N-Q 1 c77264_nq.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act File Number: 811-07988

 

LORD ABBETT INVESTMENT TRUST
(Exact name of Registrant as specified in charter)

 

90 Hudson Street, Jersey City, NJ 07302

 

(Address of principal executive offices) (Zip code)

 

Thomas R. Phillips, Esq., Vice President & Assistant Secretary
90 Hudson Street, Jersey City, NJ 07302

 

(Name and address of agent for service)

 

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

 

Date of fiscal year end: 11/30

 

Date of reporting period: 2/28/2014

 
Item 1:  Schedule of Investments.

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Shares
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 98.54%          
           
COMMON STOCKS 11.63%          
           
Aerospace & Defense 0.73%          
           
B/E Aerospace, Inc.*   65   $5,476,250 
           
Biotechnology 0.69%          
           
Theravance, Inc.*   57    2,090,500 
Vertex Pharmaceuticals, Inc.*   38    3,095,645 
Total        5,186,145 
           
Commercial Services 0.34%          
           
Robert Half International, Inc.   62    2,538,280 
           
Computers & Peripherals 0.37%          
           
Apple, Inc.   5    2,789,072 
           
Diversified Financials 1.15%          
           
CIT Group, Inc.   70    3,407,600 
Greenhill & Co., Inc.   98    5,213,375 
Total        8,620,975 
           
Health Services 0.20%          
           
Community Health Systems, Inc.*   37    1,535,870 
           
Insurance: Multi-Line 0.94%          
           
Allstate Corp. (The)   60    3,255,600 
Hartford Financial Services Group, Inc.   108    3,786,444 
Total        7,042,044 
           
Internet Software & Services 2.22%          
           
Bazaarvoice, Inc.*   211    1,426,360 
Brightcove, Inc.*   189    1,833,300 
MercadoLibre, Inc. (Argentina)(a)   31    3,229,580 
Yelp, Inc.*   77    7,270,340 
Zillow, Inc. Class A*   35    2,926,000 
Total        16,685,580 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Shares
(000)
   Fair
Value
 
Lodging 0.81%          
           
Starwood Hotels & Resorts Worldwide, Inc.   37   $3,042,774 
Wyndham Worldwide Corp.   42    3,060,960 
Total        6,103,734 
           
Oil & Gas Products 0.01%          
           
Halcon Resources Corp.*   14    55,260 
           
Paper & Forest Products 0.44%          
           
Domtar Corp. (Canada)(a)   30    3,323,400 
           
Pharmaceuticals 0.58%          
           
Teva Pharmaceutical Industries Ltd. ADR   88    4,390,320 
           
Retail: Multiline 0.39%          
           
Family Dollar Stores, Inc.   45    2,947,500 
           
Retail: Specialty 0.50%          
           
AutoZone, Inc.*   7    3,769,080 
           
Semiconductors 1.10%          
           
Intel Corp.   334    8,269,840 
           
Software - Applications & Systems 0.78%          
           
Cognizant Technology Solutions Corp. Class A*   29    2,996,928 
VMware, Inc. Class A*   30    2,881,500 
Total        5,878,428 
           
Steel 0.38%          
           
Allegheny Technologies, Inc.   90    2,860,200 
Total Common Stocks
(cost $78,940,906)
        87,471,978 

 

   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
     
CONVERTIBLE BONDS 76.91%                  
                   
Airlines 1.59%                  
                   
United Airlines, Inc.   4.50%  1/15/2015  $4,980    11,939,550 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Autos 4.26%                  
                   
Central European Media Enterprises Ltd.   5.00%  11/15/2015  $5,000   $4,912,500 
Tesla Motors, Inc.   0.25%  3/1/2019   8,175    8,123,906 
Tesla Motors, Inc.   1.25%  3/1/2021   9,400    9,270,750 
Tesla Motors, Inc.   1.50%  6/1/2018   815    1,662,091 
Volkswagen International Finance NV (Netherlands)†(b)    5.50%  11/9/2015  EUR5,000    8,021,270 
Total                31,990,517 
                   
Biotechnology 5.28%                  
                   
Array BioPharma, Inc.   3.00%  6/1/2020  $3,980    4,183,975 
BioMarin Pharmaceutical, Inc.   0.75%  10/15/2018   4,175    4,892,578 
Cepheid, Inc.    1.25%  2/1/2021   2,425    2,612,937 
Cubist Pharmaceuticals, Inc.    1.125%  9/1/2018   5,210    6,405,044 
Cubist Pharmaceuticals, Inc.    1.875%  9/1/2020   7,235    9,088,969 
Incyte Corp. Ltd.   4.75%  10/1/2015   860    6,284,987 
Regeneron Pharmaceuticals, Inc.   1.875%  10/1/2016   1,485    5,878,744 
Theravance, Inc.   2.125%  1/15/2023   230    343,275 
Total                39,690,509 
                   
Broadcast & Cable 0.42%                  
                   
Liberty Media Corp.    1.375%  10/15/2023  3,275   3,193,125 
                   
Chemicals 0.32%                  
                   
RPM International, Inc.   2.25%  12/15/2020   2,060    2,398,613 
                   
Communications Equipment 1.08%                  
                   
Ciena Corp.   4.00%  12/15/2020   5,470    8,143,463 
                   
Consumer Services 1.42%                  
                   
United Rentals, Inc.   4.00%  11/15/2015   1,340    10,638,763 
                   
Diversified Financials 6.33%                  
                   
DFC Global Corp.   3.00%  4/1/2028   4,440    4,062,600 
DFC Global Corp.   3.25%  4/15/2017   6,287    5,072,823 
MGIC Investment Corp.   5.00%  5/1/2017   24,225    28,343,250 
Portfolio Recovery Associates, Inc.    3.00%  8/1/2020   8,930    10,141,131 
Total                47,619,804 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
e-Commerce 1.55%                  
                   
Shutterfly, Inc.    0.25%  5/15/2018  $10,560   $11,688,600 
                   
Health Equipment & Supply 0.55%                  
                   
Fluidigm Corp.   2.75%  2/1/2034   3,545    4,132,141 
                   
Health Services 1.50%                  
                   
Medivation, Inc.   2.625%  4/1/2017   4,450    6,880,812 
WellPoint, Inc.   2.75%  10/15/2042   3,225    4,408,172 
Total                11,288,984 
                   
Homebuilders 1.10%                  
                   
KB Home   1.375%  2/1/2019   4,950    5,376,938 
Lennar Corp.    3.25%  11/15/2021   1,475    2,889,156 
Total                8,266,094 
                   
Internet Software & Services 10.90%                  
                   
Cornerstone OnDemand, Inc.    1.50%  7/1/2018   7,405    9,594,103 
Ctrip.com International Ltd. (China)†(a)    1.25%  10/15/2018   4,645    4,764,028 
Equinix, Inc.   3.00%  10/15/2014   5,200    8,846,500 
NetSuite, Inc.    0.25%  6/1/2018   10,865    12,786,747 
priceline.com, Inc.    0.35%  6/15/2020   15,735    20,071,959 
SINA Corp. (China)†(a)    1.00%  12/1/2018   7,980    7,795,463 
Trulia, Inc.    2.75%  12/15/2020   5,525    6,101,672 
Yahoo!, Inc.   Zero Coupon   12/1/2018   11,430    12,008,644 
Total                81,969,116 
                   
Leisure Products 0.51%                  
                   
Jarden Corp.    1.50%  6/15/2019   3,070    3,801,044 
                   
Machinery 3.06%                  
                   
Chart Industries, Inc.   2.00%  8/1/2018   6,090    8,529,806 
Navistar International Corp.   3.00%  10/15/2014   9,204    9,301,793 
Terex Corp.   4.00%  6/1/2015   1,880    5,155,900 
Total                22,987,499 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Miscellaneous: Energy 0.68%                  
                   
JinkoSolar Holding Co. Ltd. (China)†(a)    4.00%  2/1/2019  $5,250   $5,105,625 
                   
Miscellaneous: Financial 2.68%                  
                   
Alliance Data Systems Corp.   4.75%  5/15/2014   1,825    10,920,344 
Ares Capital Corp.   4.875%  3/15/2017   8,575    9,196,687 
Total                20,117,031 
                   
Miscellaneous: Healthcare 0.21%                  
                   
Corsicanto Ltd. (Ireland)(a)    3.50%  1/15/2032   2,310    1,573,688 
                   
Miscellaneous: Technology 0.33%                  
                   
GT Advanced Technologies, Inc.   3.00%  12/15/2020   1,725    2,485,078 
                   
Miscellaneous: Transportation 0.94%                  
                   
Air Lease Corp.   3.875%  12/1/2018   4,685    7,065,566 
                   
Oil & Gas Products 1.62%                  
                   
Energy XXI Bermuda Ltd.    3.00%  12/15/2018   11,215    10,850,512 
Vantage Drilling Co.    5.50%  7/15/2043   1,250    1,324,219 
Total                12,174,731 
                   
Oil: Integrated 2.00%                  
                   
Chesapeake Energy Corp.   2.75%  11/15/2035   8,830    9,271,500 
Cobalt International Energy, Inc.   2.625%  12/1/2019   1,095    1,058,044 
Goodrich Petroleum Corp.   5.00%  10/1/2032   4,643    4,741,663 
Total                15,071,207 
                   
Pharmaceuticals 6.51%                  
                   
Gilead Sciences, Inc.   1.625%  5/1/2016   5,745    20,901,057 
Isis Pharmaceuticals, Inc.   2.75%  10/1/2019   1,965    6,138,169 
Mylan, Inc.   3.75%  9/15/2015   2,075    8,679,984 
Salix Pharmaceuticals Ltd.   1.50%  3/15/2019   7,450    13,209,781 
Total                48,928,991 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Precious Metals 0.43%                  
                   
Stillwater Mining Co.   1.75%  10/15/2032  $2,655   $3,227,484 
                   
Real Estate 2.17%                  
                   
American Realty Capital Properties, Inc.   3.75%  12/15/2020   9,875    11,035,362 
DDR Corp.   1.75%  11/15/2040   4,533    5,283,778 
Total                16,319,140 
                   
Semiconductors 6.84%                  
                   
Micron Technology, Inc.   3.00%  11/15/2043   26,995    30,099,425 
Novellus Systems, Inc.   2.625%  5/15/2041   5,020    8,176,325 
ON Semiconductor Corp.   2.625%  12/15/2026   4,600    5,626,375 
SunPower Corp.    0.75%  6/1/2018   5,275    7,506,984 
Total                51,409,109 
                   
Software - Applications & Systems 10.46%                  
                   
Electronic Arts, Inc.   0.75%  7/15/2016   10,339    12,077,244 
Medidata Solutions, Inc.    1.00%  8/1/2018   7,225    9,713,109 
Proofpoint, Inc.    1.25%  12/15/2018   6,540    8,252,663 
Salesforce.com, Inc.    0.25%  4/1/2018   20,490    24,242,231 
ServiceNow, Inc.   Zero Coupon   11/1/2018   8,920    10,330,475 
Web.com Group, Inc.   1.00%  8/15/2018   8,809    10,928,666 
Workday, Inc.    0.75%  7/15/2018   2,115    3,074,681 
Total                78,619,069 
                   
Steel 1.34%                  
                   
U.S. Steel Corp.   2.75%  4/1/2019   8,335    10,054,094 
                   
Wireless Communications Services 0.83%                  
                   
Clearwire Communications LLC/Clearwire Finance, Inc.    8.25%  12/1/2040   5,362    6,233,325 
Total Convertible Bonds
(cost $512,625,049)
                578,131,960 
                 
   Dividend
Rate
       Shares
(000)
     
CONVERTIBLE PREFERRED STOCKS 9.79%                   
                    
Auto Parts 0.49%                   
                    
Goodyear Tire & Rubber Co. (The)   5.875%       50    3,698,148 
                    
Banks: Diversified 2.11%                   
                    
Wells Fargo & Co.   7.50%       13    15,855,880 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Dividend
Rate
    Shares
(000)
   Fair
Value
 
Diversified Financials 1.66%                   
                    
AMG Capital Trust II   5.15%      203   $12,443,394 
                    
Insurance: Life 1.03%                   
                    
MetLife, Inc.   5.00%       262    7,759,386 
                    
Oil & Gas Products 0.36%                   
                    
Halcon Resources Corp.   5.75%       4    2,670,960 
                    
Oil: Integrated 1.16%                   
                    
Chesapeake Energy Corp.    5.75%       8    8,745,600 
                    
Utilities 0.96%                   
                    
CenterPoint Energy, Inc.   3.719%#       133    7,167,281 
                   
Utilities: Electric 1.13%                  
                   
NextEra Energy, Inc.   5.889%      144   8,515,645 
                   
Wireless Communications Services 0.89%                  
                   
Crown Castle International Corp.   4.50%      66    6,715,210 
Total Convertible Preferred Stocks
(cost $69,045,708)
                73,571,504 
                   
    Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
      
CORPORATE BOND 0.21%                  
                   
Diversified Financials                  
                   
CIT Group, Inc.
(cost $1,548,704)
   5.00%  8/1/2023  $1,500    1,571,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

Investments  Exercise
Price
   Expiration
Date
  Shares
(000)
   Fair
Value
 
WARRANT 0.00%                  
                   
Miscellaneous: Energy                  
                   
Evergreen Energy, Inc.*
(cost $0)
  $7.20   2/4/2016   182   $(c)
Total Long-Term Investments
(cost $662,160,367)
                740,746,692 
                   
  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
    
SHORT-TERM INVESTMENTS 3.30%                  
                   
CONVERTIBLE BONDS 0.30%                  
                   
Steel                  
                   
Steel Dynamics, Inc.
(cost $2,348,573)
   5.125%  6/15/2014  $2,060    2,249,262 
                   
REPURCHASE AGREEMENT 3.00%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $22,285,000 of U.S Treasury Note at 1.875% due 8/31/2017; value: $23,009,263; proceeds: $22,553,561 (cost $22,553,561)           22,554    22,553,561 
                   
Total Short-Term Investments
(cost $24,902,134)
                24,802,823 
                   
Total Investments in Securities 101.84%
(cost $687,062,501)
                765,549,515 
                   
Liabilities in Excess of Other Assets(d) (1.84%)                (13,847,385)
                   
Net Assets 100.00%               $751,702,130 

 

 
ADR American Depositary Receipt.
EUR euro.
   
* Non-income producing security.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

(a) Foreign security traded in U.S. dollars.
(b) Investment in non-U.S. dollar denominated securities.
(c) Valued at zero as of February 28, 2014.
(d) Liabilities in Excess of Other Assets include net unrealized depreciation on forward foreign currency exchange contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
euro  Buy  Goldman Sachs  4/17/2014   1,600,000   $2,193,174   $2,208,439   $15,265 
                              
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
euro  Sell  Goldman Sachs  4/17/2014   1,350,000   $1,835,762   $1,863,371   $(27,609)
euro  Sell  Barclays Bank plc  4/17/2014   4,340,000    5,901,949    5,990,392    (88,443)
euro  Sell  Morgan Stanley  4/17/2014   1,400,000    1,893,807    1,932,384    (38,577)
euro  Sell  J.P. Morgan  4/17/2014   265,000    362,481    365,773    (3,292)
euro  Sell  J.P. Morgan  4/17/2014   290,000    392,889    400,280    (7,391)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts    $(165,312)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)   Level 1     Level 2     Level 3     Total  
Common Stocks   $ 87,471,978     $     $     $ 87,471,978  
Convertible Bonds           580,381,222             580,381,222  
Convertible Preferred Stocks                                
Auto Parts     3,698,148                   3,698,148  
Banks: Diversified     15,855,880                   15,855,880  
Diversified Financials           12,443,394             12,443,394  
Insurance: Life     7,759,386                   7,759,386  
Oil & Gas Products           2,670,960             2,670,960  
Oil: Integrated           8,745,600             8,745,600  
Utilities           7,167,281             7,167,281  
Utilities: Electric     8,515,645                   8,515,645  
Wireless Communications Services(3)     6,715,210                   6,715,210  
Corporate Bond           1,571,250             1,571,250  
Warrant                 (4)     (4)
Repurchase Agreement           22,553,561             22,553,561  
Total   $ 130,016,247     $ 635,533,268     $ (4)   $ 765,549,515  
Other Financial Instruments                                
Forward Foreign Currency Exchange Contracts                                
Assets   $     $ 15,265     $     $ 15,265  
Liabilities           (165,312 )           (165,312 )
Total   $     $ (150,047 )   $     $ (150,047 )

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) Crown Castle International Corp.was categorized as Level 2 on November 30, 2013 due to limited market activity resulting in observable input pricing. As of February 28, 2014, this security experienced active market trading and therefore was categorized as level 1. Accordingly, $6,655,900 was transferred from Level 2 to Level 1 during the period ended February 28, 2014.
(4) Valued at zero as of February 28, 2014.

 

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

 

Investment Type  Warrant 
Balance as of December 1, 2013  $(1)
Accrued discounts/premiums    
Realized gain (loss)    
Change in unrealized appreciation/depreciation    
Purchases    
Sales    
Net transfers in or out of Level 3    
Balance as of February 28, 2014  $(1)

 

 
(1)Valued at zero as of December 1, 2013 and February 28, 2014, respectively.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 107.92%                  
                   
ASSET-BACKED SECURITIES 12.76%                  
                   
Automobiles 5.10%                  
                   
Ally Auto Receivables Trust 2012-1 A3   0.93%  2/16/2016  $2,086   $2,091,472 
Ally Auto Receivables Trust 2012-2 A3   0.74%  4/15/2016   3,721    3,728,195 
Ally Auto Receivables Trust 2012-SN1 A2   0.51%  12/22/2014   610    610,291 
Ally Auto Receivables Trust 2013-2 A2A   0.54%  7/15/2016   1,514    1,515,027 
Ally Auto Receivables Trust 2013-SN1 A2   0.52%  5/20/2015   1,456    1,456,214 
AmeriCredit Automobile Receivables Trust 2012-3 A2   0.71%  12/8/2015   308    307,855 
AmeriCredit Automobile Receivables Trust 2012-4 A2   0.49%  4/8/2016   2,376    2,376,257 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   926    925,785 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%  10/11/2016   1,450    1,451,093 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%  11/8/2016   1,520    1,522,366 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%  3/8/2017   1,600    1,602,827 
Capital Auto Receivables Asset Trust 2013-1 A1   0.47%  3/20/2015   1,105    1,105,011 
CarMax Auto Owner Trust 2011-1 A3   1.29%  9/15/2015   126    125,949 
CarMax Auto Owner Trust 2011-3 A3   1.07%  6/15/2016   770    772,347 
CarMax Auto Owner Trust 2012-2 A3   0.84%  3/15/2017   1,873    1,879,241 
CarMax Auto Owner Trust 2012-3 A2   0.43%  9/15/2015   939    938,617 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   3,675    3,678,923 
Ford Credit Auto Lease Trust 2012-A A3   0.85%  1/15/2015   789    789,898 
Ford Credit Auto Owner Trust 2013-D A2   0.45%  8/15/2016   1,745    1,746,071 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%  1/15/2016   1,762    1,765,985 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   3,133    3,143,040 
Huntington Auto Trust 2012-2 A2   0.38%  9/15/2015   787    787,141 
Hyundai Auto Lease Securitization Trust 2013-B A2    0.75%  3/15/2016   1,862    1,866,354 
Hyundai Auto Receivables Trust 2013-C A2   0.57%  6/15/2016   4,425    4,431,007 
M&T Bank Auto Receivables Trust 2013-1A A2    0.66%  2/16/2016   2,450    2,453,571 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   1,164    1,164,280 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%  9/15/2015   3,275    3,278,159 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   3,235    3,238,903 
Santander Drive Auto Receivables Trust 2012-4 A3   1.04%  8/15/2016   1,650    1,652,937 
Santander Drive Auto Receivables Trust 2012-AA A2    0.55%  2/16/2016   748    747,775 
Santander Drive Auto Receivables Trust 2013-1 A2   0.48%  2/16/2016   519    519,360 
Santander Drive Auto Receivables Trust 2013-2 A2   0.47%  3/15/2016   701    700,810 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   1,656    1,656,852 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%  6/15/2017   1,525    1,526,266 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%  2/15/2016   2,085    2,086,995 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   2,061    2,065,988 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
World Omni Auto Receivables Trust 2013-B A2   0.48%  11/15/2016  $2,859   $2,860,915 
Total                64,569,777 
                   
Credit Cards 4.49%                  
                   
American Express Credit Account Master Trust 2009-2 A   1.405%#  3/15/2017   6,000    6,033,609 
Bank of America Credit Card Trust 2007-A10   0.225%#  12/15/2016   4,500    4,500,052 
Bank of America Credit Card Trust 2007-A3   0.175%#  11/15/2016   1,795    1,794,795 
Bank of America Credit Card Trust 2007-A6   0.215%#  9/15/2016   3,287    3,286,933 
Bank One Issuance Trust 2004-A3   0.325%#  2/15/2017   1,355    1,355,437 
Chase Issuance Trust 2012-A1   0.255%#  5/16/2016   6,250    6,250,072 
Citibank Credit Card Issuance Trust 2009-A4   4.90%  6/23/2016   5,365    5,443,125 
Citibank Omni Master Trust 2009-A13    5.35%  8/15/2018   2,959    3,024,370 
Citibank Omni Master Trust 2009-A14A    2.905%#  8/15/2018   6,000    6,068,553 
Discover Card Execution Note Trust 2011-A3 A   0.365%#  3/15/2017   3,350    3,352,313 
Discover Card Execution Note Trust 2012-A2   0.305%#  10/17/2016   3,475    3,475,408 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   1,650    1,650,621 
Discover Card Master Trust I 2007-2 A   0.235%#  9/15/2016   3,000    2,999,858 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   2,625    2,623,530 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   1,350    1,351,330 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   3,500    3,614,943 
Total                56,824,949 
                   
Other 3.17%                  
                   
ARES CLO Ltd. 2007-3RA A2    0.457%#  4/16/2021   1,615    1,587,179 
Carlyle Azure CLO Ltd. 2006-1A A2L    0.634%#  5/27/2020   1,250    1,218,384 
Fairway Loan Funding Co. 2006-1A A3L    0.898%#  10/17/2018   1,600    1,565,286 
Fore CLO Ltd. 2007-1A A2    0.687%#  7/20/2019   850    821,240 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.545%#  12/20/2020   1,500    1,468,086 
Harch CLO III Ltd. 2007-1A B    0.636%#  4/17/2020   750    729,894 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 B2    2.48%  10/15/2045   865    873,560 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 D2    4.94%  10/15/2045   360    368,820 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B2    1.744%  1/16/2046   1,850    1,847,290 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B3    2.734%  1/15/2048   1,150    1,145,416 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2    1.495%  5/16/2044   1,000    996,974 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2    1.843%  5/16/2044   1,100    1,097,882 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3    1.793%  5/15/2046  $1,500   $1,483,255 
HLSS Servicer Advance Receivables Backed Notes 2013-T5 AT5    1.979%  8/15/2046   2,000    2,006,968 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6    1.287%  9/15/2044   1,895    1,895,366 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%  11/15/2046   1,500    1,502,252 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 BT7    2.229%  11/15/2046   3,500    3,491,257 
HLSS Servicer Advance Receivables Backed Notes 2014-T1 CT1    1.79%  1/17/2045   1,575    1,575,596 
Illinois Student Assistance Commission 2010-1 A2   1.289%#  4/25/2022   1,055    1,059,593 
JFIN Revolver CLO Ltd. 2013-1A A    1.497%#  1/20/2021   2,250    2,241,306 
KKR Financial CLO Corp. 2007-1A A    0.586%#  5/15/2021   2,103    2,080,136 
KKR Financial CLO Corp. 2007-1A B    0.986%#  5/15/2021   1,250    1,211,204 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%  6/20/2048   1,600    1,580,037 
SLM Student Loan Trust 2010-A 2A    3.405%#  5/16/2044   1,910    2,029,800 
SLM Student Loan Trust 2011-B A1    1.005%#  12/16/2024   528    529,437 
SLM Student Loan Trust 2012-C A1    1.255%#  8/15/2023   1,459    1,467,892 
Structured Asset Securities Corp. 2005-WF1 A3   0.818%#  2/25/2035   988    962,676 
Venture VIII CDO Ltd. 2007-8A A1A    0.517%#  7/22/2021   1,250    1,210,064 
Total                40,046,850 
Total Asset-Backed Securities
(cost $161,558,897)
               161,441,576 
                   
CORPORATE BONDS 26.04%                  
                   
Aerospace/Defense 0.04%                  
                   
Embraer SA (Brazil)(a)    5.15%  6/15/2022   521    539,886 
                   
Automotive 0.37%                  
                   
Ford Motor Co.   6.375%  2/1/2029   697    789,336 
Ford Motor Co.   6.625%  10/1/2028   1,311    1,525,818 
Ford Motor Co.   7.45%  7/16/2031   1,045    1,346,674 
Kia Motors Corp. (South Korea)†(a)    3.625%  6/14/2016   1,000    1,044,351 
Total                4,706,179 
                   
Banks: Diversified 3.65%                  
                   
Bank of America Corp.   5.625%  7/1/2020   1,870    2,155,732 
Bank of America Corp.   5.70%  5/2/2017   855    959,463 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Diversified (continued)                  
                   
Bank of America Corp.   7.625%  6/1/2019  $2,845   $3,547,655 
Citigroup, Inc.   5.50%  9/13/2025   2,425    2,619,592 
Compagnie de Financement Foncier SA (France)†(a)    2.25%  3/7/2014   2,900    2,900,357 
Goldman Sachs Group, Inc. (The)   5.25%  7/27/2021   279    311,230 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022   4,625    5,290,246 
Goldman Sachs Group, Inc. (The)   5.95%  1/15/2027   1,803    1,979,200 
JPMorgan Chase & Co.   4.35%  8/15/2021   3,818    4,123,791 
Lloyds TSB Bank plc (United Kingdom)†(a)    6.50%  9/14/2020   3,355    3,866,440 
Macquarie Bank Ltd. (Australia)†(a)    6.625%  4/7/2021   2,231    2,538,374 
Morgan Stanley   4.10%  5/22/2023   418    416,864 
Morgan Stanley   5.00%  11/24/2025   1,900    1,977,729 
Morgan Stanley   5.50%  7/28/2021   669    763,228 
Morgan Stanley   6.00%  4/28/2015   1,100    1,166,614 
PKO Finance AB (Sweden)†(a)    4.63%  9/26/2022   1,200    1,212,000 
Santander UK plc (United Kingdom)†(a)    5.00%  11/7/2023   1,250    1,299,648 
Santander UK plc (United Kingdom)(a)    7.95%  10/26/2029   1,000    1,214,917 
Standard Chartered plc (United Kingdom)†(a)    3.95%  1/11/2023   2,250    2,148,203 
Turkiye Halk Bankasi AS (Turkey)†(a)    3.875%  2/5/2020   500    452,600 
Wells Fargo & Co.   3.45%  2/13/2023   5,372    5,264,436 
Total                46,208,319 
                   
Banks: Money Center 0.45%                  
                   
BBVA Banco Continental SA (Peru)†(a)    5.00%  8/26/2022   900    913,500 
Export-Import Bank of Korea (South Korea)(a)    3.75%  10/20/2016   650    696,149 
Zions Bancorporation   4.50%  3/27/2017   2,230    2,374,129 
Zions Bancorporation   4.50%  6/13/2023   1,668    1,676,058 
Total                5,659,836 
                   
Beverages 0.60%                  
                   
Corporacion Lindley SA (Peru)†(a)    4.625%  4/12/2023   1,950    1,840,312 
Embotelladora Andina SA (Chile)†(a)    5.00%  10/1/2023   2,300    2,361,918 
Fomento Economico Mexicano SAB de CV (Mexico)(a)    2.875%  5/10/2023   1,200    1,102,206 
Pernod Ricard SA (France)†(a)    5.75%  4/7/2021   1,990    2,261,510 
Total                7,565,946 
                   
Biotechnology Research & Production 0.22%                  
                   
Amgen, Inc.   6.40%  2/1/2039   2,299    2,806,474 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Broadcasting 0.07%                  
                   
Cox Communications, Inc.    8.375%  3/1/2039  $675   $866,847 
                   
Brokers 0.48%                  
                   
Jefferies Group LLC   6.875%  4/15/2021   1,827    2,123,887 
Raymond James Financial, Inc.   8.60%  8/15/2019   3,065    3,897,016 
Total                6,020,903 
                   
Building Materials 0.41%                  
                   
Owens Corning, Inc.   9.00%  6/15/2019   955    1,191,063 
Voto-Votorantim Ltd.    6.75%  4/5/2021   2,000    2,215,000 
Votorantim Cimentos SA (Brazil)†(a)    7.25%  4/5/2041   1,800    1,755,000 
Total                5,161,063 
                   
Business Services 0.03%                  
                   
Cielo SA/Cielo USA, Inc. (Brazil)†(a)    3.75%  11/16/2022   400    363,500 
                   
Cable Services 0.43%                  
                   
Time Warner Cable, Inc.   6.55%  5/1/2037   2,383    2,769,863 
Time Warner Cable, Inc.   7.30%  7/1/2038   2,097    2,628,875 
Total                5,398,738 
                   
Chemicals 0.94%                  
                   
Braskem Finance Ltd.   6.45%  2/3/2024   400    407,000 
CF Industries, Inc.   7.125%  5/1/2020   2,985    3,576,317 
Methanex Corp. (Canada)(a)    5.25%  3/1/2022   3,175    3,458,801 
Montell Finance Co. BV (Netherlands)†(a)    8.10%  3/15/2027   2,300    2,972,665 
NewMarket Corp.   4.10%  12/15/2022   1,532    1,522,426 
Total                11,937,209 
                   
Communications Technology 0.20%                  
                   
Juniper Networks, Inc.(b)    4.50%  3/15/2024   610    612,186 
Juniper Networks, Inc.   4.60%  3/15/2021   1,908    1,965,122 
Total                2,577,308 
                   
Computer Hardware 0.20%                  
                   
Hewlett-Packard Co.   6.125%  3/1/2014   2,488    2,488,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer Products 0.19%                  
                   
Tupperware Brands Corp.   4.75%  6/1/2021  $2,348   $2,427,625 
                   
Containers 0.08%                  
                   
Rock-Tenn Co.   4.90%  3/1/2022   987    1,065,076 
                   
Copper 0.03%                  
                   
Southern Copper Corp.   5.25%  11/8/2042   452    389,143 
                   
Data Product, Equipment & Communications 0.13%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   750    782,180 
Total System Services, Inc.   3.75%  6/1/2023   840    797,947 
Total                1,580,127 
                   
Electric: Power 1.26%                  
                   
CEZ AS (Czech Republic)†(a)    4.25%  4/3/2022   750    771,679 
Duquesne Light Holdings, Inc.    6.40%  9/15/2020   1,944    2,274,556 
Entergy Corp.   5.125%  9/15/2020   3,775    4,069,272 
Exelon Generation Co. LLC   4.25%  6/15/2022   1,500    1,506,672 
PPL WEM Holdings plc (United Kingdom)†(a)    5.375%  5/1/2021   4,710    5,165,024 
Texas-New Mexico Power Co.    9.50%  4/1/2019   1,650    2,127,101 
Total                15,914,304 
                   
Electrical: Household 0.07%                  
                   
Energizer Holdings, Inc.   4.70%  5/19/2021   891    932,213 
                   
Electronics 0.13%                  
                   
PerkinElmer, Inc.   5.00%  11/15/2021   1,564    1,644,784 
                   
Energy Equipment & Services 0.73%                  
                   
Alta Wind Holdings LLC    7.00%  6/30/2035   1,042    1,153,580 
Energy Transfer Partners LP   6.125%  2/15/2017   499    559,076 
Energy Transfer Partners LP   6.625%  10/15/2036   500    563,042 
Energy Transfer Partners LP   7.50%  7/1/2038   1,013    1,241,761 
Energy Transfer Partners LP   9.00%  4/15/2019   2,165    2,756,528 
IFM US Colonial Pipeline 2 LLC    6.45%  5/1/2021   2,710    2,971,862 
Total                9,245,849 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Engineering & Contracting Services 0.03%                  
                   
AGCO Corp.   5.875%  12/1/2021  $300   $328,265 
                   
Financial Services 1.73%                  
                   
Air Lease Corp.   4.75%  3/1/2020   1,500    1,586,250 
Credit Suisse AG (Guernsey)†(a)    1.625%  3/6/2015   2,020    2,045,056 
Dun & Bradstreet Corp. (The)   4.375%  12/1/2022   2,200    2,198,275 
FMR LLC    7.57%  6/15/2029   2,625    3,508,158 
General Electric Capital Corp.   6.75%  3/15/2032   5,980    7,671,449 
Lender Processing Services, Inc.   5.75%  4/15/2023   1,000    1,071,250 
Marsh & McLennan Cos., Inc.   9.25%  4/15/2019   678    888,403 
Scottrade Financial Services, Inc.    6.125%  7/11/2021   1,500    1,513,939 
Western Union Co. (The)   3.35%  5/22/2019   1,425    1,430,605 
Total                21,913,385 
                   
Financial: Miscellaneous 0.66%                  
                   
Moody’s Corp.   4.50%  9/1/2022   2,600    2,693,332 
Moody’s Corp.   5.50%  9/1/2020   1,550    1,740,345 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   1,317    1,452,291 
NASDAQ OMX Group, Inc. (The)   5.55%  1/15/2020   2,200    2,434,973 
Total                8,320,941 
                   
Food 0.44%                  
                   
Alicorp SAA (Peru)†(a)    3.875%  3/20/2023   2,150    2,004,875 
Cencosud SA (Chile)†(a)    4.875%  1/20/2023   2,025    1,938,846 
Flowers Foods, Inc.   4.375%  4/1/2022   525    536,876 
Grupo Bimbo SAB de CV (Mexico)†(a)    4.875%  6/30/2020   1,000    1,067,440 
Total                5,548,037 
                   
Health Care Services 0.06%                  
                   
Dignity Health   4.50%  11/1/2042   903    783,774 
                   
Industrial Products 0.04%                  
                   
KOC Holding AS (Turkey)†(a)    3.50%  4/24/2020   500    451,350 
                   
Insurance 0.37%                  
                   
Markel Corp.   7.125%  9/30/2019   2,227    2,673,803 
Willis North America, Inc.   7.00%  9/29/2019   1,675    1,958,438 
Total                4,632,241 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Investment Management Companies 0.26%                  
                   
Affiliated Managers Group, Inc.   4.25%  2/15/2024  $1,200   $1,212,091 
Lazard Group LLC   4.25%  11/14/2020   950    1,001,031 
Lazard Group LLC   6.85%  6/15/2017   500    571,907 
Oaktree Capital Management LP    6.75%  12/2/2019   442    523,254 
Total                3,308,283 
                   
Leasing 0.07%                  
                   
Penske Truck Leasing Co. LP/PTL Finance Corp.    4.875%  7/11/2022   843    895,800 
                   
Leisure 0.12%                  
                   
Carnival plc (United Kingdom)(a)    7.875%  6/1/2027   1,230    1,497,425 
                   
Lodging 0.50%                  
                   
Host Hotels & Resorts LP   5.25%  3/15/2022   4,190    4,556,223 
Hyatt Hotels Corp.    6.875%  8/15/2019   1,554    1,827,337 
Total                6,383,560 
                   
Machinery: Agricultural 0.37%                  
                   
Lorillard Tobacco Co.   8.125%  6/23/2019   2,200    2,746,507 
Lorillard Tobacco Co.   8.125%  5/1/2040   1,550    1,978,984 
Total                4,725,491 
                   
Machinery: Oil Well Equipment & Services 0.14%                  
                   
Pride International, Inc.   8.50%  6/15/2019   1,402    1,798,078 
                   
Manufacturing 0.20%                  
                   
Hillenbrand, Inc.   5.50%  7/15/2020   2,375    2,536,552 
                   
Media 1.05%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,268    1,475,512 
21st Century Fox America, Inc.   6.90%  8/15/2039   677    847,140 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.00%  3/1/2021   2,617    2,827,318 
Globo Comunicacao e Participacoes SA (Brazil)†(a)    4.875%  4/11/2022   2,850    2,885,625 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(a)    5.307%  5/11/2022   1,855    1,952,387 
Interpublic Group of Cos., Inc. (The)   4.00%  3/15/2022   1,837    1,832,599 
Time Warner, Inc.   7.625%  4/15/2031   1,074    1,419,042 
Total                13,239,623 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous 0.57%                  
                   
Anglo American Capital plc (United Kingdom)†(a)    4.45%  9/27/2020  $1,250   $1,297,011 
Anglo American Capital plc (United Kingdom)†(a)    9.375%  4/8/2019   2,240    2,885,992 
Barrick Gold Corp. (Canada)(a)    4.10%  5/1/2023   1,059    1,015,530 
Barrick North America Finance LLC   4.40%  5/30/2021   1,215    1,231,847 
Kinross Gold Corp. (Canada)†(a)(b)    5.95%  3/15/2024   725    728,388 
Total                7,158,768 
                   
Natural Gas 0.18%                  
                   
SourceGas LLC    5.90%  4/1/2017   886    944,984 
Tennessee Gas Pipeline Co.   8.375%  6/15/2032   1,000    1,349,672 
Total                2,294,656 
                   
Oil 0.69%                  
                   
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%  5/15/2019   2,939    3,588,301 
CNOOC Curtis Funding No 1 Pty Ltd. (Australia)†(a)    4.50%  10/3/2023   1,100    1,118,379 
Petroleos Mexicanos (Mexico)†(a)    4.875%  1/18/2024   541    557,477 
Petroleos Mexicanos (Mexico)(a)    5.50%  6/27/2044   250    237,640 
Petroleos Mexicanos (Mexico)†(a)    6.375%  1/23/2045   575    611,889 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)    9.75%  8/14/2019   350    438,375 
Petronas Global Sukuk Ltd. (Malaysia)†(a)    4.25%  8/12/2014   1,200    1,219,068 
Valero Energy Corp.   10.50%  3/15/2039   580    901,019 
Total                8,672,148 
                   
Oil: Crude Producers 1.07%                  
                   
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)    5.67%  3/5/2014   650    650,000 
Enbridge Energy Partners LP   9.875%  3/1/2019   2,000    2,614,654 
Enterprise Products Operating LLC   7.55%  4/15/2038   795    1,043,185 
Kerr-McGee Corp.   7.125%  10/15/2027   925    1,103,610 
Maritimes & Northeast Pipeline LLC    7.50%  5/31/2014   1,613    1,633,116 
Plains Exploration & Production Co.   6.75%  2/1/2022   3,000    3,330,000 
Ruby Pipeline LLC    6.00%  4/1/2022   2,980    3,208,277 
Total                13,582,842 
                   
Oil: Integrated Domestic 0.53%                  
                   
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   800    975,524 
Korea National Oil Corp. (South Korea)†(a)    2.875%  11/9/2015   1,600    1,656,717 
Korea National Oil Corp. (South Korea)†(a)    5.375%  7/30/2014   1,000    1,018,802 
Rowan Cos., Inc.   7.875%  8/1/2019   2,548    3,104,251 
Total                6,755,294 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated International 0.98%                  
                   
ENI SpA (Italy)†(a)    5.70%  10/1/2040  $4,800   $4,959,312 
Petrohawk Energy Corp.   6.25%  6/1/2019   600    655,813 
Petrohawk Energy Corp.   7.25%  8/15/2018   500    534,302 
Transocean, Inc.   6.375%  12/15/2021   2,250    2,528,001 
Weatherford International Ltd.   9.875%  3/1/2039   2,513    3,755,995 
Total                12,433,423 
                   
Paper & Forest Products 0.50%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   2,925    4,260,210 
Plum Creek Timberlands LP   4.70%  3/15/2021   2,007    2,119,360 
Total                6,379,570 
                   
Real Estate Investment Trusts 1.10%                  
                   
American Tower Corp.   4.70%  3/15/2022   1,009    1,056,014 
American Tower Corp.   5.05%  9/1/2020   1,711    1,864,099 
ARC Properties Operating Partnership LP/Clark Acquisition LLC    3.00%  2/6/2019   2,000    1,998,458 
EPR Properties   5.25%  7/15/2023   2,075    2,120,934 
EPR Properties   7.75%  7/15/2020   2,293    2,727,636 
Goodman Funding Pty Ltd. (Australia)†(a)    6.375%  11/12/2020   3,156    3,611,288 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   537    595,076 
Total                13,973,505 
                   
Retail 0.63%                  
                   
Family Dollar Stores, Inc.   5.00%  2/1/2021   1,000    1,051,459 
QVC, Inc.    7.375%  10/15/2020   6,350    6,883,019 
Total                7,934,478 
                   
Savings & Loan 0.22%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   2,388    2,806,144 
                   
Steel 0.75%                  
                   
Allegheny Technologies, Inc.   5.875%  8/15/2023   1,059    1,104,057 
Allegheny Technologies, Inc.   9.375%  6/1/2019   4,475    5,490,386 
Valmont Industries, Inc.   6.625%  4/20/2020   2,499    2,901,152 
Total                9,495,595 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications 0.62%                  
                   
GTE Corp.   6.94%  4/15/2028  $5,492   $6,638,944 
Verizon Communications, Inc.   7.75%  12/1/2030   922    1,218,220 
Total                7,857,164 
                   
Tobacco 0.17%                  
                   
Altria Group, Inc.   9.95%  11/10/2038   1,376    2,189,026 
                   
Transportation: Miscellaneous 0.53%                  
                   
Viterra, Inc. (Canada)†(a)    5.95%  8/1/2020   6,006    6,655,837 
                   
Utilities 0.56%                  
                   
Origin Energy Finance Ltd. (Australia)†(a)    3.50%  10/9/2018   3,000    3,072,936 
Public Service Co. of New Mexico   7.95%  5/15/2018   1,092    1,317,043 
Williams Cos., Inc. (The)   8.75%  3/15/2032   2,210    2,650,846 
Total                7,040,825 
                   
Utilities: Electrical 0.19%                  
                   
Tennessee Valley Authority   3.50%  12/15/2042   2,795    2,378,794 
Total Corporate Bonds
(cost $321,888,656)
                329,470,203 
                   
FOREIGN GOVERNMENT OBLIGATIONS 1.27%                  
                   
Aruba 0.04%                  
                   
Aruba Government†(a)    4.625%  9/14/2023   500    477,500 
                   
Bahamas 0.10%                  
                   
Commonwealth of Bahamas†(a)    5.75%  1/16/2024   700    702,450 
Commonwealth of Bahamas†(a)    6.95%  11/20/2029   588    628,330 
Total                1,330,780 
                   
Bermuda 0.13%                  
                   
Bermuda Government    4.138%  1/3/2023   525    508,200 
Bermuda Government    5.603%  7/20/2020   1,000    1,100,000 
Total                1,608,200 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Brazil 0.15%                  
                   
Federal Republic of Brazil(a)    4.25%  1/7/2025  $600   $578,250 
Federal Republic of Brazil†(a)    5.333%  2/15/2028   1,000    964,000 
Federal Republic of Brazil(a)    5.625%  1/7/2041   325    320,937 
Total                1,863,187 
                   
Cayman Islands 0.11%                  
                   
Cayman Islands Government    5.95%  11/24/2019   1,200    1,357,663 
                   
Indonesia 0.06%                  
                   
Perusahaan Penerbit SBSN†(a)    3.30%  11/21/2022   900    803,250 
                   
Mexico 0.08%                  
                   
United Mexican States(a)    5.55%  1/21/2045   950    990,375 
                   
Panama 0.02%                  
                   
Republic of Panama(a)    4.30%  4/29/2053   275    219,450 
                   
Poland 0.11%                  
                   
Republic of Poland(a)    4.00%  1/22/2024   1,370    1,387,125 
                   
Qatar 0.06%                  
                   
State of Qatar†(a)    3.125%  1/20/2017   750    795,938 
                   
Russia 0.27%                  
                   
Russia Eurobonds†(a)    3.625%  4/29/2015   2,400    2,478,000 
Russia Eurobonds†(a)    4.875%  9/16/2023   1,000    1,018,000 
Total                3,496,000 
                   
Slovenia 0.09%                  
                   
Republic of Slovenia†(a)    5.25%  2/18/2024   1,075    1,100,273 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Trinidad And Tobago 0.05%                  
                   
Republic of Trinidad & Tobago†(a)    4.375%  1/16/2024  $600   $625,500 
Total Foreign Government Obligations
(cost $15,937,578)
               16,055,241 
                   
GOVERNMENT SPONSORED ENTERPRISES BOND 3.17%                  
                   
Federal Home Loan Mortgage Corp.
(cost $39,310,598)
   2.375%  1/13/2022   40,610    40,077,197 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.12%                  
                   
Federal Home Loan Mortgage Corp. 2013-K31 B    3.625%#  7/25/2046   1,963    1,854,930 
Federal Home Loan Mortgage Corp. K035 A1   2.615%  3/25/2023   3,685    3,746,889 
Federal Home Loan Mortgage Corp. K035 A2   3.458%  8/25/2023   3,598    3,690,541 
Federal Home Loan Mortgage Corp. KS01 A2   2.522%  1/25/2023   2,482    2,390,399 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   2,470    2,474,152 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $14,120,352)
                14,156,911 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 23.08%                  
                   
