables Trust 2018-A B  2.77% 4/18/2022   319    319,558 
CPS Auto Receivables Trust 2018-A C  3.05% 12/15/2023   260    261,551 
CPS Auto Receivables Trust 2018-B D  4.26% 3/15/2024   417    431,224 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                
                 
CPS Auto Trust 2018-C A  2.87% 9/15/2021  $287   $287,726 
CPS Auto Trust 2018-C B  3.43% 7/15/2022   331    333,164 
Drive Auto Receivables Trust 2015-BA D  3.84% 7/15/2021   397    397,753 
Drive Auto Receivables Trust 2015-DA D  4.59% 1/17/2023   428    429,175 
Drive Auto Receivables Trust 2016-BA D  4.53% 8/15/2023   817    829,687 
Drive Auto Receivables Trust 2016-CA C  3.02% 11/15/2021   192    192,276 
Drive Auto Receivables Trust 2016-CA D  4.18% 3/15/2024   254    257,913 
Drive Auto Receivables Trust 2017-3 C  2.80% 7/15/2022   663    663,385 
Drive Auto Receivables Trust 2017-AA D  4.16% 5/15/2024   447    454,303 
Drive Auto Receivables Trust 2017-BA E  5.30% 7/15/2024   2,100    2,172,750 
Drive Auto Receivables Trust 2018-3 B  3.37% 9/15/2022   380    380,441 
Drive Auto Receivables Trust 2018-4 A3  3.04% 11/15/2021   331    331,097 
Drive Auto Receivables Trust 2018-5 A2A  3.08% 7/15/2021   71    70,754 
Drive Auto Receivables Trust 2018-5 A2B  2.348%(1 Mo.
LIBOR + .32
%)# 7/15/2021   58    58,035 
Drive Auto Receivables Trust 2019-2 A2A  2.93% 3/15/2022   923    925,425 
Drive Auto Receivables Trust 2019-3 A2A  2.63% 9/15/2022   1,192    1,194,178 
Enterprise Fleet Financing LLC 2017-1 A2  2.13% 7/20/2022   101    101,210 
Enterprise Fleet Financing LLC 2018-1 A2  2.87% 10/20/2023   333    334,606 
First Investors Auto Owner Trust 2017-3A A2  2.41% 12/15/2022   571    571,302 
First Investors Auto Owner Trust 2018-2A A1  3.23% 12/15/2022   483    485,763 
Flagship Credit Auto Trust 2017-3 A  1.88% 10/15/2021   74    74,194 
Flagship Credit Auto Trust 2017-3 B  2.59% 7/15/2022   300    300,312 
Flagship Credit Auto Trust 2017-4 A  2.07% 4/15/2022   185    185,166 
Flagship Credit Auto Trust 2018-1 A  2.59% 6/15/2022   334    334,598 
Flagship Credit Auto Trust 2018-3 A  3.07% 2/15/2023   1,386    1,392,842 
Flagship Credit Auto Trust 2018-3 B  3.59% 12/16/2024   725    739,434 
Ford Credit Auto Owner Trust 2014-2 A  2.31% 4/15/2026   2,909    2,909,044 
Ford Credit Auto Owner Trust 2015-1 A  2.12% 7/15/2026   1,579    1,578,451 
Ford Credit Auto Owner Trust 2017-B A3  1.69% 11/15/2021   1,593    1,590,435 
Foursight Capital Automobile Receivables Trust 2016-1 A2 2.87% 10/15/2021   65    64,571 
Foursight Capital Automobile Receivables Trust 2018-1 A2 2.85% 8/16/2021   105    105,311 
Foursight Capital Automobile Receivables Trust 2018-1 A3 3.24% 9/15/2022   830    834,262 
Foursight Capital Automobile Receivables Trust 2018-1 B 3.53% 4/17/2023   412    418,627 
Foursight Capital Automobile Receivables Trust 2018-1 C 3.68% 8/15/2023   194    198,324 
Honda Auto Receivables Owner Trust 2019-1 A2  2.75% 9/20/2021   2,205    2,214,323 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                
                 
Hyundai Auto Lease Securitization Trust 2017-C A3  2.12% 2/16/2021  $701   $700,489 
Mercedes-Benz Auto Lease Trust 2018-B A2  3.04% 12/15/2020   1,621    1,623,979 
Mercedes-Benz Auto Receivables Trust 2016-1 A3  1.26% 2/16/2021   67    66,913 
Nissan Auto Receivables Owner Trust 2016-A A4  1.59% 7/15/2022   1,768    1,764,492 
Santander Drive Auto Receivables Trust 2015-2 D  3.02% 4/15/2021   490    490,411 
Santander Drive Auto Receivables Trust 2015-2 E  4.02% 9/15/2022   2,074    2,075,489 
Santander Drive Auto Receivables Trust 2017-3 C  2.76% 12/15/2022   192    192,695 
TCF Auto Receivables Owner Trust 2016-PT1A B  2.92% 10/17/2022   598    601,690 
Westlake Automobile Receivables Trust 2018-1A B  2.67% 5/17/2021   614    614,514 
Westlake Automobile Receivables Trust 2019-2A D  3.20% 11/15/2024   575    580,060 
Wheels SPV 2 LLC 2018-1A A2  3.06% 4/20/2027   407    409,016 
World Omni Auto Receivables Trust 2018-D A2A  3.01% 4/15/2022   1,244    1,249,001 
World Omni Select Auto Trust 2018-1A A2  3.24% 4/15/2022   712    714,581 
Total              53,615,752 
                 
Credit Cards 3.12%                
                 
American Express Credit Account Master Trust 2017-1 A  1.93% 9/15/2022   1,415    1,413,951 
American Express Credit Account Master Trust 2018-6 A  3.06% 2/15/2024   5,294    5,407,036 
American Express Credit Account Master Trust 2019-3 B  2.00% 4/15/2025   3,068    3,081,872 
Citibank Credit Card Issuance Trust 2017-A8  1.86% 8/8/2022   5,304    5,299,241 
Synchrony Credit Card Master Note Trust 2015-1 A  2.37% 3/15/2023   2,890    2,893,218 
Synchrony Credit Card Master Note Trust 2018-2 A  3.47% 5/15/2026   767    803,525 
World Financial Network Credit Card Master Trust 2017-C M  2.66% 8/15/2024   946    947,617 
Total              19,846,460 
                 
Home Equity 0.00%                
                 
Meritage Mortgage Loan Trust 2004-2 M3  2.993%(1 Mo.
LIBOR + .98
%)# 1/25/2035   8    7,778 
New Century Home Equity Loan Trust 2005-A A6  4.688% 8/25/2035   16    15,945 
Total              23,723 
                 