Federal Home Loan Mortgage Corp.(c)    3.50%  TBA   26,440    26,745,713 
Federal Home Loan Mortgage Corp.(c)    4.00%  TBA   18,160    18,935,347 
Federal Home Loan Mortgage Corp.    5.00%  11/1/2017 - 6/1/2026   5,225    5,687,540 
Federal National Mortgage Assoc.(c)    3.00%  TBA   18,100    17,587,403 
Federal National Mortgage Assoc.(c)    3.50%  TBA   71,190    71,990,887 
Federal National Mortgage Assoc.   4.50%  11/1/2018   2,579    2,763,542 
Federal National Mortgage Assoc.(c)    4.50%  TBA   47,000    50,356,091 
Federal National Mortgage Assoc.    5.50%  9/1/2034 - 2/1/2038   20,663    22,960,839 
Federal National Mortgage Assoc.(c)    5.50%  TBA   38,370    42,368,883 
Federal National Mortgage Assoc.   6.50%  1/1/2036   85    98,306 
Government National Mortgage Assoc.(c)    4.00%  TBA   30,840    32,603,664 
Total Government Sponsored Enterprises Pass-Throughs
(cost $290,446,163)
                292,098,215 
                   
MUNICIPAL BONDS 1.75%                  
                   
Education 0.13%                  
                   
Univ of California Bd of Regs   6.27%  5/15/2031   1,450    1,608,644 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric Revenue Bonds 0.08%                  
                   
American Municipal Power, Inc.   7.834%  2/15/2041  $750   $1,017,758 
                   
Other Revenue 0.81%                  
                   
Chicago, IL   6.845%  1/1/2038   350    381,871 
Dallas Convention Center Hotel   7.088%  1/1/2042   1,400    1,675,702 
Houston, TX   6.29%  3/1/2032   1,230    1,485,803 
Nashville & Davidson Cnty Met   6.731%  7/1/2043   1,000    1,191,810 
San Diego Cnty Regl Arpt Auth   6.628%  7/1/2040   2,250    2,388,690 
Southern California Metro Wtr   6.538%  7/1/2039   2,000    2,185,900 
Southern California Metro Wtr   6.947%  7/1/2040   540    613,807 
Univ of Massachusetts Bldg Auth   6.573%  5/1/2039   300    328,647 
Total                10,252,230 
                   
Transportation 0.36%                  
                   
Clark Cnty, NV   6.881%  7/1/2042   2,000    2,157,260 
Metropolitan Washington Arpt   7.462%  10/1/2046   2,000    2,400,880 
Total                4,558,140 
                   
Utilities 0.37%                  
                   
Chicago, IL   6.742%  11/1/2040   1,150    1,324,524 
Municipal Elec Auth of Georgia   7.055%  4/1/2057   1,150    1,210,180 
New York City Wtr & Swr Sys   5.79%  6/15/2041   490    523,369 
New York City Wtr & Swr Sys   6.124%  6/15/2042   465    505,599 
New York City Wtr & Swr Sys   6.491%  6/15/2042   100    110,775 
San Francisco Pub Util Comm, CA   6.00%  11/1/2040   300    358,122 
San Francisco Pub Util Comm, CA   6.00%  11/1/2040   545    651,978 
Total                4,684,547 
Total Municipal Bonds
(cost $21,820,302)
                22,121,319 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 4.43%                  
                   
Bear Stearns ALT-A Trust 2004-8 1A   0.858%#  9/25/2034   2,388    2,319,534 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   1,485    1,631,189 
Commercial Mortgage Pass-Through Certificates 2007-FL14 AJ    0.335%#  6/15/2022   832    825,814 
Commercial Mortgage Pass-Through Certificates 2013-LC13 A2   3.009%  8/10/2046   5,420    5,648,735 
Commercial Mortgage Pass-Through Certificates 2013-LC6 AM   3.282%  1/10/2046   1,165    1,130,878 
Credit Suisse Mortgage Capital Certificates 2013-TH1 A1    2.13%  2/25/2043   2,021    1,843,947 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
Deutsche Mortgage Securities, Inc. 2009-RS2 4A1    0.615%#  4/26/2037  $627   $592,980 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(a)    0.234%#  12/20/2054   1,219    1,206,285 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(a)    0.354%#  12/20/2054   1,047    1,036,930 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(a)    0.374%#  12/20/2054   3,126    3,098,008 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%  3/10/2039   1,124    1,143,612 
GS Mortgage Securities Corp. II 2006-GG6 A2   5.506%  4/10/2038   35    35,443 
GS Mortgage Securities Corp. II 2012-GCJ9 A3   2.773%  11/10/2045   2,783    2,676,023 
Holmes Master Issuer plc 2010-1A A2 (United Kingdom)†(a)    1.639%#  10/15/2054   491    491,924 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-LD11 A2   5.798%#  6/15/2049   882    887,717 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B    5.644%#  3/18/2051   2,435    2,618,477 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 AS   4.117%  5/15/2045   1,200    1,248,569 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%  6/15/2045   2,116    2,176,886 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 AS   3.372%  12/15/2047   4,750    4,631,202 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%  2/15/2047   591    610,178 
Merrill Lynch Floating Trust 2008-LAQA A1    0.695%#  7/9/2021   1,275    1,273,121 
Sequoia Mortgage Trust 2012-3 A1   3.50%  7/25/2042   518    505,076 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,446    1,357,634 
Sequoia Mortgage Trust 2012-6 A2   1.808%  12/25/2042   2,166    1,929,682 
Sequoia Mortgage Trust 2013-1 2A1   1.855%  2/25/2043   879    763,595 
Sequoia Mortgage Trust 2013-2 A   1.874%  2/25/2043   2,214    1,962,099 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(a)    1.786%#  1/21/2055   1,350    1,359,620 
Springleaf Mortgage Loan Trust 2012-3A A    1.57%  12/25/2059   1,903    1,904,130 
Springleaf Mortgage Loan Trust 2013-1A A    1.27%  6/25/2058   2,136    2,133,282 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B    4.365%  8/10/2049   2,195    2,235,599 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   1,510    1,651,637 
Wachovia Bank Commercial Mortgage Trust 2007-C30 A3   5.246%  12/15/2043   574    576,348 
WF-RBS Commercial Mortgage Trust 2013-C12 AS   3.56%  3/15/2048   2,610    2,582,909 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $56,541,989)
               56,089,063 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS 34.30%                  
                   
U.S. Treasury Bond   3.75%  11/15/2043  $52,968   $54,548,777 
U.S. Treasury Note   0.25%  4/15/2016   141,309    140,955,728 
U.S. Treasury Note   0.375%  3/15/2015   130,696    131,007,449 
U.S. Treasury Note   1.50%  1/31/2019   89,469    89,510,961 
U.S. Treasury Note   1.50%  2/28/2019   15,574    15,566,088 
U.S. Treasury Note   2.75%  2/15/2024   2,389    2,408,038 
Total U.S. Treasury Obligations
(cost $432,610,973)
                433,997,041 
Total Long-Term Investments
(cost $1,354,235,508)
                1,365,506,766 
                   
SHORT-TERM INVESTMENTS 14.48%                  
                   
COMMERCIAL PAPER 0.16%                  
                   
Energy Equipment & Services 0.04%                  
                   
Talisman Energy, Inc.  Zero Coupon   3/5/2014   500    499,981 
                   
Oil 0.06%                  
                   
DCP Midstream LLC  Zero Coupon   4/1/2014   750    749,486 
                   
Utilities: Miscellaneous 0.06%                  
                   
Nisource Finance Corp.  Zero Coupon   3/25/2014   750    749,688 
Total Commercial Paper
(cost $1,999,072)
               1,999,155 
                   
U.S. TREASURY OBLIGATIONS 7.34%                  
                   
U.S. Treasury Note   0.25%  3/31/2014   25,186    25,189,451 
U.S. Treasury Note   0.625%  7/15/2014   67,573    67,711,592 
Total U.S. Treasury Obligations
(cost $92,890,277)
                92,901,043 
                   
REPURCHASE AGREEMENT 6.98%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $91,085,000 of U.S. Treasury Note at 0.625% due 8/31/2017; value: $90,108,903; proceeds: $88,340,337 (cost $88,340,337)           88,340    88,340,337 
                   
Total Short-Term Investments
(cost $183,229,686)
                183,240,535 
                   
Total Investments in Securities 122.40%
(cost $1,537,465,194)
                1,548,747,301 
                   
Liabilities in Excess of Cash and Other Assets (22.40%)                (283,469,324)
                   
Net Assets 100.00%               $1,265,277,977 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2014

 

 
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2014.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.
(b) Securities purchased on a when-issued basis (See Note 2(f)).
(c) 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.

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $161,441,576   $   $161,441,576 
Corporate Bonds       329,470,203        329,470,203 
Foreign Government Obligations       16,055,241        16,055,241 
Government Sponsored Enterprises Bond       40,077,197        40,077,197 
Government Sponsored Enterprises Collateralized
    Mortgage Obligations
       14,156,911        14,156,911 
Government Sponsored Enterprises Pass-Throughs       292,098,215        292,098,215 
Municipal Bonds       22,121,319        22,121,319 
Non-Agency Commercial Mortgage-Backed Securities       56,089,063        56,089,063 
U.S. Treasury Obligations       526,898,084        526,898,084 
Commercial Paper       1,999,155        1,999,155 
Repurchase Agreement       88,340,337        88,340,337 
Total  $   $1,548,747,301   $   $1,548,747,301 

 

 

(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND February 28, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.55%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,558,805   $55,589 
Lord Abbett Developing Growth Fund, Inc.-Class I*(c)   460,944    13,999 
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I(b)   2,674,339    41,532 
Lord Abbett Securities Trust-Growth Leaders Fund-Class I(d)   1,850,511    41,729 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   1,643,177    41,474 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(f)   2,343,200    33,063 
Lord Abbett Securities Trust-International Opportunities Fund-Class I(g)   1,228,983    22,318 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I*(g)   1,289,317    28,313 
Total Investments in Underlying Funds
(cost $212,278,810)
        278,017 
           
   Principal
Amount
(000)
    
SHORT-TERM INVESTMENT 0.04%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with State Street Bank and Trust Co. collateralized by $115,000 of Federal Home Loan Mortgage Corp. at 2.00% due 11/02/2022; value: $106,818 proceeds: $102,378 (cost $102,378)  $102   102 
           
Total Investments in Securities 99.59%
(cost $212,381,188)
        278,119 
           
Other Assets in Excess of Liabilities 0.41%        1,158 
           
Net Assets 100.00%       $279,277 

 

 
* Non-income producing security.
(a) Affiliated issuers (See Note 5).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c) Fund investment objective is long-term growth of capital through a diversified and actively managed portfolio consisting of developing growth companies, many of which are traded over the counter.
(d) Fund investment objective is to seek capital appreciation.
(e) Fund investment objective is capital appreciation.
(f) Fund investment objective is to seek long-term capital appreciation.
(g) Fund investment objective is long-term capital appreciation.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Investments in Underlying Funds  $278,017   $   $   $278,017 
Repurchase Agreement       102        102 
Total  $278,017   $102   $   $278,119 

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each investment strategy of Underlying Funds.
(3) There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 96.37%                  
                   
ASSET-BACKED SECURITIES 0.07%                  
                   
Other                  
                   
NorthStar Real Estate CDO Ltd. 2006-8A A1    0.449%#   2/1/2041  $4,314   $4,146,410 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2    0.519%#   2/1/2041   2,800    2,411,500 
Total Asset-Backed Securities
(cost $6,457,518)
                6,557,910 
                   
           Shares
(000)
      
COMMON STOCK 0.06%                  
                   
Diversified Media                  
                   
Tribune Co.* (cost $2,784,000)           64    5,072,000 
                   
         Principal
Amount
(000)
      
CORPORATE BONDS 6.08%                  
                   
Aerospace 0.06%                  
                   
Accudyne Industries Borrower/Accudyne Industries LLC (Luxembourg)†(a)    7.75%  12/15/2020  $2,000    2,150,000 
GenCorp, Inc.   7.125%  3/15/2021   3,000    3,262,500 
Total                5,412,500 
                   
Chemicals 0.39%                  
                   
Grupo Idesa SA de CV (Mexico)†(a)    7.875%  12/18/2020   3,400    3,510,500 
Hexion U.S. Finance Corp.   6.625%  4/15/2020   16,500    17,139,375 
Hexion U.S. Finance Corp./Hexion Nova Scotia Finance ULC   8.875%  2/1/2018   6,500    6,808,750 
INEOS Group Holdings SA (Luxembourg)†(a)    5.875%  2/15/2019   2,500    2,581,250 
Taminco Global Chemical Corp. (Belgium)†(a)    9.75%  3/31/2020   4,500    5,130,000 
Total                35,169,875 
                   
Consumer Durables 0.02%                  
                   
J. Crew Group, Inc.   8.125%  3/1/2019   1,702    1,787,100 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer Non-Durables 0.33%                  
                   
DynCorp International, Inc.   10.375%  7/1/2017  $6,500   $6,825,000 
Hot Topic, Inc.    9.25%  6/15/2021   5,000    5,362,500 
NES Rentals Holdings, Inc.    7.875%  5/1/2018   10,295    11,118,600 
SIWF Merger Sub, Inc.    6.25%  6/1/2021   6,050    6,216,375 
Total                29,522,475 
                   
Energy 0.79%                  
                   
Chaparral Energy, Inc.   8.25%  9/1/2021   8,000    8,800,000 
Chaparral Energy, Inc.   9.875%  10/1/2020   1,000    1,145,000 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   3,000    3,240,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)    7.50%  2/11/2020   7,500    7,762,500 
Hercules Offshore, Inc.    8.75%  7/15/2021   3,250    3,640,000 
Hilcorp Energy I LP/Hilcorp Finance Co.    8.00%  2/15/2020   5,312    5,763,520 
Kodiak Oil & Gas Corp.   5.50%  1/15/2021   500    517,500 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   5,000    5,587,500 
MEG Energy Corp. (Canada)†(a)    6.50%  3/15/2021   3,450    3,657,000 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%  11/15/2020   2,640    2,851,200 
Oasis Petroleum, Inc.   7.25%  2/1/2019   2,000    2,160,000 
Offshore Group Investment Ltd.   7.50%  11/1/2019   2,750    2,976,875 
Parsley Energy LLC/Parsley Finance Corp.    7.50%  2/15/2022   3,200    3,368,000 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%  4/1/2020   2,800    2,856,000 
Plains Exploration & Production Co.   6.875%  2/15/2023   5,000    5,600,000 
SM Energy Co.   6.625%  2/15/2019   4,500    4,848,750 
Stone Energy Corp.   7.50%  11/15/2022   4,000    4,330,000 
W&T Offshore, Inc.   8.50%  6/15/2019   2,000    2,175,000 
Total                71,278,845 
                   
Financial 0.62%                  
                   
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC    7.875%  12/15/2020   7,500    8,006,250 
American Equity Investment Life Holding Co.   6.625%  7/15/2021   8,600    9,116,000 
Chinos Intermediate Holdings A, Inc. PIK    7.75%  5/1/2019   3,000    3,142,500 
CNO Financial Group, Inc.    6.375%  10/1/2020   6,000    6,420,000 
Gulfmark Offshore, Inc.   6.375%  3/15/2022   5,000    5,175,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   6,285    6,693,525 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial (continued)                  
                   
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021  $3,345   $3,186,112 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  8/1/2018   1,750    1,771,875 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   1,000    1,112,500 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.    5.625%  3/15/2020   6,000    6,345,000 
Nuveen Investments, Inc.   5.50%  9/15/2015   1,000    1,017,500 
RSI Home Products, Inc.    6.875%  3/1/2018   3,580    3,803,750 
Total                55,790,012 
                   
Food & Drug 0.15%                  
                   
Checkers Drive-In Restaurants, Inc.    11.00%  12/1/2017   5,900    6,652,250 
Phibro Animal Health Corp.    9.25%  7/1/2018   6,675    7,142,250 
Total                13,794,500 
                   
Food/Tobacco 0.36%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   6,923    7,217,228 
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc. (Greece)†(a)    9.875%  2/1/2020   8,000    8,540,000 
US Foods, Inc.   8.50%  6/30/2019   15,000    16,275,000 
Total                32,032,228 
                   
Forest Products 0.25%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020   7,000    7,350,000 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   9,000    9,495,000 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%  4/15/2019   2,500    2,700,000 
Tembec Industries, Inc. (Canada)(a)    11.25%  12/15/2018   2,900    3,197,250 
Total                22,742,250 
                   
Gaming/Leisure 0.15%                  
                   
Mohegan Tribal Gaming Authority    11.00%  9/15/2018   5,000    5,046,875 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    9.50%  6/15/2019   2,577    2,828,258 
ROC Finance LLC/ROC Finance 1 Corp.    12.125%  9/1/2018   3,250    3,412,500 
Shingle Springs Tribal Gaming Authority    9.75%  9/1/2021   1,965    2,161,500 
Total                13,449,133 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Healthcare 0.35%                  
                   
Fresenius Medical Care US Finance II, Inc.    5.625%  7/31/2019  $14,250   $15,425,625 
MPT Operating Partnership LP/MPT Finance Corp.   6.875%  5/1/2021   3,600    3,915,000 
Tenet Healthcare Corp.    6.00%  10/1/2020   11,250    12,114,844 
Total                31,455,469 
                   
Housing 0.03%                  
                   
K. Hovnanian Enterprises, Inc.    9.125%  11/15/2020   2,000    2,260,000 
                   
Information Technology 0.08%                  
                   
Infor US, Inc.   9.375%  4/1/2019   6,725    7,632,875 
                   
Manufacturing 0.15%                  
                   
Athlon Holdings LP/Athlon Finance Corp.    7.375%  4/15/2021   12,000    12,780,000 
Mueller Water Products, Inc.   7.375%  6/1/2017   1,000    1,032,500 
Total                13,812,500 
                   
Media/Telecommunications 0.75%                  
                   
Avanti Communications Group plc (United Kingdom)†(a)    10.00%  10/1/2019   12,000    12,660,000 
Clear Channel Communications, Inc.   4.90%  5/15/2015   10,000    9,962,500 
Clear Channel Communications, Inc.   5.50%  12/15/2016   9,000    8,550,000 
Clear Channel Communications, Inc.   5.50%  9/15/2014   8,190    8,230,950 
Digicel Group Ltd. (Jamaica)†(a)    10.50%  4/15/2018   4,000    4,270,000 
Digicel Ltd. (Jamaica)†(a)    8.25%  9/1/2017   3,000    3,135,000 
MDC Partners, Inc.    6.75%  4/1/2020   2,400    2,574,000 
MU Finance plc (United Kingdom)†(a)    8.375%  2/1/2017   1,370    1,434,942 
Univision Communications, Inc.    6.75%  9/15/2022   4,070    4,538,050 
Wind Acquisition Finance SA (Italy)†(a)    11.75%  7/15/2017   5,375    5,697,500 
Wind Acquisition Holdings Finance SA PIK (Italy)†(a)    12.25%  7/15/2017   6,368    6,558,703 
Total                67,611,645 
                   
Metals/Minerals 0.26%                  
                   
Arch Coal, Inc.    8.00%  1/15/2019   
5,000    5,062,500 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%  10/15/2020   6,000    6,525,000 
KGHM International Ltd. (Canada)†(a)    7.75%  6/15/2019   3,590    3,814,375 
Mirabela Nickel Ltd. (Australia)†(a)(b)    8.75%  4/15/2018   3,950    967,750 
New Gold, Inc. (Canada)†(a)    6.25%  11/15/2022   3,000    3,015,000 
Newcrest Finance Pty Ltd. (Australia)†(a)    4.45%  11/15/2021   5,000    4,503,185 
Total                23,887,810 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 0.21%                  
                   
CDR DB Sub, Inc.    7.75%  10/15/2020  $4,000   $3,910,000 
Claire’s Stores, Inc.    6.125%  3/15/2020   1,700    1,623,500 
Claire’s Stores, Inc.    7.75%  6/1/2020   1,250    1,053,125 
Claire’s Stores, Inc.   8.875%  3/15/2019   5,475    5,358,656 
Tops Holding Corp./Tops Markets LLC   8.875%  12/15/2017   6,000    6,600,000 
Total                18,545,281 
                   
Service 0.82%                  
                   
Alliance Data Systems Corp.    6.375%  4/1/2020   11,160    11,997,000 
BMC Software Finance, Inc.    8.125%  7/15/2021   4,500    4,753,125 
Enterprise Inns plc (United Kingdom)(c)    6.50%  12/6/2018  GBP10,000    17,624,649 
First Data Corp.    8.25%  1/15/2021  $5,000    5,450,000 
First Data Corp.    11.25%  1/15/2021   3,500    3,998,750 
Hornbeck Offshore Services, Inc.   5.875%  4/1/2020   3,000    3,135,000 
Interface Security Systems Holdings, Inc./Interface Security Systems LLC    9.25%  1/15/2018   1,525    1,540,250 
Jurassic Holdings III, Inc.    6.875%  2/15/2021   5,000    5,162,500 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   13,600    14,552,000 
Modular Space Corp.    10.25%  1/31/2019   5,100    5,342,250 
Total                73,555,524 
                   
Utility 0.31%                  
                   
Calpine Corp.    7.50%  2/15/2021   10,661    11,807,057 
Calpine Corp.    7.875%  7/31/2020   1,778    1,995,805 
GenOn Energy, Inc.   9.875%  10/15/2020   5,000    5,100,000 
Illinois Power Generating Co.   7.00%  4/15/2018   7,007    6,288,783 
NSG Holdings LLC/NSG Holdings, Inc.    7.75%  12/15/2025   3,000    3,210,000 
Total                28,401,645 
Total Corporate Bonds
(cost $538,820,596)
               548,141,667 
                   
FLOATING RATE LOANS(d) 90.02%                  
                   
Aerospace 2.25%                  
                   
Alpha Topco Ltd. New Facility Term Loan B (Luxembourg)(a)    4.50%  4/30/2019   15,513    15,694,726 
AWAS Finance Luxembourg 2012 SA Term Loan (Luxembourg)(a)    3.50%  7/16/2018   23,274    23,405,001 
Continental Airlines, Inc. Class B Term Loan   4.00%  4/1/2019   26,511    26,720,429 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Aerospace (continued)                  
                   
DAE Aviation Holdings, Inc. Initial 2nd Lien Term Loan   7.75%  8/5/2019  $4,000   $4,080,000 
Delta Air Lines, Inc. 2014 Term Loan B1   3.50%  10/18/2018   41,137    41,328,207 
Doncasters U.S. Finance LLC 2nd Lien Term Loan   9.50%  10/9/2020   26,000    26,487,500 
Doncasters US Finance LLC Term Loan B   5.50%  4/9/2020   9,813    9,926,039 
DynCorp International, Inc. Term Loan   6.25%  7/7/2016   23,923    24,087,860 
TransDigm, Inc. Tranche C Term Loan   3.75%  2/28/2020   30,767    30,945,221 
Total                202,674,983 
                   
Chemicals 2.34%                  
                   
American Pacific Corp. Term Loan   7.00%  2/27/2019   20,990    21,304,850 
Arysta LifeScience SPC LLC 1st Lien Initial Term Loan   4.50%  5/29/2020   42,820    43,105,395 
EWT Holdings III Corp. 1st Lien Term Loan   4.75%  1/15/2021   15,000    15,075,000 
EWT Holdings III Corp. 2nd Lien Term Loan   8.50%  1/15/2022   4,055    4,118,380 
Huntsman International LLC 2013-2 Additional Term Loan   %  10/15/2020   30,000    30,112,500 
INEOS US Finance LLC Cash Dollar Term Loan   3.75%  5/4/2018   30,000    29,974,950 
OXEA Finance & Cy S.C.A. 2nd Lien Term Loan   8.25%  7/15/2020   24,930    25,518,223 
OXEA Finance & Cy S.C.A. Tranche B2 Term Loan   4.25%  1/15/2020   21,247    21,432,659 
Taminco Global Chemical Corp. Tranche B3 Initial Dollar Term Loan   3.25%  2/15/2019   3,000    3,006,570 
Taminco Global Chemical Corp. Tranche B3 Initial EUR Term Loan(c)    3.50%  2/15/2019  EUR 2,000    2,780,146 
Tata Chemicals North America Term Loan   3.75%  8/7/2020  $14,913    14,996,414 
Total                211,425,087 
                   
Consumer Durables 0.25%                  
                   
Spectrum Brands, Inc. Tranche A Term Loan   3.00%  9/7/2017   14,719    14,781,893 
Spectrum Brands, Inc. Tranche C Term Loan   3.50%  9/4/2019   7,515    7,525,653 
Total                22,307,546 
                   
Consumer Non-Durables 1.36%                  
                   
Anchor Hocking LLC Initial Term Loan   7.50%  5/21/2020   21,875    22,093,750 
FGI Operating Co. LLC Term Loan B   5.50%  4/19/2019   40,755    41,456,047 
Jarden Corp. Tranche B1 Term Loan   2.905%  9/30/2020   14,963    15,003,048 
Vince LLC Initial Term Loan   6.00%  11/4/2019   10,200    10,378,500 
Vogue International LLC Tranche B Initial Term Loan   5.25%  2/14/2020   25,381    25,539,567 
Wilton Brands LLC Tranche B Term Loan   7.50%  8/30/2018   8,467    8,094,540 
Total                122,565,452 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy 5.14%                  
                   
Chesapeake Energy Corp. Term Loan   5.75%  12/1/2017  $21,500   $22,018,365 
Crestwood Holdings LLC Term Loan B1   7.00%  6/19/2019   2,503    2,559,827 
EIF Channelview Cogeneration LLC Term Loan   4.25%  5/8/2020   21,156    21,262,138 
EMG Utica LLC Term Loan   4.75%  3/27/2020   32,000    32,200,000 
Energy Transfer Equity L.P. Term Loan   3.25%  12/2/2019   25,000    25,012,250 
EP Energy LLC Tranche B3 Term Loan   3.50%  5/24/2018   27,586    27,637,758 
Fieldwood Energy LLC 2nd Lien Closing Date Loan   8.375%  9/30/2020  46,687   48,511,283 
Fieldwood Energy LLC Closing Date Loan   3.875%  9/28/2018   29,925    30,049,787 
FTS International, Inc. Term Loan   8.50%  5/6/2016   36,000    36,607,500 
MEG Energy Corp. New Term Loan (Canada)(a)    3.75%  3/31/2020   36,489    36,702,930 
Moxie Patriot LLC Advance Construction Term Loan B1   6.75%  12/18/2020   19,250    19,779,375 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%  3/28/2019   36,388    36,933,376 
Offshore Group Investment Ltd. Term Loan   5.00%  10/25/2017   15,571    15,676,102 
Pacific Drilling SA Term Loan (Luxembourg)(a)    4.50%  6/4/2018   25,543    25,750,069 
Sheridan Investment Partners II LP Senior Secured Term Loan   4.25%  12/16/2020   29,387    29,561,961 
Sheridan Production Partners II-A LP Senior Secured Term Loan   4.25%  12/11/2020   4,088    4,112,283 
Sheridan Production Partners II-M LP Senior Secured Term Loan   4.25%  12/16/2020   1,525    1,533,656 
Western Refining, Inc. 2013 Term Loan   4.25%  11/12/2020   22,000    22,210,870 
Wildhorse Resources LLC 2nd Lien Term Loan   7.50%  12/13/2018   25,000    25,375,000 
Total                463,494,530 
                   
Financial 4.49%                  
                   
Alliant Holdings I LLC Initial Term Loan   4.25%  12/20/2019   43,340    43,719,586 
Delos Finance S.A.R.L. Term Loan   3.50%  2/13/2021   27,798    27,936,990 
Fly Funding II S.A.R.L Term Loan (Luxembourg)(a)    4.50%  8/9/2019   45,090    45,822,374 
Guggenheim Partners Investment Management Holdings LLC Initial Term Loan   4.25%  7/17/2020   9,097    9,200,286 
Home Loan Servicing Solutions Ltd. Initial Term Loan   4.50%  6/19/2020   39,850    40,173,981 
HUB International Ltd. Initial Term Loan   4.75%  10/2/2020   48,375    48,888,984 
MIP Delaware LLC Term Loan B1 (Luxembourg)(a)    4.00%  3/9/2020   15,431    15,488,952 
National Financial Partners Corp. Term Loan B   5.25%  7/1/2020   14,918    15,092,358 
Nuveen Investments, Inc. Tranche B 2nd Lien Term Loan   6.50%  2/28/2019   28,520    28,384,530 
SAM Finance Lux S.A.R.L Dollar Term Loan (Luxembourg)(a)    4.25%  12/17/2020   31,350    31,474,146 
SAM Finance Lux S.A.R.L Euro Term Loan(c)    4.50%  12/17/2020  EUR 5,000    6,930,833 
Sedgwick Claims Management Services, Inc. 1st Lien Initial Term Loan   %  2/11/2021  $42,000    41,579,874 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial (continued)                  
                   
Sedgwick Claims Management Services, Inc. 2nd Lien initial Term Loan   6.75%  2/28/2022  $12,000   $12,158,520 
StoneRiver Group L.P. 1st Lien Initial Term Loan   4.50%  11/29/2019   8,886    8,908,209 
StoneRiver Group L.P. 2nd Lien Initial Term Loan   8.50%  5/29/2020   7,364    7,465,006 
Walter Investment Management Corp. Tranche B Term Loan   4.75%  12/11/2020   21,498    21,451,177 
Total                404,675,806 
                   
Food & Drug 1.62%                  
                   
Albertson’s LLC Term Loan B2   4.75%  3/21/2019   19,025    19,203,271 
OSI Restaurant Partners LLC 2013 Replacement Term Loan   3.50%  10/25/2019   49,497    49,558,657 
Rite Aid Corp. Tranche 6 Term Loan   4.00%  2/21/2020   11,842    11,910,557 
US Foods, Inc. Incremental Term Loan   4.50%  3/29/2019   65,328    65,797,987 
Total                146,470,472 
                   
Food/Tobacco 4.30%                  
                   
Big Heart Pet Brands Initial Term Loan   3.50%  2/12/2020   27,474    27,529,309 
CIH International S.A.R.L. European Term Loan B   2.75%  6/5/2020   27,303    27,449,722 
Del Monte Foods, Inc. 1st Lien Initial Term Loan   4.25%  11/6/2020   20,000    20,062,500 
Del Monte Foods, Inc. 2nd Lien Initial Term Loan   8.25%  8/18/2021   8,000    8,095,000 
Diamond Foods, Inc. Term Loan   4.25%  7/28/2018   30,000    30,079,500 
Dunkin’ Brands, Inc. Term Loan B4   3.25%  1/23/2021   58,073    57,900,461 
H.J. Heinz Co. Term Loan B1   3.25%  6/7/2019   7,948    7,994,660 
H.J. Heinz Co. Term Loan B2   3.50%  6/5/2020   101,552    102,472,408 
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   35,315    36,771,744 
Performance Food Group, Inc. Initial Term Loan   6.25%  11/14/2019   33,274    33,877,022 
Pinnacle Foods Finance LLC New Term Loan G   3.25%  4/29/2020   35,327    35,260,815 
Total                387,493,141 
                   
Forest Products 1.04%                  
                   
Berry Plastics Corp. Term Loan D   3.50%  2/7/2020   49,960    49,792,757 
Caraustar Industries, Inc. Term Loan   7.50%  5/1/2019   23,704    24,282,069 
Viskase Cos., Inc. Initial Term Loan   4.25%  1/22/2021   20,000    19,950,000 
Total                94,024,826 
                   
Gaming/Leisure 7.26%                  
                   
Bally Technologies, Inc. Term Loan B   4.25%  11/25/2020   44,327    44,665,323 
Bombardier Recreational Products, Inc. Term Loan B (Canada)(a)    4.00%  1/30/2019   25,778    25,914,976 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming/Leisure (continued)                  
                   
Caesar’s Entertainment Operating Co., Inc. Term Loan B1   3.239%  1/28/2015  $2,853   $2,831,955 
Caesar’s Entertainment Operating Co., Inc. Term Loan B5   4.489%  1/26/2018   36,000    34,042,500 
Caesar’s Entertainment Operating Co., Inc. Term Loan B6   5.489%  1/26/2018   16,158    15,485,591 
CCM Merger, Inc. Term Loan   5.00%  3/1/2017   16,717    16,852,856 
Centaur Acquisition LLC 1st Lien Term Loan   5.25%  2/20/2019   10,940    10,994,818 
Centaur Acquisition LLC 2nd Lien Term Loan   8.75%  2/15/2020   8,200    8,405,000 
CityCenter Holdings LLC Term Loan B   5.00%  10/16/2020   8,100    8,196,188 
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  7/31/2020   9,000    9,202,500 
Graton Economic Development Authority Closing Date Term Loan B   9.00%  8/22/2018   33,000    34,746,195 
Hilton Worldwide Finance LLC Initial Term Loan   3.75%  10/26/2020   72,484    72,829,235 
Las Vegas Sands LLC Term Loan B   3.25%  12/20/2020   83,000    83,043,160 
Lions Gate Entertainment Term Loan (Canada)(a)    5.00%  7/17/2020   14,805    15,027,075 
MGM Resorts International Term Loan B   3.50%  12/20/2019   42,762    42,785,274 
Mohegan Tribal Gaming Authority Term Loan B   5.50%  11/19/2019   40,000    40,875,000 
Peninsula Gaming LLC Term Loan B   4.25%  11/20/2017   14,158    14,259,750 
Pinnacle Entertainment, Inc. Tranche B1 Term Loan   3.75%  8/15/2016   4,026    4,051,995 
Pinnacle Entertainment, Inc. Tranche B2 Term Loan   3.75%  8/13/2020   41,855    42,018,489 
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019   21,079    20,591,589 
Seminole Hard Rock Entertainment, Inc. New Term Loan B   3.50%  5/14/2020   15,920    15,910,050 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   40,163    40,216,920 
Station Casinos LLC Term Loan B   5.00%  3/2/2020   15,469    15,521,665 
Town Sports International LLC Initial Term Loan   4.50%  11/16/2020   26,000    25,886,250 
VML US Finance LLC Dollar Term Loan   1.655%  11/15/2016   10,500    10,473,803 
Total                654,828,157 
                   
Healthcare 7.30%                  
                   
Air Medical Group Holdings, Inc. Term Loan B1   5.00%  6/30/2018   20,714    20,882,175 
Air Medical Holdings LLC Term Loan   7.625%  5/31/2018   14,500    14,391,250 
Ardent Medical Services, Inc. 1st Lien Term Loan   6.75%  7/2/2018   32,820    33,065,769 
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   13,700    13,845,562 
Biomet, Inc. Dollar Term Loan B2  3.655% - 3.746%  7/25/2017   11,063    11,099,577 
CHG Healthcare Services, Inc. 1st Lien Term Loan   4.25%  11/19/2019   15,794    15,897,878 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   1,783    1,813,804 
CHS/Community Health Systems, Inc. 2019 Term Loan A   2.983%  1/22/2019   35,000    34,879,775 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Healthcare (continued)                  
                   
CHS/Community Health Systems, Inc. 2021 Term Loan D   4.25%  1/27/2021  $52,000   $52,536,120 
Emdeon, Inc. Term Loan B2   3.75%  11/2/2018   32,963    33,082,163 
HCA, Inc. Tranche B4 Term Loan   2.997%  5/1/2018   27,444    27,456,036 
HCA, Inc. Tranche B5 Term Loan   2.905%  3/31/2017   23,948    23,957,643 
Heartland Dental Care LLC 1st Lien Term Loan B1   5.50%  12/21/2018   30,762    31,121,228 
Heartland Dental Care LLC 2nd Lien Term Loan   9.75%  6/21/2019   10,575    10,839,375 
Jazz Pharmaceuticals, Inc. Tranche 2 Term Loan   3.25%  6/12/2018   7,000    7,031,255 
JLL/Delta Dutch Newco B.V. Initial Dollar Term Loan (Canada)(a)    4.25%  1/9/2021   15,000    14,981,325 
MultiPlan, Inc. Term Loan B1   4.00%  8/25/2017   44    44,409 
National Mentor Holdings, Inc. Tranche B Term Loan   4.75%  1/27/2021   23,000    23,258,750 
PharMEDium Healthcare Corp. 1st Lien Initial Term Loan   4.25%  1/22/2021   5,000    5,021,825 
PharMEDium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%  1/6/2022   13,710    13,950,246 
RPI Finance Trust Term Loan B1   2.497%  11/9/2016   4,031    4,042,392 
RPI Finance Trust Term Loan B3   3.25%  11/9/2018   5,793    5,847,439 
Select Medical Corp. Series C Tranche B Term Loan   4.00% - 5.25%  6/1/2018   11,910    11,989,380 
Sheridan Holdings, Inc. 2013 1st Lien Initial Term Loan   4.50%  6/29/2018   16,942    17,055,111 
Sheridan Holdings, Inc. 2013 2nd Lien New Term Loan   8.25%  12/13/2021   5,125    5,278,750 
Steward Health Care System LLC Term Loan   6.75%  4/13/2020   24,374    24,312,825 
Surgical Care Affiliates LLC Class B Extending Term Loan Facility   4.247%  12/29/2017   8,027    8,067,239 
Surgical Care Affiliates LLC Class C Incremental Term Loan   4.25%  6/29/2018   27,935    28,039,279 
Truven Health Analytics, Inc. New Tranche B Term Loan   4.50%  6/6/2019   31,177    31,363,843 
United Surgical Partners International, Inc. Extended Term Loan   4.25%  4/19/2017   3,821    3,847,885 
United Surgical Partners International, Inc. New Tranche B Term Loan   4.75%  4/3/2019   22,213    22,416,457 
Valeant Pharmaceuticals International, Inc. Series C2 Tranche B Term Loan (Canada)(a)    3.75%  12/11/2019   15,026    15,104,232 
Valeant Pharmaceuticals International, Inc. Series D2 Term Loan B (Canada)(a)    3.75%  2/13/2019   5,380    5,406,371 
Valeant Pharmaceuticals International, Inc. Series E1 Tranche B Term Loan (Canada)(a)    3.75%  8/5/2020   61,313    61,764,756 
VWR Funding, Inc. Amendment No. 2 Dollar Term Loan   3.451%  4/3/2017   24,215    24,287,320 
Total                657,979,444 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Housing 2.29%                  
                   
Cemex España S.A. EUR Facility B1 Term Loan(c)    %  2/14/2017  EUR 25,834   $35,659,132 
Cemex España S.A. Facility A4 Term Loan (Mexico)(a)    4.655%  2/17/2017  $59,432    58,911,950 
Realogy Corp. Extended Synthetic Commitment   4.40%  10/10/2016   5,564    5,587,774 
Realogy Corp. Initial Term Loan B   4.50%  3/5/2020   46,169    46,364,879 
Roofing Supply Group LLC Initial Term Loan   5.00%  5/24/2019   13,520    13,590,017 
Starwood Property Trust, Inc. 1st Lien Term Loan   3.50%  4/17/2020   46,772    46,742,953 
Total                206,856,705 
                   
Information Technology 6.77%                  
                   
Applied Systems, Inc. 1st Lien Initial Term Loan   4.25%  1/25/2021   9,000    9,078,750 
Applied Systems, Inc. 2nd Lien Initial Term Loan   7.50%  1/24/2022   5,000    5,124,375 
Aspect Software, Inc. Tranche B Term Loan   7.00%  5/6/2016   14,349    14,521,982 
Blackboard, Inc. Term Loan B3   4.75%  10/4/2018   30,191    30,493,300 
BMC Software Finance, Inc. Initial US Term Loan   5.00%  9/10/2020   79,000    79,312,840 
DealerTrack Technologies, Inc. Term Loan   3.50%  2/28/2021   16,000    16,140,000 
Dell International LLC Term Loan B   4.50%  4/29/2020   65,311    65,273,369 
Eastman Kodak Co. Exit Term Loan   7.25%  9/3/2019   32,350    32,623,002 
Epicor Software Corp. Term Loan B2   4.00%  5/16/2018   12,511    12,597,069 
EZE Software Group LLC 1st Lien Initial Term Loan   4.50%  4/6/2020   13,333    13,441,331 
EZE Software Group LLC 2nd Lien Initial Term Loan   8.50%  4/6/2021   20,809    21,186,047 
Freescale Semiconductor, Inc. Tranche B4 Term Loan   5.00%  2/28/2020   37,464    37,706,796 
Freescale Semiconductor, Inc. Tranche B5 Term Loan   5.00%  1/15/2021   27,107    27,474,029 
ION Trading Technologies S.A.R.L. 1st Lien Term Loan (Luxembourg)(a)    4.50%  5/22/2020   14,845    14,978,540 
ION Trading Technologies S.A.R.L. 2nd Lien Term Loan (Luxembourg)(a)    8.25%  5/21/2021   19,150    19,445,197 
Mitchell International, Inc. 2nd Lien Initial Term Loan   8.50%  10/11/2021   15,000    15,350,025 
Mitchell International, Inc. Initial Term Loan   4.50%  10/12/2020   42,500    42,725,887 
NXP B.V. Tranche D Term Loan (Netherlands)(a)    3.25%  1/11/2020   44,863    44,907,362 
NXP B.V. Tranche E Term Loan (Netherlands)(a)    %  3/4/2017   4,098    4,140,219 
Peak Ten, Inc. Term Loan B   7.25%  10/25/2018   16,310    16,514,065 
RP Crown Parent LLC 1st Lien New Term Loan   6.00%  12/21/2018   33,140    33,267,655 
Scitor Corp. Term Loan   5.00%  2/15/2017   13,577    13,503,002 
SunGard Data Systems, Inc. Tranche D Term Loan   4.50%  1/31/2020   17,820    17,897,963 
SunGard Data Systems, Inc. Tranche E Term Loan   4.00%  3/9/2020   22,219    22,361,307 
Total                610,064,112 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Manufacturing 4.75%                  
                   
Accudyne Industries LLC Refinancing Term Loan   4.00%  12/13/2019  $29,146   $29,253,317 
Air Distribution Technologies, Inc. 1st Lien Replacement Term Loan   4.25%  11/9/2018   25,565    25,724,718 
Air Distribution Technologies, Inc. 2nd Lien Initial Term Loan   9.25%  5/11/2020   12,301    12,562,051 
Alcatel-Lucent USA, Inc. US Term Loan   4.50%  1/30/2019   69,811    70,566,090 
Allegion Public Ltd. Co. Tranche B Term Loan (Ireland)(a)    3.00%  9/30/2020   13,000    13,010,790 
Alliance Laundry Systems LLC 1st Lien Initial Term Loan   4.25%  12/10/2018   15,309    15,417,769 
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan   9.50%  12/10/2019   9,706    9,875,375 
Apex Tool Group LLC Term Loan   4.50%  1/31/2020   20,349    20,145,139 
Filtration Group Corp. 1st Lien Term Loan   4.50%  11/21/2020   5,000    5,056,250 
Filtration Group Corp. 2nd Lien Initial Term Loan   8.25%  11/21/2021   17,500    17,948,438 
Gardner Denver, Inc. Initial Dollar Term Loan   4.25%  7/30/2020   27,888    27,810,949 
Gardner Denver, Inc. Initial EUR Term Loan(c)    4.75%  7/30/2020  EUR26,600    36,897,550 
Generac Power Systems, Inc. Term Loan B   3.50%  5/31/2020  $23,890    23,964,593 
Husky Injection Molding Systems Ltd. New Term Loan (Canada)(a)    4.25%  6/29/2018   35,712    35,937,335 
Mirror Bidco Corp. New Incremental Term Loan   4.25%  12/27/2019   20,000    20,150,000 
Ply Gem Industries, Inc. Term Loan   4.00%  1/16/2021   5,000    5,019,800 
Road Infrastructure Investment LLC 1st Lien Term Loan   6.25%  3/30/2018   16,647    16,782,146 
Road Infrastructure Investment LLC 2nd Lien Term Loan   10.25%  9/28/2018   9,500    9,618,750 
Unifrax Holding Co. New Dollar Term Loan B   4.25%  11/28/2018   12,909    12,994,120 
Unifrax Holding Co. New EUR Term Loan(c)    5.25%  11/28/2018  EUR5,605    7,756,428 
WDCC Enterprises, Inc. Tranche B2 Term Loan(c)    5.32%  12/12/2019  CAD 12,729    11,582,096 
Total                428,073,704 
                   
Media/Telecommunications 13.04%                  
                   
Acquisitions Cogeco Cable II LP 2013 Term Loan B   3.25%  12/2/2019  $18,882    18,852,440 
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   25,041    25,135,228 
Affinion Group, Inc. Tranche B Term Loan   6.75%  10/9/2016   27,264    26,984,257 
Cequel Communications LLC Term Loan   3.50%  2/14/2019   27,930    27,959,487 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   63,167    62,933,816 
Charter Communications Operating LLC Term Loan F   3.00%  1/3/2021   23,017    22,919,776 
Clear Channel Communications, Inc. Tranche B Term Loan   3.805%  1/29/2016   94,057    92,562,021 
Consolidated Communications, Inc. Initial Term Loan   4.25%  12/23/2020   20,000    20,165,000 
Cricket Communications, Inc. Term Loan B   4.75%  10/10/2019   11,880    11,902,275 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media/Telecommunications (continued)                  
                   
Cricket Communications, Inc. Term Loan C   4.75%  3/9/2020  $31,599   $31,673,583 
Crown Castle Operating Co. Extended Incremental Tranche B2 Term Loan   3.25%  1/31/2021   58,863    58,972,943 
CSC Holdings LLC Term Loan B   2.655%  4/17/2020   80,782    80,332,510 
Fibertech Networks LLC Term Loan   4.50%  12/18/2019   7,450    7,470,972 
Global Tel*Link Corp. 1st Lien Term Loan   5.00%  5/22/2020   2,470    2,453,340 
Global Tel*Link Corp. 2nd Lien Term Loan   9.00%  11/23/2020   8,000    7,900,000 
Grande Communications Networks LLC Initial Term Loan   4.50%  5/22/2020   22,875    22,917,891 
Integra Telecom Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  2/21/2020   19,000    19,562,875 
Integra Telecom Holdings, Inc. Term Loan B   5.25%  2/22/2019   24,813    25,097,844 
Level 3 Financing, Inc. Tranche B 2020 Term Loan   4.00%  1/15/2020   48,500    48,704,670 
Level 3 Financing, Inc. Tranche B-III 2019 Term Loan   4.00%  8/1/2019   17,000    17,085,000 
LTS Buyer LLC 1st Lien Term Loan B   4.00%  4/13/2020   17,500    17,511,025 
LTS Buyer LLC 2nd Lien Term Loan   8.00%  4/12/2021   11,983    12,183,107 
MCC Iowa LLC Tranche G Term Loan   4.00%  1/20/2020   21,725    21,806,469 
MCC Iowa LLC Tranche H Term Loan   3.25%  1/29/2021   4,950    4,945,113 
Mediacom Illinois LLC Tranche E Term Loan   4.50%  10/23/2017   13,896    13,953,877 
Midcontinent Communications Term Loan B  3.50% - 5.00%  7/30/2020   11,589    11,622,526 
MTL Publishing LLC Term Loan B   4.25%  6/29/2018   15,132    15,189,240 
Newsday LLC Term Loan   3.655%  10/12/2016   18,865    18,936,130 
SBA Senior Finance II LLC Incremental Tranche B-1- A Term Loan   3.25%  3/24/2021   25,000    24,976,250 
Syniverse Holdings, Inc. Initial Term Loan   4.00%  4/23/2019   7,976    8,012,687 
Syniverse Holdings, Inc. Tranche B Term Loan   4.00%  4/23/2019   34,903    35,120,916 
TWCC Holding Corp. 2nd Lien Term Loan   7.00%  6/26/2020   8,000    7,775,000 
Univision Communications, Inc. 1st Lien Replacement Term Loan   4.00%  3/1/2020   47,666    47,855,771 
Virgin Media Investment Holdings Ltd. Facility B Term Loan (United Kingdom)(a)    3.50%  6/8/2020   60,725    60,749,594 
WaveDivision Holdings LLC Initial Term Loan   4.00%  10/15/2019   28,555    28,634,973 
WideOpenWest Finance LLC Term Loan B   4.75%  4/1/2019   17,865    17,990,948 
WMG Acquisitions Corp. Tranche B Refinancing Term Loan   3.75%  7/1/2020   53,210    53,236,441 
Ziggo EUR Facility B1 Term Loan(c)    3.50%  1/15/2022  EUR 14,475    19,974,353 
Ziggo EUR Facility B2 Term Loan(c)    3.50%  1/15/2022  EUR 9,325    12,868,791 
Ziggo EUR Facility B3 Term Loan(c)    %  1/15/2022  EUR 15,350    21,183,479 
Ziggo EUR Facility B4 Term Loan(c)    %  1/15/2022  EUR 10,850    14,938,818 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media/Telecommunications (continued)                  
                   
Ziggo USD Facility B1 Term Loan (Netherlands)(a)    3.25%  1/15/2022  $27,734   $27,644,184 
Ziggo USD Term Loan B2 (Netherlands)(a)    %  1/15/2022   17,872    17,817,025 
Ziggo USD Term Loan B3 (Netherlands)(a)    3.25%  1/15/2022   29,394    29,302,644 
Total                1,175,815,289 
                   
Metals/Minerals 1.41%                  
                   
Arch Coal, Inc. Term Loan   6.25%  5/16/2018   14,949    14,775,919 
FMG Resources (August 2006) Pty Ltd. Term Loan (Australia)(a)    4.25%  6/28/2019   17,258    17,442,762 
Murray Energy Corp. Term Loan   5.25%  12/5/2019   55,000    55,660,000 
Walter Energy, Inc. Term Loan A   %  4/1/2016   5,000    4,978,750 
Walter Energy, Inc. Term Loan B   6.75%  4/2/2018   35,147    34,614,739 
Total                127,472,170 
                   
Retail 5.09%                  
                   
Academy Ltd. 2012 Initial Term Loan   4.50%  8/3/2018   19,750    19,902,173 
Bass Pro Group, LLC New Term Loan   3.75%  11/20/2019   15,463    15,561,344 
BJ’s Wholesale Club, Inc. 2013 2nd Lien Replacement Term Loan   8.50%  3/26/2020   24,725    25,466,750 
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%  9/26/2019   56,017    56,433,914 
Capital Automotive LP 2nd Lien Term Loan   6.00%  4/30/2020   6,000    6,225,000 
Capital Automotive LP Tranche B1 Facility Term Loan   4.00%  4/10/2019   5,239    5,266,918 
Container Store, Inc. (The) Term Loan Facility   4.25%  4/6/2019   12,543    12,611,669 
Gymboree Corp. (The) Term Loan   5.00%  2/23/2018   15,948    14,640,531 
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021   49,117    48,871,434 
J. Crew Group, Inc. Term Loan B1   4.00%  3/7/2018   22,496    22,556,025 
Leslie’s Poolmart, Inc. Additional Tranche B Term Loan   4.25%  10/16/2019   48,902    49,245,678 
Michaels Stores, Inc. Term Loan B   3.75%  1/28/2020   30,462    30,599,493 
Neiman Marcus Group, Inc. (The) Term Loan   5.00%  10/26/2020   79,070    80,075,058 
Party City Holdings, Inc. 2014 Replacement Term Loan   4.00%  7/27/2019   41,555    41,665,405 
Smart & Final, Inc. 1st Lien Term Loan   4.75%  11/15/2019   15,840    15,873,112 
Toys ‘R’ US Property Co. I LLC Initial Term Loan   6.00%  8/21/2019   14,938    14,128,336 
Total                459,122,840 
                   
Service 13.22%                  
                   
Acosta, Inc. 2013 Term Loan B   4.25%  3/3/2018   25,706    25,859,860 
ADS Waste Holdings, Inc. Tranche B2 Initial Term Loan   3.75%  10/9/2019   19,800    19,821,978 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Service (continued)                  
                   
Advantage Sales & Marketing, Inc. 2013 1st Lien Term Loan   4.25%  12/18/2017  $20,305   $20,440,581 
Advantage Sales & Marketing, Inc. 2013 2nd Lien Term Loan   8.25%  6/18/2018   19,018    19,344,704 
Allflex Holdings III, Inc. 1st Lien Initial Term Loan   4.25%  7/17/2020   19,950    20,082,169 
Allflex Holdings III, Inc. 2nd Lien Initial Term Loan   8.00%  7/19/2021   19,000    19,327,750 
Allied Security Holdings LLC 1st Lien Closing Date Term Loan   4.25%  2/12/2021   28,048    28,110,726 
Allied Security Holdings LLC 1st Lien Delayed Draw Term Loan   0.50%  2/12/2021   6,024    6,040,375 
Allied Security Holdings LLC 2nd Lien Closing Date Term Loan   8.00%  8/31/2021   22,319    22,561,173 
Allied Security Holdings LLC 2nd Lien Delayed Draw Term Loan   0.50%  7/29/2021   6,000    6,065,412 
Aramark Corp. US Term Loan F   3.25%  2/24/2021   32,500    32,442,475 
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   11,205    11,600,705 
Asurion LLC Tranche B2 Incremental Term Loan   3.50%  7/8/2020   25,994    25,831,265 
Atlantic Aviation FBO, Inc. 2013 Term Loan   3.25%  6/1/2020   36,746    36,815,064 
Atlantic Aviation FBO, Inc. Incremental Term Loan   %  6/1/2020   7,500    7,509,375 
Avis Budget Car Rental LLC Tranche B Term Loan   3.00%  3/15/2019   39,652    39,660,483 
AVSC Holding Corp. 1st Lien Initial Term Loan   4.50%  1/22/2021   24,024    24,215,471 
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%  1/24/2022   8,000    8,200,000 
Brand Energy & Infrastructure Services, Inc. Initial Term Loan   4.75%  11/26/2020   50,844    51,175,044 
Brickman Group Ltd. LLC (The) 1st Lien Initial Term Loan   4.00%  12/18/2020   9,000    9,051,345 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%  12/17/2021   6,850    7,012,687 
CompuCom Systems, Inc. Term Loan   4.25%  5/11/2020   25,146    25,169,431 
Cunningham Lindsey US, Inc. 1st Lien Initial Term Loan (Canada)(a)    5.00%  12/10/2019   17,468    17,445,947 
Cunningham Lindsey US, Inc. 2nd Lien Initial Term Loan (Canada)(a)    9.25%  6/10/2020   14,574    14,628,249 
DataPipe, Inc. 1st Lien Initial Term Loan   5.75%  3/15/2019   11,965    12,061,860 
DataPipe, Inc. 2nd Lien Initial Term Loan   9.25%  9/16/2019   14,015    14,242,591 
Decision Insight Information Group (US) I, Inc. Term Loan   7.00%  1/4/2017   5,947    5,948,449 
DigitalGlobe, Inc. Term Loan   3.75%  1/31/2020   26,311    26,343,957 
EnergySolutions LLC Term Loan   6.75%  8/12/2016   25,433    25,708,838 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Service (continued)                  
                   
First Data Corp. 2018 Dollar Term Loan   4.156%  3/23/2018  $111,564   $111,982,575 
First Data Corp. 2018 New Term Loan B   4.156%  9/24/2018   8,000    8,032,520 
GCA Services Group, Inc. 1st Lien Replacement Term Loan   4.25% - 5.50%  11/1/2019   9,398    9,477,511 
GCA Services Group, Inc. 2nd Lien Initial Term Loan   9.25%  10/22/2020   9,000    9,163,125 
Hertz Corp. (The) Letter of Credit Term Loan   2.75%  3/9/2018   14,439    14,421,413 
Hertz Corp. (The) Tranche B1 Term Loan   3.75%  3/12/2018   23,840    23,925,182 
IG Investment Holdings LLC 1st Lien Tranche B Term Loan   5.25%  10/31/2019   34,622    34,795,211 
InfoGroup, Inc. Term Loan B   8.00%  5/25/2018   22,659    19,917,683 
Interactive Data Corp. Refinanced Term Loan   3.75%  2/11/2018   9,316    9,346,218 
iQor US, Inc. Term Loan   6.00%  2/19/2021   45,000    44,212,500 
Kasima LLC Term Loan   3.25%  5/17/2021   56,450    56,520,562 
Landmark Aviation FBO Canada, Inc. Canadian Term Loan   4.75%  10/25/2019   1,019    1,029,136 
Learning Care Group (US) No. 2, Inc. 2013 Term Loan   5.75%  5/8/2019   19,403    19,499,512 
LM U.S. Member LLC 1st Lien Initial Term Loan   4.75%  10/25/2019   15,099    15,254,599 
Lonestar Intermediate Super Holdings LLC Term Loan   11.00%  9/2/2019   21,400    21,908,357 
Micro Holdings LP Initial Term Loan   6.25%  3/18/2019   25,314    25,471,936 
NEP/NCP Holdco, Inc. 2nd Lien Term Loan   9.50%  7/22/2020   11,865    12,187,501 
Orbitz Worldwide, Inc. Tranche B Refinancing Term Loan   4.50%  9/25/2017   633    638,083 
Redtop Acquisitions Ltd. 2nd Lien Initial Dollar Term Loan (United Kingdom)(a)    8.25%  6/3/2021   2,975    3,049,375 
RentPath, Inc. Term Loan B   6.25%  5/29/2020   24,875    24,315,312 
Securus Technologies Holdings, Inc. 1st Lien Initial Term Loan   4.75%  4/30/2020   10,973    10,975,901 
Securus Technologies Holdings, Inc. 2nd Lien Initial Term Loan   9.00%  4/30/2021   7,000    7,007,280 
ServiceMaster Co. (The) Tranche A Letter of Credit Facility   0.16%  7/24/2014   1,825    1,820,437 
ServiceMaster Co. (The) Tranche B Letter of Credit Facility   0.16%  1/31/2017   7,586    7,519,746 
SRA International, Inc. Term Loan   6.50%  7/20/2018   40,239    40,452,605 
SurveyMonkey.com LLC Term Loan   5.50%  2/5/2019   16,376    16,499,072 
TransFirst Holdings, Inc. 1st Lien Term Loan B1   4.75%  12/27/2017   3,950    3,963,976 
US Airways, Inc. Tranche B1 Term Loan   3.50%  5/23/2019   24,156    24,231,042 
US Airways, Inc. Tranche B2 Term Loan   3.00%  11/23/2016   15,500    15,558,125 
Weight Watchers International, Inc. Tranche B2 Initial Term Loan   4.00%  4/2/2020   20,634    15,855,802 
Total                1,191,750,261 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation 2.57%                  
                   
ASP HHI Acquisition Co., Inc. Additional Term Loan   5.00%  10/5/2018  $38,255   $38,518,112 
Chrysler Group LLC Term Loan B   3.50%  5/24/2017   19,273    19,345,206 
Chrysler Group LLC Tranche B Term Loan   3.25%  12/31/2018   56,000    55,854,960 
Federal-Mogul Corp. Tranche B Term Loan   2.098%  12/29/2014   31,924    31,735,556 
Federal-Mogul Corp. Tranche C Term Loan   2.098%  12/28/2015   10,335    10,274,235 
Fram Group Holdings, Inc. 1st Lien Term Loan   6.50%  7/28/2017   9,459    9,485,240 
Fram Group Holdings, Inc. 2nd Lien Term Loan   10.50%  1/29/2018   13,975    13,389,861 
Navistar Financial Corp. 2011 Term Loan   3.188%  12/2/2016   31,581    30,633,368 
Remy International, Inc. 2013 Term Loan B   4.25%  3/5/2020   8,415    8,478,113 
TI Group Automotive Systems LLC Additional Term Loan   5.50%  3/28/2019   8,580    8,638,712 
Tower Automotive Holdings USA LLC Refinancing Term Loan   4.75%  4/23/2020   5,387    5,401,727 
Total                231,755,090 
                   
Utility 3.53%                  
                   
Calpine Corp. Delayed Term Loan   4.00%  10/30/2020   19,000    19,184,110 
Calpine Corp. Term Loan   4.00%  4/2/2018   17,656    17,769,960 
Calpine Corp. Term Loan   4.00%  10/9/2019   20,752    20,891,648 
Dynegy, Inc. Tranche B2 Term Loan   4.00%  4/23/2020   40,118    40,364,012 
La Frontera Generation LLC Term Loan   4.50%  9/30/2020   23,399    23,504,899 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   30,000    30,825,000 
NRG Energy, Inc. 2013 Term Loan   2.75%  7/2/2018   24,099    23,978,095 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%  9/14/2018   350    360,500 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   24,475    25,148,062 
Star West Generation LLC Advance Term Loan B   4.25%  3/13/2020   13,432    13,499,492 
Texas Competitive Electric Holdings Co. LLC 2017 Extended Term Loan   4.737%  10/10/2017   77,281    54,048,074 
TPF II LC LLC Term Loan   6.50%  8/16/2019   24,875    25,372,500 
Viva Alamo LLC Initial Term Loan   4.75%  2/17/2021   9,000    9,033,750 
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017   14,017    14,437,727 
Total                318,417,829 
Total Floating Rate Loans
(cost $8,085,451,964)
                8,117,267,444 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.14%                  
                   
Commercial Mortgage Pass-Through Certificates 2007-FL14 C    0.455%#  6/15/2022  $1,436   $1,398,327 
Credit Suisse Mortgage Capital Certificates 2006-TF2A SVJ    1.375%#  10/15/2021   1,075    1,066,522 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B    5.644%#  3/18/2051   5,000    5,376,750 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H    0.555%#  9/15/2021   5,191    5,010,125 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $12,162,983)
                12,851,724 
Total Long-Term Investments
(cost $8,645,677,061)
                8,689,890,745 
                   
SHORT-TERM INVESTMENTS 7.69%                  
                   
COMMERCIAL PAPER 0.04%                  
                   
Energy                  
                   
Weatherford International Ltd.
(cost $3,499,475)
  Zero Coupon   3/7/2014   3,500    3,499,475 
                   
FLOATING RATE LOAN 0.19%                  
                   
Utility                  
                   
Texas Competitive Electric Holdings Co. LLC 2014 Non-Extended Term Loan
(cost $20,409,012)
   3.737%  10/10/2014   25,000    17,515,750 
                   
REPURCHASE AGREEMENT 7.46%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $169,595,000 of U.S. Treasury Note at .250% due 5/15/2016; $50,000,000 of U.S. Treasury Note at .625% due 8/15/2016; $67,030,000 of U.S. Treasury Note at .625% due 11/30/2017; $64,685,000 of U.S. Treasury Note at 1.375% due 12/31/2018; $15,240,000 of U.S. Treasury Note at 1.875% due 8/31/2017 and $300,000,000 of U.S. Treasury Note at 3.00% due 2/28/2017; value: $686,137,150; proceeds: $672,681,779 (cost $672,681,779)           672,682    672,681,779 
                   
Total Short-Term Investments
(cost $696,590,266)
                693,697,004 
                   
Total Investments in Securities 104.06%
(cost $9,342,267,327)
                9,383,587,749 
                   
Liabilities in Excess of Cash, Foreign Cash and Other Assets(e) (4.06%)                (365,980,631)
                   
Net Assets 100.00%               $9,017,607,118 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

 

CAD Canadian dollar.
EUR euro.
GBP British pound.
PIK Payment-in-kind.

 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at February 28, 2014.
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.
(b) Defaulted security.
(c) Investment in non-U.S. dollar denominated securities.
(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 February 28, 2014.
(e) Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized depreciation on forward foreign currency exchange contracts and futures contracts, as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
  Unrealized
Appreciation
 
Canadian dollar  Sell  J.P. Morgan   4/16/2014   12,730,000   $11,612,802   $11,484,492  $128,310 
                             
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
  Unrealized
Depreciation
 
British pound  Sell  J.P. Morgan   4/28/2014   10,640,000   $17,562,022   $17,809,961  $(247,939)
euro  Sell  J.P. Morgan   3/20/2014   7,063,000    9,717,713    9,748,952   (31,239)
euro  Sell  J.P. Morgan   4/17/2014   20,175,000    27,440,159    27,847,039   (406,880)
euro  Sell  J.P. Morgan   4/17/2014   14,925,000    20,303,298    20,600,597   (297,299)
euro  Sell  Credit Suisse   5/13/2014   5,000,000    6,818,700    6,901,428   (82,728)
euro  Sell  J.P. Morgan   5/13/2014   1,325,000    1,800,961    1,828,879   (27,918)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(1,094,003)

 

Open Futures Contracts at February 28, 2014:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  March 2014  982  Short  $(118,729,937)  $(162,851)
U.S. 10-Year Treasury Note  March 2014  151  Short   (19,042,516)   (122,941)
Net Unrealized Depreciation on Futures Contracts           $(137,772,453)  $(285,792)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1    Level 2    Level 3    Total  
Asset-Backed Securities  $   $6,557,910   $   $6,557,910 
Common Stocks   5,072,000            5,072,000 
Corporate Bonds       548,141,667        548,141,667 
Floating Rate Loans(3)                    
Aerospace       175,189,982    27,485,001    202,674,983 
Chemicals       186,001,857    25,423,230    211,425,087 
Consumer Durables       22,307,546        22,307,546 
Consumer Non-Durables       86,647,385    35,918,067    122,565,452 
Energy       364,878,017    98,616,513    463,494,530 
Financial       372,813,639    31,862,167    404,675,806 
Food & Drug       146,470,472        146,470,472 
Food/Tobacco       387,493,141        387,493,141 
Forest Products       94,024,826        94,024,826 
Gaming/Leisure       630,598,582    24,229,575    654,828,157 
Healthcare       568,324,823    89,654,621    657,979,444 
Housing       112,285,623    94,571,082    206,856,705 
Information Technology       556,224,000    53,840,112    610,064,112 
Manufacturing       367,653,286    60,420,418    428,073,704 
Media/Telecommunications       1,175,815,289        1,175,815,289 
Metals/Minerals       127,472,170        127,472,170 
Retail       417,457,435    41,665,405    459,122,840 
Service       1,040,453,702    151,296,559    1,191,750,261 
Transportation       201,121,722    30,633,368    231,755,090 
Utility       230,756,040    105,177,539    335,933,579 
Non-Agency Commercial Mortgage-Backed Securities       12,851,724        12,851,724 
Commercial Paper       3,499,475        3,499,475 
Repurchase Agreement       672,681,779        672,681,779 
Total  $5,072,000   $8,507,722,092   $870,793,657   $9,383,587,749 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $128,310   $   $128,310 
Liabilities       (1,094,003)       (1,094,003)
Futures Contracts                    
Assets                
Liabilities   (285,792)           (285,792)
Unfunded Commitments                    
Assets       6,777        6,777 
Liabilities                
Total  $(285,792)  $(958,916)  $   $(1,244,708)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2014

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended February 28, 2014.
(4) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type  Floating Rate Loans  
Balance as of December 1, 2013  $328,330,601 
Accrued discounts/premiums   394,263 
Realized gain (loss)   588,014 
Change in unrealized appreciation/depreciation   1,851,597 
Purchases   218,436,413 
Sales   (90,174,867)
Net transfers in or out of level 3   411,367,636 
Balance as of February 28, 2014  $870,793,657 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 98.78%                  
                   
ASSET-BACKED SECURITY 0.06%                  
                   
Other                  
                   
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2
(cost $1,700,535)
   0.519%#  2/1/2041  $2,000   $1,722,500 
                   
           Shares
(000)
      
COMMON STOCKS 3.70%                  
                   
Aerospace/Defense 0.20%                  
                   
General Dynamics Corp.           28    3,067,120 
TransDigm Group, Inc.           17    3,028,380 
Total                6,095,500 
                   
Apparel/Textiles 0.10%                  
                   
Vince Holding Corp.*           113    3,051,000 
                   
Automakers 0.11%                  
                   
Oshkosh Corp.           54    3,122,820 
                   
Banking 0.10%                  
                   
First Republic Bank           57    2,962,290 
                   
Consumer Products 0.10%                  
                   
Estee Lauder Cos., Inc. (The) Class A           43    2,925,700 
                   
Consumer/Commercial/Lease Financing 0.21%                  
                   
Air Lease Corp.           173    6,394,013 
                   
Electronics 0.14%                  
                   
Freescale Semiconductor Ltd.*           50    1,137,500 
NXP Semiconductors NV (Netherlands)*(a)           54    3,036,420 
Total                4,173,920 
                   
Energy: Exploration & Production 0.15%                  
                   
Rice Energy, Inc.*           185    4,440,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments         Shares
(000)
   Fair
Value
 
Gas Distribution 0.10%                  
                   
GasLog Ltd.           147   $3,095,820 
                   
Health Facilities 0.10%                  
                   
Surgical Care Affiliates, Inc.*           94    2,868,606 
                   
Health Services 0.25%                  
                   
Express Scripts Holding Co.*           58    4,367,980 
Team Health Holdings, Inc.*           67    2,993,830 
Total                7,361,810 
                   
Investments & Miscellaneous Financial Services 0.10%                  
                   
WisdomTree Investments, Inc.*           197    3,064,586 
                   
Leisure 0.20%                  
                   
Norwegian Cruise Line Holdings Ltd.*           88    3,015,760 
Vail Resorts, Inc.           41    2,897,184 
Total                5,912,944 
                   
Medical Products 0.10%                  
                   
Thermo Fisher Scientific, Inc.           24    3,038,776 
                   
Metals/Mining (Excluding Steel) 0.20%                  
                   
Precision Castparts Corp.           23    5,931,240 
                   
Pharmaceuticals 0.34%                  
                   
Alkermes plc (Ireland)*(a)           65    3,163,550 
Pharmacyclics, Inc.*           31    4,298,460 
Vertex Pharmaceuticals, Inc.*           35    2,830,100 
Total                10,292,110 
                   
Software/Services 0.79%                  
                   
eBay, Inc.*           79    4,642,830 
Facebook, Inc. Class A*           63    4,294,496 
HomeAway, Inc.*           97    4,449,390 
Red Hat, Inc.*           75    4,424,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments         Shares
(000)
   Fair
Value
 
Software/Services (continued)                  
                   
Twitter, Inc.*           54   $2,943,176 
VMware, Inc. Class A*           31    2,977,550 
Total                23,731,692 
                   
Specialty Retail 0.26%                  
                   
Polaris Industries, Inc.           34    4,557,020 
Restoration Hardware Holdings, Inc.*           47    3,196,384 
Total                7,753,404 
                   
Theaters & Entertainment 0.15%                  
                   
Lions Gate Entertainment Corp.           141    4,329,600 
Total Common Stocks
(cost $100,427,446)
                110,545,831 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
      
CONVERTIBLE BONDS 2.49%                  
                   
Aerospace/Defense 0.23%                  
                   
Alliant Techsystems, Inc.   3.00%  8/15/2024  $3,900    6,888,375 
                   
Airlines 0.13%                  
                   
Lufthansa Malta Blues LP†(b)    0.75%  4/5/2017  EUR 2,000    3,892,447 
                   
Investments & Miscellaneous Financial Services 0.14%                  
                   
Portfolio Recovery Associates, Inc.   3.00%  8/1/2020  $3,732    4,238,153 
                   
Machinery 0.15%                  
                   
Terex Corp.   4.00%  6/1/2015   1,675    4,593,687 
                   
Media: Broadcast 0.09%                  
                   
Central European Media Enterprises Ltd.   5.00%  11/15/2015   2,566    2,521,095 
                   
Medical Products 0.10%                  
                   
Fluidigm Corp.   2.75%  2/1/2034   2,625    3,059,766 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
 Date
  Principal
Amount
(000)
   Fair
Value
 
Pharmaceuticals 1.15%                  
                   
BioMarin Pharmaceutical, Inc.   0.75%  10/15/2018  $1,325   $1,552,734 
BioMarin Pharmaceutical, Inc.   1.875%  4/23/2017   415    1,664,409 
Cubist Pharmaceuticals, Inc.   1.125%  9/1/2018   4,500    5,532,188 
Cubist Pharmaceuticals, Inc.   1.875%  9/1/2020   2,600    3,266,250 
Gilead Sciences, Inc.   1.625%  5/1/2016   1,175    4,274,803 
Isis Pharmaceuticals, Inc.   2.75%  10/1/2019   1,750    5,466,563 
Medivation, Inc.   2.625%  4/1/2017   5,170    7,994,112 
Regeneron Pharmaceuticals, Inc.   1.875%  10/1/2016   1,125    4,453,594 
Total                34,204,653 
                   
Software/Services 0.50%                  
                   
Medidata Solutions, Inc.   1.00%  8/1/2018   2,200    2,957,625 
Qihoo 360 Technology Co. Ltd. (China)†(a)   2.50%  9/15/2018   3,350    4,162,375 
Trulia, Inc.   2.75%  12/15/2020   4,055    4,478,241 
Workday, Inc.   0.75%  7/15/2018   2,350    3,416,312 
Total                15,014,553 
Total Convertible Bonds
(cost $68,536,280)
                74,412,729 
                   
   Dividend
Rate
      Shares
(000)
      
CONVERTIBLE PREFERRED STOCK 0.09%                  
                   
Aerospace/Defense                  
                   
United Technologies Corp.
(cost $2,258,890)
   7.50%      43    2,858,210 
                   
   Interest
Rate
     Principal
Amount
(000)
      
FLOATING RATE LOANS(c) 5.90%                  
                   
Aerospace/Defense 0.36%                  
                   
Doncasters U.S. Finance LLC 2nd Lien Term Loan   9.50%  10/9/2020  $4,367    4,448,881 
Mitchell International, Inc. 2nd Lien Initial Term Loan   8.50%  10/11/2021   6,300    6,447,011 
Total                10,895,892 
                   
Chemicals 0.30%                  
                   
American Pacific Corp. Term Loan   7.00%  2/27/2019   6,000    6,090,000 
ETG Holdings III Corp. 2nd Lien Term Loan   8.50%  1/15/2022   2,750    2,792,982 
Total                8,882,982 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Diversified Capital Goods 0.16%                  
                   
Air Distribution Technologies, Inc. 2nd Lien Initial Term Loan   9.25%  5/11/2020  $4,600   $4,697,750 
                   
Electric: Generation 0.72%                  
                   
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   10,100    10,377,750 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%  9/14/2018   735    757,050 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   10,150    10,429,125 
Total                21,563,925 
                   
Electronics 0.30%                  
                   
Eastman Kodak Co. 2nd Lien Term Loan   10.75%  7/31/2020   8,710    8,818,875 
                   
Food: Wholesale 0.25%                  
                   
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   7,220    7,517,825 
                   
Gaming 0.47%                  
                   
Graton Economic Development Authority Closing Date Term Loan B   9.00%  8/22/2018   4,600    4,843,409 
Yonkers Racing Corp. 2nd Lien Initial Term Loan   8.75%  8/14/2020   9,200    9,177,000 
Total                14,020,409 
                   
Health Facilities 0.23%                  
                   
Steward Health Care System LLC Term Loan   6.75%  4/13/2020   6,858    6,840,625 
                   
Health Services 0.68%                  
                   
Air Medical Holdings LLC Term Loan   7.625%  5/31/2018   5,025    4,987,313 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   5,482    5,577,448 
PharMEDium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%  1/6/2022   6,100    6,206,750 
Sheridan Holdings, Inc. 2013 2nd Lien New Term Loan   8.25%  12/13/2021   3,575    3,682,250 
Total                20,453,761 
                   
Investments & Miscellaneous Financial Services 0.14%                  
                   
Bats Global Markets, Inc. Term Loan   5.00%  1/31/2020   4,125    4,155,937 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure 0.17%                  
                   
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  7/31/2020  $4,900   $5,010,250 
                   
Machinery 0.64%                  
                   
Alliance Laundry Systems LLC 1st Lien Initial Term Loan   4.25% - 5.25%  12/10/2018   2,300    2,316,295 
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan   9.50%  12/10/2019   7,743    7,878,283 
Allied Security Holdings LLC 2nd Lien Closing Date Term Loan   8.00%  8/31/2021   3,330    3,366,219 
Filtration Group Corp. 2nd Lien Initial Term Loan   8.25%  11/22/2021   2,750    2,820,469 
Redtop Acquisitions Ltd. 2nd Lien Initial Dollar Term Loan (United Kingdom)(a)   8.25%  6/3/2021   2,775    2,844,375 
Total                19,225,641 
                   
Media: Services 0.06%                  
                   
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%  1/24/2022   1,850    1,896,250 
                   
Oil Refining & Marketing 0.12%                  
                   
CITGO Petroleum Corp. Term Loan C   9.00%  6/23/2017   3,465    3,516,703 
                   
Software/Services 0.34%                  
                   
Applied Systems, Inc. 2nd Lien Initial Term Loan   7.50%  1/24/2022   4,600    4,714,425 
EZE Software Group LLC 2nd Lien Initial Term Loan   8.50%  4/6/2021   5,414    5,511,775 
Total                10,226,200 
                   
Specialty Retail 0.53%                  
                   
BJ’s Wholesale Club, Inc. 2013 2nd Lien Replacement Term Loan   8.50%  3/26/2020   5,850    6,025,500 
Vince LLC Initial Term Loan   6.00%  11/4/2019   9,788    9,958,999 
Total                15,984,499 
                   
Support: Services 0.23%                  
                   
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   3,090    3,199,124 
Lonestar Intermediate Super Holdings LLC Term Loan   11.00%  9/2/2019   3,550    3,634,330 
Total                6,833,454 
                   
Telecommunications: Integrated/Services 0.20%                  
                   
DataPipe, Inc. 2nd Lien Initial Term Loan   9.25%  9/16/2019   5,725    5,818,031 
Total Floating Rate Loans
(cost $173,162,263)
                176,359,009 
                   

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(b) 2.92%                  
                   
France 0.20%                  
                   
SMCP SAS   8.875%  6/15/2020  EUR3,900   $5,975,535 
                   
Germany 0.40%                  
                   
CeramTec Group GmbH   8.25%  8/15/2021  EUR5,500    8,274,901 
WEPA Hygieneprodukte GmbH   6.50%  5/15/2020  EUR2,500    3,761,456 
Total                12,036,357 
                   
Italy 0.76%                  
                   
Astaldi SPA SR   7.125%  12/1/2020  EUR 8,550    12,628,622 
Cerved Technologies SpA   8.00%  1/15/2021  EUR 2,625    3,933,877 
Zobele Holding SpA   7.875%  2/1/2018  EUR 4,050    5,996,066 
Total                22,558,565 
                   
Luxembourg 0.55%                  
                   
Matterhorn Financing & Cy SCA PIK   9.00%  4/15/2019  EUR 2,000    2,877,926 
Matterhorn Midco & Cy SCA   7.75%  2/15/2020  EUR 9,184    13,487,986 
Total                16,365,912 
                   
Mexico 0.49%                  
                   
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%  6/10/2028  MXN 221,500    14,648,089 
                   
Netherlands 0.29%                  
                   
Adria Bidco BV   7.875%  11/15/2020  EUR 4,575    6,599,043 
UPC Holding BV   6.75%  3/15/2023  CHF 1,775    2,179,648 
Total                8,778,691 
                   
United Kingdom 0.23%                  
                   
Galaxy Finco Ltd.   7.875%  11/15/2021  GBP 4,000    6,949,387 
Total Foreign Bonds
(cost $83,419,498)
                87,312,536 
                   
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.35%                  
                   
Belize 0.11%                  
                   
Republic of Belize   5.00%  2/20/2038  $4,415    3,134,508 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Ghana 0.12%                  
                   
Republic of Ghana   8.50%  10/4/2017  $3,575   $3,664,375 
                   
Ivory Coast 0.12%                  
                   
Ivory Coast Government International Bond   5.75%  12/31/2032   4,000    3,565,000 
Total Foreign Government Obligations
(cost $10,321,133)
                10,363,883 
                   
HIGH YIELD CORPORATE BONDS 82.66%                  
                   
Aerospace/Defense 0.92%                  
                   
Alliant Techsystems, Inc.   5.25%  10/1/2021   2,825    2,909,750 
CPI International, Inc.   8.00%  2/15/2018   3,700    3,940,500 
DynCorp International, Inc.   10.375%  7/1/2017   5,200    5,460,000 
GenCorp, Inc.   7.125%  3/15/2021   8,175    8,890,312 
SRA International, Inc.   11.00%  10/1/2019   4,475    4,698,750 
Triumph Group, Inc.   4.875%  4/1/2021   1,625    1,612,813 
Total                27,512,125 
                   
Airlines 0.26%                  
                   
Air Canada (Canada)†(a)   8.75%  4/1/2020   3,350    3,626,375 
Continental Airlines, Inc.   6.25%  4/11/2020   3,881    4,113,685 
Total                7,740,060 
                   
Apparel/Textiles 0.52%                  
                   
Perry Ellis International, Inc.   7.875%  4/1/2019   5,425    5,750,500 
SIWF Merger Sub, Inc.   6.25%  6/1/2021   6,300    6,473,250 
William Carter Co. (The)   5.25%  8/15/2021   3,335    3,435,050 
Total                15,658,800 
                   
Auto Parts & Equipment 1.47%                  
                   
Accuride Corp.   9.50%  8/1/2018   7,831    8,026,775 
American Axle & Manufacturing, Inc.   6.625%  10/15/2022   7,625    8,330,312 
Chassix, Inc.   9.25%  8/1/2018   5,300    5,710,750 
Cooper-Standard Holding, Inc. PIK   7.375%  4/1/2018   1,025    1,050,625 
International Automotive Components Group SA (Luxembourg)†(a)   9.125%  6/1/2018   4,615    4,880,362 
Stackpole International Intermediate/Stackpole International Powder (Luxembourg)†(a)    7.75%  10/15/2021   9,425    10,084,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
    Principal
Amount
(000)
   Fair
Value
 
Auto Parts & Equipment (continued)                    
                     
Stanadyne Holdings, Inc.   12.00%  2/15/2015    $2,400   $1,842,000 
Tenedora Nemak SA de CV (Mexico)†(a)   5.50%  2/28/2023     4,145    4,134,638 
Total                  44,060,212 
                     
Automakers 0.55%                    
                     
Chrysler Group LLC/CG Co-Issuer, Inc.   8.25%  6/15/2021     6,450    7,336,875 
General Motors Corp.(d)      (e)    8,500    850 
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022     4,005    4,305,375 
Oshkosh Corp.   5.375%  3/1/2022     4,625    4,752,188 
Total                  16,395,288 
                     
Banking 2.25%                    
                     
Banco Popular Espanol SA(b)   11.50%  (e)   EUR 6,000    9,416,409 
Citigroup, Inc.   5.90%  (e)   $5,000    4,971,100 
Credit Suisse AG (Switzerland)†(a)   6.50%  8/8/2023     4,925    5,421,972 
Credit Suisse Group AG (Switzerland)†(a)   7.50%  (e)    4,000    4,400,240 
Lloyds TSB Bank plc (United Kingdom)†(a)   12.00%  (e)    1,250    1,721,875 
National Savings Bank (Sri Lanka)†(a)   8.875%  9/18/2018     2,925    3,217,500 
Royal Bank of Scotland Group plc (United Kingdom)(a)   6.00%  12/19/2023     6,100    6,306,717 
Royal Bank of Scotland Group plc (United Kingdom)(a)   6.125%  12/15/2022     8,420    8,865,460 
Societe Generale SA (France)†(a)   8.25%  (e)    7,750    8,529,379 
Synovus Financial Corp.   7.875%  2/15/2019     9,375    10,687,500 
Washington Mutual Bank(f)   6.875%  6/15/2011     10,000    1,000 
Western Alliance Bancorp   10.00%  9/1/2015     3,441    3,825,807 
Total                  67,364,959 
                     
Beverages 0.44%                    
                     
Central American Bottling Corp.   6.75%  2/9/2022     5,675    5,944,563 
Constellation Brands, Inc.   6.00%  5/1/2022     6,600    7,342,500 
Total                  13,287,063 
                     
Brokerage 0.21%                    
                     
Penson Worldwide, Inc.†(f)   12.50%  5/15/2017     4,500    1,116,000 
Scottrade Financial Services, Inc.   6.125%  7/11/2021     4,995    5,041,419 
Total                  6,157,419 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building & Construction 1.99%                  
                   
Ashton Woods USA LLC/Ashton Woods Finance Co.   6.875%  2/15/2021  $8,918   $8,918,000 
K. Hovnanian Enterprises, Inc.   5.00%  11/1/2021   5,475    4,982,250 
K. Hovnanian Enterprises, Inc.   7.00%  1/15/2019   1,925    1,988,766 
K. Hovnanian Enterprises, Inc.   9.125%  11/15/2020   3,825    4,322,250 
Lennar Corp.   12.25%  6/1/2017   2,550    3,327,750 
Meritage Homes Corp.   4.50%  3/1/2018   5,750    5,850,625 
Modular Space Corp.   10.25%  1/31/2019   6,268    6,565,730 
Taylor Morrison Communities, Inc./Monarch Communities, Inc.   5.25%  4/15/2021   4,630    4,595,275 
Taylor Morrison Communities, Inc./Monarch Communities, Inc.   5.625%  3/1/2024   8,336    8,336,000 
Toll Brothers Finance Corp.   4.375%  4/15/2023   5,875    5,713,437 
William Lyon Homes, Inc.   8.50%  11/15/2020   4,525    5,000,125 
Total                59,600,208 
                   
Building Materials 2.28%                  
                   
American Builders & Contractors Supply Co., Inc.   5.625%  4/15/2021   5,075    5,227,250 
Associated Asphalt Partners LLC/Road Holdings III LLC/Associated Asphalt Finance   8.50%  2/15/2018   4,621    4,852,050 
Building Materials Corp. of America   6.75%  5/1/2021   3,950    4,295,625 
Cimento Tupi SA (Brazil)†(a)   9.75%  5/11/2018   2,876    2,890,380 
CPG Merger Sub LLC   8.00%  10/1/2021   5,395    5,826,600 
Hillman Group, Inc. (The)   10.875%  6/1/2018   6,485    7,003,800 
Masonite International Corp. (Canada)†(a)   8.25%  4/15/2021   2,050    2,265,250 
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   2,625    2,454,375 
Ply Gem Industries, Inc.   6.50%  2/1/2022   7,000    7,131,250 
Roofing Supply Group LLC/Roofing Supply Finance, Inc.   10.00%  6/1/2020   6,600    7,425,000 
RSI Home Products, Inc.   6.875%  3/1/2018   6,100    6,481,250 
Summit Materials LLC/Summit Materials Finance Corp.   10.50%  1/31/2020   2,900    3,255,250 
USG Corp.   5.875%  11/1/2021   4,484    4,781,065 
WESCO Distribution, Inc.   5.375%  12/15/2021   4,100    4,182,000 
Total                68,071,145 
                   
Chemicals 2.01%                  
                   
Braskem Finance Ltd.   6.45%  2/3/2024   4,250    4,324,375 
Celanese US Holdings LLC   5.875%  6/15/2021   3,975    4,302,937 
Grupo Idesa SA de CV (Mexico)†(a)   7.875%  12/18/2020   6,250    6,453,125 
Hexion U.S. Finance Corp.   6.625%  4/15/2020   7,810    8,112,637 
Hexion U.S. Finance Corp./Hexion Nova Scotia Finance ULC   9.00%  11/15/2020   9,350    9,653,875 
Huntsman International LLC   8.625%  3/15/2020   3,940    4,368,475 
INEOS Group Holdings SA (Luxembourg)†(a)   5.875%  2/15/2019   1,825    1,884,313 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%  4/1/2020   3,700    3,774,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                  
                   
PolyOne Corp.   5.25%  3/15/2023  $2,900   $2,936,250 
Rockwood Specialties Group, Inc.   4.625%  10/15/2020   2,700    2,814,750 
SPCM SA (France)†(a)   6.00%  1/15/2022   7,175    7,641,375 
TPC Group, Inc.   8.75%  12/15/2020   3,475    3,770,375 
Total                60,036,487 
                   
Computer Hardware 0.47%                  
                   
Denali Borrower LLC/Denali Finance Corp.   5.625%  10/15/2020   3,900    4,021,875 
NCR Corp.   5.875%  12/15/2021   1,750    1,881,250 
NCR Corp.   6.375%  12/15/2023   7,600    8,170,000 
Total                14,073,125 
                   
Consumer Products 0.89%                  
                   
Century Intermediate Holding Co. 2 PIK   9.75%  2/15/2019   10,325    10,918,687 
Elizabeth Arden, Inc.   7.375%  3/15/2021   6,429    6,911,175 
FGI Operating Co. LLC/FGI Finance, Inc.   7.875%  5/1/2020   8,185    8,798,875 
Total                26,628,737 
                   
Consumer/Commercial/Lease Financing 1.57%                  
                   
CIT Group, Inc.   5.00%  8/15/2022   10,365    10,929,623 
CIT Group, Inc.   5.375%  5/15/2020   6,110    6,629,350 
CIT Group, Inc.   6.00%  4/1/2036   495    491,294 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   8,460    9,052,200 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021   2,925    2,786,063 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   4,170    4,242,975 
Patriot Merger Corp.   9.00%  7/15/2021   5,872    6,371,120 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   5,970    6,537,150 
Total                47,039,775 
                   
Diversified Capital Goods 1.35%                  
                   
Accudyne Industries Borrower/Accudyne Industries LLC (Luxembourg)†(a)   7.75%  12/15/2020   4,725    5,079,375 
Anixter, Inc.   5.625%  5/1/2019   3,170    3,407,750 
Artesyn Escrow, Inc.   9.75%  10/15/2020   6,775    6,808,875 
Constellation Enterprises LLC   10.625%  2/1/2016   3,475    3,110,125 
DH Services Luxembourg Sarl (Luxembourg)†(a)   7.75%  12/15/2020   5,800    6,278,500 
Dynacast International LLC/Dynacast Finance, Inc.   9.25%  7/15/2019   7,175    8,018,062 
NANA Development Corp.   9.50%  3/15/2019   3,600    3,744,000 
Unifrax I LLC/Unifrax Holding Co.   7.50%  2/15/2019   3,737    3,998,590 
Total                40,445,277 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Generation 2.96%                  
                   
Astoria Depositor Corp.   8.144%  5/1/2021  $3,655   $3,837,750 
DPL, Inc.   7.25%  10/15/2021   12,580    12,627,175 
Elwood Energy LLC   8.159%  7/5/2026   6,176    6,701,224 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.   10.25%  12/1/2020   15,040    15,716,800 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.   12.25%  3/1/2022   3,105    3,617,325 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc. PIK   11.25%  12/1/2018   5,307    3,410,002 
GenOn Energy, Inc.   9.875%  10/15/2020   6,500    6,630,000 
Illinois Power Generating Co.   7.00%  4/15/2018   9,487    8,514,582 
Listrindo Capital BV (Netherlands)†(a)   6.95%  2/21/2019   4,581    4,838,681 
North American Energy Alliance LLC/North American Energy Alliance Finance Corp.   10.875%  6/1/2016   5,713    5,929,768 
NRG Energy, Inc.   6.25%  7/15/2022   5,500    5,733,750 
NSG Holdings LLC/NSG Holdings, Inc.   7.75%  12/15/2025   5,403    5,781,210 
Red Oak Power LLC   8.54%  11/30/2019   4,954    5,276,141 
Total                88,614,408 
                   
Electric: Integrated 0.16%                  
                   
AES El Salvador Trust II (Panama)†(a)   6.75%  3/28/2023   1,995    1,845,375 
EDP Finance BV (Netherlands)†(a)   5.25%  1/14/2021   2,850    2,971,125 
Total                4,816,500 
                   
Electronics 0.69%                  
                   
Freescale Semiconductor, Inc.   6.00%  1/15/2022   4,350    4,627,313 
Freescale Semiconductor, Inc.   10.75%  8/1/2020   6,625    7,734,687 
Magnachip Semiconductor Corp. (South Korea)(a)   6.625%  7/15/2021   3,740    3,870,900 
Micron Technology, Inc.   5.875%  2/15/2022   4,125    4,320,938 
Total                20,553,838 
                   