Other 6.76%                
                 
Access Point Funding I  LLC 2017-A  3.06% 4/15/2029   69    69,119 
ALM VII Ltd. 2012-7A A2R2  4.153%(3 Mo.
LIBOR +1.85
%)# 7/15/2029   1,468    1,467,803 
Apidos CLO XVI 2013-16A CR  5.303%(3 Mo.
LIBOR + 3.00
%)# 1/19/2025   250    250,469 
Ares XLI Clo Ltd. 2016-41A AR  3.503%(3 Mo.
LIBOR + 1.20
%)# 1/15/2029   2,400    2,402,314 
Ares XLI Clo Ltd. 2016-41A B  4.103%(3 Mo.
LIBOR + 1.80
%)# 1/15/2029   600    601,537 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
Ascentium Equipment Receivables Trust 2016-2A B  2.50% 9/12/2022  $161   $161,403 
Ascentium Equipment Receivables Trust 2017-1A A3  2.29% 6/10/2021   105    105,224 
Avery Point IV CLO Ltd. 2014-1A BR  3.876%(3 Mo.
LIBOR + 1.60
%)# 4/25/2026   322    322,364 
Avery Point VII CLO Ltd. 2015-7A CR  4.753%(3 Mo.
LIBOR + 2.45
%)# 1/15/2028   400    400,438 
Benefit Street Partners CLO IV Ltd. 2014-IVA A1RR  3.528%(3 Mo.
LIBOR + 1.25
%)# 1/20/2029   1,000    1,001,692 
Benefit Street Partners CLO XI 2017-11A A2A  4.053%(3 Mo.
LIBOR + 1.75
%)# 4/15/2029   933    929,483 
Cedar Funding VI CLO Ltd. 2016-6A BR  3.878%(3 Mo.
LIBOR + 1.60
%)# 10/20/2028   650    646,429 
Cent CLO Ltd. 2013-19A A1A  3.586%(3 Mo.
LIBOR + 1.33
%)# 10/29/2025   499    499,078 
Conn’s Receivables Funding LLC 2017-B C  5.95% 11/15/2022   1,063    1,073,293 
Diamond Resorts Owner Trust 2016-1 A  3.08% 11/20/2028   44    44,669 
Diamond Resorts Owner Trust 2017-1A B  4.11% 10/22/2029   309    315,259 
DLL LLC 2018-ST2 A2  3.14% 10/20/2020   930    931,940 
DRB Prime Student Loan Trust 2015-D A2  3.20% 1/25/2040   608    619,134 
Fairstone Financial Issuance Trust I 2019-1A B†(b)  5.084% 3/21/2033  CAD500    380,979(c) 
Halcyon Loan Advisors Funding Ltd. 2015-2A CR  4.426%(3 Mo.
LIBOR + 2.15
%)# 7/25/2027  $250    249,867 
Hardee’s Funding LLC 2018-1A A2II  4.959% 6/20/2048   1,158    1,203,173 
ICG US CLO Ltd. 2015-2A AR  3.172%(3 Mo.
LIBOR + .85
%)# 1/16/2028   1,231    1,226,223 
Jamestown CLO IX Ltd. 2016-9A BR  4.928%(3 Mo.
LIBOR + 2.65
%)# 10/20/2028   750    750,578 
Jamestown CLO VII Ltd. 2015-7A CR  4.876%(3 Mo.
LIBOR + 2.60
%)# 7/25/2027   611    604,604 
KKR CLO Ltd.18 B  4.00%(3 Mo.
LIBOR + 1.70
%)# 7/18/2030   920    913,389 
LCM XXII Ltd. 22A-A1  3.758%(3 Mo.
LIBOR + 1.48
%)# 10/20/2028   318    319,050 
LCM XXIV Ltd. 24A A  3.588%(3 Mo.
LIBOR + 1.31
%)# 3/20/2030   679    680,867 
Longtrain Leasing III LLC 2015-1A A2  4.06% 1/15/2045   753    780,958 
Madison Park Funding XXI Ltd. 2016-21A A1  3.806%(3 Mo.
LIBOR + 1.53
%)# 7/25/2029   324    324,164 
Massachusetts Educational Financing Authority 2008-1 A1 3.226%(3 Mo.
LIBOR + .95
%)# 4/25/2038   496    499,089 
ME Funding LLC 2019-1 A2  6.448% 7/30/2049   762    792,724 
Mountain Hawk III CLO Ltd. 2014-3A AR  3.50%(3 Mo.
LIBOR + 1.20
%)# 4/18/2025   1,281    1,282,287 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
Mountain View CLO X Ltd. 2015-10A BR  3.653%(3 Mo.
LIBOR + 1.35
%)# 10/13/2027  $623   $617,849 
Navient Private Education Refi Loan Trust 2018-DA A2A  4.00% 12/15/2059   570    596,766 
OHA Loan Funding Ltd. 2016-1A B1  4.078%(3 Mo.
LIBOR + 1.80
%)# 1/20/2028   1,574    1,575,556 
OneMain Financial Issuance Trust 2016-1A A  3.66% 2/20/2029   102    102,631 
Orec Ltd. 2018-CRE1 A  3.208%(1 Mo.
LIBOR + 1.18
%)# 6/15/2036   1,030    1,032,008 
Palmer Square Loan Funding Ltd. 2018-1A A1  2.903%(3 Mo.
LIBOR + .60
%)# 4/15/2026   872    869,110 
Palmer Square Loan Funding Ltd. 2018-1A A2  3.353%(3 Mo.
LIBOR + 1.05
%)# 4/15/2026   414    408,844 
Palmer Square Loan Funding Ltd. 2018-1A B  3.703%(3 Mo.
LIBOR + 1.40
%)# 4/15/2026   314    306,636 
Palmer Square Loan Funding Ltd. 2018-5A A2  3.678%(3 Mo.
LIBOR + 1.40
%)# 1/20/2027   255    253,442 
Pennsylvania Higher Education Assistance Agency 2006-1 B  2.546%(3 Mo.
LIBOR + .27
%)# 4/25/2038   255    240,368 
PFS Financing Corp. 2018-B  3.08% 2/15/2023   469    471,221 
Regatta VI Funding Ltd. 2016-1A CR  4.328%(3 Mo.
LIBOR + 2.05
%)# 7/20/2028   485    486,249 
SCF Equipment Leasing LLC 2017-2A A  3.41% 12/20/2023   234    236,685 
SCF Equipment Leasing LLC 2018-1A A2  3.63% 10/20/2024   790    796,122 
SCF Equipment Leasing LLC 2019-1A C  3.92% 11/20/2026   2,132    2,199,516 
Shackleton CLO Ltd. 2016-9A B  4.178%(3 Mo.
LIBOR + 1.90
%)# 10/20/2028   499    499,038 
Shackleton CLO Ltd. 2019-14A A2  4.178%(3 Mo.
LIBOR + 1.90
%)# 7/20/2030   1,687    1,686,293 
SLC Student Loan Trust 2008-1 A4A  3.719%(3 Mo.
LIBOR + 1.60
%)# 12/15/2032   1,179    1,205,290 
SLM Private Education Loan Trust 2010-A 2A  5.278%(1 Mo.
LIBOR + 3.25
%)# 5/16/2044   2    2,484 
SLM Student Loan Trust 2011-1 A1  2.538%(1 Mo.
LIBOR + .52
%)# 3/25/2026   5    4,940 
Sound Point CLO XI Ltd. 2016-1A AR  3.378%(3 Mo.
LIBOR + 1.10
%)# 7/20/2028   591    591,714 
Sound Point CLO XV Ltd. 2017-1A C  4.759%(3 Mo.
LIBOR + 2.50
%)# 1/23/2029   570    570,234 
Sound Point CLO XVII 2017-3A A2  3.878%(3 Mo.
LIBOR + 1.60
%)# 10/20/2030   1,779    1,753,782 
TCI-Symphony CLO Ltd. 2016-1A A  3.783%(3 Mo.
LIBOR + 1.48
%)# 10/13/2029   250    250,310 
Textainer Marine Containers VII Ltd. 2019-1A A  3.96% 4/20/2044   631    642,412 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                
                 