Energy: Exploration & Production 6.95%                  
                   
Afren plc (United Kingdom)†(a)   6.625%  12/9/2020   3,725    3,752,938 
Afren plc (United Kingdom)†(a)   10.25%  4/8/2019   3,450    3,963,188 
Afren plc (United Kingdom)†(a)   11.50%  2/1/2016   4,400    5,027,000 
Alliance Oil Co. Ltd. (Russia)†(a)   7.00%  5/4/2020   8,600    7,933,500 
Antero Resources Finance Corp.   5.375%  11/1/2021   4,300    4,399,438 
Antero Resources Finance Corp.   6.00%  12/1/2020   4,225    4,531,312 
Athlon Holdings LP/Athlon Finance Corp.   7.375%  4/15/2021   10,250    10,916,250 
Berry Petroleum Co.   6.375%  9/15/2022   2,775    2,906,813 
Bonanza Creek Energy, Inc.   6.75%  4/15/2021   3,635    3,925,800 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   7.875%  4/15/2022   4,475    4,900,125 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                  
                   
Concho Resources, Inc.   5.50%  4/1/2023  $7,975   $8,373,750 
CrownRock LP/CrownRock Finance, Inc.   7.125%  4/15/2021   9,025    9,431,125 
Diamondback Energy, Inc.   7.625%  10/1/2021   5,200    5,538,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)   7.50%  2/11/2020   2,883    2,983,905 
Kodiak Oil & Gas Corp.   5.50%  1/15/2021   7,590    7,855,650 
Laredo Petroleum, Inc.   5.625%  1/15/2022   1,600    1,630,000 
Laredo Petroleum, Inc.   7.375%  5/1/2022   3,955    4,409,825 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%  12/1/2021   3,325    3,308,375 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   7,250    7,721,250 
MEG Energy Corp. (Canada)†(a)   6.50%  3/15/2021   7,140    7,568,400 
MEG Energy Corp. (Canada)†(a)   7.00%  3/31/2024   4,250    4,473,125 
Oasis Petroleum, Inc.   6.50%  11/1/2021   6,000    6,510,000 
Oasis Petroleum, Inc.   6.875%  3/15/2022   5,825    6,349,250 
Pacific Rubiales Energy Corp. (Canada)†(a)   5.125%  3/28/2023   1,566    1,511,190 
Pacific Rubiales Energy Corp. (Canada)†(a)   5.375%  1/26/2019   2,600    2,684,500 
Pacific Rubiales Energy Corp. (Canada)†(a)   7.25%  12/12/2021   2,775    2,997,000 
Parsley Energy LLC/Parsley Finance Corp.   7.50%  2/15/2022   3,625    3,815,313 
PDC Energy, Inc.   7.75%  10/15/2022   5,215    5,723,462 
Penn Virginia Corp.   8.50%  5/1/2020   4,150    4,585,750 
Pertamina Persero PT (Indonesia)†(a)   4.30%  5/20/2023   6,950    6,394,000 
Range Resources Corp.   5.00%  8/15/2022   2,250    2,328,750 
Range Resources Corp.   5.00%  3/15/2023   5,239    5,356,877 
Seven Generations Energy Ltd. (Canada)†(a)   8.25%  5/15/2020   19,695    21,615,262 
SM Energy Co.   6.50%  11/15/2021   5,975    6,512,750 
SM Energy Co.   6.50%  1/1/2023   1,615    1,736,125 
Stone Energy Corp.   7.50%  11/15/2022   10,435    11,295,887 
Ultra Petroleum Corp.   5.75%  12/15/2018   2,700    2,835,000 
Total                207,800,885 
                   
Environmental 0.47%                  
                   
Bilbao Luxembourg SA PIK†(b)   10.50%  12/1/2018  EUR 4,000    5,762,754 
Clean Harbors, Inc.   5.25%  8/1/2020  $5,000    5,175,000 
Covanta Holding Corp.(g)   5.875%  3/1/2024   3,100    3,177,311 
Total                14,115,065 
                   
Food & Drug Retailers 0.81%                  
                   
New Albertson’s, Inc.   7.75%  6/15/2026   3,900    3,285,750 
Rite Aid Corp.   6.75%  6/15/2021   2,685    2,966,925 
Rite Aid Corp.   7.70%  2/15/2027   7,100    7,756,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food & Drug Retailers (continued)                  
                   
Roundy’s Supermarkets, Inc.   10.25%  12/15/2020  $3,275   $3,504,250 
Tops Holding II Corp.   8.75%  6/15/2018   6,275    6,541,687 
Total                24,055,362 
                   
Food: Wholesale 1.72%                  
                   
Camposol SA (Peru)†(a)   9.875%  2/2/2017   3,233    3,329,990 
CFG Investment SAC (Peru)†(a)   9.75%  7/30/2019   3,525    3,516,188 
Comfeed Finance BV (Netherlands)†(a)   6.00%  5/2/2018   4,575    4,380,562 
Diamond Foods, Inc.   7.00%  3/15/2019   2,200    2,274,250 
ESAL GmbH (Austria)†(a)   6.25%  2/5/2023   4,725    4,417,875 
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc. (Greece)†(a)   9.875%  2/1/2020   6,490    6,928,075 
KeHE Distributors LLC/KeHE Finance Corp.   7.625%  8/15/2021   8,325    8,840,109 
Land O’Lakes Capital Trust I   7.45%  3/15/2028   2,946    2,872,350 
Land O’Lakes, Inc.   6.00%  11/15/2022   2,400    2,544,000 
MHP SA (Ukraine)†(a)   8.25%  4/2/2020   4,450    3,694,390 
Smithfield Foods, Inc.   6.625%  8/15/2022   5,525    5,994,625 
Southern States Cooperative, Inc.   10.00%  8/15/2021   2,725    2,711,375 
Total                51,503,789 
                   
Forestry/Paper 1.07%                  
                   
Boise Cascade Co.   6.375%  11/1/2020   6,000    6,435,000 
Cascades, Inc. (Canada)(a)   7.875%  1/15/2020   4,505    4,854,137 
Clearwater Paper Corp.   4.50%  2/1/2023   347    329,650 
Millar Western Forest Products Ltd. (Canada)(a)   8.50%  4/1/2021   4,535    4,659,712 
Neenah Paper, Inc.   5.25%  5/15/2021   4,625    4,613,438 
PH Glatfelter Co.   5.375%  10/15/2020   2,700    2,794,500 
Tembec Industries, Inc. (Canada)(a)   11.25%  12/15/2018   7,514    8,284,185 
Total                31,970,622 
                   
Gaming 2.37%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   3,246    3,465,105 
Churchill Downs, Inc.   5.375%  12/15/2021   4,025    4,125,625 
Graton Economic Development Authority   9.625%  9/1/2019   9,010    10,451,600 
Greektown Superholdings, Inc.    13.00%    7/1/2015   4,675    4,901,738 
Isle of Capri Casinos, Inc.   8.875%  6/15/2020   795    868,538 
MCE Finance Ltd. (Macao)†(a)   5.00%  2/15/2021   8,365    8,385,912 
Mohegan Tribal Gaming Authority   9.75%  9/1/2021   6,050    6,700,375 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   1,080    1,090,125 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   5,113    5,611,517 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming (continued)                  
                   
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018  $6,965   $7,313,250 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021  7,675   8,442,500 
Studio City Finance Ltd.   8.50%  12/1/2020   3,353    3,755,360 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   5,800    5,785,500 
Total                70,897,145 
                   
Gas Distribution 3.31%                  
                   
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.00%  12/15/2020   4,675    4,943,812 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.125%  3/1/2022   3,485    3,659,250 
Genesis Energy LP/Genesis Energy Finance Corp.   5.75%  2/15/2021   3,840    3,964,800 
Hiland Partners LP/Hiland Partners Finance Corp.   7.25%  10/1/2020   6,360    6,900,600 
Holly Energy Partners LP/Holly Energy Finance Corp.   6.50%  3/1/2020   4,560    4,833,600 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   5,000    5,483,140 
Kinder Morgan, Inc.   5.625%  11/15/2023   7,025    7,096,739 
LBC Tank Terminals Holding Netherlands BV (Belgium)†(a)   6.875%  5/15/2023   5,030    5,344,375 
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.   6.25%  6/15/2022   5,707    6,192,095 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%  9/1/2020   4,350    4,578,375 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   9,160    9,549,300 
Ruby Pipeline LLC   6.00%  4/1/2022   2,625    2,826,083 
Sabine Pass Liquefaction LLC   5.625%  4/15/2023   1,525    1,505,938 
Sabine Pass Liquefaction LLC   5.875%  2/1/2021   11,008    11,338,240 
Sabine Pass Liquefaction LLC   6.25%  3/15/2022   6,325    6,554,281 
SemGroup Corp.   7.50%  6/15/2021   6,865    7,379,875 
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.   7.50%  7/1/2021   2,950    3,141,750 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021   3,425    3,596,250 
Total                98,888,503 
                   
Health Facilities 2.89%                  
                   
Acadia Healthcare Co., Inc.   6.125%  3/15/2021   7,550    7,833,125 
Amsurg Corp.   5.625%  11/30/2020   4,425    4,679,438 
CHS/Community Health Systems, Inc.   6.875%  2/1/2022   12,100    12,894,062 
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   7,695    8,587,620 
HCA, Inc.   6.50%  2/15/2020   5,950    6,730,938 
HCA, Inc.   7.50%  12/15/2023   7,099    8,039,617 
HCA, Inc.   8.36%  4/15/2024   4,419    5,026,613 
MPT Operating Partnership LP/MPT Finance Corp.   6.375%  2/15/2022   5,675    5,987,125 
Sabra Health Care LP/Sabra Capital Corp.   5.375%  6/1/2023   4,625    4,630,781 
Sabra Health Care LP/Sabra Capital Corp.   5.50%  2/1/2021   4,125    4,259,063 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Facilities (continued)                  
                   
Tenet Healthcare Corp.   6.00%  10/1/2020  $6,325   $6,811,234 
Tenet Healthcare Corp.   8.125%  4/1/2022   9,800   11,000,500 
Total                86,480,116 
                   
Health Services 0.61%                  
                   
Emdeon, Inc.   11.00%  12/31/2019   5,145    5,981,062 
Exam Works Group, Inc.   9.00%  7/15/2019   4,650    5,138,250 
Service Corp. International   5.375%  1/15/2022   3,089    3,158,503 
Truven Health Analytics, Inc.   10.625%  6/1/2020   3,430    3,901,625 
Total                18,179,440 
                   
Hotels 0.50%                  
                   
Grupo Posadas SAB de CV (Mexico)†(a)   7.875%  11/30/2017   2,825    2,863,844 
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp.   5.625%  10/15/2021   5,175    5,482,265 
Playa Resorts Holding BV (Netherlands)†(a)   8.00%  8/15/2020   6,000    6,525,000 
Total                14,871,109 
                   
Household & Leisure Products 0.15%                  
                   
Brunswick Corp.   4.625%  5/15/2021   4,622    4,518,005 
                   
Insurance Brokerage 0.38%                  
                   
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC   7.875%  12/15/2020   6,562    7,004,935 
Hockey Merger Sub 2, Inc.   7.875%  10/1/2021   4,000    4,230,000 
Total                11,234,935 
                   
Investments & Miscellaneous Financial Services 0.69%                  
                   
Affinion Group, Inc.   7.875%  12/15/2018   5,824    5,183,360 
Baggot Securities Ltd.†(b)   10.24%  (e) EUR 4,250    6,339,098 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.625%  3/15/2020  $1,450    1,533,375 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   3,025    3,191,375 
Nuveen Investments, Inc.   9.125%  10/15/2017   4,085    4,299,463 
Total                20,546,671 
                   
Leisure 0.86%                  
                   
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp.   5.25%  3/15/2021   8,900    9,089,125 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure (continued)                  
                   
NCL Corp. Ltd.   5.00%  2/15/2018  $900   $938,250 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%  4/15/2017   8,395    8,772,775 
Viking Cruises Ltd.   8.50%  10/15/2022   6,040    6,900,700 
Total                25,700,850 
                   
Life Insurance 0.65%                  
                   
American Equity Investment Life Holding Co.   6.625%  7/15/2021   10,300    10,918,000 
CNO Financial Group, Inc.   6.375%  10/1/2020   7,830    8,378,100 
Total                19,296,100 
                   
Machinery 0.70%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019   3,930    4,381,950 
Mcron Finance Sub LLC/Mcron Finance Corp.   8.375%  5/15/2019   3,320    3,714,250 
Milacron LLC/Mcron Finance Corp.   7.75%  2/15/2021   7,390    7,944,250 
Waterjet Holdings, Inc.   7.625%  2/1/2020   4,634    4,912,040 
Total                20,952,490 
                   
Media: Broadcast 2.03%                  
                   
AMC Networks, Inc.   4.75%  12/15/2022   7,537    7,612,370 
AMC Networks, Inc.   7.75%  7/15/2021   7,470    8,515,800 
Belo Corp.   7.25%  9/15/2027   6,900    7,227,750 
Clear Channel Communications, Inc.   5.50%  12/15/2016   5,025    4,773,750 
Clear Channel Communications, Inc.   9.00%  12/15/2019   4,400    4,642,000 
Clear Channel Communications, Inc.   10.75%  8/1/2016   4,800    4,944,000 
Clear Channel Communications, Inc.   11.25%  3/1/2021   7,825    8,783,562 
DreamWorks Animation SKG, Inc.   6.875%  8/15/2020   2,750    2,963,125 
Gray Television, Inc.   7.50%  10/1/2020   3,400    3,723,000 
Sirius XM Holdings, Inc.   5.25%  8/15/2022   2,425    2,522,000 
Starz LLC/Starz Finance Corp.   5.00%  9/15/2019   2,800    2,922,500 
Townsquare Radio LLC/Townsquare Radio, Inc.   9.00%  4/1/2019   1,925    2,141,563 
Total                60,771,420 
                   
Media: Cable 5.48%                  
                   
Altice Financing SA (Luxembourg)†(a)   6.50%  1/15/2022   4,375    4,571,875 
Altice Finco SA (Luxembourg)†(a)   8.125%  1/15/2024   3,600    3,870,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media: Cable (continued)                  
                   
Altice Finco SA (Luxembourg)†(a)   9.875%  12/15/2020  $7,775   $8,824,625 
Cablevision Systems Corp.   5.875%  9/15/2022   10,260    10,696,050 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.25%  3/15/2021   10,625    10,824,219 
Cogeco Cable, Inc. (Canada)†(a)   4.875%  5/1/2020   5,600    5,621,000 
DISH DBS Corp.   5.125%  5/1/2020   9,640    10,001,500 
DISH DBS Corp.   5.875%  7/15/2022   17,360    18,314,800 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   7,255    8,234,425 
Midcontinent Communications & Midcontinent Finance Corp.   6.25%  8/1/2021   8,940    9,342,300 
Nara Cable Funding Ltd. (Ireland)†(a)   8.875%  12/1/2018   2,055    2,245,087 
Ono Finance II plc (Ireland)†(a)   10.875%  7/15/2019   9,700    10,767,000 
RCN Telecom Services LLC/RCN Capital Corp.   8.50%  8/15/2020   4,790    5,053,450 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(a)   5.50%  1/15/2023   12,130    12,615,200 
UPCB Finance III Ltd.   6.625%  7/1/2020   2,325    2,496,469 
UPCB Finance V Ltd.   7.25%  11/15/2021   7,125    7,890,937 
Virgin Media Secured Finance plc (United Kingdom)†(a)   5.375%  4/15/2021   3,875    4,010,625 
VTR Finance BV (Netherlands)†(a)   6.875%  1/15/2024   9,860    10,120,876 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%  9/1/2020   10,670    11,550,275 
Ziggo Bond Co. BV†(b)   8.00%  5/15/2018  EUR 4,600    6,786,219 
Total                163,836,932 
                   
Media: Diversified 0.53%                  
                   
Block Communications, Inc.   7.25%  2/1/2020  $4,145    4,445,513 
Netflix, Inc.   5.375%  2/1/2021   10,700    11,235,000 
Total                15,680,513 
                   
Media: Services 0.81%                  
                   
Affinion Investments LLC   13.50%  8/15/2018   3,479    3,444,210 
Clear Channel Worldwide Holdings, Inc. Series B   7.625%  3/15/2020   8,690    9,450,375 
MDC Partners, Inc.   6.75%  4/1/2020   5,040    5,405,400 
Southern Graphics, Inc.   8.375%  10/15/2020   5,655    6,022,575 
Total                24,322,560 
                   
Medical Products 1.01%                  
                   
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022   7,896    8,488,200 
Fresenius Medical Care US Finance, Inc.   5.75%  2/15/2021   7,351    7,902,325 
Kinetic Concepts, Inc./KCI USA, Inc.   10.50%  11/1/2018   3,868    4,491,715 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Medical Products (continued)                  
                   
Kinetic Concepts, Inc./KCI USA, Inc.   12.50%  11/1/2019  $2,500   $2,900,000 
Mallinckrodt International Finance SA (Luxembourg)†(a)   4.75%  4/15/2023   6,775    6,449,272 
Total                30,231,512 
                   
Metals/Mining (Excluding Steel) 3.92%                  
                   
Allied Nevada Gold Corp.†(b)   8.75%  6/1/2019  CAD 4,325    3,085,659 
American Rock Salt Co. LLC/American Rock Capital Corp.   8.25%  5/1/2018  $8,165    8,522,219 
AngloGold Ashanti Holdings plc (United Kingdom)(a)   5.125%  8/1/2022   6,661    6,117,036 
Arch Coal, Inc.   8.00%  1/15/2019   7,225    7,315,312 
Boart Longyear Management Pty Ltd. (Australia)†(a)   10.00%  10/1/2018   5,600    5,824,000 
Calcipar SA (Luxembourg)†(a)   6.875%  5/1/2018   3,875    4,141,406 
Cloud Peak Energy Resource LLC/Cloud Peak Energy Finance Corp.(g)   6.375%  3/15/2024   1,877    1,947,388 
Coeur Mining, Inc.   7.875%  2/1/2021   5,715    5,922,169 
First Quantum Minerals Ltd. (Canada)†(a)   6.75%  2/15/2020   6,596    6,826,860 
First Quantum Minerals Ltd. (Canada)†(a)   7.00%  2/15/2021   6,596    6,843,350 
HudBay Minerals, Inc. (Canada)(a)   9.50%  10/1/2020   4,080    4,345,200 
Kinross Gold Corp. (Canada)†(a)(g)   5.95%  3/15/2024   17,949    18,032,876 
Mirabela Nickel Ltd. (Australia)†(a)(f)   8.75%  4/15/2018   3,950    967,750 
Murray Energy Corp.   8.625%  6/15/2021   3,490    3,716,850 
New Gold, Inc. (Canada)†(a)   6.25%  11/15/2022   15    15,075 
Newcrest Finance Pty Ltd. (Australia)†(a)   4.20%  10/1/2022   12,500    10,792,325 
Newcrest Finance Pty Ltd. (Australia)†(a)   4.45%  11/15/2021   9,325    8,398,440 
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp.   7.375%  2/1/2020   3,900    4,153,500 
Walter Energy, Inc.   9.50%  10/15/2019   6,625    6,674,687 
Westmoreland Escrow Corp.   10.75%  2/1/2018   3,300    3,613,500 
Total                117,255,602 
                   
Oil Field Equipment & Services 1.08%                  
                   
Atwood Oceanics, Inc.   6.50%  2/1/2020   4,420    4,784,650 
Dresser-Rand Group, Inc.   6.50%  5/1/2021   4,445    4,778,375 
Gulfmark Offshore, Inc.   6.375%  3/15/2022   7,950    8,228,250 
Hercules Offshore, Inc.   7.50%  10/1/2021   2,975    3,160,937 
Hercules Offshore, Inc.   8.75%  7/15/2021   3,475    3,892,000 
Pacific Drilling SA (Luxembourg)†(a)   5.375%  6/1/2020   2,600    2,645,500 
Pacific Drilling V Ltd. (Luxembourg)†(a)   7.25%  12/1/2017   4,500    4,882,500 
Total                32,372,212 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil Refining & Marketing 0.47%                  
                   
CVR Refining LLC/Coffeyville Finance, Inc.   6.50%  11/1/2022  $4,515   $4,706,888 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%  11/15/2020   5,925    6,399,000 
Western Refining, Inc.   6.25%  4/1/2021   2,725    2,820,375 
Total                13,926,263 
                   
Packaging 0.95%                  
                   
Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Is (Luxembourg)†(a)    6.00%  6/15/2017   12,000    12,510,000 
BOE Intermediate Holding Corp. PIK   9.00%  11/1/2017   3,764    3,937,405 
BOE Merger Corp. PIK   9.50%  11/1/2017   3,725    3,976,438 
Pactiv LLC   7.95%  12/15/2025   2,400    2,460,000 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020   5,290    5,554,500 
Total                28,438,343 
                   
Pharmaceuticals 0.85%                  
                   
Capsugel SA PIK (Luxembourg)†(a)   7.00%  5/15/2019   2,025    2,104,734 
CFR International SpA (Chile)†(a)   5.125%  12/6/2022   3,015    2,877,739 
JLL/Delta Dutch Newco BV (Netherlands)†(a)   7.50%  2/1/2022   4,425    4,530,094 
Par Pharmaceutical Cos., Inc.   7.375%  10/15/2020   6,540    7,112,250 
Salix Pharmaceuticals Ltd.   6.00%  1/15/2021   2,950    3,163,875 
Valeant Pharmaceuticals International, Inc.   7.50%  7/15/2021   5,000    5,725,000 
Total                25,513,692 
                   
Printing & Publishing 0.35%                  
                   
RR Donnelley & Sons Co.   7.00%  2/15/2022   3,575    3,986,125 
RR Donnelley & Sons Co.   7.875%  3/15/2021   5,760    6,595,200 
Total                10,581,325 
                   
Railroads 0.16%                  
                   
Watco Cos. LLC/Watco Finance Corp.   6.375%  4/1/2023   4,550    4,618,250 
                   
Real Estate 0.11%                  
                   
China South City Holdings Ltd. (Hong Kong)(a)   13.50%  10/17/2017   2,750    3,165,938 
                   
Real Estate Development & Management 0.18%                  
                   
Brookfield Residential Properties, Inc. (Canada)†(a)   6.50%  12/15/2020   5,000    5,337,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Restaurants 0.91%                  
                   
Checkers Drive-In Restaurants, Inc.   11.00%  12/1/2017  $7,610   $8,580,275 
Dave & Buster’s Entertainment, Inc.   Zero Coupon   2/15/2016   2,535    2,116,725 
Enterprise Inns PLC(b)   6.875%  2/15/2021  GBP 5,650    9,886,968 
Ruby Tuesday, Inc.   7.625%  5/15/2020  $3,510    3,132,675 
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC   5.875%  5/15/2021   3,525    3,560,250 
Total                27,276,893 
                   
Retail 0.14%                  
                   
Toys “R” Us Property Co. II LLC   8.50%  12/1/2017   4,125    4,264,219 
                   
Software/Services 4.15%                  
                   
Activision Blizzard, Inc.   5.625%  9/15/2021   10,300    11,098,250 
Alliance Data Systems Corp.   6.375%  4/1/2020   19,935    21,430,125 
Aspect Software, Inc.   10.625%  5/15/2017   1,138    1,203,435 
Audatex North America, Inc.   6.125%  11/1/2023   5,250    5,643,750 
Bankrate, Inc.   6.125%  8/15/2018   2,975    3,149,781 
BMC Software Finance, Inc.   8.125%  7/15/2021   5,625    5,941,406 
Ceridian HCM Holding, Inc.   11.00%  3/15/2021   5,310    6,099,862 
First Data Corp.   11.25%  1/15/2021   4,225    4,827,063 
First Data Corp.   11.75%    8/15/2021   11,075    11,905,625 
First Data Corp.   12.625%  1/15/2021   24,305    29,166,000 
Interface Security Systems Holdings, Inc./Interface Security Systems LLC   9.25%  1/15/2018   3,675    3,711,750 
NeuStar, Inc.   4.50%  1/15/2023   8,710    7,555,925 
SunGard Data Systems, Inc.   6.625%  11/1/2019   7,385    7,929,644 
VeriSign, Inc.   4.625%  5/1/2023   4,400    4,312,000 
Total                123,974,616 
                   
Specialty Retail 1.90%                  
                   
CDR DB Sub, Inc.   7.75%  10/15/2020   7,335    7,169,963 
Chinos Intermediate Holdings A, Inc. PIK   7.75%  5/1/2019   4,050    4,242,375 
Claire’s Stores, Inc.   7.75%  6/1/2020   6,450    5,434,125 
Claire’s Stores, Inc.   8.875%  3/15/2019   3,947    3,863,126 
Claire’s Stores, Inc.   9.00%  3/15/2019   3,530    3,732,975 
Gymboree Corp.   9.125%  12/1/2018   3,260    2,909,550 
Hot Topic, Inc.   9.25%  6/15/2021   5,850    6,274,125 
Maestro Peru SA (Peru)†(a)   6.75%  9/26/2019   224    201,600 
Neiman Marcus Group Ltd. LLC   8.00%  10/15/2021   12,150    13,091,625 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Specialty Retail (continued)                  
                   
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018  $3,500   $3,596,250 
Party City Holdings, Inc.   8.875%  8/1/2020   3,275    3,668,000 
Toys “R” Us - Delaware, Inc.   7.375%  9/1/2016   2,894    2,684,185 
Total                56,867,899 
                   
Steel Producers/Products 1.02%                  
                   
ArcelorMittal (Luxembourg)(a)   7.50%  10/15/2039   5,700    5,970,750 
ArcelorMittal (Luxembourg)(a)   10.35%  6/1/2019   11,125    14,198,281 
Severstal Columbus LLC   10.25%  2/15/2018   3,845    4,052,246 
United States Steel Corp.   7.375%  4/1/2020   5,825    6,392,937 
Total                30,614,214 
                   
Support: Services 2.97%                  
                   
American Residential Services LLC/ARS Finance, Inc.   12.00%  4/15/2015   3,670    3,807,625 
APX Group, Inc.   8.75%  12/1/2020   3,995    4,184,762 
BlueLine Rental Finance Corp.   7.00%  2/1/2019   4,225    4,473,219 
Compiler Finance Sub, Inc.   7.00%  5/1/2021   8,984    9,028,920 
Corrections Corp. of America   4.625%  5/1/2023   11,896    11,539,120 
Europcar Groupe SA†(b)   9.375%  4/15/2018  EUR 2,750    4,099,492 
Geo Group, Inc. (The)   5.875%  1/15/2022  $1,375    1,409,375 
H&E Equipment Services, Inc.   7.00%  9/1/2022   3,660    4,044,300 
HSS Financing PLC†(b)   6.75%  8/1/2019  GBP 3,225    5,521,937 
Jurassic Holdings III, Inc.   6.875%  2/15/2021  $9,425    9,731,312 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   6,525    7,047,000 
SITEL LLC/Sitel Finance Corp.   11.50%  4/1/2018   3,725    3,576,000 
Sotheby’s   5.25%  10/1/2022   6,325    6,135,250 
United Rentals North America, Inc.   7.625%  4/15/2022   7,215    8,234,119 
United Rentals North America, Inc.   8.375%  9/15/2020   1,880    2,115,000 
Vander Intermediate Holding II Corp. PIK   9.75%  2/1/2019   3,775    3,926,000 
Total                88,873,431 
                   
Telecommunications Equipment 0.14%                  
                   
Nortel Networks Ltd. (Canada)(a)(f)   10.75%  7/15/2016   3,500    4,182,500 
                   
Telecommunications: Integrated/Services 2.91%                  
                   
Avanti Communications Group plc (United Kingdom)†(a)   10.00%  10/1/2019   3,750    3,956,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications: Integrated/Services (continued)                  
                   
Consolidated Communications Finance Co.   10.875%  6/1/2020  $6,370   $7,421,050 
DigitalGlobe, Inc.   5.25%  2/1/2021   9,645    9,596,775 
Dycom Investments, Inc.   7.125%  1/15/2021   5,485    5,951,225 
Equinix, Inc.   4.875%  4/1/2020   5,440    5,555,600 
Equinix, Inc.   7.00%  7/15/2021   2,500    2,790,625 
Hughes Satellite Systems Corp.   6.50%  6/15/2019   3,925    4,327,312 
Intelsat Jackson Holdings SA (Luxembourg)(a)   6.625%  12/15/2022   8,250    8,745,000 
Intelsat Luxembourg SA (Luxembourg)†(a)   7.75%  6/1/2021   18,900    20,412,000 
Softbank Corp. (Japan)†(a)   4.50%  4/15/2020   5,300    5,359,625 
tw telecom holdings, Inc.    5.375%    10/1/2022   7,522    7,700,648 
ViaSat, Inc.   6.875%  6/15/2020   4,768    5,095,800 
Total                86,911,910 
                   
Telecommunications: Wireless 4.30%                  
                   
Comcel Trust   6.875%  2/6/2024   13,325    13,808,031 
MetroPCS Wireless, Inc.   6.625%  11/15/2020   6,650    7,157,062 
SBA Telecommunications, Inc.   5.75%  7/15/2020   5,955    6,297,413 
Sprint Communications, Inc.   9.00%  11/15/2018   9,525    11,691,937 
Sprint Corp.   7.125%  6/15/2024   10,300    10,840,750 
Sprint Corp.   7.875%  9/15/2023   31,135    34,559,850 
T-Mobile USA, Inc.   6.542%  4/28/2020   7,075    7,685,219 
T-Mobile USA, Inc.   6.731%  4/28/2022   10,725    11,623,219 
T-Mobile USA, Inc.   6.836%  4/28/2023   3,450    3,747,563 
Telemovil Finance Co., Ltd. (El Salvador)†(a)   8.00%  10/1/2017   4,996    5,314,495 
Wind Acquisition Finance SA (Italy)†(a)   7.25%  2/15/2018   2,050    2,167,875 
Wind Acquisition Holdings Finance SA PIK (Italy)†(a)   12.25%  7/15/2017   13,189    13,585,091 
Total                128,478,505 
                   
Theaters & Entertainment 0.34%                  
                   
Production Resource Group LLC   8.875%  5/1/2019   4,595    3,526,663 
Regal Entertainment Group(g)   5.75%  3/15/2022   6,564    6,728,100 
Total                10,254,763 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation (Excluding Air/Rail) 0.83%                  
                   
Grupo Senda Autotransporte SA de CV (Mexico)†(a)   10.50%  10/3/2015  $740   $752,950 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a)   5.875%  8/12/2020   5,630    5,545,550 
Stena AB (Sweden)†(a)   7.00%  2/1/2024   8,250    8,518,125 
Teekay Corp. (Canada)(a)   8.50%  1/15/2020   1,125    1,265,625 
Ultrapetrol Bahamas Ltd.   8.875%  6/15/2021   8,025    8,767,312 
Total                24,849,562 
Total High Yield Corporate Bonds
(cost $2,388,448,949)
                2,471,667,087 
                   
MUNICIPAL BONDS 0.35%                  
                   
Tax Revenue                  
                   
PR Corp Sales Tax           5,265    3,912,685 
PR Corp Sales Tax           8,615    6,606,929 
Total Municipal Bonds (cost $9,457,787)                10,519,614 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.01%                  
                   
Merrill Lynch Mortgage Trust 2006-C1 F
(cost $1,063,125)
   5.657%#  5/12/2039   10,500    493,038 
                   
   Dividend
Rate
      Shares
(000)
      
PREFERRED STOCK 0.25%                  
                   
Banking                  
                   
Texas Capital Bancshares, Inc.
(cost $7,914,143)
   6.50%      318    7,447,560 
Total Long-Term Investments
(cost $2,846,710,049)
                2,953,701,997 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENTS 1.54%                  
                   
CONVERTIBLE BOND 0.10%                  
                   
Airlines                  
                   
United Airlines, Inc.
(cost $3,021,984)
   4.50%  1/15/2015  $1,225   $2,936,937 
                   
FLOATING RATE LOAN(c) 0.13%                  
                   
Electric: Generation                  
                   
Texas Competitive Electric Holdings Co. LLC 2014 Non-Extended Term Loan
(cost $4,479,843)
   3.737%  10/10/2014   5,625    3,941,044 
                   
HIGH YIELD CORPORATE BOND 0.01%                  
                   
Auto Parts & Equipment                  
                   
Stanadyne Corp.
(cost $451,068)
   10.00%  8/15/2014   450    448,875 
                   
REPURCHASE AGREEMENT 1.30%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $38,405,000 of US Treasury Note at 1.875% due 8/31/2017; value: $39,653,163; proceeds: $38,871,538  (cost $38,871,538)           38,872    38,871,538 
                   
Total Short-Term Investments
(cost $46,824,433)
                46,198,394 
                   
Total Investments in Securities 100.32%
(cost $2,893,534,482)
                2,999,900,391 
                   
Liabilities in Excess of Cash, Foreign Cash and Other Assets(h) (0.32%)                (9,625,850)
                   
Net Assets 100.00%               $2,990,274,541 

 

 
CAD Canadian dollar.
CHF Swiss franc.
EUR euro.
GBP British pound.
MXN Mexican peso.
PIK Payment-in-kind.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

 
  Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
#   Variable rate security.  The interest rate represents the rate in effect at February 28, 2014.
*   Non-income producing security.
(a)   Foreign security traded in U.S. dollars.
(b)   Investment in non-U.S. dollar denominated securities.
(c)   Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2014.
(d)   Stub Rights issued in connection with a plan of reorganization.
(e)   Security is perpetual in nature and has no stated maturity.
(f)   Defaulted security.
(g)   Securities purchased on a when-issued basis (See Note 2(g)).
(h)   Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation (depreciation) on forward foreign currency exchange contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
British pound  Buy  J.P. Morgan  4/17/2014  5,000  $8,166  $8,370  $204 
British pound  Buy  J.P. Morgan  4/17/2014  1,820,000   2,998,597   3,046,685   48,088 
British pound  Buy  J.P. Morgan  4/17/2014  1,910,000   3,131,884   3,197,345   65,461 
euro  Buy  J.P. Morgan  4/17/2014  1,090,000   1,476,721   1,504,499   27,778 
Canadian dollar  Sell  Goldman Sachs  5/14/2014  2,980,000   2,697,248   2,686,648   10,600 
Canadian dollar  Sell  J.P. Morgan  5/14/2014  525,000   476,297   473,319   2,978 
Mexican peso  Sell  J.P. Morgan  3/3/2014  198,900,000   15,097,347   14,999,152   98,195 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts          $253,304 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
 

U.S. $
Current
Value

  Unrealized
Depreciation
 
Mexican peso  Buy  Morgan Stanley  3/3/2014  8,000,000  $618,365  $603,284  $(15,081)
British pound  Sell  Barclays Bank plc  4/17/2014  780,000   1,283,194   1,305,722   (22,528)
British pound  Sell  Goldman Sachs  4/17/2014  7,240,000   11,827,858   12,119,778   (291,920)
British pound  Sell  Goldman Sachs  4/17/2014  3,225,000   5,338,097   5,398,658   (60,561)
British pound  Sell  Morgan Stanley  4/17/2014  6,007,000   9,819,709   10,055,733   (236,024)
euro  Sell  Barclays Bank plc  4/17/2014  5,040,000   6,825,838   6,956,584   (130,746)
euro  Sell  Goldman Sachs  4/17/2014  8,430,000   11,463,316   11,635,714   (172,398)
euro  Sell  Goldman Sachs  4/17/2014  305,000   412,323   420,984   (8,661)
euro  Sell  UBS AG  4/17/2014  1,450,000   1,982,833   2,001,398   (18,565)
euro  Sell  Bank of America  5/13/2014  12,718,250  17,347,757  17,554,818  (207,061)
euro  Sell  Goldman Sachs  5/13/2014  12,388,250   16,926,487   17,099,324   (172,837)
euro  Sell  Goldman Sachs  5/13/2014  12,388,250   16,898,391   17,099,324   (200,933)
euro  Sell  J.P. Morgan  5/13/2014  5,410,000   7,382,675   7,467,346   (84,671)
euro  Sell  J.P. Morgan  5/13/2014  3,360,000   4,567,295   4,637,760   (70,465)
euro  Sell  UBS AG  5/13/2014  12,388,250   16,940,139   17,099,324   (159,185)
euro  Sell  UBS AG  5/13/2014  175,000   240,406   241,550   (1,144)
Mexican peso  Sell  J.P. Morgan  6/3/2014  192,200,000   14,338,468   14,395,548   (57,080)
Mexican peso  Sell  J.P. Morgan  6/3/2014  7,160,000   536,237   536,275   (38)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts          $(1,909,898)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Security  $   $1,722,500   $   $1,722,500 
Common Stocks   110,545,831            110,545,831 
Convertible Bonds       77,349,666        77,349,666 
Convertible Preferred Stock   2,858,210            2,858,210 
Floating Rate Loans(4)                    
Aerospace/Defense       10,895,892        10,895,892 
Chemicals           8,882,982    8,882,982 
Diversified Capital Goods           4,697,750    4,697,750 
Electric: Generation       3,941,044    21,563,925    25,504,969 
Electronics       8,818,875        8,818,875 
Food: Wholesale       7,517,825        7,517,825 
Gaming       4,843,409    9,177,000    14,020,409 
Health Facilities           6,840,625    6,840,625 
Health Services       5,577,448    14,876,313    20,453,761 
Investments & Miscellaneous Financial Services       4,155,937        4,155,937 
Leisure           5,010,250    5,010,250 
Machinery       8,502,983    10,722,658    19,225,641 
Media: Services           1,896,250    1,896,250 
Oil Refining & Marketing           3,516,703    3,516,703 
Software/Services       4,714,425    5,511,775    10,226,200 
Specialty Retail       6,025,500    9,958,999    15,984,499 
Support: Services       3,199,124    3,634,330    6,833,454 
Telecommunications: Integrated/Services           5,818,031    5,818,031 
Foreign Bonds       87,312,536        87,312,536 
Foreign Government Obligations       10,363,883        10,363,883 
High Yield Corporate Bonds                    
Automakers       16,394,438    850    16,395,288 
Banking       67,363,959    1,000    67,364,959 
Brokerage       5,041,419    1,116,000    6,157,419 
Other       2,382,198,296        2,382,198,296 
Municipal Bonds       10,519,614        10,519,614 
Non-Agency Commercial Mortgage-Backed Securities       493,038        493,038 
Preferred Stock   7,447,560            7,447,560 
Repurchase Agreement       38,871,538        38,871,538 
Total  $120,851,601   $2,765,823,349   $113,225,441   $2,999,900,391 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $253,304   $   $253,304 
Liabilities       (1,909,898)       (1,909,898)
Unfunded Commitments                    
Assets       23,113        23,113 
Liabilities                
Total  $   $(1,633,481)  $   $(1,633,481)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2014

 

 

(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended February 28, 2014.
(4) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type  Floating
Rate Loans
   High Yield
Corporate Bonds
 
Balance as of December 1, 2013  $32,730,453   $1,850 
Accrued discounts/premiums   (8,439)    
Realized gain (loss)   119,463     
Change in unrealized appreciation/depreciation   186,886    (70,875)
Purchases   35,955,389     
Sales   (10,490,323)    
Net transfers in or out of Level 3   53,614,162    1,186,875 
Balance as of February 28, 2014  $112,107,591   $1,117,850 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

            Principal     
   Interest  Maturity    Amount   Fair 
Investments  Rate  Date    (000)   Value 
LONG-TERM INVESTMENTS 101.98%                     
                      
ASSET-BACKED SECURITIES 8.25%                     
                      
Automobiles 5.75%                     
                      
Ally Auto Receivables Trust 2012-1 A3   0.93%   2/16/2016    $1,301   $1,304,220 
Ally Auto Receivables Trust 2012-SN1 A2   0.51%   12/22/2014     1,166    1,166,626 
Ally Auto Receivables Trust 2013-SN1 A2   0.52%   5/20/2015     5,805    5,804,997 
AmeriCredit Automobile Receivables Trust 2011-4 A3   1.17%   5/9/2016     610    610,337 
AmeriCredit Automobile Receivables Trust 2012-2 A2   0.76%   10/8/2015     184    183,959 
AmeriCredit Automobile Receivables Trust 2012-3 A2   0.71%   12/8/2015     502    502,289 
AmeriCredit Automobile Receivables Trust 2012-4 A2   0.49%   4/8/2016     2,588    2,587,416 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%   6/8/2016     2,251    2,250,527 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%   11/8/2016     2,260    2,263,518 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%   3/8/2017     2,330    2,334,117 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%   9/10/2018     2,340    2,349,464 
Capital Auto Receivables Asset Trust 2013-1 A1   0.47%   3/20/2015     4,934    4,933,085 
CarMax Auto Owner Trust 2011-1 A3   1.29%   9/15/2015     137    137,405 
CarMax Auto Owner Trust 2011-3 A3   1.07%   6/15/2016     4,023    4,034,651 
CarMax Auto Owner Trust 2013-4 A2   0.52%   11/15/2016     5,485    5,490,855 
CarMax Auto Owner Trust 2013-4 A3   0.80%   7/16/2018     1,870    1,875,240 
Ford Credit Auto Lease Trust 2012-A A3   0.85%   1/15/2015     2,498    2,499,462 
Ford Credit Auto Owner Trust 2013-D A2   0.45%   8/15/2016     2,530    2,531,552 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%   1/15/2016     2,797    2,803,764 
Hyundai Auto Receivables Trust 2013-C A2   0.57%   6/15/2016     7,930    7,940,765 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%   9/15/2015     4,875    4,879,702 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%   7/15/2016     2,470    2,472,406 
Nissan Auto Lease Trust 2012-B A3   0.58%   11/16/2015     2,445    2,447,950 
Nissan Auto Lease Trust 2013-A A3   0.61%   4/15/2016     6,000    6,011,241 
Porsche Innovative Lease Owner Trust 2013-1 A3   0.70%   8/22/2016     2,353    2,359,404 
Santander Drive Auto Receivables Trust 2012-AA A2   0.55%   2/16/2016     1,814    1,814,453 
Santander Drive Auto Receivables Trust 2013-1 A2   0.48%   2/16/2016     705    705,031 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%   6/15/2017     6,255    6,259,025 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%   9/15/2016     3,331    3,333,311 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%   6/15/2017     3,435    3,437,851 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%   2/15/2016     3,105    3,107,972 
Volkswagen Auto Lease Trust 2012-A A3   0.87%   7/20/2015     3,077    3,083,389 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%   4/20/2018     3,751    3,753,116 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%   5/16/2016     4,685    4,697,235 
Total                   101,966,335 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Credit Cards 1.84%                    
                     
American Express Credit Account Master Trust 2009-2 A   1.405%#   3/15/2017   $9,000   $9,050,414 
Bank One Issuance Trust 2004-A3   0.325%#   2/15/2017    2,070    2,070,668 
Chase Issuance Trust 2012-A1   0.255%#   5/16/2016    900    900,010 
Citibank Credit Card Issuance Trust 2009-A4   4.90%   6/23/2016    965    979,052 
Citibank Omni Master Trust 2009-A14A   2.905%#   8/15/2018    8,900    9,001,687 
Discover Card Execution Note Trust 2012-A2(a)   0.305%#   10/17/2016    8,000    8,000,940 
Discover Card Master Trust I 2007-2 A   0.235%#   9/15/2016    2,585    2,584,877 
Total                  32,587,648 
                     
Other 0.66%                    
                     
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2   1.99%   10/15/2045    2,680    2,699,973 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%   5/16/2044    1,500    1,495,462 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2   1.843%   5/16/2044    1,000    998,075 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%   9/15/2044    2,805    2,805,541 
Illinois Student Assistance Commission 2010-1 A2   1.289%#   4/25/2022    1,023    1,027,699 
Saxon Asset Securities Trust 2006-3 A2   0.266%#   10/25/2046    108    108,233 
SLM Student Loan Trust 2011-B A1   1.005%#   12/16/2024    1,398    1,403,008 
SLM Student Loan Trust 2012-C A1   1.255%#   8/15/2023    1,262    1,269,683 
Total                  11,807,674 
Total Asset-Backed Securities
(cost $146,411,192)
                  146,361,657 
                     
CORPORATE BONDS 76.72%                    
                     
Aerospace/Defense 0.29%                    
                     
Exelis, Inc.   5.55%   10/1/2021    5,000    5,195,305 
                     
Apparel 0.53%                    
                     
J. Crew Group, Inc.   8.125%   3/1/2019    2,350    2,467,500 
Perry Ellis International, Inc.   7.875%   4/1/2019    400    424,000 
PVH Corp.   7.75%   11/15/2023    5,500    6,470,832 
Total                  9,362,332 
                     
Auto Parts: Original Equipment 0.09%                    
                     
International Automotive Components Group SA (Luxembourg)†(b)   9.125%   6/1/2018    1,375    1,454,062 
Stanadyne Holdings, Inc.   12.00%   2/15/2015    173    132,778 
Total                  1,586,840 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automotive 0.97%                    
                     
Ford Motor Co.   6.375%   2/1/2029   $7,250   $8,210,458 
Ford Motor Co.   6.625%   10/1/2028    4,575    5,324,650 
Ford Motor Co.   7.45%   7/16/2031    2,900    3,737,181 
Total                  17,272,289 
                     