Towd Point Asset Trust 2018-SL1 A  2.745%(1 Mo.
LIBOR + .60
%)# 1/25/2046  $823   $815,387 
Towd Point Mortgage Trust 2019-HY2 A1  3.018%(1 Mo.
LIBOR + 1.00
%)# 5/25/2058   654    659,853 
TPG Real Estate Finance Issuer Ltd. 2018-FL2 A  3.155%(1 Mo.
LIBOR + 1.13
%)# 11/15/2037   1,050    1,051,286 
Westgate Resorts LLC 2018-1A A  3.38% 12/20/2031   328    331,674 
Wingstop Funding LLC 2018-1 A2  4.97% 12/5/2048   846    879,335 
Total              42,986,635 
Total Asset-Backed Securities (cost $115,847,003)              116,472,570 
                 
CORPORATE BONDS 30.37%                
                 
Aerospace/Defense 0.25%                
                 
Boeing Co. (The)  3.25% 2/1/2035   324    338,032 
Embraer Netherlands Finance BV (Netherlands)(d)  5.05% 6/15/2025   10    10,969 
Kratos Defense & Security Solutions, Inc.  6.50% 11/30/2025   277    296,390 
TransDigm, Inc.  6.375% 6/15/2026   891    940,005 
Total              1,585,396 
                 
Apparel 0.10%                
                 
PVH Corp.  7.75% 11/15/2023   561    645,551 
                 
Auto Parts: Original Equipment 0.22%                
                 
Aptiv plc (Ireland)(d)  4.35% 3/15/2029   225    243,507 
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.  8.50% 5/15/2027   597    605,955 
ZF North America Capital, Inc.  4.75% 4/29/2025   517    539,408 
Total              1,388,870 
                 
Automotive 0.93%                
                 
Aston Martin Capital Holdings Ltd. (Jersey)†(d)  6.50% 4/15/2022   200    176,985 
Daimler Finance North America LLC  3.10% 8/15/2029   1,150    1,163,386 
Ford Motor Co.  7.45% 7/16/2031   1,597    1,833,632 
General Motors Co.  6.60% 4/1/2036   1,574    1,806,608 
Tesla, Inc.  5.30% 8/15/2025   1,062    957,128 
Total              5,937,739 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional 5.64%                
                 
Banco de Credito e Inversiones SA (Chile)†(d)  3.50% 10/12/2027  $535   $560,881 
Bank of America Corp.  3.593%(3 Mo.
LIBOR + 1.37
%)# 7/21/2028   4,055    4,290,337 
Bank of America Corp.  3.95% 4/21/2025   250    265,434 
Bank of America Corp.  4.00% 1/22/2025   728    773,844 
Bank of America Corp.  4.45% 3/3/2026   315    343,584 
Citigroup, Inc.  3.887%(3 Mo.
LIBOR + 1.56
%)# 1/10/2028   2,023    2,166,534 
Citigroup, Inc.  3.98%(3 Mo.
LIBOR + 1.34
%)# 3/20/2030   1,294    1,411,835 
Citigroup, Inc.  4.45% 9/29/2027   552    602,764 
Danske Bank A/S (Denmark)†(d)  4.375% 6/12/2028   231    249,140 
Goldman Sachs Group, Inc. (The)  4.223%(3 Mo.
LIBOR + 1.30
%)# 5/1/2029   491    536,066 
Goldman Sachs Group, Inc. (The)  6.25% 2/1/2041   588    817,124 
JPMorgan Chase & Co.  3.54%(3 Mo.
LIBOR + 1.38
%)# 5/1/2028   553    583,005 
JPMorgan Chase & Co.  3.782%(3 Mo.
LIBOR + 1.34
%)# 2/1/2028   4,159    4,458,555 
Macquarie Group Ltd. (Australia)†(d)  4.654%(3 Mo.
LIBOR + 1.73
%)# 3/27/2029   1,431    1,592,263 
Morgan Stanley  3.625% 1/20/2027   1,405    1,486,056 
Morgan Stanley  3.875% 1/27/2026   1,525    1,637,487 
Morgan Stanley  4.00% 7/23/2025   1,779    1,920,140 
Morgan Stanley  7.25% 4/1/2032   84    120,003 
Popular, Inc.  6.125% 9/14/2023   107    116,769 
Santander UK plc (United Kingdom)†(d)  5.00% 11/7/2023   223    237,150 
Santander UK plc (United Kingdom)(d)  7.95% 10/26/2029   902    1,159,856 
Toronto-Dominion Bank (The) (Canada)(d)  3.625%(5 Yr Swap + 2.21%)# 9/15/2031   2,985    3,085,275 
Turkiye Garanti Bankasi AS (Turkey)†(d)  5.875% 3/16/2023   700    705,528 
UBS AG  7.625% 8/17/2022   1,234    1,393,303 
UBS AG (Switzerland)(d)  5.125% 5/15/2024   1,399    1,509,418 
Wachovia Corp.  7.574% 8/1/2026   596    757,164 
Wells Fargo Bank NA  5.85% 2/1/2037   1,880    2,497,596 
Wells Fargo Bank NA  6.60% 1/15/2038   437    624,381 
Total              35,901,492 
                 
Beverages 0.67%                
                 
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc.  4.70% 2/1/2036   1,902    2,203,161 
Anheuser-Busch InBev Worldwide, Inc.  4.75% 1/23/2029   1,192    1,389,186 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Beverages (continued)                
                 
Becle SAB de CV (Mexico)†(d)  3.75% 5/13/2025  $350   $361,111 
Fomento Economico Mexicano SAB de CV (Mexico)(d)  4.375% 5/10/2043   300    342,671 
Total              4,296,129 
                 
Biotechnology Research & Production 0.09%                
                 
Gilead Sciences, Inc.  4.60% 9/1/2035   485    576,102 
                 
Business Services 0.42%                
                 
Adani Ports & Special Economic Zone Ltd. (India)†(d)  4.00% 7/30/2027   275    281,802 
Ahern Rentals, Inc.  7.375% 5/15/2023   618    529,162 
Garda World Security Corp. (Canada)†(d)  8.75% 5/15/2025   586    604,811 
PayPal Holdings, Inc.  2.85% 10/1/2029   633    636,381 
United Rentals North America, Inc.  4.875% 1/15/2028   592    617,900 
Total              2,670,056 
                 
Chemicals 0.79%                
                 
Ashland LLC  6.875% 5/15/2043   272    313,480 
CF Industries, Inc.  4.95% 6/1/2043   619    608,941 
CNAC HK Finbridge Co. Ltd. (Hong Kong)(d)  3.50% 7/19/2022   580    587,186 
CNAC HK Finbridge Co. Ltd. (Hong Kong)(d)  4.125% 7/19/2027   1,300    1,369,118 
Orbia Advance Corp. SAB de CV (Mexico)†(d)  4.875% 9/19/2022   205    215,252 
Phosagro OAO Via Phosagro Bond Funding DAC (Ireland)†(d)  3.949% 4/24/2023   960    987,027 
Tronox, Inc.  6.50% 4/15/2026   969    927,817 
Total              5,008,821 
                 
Coal 0.19%                
                 
Indika Energy Capital III Pte Ltd. (Singapore)†(d)  5.875% 11/9/2024   640    625,897 
Warrior Met Coal, Inc.  8.00% 11/1/2024   586    609,806 
Total              1,235,703 
                 
Computer Hardware 0.37%                
                 
Dell International LLC/EMC Corp.  5.45% 6/15/2023   251    273,483 
Dell International LLC/EMC Corp.  6.02% 6/15/2026   158    178,310 
Dell International LLC/EMC Corp.  8.35% 7/15/2046   1,189    1,569,528 
Diebold Nixdorf, Inc.  8.50% 4/15/2024   328    310,370 
Total              2,331,691 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Computer Software 0.17%                
                 