Banks: Diversified 4.51%                    
                     
Citigroup, Inc.   5.95%   (c)   9,000    8,898,750 
Goldman Sachs Group, Inc. (The)   5.25%   7/27/2021    3,507    3,912,125 
Goldman Sachs Group, Inc. (The)   5.95%   1/15/2027    7,750    8,507,376 
JPMorgan Chase & Co.   6.75%   (c)   10,000    10,550,000 
Lloyds TSB Bank plc (United Kingdom)†(b)   6.50%   9/14/2020    8,075    9,305,961 
M&T Bank Corp.   6.45%   (c)   1,100    1,142,625 
Macquarie Bank Ltd. (Australia)†(b)   6.625%   4/7/2021    5,500    6,257,757 
Morgan Stanley   5.00%   11/24/2025    5,250    5,464,778 
National Savings Bank (Sri Lanka)†(b)   8.875%   9/18/2018    700    770,000 
Provident Funding Associates LP/PFG Finance Corp.   10.125%   2/15/2019    620    678,900 
Santander UK plc (United Kingdom)†(b)   5.00%   11/7/2023    2,250    2,339,366 
Standard Chartered plc (United Kingdom)†(b)   3.95%   1/11/2023    10,250    9,786,259 
Synovus Financial Corp.   7.875%   2/15/2019    1,500    1,710,000 
Turkiye Halk Bankasi AS (Turkey)†(b)   3.875%   2/5/2020    1,950    1,765,140 
Wells Fargo & Co.   3.45%   2/13/2023    9,000    8,819,793 
Total                  79,908,830 
                     
Banks: Money Center 1.63%                    
                     
Bank of America Corp.   8.125%   (c)   2,500    2,863,575 
PNC Financial Services Group, Inc.   4.454%#   (c)   21,000    21,126,000 
Santander Bank NA   8.75%   5/30/2018    1,000    1,215,999 
Zions Bancorporation   4.50%   6/13/2023    3,750    3,768,116 
Total                  28,973,690 
                     
Beverages 0.78%                    
                     
Beam, Inc.   6.625%   7/15/2028    550    620,501 
Central American Bottling Corp.   6.75%   2/9/2022    4,920    5,153,700 
Embotelladora Andina SA (Chile)†(b)   5.00%   10/1/2023    700    718,845 
Fomento Economico Mexicano SAB de CV (Mexico)(b)   2.875%   5/10/2023    1,000    918,505 
Pernod Ricard SA (France)†(b)   5.75%   4/7/2021    5,600    6,364,047 
Total                  13,775,598 
                     
Biotechnology Research & Production 1.01%                    
                     
Amgen, Inc.   6.40%   2/1/2039    13,750    16,785,134 
STHI Holding Corp.   8.00%   3/15/2018    1,125    1,199,531 
Total                  17,984,665 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Broadcasting 0.51%                    
                     
Cox Communications, Inc.   6.45%   12/1/2036   $7,249   $7,780,308 
Cox Communications, Inc.   8.375%   3/1/2039    1,000    1,284,218 
Total                  9,064,526 
                     
Brokers 1.31%                    
                     
Jefferies Group LLC   6.875%   4/15/2021    8,990    10,450,875 
Raymond James Financial, Inc.   8.60%   8/15/2019    10,000    12,714,570 
Total                  23,165,445 
                     
Building Materials 1.20%                    
                     
Associated Materials LLC/AMH New Finance, Inc.   9.125%   11/1/2017    399    420,945 
Building Materials Corp. of America   7.00%   2/15/2020    3,400    3,663,500 
Cimento Tupi SA (Brazil)†(b)   9.75%   5/11/2018    465    467,325 
Nortek, Inc.   10.00%   12/1/2018    250    276,875 
Owens Corning, Inc.   9.00%   6/15/2019    10,500    13,095,453 
Voto-Votorantim Ltd.   6.75%   4/5/2021    2,550    2,824,125 
Votorantim Cimentos SA (Brazil)†(b)   7.25%   4/5/2041    600    585,000 
Total                  21,333,223 
                     
Business Services 0.67%                    
                     
Alliance Data Systems Corp.   6.375%   4/1/2020    1,500    1,612,500 
Chicago Parking Meters LLC   5.489%   12/30/2020    3,000    3,195,164 
Cielo SA/Cielo USA, Inc. (Brazil)†(b)   3.75%   11/16/2022    500    454,375 
Expedia, Inc.   5.95%   8/15/2020    5,945    6,648,989 
Total                  11,911,028 
                     
Cable Services 1.38%                    
                     
Historic TW, Inc.   9.15%   2/1/2023    3,251    4,440,492 
Time Warner Cable, Inc.   6.55%   5/1/2037    7,750    9,008,158 
Time Warner Cable, Inc.   7.30%   7/1/2038    8,750    10,969,315 
Total                  24,417,965 
                     
Chemicals 2.96%                    
                     
Braskem Finance Ltd.   6.45%   2/3/2024    500    508,750 
CF Industries, Inc.   7.125%   5/1/2020    10,250    12,280,484 
Dow Chemical Co. (The)   9.40%   5/15/2039    2,000    3,120,510 
Grupo Idesa SA de CV (Mexico)†(b)   7.875%   12/18/2020    2,800    2,891,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                    
                     
Methanex Corp. (Canada)(b)   5.25%   3/1/2022   $6,125   $6,672,489 
Montell Finance Co. BV (Netherlands)†(b)   8.10%   3/15/2027    9,740    12,588,590 
NewMarket Corp.   4.10%   12/15/2022    4,000    3,975,004 
Phibro Animal Health Corp.   9.25%   7/1/2018    2,200    2,354,000 
Yara International ASA (Norway)†(b)   7.875%   6/11/2019    6,600    8,114,060 
Total                  52,504,887 
                     
Coal 0.15%                    
                     
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%   12/15/2019    1,500    1,625,625 
CONSOL Energy, Inc.   8.00%   4/1/2017    1,000    1,045,000 
Total                  2,670,625 
                     
Communications & Media 0.21%                    
                     
Digicel Ltd. (Jamaica)†(b)   8.25%   9/1/2017    3,550    3,709,750 
                     
Communications Services 0.05%                    
                     
CenturyLink, Inc.   6.875%   1/15/2028    1,000    960,000 
                     
Communications Technology 0.51%                    
                     
Juniper Networks, Inc.   4.50%   3/15/2024    1,500    1,505,376 
Juniper Networks, Inc.   4.60%   3/15/2021    7,251    7,468,080 
Total                  8,973,456 
                     
Computer Service 0.11%                    
                     
Ceridian Corp.   11.25%   11/15/2015    2,000    2,022,500 
                     
Computer Software 0.36%                    
                     
Aspect Software, Inc.   10.625%   5/15/2017    550    581,625 
Netflix, Inc.   5.375%   2/1/2021    2,400    2,520,000 
SunGard Data Systems, Inc.   7.375%   11/15/2018    3,000    3,198,750 
Total                  6,300,375 
                     
Consumer Products 0.63%                    
                     
Avon Products, Inc.   4.60%   3/15/2020    6,150    6,280,835 
Tupperware Brands Corp.   4.75%   6/1/2021    4,750    4,911,082 
Total                  11,191,917 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Containers 0.43%                    
                     
Crown Cork & Seal Co., Inc.   7.50%   12/15/2096   $4,625   $4,370,625 
Rock-Tenn Co.   4.90%   3/1/2022    3,000    3,237,312 
Total                  7,607,937 
                     
Copper 0.21%                    
                     
Freeport-McMoRan Corp.   7.125%   11/1/2027    2,150    2,376,225 
Freeport-McMoRan Corp.   9.50%   6/1/2031    1,053    1,379,893 
Total                  3,756,118 
                     
Data Product, Equipment & Communications 0.52%                    
                     
Fidelity National Information Services, Inc.   5.00%   3/15/2022    6,375    6,648,526 
Total System Services, Inc.   3.75%   6/1/2023    2,750    2,612,327 
Total                  9,260,853 
                     
Diversified 0.07%                    
                     
Alphabet Holding Co., Inc. PIK   7.75%   11/1/2017    1,250    1,293,750 
                     
Drugs 0.64%                    
                     
Capsugel FinanceCo SCA†(d)   9.875%   8/1/2019   EUR1,750    2,666,378 
Capsugel SA PIK (Luxembourg)†(b)   7.00%   5/15/2019   $415    431,341 
CFR International SpA (Chile)†(b)   5.125%   12/6/2022    1,476    1,408,804 
Grifols, Inc.   8.25%   2/1/2018    2,800    2,999,500 
Hospira, Inc.   5.80%   8/12/2023    3,475    3,795,339 
Total                  11,301,362 
                     
Electric: Power 3.31%                    
                     
AES El Salvador Trust II (Panama)†(b)   6.75%   3/28/2023    700    647,500 
Astoria Depositor Corp.   8.144%   5/1/2021    2,500    2,625,000 
CEZ AS (Czech Republic)†(b)   4.25%   4/3/2022    1,700    1,749,139 
DPL, Inc.   7.25%   10/15/2021    5,500    5,520,625 
Duquesne Light Holdings, Inc.   6.25%   8/15/2035    2,650    2,965,986 
Duquesne Light Holdings, Inc.   6.40%   9/15/2020    1,150    1,345,545 
Entergy Corp.   5.125%   9/15/2020    7,757    8,361,681 
Exelon Generation Co. LLC   4.25%   6/15/2022    6,000    6,026,688 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                    
                     
Indiantown Cogeneration LP   9.77%   12/15/2020   $1,092   $1,240,959 
Mississippi Power Co.   5.40%   7/1/2035    3,075    3,183,784 
NiSource Finance Corp.   6.25%   12/15/2040    1,000    1,148,922 
North American Energy Alliance LLC/North American Energy Alliance Finance Corp.   10.875%   6/1/2016    1,900    1,972,092 
PPL WEM Holdings plc (United Kingdom)†(b)   5.375%   5/1/2021    10,000    10,966,080 
Red Oak Power LLC   8.54%   11/30/2019    2,405    2,492,247 
System Energy Resources, Inc.   4.10%   4/1/2023    8,350    8,485,905 
Total                  58,732,153 
                     
Electrical: Household 0.30%                    
                     
Energizer Holdings, Inc.   4.70%   5/19/2021    5,150    5,388,213 
                     
Electronics 0.29%                    
                     
PerkinElmer, Inc.   5.00%   11/15/2021    4,950    5,205,677 
                     
Electronics: Semi-Conductors/Components 0.01%                    
                     
Freescale Semiconductor, Inc.   10.125%   12/15/2016    250    255,625 
                     
Energy Equipment & Services 1.54%                    
                     
Alta Wind Holdings LLC   7.00%   6/30/2035    2,438    2,697,965 
Cameron International Corp.   7.00%   7/15/2038    2,121    2,675,294 
Energy Transfer Partners LP   6.625%   10/15/2036    3,195    3,597,838 
Energy Transfer Partners LP   7.50%   7/1/2038    5,000    6,129,125 
Energy Transfer Partners LP   8.25%   11/15/2029    1,966    2,437,901 
IFM US Colonial Pipeline 2 LLC   6.45%   5/1/2021    6,975    7,648,980 
Stone Energy Corp.   7.50%   11/15/2022    2,000    2,165,000 
Total                  27,352,103 
                     
Engineering & Contracting Services 0.36%                    
                     
AGCO Corp.   5.875%   12/1/2021    4,150    4,541,001 
New Enterprise Stone & Lime Co., Inc.   11.00%   9/1/2018    2,000    1,870,000 
Total                  6,411,001 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Entertainment 0.77%                    
                     
Greektown Superholdings, Inc.   13.00%   7/1/2015   $3,350   $3,512,475 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%   6/15/2019    1,600    1,756,000 
Seminole Indian Tribe of Florida   6.535%   10/1/2020    5,000    5,525,000 
Shingle Springs Tribal Gaming Authority   9.75%   9/1/2021    1,350    1,485,000 
WMG Holdings Corp.   13.75%   10/1/2019    600    723,000 
WMG Holdings Corp.   13.75%   10/1/2019    500    602,500 
Total                  13,603,975 
                     
Financial Services 3.82%                    
                     
Air Lease Corp.   4.75%   3/1/2020    7,070    7,476,525 
Comcel Trust   6.875%   2/6/2024    1,500    1,554,375 
DTEK Finance plc (United Kingdom)†(b)   7.875%   4/4/2018    900    720,000 
Dun & Bradstreet Corp. (The)   4.375%   12/1/2022    6,000    5,995,296 
FMR LLC   7.57%   6/15/2029    6,600    8,820,511 
General Electric Capital Corp.   7.125%   (c)   3,500    3,978,828 
Graton Economic Development Authority   9.625%   9/1/2019    400    464,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%   10/1/2017    1,500    1,605,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%   12/1/2021    400    398,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%   12/1/2020    1,200    1,278,000 
Lender Processing Services, Inc.   5.75%   4/15/2023    7,250    7,766,562 
Macquarie Group Ltd. (Australia)†(b)   6.00%   1/14/2020    2,953    3,303,235 
MU Finance plc (United Kingdom)†(b)   8.375%   2/1/2017    2,397    2,511,148 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%   10/1/2020    3,875    3,942,813 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%   9/1/2018    3,275    3,438,750 
Santander UK plc (United Kingdom)(b)   7.95%   10/26/2029    4,248    5,160,967 
Scottrade Financial Services, Inc.   6.125%   7/11/2021    6,725    6,787,495 
Western Union Co. (The)   3.35%   5/22/2019    2,500    2,509,833 
Total                  67,711,338 
                     
Financial: Miscellaneous 0.52%                    
                     
Hercules Offshore, Inc.   10.25%   4/1/2019    500    572,500 
Moody’s Corp.   4.50%   9/1/2022    5,500    5,697,434 
NASDAQ OMX Group, Inc. (The)   5.55%   1/15/2020    2,700    2,988,376 
Total                  9,258,310 
                     
Food 1.45%                    
                     
Alicorp SAA (Peru)†(b)   3.875%   3/20/2023    1,200    1,119,000 
Big Heart Pet Brands   7.625%   2/15/2019    332    346,110 
Cencosud SA (Chile)†(b)   4.875%   1/20/2023    2,900    2,776,620 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Food (continued)                    
                     
CFG Investment SAC (Peru)†(b)   9.75%   7/30/2019   $350   $349,125 
Cosan Luxembourg SA (Luxembourg)†(b)   5.00%   3/14/2023    4,100    3,755,600 
Diamond Foods, Inc.   7.00%   3/15/2019    1,500    1,550,625 
ESAL GmbH (Austria)†(b)   6.25%   2/5/2023    1,400    1,309,000 
Flowers Foods, Inc.   4.375%   4/1/2022    6,900    7,056,085 
Grupo Bimbo SAB de CV (Mexico)†(b)   4.875%   6/30/2020    1,250    1,334,300 
H.J. Heinz Finance Co.   7.125%   8/1/2039    325    342,875 
Land O’Lakes Capital Trust I   7.45%   3/15/2028    2,700    2,632,500 
Shearer’s Foods LLC/Chip Finance Corp.   9.00%   11/1/2019    1,550    1,712,750 
Southern States Cooperative, Inc.   10.00%   8/15/2021    1,000    995,000 
Wells Enterprises, Inc.   6.75%   2/1/2020    333    345,071 
Total                  25,624,661 
                     
Food/Beverage 0.05%                    
                     
BRF SA (Brazil)†(d)   7.75%   5/22/2018   BRL2,500    867,363 
                     
Gaming 0.27%                    
                     
CCM Merger, Inc.   9.125%   5/1/2019   $1,800    1,921,500 
Mohegan Tribal Gaming Authority   11.00%   9/15/2018    2,750    2,775,781 
Total                  4,697,281 
                     
Health Care 0.03%                    
                     
VWR Funding, Inc.   10.75%   6/30/2017    500    514,375 
                     
Health Care Products 0.38%                    
                     
Forest Laboratories, Inc.   4.875%   2/15/2021    2,990    3,203,038 
Mallinckrodt International Finance SA (Luxembourg)†(b)   4.75%   4/15/2023    3,750    3,569,707 
Total                  6,772,745 
                     
Health Care Services 0.51%                    
                     
Dignity Health   4.50%   11/1/2042    680    590,218 
Emdeon, Inc.   11.00%   12/31/2019    1,070    1,243,875 
Fresenius Medical Care US Finance II, Inc.   5.875%   1/31/2022    6,755    7,261,625 
Total                  9,095,718 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Household Equipment/Products 0.09%                    
                     
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(b)   4.25%   5/9/2020   $1,750   $1,589,875 
                     
Household Furnishings 0.09%                    
                     
Arcelik AS (Turkey)†(b)   5.00%   4/3/2023    1,800    1,588,500 
                     
Industrial Products 0.29%                    
                     
KOC Holding AS (Turkey)†(b)   3.50%   4/24/2020    1,000    902,700 
Mueller Water Products, Inc.   7.375%   6/1/2017    2,250    2,323,125 
PPL WW Holdings Ltd. (United Kingdom)†(b)   7.25%   12/15/2017    1,750    1,973,550 
Total                  5,199,375 
                     
Insurance 1.55%                    
                     
Aon Corp.   8.205%   1/1/2027    5,000    6,130,200 
CNO Financial Group, Inc.   6.375%   10/1/2020    2,892    3,094,440 
Protective Life Corp.   8.45%   10/15/2039    1,330    1,794,468 
Prudential Financial, Inc.   5.625%   6/15/2043    15,852    16,446,450 
Total                  27,465,558 
                     
Investment Management Companies 0.66%                    
                     
Affiliated Managers Group, Inc.   4.25%   2/15/2024    3,000    3,030,228 
Ares Capital Corp.   4.875%   11/30/2018    4,000    4,179,800 
Lazard Group LLC   4.25%   11/14/2020    2,000    2,107,434 
Oaktree Capital Management LP   6.75%   12/2/2019    2,000    2,367,662 
Total                  11,685,124 
                     
Leasing 0.30%                    
                     
Jurassic Holdings III, Inc.   6.875%   2/15/2021    325    335,562 
Penske Truck Leasing Co. LP/PTL Finance Corp.   4.875%   7/11/2022    4,725    5,020,946 
Total                  5,356,508 
                     
Leisure 0.87%                    
                     
Carnival plc (United Kingdom)(b)   7.875%   6/1/2027    5,500    6,695,804 
Royal Caribbean Cruises Ltd.   7.50%   10/15/2027    7,825    8,646,625 
Total                  15,342,429 
                     
Lodging 1.09%                    
                     
Host Hotels & Resorts LP   5.25%   3/15/2022    5,425    5,899,167 
Host Hotels & Resorts LP   6.00%   10/1/2021    3,600    4,093,531 
Hyatt Hotels Corp.   6.875%   8/15/2019    5,804    6,824,883 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%   6/1/2021    2,450    2,443,875 
Total                  19,261,456 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.87%                    
                     
American Rock Salt Co. LLC/American Rock Capital Corp.   8.25%   5/1/2018   $2,500   $2,609,375 
Lorillard Tobacco Co.   8.125%   6/23/2019    3,625    4,525,493 
Lorillard Tobacco Co.   8.125%   5/1/2040    3,700    4,724,027 
MHP SA (Ukraine)†(b)   8.25%   4/2/2020    3,825    3,175,515 
MHP SA (Ukraine)†(b)   10.25%   4/29/2015    400    395,000 
Total                  15,429,410 
                     
Machinery: Industrial/Specialty 0.13%                    
                     
Cleaver-Brooks, Inc.   8.75%   12/15/2019   1,300   1,449,500 
Vander Intermediate Holding II Corp. PIK   9.75%   2/1/2019    900    936,000 
Total                  2,385,500 
                     
Manufacturing 0.37%                    
                     
Hillenbrand, Inc.   5.50%   7/15/2020    5,250    5,607,116 
J.B. Poindexter & Co., Inc.   9.00%   4/1/2022    900    967,500 
Total                  6,574,616 
                     
Media 3.52%                    
                     
21st Century Fox America, Inc.   6.75%   1/9/2038    13,671    16,437,327 
Central European Media Enterprises Ltd.†(d)   11.625%   9/15/2016   EUR600    877,871 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.00%   3/1/2021   $14,000    15,125,124 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(b)   5.307%   5/11/2022    4,595    4,836,237 
Harron Communications LP/Harron Finance Corp.   9.125%   4/1/2020    2,250    2,553,750 
Interpublic Group of Cos., Inc. (The)   4.00%   3/15/2022    6,425    6,409,606 
Midcontinent Communications & Midcontinent Finance Corp.   6.25%   8/1/2021    400    418,000 
NET Servicos de Comunicacao SA (Brazil)(b)   7.50%   1/27/2020    600    657,000 
Time Warner, Inc.   7.625%   4/15/2031    9,500    12,552,046 
Videotron Ltee (Canada)(b)   9.125%   4/15/2018    469    488,933 
VTR Finance BV (Netherlands)†(b)   6.875%   1/15/2024    1,950    2,001,593 
Total                  62,357,487 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Metal Fabricating 0.22%                    
                     
Glencore Canada Corp. (Canada)(b)   6.20%   6/15/2035   $925   $954,696 
Severstal Columbus LLC   10.25%   2/15/2018    2,825    2,977,268 
Total                  3,931,964 
                     
Metals & Minerals: Miscellaneous 1.93%                    
                     
Anglo American Capital plc (United Kingdom)†(b)   4.45%   9/27/2020    1,850    1,919,577 
Anglo American Capital plc (United Kingdom)†(b)   9.375%   4/8/2019    6,000    7,730,334 
Barrick Gold Corp. (Canada)(b)   4.10%   5/1/2023    4,400    4,219,389 
Barrick North America Finance LLC   4.40%   5/30/2021    9,225    9,352,914 
Goldcorp, Inc. (Canada)(b)   3.70%   3/15/2023    5,000    4,782,835 
IAMGOLD Corp. (Canada)†(b)   6.75%   10/1/2020    1,250    1,106,250 
Kinross Gold Corp. (Canada)†(b)(e)   5.95%   3/15/2024    1,750    1,758,178 
New Gold, Inc. (Canada)†(b)   6.25%   11/15/2022    2,000    2,010,000 
New Gold, Inc. (Canada)†(b)   7.00%   4/15/2020    1,250    1,304,687 
Total                  34,184,164 
                     
Natural Gas 0.53%                    
                     
SourceGas LLC   5.90%   4/1/2017    4,150    4,426,278 
Southern Star Central Gas Pipeline, Inc.   6.00%   6/1/2016    2,000    2,180,510 
Tennessee Gas Pipeline Co.   8.375%   6/15/2032    2,000    2,699,344 
Total                  9,306,132 
                     
Office Furniture & Business Equipment 0.01%                    
                     
CDW LLC/CDW Finance Corp.   12.535%   10/12/2017    86    90,730 
                     
Oil 4.25%                    
                     
Afren plc (United Kingdom)†(b)   6.625%   12/9/2020    1,000    1,007,500 
Afren plc (United Kingdom)†(b)   10.25%   4/8/2019    2,100    2,412,375 
Alliance Oil Co. Ltd. (Russia)†(b)   7.00%   5/4/2020    2,800    2,583,000 
Antero Resources Finance Corp.   7.25%   8/1/2019    682    736,560 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   7.875%   4/15/2022    1,950    2,135,250 
Canadian Oil Sands Ltd. (Canada)†(b)   7.75%   5/15/2019    6,075    7,417,125 
Chaparral Energy, Inc.   8.25%   9/1/2021    2,917    3,208,700 
DCP Midstream LLC   5.85%   5/21/2043    5,000    4,712,500 
DCP Midstream LLC   9.75%   3/15/2019    5,000    6,438,085 
Energy XXI Gulf Coast, Inc.   7.75%   6/15/2019    1,900    2,052,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(b)   7.50%   2/11/2020    900    931,500 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%   4/15/2021    2,525    2,764,875 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%   2/15/2020    1,000    1,085,000 
Kodiak Oil & Gas Corp.   8.125%   12/1/2019    2,500    2,793,750 
Laredo Petroleum, Inc.   5.625%   1/15/2022    1,200    1,222,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                    
                     
MEG Energy Corp. (Canada)†(b)   6.375%   1/30/2023   $2,575   $2,665,125 
MEG Energy Corp. (Canada)†(b)   6.50%   3/15/2021    2,850    3,021,000 
Panhandle Eastern Pipeline Co. LP   8.125%   6/1/2019    9,603    11,780,135 
Petroleos de Venezuela SA (Venezuela)(b)   5.25%   4/12/2017    750    538,875 
Petroleos Mexicanos (Mexico)†(b)   4.875%   1/18/2024    645    664,644 
Petroleos Mexicanos (Mexico)†(b)   6.375%   1/23/2045    770    819,399 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(b)   9.75%   8/14/2019    1,000    1,252,500 
SEACOR Holdings, Inc.   7.375%   10/1/2019    2,750    3,038,750 
Seadrill Ltd.   6.125%   9/15/2020    2,500    2,575,000 
Swift Energy Co.   7.875%   3/1/2022    970    999,100 
Valero Energy Corp.   10.50%   3/15/2039    4,250    6,602,294 
Total                  75,457,542 
                     
Oil: Crude Producers 5.29%                    
                     
Alberta Energy Co., Ltd. (Canada)(b)   8.125%   9/15/2030    4,965    6,441,104 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.125%   3/1/2022    1,500    1,575,000 
Crosstex Energy LP/Crosstex Energy Finance Corp.   8.875%   2/15/2018    2,650    2,784,156 
Enable Oklahoma Intrastate Transmission LLC   6.25%   3/15/2020    4,000    4,417,704 
Enbridge Energy Partners LP   9.875%   3/1/2019    9,400    12,288,874 
Enterprise Products Operating LLC   7.55%   4/15/2038    4,225    5,543,973 
Forest Oil Corp.   7.25%   6/15/2019    242    209,330 
Kerr-McGee Corp.   6.95%   7/1/2024    3,000    3,661,041 
Kerr-McGee Corp.   7.125%   10/15/2027    3,100    3,698,585 
Midcontinent Express Pipeline LLC   6.70%   9/15/2019    5,000    4,973,360 
Murphy Oil Corp.   3.70%   12/1/2022    6,300    6,033,359 
OGX Austria GmbH (Austria)†(b)(f)   8.50%   6/1/2018    1,800    112,500 
Pacific Rubiales Energy Corp. (Canada)†(b)   5.125%   3/28/2023    1,000    965,000 
Plains Exploration & Production Co.   6.625%   5/1/2021    2,000    2,195,000 
Plains Exploration & Production Co.   6.75%   2/1/2022    12,936    14,358,960 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%   9/1/2020    3,500    3,683,750 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%   3/1/2022    1,880    1,959,900 
Ruby Pipeline LLC   6.00%   4/1/2022    9,000    9,689,427 
Sabine Pass Liquefaction LLC   6.25%   3/15/2022    6,000    6,217,500 
Southern Star Central Corp.   6.75%   3/1/2016    1,605    1,611,019 
W&T Offshore, Inc.   8.50%   6/15/2019    1,350    1,468,125 
Total                  93,887,667 
                     
Oil: Integrated Domestic 1.81%                    
                     
Enterprise Products Operating LLC(g)   8.375%   8/1/2066    8,000    8,944,928 
Hess Corp.   7.125%   3/15/2033    1,650    2,074,492 
Kinder Morgan Energy Partners LP   6.95%   1/15/2038    7,360    8,733,332 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic (continued)                    
                     
Kinder Morgan Energy Partners LP   7.30%   8/15/2033   $600   $727,840 
Kinder Morgan Energy Partners LP   7.40%   3/15/2031    1,570    1,914,466 
Rowan Cos., Inc.   7.875%   8/1/2019    8,000    9,746,472 
Total                  32,141,530 
                     
Oil: Integrated International 2.27%                    
                     
ENI SpA (Italy)†(b)   5.70%   10/1/2040    10,205    10,543,704 
Transocean, Inc.   6.375%   12/15/2021    11,700    13,145,605 
Weatherford International Ltd.   9.875%   3/1/2039    11,125    16,627,714 
Total                  40,317,023 
                     
Paper & Forest Products 0.93%                    
                     
Georgia-Pacific LLC   8.875%   5/15/2031    8,475    12,343,685 
Plum Creek Timberlands LP   4.70%   3/15/2021    3,850    4,065,538 
Total                  16,409,223 
                     
Production Technology Equipment 0.11%                    
                     
Nuance Communications, Inc.   5.375%   8/15/2020    2,000    2,015,000 
                     
Railroads 0.30%                    
                     
Anadarko Holding Co.   7.95%   4/15/2029    4,307    5,387,678 
                     
Real Estate Investment Trusts 3.29%                    
                     
American Tower Corp.   4.70%   3/15/2022    2,458    2,572,531 
American Tower Corp.   5.05%   9/1/2020    4,164    4,536,591 
American Tower Corp.   7.25%   5/15/2019    4,000    4,823,224 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   3.00%   2/6/2019    3,250    3,247,494 
Corrections Corp. of America   4.125%   4/1/2020    4,001    3,930,982 
Country Garden Holdings Co. Ltd. (China)†(b)   11.125%   2/23/2018    450    496,125 
Country Garden Holdings Co. Ltd. (China)†(b)   11.25%   4/22/2017    450    479,250 
EPR Properties   5.25%   7/15/2023    3,000    3,066,411 
EPR Properties   7.75%   7/15/2020    8,000    9,516,392 
Goodman Funding Pty Ltd. (Australia)†(b)   6.375%   11/12/2020    5,444    6,229,357 
Healthcare Realty Trust, Inc.   5.75%   1/15/2021    3,000    3,324,447 
Kilroy Realty LP   6.625%   6/1/2020    5,000    5,884,950 
Potlatch Corp.   6.95%   12/15/2015    500    540,313 
Potlatch Corp.   7.50%   11/1/2019    1,345    1,570,287 
Vornado Realty LP   5.00%   1/15/2022    5,300    5,678,197 
Weyerhaeuser Co.   8.50%   1/15/2025    1,875    2,459,492 
Total                  58,356,043 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Retail 1.14%                    
                     
CDR DB Sub, Inc.   7.75%   10/15/2020   $1,600   $1,564,000 
Chinos Intermediate Holdings A, Inc. PIK   7.75%   5/1/2019    1,000    1,047,500 
Family Dollar Stores, Inc.   5.00%   2/1/2021    1,375    1,445,756 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%   6/15/2018    1,000    1,027,500 
PETCO Holdings, Inc. PIK   8.50%   10/15/2017    746    765,583 
QVC, Inc.   5.125%   7/2/2022    2,125    2,163,749 
QVC, Inc.   7.375%   10/15/2020    11,275    12,221,424 
Total                  20,235,512 
                     
Savings & Loan 0.60%                    
                     
First Niagara Financial Group, Inc.   7.25%   12/15/2021    5,696    6,693,381 
People’s United Financial, Inc.   3.65%   12/6/2022    4,000    3,890,056 
Total                  10,583,437 
                     
Specialty Materials 0.06%                    
                     
Interline Brands, Inc. PIK   10.00%   11/15/2018    925    1,018,656 
                     
Steel 1.19%                    
                     
Allegheny Technologies, Inc.   5.875%   8/15/2023    3,425    3,570,724 
Allegheny Technologies, Inc.   9.375%   6/1/2019    6,325    7,760,155 
Metinvest BV (Netherlands)†(b)   8.75%   2/14/2018    700    616,000 
Severstal OAO Via Steel Capital SA (Luxembourg)†(b)   4.45%   3/19/2018    1,580    1,566,175 
Vale Overseas Ltd. (Brazil)(b)   6.875%   11/10/2039    4,000    4,317,568 
Valmont Industries, Inc.   6.625%   4/20/2020    2,775    3,221,567 
Total                  21,052,189 
                     
Technology 0.15%                    
                     
VeriSign, Inc.   4.625%   5/1/2023    2,750    2,695,000 
                     
Telecommunications 4.74%                    
                     
Altice Financing SA (Luxembourg)†(b)   6.50%   1/15/2022    2,700    2,821,500 
Block Communications, Inc.   7.25%   2/1/2020    500    536,250 
Consolidated Communications Finance Co.   10.875%   6/1/2020    3,850    4,485,250 
Digicel Group Ltd. (Jamaica)†(b)   10.50%   4/15/2018    1,750    1,868,125 
GTE Corp.   6.94%   4/15/2028    25,527    30,858,033 
GTE Corp.   8.75%   11/1/2021    905    1,183,550 
Inmarsat Finance plc (United Kingdom)†(b)   7.375%   12/1/2017    400    417,000 
Millicom International Cellular SA (Luxembourg)†(b)   4.75%   5/22/2020    3,075    2,967,375 
Millicom International Cellular SA (Luxembourg)†(b)   6.625%   10/15/2021    1,800    1,885,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Telecommunications (continued)                    
                     
MTS International Funding Ltd. (Ireland)†(b)   5.00%   5/30/2023   $1,850   $1,722,812 
Orange SA (France) (9.00% after 3/1/2014)~(b)   8.75%   3/1/2031    2,545    3,652,335 
Telefonica Celular del Paraguay SA (Paraguay)†(b)   6.75%   12/13/2022    1,700    1,776,500 
Telemovil Finance Co., Ltd. (El Salvador)†(b)   8.00%   10/1/2017    850    904,188 
U.S. Cellular Corp.   6.70%   12/15/2033    5,882    5,779,194 
Verizon Communications, Inc.   7.75%   12/1/2030    14,000    18,497,920 
Verizon Communications, Inc.   7.75%   6/15/2032    3,550    4,678,943 
Total                  84,034,475 
                     
Telephone-Long Distance 0.16%                    
                     
Qwest Capital Funding, Inc.   6.875%   7/15/2028    3,000    2,865,000 
                     
Tobacco 0.64%                    
                     
Altria Group, Inc.   9.95%   11/10/2038    7,075    11,255,349 
                     
Transportation: Miscellaneous 1.24%                    
                     
Air Medical Group Holdings, Inc.   9.25%   11/1/2018    222    241,980 
Florida East Coast Holdings Corp. PIK   10.50%   8/1/2017    2,376    2,428,202 
Florida East Coast Railway Corp.   8.125%   2/1/2017    1,666    1,743,886 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%   1/15/2017    3,175    3,357,562 
Martin Midstream Partners LP/Martin Midstream Finance Corp.   8.875%   4/1/2018    500    524,375 
Viterra, Inc. (Canada)†(b)   5.95%   8/1/2020    12,375    13,713,950 
Total                  22,009,955 
                     
Utilities 0.52%                    
                     
El Paso Electric Co.   6.00%   5/15/2035    1,075    1,202,132 
Williams Cos., Inc. (The)   8.75%   3/15/2032    6,750    8,096,476 
Total                  9,298,608 
                     
Utilities: Electrical 0.17%                    
                     
Puget Sound Energy, Inc.(h)   6.974%   6/1/2067    3,000    3,058,020 
Total Corporate Bonds
(cost $1,324,334,414)
                  1,360,822,539 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
FLOATING RATE LOANS(i) 0.72%                    
                     
Energy Equipment & Services 0.08%                    
                     
Crestwood Holdings LLC Term Loan B1   7.00%   6/19/2019   $1,399   $1,430,705 
                     
Food/Tobacco 0.02%                    
                     
New HB Acquisition LLC Term Loan B   6.75%   4/9/2020    325    338,406 
                     
Health Care 0.17%                    
                     
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%   11/23/2018    500    505,313 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%   11/19/2020    201    204,053 
PharMEDium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%   1/6/2022    2,281    2,320,917 
Total                  3,030,283 
                     
Services 0.20%                    
                     
Asurion LLC 2nd Lien Term Loan   8.50%   3/3/2021    765    792,016 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%   12/17/2021    1,150    1,177,313 
Road Infrastructure Investment LLC 1st Lien Term Loan   6.25%   3/30/2018    341    343,935 
Road Infrastructure Investment LLC 2nd Lien Term Loan   10.25%   9/28/2018    1,250    1,265,625 
Total                  3,578,889 
                     
Utilities 0.25%                    
                     
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%   8/20/2020    1,243    1,277,182 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%   4/3/2019    1,915    1,967,663 
Windsor Financing LLC Facility B Term Loan   6.25%   12/5/2017    1,167    1,201,896 
Total                  4,446,741 
Total Floating Rate Loans
(cost $12,587,784)
                  12,825,024 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(d) 0.82%                    
                     
Mexico 0.12%                    
                     
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%   6/10/2028   MXN31,250   $2,066,604 
                     
United Kingdom 0.70%                    
                     
Old Mutual plc   8.00%   6/3/2021   GBP5,000    9,103,579 
R&R Ice Cream plc   8.375%   11/15/2017   EUR1,100    1,622,716 
R&R Ice Cream plc PIK   9.25%   5/15/2018   EUR1,250    1,777,137 
Total                  12,503,432 
Total Foreign Bonds
(cost $14,100,135)
                  14,570,036 
                     
FOREIGN GOVERNMENT OBLIGATIONS 0.82%       
                     
Angola 0.06%                    
                     
Republic of Angola(b)   7.00%   8/16/2019   $1,000    1,082,500 
                     
Argentina 0.04%                    
                     
City of Buenos Aires†(b)   9.95%   3/1/2017    500    475,000 
Provincia de Neuquen†(b)   7.875%   4/26/2021    176    171,600 
Republic of Argentina(b)   8.28%   12/31/2033    210    153,523 
Total                  800,123 
                     
Brazil 0.11%                    
                     
Federal Republic of Brazil†(b)   5.333%   2/15/2028    2,000    1,928,000 
                     
Dominican Republic 0.06%                    
                     
Dominican Republic†(b)   7.50%   5/6/2021    900    999,000 
                     
Ghana 0.15%                    
                     
Republic of Ghana†(b)   7.875%   8/7/2023    2,900    2,697,000 
                     
Indonesia 0.11%                    
                     
Perusahaan Penerbit SBSN†(b)   3.30%   11/21/2022    1,200    1,071,000 
Perusahaan Penerbit SBSN†(b)   4.00%   11/21/2018    900    923,625 
Total                  1,994,625 
                     
Panama 0.02%                    
                     
Republic of Panama(b)   4.30%   4/29/2053    375    299,250 
                     
Russia 0.05%                    
                     
Russia Eurobonds†(b)   4.875%   9/16/2023    800    814,400 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Slovenia 0.07%                    
                     
Republic of Slovenia†(b)   5.25%   2/18/2024   $1,250   $1,279,388 
                     
Tanzania 0.07%                    
                     
United Republic of Tanzania(b)   6.392%#   3/9/2020    1,250    1,287,500 
                     
Trinidad And Tobago 0.06%                    
                     
Republic of Trinidad & Tobago†(b)   4.375%   1/16/2024    1,000    1,042,500 
                     
Venezuela 0.02%                    
                     
Republic of Venezuela(b)   9.375%   1/13/2034    450    321,750 
Total Foreign Government Obligations
(cost $15,090,544)
                  14,546,036 
                     
GOVERNMENT SPONSORED ENTERPRISES
COLLATERALIZED MORTGAGE OBLIGATIONS 0.01%
  
                     
Federal Home Loan Mortgage Corp. 73 G IO   1095.35%(j)   10/15/2020    (k)   2,961 
Federal Home Loan Mortgage Corp. 141 A PO   Zero Coupon    7/1/2022    9    8,537 
Federal Home Loan Mortgage Corp. 181 F IO   494.14%(j)   8/15/2021    (k)   6,754 
Federal Home Loan Mortgage Corp. 1020 S IO   900.95%(j)   12/15/2020    (k)   1,883 
Federal Home Loan Mortgage Corp. 1032 IO   544.714%(j)   12/15/2020    (k)   3,045 
Federal Home Loan Mortgage Corp. 1046 I IO   1009.00%(j)   2/15/2021    (k)   2,123 
Federal Home Loan Mortgage Corp. 1049 N IO   1010.50%(j)   2/15/2021    (k)   2,122 
Federal Home Loan Mortgage Corp. 1058 I IO   1008.50%(j)   4/15/2021    (k)   1,169 
Federal Home Loan Mortgage Corp. 1059 U IO   409.00%(j)   4/15/2021    (k)   1,593 
Federal Home Loan Mortgage Corp. 1066 S IO   1195.607%(j)   4/15/2021    (k)   5,941 
Federal Home Loan Mortgage Corp. 1082 D IO   1007.78%(j)   5/15/2021    (k)   8,572 
Federal Home Loan Mortgage Corp. 1095 A PO   Zero Coupon    6/15/2021    14    13,450 
Federal Home Loan Mortgage Corp. 1137 M IO   1185.497%(j)   9/15/2021    (k)   2,412 
Federal Home Loan Mortgage Corp. 1148 F PO   Zero Coupon    10/15/2021    25    23,843 
Federal Home Loan Mortgage Corp. 1180 G IO   1008.40%(j)   11/15/2021    (k)   1,117 
Federal Home Loan Mortgage Corp. 1200 IB IO   1007.00%(j)   2/15/2022    (k)   452 
Federal Home Loan Mortgage Corp. 1241 X IO   982.654%(j)   4/15/2022    (k)   669 
Federal Home Loan Mortgage Corp. 1363 B PO   Zero Coupon    8/15/2022    55    52,108 
Federal Home Loan Mortgage Corp. 1372 C PO   Zero Coupon    9/15/2022    23    22,404 
Federal National Mortgage Assoc. 94 2 IO   9.50%(j)   8/1/2021    6    1,333 
Federal National Mortgage Assoc. 133 1 PO   Zero Coupon    4/25/2022    3    2,698 
Federal National Mortgage Assoc. 1991-158 E IO   1008.00%(j)   12/25/2021    (k)   1,382 
                     
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $131,871)
                  166,568 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES
PASS-THROUGHS 7.00%
       
                     
Federal Home Loan Mortgage Corp.(l)   4.00%   TBA   $26,000   $27,110,078 
Federal National Mortgage Assoc.(l)   3.50%   TBA    37,900    38,326,375 
Federal National Mortgage Assoc.(l)   4.50%   TBA    4,500    4,821,328 
Federal National Mortgage Assoc.(l)   5.50%   TBA    45,000    49,689,855 
Government National Mortgage Assoc.(l)   4.00%   TBA    3,960    4,186,462 
Total Government Sponsored Enterprises Pass-Throughs
(cost $123,527,811)
                  124,134,098 
                     
MUNICIPAL BONDS 3.08%                    
                     
Education 0.08%                    
                     
Univ of California Bd of Regs   6.27%   5/15/2031    1,300    1,442,233 
                     
Electric Revenue Bonds 0.54%                    
                     
American Municipal Power, Inc.   6.27%   2/15/2050    1,250    1,425,825 
American Municipal Power, Inc.   7.334%   2/15/2028    1,100    1,335,466 
American Municipal Power, Inc.   7.834%   2/15/2041    5,000    6,785,050 
Total                  9,546,341 
                     
Other Revenue 0.36%                    
                     
Dallas Convention Center Hotel   7.088%   1/1/2042    2,500    2,992,325 
Miami Dade Cnty, FL   6.91%   7/1/2039    3,065    3,341,279 
Total                  6,333,604 
                     
Transportation 1.51%                    
                     
Chicago, IL   6.845%   1/1/2038    4,750    5,182,535 
Clark Cnty, NV   6.881%   7/1/2042    2,750    2,966,233 
Metropolitan Washington Arpt   7.462%   10/1/2046    4,655    5,588,048 
North Texas Tollway Auth   8.91%   2/1/2030    5,750    6,738,195 
San Diego Cnty Regl Arpt Auth   6.628%   7/1/2040    6,000    6,369,840 
Total                  26,844,851 
                     
Utilities 0.59%                    
                     
Chicago, IL   6.742%   11/1/2040    4,625    5,326,890 
Guam Pwr Auth   7.50%   10/1/2015    1,035    1,050,639 
Los Angeles Cnty, CA   7.488%   8/1/2033    250    309,107 
Los Angeles Dept Wtr & Pwr, CA   7.003%   7/1/2041    1,000    1,127,120 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Utilities (continued)                    
                     
Municipal Elec Auth of Georgia   7.055%   4/1/2057   $2,425   $2,551,900 
Total                  10,365,656 
Total Municipal Bonds
(cost $53,423,010)
                  54,532,685 
                     
NON-AGENCY COMMERCIAL MORTGAGE-BACKED
SECURITIES 4.16%
  
                     
Banc of America Commercial Mortgage Trust 2007-2 AM   5.611%#   4/10/2049    8,245    9,192,495 
Banc of America Funding Corp. 2007-6 A1   0.448%#   7/25/2037    875    729,292 
Banc of America Large Loan, Inc. 2009-FDG C   7.524%   1/25/2042    1,325    1,539,424 
Citigroup Commercial Mortgage Trust 2013-GC11 AS   3.422%   4/10/2046    5,980    5,839,449 
Commercial Mortgage Pass-Through Certificates 2007-FL14 AJ   0.335%#   6/15/2022    985    978,204 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%   3/10/2031    11,100    10,149,235 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   5.971%#   9/15/2039    1,300    1,416,351 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(b)   2.186%#   10/18/2054    1,250    1,271,175 
Granite Master Issuer plc 2006-3 A4 (United Kingdom)(b)   0.234%#   12/20/2054    610    604,103 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%   3/10/2039    1,175    1,195,594 
GS Mortgage Securities Corp. II 2006-GG8 AM   5.591%   11/10/2039    2,000    2,189,503 
GS Mortgage Securities Corp. II 2013-GC12 XA   1.80%#   6/10/2046    29,772    3,066,617 
GS Mortgage Securities Corp. II 2013-GC12 XB   0.546%#   6/10/2046    47,400    2,056,805 
Holmes Master Issuer plc 2010-1A A2 (United Kingdom)†(b)   1.639%#   10/15/2054    722    723,417 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-LD11 A2   5.80%#   6/15/2049    1,119    1,125,644 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.648%#   3/18/2051    3,810    4,097,084 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%   6/15/2045    2,940    3,024,596 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%   2/15/2047    721    744,396 
Merrill Lynch Floating Trust 2008-LAQA A1   0.695%#   7/9/2021    1,526    1,524,158 
Merrill Lynch Mortgage Investors, Inc. 2006-AF2 AF1   6.25%   10/25/2036    2,289    2,078,165 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%   6/25/2037    2,000    985,000 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%   7/25/2036    1,200    598,875 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED
SECURITIES (continued)
  
   
Sequoia Mortgage Trust 2012-4 A3   2.069%   9/25/2042   $1,377   $1,292,985 
Sequoia Mortgage Trust 2012-6 A2   1.808%   12/25/2042    1,646    1,466,558 
Sequoia Mortgage Trust 2013-1 2A1   1.855%   2/25/2043    1,596    1,387,080 
Sequoia Mortgage Trust 2013-2 A   1.874%   2/25/2043    3,099    2,746,938 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%   12/25/2059    2,374    2,375,080 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%   7/15/2045    1,774    1,940,400 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%   10/15/2048    3,360    3,653,424 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.304%#   7/15/2046    2,256    1,997,780 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%   6/15/2045    1,830    1,838,257 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $74,888,997)
                  73,828,084 
                     
   Dividend       Shares     
   Rate       (000)     
PREFERRED STOCKS 0.40%               
                     
Banks: Diversified 0.23%                    
                     
Wells Fargo & Co.   6.625%       150   4,014,000 
                     
Utilities 0.17%                    
                     
SCE Trust III   5.75%        120    3,023,488 
Total Preferred Stocks
(cost $6,740,000)
                  7,037,488 
Total Long-Term Investments
(cost $1,771,235,758)
                  1,808,824,215 

 

  Interest
Rate
     Principal
Amount
(000)
    
SHORT-TERM INVESTMENTS 3.33%                    
                     
COMMERCIAL PAPER 0.69%                    
                     
Energy Equipment & Services 0.11%                    
                     
Talisman Energy, Inc.   Zero Coupon    3/5/2014   $1,000   999,961 
Talisman Energy, Inc.   Zero Coupon    3/17/2014    1,000    999,728 
Total                  1,999,689 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Lodging 0.06%                    
                     
Wyndham Worldwide Corp.   Zero Coupon    3/6/2014   $1,000   $999,950 
                     
Oil 0.24%                    
                     
DCP Midstream LLC   Zero Coupon    3/4/2014    1,000    999,978 
DCP Midstream LLC   Zero Coupon    3/5/2014    1,250    1,249,943 
DCP Midstream LLC   Zero Coupon    4/1/2014    2,000    1,998,630 
Total                  4,248,551 
                     
Railroads 0.06%                    
Kansas City Southern Railway   Zero Coupon    3/7/2014    1,000    999,922 
                     
Utilities: Miscellaneous 0.22%                    
Enable Midstream   Zero Coupon    3/11/2014    1,000    999,802 
Enable Midstream   Zero Coupon    3/17/2014    1,000    999,638 
Enable Midstream   Zero Coupon    3/18/2014    2,000    1,999,209 
Total                  3,998,649 
Total Commercial Paper
(cost $12,246,209)
                  12,246,761 
                     
FOREIGN BOND(d) 0.10%                    
                     
Nigeria                    
                     
Nigeria Treasury Bill
(cost $1,869,708)
   Zero Coupon    3/6/2014   NGN297,700   1,813,335 
                     
REPURCHASE AGREEMENT 2.54%                    
                     
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $8,815,000 of Federal Farm Credit Bank at 0.45% due 2/3/2016; $10,920,000 of Federal Home Loan Bank at 2.375% due 3/14/2014; $24,395,000 of U.S. Treasury Note at 1.875% due 8/31/2017; $915,000 of U.S. Treasury Note at 0.625% due 8/31/2017; value: $45,997,588; proceeds: $45,094,832 (cost $45,094,832)                 $45,095    45,094,832 
            
Total Short-Term Investments
(cost $59,210,749)
                  59,154,928 
                     
Total Investments in Securities 105.31%
(cost $1,830,446,507)
                  1,867,979,143 
                     
Liabilities in Excess of Cash and Other Assets(m) (5.31%)                  (94,159,765)
                     
Net Assets 100.00%                 $1,773,819,378 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

 
BRL   Brazilian real.
EUR   euro.
GBP   British pound.
MXN   Mexican peso.
NGN   Nigerian naira.
IO   Interest Only.
PIK   Payment-in-kind.
PO   Principal Only.
     
  Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
#   Variable rate security.  The interest rate represents the rate in effect at February 28, 2014.
~   Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a)   Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of February 28, 2014.
(b)   Foreign security traded in U.S. dollars.
(c)   Security is perpetual in nature and has no stated maturity.
(d)   Investment in non-U.S. dollar denominated securities.
(e)   Securities purchased on a when-issued basis (See Note 2(f)).
(f)   Defaulted security.
(g)   Debenture pays interest at an annual fixed rate of 8.375% through August 1, 2016. Thereafter, interest will be paid at an annual floating rate of 3-month LIBOR plus 3.708% through August 1, 2066. This debenture is subject to full redemption at the option of the issuer any time prior to August 1, 2016.
(h)   Debenture pays interest at an annual fixed rate of 6.974% through December 1, 2017. Thereafter, interest will be paid at an annual floating rate of 3-month LIBOR plus 2.53% through June 1, 2067. This debenture is subject to full redemption at the option of the issuer any time prior to December 1, 2017.
(i)   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 February 28, 2014.
(j)   IOettes.  These securities represent the right to receive interest payments on an underlying pool of mortgages with similar features as those associated with IO securities.  Unlike IO’s, however, a nominal amount of principal is assigned to an IOette.  This amount is very small in relation to the interest flow that constitutes almost all of the IOette cash flow.  The stated price and coupon are linked to that small principal amount and therefore appear unusually large.
(k)   Amount is less than $1,000.
(l)   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.
(m)   Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts, as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
Argentine peso  Buy  J.P. Morgan  5/12/2014  23,350,000  $2,452,731  $2,791,880  $339,149 
Brazilian real  Buy  Credit Suisse  3/10/2014  11,330,000   4,686,660   4,826,835   140,175 
Brazilian real  Buy  Barclays Bank plc  4/10/2014  8,450,000   3,482,095   3,570,172   88,077 
Brazilian real  Buy  Credit Suisse  4/10/2014  4,440,000   1,845,325   1,875,925   30,600 
Brazilian real  Buy  Credit Suisse  4/10/2014  430,000   174,962   181,677   6,715 
Brazilian real  Buy  Morgan Stanley  4/10/2014  425,000   175,489   179,565   4,076 
Brazilian real  Buy  Morgan Stanley  5/12/2014  9,480,000   3,842,101   3,973,319   131,218 
Chilean peso  Buy  UBS AG  5/12/2014  1,685,000,000   2,991,832   2,992,868   1,036 
Colombian peso  Buy  UBS AG  5/12/2014  10,400,000,000   5,043,647   5,066,951   23,304 
euro  Buy  J.P. Morgan  3/10/2014  85,000   116,573   117,325   752 
Hungarian forint  Buy  Goldman Sachs  4/10/2014  97,700,000   421,162   434,140   12,978 
Hungarian forint  Buy  UBS AG  5/12/2014  583,000,000   2,571,036   2,585,692   14,656 
Indian rupee  Buy  J.P. Morgan  3/10/2014  214,000,000   3,353,181   3,449,172   95,991 
Indian rupee  Buy  Barclays Bank plc  4/10/2014  29,200,000   454,659   468,079   13,420 
Indian rupee  Buy  Credit Suisse  4/10/2014  14,600,000   229,379   234,040   4,661 
Indian rupee  Buy  J.P. Morgan  4/10/2014  222,800,000   3,562,520   3,571,510   8,990 
Indian rupee  Buy  Barclays Bank plc  5/12/2014  530,000,000   8,308,512   8,443,188   134,676 
Indonesian rupiah  Buy  J.P. Morgan  4/10/2014  8,750,000,000   700,841   752,390   51,549 
Indonesian rupiah  Buy  J.P. Morgan  4/10/2014  2,175,000,000   176,485   187,023   10,538 
Indonesian rupiah  Buy  Barclays Bank plc  5/12/2014  78,650,000,000   6,394,309   6,718,365   324,056 
Malaysian ringgit  Buy  Barclays Bank plc  4/10/2014  8,550,000   2,581,912   2,605,631   23,719 
Malaysian ringgit  Buy  J.P. Morgan  5/12/2014  9,185,000   2,751,648   2,793,251   41,603 
Mexican peso  Buy  Morgan Stanley  4/10/2014  2,820,000   210,284   212,056   1,772 
Mexican peso  Buy  Morgan Stanley  4/10/2014  4,715,000   350,432   354,555   4,123 
Peruvian Nuevo sol  Buy  J.P. Morgan  4/10/2014  5,000,000   1,762,115   1,776,443   14,328 
Peruvian Nuevo sol  Buy  J.P. Morgan  5/12/2014  5,100,000   1,777,313   1,803,010   25,697 
Philippine peso  Buy  Barclays Bank plc  4/10/2014  112,600,000   2,514,796   2,518,928   4,132 
Philippine peso  Buy  Barclays Bank plc  4/10/2014  13,575,000   298,562   303,681   5,119 
Philippine peso  Buy  UBS AG  4/10/2014  98,900,000   2,188,537   2,212,451   23,914 
Philippine peso  Buy  Barclays Bank plc  5/12/2014  213,100,000   4,694,867   4,764,030   69,163 
Polish zloty  Buy  Barclays Bank plc  4/10/2014  11,520,000   3,738,973   3,813,170   74,197 
Polish zloty  Buy  Goldman Sachs  4/10/2014  1,440,000   455,835   476,646   20,811 
Polish zloty  Buy  J.P. Morgan  4/10/2014  11,280,000   3,653,917   3,733,729   79,812 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
Polish zloty  Buy  J.P. Morgan  5/12/2014  27,460,000  $8,877,231  $9,071,262  $194,031 
South African rand  Buy  Goldman Sachs  4/10/2014  11,800,000   1,087,872   1,089,661   1,789 
South African rand  Buy  Goldman Sachs  4/10/2014  1,360,000   122,817   125,588   2,771 
South African rand  Buy  Deutsche Bank AG  5/12/2014  25,770,000   2,312,186   2,367,468   55,282 
South Korean won  Buy  Credit Suisse  4/10/2014  398,000,000   366,986   370,701   3,715 
South Korean won  Buy  J.P. Morgan  5/12/2014  5,165,000,000   4,761,466   4,799,586   38,120 
Thai baht  Buy  J.P. Morgan  4/10/2014  43,300,000   1,297,184   1,324,576   27,392 
Thai baht  Buy  J.P. Morgan  4/10/2014  12,250,000   367,427   374,736   7,309 
Thai baht  Buy  Bank of America  5/12/2014  60,845,000   1,840,442   1,858,405   17,963 
Turkish lira  Buy  J.P. Morgan  4/10/2014  8,720,000   3,686,318   3,900,244   213,926 
British pound  Sell  Goldman Sachs  6/11/2014  150,000   251,046   250,998   48 
Chilean peso  Sell  J.P. Morgan  5/12/2014  100,000,000   177,949   177,618   331 
Colombian peso  Sell  Goldman Sachs  3/10/2014  3,235,000,000   1,641,299   1,580,834   60,465 
Colombian peso  Sell  UBS AG  3/10/2014  133,000,000   64,999   64,993   6 
euro  Sell  J.P. Morgan  5/13/2014  672,000   927,978   927,552   426 
Indian rupee  Sell  Barclays Bank plc  5/12/2014  6,700,000   106,897   106,735   162 
Mexican peso  Sell  J.P. Morgan  3/10/2014  23,050,000   1,743,344   1,737,414   5,930 
Mexican peso  Sell  Goldman Sachs  5/12/2014  14,870,000   1,119,597   1,115,491   4,106 
Philippine peso  Sell  Barclays Bank plc  5/12/2014  4,000,000   89,524   89,423   101 
Russian ruble  Sell  J.P. Morgan  3/7/2014  105,000,000   3,106,318   2,915,170   191,148 
Singapore dollar  Sell  Goldman Sachs  3/10/2014  4,530,000   3,607,271   3,573,547   33,724 
South African rand  Sell  Deutsche Bank AG  5/12/2014  965,000   88,856   88,654   202 
South Korean won  Sell  J.P. Morgan  5/12/2014  152,000,000   141,676   141,246   430 
Taiwan dollar  Sell  Barclays Bank plc  3/10/2014  13,185,000   448,012   435,185   12,827 
Taiwan dollar  Sell  Barclays Bank plc  4/10/2014  91,600,000   3,052,316   3,024,083   28,233 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts     $2,725,444 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Depreciation
 
Argentine peso  Buy  J.P. Morgan  3/10/2014  48,200,000  $6,693,515  $6,100,687  $(592,828)
Argentine peso  Buy  J.P. Morgan  4/10/2014  23,800,000   3,066,023   2,927,985   (138,038)
Chilean peso  Buy  Goldman Sachs  3/10/2014  808,000,000   1,509,152   1,444,491   (64,661)
Chilean peso  Buy  J.P. Morgan  3/10/2014  2,810,000,000   5,210,458   5,023,538   (186,920)
Chilean peso  Buy  J.P. Morgan  3/10/2014  98,000,000   175,722   175,198   (524)
Colombian peso  Buy  Goldman Sachs  3/10/2014  532,000,000   263,106   259,970   (3,136)
Colombian peso  Buy  UBS AG  3/10/2014  19,500,000,000   9,958,633   9,528,984   (429,649)
Hungarian forint  Buy  Morgan Stanley  3/10/2014  2,095,000,000   9,440,615   9,326,494   (114,121)
Hungarian forint  Buy  J.P. Morgan  4/10/2014  464,400,000   2,129,786   2,063,608   (66,178)
Hungarian forint  Buy  Morgan Stanley  4/10/2014  344,100,000   1,544,612   1,529,043   (15,569)
Mexican peso  Buy  J.P. Morgan  3/10/2014  92,100,000   7,017,073   6,942,117   (74,956)
Mexican peso  Buy  J.P. Morgan  4/10/2014  90,400,000   6,864,241   6,797,833   (66,408)
Mexican peso  Buy  J.P. Morgan  5/12/2014  16,715,000   1,256,967   1,253,896   (3,071)
Philippine peso  Buy  Barclays Bank plc  3/10/2014  89,100,000   2,038,435   1,995,586   (42,849)
Russian ruble  Buy  Barclays Bank plc  3/7/2014  340,600,000   10,151,558   9,456,256   (695,302)
Russian ruble  Buy  Morgan Stanley  4/10/2014  49,100,000   1,461,353   1,357,223   (104,130)
Russian ruble  Buy  Morgan Stanley  5/12/2014  19,750,000   556,164   542,621   (13,543)
South African rand  Buy  Deutsche Bank AG  3/10/2014  67,000,000   6,333,985   6,216,358   (117,627)
South Korean won  Buy  Morgan Stanley  3/10/2014  2,895,000,000   2,713,469   2,709,169   (4,300)
South Korean won  Buy  UBS AG  4/10/2014  5,520,000,000   5,154,110   5,141,384   (12,726)
Taiwan dollar  Buy  Barclays Bank plc  3/10/2014  13,185,000   438,113   435,185   (2,928)
Taiwan dollar  Buy  Barclays Bank plc  4/10/2014  91,600,000   3,047,746   3,024,083   (23,663)
Thai baht  Buy  Barclays Bank plc  3/10/2014  118,700,000   3,644,458   3,637,127   (7,331)
Thai baht  Buy  J.P. Morgan  3/10/2014  151,000,000   4,629,062   4,626,843   (2,219)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Depreciation
 
Turkish lira  Buy  J.P. Morgan  3/10/2014  6,400,000  $3,091,768  $2,889,454  $(202,314)
Turkish lira  Buy  J.P. Morgan  4/10/2014  8,250,000   3,714,520   3,690,024   (24,496)
Turkish lira  Buy  J.P. Morgan  5/12/2014  9,030,000   4,001,182   4,000,404   (778)
Argentine peso  Sell  J.P. Morgan  5/12/2014  4,325,000   512,137   517,126   (4,989)
Brazilian real  Sell  Morgan Stanley  5/12/2014  3,375,000   1,376,989   1,414,552   (37,563)
British pound  Sell  J.P. Morgan  3/11/2014  2,015,000   3,305,237   3,374,043   (68,806)
British pound  Sell  Morgan Stanley  3/18/2014  3,365,000   5,485,064   5,634,271   (149,207)
euro  Sell  J.P. Morgan  3/10/2014  1,885,000   2,570,833   2,601,855   (31,022)
euro  Sell  UBS AG  3/10/2014  220,000   298,287   303,665   (5,378)
euro  Sell  Goldman Sachs  3/20/2014  570,000   784,233   786,762   (2,529)
euro  Sell  Goldman Sachs  4/17/2014  3,500,000   4,759,384   4,830,961   (71,577)
euro  Sell  J.P. Morgan  5/12/2014  960,000   1,305,949   1,325,074   (19,125)
Hungarian forint  Sell  Barclays Bank plc  5/12/2014  24,000,000   106,436   106,444   (8)
Mexican peso  Sell  J.P. Morgan  3/10/2014  69,050,000   5,158,074   5,204,703   (46,629)
Polish zloty  Sell  UBS AG  4/10/2014  430,000   142,069   142,332   (263)
Romanian new leu  Sell  Goldman Sachs  4/10/2014  11,765,000   3,507,110   3,596,666   (89,556)
Singapore dollar  Sell  Barclays Bank plc  3/10/2014  2,170,000   1,702,281   1,711,832   (9,551)
Turkish lira  Sell  Goldman Sachs  3/10/2014  3,640,000   1,622,699   1,643,377   (20,678)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts     $(3,567,146)

 

Open Futures Contracts at February 28, 2014:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
U.S. 5-Year Treasury Note  June 2014   1,854   Long  $222,219,281   $255,763 
Ultra Long U.S. Treasury Bond  June 2014   343   Long   49,252,656    347,769 
U.S. 10-Year Treasury Note  June 2014   42   Short   (5,230,313)   2,553 
Net Unrealized Appreciation on Futures Contracts     $266,241,624   $606,085 

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note  March 2014   2,413   Short  $(304,301,922)  $(2,408,508)
U.S. Long Bond  June 2014   397   Short   (52,825,813)   (196,081)
Net Unrealized Depreciation on Futures Contracts     $(357,127,735)  $(2,604,589)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $146,361,657   $   $146,361,657 
Corporate Bonds       1,360,822,539        1,360,822,539 
Floating Rate Loans(4)                    
Energy Equipment & Services       1,430,705        1,430,705 
Food/Tobacco       338,406        338,406 
Health Care       709,366    2,320,917    3,030,283 
Services       1,969,329    1,609,560    3,578,889 
Utilities           4,446,741    4,446,741 
Foreign Bonds       16,383,371        16,383,371 
Foreign Government Obligations       14,546,036        14,546,036 
Government Sponsored Enterprises Collateralized Mortgage Obligations       166,568        166,568 
Government Sponsored Enterprises Pass-Throughs       124,134,098        124,134,098 
Municipal Bonds       54,532,685        54,532,685 
Non-Agency Commercial Mortgage-Backed Securities       73,828,084        73,828,084 
Preferred Stocks   7,037,488            7,037,488 
Commercial Paper       12,246,761        12,246,761 
Repurchase Agreement       45,094,832        45,094,832 
Total  $7,037,488   $1,852,564,437   $8,377,218   $1,867,979,143 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $2,725,444   $   $2,725,444 
Liabilities       (3,567,146)       (3,567,146)
Futures Contracts                    
Assets   606,085            606,085 
Liabilities   (2,604,589)           (2,604,589)
Total  $(1,998,504)  $(841,702)  $   $(2,840,206)

 

 

(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended February 28, 2014.
(4) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type  Floating
Rate Loans
 
Balance as of December 1, 2013  $1,270,968 
Accrued discounts/premiums   175 
Realized gain (loss)   182 
Change in unrealized appreciation/depreciation   (3,224)
Purchases   2,597,214 
Sales   (23,046)
Net transfers in or out of Level 3   4,534,949 
Balance as of February 28, 2014  $8,377,218 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 96.05%                  
                   
ASSET-BACKED SECURITIES 10.86%                  
                   
Automobiles 4.63%                  
                   
Ally Auto Receivables Trust 2012-5 A3   0.62%  3/15/2017  $940   $942,161 
AmeriCredit Automobile Receivables Trust 2012-4 A2   0.49%  4/8/2016   389    389,053 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   1,245    1,246,807 
AmeriCredit Automobile Receivables Trust 2012-5 A3   0.62%  6/8/2017   1,210    1,211,614 
AmeriCredit Automobile Receivables Trust 2013-1 B   1.07%  3/8/2018   819    818,140 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%  9/10/2018   685    688,724 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   1,200    1,204,853 
California Republic Auto Receivables Trust 2013-1 A2   1.41%  9/17/2018   1,486    1,486,871 
California Republic Auto Receivables Trust 2013-2 A2   1.23%  3/15/2019   1,300    1,300,840 
Capital Auto Receivables Asset Trust 2013-1 A1   0.47%  3/20/2015   1,523    1,522,548 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%  7/20/2016   1,927    1,928,073 
Capital Auto Receivables Asset Trust 2013-4 A1   0.534%#  3/21/2016   1,000    1,000,914 
Capital Auto Receivables Asset Trust 2013-4 A2   0.85%  2/21/2017   900    901,180 
CarMax Auto Owner Trust 2011-1 A3   1.29%  9/15/2015   5    4,994 
Chrysler Capital Auto Receivables Trust 2013-AA A3   0.91%  4/16/2018   970    973,205 
Ford Credit Auto Lease Trust 2013-B A3   0.76%  9/15/2016   1,000    1,003,704 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   1,500    1,504,037 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%  6/15/2016   3,800    3,806,281 
Hyundai Auto Lease Securitization Trust 2013-B A3   0.98%  10/17/2016   1,300    1,307,466 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%  7/15/2016   1,280    1,281,247 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   3,275    3,278,951 
Santander Drive Auto Receivables Trust 2012-2 A3   1.22%  12/15/2015   407    407,550 
Santander Drive Auto Receivables Trust 2012-6 A3   0.62%  7/15/2016   800    800,497 
Santander Drive Auto Receivables Trust 2012-AA A2   0.55%  2/16/2016   519    519,044 
Santander Drive Auto Receivables Trust 2013-1 A2   0.48%  2/16/2016   78    77,904 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%  6/15/2017   350    350,225 
Santander Drive Auto Receivables Trust 2013-2 A2   0.47%  3/15/2016   832    831,822 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   882    882,347 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%  5/15/2018   930    931,228 
Santander Drive Auto Receivables Trust 2013-5 A3   0.82%  2/15/2018   1,037    1,038,610 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%  1/20/2017   2,555    2,556,016 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%  4/20/2018   1,929    1,930,088 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%  5/16/2016   980    982,559 
Total                39,109,553 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards 1.21%                  
                   
American Express Credit Account Master Trust 2012-3 B   0.655%#  3/15/2018  $300   $299,560 
Citibank Omni Master Trust 2009-A14A   2.905%#  8/15/2018   2,550    2,579,135 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   1,150    1,150,433 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   1,825    1,823,978 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   750    750,739 
MBNA Credit Card Master Note Trust 2004-B1   4.45%  8/15/2016   1,460    1,462,792 
World Financial Network Credit Card Master Trust 2011-A   1.68%  8/15/2018   400    402,566 
World Financial Network Credit Card Master Trust 2013-B A   0.91%  3/16/2020   1,750    1,748,432 
Total                10,217,635 
                   
Home Equity 0.63%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.318%#  5/25/2036   1,831    1,671,013 
Asset Backed Securities Corp. Home Equity Loan Trust Series RFC 2007-HE1 A3   0.248%#  12/25/2036   243    240,169 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.228%#  12/25/2036   42    41,210 
Home Equity Asset Trust 2006-6 2A2   0.268%#  11/25/2036   393    392,407 
Home Equity Asset Trust 2006-7 2A2   0.268%#  1/25/2037   1,578    1,546,006 
Home Equity Asset Trust 2006-8 2A2   0.268%#  3/25/2037   767    754,061 
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   500    492,749 
Option One Mortgage Loan Trust 2005-1 A4   0.958%#  2/25/2035   212    208,120 
Total                5,345,735 
                   
Other 4.39%                  
                   
ARES CLO Ltd. 2007-3RA A2   0.457%#  4/16/2021   979    961,926 
Atrium V-5A A1   0.485%#  7/20/2020   409    404,767 
CIT Mortgage Loan Trust 2007-1 2A2   1.406%#  10/25/2037   873    871,960 
Dryden VIII Leveraged Loan CDO 2005-8A C   0.956%#  5/22/2017   750    734,947 
Fairway Loan Funding Co. 2006-1A A3L   0.898%#  10/17/2018   400    391,322 
FBR Securitization Trust 2005-4 AV24   0.858%#  10/25/2035   1,051    918,967 
First Franklin Mortgage Loan Trust 2006-FF17 A4   0.258%#  12/25/2036   61    61,230 
Flagship CLO V 2006-1A A   0.475%#  9/20/2019   885    874,139 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.545%#  12/20/2020   500    489,362 
Gannett Peak CLO Ltd. 2006-1A A1B   0.509%#  10/27/2020   102    101,404 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2   1.99%  10/15/2045   1,100    1,108,198 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2   1.495%  1/16/2046   2,750    2,748,464 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2   1.147%  5/16/2044   1,000    996,869 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%  5/16/2044   750    747,731 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3   1.793%  5/15/2046   1,000    988,836 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3   2.14%  5/15/2046   1,000    985,835 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%  9/15/2044   1,470    1,470,284 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7   1.981%  11/15/2046  $800   $801,201 
Jasper CLO Ltd. 2005-1A A   0.508%#  8/1/2017   551    547,300 
JFIN Revolver CLO Ltd. 2013-1A A   1.497%#  1/20/2021   750    747,102 
Landmark VII CDO Ltd. 2006-7A A3L   0.989%#  7/15/2018   500    484,493 
LCM V Ltd. 5A A1   0.476%#  3/21/2019   1,000    980,419 
Liberty CLO Ltd. 2005-1A A1C   0.488%#  11/1/2017   248    247,451 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.338%#  1/25/2036   285    281,982 
Mountain Capital CLO IV Ltd. 2005-4A A2L   0.693%#  3/15/2018   500    493,500 
Mountain View CLO III Ltd. 2007-3A A1   0.452%#  4/16/2021   1,140    1,124,701 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3   2.438%  6/20/2048   1,300    1,283,780 
Nautique Funding Ltd. 2006-1A A1A   0.489%#  4/15/2020   1,020    1,009,813 
Ocean Trails CLO I 2006-1A A1   0.492%#  10/12/2020   920    904,479 
OHA Park Avenue CLO Ltd. 2007-1A A1B   0.473%#  3/14/2022   996    979,631 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(a)   0.499%#  4/15/2020   841    834,275 
Saxon Asset Securities Trust 2006-3 A2   0.268%#  10/25/2046   15    14,939 
Securitized Asset Backed Receivables LLC Trust 2005-FR5 A1B   0.438%#  8/25/2035   535    515,790 
SLM Student Loan Trust 2006-4 A4   0.319%#  4/25/2023   268    267,819 
SLM Student Loan Trust 2010-A 2A   3.405%#  5/16/2044   1,699    1,805,603 
SLM Student Loan Trust 2011-1 A1(b)   0.676%#  3/25/2026   396    396,763 
SLM Student Loan Trust 2011-A A1   1.155%#  10/15/2024   1,739    1,748,336 
SLM Student Loan Trust 2011-B A1   1.005%#  12/16/2024   874    876,748 
SLM Student Loan Trust 2011-C A1   1.555%#  12/15/2023   891    897,915 
SLM Student Loan Trust 2012-A A1   1.555%#  8/15/2025   160    161,964 
SLM Student Loan Trust 2012-C A1   1.255%#  8/15/2023   814    818,687 
SLM Student Loan Trust 2012-E A1   0.905%#  10/16/2023   629    630,157 
SLM Student Loan Trust 2013-B A1   0.805%#  7/15/2022   1,617    1,619,103 
Structured Asset Securities Corp. 2006-GEL3 A2   0.388%#  7/25/2036   95    93,899 
Structured Asset Securities Corp. 2007-BC2 A3   0.288%#  3/25/2037   1,258    1,225,006 
WhiteHorse III Ltd. 2006-1A A1L   0.508%#  5/1/2018   511    508,825 
Total                37,157,922 
Total Asset-Backed Securities
(cost $91,703,830)
                91,830,845 
                   
CORPORATE BONDS 43.39%                  
                   
Aerospace/Defense 0.04%                  
                   
Exelis, Inc.   4.25%  10/1/2016   78    82,478 
Litton Industries, Inc.   6.75%  4/15/2018   200    234,573 
Total                317,051 
                   
Air Transportation 0.24%                  
                   
Continental Airlines, Inc.   7.25%  5/10/2021   58    66,933 
Continental Airlines, Inc.   7.461%  10/1/2016   9    8,905 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Air Transportation (continued)                  
                   
United Airlines, Inc.   6.75%  9/15/2015  $1,250   $1,281,250 
US Airways 2012-1 Class C Pass-Through Trust   9.125%  10/1/2015   661    700,596 
Total                2,057,684 
                   
Apparel 0.40%                  
                   
Fifth & Pacific Cos., Inc.   10.50%  4/15/2019   400    425,000 
J. Crew Group, Inc.   8.125%  3/1/2019   1,675    1,758,750 
Perry Ellis International, Inc.   7.875%  4/1/2019   219    232,140 
PVH Corp.   7.375%  5/15/2020   900    1,003,500 
Total                3,419,390 
                   
Auto Parts: Original Equipment 0.16%                  
                   
Continental Rubber of America Corp.   4.50%  9/15/2019   359    382,105 
Delphi Corp.   5.875%  5/15/2019   50    52,688 
Delphi Corp.   6.125%  5/15/2021   713    796,777 
International Automotive Components Group SA (Luxembourg)†(a)   9.125%  6/1/2018   100    105,750 
Stanadyne Holdings, Inc.   12.00%  2/15/2015   18    13,815 
Total                1,351,135 
                   
Automotive 0.15%                  
                   
Hyundai Capital America   2.875%  8/9/2018   500    512,741 
Hyundai Capital America   4.00%  6/8/2017   200    213,199 
Kia Motors Corp. (South Korea)†(a)   3.625%  6/14/2016   200    208,870 
Oshkosh Corp.   8.25%  3/1/2017   350    365,313 
Total                1,300,123 
                   
Banks: Diversified 6.21%                  
                   
Associated Banc-Corp   5.125%  3/28/2016   1,370    1,459,799 
Banco de Costa Rica (Costa Rica)†(a)   5.25%  8/12/2018   400    403,000 
Banco de Credito e Inversiones (Chile)†(a)   3.00%  9/13/2017   400    405,605 
Banco del Estado de Chile (Chile)†(a)   2.00%  11/9/2017   1,000    996,322 
Banco del Estado de Chile COD   2.03%  4/2/2015   100    101,487 
Banco do Brasil SA   3.875%  1/23/2017   200    205,500 
Banco Santander Chile (Chile)†(a)   2.117%#  6/7/2018   1,000    1,003,500 
Bank of America Corp.   5.42%  3/15/2017   1,929    2,136,223 
Bank of America Corp.   5.49%  3/15/2019   500    562,002 
Bank of America Corp.   5.70%  5/2/2017   500    561,090 
Bank of America Corp.   5.75%  8/15/2016   475    523,387 
Bank of America Corp.   6.05%  5/16/2016   700    770,647 
Bank of America Corp.   6.40%  8/28/2017   475    549,949 
Bank of America Corp.   7.75%  8/15/2015   400    437,765 
Bank of America Corp.   7.80%  9/15/2016   1,850    2,132,012 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Diversified (continued)                  
                   
Bank of America Corp.   10.20%  7/15/2015  $750   $835,054 
Bank of America NA   5.30%  3/15/2017   2,675    2,966,316 
Bank of America NA   6.10%  6/15/2017   500    568,962 
Citigroup, Inc.   0.512%#  6/9/2016   550    541,367 
Citigroup, Inc.   5.00%  9/15/2014   675    690,904 
Citigroup, Inc.   5.50%  2/15/2017   2,522    2,803,705 
Comerica Bank   8.375%  7/15/2024   750    771,400 
Compagnie de Financement Foncier SA (France)†(a)   2.25%  3/7/2014   4,700    4,700,578 
Discover Bank   7.00%  4/15/2020   250    297,502 
Discover Bank   8.70%  11/18/2019   300    378,454 
First Midwest Bancorp, Inc.   5.875%  11/22/2016   125    132,281 
Goldman Sachs Group, Inc. (The)   2.625%  1/31/2019   700    704,758 
Goldman Sachs Group, Inc. (The)   5.625%  1/15/2017   2,225    2,467,774 
Goldman Sachs Group, Inc. (The)   6.15%  4/1/2018   3,125    3,604,991 
Hana Bank (South Korea)†(a)   1.375%  2/5/2016   200    200,815 
HBOS plc (United Kingdom)†(a)   6.75%  5/21/2018   1,800    2,059,403 
ING Bank NV (Netherlands)†(a)   5.125%  5/1/2015   200    208,040 
JPMorgan Chase & Co.   6.125%  6/27/2017   1,000    1,146,702 
Korea Development Bank (The) (South Korea)(a)   0.862%#  1/22/2017   500    501,002 
Korea Development Bank (The) (South Korea)(a)   1.00%  1/22/2016   200    200,453 
Macquarie Bank Ltd. (Australia)†(a)   5.00%  2/22/2017   155    168,912 
Morgan Stanley   5.95%  12/28/2017   1,945    2,233,358 
Morgan Stanley   6.25%  8/28/2017   850    981,076 
Morgan Stanley   7.30%  5/13/2019   950    1,166,070 
National Savings Bank (Sri Lanka)†(a)   8.875%  9/18/2018   300    330,000 
PNC Funding Corp.   5.625%  2/1/2017   47    52,320 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   15    16,425 
Regions Bank   7.50%  5/15/2018   1,325    1,580,937 
Regions Financial Corp.   2.00%  5/15/2018   661    651,628 
Regions Financial Corp.   5.75%  6/15/2015   75    79,291 
Regions Financial Corp.   7.75%  11/10/2014   450    472,017 
Russian Agricultural Bank OJSC via RSHB Capital SA
(Luxembourg)†(a)
   5.298%  12/27/2017   200    206,500 
Sberbank via SB Capital SA (Russia)†(a)   4.95%  2/7/2017   200    212,000 
Sberbank via SB Capital SA (Russia)(a)   5.40%  3/24/2017   100    107,250 
Sberbank via SB Capital SA (Russia)†(a)   5.50%  2/26/2024   250    247,188 
Standard Chartered Bank (United Kingdom)†(a)   6.40%  9/26/2017   1,400    1,594,880 
Swedbank Hypotek AB (Sweden)†(a)   2.95%  3/28/2016   370    387,181 
Synovus Financial Corp.   7.875%  2/15/2019   730    832,200 
Turkiye Halk Bankasi AS (Turkey)†(a)   4.875%  7/19/2017   1,200    1,212,000 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)   3.75%  4/15/2018   300    284,250 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)   5.00%  10/31/2018   500    492,400 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)   5.75%  4/24/2017   500    516,100 
Valley National Bank   5.00%  7/15/2015   250    260,255 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Diversified (continued)                  
                   
Vnesheconombank Via VEB Finance plc (Ireland)†(a)   4.224%  11/21/2018  $200   $200,250 
VTB Bank OJSC via VTB Capital SA (Luxembourg)†(a)   6.00%  4/12/2017   200    212,000 
Total                52,525,237 
                   
Banks: Money Center 0.59%                  
                   
Akbank TAS (Turkey)†(a)   3.875%  10/24/2017   150    148,500 
Banco de Credito del Peru (Peru)†(a)   4.75%  3/16/2016   100    106,000 
Banco Nacional de Costa Rica (Costa Rica)†(a)   4.875%  11/1/2018   500    499,375 
BBVA Banco Continental SA (Peru)†(a)   2.25%  7/29/2016   600    603,750 
BBVA Banco Continental SA (Peru)†(a)   3.25%  4/8/2018   400    402,500 
Export-Import Bank of Korea (South Korea)(a)   1.094%#  9/17/2016   400    401,502 
Export-Import Bank of Korea (South Korea)(a)   3.75%  10/20/2016   200    214,200 
Wilmington Trust Corp.   8.50%  4/2/2018   350    422,314 
Zions Bancorporation   4.00%  6/20/2016   375    389,829 
Zions Bancorporation   4.50%  3/27/2017   1,500    1,596,948 
Zions Bancorporation   5.50%  11/16/2015   77    81,104 
Zions Bancorporation   7.75%  9/23/2014   125    129,597 
Total                4,995,619 
                   
Beverages 0.00%                  
                   
Central American Bottling Corp.   6.75%  2/9/2022   30    31,425 
                   
Biotechnology Research & Production 0.12%                  
                   
STHI Holding Corp.   8.00%  3/15/2018   925    986,281 
                   
Broadcasting 0.09%                  
                   
Cox Communications, Inc.   5.875%  12/1/2016   88    98,795 
Cox Communications, Inc.   6.25%  6/1/2018   200    230,966 
Cox Communications, Inc.   9.375%  1/15/2019   365    471,095 
Total                800,856 
                   
Brokers 0.36%                  
                   
Jefferies Group LLC   5.875%  6/8/2014   325    329,503 
Jefferies Group LLC   8.50%  7/15/2019   1,145    1,419,800 
Raymond James Financial, Inc.   8.60%  8/15/2019   1,000    1,271,457 
Total                3,020,760 
                   
Building Materials 0.41%                  
                   
Associated Materials LLC/AMH New Finance, Inc.   9.125%  11/1/2017   349    368,195 
Cemex SAB de CV (Mexico)†(a)   4.989%#  10/15/2018   500    525,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials (continued)                  
                   
Cemex SAB de CV (Mexico)†(a)   9.00%  1/11/2018  $500   $546,875 
Cimento Tupi SA (Brazil)†(a)   9.75%  5/11/2018   195    195,975 
Interline Brands, Inc.   7.50%  11/15/2018   245    260,435 
Interline Brands, Inc. PIK   10.00%  11/15/2018   625    688,281 
Nortek, Inc.   10.00%  12/1/2018   75    83,063 
Owens Corning, Inc.   6.50%  12/1/2016   200    222,557 
Owens Corning, Inc.   9.00%  6/15/2019   446    556,245 
Total                3,446,626 
                   
Business Services 0.35%                  
                   
Alliance Data Systems Corp.   5.25%  12/1/2017   1,100    1,157,750 
Alliance Data Systems Corp.   6.375%  4/1/2020   400    430,000 
Expedia, Inc.   7.456%  8/15/2018   300    356,374 
Iron Mountain, Inc.   8.375%  8/15/2021   932    997,240 
Total                2,941,364 
                   
Cable Services 0.16%                  
                   
Time Warner Cable, Inc.   5.85%  5/1/2017   1,199    1,357,118 
                   
Chemicals 1.16%                  
                   
CF Industries, Inc.   6.875%  5/1/2018   1,245    1,452,416 
CF Industries, Inc.   7.125%  5/1/2020   269    322,288 
Methanex Corp. (Canada)(a)   6.00%  8/15/2015   1,000    1,065,683 
Nufarm Australia Ltd. (Australia)†(a)   6.375%  10/15/2019   195    203,287 
Phibro Animal Health Corp.   9.25%  7/1/2018   1,158    1,239,060 
Rhodia SA (France)†(a)   6.875%  9/15/2020   3,850    4,264,599 
Sibur Securities Ltd. (Ireland)†(a)   3.914%  1/31/2018   200    195,500 
Yara International ASA (Norway)†(a)   7.875%  6/11/2019   850    1,044,992 
Total                9,787,825 
                   
Coal 0.32%                  
                   
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.25%  12/15/2017   1,000    1,048,550 
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%  12/15/2019   872    945,030 
CONSOL Energy, Inc.   8.00%  4/1/2017   685    715,825 
Total                2,709,405 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Communications & Media 0.27%                  
                   
Digicel Ltd. (Jamaica)†(a)   8.25%  9/1/2017  $2,200   $2,299,000 
                   
Communications Technology 0.01%                  
                   
Motorola Solutions, Inc.   6.00%  11/15/2017   100    114,555 
                   
Computer Service 0.07%                  
                   
Ceridian Corp.   11.25%  11/15/2015   603    609,784 
                   
Computer Software 0.24%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017   146    154,395 
Brocade Communications Systems, Inc.   6.875%  1/15/2020   225    242,437 
Sophia LP/Sophia Finance, Inc.   9.75%  1/15/2019   40    44,600 
SunGard Data Systems, Inc.   7.375%  11/15/2018   1,500    1,599,375 
Total                2,040,807 
                   
Construction/Homebuilding 0.06%                  
                   
CRH America, Inc.   8.125%  7/15/2018   425    524,827 
                   
Consumer Products 0.16%                  
                   
Avon Products, Inc.   2.375%  3/15/2016   450    458,013 
Avon Products, Inc.   4.60%  3/15/2020   300    306,382 
Avon Products, Inc.   6.50%  3/1/2019   539    597,939 
Total                1,362,334 
                   
Containers 0.27%                  
                   
Berry Plastics Corp.   9.50%  5/15/2018   1,200    1,276,500 
BWAY Holding Co.   10.00%  6/15/2018   300    321,375 
Tekni-Plex, Inc.   9.75%  6/1/2019   600    690,000 
Total                2,287,875 
                   
Copper 0.01%                  
                   
Southern Copper Corp.   6.375%  7/27/2015   100    107,260 
                   
Data Product, Equipment & Communications 0.79%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   400    417,162 
Fidelity National Information Services, Inc.   7.875%  7/15/2020   5,800    6,278,732 
Total                6,695,894 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Diversified 0.05%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017  $390   $403,650 
                   
Drugs 1.79%                  
                   
Capsugel SA PIK (Luxembourg)†(a)   7.00%  5/15/2019   146    151,749 
Grifols, Inc.   8.25%  2/1/2018   1,270    1,360,487 
Hospira, Inc.   5.20%  8/12/2020   300    319,775 
Hospira, Inc.   6.05%  3/30/2017   1,141    1,265,264 
Mylan, Inc.   6.00%  11/15/2018   3,550    3,763,277 
Mylan, Inc.   7.875%  7/15/2020   3,650    4,102,184 
Warner Chilcott Co. LLC/Warner Chilcott Finance LLC   7.75%  9/15/2018   3,900    4,192,500 
Total                15,155,236 
                   
Electric: Power 1.05%                  
                   
Cleveland Electric Illuminating Co. (The)   5.70%  4/1/2017   282    305,204 
Cleveland Electric Illuminating Co. (The)   8.875%  11/15/2018   150    190,446 
Duquesne Light Holdings, Inc.   5.50%  8/15/2015   1,125    1,194,388 
Entergy Corp.   3.625%  9/15/2015   100    103,459 
Entergy Corp.   4.70%  1/15/2017   1,275    1,358,106 
Entergy Corp.   5.125%  9/15/2020   125    134,744 
Exelon Generation Co. LLC   5.20%  10/1/2019   721    793,401 
Indiantown Cogeneration LP   9.77%  12/15/2020   636    722,676 
North American Energy Alliance LLC/North American Energy Alliance Finance Corp.   10.875%  6/1/2016   380    394,418 
Oncor Electric Delivery Co. LLC   6.80%  9/1/2018   250    298,112 
Pennsylvania Electric Co.   6.05%  9/1/2017   100    111,325 
PPL WEM Holdings plc (United Kingdom)†(a)   3.90%  5/1/2016   2,500    2,633,293 
Red Oak Power LLC   8.54%  11/30/2019   597    636,319 
Total                8,875,891 
                   
Electrical Equipment 0.12%                  
                   
Altera Corp.   2.50%  11/15/2018   1,000    1,010,762 
                   
Electronics 0.22%                  
                   
FLIR Systems, Inc.   3.75%  9/1/2016   589    615,653 
Jabil Circuit, Inc.   7.75%  7/15/2016   500    571,875 
Jabil Circuit, Inc.   8.25%  3/15/2018   525    633,938 
Total                1,821,466 
                   
Electronics: Semi-Conductors/Components 0.07%                  
                   
Avnet, Inc.   5.875%  3/15/2014   500    500,754 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electronics: Semi-Conductors/Components (continued)                  
                   
Freescale Semiconductor, Inc.   10.125%  12/15/2016  $100   $102,250 
Total                603,004 
                   
Energy Equipment & Services 0.95%                  
                   
Copano Energy LLC/Copano Energy Finance Corp.   7.125%  4/1/2021   1,900    2,166,631 
Energy Transfer Partners LP   6.125%  2/15/2017   400    448,157 
Energy Transfer Partners LP   8.50%  4/15/2014   650    655,718 
Energy Transfer Partners LP   9.00%  4/15/2019   2,275    2,896,582 
Energy Transfer Partners LP   9.70%  3/15/2019   1,000    1,304,163 
NRG Energy, Inc.   7.625%  5/15/2019   549    576,450 
Total                8,047,701 
                   
Engineering & Contracting Services 0.42%                  
                   
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   325    303,875 
URS Corp.   3.85%  4/1/2017   3,075    3,215,481 
Total                3,519,356 
                   
Entertainment 0.86%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%  1/15/2019   1,500    1,591,875 
Greektown Superholdings, Inc.   13.00%  7/1/2015   1,920    2,013,120 
Seminole Indian Tribe of Florida   6.535%  10/1/2020   650    718,250 
Seminole Indian Tribe of Florida   7.804%  10/1/2020   450    504,000 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   700    770,000 
Vail Resorts, Inc.   6.50%  5/1/2019   775    819,078 
WMG Acquisition Corp.   11.50%  10/1/2018   500    571,250 
WMG Holdings Corp.   13.75%  10/1/2019   100    120,500 
WMG Holdings Corp.   13.75%  10/1/2019   150    180,750 
Total                7,288,823 
                   