Oracle Corp.  6.125% 7/8/2039  $768   $1,086,585 
                 
Construction/Homebuilding 0.49%                
                 
Century Communities, Inc.  6.75% 6/1/2027   871    937,631 
Toll Brothers Finance Corp.  4.35% 2/15/2028   588    610,050 
TRI Pointe Group, Inc.  5.25% 6/1/2027   310    312,325 
William Lyon Homes, Inc.  5.875% 1/31/2025   935    949,025 
Williams Scotsman International, Inc.  6.875% 8/15/2023   281    295,050 
Total              3,104,081 
                 
Containers 0.09%                
                 
Mauser Packaging Solutions Holding Co.  7.25% 4/15/2025   628    596,003 
                 
Drugs 0.23%                
                 
AbbVie, Inc.  4.875% 11/14/2048   496    548,424 
Bausch Health Americas, Inc.  9.25% 4/1/2026   526    598,977 
Bayer Corp.  6.65% 2/15/2028   271    331,101 
Total              1,478,502 
                 
Electric: Integrated 0.05%                
                 
Empresas Publicas de Medellin ESP (Colombia)†(d)  4.25% 7/18/2029   280    295,092 
                 
Electric: Power 2.22%                
                 
Ausgrid Finance Pty Ltd. (Australia)†(d)  4.35% 8/1/2028   1,000    1,095,809 
Berkshire Hathaway Energy Co.  3.80% 7/15/2048   1,120    1,216,194 
Calpine Corp.  5.75% 1/15/2025   297    305,539 
Cleco Corporate Holdings LLC  3.375% 9/15/2029   480    481,574 
Cleco Corporate Holdings LLC  4.973% 5/1/2046   419    478,001 
Dayton Power & Light Co. (The)  3.95% 6/15/2049   210    231,789 
Dominion Energy South Carolina, Inc.  6.05% 1/15/2038   510    704,661 
Dominion Energy South Carolina, Inc.  6.625% 2/1/2032   246    336,882 
Electricite de France SA (France)†(d)  5.00% 9/21/2048   762    915,843 
Emirates Semb Corp., Water & Power Co. PJSC (United Arab Emirates)†(d)  4.45% 8/1/2035   275    305,052 
Entergy Arkansas LLC  4.20% 4/1/2049   729    845,713 
Entergy Louisiana LLC  4.00% 3/15/2033   1,201    1,372,557 
Exelon Generation Co. LLC  5.60% 6/15/2042   238    283,707 
Exelon Generation Co. LLC  5.75% 10/1/2041   298    357,271 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                
                 
Exelon Generation Co. LLC  6.25% 10/1/2039  $294   $372,421 
FirstEnergy Transmission LLC  4.55% 4/1/2049   817    963,205 
Interstate Power & Light Co.  3.60% 4/1/2029   572    613,432 
Massachusetts Electric Co.  4.004% 8/15/2046   501    549,500 
Minejesa Capital BV (Netherlands)†(d)  4.625% 8/10/2030   250    257,906 
Pennsylvania Electric Co.  3.60% 6/1/2029   597    635,233 
Perusahaan Listrik Negara PT (Indonesia)†(d)  3.875% 7/17/2029   853    884,423 
PSEG Power LLC  8.625% 4/15/2031   347    490,789 
Vistra Operations Co. LLC  4.30% 7/15/2029   442    454,133 
Total              14,151,634 
                 
Electrical Equipment 0.44%                
                 
Broadcom Corp./Broadcom Cayman Finance Ltd.  3.625% 1/15/2024   244    249,811 
Broadcom, Inc.  3.625% 10/15/2024   2,475    2,520,643 
Total              2,770,454 
                 
Electronics 0.00%                
                 
Trimble, Inc.  4.90% 6/15/2028   13    14,120 
                 
Engineering & Contracting Services 0.15%                
                 
China Railway Resources Huitung Ltd. (Hong Kong)(d)  3.85% 2/5/2023   900    936,166 
                 
Entertainment 0.35%                
                 
Penn National Gaming, Inc.  5.625% 1/15/2027   1,223    1,265,805 
Stars Group Holdings BV/Stars Group US Co-Borrower LLC (Netherlands)†(d)  7.00% 7/15/2026   885    944,737 
Total              2,210,542 
                 
Financial Services 1.82%                
                 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)  3.50% 1/15/2025   1,388    1,417,567 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)  3.875% 1/23/2028   916    948,247 
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)(d)  4.875% 1/16/2024   523    565,138 
Affiliated Managers Group, Inc.  3.50% 8/1/2025   125    129,622 
Affiliated Managers Group, Inc.  4.25% 2/15/2024   248    264,839 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                
                 
Air Lease Corp.  3.625% 12/1/2027  $1,420   $1,465,599 
Ally Financial, Inc.  8.00% 11/1/2031   231    320,513 
Brightsphere Investment Group, Inc.  Zero Coupon  7/27/2026   489    510,490 
GE Capital International Funding Co. Unlimited Co. (Ireland)(d)  4.418% 11/15/2035   1,785    1,875,455 
Global Aircraft Leasing Co. Ltd. PIK 7.25%  6.50% 9/15/2024   950    964,250 
International Lease Finance Corp.  5.875% 8/15/2022   156    170,978 
Navient Corp.  6.75% 6/25/2025   869    898,329 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.  4.50% 3/15/2027   541    580,561 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.  4.875% 4/15/2045   677    709,571 
SURA Asset Management SA (Colombia)†(d)  4.375% 4/11/2027   700    742,882 
Total              11,564,041 
                 
Food 0.46%                
                 
Albertsons Cos, Inc./Safeway, Inc./Albertsons LP/Albertsons LLC  6.625% 6/15/2024   287    302,068 
Arcor SAIC (Argentina)†(d)  6.00% 7/6/2023   297    261,360 
Chobani LLC/Chobani Finance Corp., Inc.  7.50% 4/15/2025   638    614,075 
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.  6.50% 4/15/2029   1,093    1,215,962 
Minerva Luxembourg SA (Luxembourg)†(d)  5.875% 1/19/2028   503    505,616 
Total              2,899,081 
                 
Foreign Government 0.11%                
                 
CBB International Sukuk Co. 6 Spc (Bahrain)†(d)  5.25% 3/20/2025   680    716,125 
                 
Health Care Services 0.60%                
                 
Acadia Healthcare Co., Inc.  6.50% 3/1/2024   550    574,750 
CHS/Community Health Systems, Inc.  8.00% 11/15/2019   605    605,378 
CommonSpirit Health  3.347% 10/1/2029   851    862,368 
HCA, Inc.  5.25% 6/15/2026   828    923,373 
Providence St Joseph Health Obligated Group(e)  2.532% 10/1/2029   222    221,767 
Surgery Center Holdings, Inc.  10.00% 4/15/2027   318    323,565 
Tenet Healthcare Corp.  6.25% 2/1/2027   286    297,769 
Total              3,808,970 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Household Equipment/Products 0.02%                
                 
Kimberly-Clark de Mexico SAB de CV (Mexico)†(d)  3.80% 4/8/2024  $100   $100,197 
                 
Insurance 0.49%                
                 
HUB International Ltd.  7.00% 5/1/2026   598    616,687 
Radian Group, Inc.  4.875% 3/15/2027   918    931,770 
Teachers Insurance & Annuity Association of America  4.90% 9/15/2044   1,250    1,557,120 
Total              3,105,577 
                 
Leisure 0.30%                
                 
Carnival plc  7.875% 6/1/2027   277    360,087 
Royal Caribbean Cruises Ltd.  3.70% 3/15/2028   1,539    1,579,010 
Total              1,939,097 
                 
Lodging 0.15%                
                 
Wyndham Destinations, Inc.  5.75% 4/1/2027   866    938,527 
                 
Machinery: Agricultural 0.48%                
                 
BAT Capital Corp.  4.39% 8/15/2037   1,045    1,016,364 
MHP Lux SA (Luxembourg)†(d)  6.25% 9/19/2029   665    642,822 
MHP Lux SA (Luxembourg)†(d)  6.95% 4/3/2026   370    383,906 
Reynolds American, Inc.  5.70% 8/15/2035   891    996,387 
Total              3,039,479 
                 
Machinery: Industrial/Specialty 0.43%                
                 
Kennametal, Inc.  4.625% 6/15/2028   553    588,824 
nVent Finance Sarl (Luxembourg)(d)  4.55% 4/15/2028   2,038    2,130,702 
Total              2,719,526 
                 
Manufacturing 0.29%                
                 
General Electric Co.  2.667%(3 Mo.
LIBOR + .38
%)# 5/5/2026   717    646,140 
General Electric Co.  6.15% 8/7/2037   199    245,462 
Siemens Financieringsmaatschappij NV (Netherlands)†(d)  2.35% 10/15/2026   954    951,675 
Total              1,843,277 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 1.48%                
                 
AMC Networks, Inc.  4.75% 8/1/2025  $289   $299,115 
CCO Holdings LLC/CCO Holdings Capital Corp.  5.00% 2/1/2028   596    617,605 
Cox Communications, Inc.  4.50% 6/30/2043   531    565,939 
Cox Communications, Inc.  4.70% 12/15/2042   455    495,746 
Cox Communications, Inc.  8.375% 3/1/2039   694    1,029,242 
DISH DBS Corp.  7.75% 7/1/2026   600    612,900 
Gray Television, Inc.  7.00% 5/15/2027   1,130    1,245,768 
Myriad International Holdings BV (Netherlands)†(d)  5.50% 7/21/2025   770    859,496 
Scripps Escrow, Inc.  5.875% 7/15/2027   603    613,553 
Time Warner Cable LLC  6.55% 5/1/2037   110    132,313 
Time Warner Cable LLC  7.30% 7/1/2038   1,393    1,779,253 
Time Warner Entertainment Co. LP  8.375% 7/15/2033   502    695,024 
VTR Finance BV (Chile)†(d)  6.875% 1/15/2024   455    469,788 
Total              9,415,742 
                 
Metals & Minerals: Miscellaneous 1.11%                
                 
Anglo American Capital plc (United Kingdom)†(d)  4.00% 9/11/2027   1,457    1,508,080 
Anglo American Capital plc (United Kingdom)†(d)  4.75% 4/10/2027   1,530    1,651,667 
Barrick North America Finance LLC  7.50% 9/15/2038   200    277,968 
Corp. Nacional del Cobre de Chile (Chile)†(d)  4.50% 9/16/2025   700    767,139 
Freeport-McMoRan, Inc.  3.875% 3/15/2023   614    620,140 
Glencore Finance Canada Ltd. (Canada)†(d)  5.55% 10/25/2042   1,347    1,463,383 
Kinross Gold Corp. (Canada)(d)  5.95% 3/15/2024   281    314,172 
MMC Norilsk Nickel OJSC via MMC Finance DAC (Ireland)†(d)  4.10% 4/11/2023   430    442,868 
Total              7,045,417 
                 
Natural Gas 0.38%                
                 
Dominion Energy Gas Holdings LLC  4.60% 12/15/2044   1,474    1,744,577 
Piedmont Natural Gas Co., Inc.  3.50% 6/1/2029   605    647,293 
Total              2,391,870 
                 
Oil 2.75%                
                 
Afren plc (United Kingdom)†(d)(f)  6.625% 12/9/2020   244    2,027 
Apache Corp.  4.75% 4/15/2043   922    887,387 
California Resources Corp.  8.00% 12/15/2022   1,124    562,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                
                 
Centennial Resource Production LLC  6.875% 4/1/2027  $608   $609,520 
Ecopetrol SA (Colombia)(d)  4.125% 1/16/2025   1,420    1,502,147 
Ecopetrol SA (Colombia)(d)  5.875% 5/28/2045   289    340,543 
Eni SpA (Italy)†(d)  5.70% 10/1/2040   1,800    2,222,068 
Equinor ASA (Norway)(d)  7.15% 11/15/2025   605    766,858 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(d)  4.95% 2/6/2028   200    218,478 
Hilcorp Energy I LP/Hilcorp Finance Co.  6.25% 11/1/2028   637    595,595 
MEG Energy Corp. (Canada)†(d)  7.00% 3/31/2024   1,290    1,251,300 
Occidental Petroleum Corp.  7.875% 9/15/2031   479    647,508 
Pertamina Persero PT (Indonesia)†(d)  4.70% 7/30/2049   400    415,894 
Petrobras Global Finance BV (Netherlands)†(d)  5.093% 1/15/2030   910    950,404 
Petrobras Global Finance BV (Netherlands)(d)  7.25% 3/17/2044   737    884,032 
Petroleos Mexicanos (Mexico)(d)  4.50% 1/23/2026   956    925,876 
Petroleos Mexicanos (Mexico)(d)  5.35% 2/12/2028   1,320    1,264,732 
Saudi Arabian Oil Co. (Saudi Arabia)†(d)  2.875% 4/16/2024   1,050    1,062,563 
Sinopec Group Overseas Development Ltd.  4.375% 10/17/2023   364    390,365 
SM Energy Co.  6.75% 9/15/2026   714    628,320 
Valero Energy Corp.  10.50% 3/15/2039   668    1,132,924 
YPF SA (Argentina)†(d)  8.50% 7/28/2025   281    221,993 
Total              17,482,534 
                 
Oil: Crude Producers 0.59%                
                 
Abu Dhabi Crude Oil Pipeline LLC (United Arab Emirates)†(d)  4.60% 11/2/2047   320    374,054 
Buckeye Partners LP  6.375%(3 Mo.
LIBOR + 4.02
%)# 1/22/2078   825    618,750 
Colonial Pipeline Co.  4.25% 4/15/2048   714    825,690 
Energy Transfer Operating LP  6.25% 4/15/2049   233    283,295 
Energy Transfer Partners LP/Regency Energy Finance Corp.  5.00% 10/1/2022   23    24,411 
Northern Natural Gas Co.  4.30% 1/15/2049   371    432,706 
Sabine Pass Liquefaction LLC  5.625% 3/1/2025   1,059    1,190,817 
Total              3,749,723 
                 
Oil: Integrated Domestic 1.14%                
                 
Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc.  4.08% 12/15/2047   2,808    2,835,111 
Halliburton Co.  6.70% 9/15/2038   481    638,222 
Halliburton Co.  7.45% 9/15/2039   452    645,028 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic (continued)                
                 
Nine Energy Service, Inc.  8.75% 11/1/2023  $804   $655,260 
Schlumberger Holdings Corp.  4.30% 5/1/2029   1,423    1,560,401 
Transocean Proteus Ltd.  6.25% 12/1/2024   912    930,240 
Total              7,264,262 
                 