Financial Services 2.72%                  
                   
Air Lease Corp.   3.375%  1/15/2019   1,400    1,424,500 
Air Lease Corp.   4.50%  1/15/2016   550    581,625 
Air Lease Corp.   5.625%  4/1/2017   2,400    2,658,000 
Bear Stearns Cos. LLC (The)   5.55%  1/22/2017   2,000    2,228,038 
Credit Suisse AG (Guernsey)†(a)   1.625%  3/6/2015   955    966,846 
DTEK Finance plc (United Kingdom)†(a)   7.875%  4/4/2018   500    400,000 
Dun & Bradstreet Corp. (The)   3.25%  12/1/2017   754    789,142 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
Graton Economic Development Authority   9.625%  9/1/2019  $900   $1,044,000 
Hyundai Capital Services, Inc. (South Korea)†(a)   3.50%  9/13/2017   200    210,846 
Hyundai Capital Services, Inc. (South Korea)†(a)   4.375%  7/27/2016   1,000    1,070,282 
Hyundai Capital Services, Inc. (South Korea)†(a)   6.00%  5/5/2015   200    211,638 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   225    240,750 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   325    346,125 
Macquarie Group Ltd. (Australia)†(a)   6.00%  1/14/2020   223    249,449 
Macquarie Group Ltd. (Australia)†(a)   7.625%  8/13/2019   116    140,518 
MU Finance plc (United Kingdom)†(a)   8.375%  2/1/2017   1,267    1,327,321 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   1,500    1,668,750 
Old Mutual plc (United Kingdom)(c)   7.125%  10/19/2016  GBP56    104,597 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019  $732    803,370 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   1,525    1,601,250 
SteelRiver Transmission Co. LLC   4.71%  6/30/2017   612    650,903 
Utility Contract Funding LLC   7.944%  10/1/2016   631    689,286 
Western Union Co. (The)   1.234%#  8/21/2015   600    604,693 
Western Union Co. (The)   2.875%  12/10/2017   750    772,268 
Western Union Co. (The)   3.35%  5/22/2019   625    627,458 
Western Union Co. (The)   3.65%  8/22/2018   400    413,888 
Woodside Finance Ltd. (Australia)†(a)   4.50%  11/10/2014   350    359,064 
Woodside Finance Ltd. (Australia)†(a)   8.125%  3/1/2014   835    835,000 
Total                23,019,607 
                   
Financial: Miscellaneous 0.52%                  
                   
Hercules Offshore, Inc.   10.25%  4/1/2019   500    572,500 
Kayne Anderson MLP Investment Co.   1.494%#  8/19/2016   500    501,508 
Kayne Anderson MLP Investment Co.   1.494%#  8/19/2016   1,200    1,203,625 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   510    562,391 
SLM Corp.   4.875%  6/17/2019   200    207,006 
SLM Corp.   5.00%  6/15/2018   150    150,675 
SLM Corp.   5.50%  1/15/2019   265    281,246 
SLM Corp.   8.00%  3/25/2020   512    593,280 
SLM Corp.   8.45%  6/15/2018   250    296,875 
Total                4,369,106 
                   
Food 0.88%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   750    781,875 
Michael Foods Holding, Inc. PIK   8.50%  7/15/2018   1,000    1,051,250 
Minerva Luxembourg SA (Luxembourg)†(a)   12.25%  2/10/2022   200    223,000 
Mondelez International, Inc.   0.775%#  2/1/2019   500    498,681 
Raizen Fuels Finance Ltd.   9.50%  8/15/2014   600    620,880 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food (continued)                  
                   
Southern States Cooperative, Inc.   10.00%  8/15/2021  $400   $398,000 
TreeHouse Foods, Inc.   7.75%  3/1/2018   232    242,324 
US Foods, Inc.   8.50%  6/30/2019   2,600    2,821,000 
Want Want China Finance Ltd. (China)†(a)   1.875%  5/14/2018   700    677,872 
Wells Enterprises, Inc.   6.75%  2/1/2020   133    137,821 
Total                7,452,703 
                   
Gaming 0.19%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   550    587,125 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   1,050    1,059,844 
Total                1,646,969 
                   
Health Care 0.10%                  
                   
VWR Funding, Inc.   10.75%  6/30/2017   860    884,725 
                   
Health Care Products 0.28%                  
                   
Boston Scientific Corp.   5.125%  1/12/2017   268    295,415 
Edwards Lifesciences Corp.   2.875%  10/15/2018   1,550    1,563,896 
Mallinckrodt International Finance SA (Luxembourg)†(a)   3.50%  4/15/2018   473    470,004 
Total                2,329,315 
                   
Health Care Services 0.15%                  
                   
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   250    279,000 
DaVita HealthCare Partners, Inc.   6.375%  11/1/2018   250    263,281 
Emdeon, Inc.   11.00%  12/31/2019   445    517,313 
Kindred Healthcare, Inc.   8.25%  6/1/2019   176    190,520 
Total                1,250,114 
                   
Industrial Products 0.21%                  
                   
Mueller Water Products, Inc.   7.375%  6/1/2017   1,124    1,160,530 
PPL WW Holdings Ltd. (United Kingdom)†(a)   7.25%  12/15/2017   525    592,065 
Total                1,752,595 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 0.33%                  
                   
CNO Financial Group, Inc.   6.375%  10/1/2020  $150   $160,500 
Fidelity National Financial, Inc.   6.60%  5/15/2017   875    982,989 
Hartford Financial Services Group, Inc.   4.75%  3/1/2014   175    175,000 
Willis Group Holdings plc (United Kingdom)(a)   4.125%  3/15/2016   725    763,907 
Willis North America, Inc.   6.20%  3/28/2017   625    683,099 
Total                2,765,495 
                   
Integrated Energy 0.11%                  
                   
Petroleos Mexicanos (Mexico)(a)   2.257%#  7/18/2018   800    832,000 
Petroleos Mexicanos (Mexico)†(a)   3.125%  1/23/2019   100    102,450 
Total                934,450 
                   
Investment Management Companies 0.66%                  
                   
Ares Capital Corp.   4.875%  11/30/2018   2,000    2,089,900 
Grupo Aval Ltd.   5.25%  2/1/2017   200    212,000 
Lazard Group LLC   4.25%  11/14/2020   300    316,115 
Lazard Group LLC   6.85%  6/15/2017   1,750    2,001,675 
Leucadia National Corp.   8.125%  9/15/2015   184    202,860 
Nuveen Investments, Inc.   5.50%  9/15/2015   750    763,125 
Total                5,585,675 
                   
Leasing 0.57%                  
                   
Aviation Capital Group Corp.   4.625%  1/31/2018   260    271,141 
International Lease Finance Corp.   6.75%  9/1/2016   875    985,469 
International Lease Finance Corp.   7.125%  9/1/2018   1,225    1,430,187 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   125    129,063 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.375%  3/15/2018   600    631,375 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.75%  5/11/2017   1,250    1,337,862 
Total                4,785,097 
                   
Leisure 0.11%                  
                   
Royal Caribbean Cruises Ltd.   7.25%  3/15/2018   428    498,620 
Seneca Gaming Corp.   8.25%  12/1/2018   400    432,000 
Total                930,620 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Lodging 1.26%                  
                   
Grupo Posadas SAB de CV (Mexico)†(a)   7.875%  11/30/2017  $606   $614,333 
Host Hotels & Resorts LP   5.875%  6/15/2019   3,500    3,797,629 
Host Hotels & Resorts LP   6.00%  11/1/2020   5,111    5,613,406 
Hyatt Hotels Corp.   6.875%  8/15/2019   50    58,795 
Studio City Finance Ltd.   8.50%  12/1/2020   250    280,000 
Wyndham Worldwide Corp.   2.95%  3/1/2017   250    256,312 
Total                10,620,475 
                   
Machinery: Agricultural 0.51%                  
                   
American Rock Salt Co. LLC/American Rock Capital Corp.   8.25%  5/1/2018   500    521,875 
Camposol SA (Peru)†(a)   9.875%  2/2/2017   118    121,540 
Imperial Tobacco Finance plc (United Kingdom)†(a)   2.05%  2/11/2018   200    199,874 
Lorillard Tobacco Co.   8.125%  6/23/2019   2,338    2,918,787 
MHP SA (Ukraine)†(a)   10.25%  4/29/2015   600    592,500 
Total                4,354,576 
                   
Machinery: Industrial/Specialty 0.01%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019   75    83,625 
                   
Machinery: Oil Well Equipment & Services 0.06%                  
                   
National Oilwell Varco, Inc.   6.125%  8/15/2015   500    500,633 
                   
Manufacturing 0.15%                  
                   
Amsted Industries, Inc.   8.125%  3/15/2018   484    506,385 
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022   200    215,000 
Smiths Group plc (United Kingdom)†(a)   6.05%  5/15/2014   500    505,447 
Total                1,226,832 
                   
Media 0.32%                  
                   
Central European Media Enterprises Ltd.†(c)   11.625%  9/15/2016  EUR300    438,936 
Columbus International, Inc. (Barbados)†(a)   11.50%  11/20/2014  $250    265,625 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.20%  3/15/2020   238    262,578 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.875%  10/1/2019   403    462,780 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   400    454,000 
NET Servicos de Comunicacao SA (Brazil)(a)   7.50%  1/27/2020   413    452,235 
Videotron Ltee (Canada)(a)   9.125%  4/15/2018   328    341,940 
Total                2,678,094 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metal Fabricating 0.24%                  
                   
Glencore Canada Corp. (Canada)(a)   5.50%  6/15/2017  $200   $222,426 
Severstal Columbus LLC   10.25%  2/15/2018   1,673    1,763,175 
Xstrata Canada Corp. (Canada)(a)   6.00%  10/15/2015   25    26,895 
Total                2,012,496 
                   
Metals & Minerals: Miscellaneous 1.10%                  
                   
Anglo American Capital plc (United Kingdom)†(a)   9.375%  4/8/2019   2,200    2,834,456 
Compass Minerals International, Inc.   8.00%  6/1/2019   250    264,375 
Corp. Nacional del Cobre de Chile (Chile)†(a)   4.75%  10/15/2014   600    613,859 
IAMGOLD Corp. (Canada)†(a)   6.75%  10/1/2020   400    354,000 
KGHM International Ltd. (Canada)†(a)   7.75%  6/15/2019   300    318,750 
Kinross Gold Corp. (Canada)(a)   3.625%  9/1/2016   1,900    1,961,471 
New Gold, Inc. (Canada)†(a)   7.00%  4/15/2020   800    835,000 
Xstrata Finance Canada Ltd. (Canada)†(a)   2.85%  11/10/2014   440    445,648 
Xstrata Finance Canada Ltd. (Canada)†(a)   2.05%  10/23/2015   350    354,722 
Xstrata Finance Canada Ltd. (Canada)†(a)   5.80%  11/15/2016   100    110,945 
Xstrata Finance Canada Ltd. (Canada)†(a)   3.60%  1/15/2017   838    882,249 
Xstrata Finance Canada Ltd. (Canada)†(a)   2.70%  10/25/2017   300    307,004 
Total                9,282,479 
                   
Miscellaneous 0.06%                  
                   
Marfrig Holding Europe BV (Netherlands)†(a)   9.875%  7/24/2017   500    512,500 
                   
Natural Gas 0.08%                  
                   
Korea Gas Corp. (South Korea)†(a)   6.00%  7/15/2014   230    234,584 
Sabine Pass LNG LP   6.50%  11/1/2020   279    292,950 
Southern Star Central Gas Pipeline, Inc.   6.00%  6/1/2016   110    119,928 
Total                647,462 
                   
Oil 3.23%                  
                   
Afren plc (United Kingdom)†(a)   6.625%  12/9/2020   200    201,500 
Afren plc (United Kingdom)†(a)   10.25%  4/8/2019   200    229,750 
Afren plc (United Kingdom)†(a)   11.50%  2/1/2016   400    457,000 
Alliance Oil Co., Ltd. (Russia)†(a)   9.875%  3/11/2015   700    723,625 
Antero Resources Finance Corp.   7.25%  8/1/2019   211    227,880 
BP Capital Markets plc (United Kingdom)(a)   0.777%#  5/10/2019   1,150    1,153,200 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%  10/15/2020   400    435,000 
Canadian Oil Sands Ltd. (Canada)†(a)   7.75%  5/15/2019   322    393,138 
Chaparral Energy, Inc.   8.25%  9/1/2021   490    539,000 
Chaparral Energy, Inc.   9.875%  10/1/2020   950    1,087,750 
CNPC General Capital Ltd. (China)†(a)   1.45%  4/16/2016   400    400,743 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
CNPC General Capital Ltd. (China)†(a)   2.75%  4/19/2017  $200   $204,145 
Concho Resources, Inc.   7.00%  1/15/2021   66    73,260 
Continental Resources, Inc.   7.125%  4/1/2021   375    426,094 
Continental Resources, Inc.   7.375%  10/1/2020   1,214    1,374,855 
Continental Resources, Inc.   8.25%  10/1/2019   710    769,463 
DCP Midstream LLC   9.75%  3/15/2019   750    965,713 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   1,050    1,134,000 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(a)   4.95%  5/23/2016   1,800    1,916,820 
Harvest Operations Corp. (Canada)†(a)   2.125%  5/14/2018   200    199,489 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   625    684,375 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   1,250    1,356,250 
Husky Oil Ltd. (Canada)(a)   7.55%  11/15/2016   225    260,611 
KazMunaiGas National Co. (Kazakhstan)†(a)   11.75%  1/23/2015   100    109,000 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   1,300    1,452,750 
LUKOIL International Finance BV (Netherlands)†(a)   3.416%  4/24/2018   200    201,750 
LUKOIL International Finance BV (Netherlands)†(a)   6.375%  11/5/2014   1,600    1,658,400 
MEG Energy Corp. (Canada)†(a)   6.50%  3/15/2021   750    795,000 
Naftogaz of Ukraine NJSC (Ukraine)(a)   9.50%  9/30/2014   800    719,000 
Pacific Drilling SA (Luxembourg)(a)   8.25%  2/23/2015   850    890,375 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   200    234,366 
Petroleos de Venezuela SA (Venezuela)(a)   4.90%  10/28/2014   500    471,250 
Petroleos de Venezuela SA (Venezuela)(a)   5.25%  4/12/2017   100    71,850 
Petronas Global Sukuk Ltd. (Malaysia)†(a)   4.25%  8/12/2014   100    101,589 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)   5.50%  9/30/2014   250    257,000 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)   5.832%  9/30/2016   517    553,190 
Rosetta Resources, Inc.   9.50%  4/15/2018   700    742,875 
Rosneft Finance SA (Luxembourg)†(a)   7.875%  3/13/2018   925    1,070,687 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(a)   3.149%  3/6/2017   1,300    1,319,500 
Seadrill Ltd.   5.625%  9/15/2017   550    576,125 
Sinopec Group Overseas Development 2012 Ltd.   2.75%  5/17/2017   200    205,090 
Sinopec Group Overseas Development 2013 Ltd.   2.50%  10/17/2018   500    502,076 
Swift Energy Co.   7.875%  3/1/2022   145    149,350 
Total                27,294,884 
                   
Oil: Crude Producers 2.79%                  
                   
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)   5.67%  3/5/2014   500    500,000 
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)   8.70%  8/7/2018   200    244,000 
Anadarko Petroleum Corp.   6.375%  9/15/2017   186    215,576 
Anadarko Petroleum Corp.   7.625%  3/15/2014   1,300    1,302,502 
Anadarko Petroleum Corp.   8.70%  3/15/2019   385    492,572 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   7.75%  4/1/2019   670    731,975 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
Crosstex Energy LP/Crosstex Energy Finance Corp.   7.125%  6/1/2022  $432   $498,960 
Crosstex Energy LP/Crosstex Energy Finance Corp.   8.875%  2/15/2018   1,691    1,776,607 
DCP Midstream Operating LP   2.50%  12/1/2017   300    307,877 
Devon Energy Corp.   0.784%#  12/15/2016   750    751,341 
Enable Oklahoma Intrastate Transmission LLC   6.875%  7/15/2014   25    25,483 
Enbridge Energy Partners LP   9.875%  3/1/2019   950    1,241,961 
Forest Oil Corp.   7.25%  6/15/2019   206    178,190 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%  12/15/2018   200    216,500 
Maritimes & Northeast Pipeline LLC   7.50%  5/31/2014   823    833,222 
Midcontinent Express Pipeline LLC   5.45%  9/15/2014   700    711,754 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019   325    323,268 
OGX Austria GmbH (Austria)†(a)(d)   8.50%  6/1/2018   225    14,063 
Pacific Rubiales Energy Corp. (Canada)†(a)   5.375%  1/26/2019   800    826,000 
Plains Exploration & Production Co.   6.125%  6/15/2019   725    802,031 
Plains Exploration & Production Co.   6.50%  11/15/2020   675    749,250 
Plains Exploration & Production Co.   6.625%  5/1/2021   1,913    2,099,517 
Plains Exploration & Production Co.   7.625%  4/1/2020   3,400    3,748,500 
Plains Exploration & Production Co.   8.625%  10/15/2019   1,200    1,317,000 
Range Resources Corp.   8.00%  5/15/2019   125    131,875 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   75    80,438 
Southeast Supply Header LLC   4.85%  8/15/2014   1,100    1,118,576 
Southern Star Central Corp.   6.75%  3/1/2016   50    50,188 
Southern Star Central Corp.   6.75%  3/1/2016   785    787,944 
Sunoco Logistics Partners Operations LP   6.125%  5/15/2016   100    107,112 
Sunoco, Inc.   5.75%  1/15/2017   500    547,473 
W&T Offshore, Inc.   8.50%  6/15/2019   775    842,812 
Total                23,574,567 
                   
Oil: Integrated Domestic 0.48%                  
                   
Buckeye Partners LP   2.65%  11/15/2018   350    351,258 
Buckeye Partners LP   6.05%  1/15/2018   225    252,746 
Kinder Morgan Energy Partners LP   9.00%  2/1/2019   175    223,232 
Korea National Oil Corp. (South Korea)†(a)   2.75%  1/23/2019   300    304,565 
Korea National Oil Corp. (South Korea)†(a)   5.375%  7/30/2014   200    203,760 
Newfield Exploration Co.   6.875%  2/1/2020   721    777,779 
Newfield Exploration Co.   7.125%  5/15/2018   575    598,000 
Pioneer Energy Services Corp.   9.875%  3/15/2018   400    422,000 
Rowan Cos., Inc.   7.875%  8/1/2019   700    852,816 
Texas Gas Transmission LLC   4.60%  6/1/2015   100    104,318 
Total                4,090,474 
                   
Oil: Integrated International 1.09%                  
                   
Petrobras Global Finance BV (Netherlands)(a)   1.855%#  5/20/2016   700    693,000 
Petrobras International Finance Co.   2.875%  2/6/2015   960    974,400 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated International (continued)                  
                   
Petrobras International Finance Co.   3.875%  1/27/2016  $50   $51,625 
Petrobras International Finance Co.   7.75%  9/15/2014   100    103,530 
Petrohawk Energy Corp.   6.25%  6/1/2019   753    823,045 
Transocean, Inc.   6.00%  3/15/2018   939    1,058,543 
Transocean, Inc.   6.50%  11/15/2020   868    983,028 
Weatherford International Ltd.   5.50%  2/15/2016   125    134,720 
Weatherford International Ltd.   6.00%  3/15/2018   650    739,681 
Weatherford International Ltd.   9.625%  3/1/2019   2,775    3,625,962 
Total                9,187,534 
                   
Paper & Forest Products 0.17%                  
                   
Fibria Overseas Finance Ltd.   6.75%  3/3/2021   150    166,125 
Fibria Overseas Finance Ltd.   7.50%  5/4/2020   100    110,500 
West Fraser Timber Co. Ltd. (Canada)†(a)   5.20%  10/15/2014   1,094    1,126,820 
Total                1,403,445 
                   
Printing 0.05%                  
                   
Quebecor Media, Inc. (Canada)(a)   7.75%  3/15/2016   400    403,500 
                   
Production Technology Equipment 0.03%                  
                   
CNOOC Finance 2013 Ltd. (Hong Kong)(a)   1.75%  5/9/2018   300    295,030 
                   
Publishing 0.02%                  
                   
21st Century Fox America, Inc.   7.60%  10/11/2015   175    192,663 
                   
Real Estate Investment Trusts 1.41%                  
                   
American Tower Corp.   3.40%  2/15/2019   200    207,974 
American Tower Corp.   4.50%  1/15/2018   1,700    1,850,741 
American Tower Corp.   7.00%  10/15/2017   712    835,658 
American Tower Corp.   7.25%  5/15/2019   800    964,645 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   2.00%  2/6/2017   3,150    3,154,356 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   3.00%  2/6/2019   350    349,730 
Atlantic Finance Ltd. (United Kingdom)†(a)   10.75%  5/27/2014   650    664,859 
BRE Properties, Inc.   4.697%  3/17/2014   1,350    1,351,755 
Corrections Corp. of America   4.125%  4/1/2020   508    499,110 
DDR Corp.   9.625%  3/15/2016   130    151,130 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                  
                   
EPR Properties   7.75%  7/15/2020  $375   $446,081 
Healthcare Realty Trust, Inc.   6.50%  1/17/2017   302    340,565 
Kilroy Realty LP   4.80%  7/15/2018   375    406,859 
Regency Centers LP   4.95%  4/15/2014   700    703,247 
Total                11,926,710 
                   
Restaurants 0.18%                  
                   
Darden Restaurants, Inc.   6.20%  10/15/2017   1,380    1,562,832 
                   
Retail 1.39%                  
                   
CDR DB Sub, Inc.   7.75%  10/15/2020   574    561,085 
Chinos Intermediate Holdings A, Inc. PIK   7.75%  5/1/2019   370    387,575 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   1,287    1,338,480 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   400    411,000 
PETCO Holdings, Inc. PIK   8.50%  10/15/2017   198    203,198 
QVC, Inc.   7.375%  10/15/2020   2,727    2,955,904 
QVC, Inc.   7.50%  10/1/2019   5,500    5,884,824 
Total                11,742,066 
                   
Savings & Loan 0.28%                  
                   
AmSouth Bank   5.20%  4/1/2015   1,375    1,432,648 
Santander Holdings USA, Inc.   3.00%  9/24/2015   700    724,264 
Santander Holdings USA, Inc.   4.625%  4/19/2016   200    214,489 
Total                2,371,401 
                   
Security Services 0.04%                  
                   
Smith & Wesson Holding Corp.   5.875%  6/15/2017   300    301,500 
                   
Steel 0.65%                  
                   
Allegheny Technologies, Inc.   9.375%  6/1/2019   125    153,363 
Edgen Murray Corp.   8.75%  11/1/2020   696    806,055 
Glencore Funding LLC   1.394%#  5/27/2016   1,050    1,047,648 
Glencore Funding LLC   2.50%  1/15/2019   173    170,423 
Glencore Funding LLC   6.00%  4/15/2014   2,300    2,313,814 
GTL Trade Finance, Inc.   7.25%  10/20/2017   200    228,000 
Metinvest BV (Netherlands)†(a)   8.75%  2/14/2018   200    176,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Steel (continued)                  
                   
Metinvest BV (Netherlands)†(a)   10.25%  5/20/2015  $400   $379,000 
Vale Overseas Ltd. (Brazil)(a)   6.25%  1/11/2016   200    218,821 
Total                5,493,124 
                   
Supermarkets 0.02%                  
                   
Stater Bros Holdings, Inc.   7.375%  11/15/2018   150    159,187 
                   
Synthetic Fibers 0.13%                  
                   
Polymer Group, Inc.   7.75%  2/1/2019   1,000    1,073,750 
                   
Technology 0.14%                  
                   
Baidu, Inc. (China)(a)   2.25%  11/28/2017   200    199,961 
Baidu, Inc. (China)(a)   3.25%  8/6/2018   500    512,173 
Fiserv, Inc.   6.80%  11/20/2017   425    493,399 
Total                1,205,533 
                   
Telecommunications 1.52%                  
                   
Altice Financing SA (Luxembourg)†(a)   7.875%  12/15/2019   139    152,205 
Block Communications, Inc.   7.25%  2/1/2020   650    697,125 
Consolidated Communications Finance Co.   10.875%  6/1/2020   1,315    1,531,975 
Cricket Communications, Inc.   7.75%  10/15/2020   4,200    4,777,500 
Digicel Group Ltd. (Jamaica)†(a)   10.50%  4/15/2018   600    640,500 
Embarq Corp.   7.082%  6/1/2016   325    364,092 
GTE Corp.   6.84%  4/15/2018   241    283,506 
Qwest Corp.   7.50%  10/1/2014   600    621,933 
Qwest Corp.   7.625%  6/15/2015   531    572,130 
Sable International Finance Ltd.   8.75%  2/1/2020   1,000    1,127,500 
Telemovil Finance Co., Ltd. (El Salvador)†(a)   8.00%  10/1/2017   500    531,875 
Vimpel Communications OJSC via UBS Luxembourg SA (Luxembourg)†(a)   8.25%  5/23/2016   1,200    1,326,000 
Vimpel Communications via VIP Finance Ireland Ltd. OJSC (Luxembourg)†(a)   6.493%  2/2/2016   200    213,500 
Total                12,839,841 
                   
Telephone-Long Distance 0.07%                  
                   
America Movil SAB de CV (Mexico)(a)   1.244%#  9/12/2016   600    608,464 
                   
Tobacco 0.01%                  
                   
Altria Group, Inc.   9.25%  8/6/2019   55    73,288 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation: Miscellaneous 0.52%                  
                   
Air Medical Group Holdings, Inc.   9.25%  11/1/2018  $822   $895,980 
Asciano Finance Ltd. (Australia)†(a)   3.125%  9/23/2015   200    205,643 
Florida East Coast Holdings Corp. PIK   10.50%  8/1/2017   898    917,414 
Florida East Coast Railway Corp.   8.125%  2/1/2017   588    615,489 
Grupo Senda Autotransporte SA de CV (Mexico)†(a)   10.50%  10/3/2015   50    50,875 
Kazakhstan Temir Zholy Finance BV (Netherlands)(a)   7.00%  5/11/2016   300    330,375 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017   700    740,250 
Martin Midstream Partners LP/Martin Midstream Finance Corp.   8.875%  4/1/2018   225    235,969 
Transnet SOC Ltd. (South Africa)†(a)   4.50%  2/10/2016   400    420,414 
Total                4,412,409 
                   
Truckers 0.02%                  
                   
Con-way, Inc.   7.25%  1/15/2018   173    203,641 
                   
Utilities 0.25%                  
                   
Origin Energy Finance Ltd. (Australia)†(a)   3.50%  10/9/2018   1,650    1,690,115 
Public Service Co. of New Mexico   7.95%  5/15/2018   350    422,129 
Total                2,112,244 
                   
Utilities: Electrical 0.11%                  
                   
IPALCO Enterprises, Inc.   5.00%  5/1/2018   179    190,635 
TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)   4.75%  9/15/2014   700    714,350 
Total                904,985 
Total Corporate Bonds
(cost $362,809,098)
                366,874,839 
                   
FLOATING RATE LOANS(e) 3.14%                  
                   
Aerospace/Defense 0.20%                  
                   
Alliant Techsystems, Inc. Term Loan B   3.50%  11/1/2020   605    608,594 
Delos Finance S.A R.L. Term Loan   3.50%  2/13/2021   815    819,075 
DigitalGlobe, Inc. Term Loan   3.75%  1/31/2020   231    230,875 
Total                1,658,544 
                   
Containers 0.02%                  
                   
Owens-Brockway Glass Container, Inc. Term Loan B1   1.905%  5/19/2016   212    212,408 
                   
Energy Equipment & Services 0.24%                  
                   
CenterPoint Energy Field Services LP Term Loan1.782% - 1.838%  4/24/2016   750    750,938 
Crestwood Holdings LLC Term Loan B1   7.00%  6/19/2019   516    527,371 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%  3/28/2019   720    730,356 
Total                2,008,665 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial: Miscellaneous 0.06%                  
                   
Moneygram International, Inc. Term Loan   4.25%  3/27/2020  $496   $499,101 
                   
Food 0.01%                  
                   
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   125    130,156 
                   
Gaming 0.60%                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/20/2020   2,250    2,251,170 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   2,858    2,862,299 
Total                5,113,469 
                   
Health Care 0.54%                  
                   
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   150    151,594 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   67    68,018 
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   1.986%  10/30/2017   942    944,074 
Fresenius US Finance I, Inc. Tranche B Term Loan   2.247%  8/7/2019   1,880    1,884,142 
Thermo Fisher Scientific, Inc. Term Loan   1.620%  5/31/2016   1,500    1,501,410 
Total                4,549,238 
                   
Leisure 0.02%                  
                   
Dave & Buster’s, Inc. New Term Loan   4.50%  6/1/2016   49    49,230 
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019   100    97,443 
Total                146,673 
                   
Media 0.85%                  
                   
AMC Networks, Inc. Term Loan A   2.157%  6/30/2017   2,000    2,003,000 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   1,443    1,438,179 
CSC Holdings LLC Term Loan B   2.655%  4/17/2020   3,731    3,710,467 
Total                7,151,646 
                   
Services 0.12%                  
                   
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   200    207,063 
Hertz Corp. (The) Letter of Credit Term Loan   2.75%  3/9/2018   275    274,656 
Road Infrastructure Investment LLC 1st Lien Term Loan   6.25%  3/30/2018   49    49,134 
Road Infrastructure Investment LLC 2nd Lien Term Loan   10.25%  9/28/2018   500    506,250 
Total                1,037,103 
                   
Telecommunications 0.26%                  
                   
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   2,180    2,188,633 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities 0.22%                  
                   
La Frontera Generation LLC Term Loan   4.50%  9/30/2020  $140   $140,754 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   671    689,452 
Moxie Patriot LLC Advances Construction Term Loan B1   6.75%  12/18/2020   400    411,000 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   209    214,748 
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017   373    384,607 
Total                1,840,561 
Total Floating Rate Loans
(cost $26,476,623)
                26,536,197 
                   
FOREIGN BONDS(c) 0.92%                  
                   
Luxembourg 0.25%                  
                   
Capsugel FinanceCo SCA   9.875%  8/1/2019  EUR1,395    2,125,484 
                   
Netherlands 0.49%                  
                   
Ziggo Finance BV   6.125%  11/15/2017  EUR2,887    4,106,985 
                   
South Africa 0.06%                  
                   
Foodcorp Ltd.   8.75%  3/1/2018  EUR360    545,357 
                   
United Kingdom 0.12%                  
                   
R&R Ice Cream plc   8.375%  11/15/2017  EUR600    885,118 
R&R Ice Cream plc PIK   9.25%  5/15/2018  EUR100    142,171 
Total                1,027,289 
Total Foreign Bonds
(cost $7,360,781)
                7,805,115 
                   
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.33%                  
                   
Argentina 0.04%                  
                   
City of Buenos Aires   9.95%  3/1/2017  $200    190,000 
Provincia de Neuquen   7.875%  4/26/2021   132    128,700 
Total                318,700 
                   
Brazil 0.13%                  
                   
Republic of Brazil   8.00%  1/15/2018   978    1,096,089 
                   
Dominican Republic 0.01%                  
                   
Dominican Republic   9.04%  1/23/2018   105    115,681 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gabon 0.00%                  
                   
Republic of Gabon   6.375%  12/12/2024  $1   $927 
                   
Ghana 0.04%                  
                   
Republic of Ghana   8.50%  10/4/2017   300    307,500 
                   
Indonesia 0.02%                  
                   
Perusahaan Penerbit SBSN   4.00%  11/21/2018   200    205,250 
                   
Mexico 0.01%                  
                   
United Mexican States   6.625%  3/3/2015   50    53,075 
                   
Mongolia 0.02%                  
                   
Republic of Mongolia   4.125%  1/5/2018   200    182,000 
                   
Peru 0.01%                  
                   
Republic of Peru   8.375%  5/3/2016   100    115,250 
                   
Poland 0.04%                  
                   
Republic of Poland   3.875%  7/16/2015   100    104,625 
Republic of Poland   5.00%  10/19/2015   175    187,792 
Total                292,417 
                   
South Africa 0.01%                  
                   
Republic of South Africa   6.50%  6/2/2014   100    101,510 
Total Foreign Government Obligations
(cost $2,837,900)
                2,788,399 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.52%                  
                   
Federal Home Loan Mortgage Corp. 2011-K701 B   4.287%#  7/25/2048   3,000    3,148,032 
Federal Home Loan Mortgage Corp. 2011-K704 B   4.533%#  10/25/2030   560    590,810 
Federal Home Loan Mortgage Corp. 2012-K708 C   3.759%#  2/25/2045   500    493,334 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.741%#  4/25/2045   900    918,869 
Federal Home Loan Mortgage Corp. K006 A1   3.398%  7/25/2019   616    654,107 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued)                  
                   
Federal Home Loan Mortgage Corp. K706 A1   1.691%  6/25/2018  $254   $257,960 
Federal Home Loan Mortgage Corp. KAIV A1   2.966%  1/25/2021   908    951,325 
Federal National Mortgage Assoc. 2011-M8 A1   1.977%  8/25/2021   299    304,107 
Federal National Mortgage Assoc. 2012-M2 A1   1.824%  2/25/2022   289    289,142 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   838    839,694 
Federal National Mortgage Assoc. 2013-M5 ASQ2   0.595%  8/25/2015   4,402    4,412,598 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $12,937,767)
                     12,859,978 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 5.59%                  
                   
Federal Home Loan Mortgage Corp.   2.338%#  4/1/2037   992    1,057,030 
Federal Home Loan Mortgage Corp.   2.34%#  11/1/2036   1,207    1,270,459 
Federal Home Loan Mortgage Corp.   2.354%#  4/1/2038   409    435,805 
Federal Home Loan Mortgage Corp.   2.363%#  6/1/2038   169    179,972 
Federal Home Loan Mortgage Corp.   2.437%#  12/1/2037   559    593,951 
Federal Home Loan Mortgage Corp.   2.445%#  6/1/2038   237    253,725 
Federal Home Loan Mortgage Corp.   2.449%#  4/1/2037   376    398,824 
Federal Home Loan Mortgage Corp.   2.465%#  7/1/2034   557    589,663 
Federal Home Loan Mortgage Corp.   2.474%#  11/1/2038   1,956    2,072,706 
Federal Home Loan Mortgage Corp.   2.476%#  2/1/2035   1,207    1,280,380 
Federal Home Loan Mortgage Corp.   2.483%#  12/1/2036 - 4/1/2037   1,632    1,738,883 
Federal Home Loan Mortgage Corp.   2.495%#  5/1/2035   297    316,706 
Federal Home Loan Mortgage Corp.   2.496%#  10/1/2038   154    163,551 
Federal Home Loan Mortgage Corp.   2.515%#  12/1/2035   402    426,290 
Federal Home Loan Mortgage Corp.   2.524%#  2/1/2038   690    744,131 
Federal Home Loan Mortgage Corp.   2.528%#  10/1/2038   836    889,922 
Federal Home Loan Mortgage Corp.   2.541%#  5/1/2036   197    211,101 
Federal Home Loan Mortgage Corp.   2.548%#  5/1/2035   576    612,265 
Federal Home Loan Mortgage Corp.   2.558%#  10/1/2039   440    467,824 
Federal Home Loan Mortgage Corp.   2.567%#  6/1/2041   3,347    3,574,403 
Federal Home Loan Mortgage Corp.   2.579%#  9/1/2035   501    527,052 
Federal Home Loan Mortgage Corp.   2.636%#  12/1/2035   860    924,525 
Federal Home Loan Mortgage Corp.   2.672%#  2/1/2037   409    437,845 
Federal Home Loan Mortgage Corp.   2.679%#  9/1/2036   504    537,938 
Federal Home Loan Mortgage Corp.   2.965%#  12/1/2039   1,051    1,122,097 
Federal National Mortgage Assoc.   1.934%#  11/1/2034   950    996,081 
Federal National Mortgage Assoc.   1.936%#  1/1/2035   338    354,928 
Federal National Mortgage Assoc.   1.945%#  1/1/2036   423    451,313 
Federal National Mortgage Assoc.   2.088%#  6/1/2038   811    858,308 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)                  
                   
Federal National Mortgage Assoc.   2.104%#  12/1/2035  $741   $780,546 
Federal National Mortgage Assoc.   2.16%#  2/1/2036   368    389,861 
Federal National Mortgage Assoc.   2.188%#  1/1/2036   1,523    1,613,649 
Federal National Mortgage Assoc.   2.208%#  10/1/2035   853    904,409 
Federal National Mortgage Assoc.   2.251%#  3/1/2039   374    397,397 
Federal National Mortgage Assoc.   2.311%#  11/1/2036   2,728    2,912,031 
Federal National Mortgage Assoc.   2.318%#  4/1/2040   2,300    2,441,914 
Federal National Mortgage Assoc.   2.33%#  8/1/2037   217    230,543 
Federal National Mortgage Assoc.   2.331%#  1/1/2038   551    590,529 
Federal National Mortgage Assoc.   2.333%#  3/1/2038   779    827,000 
Federal National Mortgage Assoc.   2.334%#  4/1/2038   2,089    2,210,749 
Federal National Mortgage Assoc.   2.338%#  8/1/2036   358    379,607 
Federal National Mortgage Assoc.   2.348%#  4/1/2038   1,179    1,258,180 
Federal National Mortgage Assoc.   2.362%#  3/1/2038   212    228,349 
Federal National Mortgage Assoc.   2.365%#  1/1/2038   607    647,407 
Federal National Mortgage Assoc.   2.382%#  9/1/2038   410    434,713 
Federal National Mortgage Assoc.   2.393%#  11/1/2036   78    83,553 
Federal National Mortgage Assoc.   2.414%#  8/1/2038   197    209,495 
Federal National Mortgage Assoc.   2.424%#  9/1/2037   145    153,399 
Federal National Mortgage Assoc.   2.428%#  11/1/2038   1,413    1,507,711 
Federal National Mortgage Assoc.   2.468%#  2/1/2038   181    192,450 
Federal National Mortgage Assoc.   2.478%#  6/1/2038   146    155,179 
Federal National Mortgage Assoc.   2.493%#  3/1/2039   1,290    1,371,570 
Federal National Mortgage Assoc.   2.58%  11/1/2018   500    520,054 
Federal National Mortgage Assoc.   2.60%  1/1/2019   3,000    3,103,889 
Federal National Mortgage Assoc.   2.673%#  12/1/2038   238    254,668 
Total Government Sponsored Enterprises Pass-Throughs
(cost $47,376,285)
        47,286,530 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 27.34%                  
                   
Americold LLC Trust 2010-ARTA A1   3.847%  1/14/2029   316    331,720 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%  10/10/2045   3,100    3,370,940 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.611%#  4/10/2049   2,335    2,603,332 
Banc of America Funding Corp. 2007-6 A1   0.448%#  7/25/2037   153    127,626 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.602%#  6/24/2050   1,000    1,099,600 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%  12/16/2043   379    416,602 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   5.949%#  2/15/2051   230    258,052 
Banc of America Re-REMIC Trust 2011-STRP A3   2.415%  11/17/2039   79    79,400 
Banc of America Re-REMIC Trust 2011-STRP A4   1.501%  5/17/2046   137    136,696 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
Banc of America Re-REMIC Trust 2012-CLRN C   2.255%#  8/15/2029  $200   $200,312 
Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW12 AAB   5.687%#  9/11/2038   17    16,687 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW16 AM   5.716%#  6/11/2040   1,010    1,139,625 
BWAY Mortgage Trust 2013-1515 XB   0.403%#  3/10/2033   47,800    1,867,737 
CFCRE Commercial Mortgage Trust 2011-C1 A2   3.759%  4/15/2044   2,800    2,940,218 
CFCRE Commercial Mortgage Trust 2011-C2 A2   3.061%  12/15/2047   3,800    3,950,921 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.694%#  12/10/2049   1,935    2,155,866 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%  12/19/2039   160    173,592 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%  4/10/2046   930    935,853 
Citigroup Mortgage Loan Trust, Inc. 2013-2 2A1   0.266%#  10/25/2036   797    767,999 
Citigroup Mortgage Loan Trust, Inc. 2013-2 5A1   0.296%#  7/25/2036   718    676,425 
Citigroup Mortgage Loan Trust, Inc. 2013-3 1A1   0.776%#  7/25/2036   850    803,513 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   285    313,057 
Commercial Mortgage Pass-Through Certificates 2007-FL14 AJ   0.335%#  6/15/2022   5    4,482 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1   3.156%  7/10/2046   1,712    1,759,065 
Commercial Mortgage Pass-Through Certificates 2011-FL1 C   4.814%#  7/17/2028   97    97,596 
Commercial Mortgage Pass-Through Certificates 2012-9W57 A   2.365%  2/10/2029   500    514,674 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X   1.399%#  2/10/2029   12,000    464,004 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%  5/15/2045   1,677    1,683,291 
Commercial Mortgage Pass-Through Certificates 2012-CR2 A2   2.025%  8/15/2045   2,010    2,040,343 
Commercial Mortgage Pass-Through Certificates 2012-CR3 A2   1.765%  10/15/2045   970    973,895 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA   2.002%#  10/15/2045   5,916    679,314 
Commercial Mortgage Pass-Through Certificates 2012-FL2 A   2.282%#  9/17/2029   267    270,755 
Commercial Mortgage Pass-Through Certificates 2012-FL2 B   1.755%#  9/17/2029   200    200,030 
Commercial Mortgage Pass-Through Certificates 2012-FL2 C   2.255%#  9/17/2029   620    622,526 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%  10/5/2030   580    569,382 
Commercial Mortgage Pass-Through Certificates 2012-MVP A   2.099%#  11/17/2026   341    343,065 
Commercial Mortgage Pass-Through Certificates 2012-MVP B   1.76%#  11/17/2026   655    656,361 
Commercial Mortgage Pass-Through Certificates 2012-MVP C   2.31%#  11/17/2026   405    406,037 
Commercial Mortgage Pass-Through Certificates 2012-MVP D   3.16%#  11/17/2026   1,300    1,312,321 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   5,000    5,062,535 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%  3/10/2046  $690   $697,017 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA   1.605%#  3/10/2046   11,825    1,049,918 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA   0.765%#  6/10/2046   19,874    823,086 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046   3,425    3,442,841 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   93    90,934 
Credit Suisse Mortgage Capital Certificates 2006-C4 AM   5.509%  9/15/2039   4,200    4,554,115 
Credit Suisse Mortgage Capital Certificates 2006-C5 AM   5.343%  12/15/2039   1,200    1,297,740 
Credit Suisse Mortgage Capital Certificates 2006-TF2A SVJ   1.375%#  10/15/2021   105    104,172 
Credit Suisse Mortgage Capital Certificates 2007-TF2A A1   0.335%#  4/15/2022   744    737,027 
Credit Suisse Mortgage Capital Certificates 2008-C1 AM   6.038%#  2/15/2041   1,035    1,163,105 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   5.757%#  9/15/2039   225    245,138 
CW Capital Cobalt Ltd. 2007-C2 AM   5.461%  4/15/2047   220    243,042 
CW Capital Cobalt Ltd. 2007-C2 AMFX   5.526%  4/15/2047   2,000    2,216,212 
DBUBS Mortgage Trust 2011-LC1A A1   3.742%  11/10/2046   4,045    4,239,919 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%  7/10/2044   641    678,654 
DBUBS Mortgage Trust 2011-LC3A A2   3.642%  8/10/2044   1,370    1,438,659 
DDR Corp. 2009-DDR1 A   3.807%  10/14/2022   3,146    3,200,856 
Del Coronado Trust 2013 HDC A   0.955%#  3/15/2026   500    499,069 
Del Coronado Trust 2013 HDC B   1.455%#  3/15/2026   1,000    998,741 
Del Coronado Trust 2013 HDC C   1.755%#  3/15/2026   500    498,647 
Del Coronado Trust 2013 HDC D   2.105%#  3/15/2026   500    497,150 
Del Coronado Trust 2013 HDC E   2.805%#  3/15/2026   500    493,927 
Extended Stay America Trust 2013-ESFL DFL   3.298%#  12/5/2031   130    128,629 
Extended Stay America Trust 2013-ESH5 B5   2.278%  12/5/2031   1,700    1,678,086 
Extended Stay America Trust 2013-ESH7 B7   3.604%  12/5/2031   1,200    1,212,677 
Extended Stay America Trust 2013-ESH7 C7   3.902%  12/5/2031   1,525    1,524,815 
Extended Stay America Trust 2013-ESH7 D7   4.036%#  12/5/2031   1,000    1,034,704 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(a)   2.186%#  10/18/2054   250    254,235 
Granite Master Issuer plc 2005-1 A4 (United Kingdom)(a)   0.354%#  12/20/2054   502    497,387 
Granite Master Issuer plc 2005-2 A6 (United Kingdom)(a)   0.414%#  12/20/2054   572    566,601 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(a)   0.354%#  12/20/2054   830    822,576 
Granite Master Issuer plc 2007-1 2A1 (United Kingdom)(a)   0.294%#  12/20/2054   246    243,238 
Granite Master Issuer plc 2007-1 3A1 (United Kingdom)(a)   0.354%#  12/20/2054   401    397,498 
Greenwich Capital Commercial Funding Corp. 2006-GG7 AM   5.82%#  7/10/2038   1,390    1,524,549 
GS Mortgage Securities Corp. II 2006-GG8 AM   5.591%  11/10/2039   805    881,275 
GS Mortgage Securities Corp. II 2010-C1 A1   3.679%  8/10/2043   1,355    1,433,788 
GS Mortgage Securities Corp. II 2010-C2 A1   3.849%  12/10/2043   459    484,187 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
GS Mortgage Securities Corp. II 2011-GC3 A2   3.645%  3/10/2044  $340   $357,303 
GS Mortgage Securities Corp. II 2011-GC5 A2   2.999%  8/10/2044   936    976,859 
GS Mortgage Securities Corp. II 2012-GCJ7 A2   2.318%  5/10/2045   2,540    2,609,863 
GS Mortgage Securities Corp. II 2012-GCJ9 A2   1.762%  11/10/2045   1,000    1,005,498 
GS Mortgage Securities Corp. II 2012-GCJ9 XA   2.384%#  11/10/2045   1,969    258,484 
GS Mortgage Securities Corp. II 2013-GC12 A2   2.011%  6/10/2046   1,120    1,126,647 
GS Mortgage Securities Corp. II 2013-GC12 XA   1.802%#  6/10/2046   25,717    2,648,905 
GS Mortgage Securities Corp. II 2013-KING A   2.706%  12/10/2027   1,352    1,359,409 
GS Mortgage Securities Corp. II 2013-KYO C   1.907%#  11/8/2029   1,403    1,408,746 
GS Mortgage Securities Corp. II 2013-KYO D   2.757%#  11/8/2029   1,200    1,203,602 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%  6/5/2031   2,000    2,044,059 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%  6/5/2031   1,500    1,545,772 
GS Mortgage Securities Trust 2009-RR1 MLB   5.147%  12/14/2049   500    546,824 
GS Mortgage Securities Trust 2012-GC6 XA   2.161%#  1/10/2045   5,825    689,153 
GS Mortgage Securities Trust 2012-GCJ7 A1   1.144%  5/10/2045   1,634    1,640,320 
H2 Asset Funding   1.00%#  3/19/2037   1,000    1,000,000 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   2,199    2,156,051 
JPMorgan Chase Commercial Mortgage Securities Corp. 2012-LC9 A2   1.677%  12/15/2047   1,315    1,317,449 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%  6/12/2047   265    292,034 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.712%#  2/12/2049   385    420,149 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-FL1A A2   0.605%#  7/15/2019   22    21,621 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-LD11 A2   5.798%#  6/15/2049   114    114,862 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.644%#  3/18/2051   1,395    1,500,113 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A1   2.749%  11/15/2043   210    216,305 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2   3.616%  11/15/2043   3,000    3,202,039 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-RR1 JPB   5.813%#  6/18/2049   372    408,736 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD A2   3.364%  11/13/2044   3,805    4,000,651 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C8 A2   1.797%  10/15/2045   550    554,191 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA   1.333%#  12/15/2047   13,905    1,072,867 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%  7/15/2045  $4,700   $4,802,418 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA   0.924%#  7/15/2045   7,438    344,219 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 B    1.405%#  4/15/2028   2,300    2,271,217 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 C    1.955%#  4/15/2028   1,500    1,498,940 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D    2.505%#  4/15/2028   1,300    1,284,837 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ A    0.935%#  4/15/2030   1,500    1,490,789 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B   1.305%#  4/15/2030   1,000    997,813 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C   1.655%#  4/15/2030   1,750    1,744,428 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA   1.584%#  4/15/2046   1,991    190,742 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A1   1.254%  2/15/2047   200    199,877 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A2   2.879%  2/15/2047   100    103,097 
LB-UBS Commercial Mortgage Trust 2006-C4 AM   5.857%#  6/15/2038   3,260    3,579,359 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   2,098    2,287,092 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%  2/15/2040   2,210    2,456,089 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   147    144,720 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   123    121,136 
Merrill Lynch Floating Trust 2008-LAQA A2   0.694%#  7/9/2021   3,950    3,924,882 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%  12/12/2049   1,090    1,192,207 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%  8/12/2048   4,785    5,107,062 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A2   1.972%  8/15/2045   690    705,433 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 A2   1.868%  11/15/2045   1,930    1,942,865 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030   1,619    1,588,399 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
Morgan Stanley Capital I 2007-HQ12 A3   5.614%#  4/12/2049  $400   $402,017 
Morgan Stanley Capital I 2007-HQ12 AM   5.614%#  4/12/2049   2,256    2,467,599 
Morgan Stanley Capital I 2007-IQ15 AM   5.907%#  6/11/2049   1,967    2,167,459 
Morgan Stanley Capital I 2012-STAR A1   2.084%  8/5/2034   525    520,225 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.806%#  8/12/2045   5,000    5,520,042 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.396%#  6/26/2036   378    374,059 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%  3/27/2051   1,168    1,172,069 
Motel 6 Trust 2012-MTL6 C   3.139%  10/5/2025   1,900    1,910,961 
NorthStar 2012-1 Mortgage Trust 2012-1 B   1.813%#  8/25/2029   1,130    1,130,768 
NorthStar 2012-1 Mortgage Trust 2012-1 C   2.314%#  8/25/2029   1,130    1,134,074 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.006%#  8/25/2029   1,250    1,251,242 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.156%#  8/25/2029   1,250    1,256,250 
Prima Capital Ltd.   2.214%  5/24/2021   3,248    3,392,824 
RBSCF Trust 2010-MB1 C   4.687%#  4/15/2024   145    150,228 
RBSCF Trust 2010-RR3 MSCB   5.907%#  6/16/2049   3,010    3,326,067 
RBSCF Trust 2010-RR3 WBTB   5.934%#  2/16/2051   930    1,043,453 
RBSSP Resecuritization Trust 2013-1 3A1   0.268%#  1/26/2037   456    428,176 
RBSSP Resecuritization Trust 2013-3 1A1   0.316%#  11/26/2036   957    908,217 
RBSSP Resecuritization Trust 2013-3 2A1   0.318%#  11/26/2036   858    778,488 
RCMC LLC 2012-CRE1 A   5.624%  11/15/2044   860    884,384 
RREF LLC 2013-LT3   2.50%  6/20/2028   526    526,103 
Sequoia Mortgage Trust 2012-4 A2   3.00%  9/25/2042   241    234,461 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(a)   1.786%#  1/21/2055   200    201,425 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   505    504,832 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   1,748    1,745,412 
Starwood Property Mortgage Trust 2013-FV1 C   2.756%#  8/11/2028   500    500,980 
Starwood Property Mortgage Trust 2013-FV1 D   3.656%#  8/11/2028   500    501,077 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%  12/25/2035   156    157,429 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A2   2.113%  5/10/2063   2,000    2,031,702 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A2   1.852%  8/10/2049   520    523,090 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A2   1.712%  12/10/2045   1,200    1,205,852 
UBS-Barclays Commercial Mortgage Trust 2013-C5 A2   2.137%  3/10/2046   5,000    5,088,490 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA   1.148%#  3/10/2046   11,852    850,339 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA   1.358%#  4/10/2046   19,829    1,684,541 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%  1/10/2045   205    213,627 
Vornado DP LLC 2010-VNO A1   2.97%  9/13/2028   351    365,793 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   400    437,520 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)                  
                   