Paper & Forest Products 0.09%                
                 
Fibria Overseas Finance Ltd. (Brazil)(d)  4.00% 1/14/2025   552    562,356 
                 
Real Estate Investment Trusts 1.32%                
                 
China Evergrande Group (China)(d)  10.00% 4/11/2023   1,000    903,833 
Country Garden Holdings Co. Ltd. (China)(d)  4.75% 1/17/2023   226    224,877 
Country Garden Holdings Co. Ltd. (China)(d)  4.75% 9/28/2023   374    368,955 
EPR Properties  4.50% 6/1/2027   1,400    1,487,318 
EPR Properties  4.75% 12/15/2026   501    539,052 
Healthcare Trust of America Holdings LP  3.10% 2/15/2030   895    893,610 
Shimao Property Holdings Ltd. (Hong Kong)(d)  4.75% 7/3/2022   500    509,750 
Spirit Realty LP  3.40% 1/15/2030   860    854,409 
VEREIT Operating Partnership LP  4.875% 6/1/2026   2,378    2,636,253 
Total              8,418,057 
                 
Retail 0.14%                
                 
IRB Holding Corp.  6.75% 2/15/2026   917    923,877 
                 
Retail: Specialty 0.15%                
                 
Coty, Inc.  6.50% 4/15/2026   980    953,050 
                 
Steel 0.09%                
                 
Cleveland-Cliffs, Inc.  5.75% 3/1/2025   585    576,225 
                 
Technology 0.57%                
                 
Baidu, Inc. (China)(d)  3.50% 11/28/2022   433    443,768 
Match Group, Inc.  5.625% 2/15/2029   872    938,490 
Netflix, Inc.  6.375% 5/15/2029   1,070    1,182,350 
Tencent Holdings Ltd. (China)†(d)  3.595% 1/19/2028   1,000    1,046,864 
Total              3,611,472 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications 0.77%                
                 
AT&T, Inc.  6.10% 7/15/2040  $237   $296,906 
AT&T, Inc.  6.25% 3/29/2041   1,109    1,406,596 
CommScope, Inc.  8.25% 3/1/2027   627    612,697 
Intelsat Jackson Holdings SA (Luxembourg)(d)  5.50% 8/1/2023   642    602,132 
Ooredoo International Finance Ltd.  3.75% 6/22/2026   300    317,275 
Sprint Capital Corp.  6.875% 11/15/2028   534    583,502 
Verizon Communications, Inc.  3.258%(3 Mo.
LIBOR + 1.10
%)# 5/15/2025   475    482,727 
ViaSat, Inc.  5.625% 4/15/2027   579    609,398 
Total              4,911,233 
                 
Toys 0.15%                
                 
Mattel, Inc.  6.75% 12/31/2025   911    952,851 
                 
Transportation: Miscellaneous 0.42%                
                 
Autoridad del Canal de Panama (Panama)†(d)  4.95% 7/29/2035   200    230,602 
Burlington Northern Santa Fe LLC  4.55% 9/1/2044   1,135    1,365,350 
Burlington Northern Santa Fe LLC  5.75% 5/1/2040   274    369,371 
Pelabuhan Indonesia III Persero PT (Indonesia)†(d)  4.50% 5/2/2023   220    232,693 
Rumo Luxembourg Sarl (Luxembourg)†(d)  7.375% 2/9/2024   458    494,072 
Total              2,692,088 
                 
Utilities 0.21%                
                 
Aegea Finance Sarl (Brazil)†(d)  5.75% 10/10/2024   574    599,118 
Aqua America, Inc.  3.566% 5/1/2029   666    709,857 
Total              1,308,975 
Total Corporate Bonds (cost $183,652,940)              193,154,358 
                 
FOREIGN GOVERNMENT OBLIGATIONS 3.03%                
                 
Angola 0.19%                
                 
Republic of Angola†(d)  8.25% 5/9/2028   525    545,044 
Republic of Angola†(d)  9.50% 11/12/2025   560    630,345 
Total              1,175,389 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Argentina 0.08%                
                 
Provincia de Mendoza†(d)  8.375% 5/19/2024  $400   $228,004 
Republic of Argentina(d)  5.875% 1/11/2028   750    306,570 
Total              534,574 
                 
Bahamas 0.12%                
                 
Commonwealth of Bahamas†(d)  6.00% 11/21/2028   370    393,129 
Commonwealth of Bahamas†(d)  6.95% 11/20/2029   300    339,375 
Total              732,504 
                 
Bermuda 0.07%                
                 
Government of Bermuda  3.717% 1/25/2027   430    453,117 
                 
Dominican Republic 0.14%                
                 
Dominican Republic†(d)  6.40% 6/5/2049   620    661,856 
Dominican Republic†(d)  6.50% 2/15/2048   200    215,752 
Total              877,608 
                 
Egypt 0.19%                
                 
Arab Republic of Egypt†(d)  6.125% 1/31/2022   420    433,785 
Arab Republic of Egypt†(d)  6.588% 2/21/2028   575    581,828 
Arab Republic of Egypt†(d)  7.903% 2/21/2048   200    201,909 
Total              1,217,522 
                 
Ghana 0.12%                
                 
Republic of Ghana†(d)  7.875% 8/7/2023   225    246,654 
Republic of Ghana†(d)  8.125% 3/26/2032   530    533,896 
Total              780,550 
                 
Indonesia 0.11%                
                 
Republic of Indonesia(d)  3.40% 9/18/2029   645    670,813 
                 
Japan 0.93%                
Japan Bank for International Corp.(d)  2.125% 2/10/2025   3,236    3,269,629 
Japan Bank for International Corp.(d)  2.50% 5/23/2024   2,564    2,635,091 
Total              5,904,720 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Kenya 0.14%                
                 
Republic of Kenya†(d)  7.00% 5/22/2027  $860   $894,400 
                 
Latvia 0.04%                
                 
Republic of Latvia†(d)  5.25% 6/16/2021   258    271,322 
                 
Lithuania 0.09%                
                 
Republic of Lithuania†(d)  7.375% 2/11/2020   592    603,120 
                 
Mexico 0.24%                
                 
United Mexican States(d)  3.75% 1/11/2028   600    619,050 
United Mexican States(d)  4.00% 10/2/2023   834    880,933 
Total              1,499,983 
                 
Nigeria 0.04%                
                 
Republic of Nigeria†(d)  7.143% 2/23/2030   275    282,017 
                 
Qatar 0.20%                
                 
State of Qatar†(d)  3.25% 6/2/2026   825    868,246 
State of Qatar†(d)  5.103% 4/23/2048   310    396,971 
Total              1,265,217 
                 
Romania 0.01%                
                 
Republic of Romania†(d)  6.125% 1/22/2044   49    64,208 
                 
Sri Lanka 0.06%                
                 
Republic of Sri Lanka†(d)  6.25% 7/27/2021   200    203,294 
Republic of Sri Lanka†(d)  6.85% 11/3/2025   200    200,836 
Total              404,130 
                 
Turkey 0.26%                
                 
Export Credit Bank of Turkey†(d)  8.25% 1/24/2024   400    423,640 
Republic of Turkey(d)  3.25% 3/23/2023   220    205,489 
Republic of Turkey(d)  5.625% 3/30/2021   501    514,505 
Republic of Turkey(d)  5.75% 3/22/2024   510    509,355 
Total              1,652,989 
Total Foreign Government Obligations (cost $19,238,570)          19,284,183 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.25%  
   
Federal Home Loan Mortgage Corp. Q001 XA IO  2.238%#(g) 2/25/2032  $2,761   $375,375 
Government National Mortgage Assoc. 2014-78 A  2.20% 4/16/2047   22    21,768 
Government National Mortgage Assoc. 2015-47 AE  2.90%#(g) 11/16/2055   1,067    1,081,630 
Government National Mortgage Assoc. 2015-48 AS  2.90%#(g) 2/16/2049   729    740,288 
Government National Mortgage Assoc. 2015-73 AC  2.90%#(g) 2/16/2053   272    276,060 
Government National Mortgage Assoc. 2017-168 AS  2.70% 8/16/2058   1,576    1,592,799 
Government National Mortgage Assoc. 2017-41 AS  2.60% 6/16/2057   1,255    1,264,636 
Government National Mortgage Assoc. 2017-69 AS  2.75% 2/16/2058   652    659,962 
Government National Mortgage Assoc. 2017-71 AS  2.70% 4/16/2057   429    433,702 
Government National Mortgage Assoc. 2017-86 AS  2.75% 2/16/2058   500    506,179 
Government National Mortgage Assoc. 2017-89 AB  2.60% 7/16/2058   420    423,243 
Government National Mortgage Assoc. 2017-90 AS  2.70% 7/16/2057   577    583,060 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $7,862,791)    7,958,702 
                 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 31.68%  
   
Federal National Mortgage Assoc.(h)  3.00% TBA   36,200    36,754,312 
Federal National Mortgage Assoc.(h)  3.50% TBA   146,200    150,009,194 
Federal National Mortgage Assoc.(h)  4.00% TBA   13,800    14,322,891 
Federal National Mortgage Assoc.  4.603%(12 Mo.
LIBOR + 1.78
%)# 3/1/2042   365    382,301 
Total Government Sponsored Enterprises Pass-Throughs (cost $201,657,992)       201,468,698 
                 
MUNICIPAL BONDS 0.13%                
                 
Miscellaneous                
                 
North Texas Tollway Auth  8.91% 2/1/2030   538    550,282 
Pennsylvania  5.35% 5/1/2030   235    239,632 
Total Municipal Bonds (cost $785,441)              789,914 
                 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 3.89%       
        
Atrium Hotel Portfolio Trust 2018-ATRM A  2.978%(1 Mo.
LIBOR + .95
%)# 6/15/2035   537    538,035 
Bancorp Commercial Mortgage Trust (The) 2018-CR3 A  2.878%(1 Mo.
LIBOR + .85
%)# 1/15/2033   347    345,843 
BX Trust 2018-GW A  2.828%(1 Mo.
LIBOR + .80
%)# 5/15/2035   1,467    1,466,078 
Caesars Palace Las Vegas Trust 2017-VICI A  3.531% 10/15/2034   1,474    1,533,328 
Caesars Palace Las Vegas Trust 2017-VICI B  3.835% 10/15/2034   901    939,036 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)  
   
CGBAM Commercial Mortgage Trust 2015-SMRT B  3.213% 4/10/2028  $212   $212,538 
CGBAM Commercial Mortgage Trust 2015-SMRT C  3.516% 4/10/2028   159    159,561 
Citigroup Commercial Mortgage Trust 2016-GC36 D  2.85% 2/10/2049   1,250    1,092,738 
Commercial Mortgage Pass-Through Certificates 2014-CR17 A5  3.977% 5/10/2047   1,000    1,074,837 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO  1.192%#(g) 8/10/2047   558    23,234 
Commercial Mortgage Pass-Through Certificates 2015-PC1 AM  4.29%#(g) 7/10/2050   510    556,370 
Commercial Mortgage Pass-Through Certificates 2015-PC1 B  4.584%#(g) 7/10/2050   178    191,611 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C  4.584%#(g) 7/10/2050   410    430,930 
Commercial Mortgage Pass-Through Certificates 2015-PC1 D  4.584%#(g) 7/10/2050   574    544,470 
CSAIL Commercial Mortgage Trust 2015-C2 C  4.341%#(g) 6/15/2057   700    687,875 
DBWF Mortgage Trust 2018-GLKS A  3.087%(1 Mo.
LIBOR + 1.03
%)# 11/19/2035   1,008    1,010,155 
GS Mortgage Securities Corp. Trust 2018-FBLU A  2.978%(1 Mo.
LIBOR + .95
%)# 11/15/2035   1,007    1,007,989 
GS Mortgage Securities Corp. Trust 2018-RIVR A  2.978%(1 Mo.
LIBOR + .95
%)# 7/15/2035   683    685,017 
GS Mortgage Securities Trust 2015-GC32 C  4.557%#(g) 7/10/2048   195    209,077 
Hudsons Bay Simon JV Trust 2015-HB7 B7  4.666% 8/5/2034   668    674,715 
Hudsons Bay Simon JV Trust 2015-HB7 D7  5.331%#(g) 8/5/2034   629    602,154 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C  4.411%#(g) 7/15/2048   374    391,797 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ A  3.028%(1 Mo.
LIBOR + 1.00
%)# 6/15/2032   1,536    1,536,879 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-LAQ D  4.128%(1 Mo.
LIBOR + 2.10
%)# 6/15/2032   767    773,374 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-MINN  3.216%(1 Mo.
LIBOR + 1.27
%)# 11/15/2035   542    543,016 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT AFL  3.017%(1 Mo.
LIBOR + .95
%)# 7/5/2033   377    377,349 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFL  3.317%(1 Mo.
LIBOR + 1.25
%)# 7/5/2033   1,130    1,131,803 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT BFX  4.549% 7/5/2033   340    364,733 
JPMorgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX  4.95% 7/5/2033   453    486,634 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1  6.25% 10/25/2036   14    11,647 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)  
   
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A2 IO  0.802%#(g) 7/15/2050  $18,825   $457,504 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B  4.144%#(g) 1/5/2043   250    271,160 
Structured Asset Securities Corp. 2006-3H 1A2  5.75% 12/25/2035   7    6,945 
UBS-BAMLL Trust 2012-WRM E  4.379%#(g) 6/10/2030   595    577,105 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B  4.365%#(g) 8/10/2049   200    210,307 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D  4.42%#(g) 7/15/2046   364    323,331 
Wells Fargo Commercial Mortgage Trust 2015-C28 D  4.248%#(g) 5/15/2048   1,489    1,416,024 
Wells Fargo Commercial Mortgage Trust 2016-C35 C  4.176%#(g) 7/15/2048   213    224,985 
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E  5.038%#(g) 1/15/2059   434    437,948 
WF-RBS Commercial Mortgage Trust 2014-C22 A4  3.488% 9/15/2057   1,125    1,188,558 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $23,544,979)       24,716,690 
                 
U.S. TREASURY OBLIGATIONS 16.42%                
                 
U.S. Treasury Bond  2.75% 11/15/2047   12,501    14,173,497 
U.S. Treasury Bond  2.875% 5/15/2049   11,996    14,005,330 
U.S. Treasury Bond  3.625% 8/15/2043   3,977    5,133,981 
U.S. Treasury Inflation Indexed Note(i)  0.625% 4/15/2023   26,690    26,928,133 
U.S. Treasury Note  1.50% 8/31/2021   6,822    6,802,413 
U.S. Treasury Note  1.50% 9/30/2024   5,524    5,511,377 
U.S. Treasury Note  1.875% 12/15/2020   5,335    5,340,418 
U.S. Treasury Note  2.50% 1/31/2021   20,915    21,115,571 
U.S. Treasury Note  2.875% 10/31/2020   673    680,624 
U.S. Treasury Note  3.125% 11/15/2028   4,236    4,757,475 
Total U.S. Treasury Obligations (cost $101,680,935)              104,448,819 
Total Long- Term Investments (cost $654,270,651)              668,293,934 
                 
SHORT-TERM INVESTMENTS 25.70%                
                 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGH 10.66%       
Federal Home Loan Bank Discount Notes
(cost $67,776,229)
  Zero Coupon  11/5/2019 - 12/6/2019   67,971    67,784,951 
                 
REPURCHASE AGREEMENT 3.70%                
                 
Repurchase Agreement dated 9/30/2019, 1.05% due 10/1/2019 with Fixed Income Clearing Corp. collateralized by $23,505,000 of U.S. Treasury Note at 2.625% due 7/15/2021; value: $24,018,067; proceeds: $23,544,501
(cost $23,543,814)
         23,544    23,543,814 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATION 11.34%                
                 
U.S. Treasury Bill
(cost $72,123,747)
  Zero Coupon  11/21/2019  $72,322   $72,138,347 
Total Short-Term Investments (cost $163,443,790)              163,467,112 
Total Investments in Securities 130.78% (cost $817,714,441)           831,761,046 
Liabilities in Excess of Cash, Foreign Cash and Other Assets(j) (30.78%)          (195,757,092)
Net Assets 100.00%             $636,003,954 

 

 
CAD Canadian dollar.
IO Interest Only.
LIBOR  London Interbank Offered Rate.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At September 30, 2019, the total value of Rule 144A securities was $171,815,928, which represents 27.01% of net assets.
# Variable rate security. The interest rate represents the rate in effect at September 30, 2019.
(a) Amount is less than $1,000.
(b) Investment in non-U.S. dollar denominated securities.
(c) Level 3 Investment as described in Note 2(b) in the Notes to Financials. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(d) Foreign security traded in U.S. dollars.
(e) Securities purchased on a when-issued basis.
(f) Defaulted (non-income producing security).
(g) Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool.
(h) To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(i) Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.
(j) Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

Centrally Cleared Interest Rate Swap Contracts at September 30, 2019:

 

Central Clearingparty *  Periodic
Payments
to be Made
By The Fund
(Quarterly)
  Periodic
Payments
to be Received
By The Fund
(Quarterly)
   Termination
Date
  Notional
Amount
   Fair
Value
   Unrealized
Appreciation
 
Credit Suisse  3-Month USD LIBOR Index   2.35%  4/1/2021  $44,017,955   $44,431,259   $413,304 
Credit Suisse  3-Month USD LIBOR Index   1.89%  6/7/2021   60,000,000    60,207,394    207,394 
Total                       $620,698 

 

 
* Central Clearinghouse: Chicago Mercantile Exchange (CME)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Central Clearingparty *  Periodic
Payments
to be Made
By The Fund
(Quarterly)
   Periodic
Payments
to be Received
By The Fund
(Quarterly)
  Termination
Date
  Notional
Amount
   Fair
Value
   Unrealized
Depreciation
 
Credit Suisse   2.40%  3-Month USD LIBOR Index  4/1/2029  $(2,600,000)  $(2,795,973)  $(195,973)

 

 
* Central Clearinghouse: Chicago Mercantile Exchange (CME)

 

Open Forward Foreign Currency Exchange Contracts at September 30, 2019:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Canadian dollar  Sell  State Street Bank and Trust  12/13/2019  504,000  $379,586   $380,866   $(1,280)

 

Open Futures Contracts at September 30, 2019:

 

Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note  December 2019  59  Short   (7,787,624)   (7,688,437)  $99,187 
U.S. 10-Year Ultra Treasury Bond  December 2019  106  Short   (15,248,214)   (15,095,063)   153,151 
U.S. Ultra Treasury Bond  December 2019  16  Short   (3,115,472)   (3,070,500)   44,972 
Total Unrealized Appreciation on Open Futures Contracts        $297,310 
                      
Type  Expiration  Contracts  Position  Notional
Amount
   Notional
Value
   Unrealized
Depreciation
 
U.S. 2-Year Treasury Note  December 2019  18  Short   (3,872,560)   (3,879,000)  $(6,440)
U.S. 5-Year Treasury Note  December 2019  432  Long   51,823,873    51,472,125    (351,748)
U.S. Long Bond  December 2019  226  Long   37,588,810    36,682,625    (906,185)
Total Unrealized Depreciation on Open Futures Contracts         $(1,264,373)

 

The following is a summary of the inputs used as of September 30, 2019 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Long-Term Investments                    
Asset-Backed Securities                    
Other  $   $42,605,656   $380,979   $42,986,635 
Remaining Industries       73,485,935        73,485,935 
Corporate Bonds       193,154,358        193,154,358 
Foreign Government Obligations       19,284,183        19,284,183 
Government Sponsored Enterprises Collateralized Mortgage Obligations       7,958,702        7,958,702 
Government Sponsored Enterprises Pass-Throughs       201,468,698        201,468,698 
Municipal Bonds       789,914        789,914 
Non-Agency Commercial Mortgage-Backed Securities       24,716,690        24,716,690 
U.S. Treasury Obligations       104,448,819        104,448,819 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT SERIES FUND, INC. - TOTAL RETURN PORTFOLIO September 30, 2019

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Short-Term Investments                    
Government Sponsored Enterprises Pass-Throughs  $   $67,784,951   $   $67,784,951 
Repurchase Agreement       23,543,814        23,543,814 
U.S. Treasury Obligation       72,138,347        72,138,347 
Total  $   $831,380,067   $380,979   $831,761,046 
Other Financial Instruments                    
Centrally Cleared Interest Rate Swap Contracts                    
Assets  $   $620,698   $   $620,698 
Liabilities       (195,973)       (195,973)
Forward Foreign Currency Exchange Contracts                    
Assets                
Liabilities       (1,280)       (1,280)
Futures Contracts                    
Assets   297,310            297,310 
Liabilities   (1,264,373)           (1,264,373)
Total  $(967,063)  $423,445   $   $(543,618)

 

 
(1) Refer to Note 2(b) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy. Each level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

 

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

 

Investment Type  Asset-Backed Securities   Non-Agency Commercial
Mortgage-Backed Securities
 
Balance as of January 1, 2019  $   $392,209 
Accrued Discounts (Premiums)        
Realized Gain (Loss)        
Change in Unrealized Appreciation (Depreciation)   6,461     
Purchases   374,518     
Sales        
Transfers into Level 3        
Transfers out of Level 3       (392,209)
Balance as of September 30, 2019  $380,979   $ 
Change in unrealized appreciation/depreciation for the period ended September 30, 2019, related to Level 3 investments held at September 30, 2019  $6,461   $ 

 

See Notes to Schedule of Investments.

 

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 nine portfolios (separately, a “Fund” and collectively, the “Funds”): Bond Debenture Portfolio (“Bond Debenture”), Calibrated Dividend Growth Portfolio (“Calibrated Dividend Growth”), Developing Growth Portfolio (“Developing Growth”), Fundamental Equity Portfolio (“Fundamental Equity”), Growth and Income Portfolio (“Growth and Income”), Growth Opportunities Portfolio (“Growth Opportunities”), Mid Cap Stock Portfolio (“Mid Cap Stock”), Short Duration Income Portfolio (“Short Duration Income”) and Total Return Portfolio (“Total Return”). Each Fund is diversified as defined in the Act.

 

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 quoted 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 may employ techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.
   
  Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value.
   
(b) 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, 2019 and, if applicable, Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.
   
  Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

3. FEDERAL TAX INFORMATION

 

It is the policy of each Fund to meet the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all taxable income and capital gains to its shareholders. Therefore, no income tax provision is required.

 

Each Fund files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The statute of limitations on each Fund’s filed U.S. federal tax returns remains open generally three years after the filing of the tax return. The statutes of limitations on each Fund’s, state and local tax returns may remain open for an additional year depending upon the jurisdiction.