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%  10/15/2048  $435   $472,988 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   1,233    1,354,675 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.555%#  9/15/2021   504    486,439 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   2,000    2,181,101 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%  4/15/2047   4,000    4,421,008 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%  10/15/2045   450    454,053 
Wells Fargo Re-REMIC Trust 2012-IO A   1.75%  8/20/2021   273    272,143 
WF-RBS Commercial Mortgage Trust 2011-C2 A2   3.791%  2/15/2044   1,275    1,339,219 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%  2/15/2044   950    1,037,856 
WF-RBS Commercial Mortgage Trust 2011-C3 A2   3.24%  3/15/2044   472    493,668 
WF-RBS Commercial Mortgage Trust 2011-C5 A2   2.684%  11/15/2044   4,300    4,459,356 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%  11/15/2044   1,350    1,415,800 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%  12/15/2045   480    481,968 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   321    322,816 
WF-RBS Commercial Mortgage Trust 2012-C7 XA   1.589%#  6/15/2045   12,691    1,196,582 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   1,040    1,052,362 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   3,900    3,944,128 
WF-RBS Commercial Mortgage Trust 2013-C13 XA   1.481%#  5/15/2045   12,885    1,147,641 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $232,805,582)
         231,120,874 
                   
U.S. TREASURY OBLIGATION 2.96%                  
                   
U.S. Treasury Note
(cost $25,031,644)
   0.375%  3/15/2015   25,000    25,059,575 
Total Long-Term Investments
(cost $809,339,510)
                812,162,352 
                   
SHORT-TERM INVESTMENTS 4.40%                  
                   
COMMERCIAL PAPER 2.64%                  
                   
Electronics 0.03%                  
                   
Arrow Electronics, Inc.  Zero Coupon   3/20/2014   250    249,917 
                   
Energy Equipment & Services 0.59%                  
                   
Talisman Energy, Inc.Zero Coupon   3/5/2014   1,500    1,499,941 
Talisman Energy, Inc.Zero Coupon   3/10/2014   2,000    1,999,728 
Talisman Energy, Inc.Zero Coupon   3/17/2014   1,500    1,499,592 
Total                4,999,261 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Lodging 0.03%                  
                   
Wyndham Worldwide Corp.  Zero Coupon   3/6/2014  $250   $249,988 
                   
Metals & Minerals: Miscellaneous 0.03%                  
                   
Aluminium Co. AmericaZero Coupon   3/18/2014   250    249,936 
                   
Oil 0.45%                  
                   
DCP Midstream LLCZero Coupon   3/5/2014   1,000    999,955 
DCP Midstream LLCZero Coupon   3/10/2014   750    749,880 
DCP Midstream LLCZero Coupon   4/1/2014   1,250    1,249,144 
DCP Midstream LLCZero Coupon   3/4/2014   750    749,983 
Total                3,748,962 
                   
Oil: Integrated Domestic 0.43%                  
                   
Weatherford International Ltd.Zero Coupon   3/17/2014   700    699,752 
Weatherford International Ltd.Zero Coupon   3/7/2014   500    499,950 
Weatherford International Ltd.Zero Coupon   3/24/2014   250    249,869 
Weatherford International Ltd.Zero Coupon   3/11/2014   250    249,951 
Weatherford International Ltd.Zero Coupon   3/25/2014   500    499,728 
Weatherford International Ltd.Zero Coupon   3/11/2014   1,432    1,431,717 
Total                3,630,967 
                   
Railroads 0.06%                  
                   
Kansas City Southern RailwayZero Coupon   3/7/2014   500    499,961 
                   
Utilities: Miscellaneous 1.02%                  
                   
Enable MidstreamZero Coupon   3/11/2014   750    749,852 
Enable MidstreamZero Coupon   3/17/2014   1,000    999,638 
Enable MidstreamZero Coupon   3/18/2014   2,000    1,999,209 
Enable MidstreamZero Coupon   3/5/2014   500    499,979 
Entergy Corp.Zero Coupon   5/20/2014   1,000    998,940 
Entergy Corp.Zero Coupon   4/21/2014   350    349,571 
Entergy Corp.Zero Coupon   4/25/2014   1,000    998,675 
Entergy Corp.Zero Coupon   4/8/2014   500    499,545 
Entergy Corp.Zero Coupon   3/19/2014   750    749,690 
Nisource Finance Corp.Zero Coupon   3/21/2014   500    499,850 
Nisource Finance Corp.Zero Coupon   3/25/2014   300    299,875 
Total                8,644,824 
Total Commercial Paper
(cost $22,271,952)
                22,273,816 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CONVERTIBLE BOND 0.17%                  
                   
Metals & Minerals: Miscellaneous                  
                   
Goldcorp, Inc. (Canada)(a)
(cost $1,454,644)
   2.00%  8/1/2014  $1,450   $1,462,687 
                   
CORPORATE BONDS 0.48%                  
                   
Banks: Diversified 0.21%                  
                   
Royal Bank of Scotland Group plc (United Kingdom)(a)   5.00%  10/1/2014   1,000    1,018,538 
Royal Bank of Scotland Group plc (United Kingdom)(a)   5.05%  1/8/2015   725    744,109 
Total                1,762,647 
                   
Broadcasting 0.05%                  
                   
Clear Channel Communications, Inc.   5.50%  9/15/2014   440    442,200 
                   
Cable Services 0.01%                  
                   
Time Warner Cable, Inc.   7.50%  4/1/2014   50    50,259 
                   
Chemicals 0.03%                  
                   
Yara International ASA (Norway)†(a)   5.25%  12/15/2014   200    206,347 
                   
Leasing 0.02%                  
                   
International Lease Finance Corp.   6.50%  9/1/2014   125    128,906 
                   
Media 0.01%                  
                   
Interpublic Group of Cos., Inc. (The)   6.25%  11/15/2014   104    107,770 
                   
Metals & Minerals: Miscellaneous 0.09%                  
                   
ALROSA Finance SA (Luxemburg)(a)   8.875%  11/17/2014   100    105,110 
Anglo American Capital plc (United Kingdom)†(a)   9.375%  4/8/2014   680    685,291 
Total                790,401 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 0.06%                  
                   
UDR, Inc.   5.50%  4/1/2014  $525   $526,833 
Total Corporate Bonds
(cost $4,015,696)
                4,015,363 
                   
REPURCHASE AGREEMENT 1.11%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $9,265,000 of U.S. Treasury Note at 1.875% due 8/31/2017; value: $9,566,113, proceeds: $9,376,510 (cost $9,376,510)           9,377    9,376,510 
                   
Total Short-Term Investments
(cost $37,118,802)
                37,128,376 
                   
Total Investments in Securities 100.45%
(cost $846,458,312)
                849,290,728 
                   
Liabilities in Excess of Cash and Other Assets(f) (0.45%)                (3,791,972)
                   
Net Assets 100.00%               $845,498,756 

 

 
EUR euro.
GBP British pound.
COD Certificate of Deposit.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2014.
(a) Foreign security traded in U.S. dollars.
(b) Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of February 28, 2014.
(c) Investment in non-U.S. dollar denominated securities.
(d) Defaulted security.
(e) 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 shown is the rate in effect at February 28, 2014.
(f) Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
euro  Buy  J.P. Morgan  3/20/2014  70,000  $95,460  $96,620  $1,160 
euro  Sell  J.P. Morgan  5/13/2014  310,000   428,085   427,889   196 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $1,356 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Depreciation
 
British pound  Sell  Goldman Sachs  4/17/2014  64,000  $104,556  $107,136  $(2,580)
euro  Sell  Bank of America  5/13/2014  780,000   1,063,924   1,076,623   (12,699)
euro  Sell  Goldman Sachs  3/20/2014  1,892,000   2,603,102   2,611,499   (8,397)
euro  Sell  Goldman Sachs  4/17/2014  1,265,000   1,720,177   1,746,047   (25,870)
euro  Sell  Goldman Sachs  5/13/2014  615,750   841,320   849,911   (8,591)
euro  Sell  Goldman Sachs  5/13/2014  615,750   839,924   849,911   (9,987)
euro  Sell  UBS AG  5/13/2014  615,750   841,999   849,911   (7,912)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(76,036)

 

Open Futures Contracts at February 28, 2014:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  June 2014  790  Long  $173,701,250   $18,110 

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  March 2014  188  Short  $(22,730,375)  $(93,563)

 

Open Consumer Price Index (“CPI”) Swaps at February 28, 2014:

 

Swap
Counterparty
  Payments to be Made
By The Fund at
Termination Date
  Payments to be
Received
By The Fund at
Termination Date
  Termination
Date
  Notional
Amount
  Fair
Value
  Unrealized
Appreciation
 
Deutsche Bank AG  2.465% CPI Urban
Consumer NSA
  11/30/2031  $5,000,000  $5,075,332  $75,332 
Deutsche Bank AG  2.505% CPI Urban
Consumer NSA
  12/7/2031   5,000,000   5,043,718   43,718 
Morgan Stanley  CPI Urban
Consumer NSA
  2.415% 7/2/2023   15,000,000   15,014,760   14,760 
Morgan Stanley  CPI Urban
Consumer NSA
  2.5225% 10/31/2023   15,000,000   15,126,231   126,231 
Morgan Stanley  CPI Urban
Consumer NSA
  2.7975% 6/28/2043   15,000,000   15,307,525   307,525 
Morgan Stanley  1.3975% CPI Urban
Consumer NSA
  7/12/2014   10,000,000   10,006,066   6,066 
Unrealized Appreciation on CPI Swaps             $573,632 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Swap
Counterparty
  Payments to be Made
By The Fund at
Termination Date
  Payments to be Received
By The Fund at
Termination Date
  Termination
Date
  Notional
Amount
  Fair
Value
  Unrealized
Depreciation
 
Bank of America  2.420% CPI Urban
Consumer NSA
  5/19/2017  $15,000,000  $14,518,681  $(481,319)
Bank of America  2.555% CPI Urban
Consumer NSA
  7/15/2018   5,000,000   4,760,442   (239,558)
Bank of America  2.820% CPI Urban
Consumer NSA
  5/4/2020   4,000,000   3,744,089   (255,911)
Bank of America  2.825% CPI Urban
Consumer NSA
  7/22/2023   5,000,000   4,663,364   (336,636)
Barclays Bank plc  1.5425% CPI Urban
Consumer NSA
  7/25/2014   12,000,000   11,986,824   (13,176)
Barclays Bank plc  CPI Urban
Consumer NSA
  2.145% 2/6/2019   30,000,000   29,972,099   (27,901)
Barclays Bank plc  2.215% CPI Urban
Consumer NSA
  2/24/2015   5,000,000   4,910,917   (89,083)
Barclays Bank plc  2.620% CPI Urban
Consumer NSA
  10/18/2019   15,000,000   14,425,731   (574,269)
Barclays Bank plc  2.6475% CPI Urban
Consumer NSA
  9/28/2022   20,000,000   19,355,193   (644,807)
Barclays Bank plc  2.7425% CPI Urban
Consumer NSA
  9/14/2024   15,000,000   14,433,480   (566,520)
Barclays Bank plc  2.945% CPI Urban
Consumer NSA
  3/5/2038   15,000,000   14,185,280   (814,720)
Credit Suisse  CPI Urban
Consumer NSA
  1.700% 11/21/2015   20,000,000   19,997,557   (2,443)
Credit Suisse  2.525% CPI Urban
Consumer NSA
  1/11/2019   15,000,000   14,473,196   (526,804)
Credit Suisse  2.560% CPI Urban
Consumer NSA
  6/27/2020   5,000,000   4,778,954   (221,046)
Credit Suisse  2.6713% CPI Urban
Consumer NSA
  4/11/2022   30,000,000   28,954,669   (1,045,331)
Credit Suisse  2.864% CPI Urban
Consumer NSA
  2/22/2032   8,000,000   7,601,155   (398,845)
Deutsche Bank AG  1.690% CPI Urban
Consumer NSA
  12/12/2015   30,000,000   29,957,865   (42,135)
Deutsche Bank AG  CPI Urban
Consumer NSA
  1.790% 1/2/2016   20,000,000   19,976,602   (23,398)
Deutsche Bank AG  2.1325% CPI Urban
Consumer NSA
  4/5/2014   10,000,000   9,886,902   (113,098)
Deutsche Bank AG  2.145% CPI Urban
Consumer NSA
  2/8/2016   6,000,000   5,889,399   (110,601)
Deutsche Bank AG  2.1775% CPI Urban
Consumer NSA
  4/22/2018   30,000,000   29,569,021   (430,979)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Swap
Counterparty
  Payments to be Made
By The Fund at
Termination Date
  Payments to be Received
By The Fund at
Termination Date
  Termination
Date
  Notional
Amount
  Fair
Value
  Unrealized
Depreciation
 
Deutsche Bank AG  2.1925% CPI Urban
Consumer NSA
  8/16/2017  $10,000,000  $9,828,605  $(171,395)
Deutsche Bank AG  2.245% CPI Urban
Consumer NSA
  3/20/2014   6,000,000   5,921,143   (78,857)
Deutsche Bank AG  2.340% CPI Urban
Consumer NSA
  6/17/2016   5,000,000   4,855,965   (144,035)
Deutsche Bank AG  2.3825% CPI Urban
Consumer NSA
  5/23/2020   40,000,000   39,259,447   (740,553)
Deutsche Bank AG  2.385% CPI Urban
Consumer NSA
  1/24/2021   7,000,000   6,839,462   (160,538)
Deutsche Bank AG  2.4375% CPI Urban
Consumer NSA
  6/7/2021   20,000,000   19,666,991   (333,009)
Deutsche Bank AG  2.440% CPI Urban
Consumer NSA
  4/11/2020   8,000,000   7,760,334   (239,666)
Deutsche Bank AG  2.4925% CPI Urban
Consumer NSA
  5/16/2016   4,000,000   3,868,117   (131,883)
Deutsche Bank AG  2.500% CPI Urban
Consumer NSA
  9/4/2021   10,000,000   9,759,731   (240,269)
Deutsche Bank AG  2.520% CPI Urban
Consumer NSA
  8/8/2021   5,000,000   4,808,941   (191,059)
Deutsche Bank AG  2.585% CPI Urban
Consumer NSA
  11/28/2020   15,000,000   14,436,235   (563,765)
Deutsche Bank AG  2.590% CPI Urban
Consumer NSA
  5/13/2016   12,000,000   11,546,156   (453,844)
Deutsche Bank AG  2.6075% CPI Urban
Consumer NSA
  6/13/2020   5,000,000   4,761,175   (238,825)
Deutsche Bank AG  2.615% CPI Urban
Consumer NSA
  1/4/2020   15,000,000   14,388,881   (611,119)
Deutsche Bank AG  2.640% CPI Urban
Consumer NSA
  12/17/2020   15,000,000   14,372,696   (627,304)
Deutsche Bank AG  2.695% CPI Urban
Consumer NSA
  10/29/2021   9,000,000   8,618,683   (381,317)
Deutsche Bank AG  2.700% CPI Urban
Consumer NSA
  7/11/2019   6,000,000   5,643,709   (356,291)
Deutsche Bank AG  2.710% CPI Urban
Consumer NSA
  10/11/2020   15,000,000   14,349,752   (650,248)
Deutsche Bank AG  2.730% CPI Urban
Consumer NSA
  2/4/2021   15,000,000   14,338,502   (661,498)
Deutsche Bank AG  2.730% CPI Urban
Consumer NSA
  10/25/2021   15,000,000   14,322,630   (677,370)
Deutsche Bank AG  2.745% CPI Urban
Consumer NSA
  3/20/2022   30,000,000   28,777,227   (1,222,773)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Swap
Counterparty
  Payments to be Made
By The Fund at
Termination Date
  Payments to be Received
By The Fund at
Termination Date
  Termination
Date
  Notional
Amount
  Fair
Value
  Unrealized
Depreciation
 
Deutsche Bank AG  2.7475% CPI Urban
Consumer NSA
  2/26/2022  $30,000,000  $28,737,936  $(1,262,064)
Deutsche Bank AG  2.750% CPI Urban
Consumer NSA
  3/30/2032   6,000,000   5,822,157   (177,843)
Deutsche Bank AG  2.7525% CPI Urban
Consumer NSA
  8/2/2021   8,000,000   7,491,666   (508,334)
Deutsche Bank AG  2.779% CPI Urban
Consumer NSA
  3/12/2022   25,000,000   23,894,708   (1,105,292)
Deutsche Bank AG  3.010% CPI Urban
Consumer NSA
  2/15/2033   15,000,000   14,023,926   (976,074)
Goldman Sachs  CPI Urban
Consumer NSA
% 1.795% 1/9/2016   40,000,000   39,948,621   (51,379)
Goldman Sachs  CPI Urban
Consumer NSA
% 1.9575% 1/17/2017   40,000,000   39,991,989   (8,011)
Goldman Sachs  2.497% CPI Urban
Consumer NSA
  5/2/2021   30,000,000   29,233,522   (766,478)
Goldman Sachs  2.5375% CPI Urban
Consumer NSA
  4/17/2021   8,000,000   7,718,391   (281,609)
Goldman Sachs  2.5575% CPI Urban
Consumer NSA
  11/13/2019   20,000,000   19,271,434   (728,566)
Goldman Sachs  2.6475% CPI Urban
Consumer NSA
  12/6/2020   20,000,000   19,143,606   (856,394)
Goldman Sachs  2.675% CPI Urban
Consumer NSA
  12/13/2020   15,000,000   14,327,204   (672,796)
Goldman Sachs  2.7725% CPI Urban
Consumer NSA
  4/3/2023   20,000,000   19,180,192   (819,808)
Goldman Sachs  2.945% CPI Urban
Consumer NSA
  1/16/2038   15,000,000   14,126,757   (873,243)
Goldman Sachs  2.980% CPI Urban
Consumer NSA
  2/7/2033   10,000,000   9,396,127   (603,873)
J.P. Morgan  2.385% CPI Urban
Consumer NSA
  5/16/2020   10,000,000   9,734,957   (265,043)
J.P. Morgan  2.6075% CPI Urban
Consumer NSA
  6/3/2020   5,000,000   4,764,887   (235,113)
J.P. Morgan  2.680% CPI Urban
Consumer NSA
  2/28/2021   20,000,000   19,242,078   (757,922)
J.P. Morgan  2.730% CPI Urban
Consumer NSA
  9/20/2021   15,000,000   14,346,050   (653,950)
J.P. Morgan  2.7563% CPI Urban
Consumer NSA
  3/25/2022   30,000,000   28,752,708   (1,247,292)
J.P. Morgan  2.810% CPI Urban
Consumer NSA
  3/28/2032   7,000,000   6,718,460   (281,540)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Swap
Counterparty
  Payments to be Made
By The Fund at
Termination Date
  Payments to be Received
By The Fund at
Termination Date
  Termination
Date
  Notional
Amount
  Fair
Value
  Unrealized
Depreciation
 
J.P. Morgan  2.815% CPI Urban
Consumer NSA
  5/4/2020  $4,000,000  $3,746,073  $(253,927)
J.P. Morgan  2.955% CPI Urban
Consumer NSA
  7/15/2026   5,000,000   4,606,232   (393,768)
Morgan Stanley  2.265% CPI Urban
Consumer NSA
  6/22/2016   5,000,000   4,873,782   (126,218)
Morgan Stanley  2.270% CPI Urban
Consumer NSA
  3/14/2014   5,000,000   4,932,404   (67,596)
Morgan Stanley  2.5475% CPI Urban
Consumer NSA
  4/20/2021   8,000,000   7,710,694   (289,306)
Morgan Stanley  2.555% CPI Urban
Consumer NSA
  2/11/2018   20,000,000   19,333,761   (666,239)
Morgan Stanley  2.6725% CPI Urban
Consumer NSA
  1/22/2021   20,000,000   19,179,525   (820,475)
Morgan Stanley  2.6725% CPI Urban
Consumer NSA
  1/28/2021   15,000,000   14,397,346   (602,654)
Morgan Stanley  2.735% CPI Urban
Consumer NSA
  5/13/2019   12,000,000   11,317,802   (682,198)
Morgan Stanley  2.7875% CPI Urban
Consumer NSA
  6/8/2026   5,000,000   4,740,439   (259,561)
UBS AG  2.4975% CPI Urban
Consumer NSA
  4/26/2020   9,000,000   8,685,659   (314,341)
UBS AG  2.5275% CPI Urban
Consumer NSA
  5/9/2021   10,000,000   9,651,614   (348,386)
UBS AG  2.7175% CPI Urban
Consumer NSA
  5/13/2020   12,000,000   11,339,105   (660,895)
UBS AG  2.815% CPI Urban
Consumer NSA
  4/5/2032   5,000,000   4,794,274   (205,726)
Wells Fargo  1.690% CPI Urban
Consumer NSA
  6/1/2015   8,000,000   7,954,490   (45,510)
Wells Fargo  2.410% CPI Urban
Consumer NSA
  6/20/2021   10,000,000   9,755,051   (244,949)
Wells Fargo  2.560% CPI Urban
Consumer NSA
  5/2/2021   10,000,000   9,625,475   (374,525)
Wells Fargo  2.6275% CPI Urban
Consumer NSA
  10/5/2019   15,000,000   14,441,627   (558,373)
Wells Fargo  2.645% CPI Urban
Consumer NSA
  12/27/2020   15,000,000   14,371,857   (628,143)
Wells Fargo  2.7325% CPI Urban
Consumer NSA
  2/19/2021   20,000,000   19,140,046   (859,954)
Wells Fargo  2.745% CPI Urban
Consumer NSA
  2/21/2022   25,000,000   23,942,851   (1,057,149)
Wells Fargo  2.855% CPI Urban
Consumer NSA
  11/23/2032   10,000,000   9,567,472   (432,528)
Wells Fargo  2.950% CPI Urban
Consumer NSA
  1/31/2033   15,000,000   14,164,642   (835,358)
Unrealized Depreciation on CPI Swaps  $(39,694,601)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

Credit Default Swaps on Indexes - Sell Protection at February 28, 2014(1):

 

Referenced
Index
  Fund
Receives
   Termination
Date
  Original
Notional
Amount
  Current
Notional
Amount
  Fair
Value(2)
 
Payments
Upfront(3)
  Unrealized
Appreciation(4)
 
Markit CMBX.
NA.AAA.2(5)
   .07%  3/15/2049  $300,000  $289,145  $296,645  $16,046  $12,691 
Markit CMBX.
NA.AAA.2(5)
   .07%  3/15/2049   500,000   481,908   494,409   12,106   6,515 
Markit CMBX.
NA.AAA.3(5)
   .08%  12/13/2049   1,000,000   993,270   983,819   35,129   18,948 
Markit CMBX.
NA.AAA.3(5)
   .08%  12/13/2049   2,000,000   1,986,540   1,967,638   72,080   39,718 
Markit CMBX.
NA.AAA.4(5)
   .35%  2/17/2051   500,000   492,597   493,619   38,895   32,514 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   300,000   290,127   296,646   16,050   12,696 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   500,000   483,544   494,410   26,750   21,160 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   100,000   96,709   98,382   7,678   6,060 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   1,500,000   1,445,724   1,483,229   41,747   24,976 
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   200,000   198,654   196,764   16,425   13,189 
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   500,000   496,635   491,910   41,077   32,987 
                       $323,983  $221,454 

 

 
(1)If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities.
(2)Fair value serves as the indicator of the current status of payment/performance risk.
(3)Upfront payments received are presented net of amortization (See Note 2(l)).
(4)Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $221,454. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5)Swap Counterparty: Credit Suisse
(6)Swap Counterparty: Goldman Sachs
(7)Swap Counterparty: Morgan Stanley

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $91,830,845   $   $91,830,845 
Corporate Bonds       370,890,202        370,890,202 
Floating Rate Loans(4)                    
Aerospace/Defense       1,658,544        1,658,544 
Containers           212,408    212,408 
Energy Equipment & Services       1,257,727    750,938    2,008,665 
Financial: Miscellaneous       499,101        499,101 
Food       130,156        130,156 
Gaming       5,113,469        5,113,469 
Health Care       4,549,238        4,549,238 
Leisure       146,673        146,673 
Media       7,151,646        7,151,646 
Services       207,063    830,040    1,037,103 
Telecommunications       2,188,633        2,188,633 
Utilities       140,754    1,699,807    1,840,561 
Foreign Bonds       7,805,115        7,805,115 
Foreign Government Obligations       2,788,399        2,788,399 
Government Sponsored Enterprises Collateralized Mortgage Obligations       12,859,978        12,859,978 
Government Sponsored Enterprises Pass-Throughs       47,286,530        47,286,530 
Non-Agency Commercial Mortgage-Backed Securities       231,120,874        231,120,874 
U.S. Treasury Obligations       25,059,575        25,059,575 
Commercial Paper       22,273,816        22,273,816 
Convertible Bond       1,462,687        1,462,687 
Repurchase Agreement       9,376,510        9,376,510 
Total  $   $845,797,535   $3,493,193   $849,290,728 
Other Financial Instruments                    
CPI Swaps                    
Assets  $   $573,632   $   $573,632 
Liabilities       (39,694,601)       (39,694,601)
Credit Default Swaps                    
Assets       221,454        221,454 
Liabilities                
Forward Foreign Currency Exchange Contracts                    
Assets       1,356        1,356 
Liabilities       (76,036)       (76,036)
Futures Contracts                    
Assets   18,110            18,110 
Liabilities   (93,563)           (93,563)
Total  $(75,453)  $(38,974,195)  $   $(39,049,648)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND February 28, 2014

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type.  Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended February 28, 2014.
(4) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type    Floating
Rate Loans
 
Balance as of December 1, 2013    $1,673,044 
Accrued discounts/premiums     (176)
Realized gain (loss)     35 
Change in unrealized appreciation/depreciation     7,499 
Purchases     596,048 
Sales     (30,946)
Net transfers in or out of Level 3     1,247,689 
Balance as of February 28, 2014    $3,493,193 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND
(formerly, BALANCED STRATEGY FUND) February 28, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.94%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,758,830   $58,713 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   7,501,426    161,206 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   8,946,428    191,096 
Lord Abbett Investment Trust-Convertible Fund-Class I(d)   16,488,090    222,424 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(e)   8,603,077    93,773 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(f)   29,131,298    178,575 
Lord Abbett Investment Trust-High Yield Fund-Class I(g)   39,261,869    312,917 
Lord Abbett Municipal Income Fund-High Yield Municipal Bond Fund-Class I(h)   1,504,552    16,866 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(i)   30,585,645    280,470 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(j)   12,079,032    285,790 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(k)   17,238,099    78,606 
Total Investments in Underlying Funds
(cost $1,659,274,103)
        1,880,436 

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.03%        
         
Repurchase Agreement        
         
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $550,000 of U.S. Treasury Note at 0.625% due 8/31/2017; value: $544,106; proceeds: $532,030 (cost $532,030)  $532    532 
           
Total Investments in Securities 99.97%
(cost $1,659,806,133)
        1,880,968 
           
Other Assets in Excess of Liabilities 0.03%        551 
           
Net Assets 100.00%       $1,881,519 

 

 
(a) Affiliated issuers (See Note 5).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c) Fund investment objective is total return.
(d) Fund investment objective is to seek current income and the opportunity for capital appreciation to produce a high total return.
(e) Fund investment objective is to seek income and capital appreciation to produce a high total return.
(f) Fund investment objective is to seek high total return.
(g) Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.
(h) Fund investment objective is to seek a high level of income exempt from federal income tax.
(i) Fund investment objective is to seek a high level of total return.
(j) Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(k) Fund investment objective is to seek a high level of income consistent with preservation of capital.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND
(formerly, BALANCED STRATEGY FUND) February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
Investments in Underlying Funds  $1,880,436   $   $   $1,880,436
Repurchase Agreement       532        532
Total  $1,880,436   $532   $   $1,880,968

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each investment strategy of underlying funds.
(3) There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND
(formerly, GROWTH & INCOME STRATEGY FUND) February 28, 2014

 

Investments  Shares  Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.90%         
          
Lord Abbett Affiliated Fund, Inc.-Class I(b)   4,477,648  $69,941 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   5,766,156   123,915 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   5,287,007   112,930 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   3,953,286   43,091 
Lord Abbett Investment Trust-High Yield Fund-Class I(e)   21,362,532   170,259 
Lord Abbett Municipal Income Fund-High Yield Municipal Bond Fund-Class I(f)   1,582,207   17,736 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(g)   22,355,502   205,000 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(h)   9,649,831   228,315 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(i)   11,706,319   53,381 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I*(j)   56,546   1,242 
Total Investments in Underlying Funds
(cost $897,718,693)
       1,025,810 

 

   Principal
Amount
(000)
    
SHORT-TERM INVESTMENT 0.04%         
          
Repurchase Agreement         
          
Repurchase Agreement dated 2/28//2014, Zero Coupon due 3/3/2014 with State Street Bank and Trust Co. collateralized by $430,000 of Federal Home Loan Mortgage Corp. at 2.00% due 11/02/2022; value: $399,407; proceeds: $388,565 (cost $388,565)  $389   389 
          
Total Investments in Securities 99.94%
(cost $898,107,258)
       1,026,199 
          
Other Assets in Excess of Liabilities 0.06%       633 
          
Net Assets 100.00%      $1,026,832 
 
*   Non-income producing security.
(a)   Affiliated issuers (See Note 5).
(b)   Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c)   Fund investment objective is total return.
(d)   Fund investment objective is to seek income and capital appreciation to produce a high total return.
(e)   Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.
(f)   Fund investment objective is to seek a high level of income exempt from federal income tax.
(g)   Fund investment objective is to seek a high level of total return.
(h)   Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(i)   Fund investment objective is to seek a high level of income consistent with preservation of capital.
(j)   Fund investment objective is long-term capital appreciation.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND
(formerly, GROWTH & INCOME STRATEGY FUND) February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Investments in Underlying Funds  $1,025,810   $   $   $1,025,810 
Repurchase Agreement       389        389 
Total  $1,025,810   $389   $   $1,026,199 
 
(1)   Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2)   See Schedule of Investments for fair values in each investment strategy of underlying funds.
(3)   There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND
(formerly, DIVERSIFIED INCOME STRATEGY FUND) February 28, 2014

 

Investments  Shares  Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 98.94%         
          
Lord Abbett Affiliated Fund, Inc.-Class I(b)   1,019,354  $15,922 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   388,375   8,346 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   3,174,441   67,806 
Lord Abbett Investment Trust-Convertible Fund-Class I(d)   14,468,953   195,186 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(e)   7,025,079   76,573 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(f)   24,650,839   151,110 
Lord Abbett Investment Trust-High Yield Fund-Class I(g)   53,986,133   430,270 
Lord Abbett Municipal Income Fund-High Yield Municipal Bond Fund-Class I(h)   1,461,589   16,385 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(i)   17,638,838   161,748 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(j)   4,108,365   97,204 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(k)   85,851,431   391,482 
Total Investments in Underlying Funds
(cost $1,559,930,976)
       1,612,032 

 

   Principal
Amount
(000)
   
SHORT-TERM INVESTMENT 0.47%         
          
Repurchase Agreement         
          
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $7,800,000 of U.S. Treasury Note at 0.25% due 2/29/2016; value: $7,790,250; proceeds: $7,636,441 (cost $7,636,441)  $7,637   7,637 
          
Total Investments in Securities 99.41%
(cost $1,567,567,417)
       1,619,669 
          
Other Assets in Excess of Liabilities 0.59%       9,608 
          
Net Assets 100.00%      $1,629,277 
 
(a)   Affiliated issuers (See Note 5).
(b)   Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c)   Fund investment objective is total return.
(d)   Fund investment objective is to seek current income and the opportunity for capital appreciation to produce a high total return.
(e)   Fund investment objective is to seek income and capital appreciation to produce a high total return.
(f)   Fund investment objective is to seek high total return.
(g)   Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.
(h)   Fund investment objective is to seek a high level of income exempt from federal income tax.
(i)   Fund investment objective is to seek a high level of total return.
(j)   Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(k)   Fund investment objective is to seek a high level of income consistent with preservation of capital.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND
(formerly, DIVERSIFIED INCOME STRATEGY FUND) February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Investments in Underlying Funds  $1,612,032   $   $   $1,612,032 
Repurchase Agreement       7,637        7,637 
Total  $1,612,032   $7,637   $   $1,619,669 
 
(1)   Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2)   See Schedule of Investments for fair values in each investment strategy of underlying funds.
(3)   There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 94.43%                  
                   
ASSET-BACKED SECURITIES 10.09%                  
                   
Automobiles 4.42%                  
                   
Ally Auto Receivables Trust 2012-5 A3   0.62%  3/15/2017  $58,040   $58,173,434 
Ally Auto Receivables Trust 2013-SN1 A2   0.52%  5/20/2015   25,438    25,439,609 
AmeriCredit Automobile Receivables Trust 2012-2 A2   0.76%  10/8/2015   396    396,218 
AmeriCredit Automobile Receivables Trust 2012-3 A2   0.71%  12/8/2015   3,553    3,553,640 
AmeriCredit Automobile Receivables Trust 2012-4 A2   0.49%  4/8/2016   6,402    6,401,288 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   42,450    42,511,595 
AmeriCredit Automobile Receivables Trust 2012-5 A3   0.62%  6/8/2017   34,975    35,021,657 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   9,134    9,132,535 
AmeriCredit Automobile Receivables Trust 2013-1 A3   0.61%  10/10/2017   32,975    32,962,173 
AmeriCredit Automobile Receivables Trust 2013-1 B   1.07%  3/8/2018   16,424    16,406,755 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%  9/10/2018   19,125    19,228,973 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   42,900    43,073,509 
California Republic Auto Receivables Trust 2013-1 A2    1.41%  9/17/2018   42,536    42,562,788 
California Republic Auto Receivables Trust 2013-2 A2   1.23%  3/15/2019   46,130    46,159,823 
Capital Auto Receivables Asset Trust 2013-1 A1   0.47%  3/20/2015   43,354    43,348,798 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%  7/20/2016   47,921    47,947,692 
Capital Auto Receivables Asset Trust 2013-2 A1   0.77%  7/20/2015   48,000    48,055,800 
Capital Auto Receivables Asset Trust 2013-4 A1   0.534%#  3/21/2016   63,000    63,057,550 
Capital Auto Receivables Asset Trust 2013-4 A2   0.85%  2/21/2017   46,650    46,711,181 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   33,680    33,774,371 
Chrysler Capital Auto Receivables Trust 2013-AA A3    0.91%  4/16/2018   18,590    18,651,421 
Ford Credit Auto Lease Trust 2013-B A3   0.76%  9/15/2016   19,500    19,572,228 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   67,900    68,082,753 
Hyundai Auto Lease Securitization Trust 2013-A A3    0.66%  6/15/2016   49,830    49,912,369 
Hyundai Auto Lease Securitization Trust 2013-B A3    0.98%  10/17/2016   41,700    41,939,483 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   69,284    69,306,778 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%  7/15/2016   45,680    45,724,492 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   24,337    24,366,363 
Nissan Auto Lease Trust 2013-A A3   0.61%  4/15/2016   12,637    12,660,675 
Porsche Innovative Lease Owner Trust 2013-1 A3    0.70%  8/22/2016   42,576    42,691,871 
Santander Drive Auto Receivables Trust 2012-2 A3   1.22%  12/15/2015   11,345    11,358,542 
Santander Drive Auto Receivables Trust 2012-6 A3   0.62%  7/15/2016   30,290    30,308,825 
Santander Drive Auto Receivables Trust 2012-AA A2    0.55%  2/16/2016   9,445    9,446,154 
Santander Drive Auto Receivables Trust 2013-1 A2   0.48%  2/16/2016  6,154   6,154,414 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%  6/15/2017   44,700    44,728,764 
Santander Drive Auto Receivables Trust 2013-2 A2   0.47%  3/15/2016   16,968    16,969,177 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   27,930    27,947,527 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%  5/15/2018   28,650    28,687,832 
Santander Drive Auto Receivables Trust 2013-5 A3   0.82%  2/15/2018   36,963    37,020,385 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   49,586    49,696,746 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%  1/20/2017   93,345    93,382,105 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%  4/20/2018  $67,670   $67,708,166 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%  5/16/2016   31,895    31,978,294 
Total                1,512,214,753 
                   
Credit Cards 1.30%                  
                   
American Express Credit Account Master Trust 2012-3 B   0.655%#  3/15/2018   21,700    21,668,188 
Citibank Omni Master Trust 2009-A14A    2.905%#  8/15/2018   91,335    92,378,548 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   67,800    67,825,527 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   50,000    49,972,000 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   40,750    40,790,139 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   51,275    52,958,922 
MBNA Credit Card Master Note Trust 2004-B1   4.45%  8/15/2016   40,200    40,276,882 
World Financial Network Credit Card Master Trust 2011-A   1.68%  8/15/2018   33,150    33,362,624 
World Financial Network Credit Card Master Trust 2013-B A   0.91%  3/16/2020   45,175    45,134,523 
Total                444,367,353 
                   
Home Equity 0.37%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 A3   0.358%#  1/25/2036   25,195    24,130,537 
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.318%#  5/25/2036   25,648    23,413,208 
Asset Backed Securities Corp. Home Equity Loan Trust Series RFC 2007-HE1 A3   0.248%#  12/25/2036   8,348    8,247,399 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.228%#  12/25/2036   3,749    3,712,275 
Home Equity Asset Trust 2006-6 2A2   0.268%#  11/25/2036   7,867    7,848,146 
Home Equity Asset Trust 2006-7 2A2   0.268%#  1/25/2037   23,309    22,834,502 
Home Equity Asset Trust 2006-8 2A2   0.268%#  3/25/2037   23,275    22,877,738 
Option One Mortgage Loan Trust 2005-1 A4   0.958%#  2/25/2035   15,492    15,217,673 
Total                128,281,478 
                   
Other 4.00%                  
                   
AMAC CDO Funding I 2006-1A A2    0.456%#  11/23/2050   8,000    7,440,000 
AMAC CDO Funding I 2006-1A B    0.536%#  11/23/2050   12,500    11,250,000 
Apidos CDO III Ltd. 2006-3A A2    0.692%#  6/12/2020  11,000   10,691,447 
Arbor Realty Mortgage Securities LLC 2005-1A A1    0.607%#  4/21/2038   5,139    5,177,340 
ARES CLO Ltd. 2007-3RA A2    0.457%#  4/16/2021   34,338    33,739,570 
Atrium V-5A A1    0.485%#  7/20/2020   13,585    13,438,264 
Babson CLO, Inc. 2006-I 2006-1A B    0.629%#  7/15/2018   9,500    9,328,199 
Babson CLO, Inc. 2007-1A A1    0.462%#  1/18/2021   13,543    13,257,764 
Bridgeport CLO Ltd. 2006-1A A1    0.487%#  7/21/2020   10,626    10,442,808 
Carlyle Azure CLO Ltd. 2006-1A A2L    0.634%#  5/27/2020   10,750    10,478,102 
Cerberus Onshore II CLO LLC 2013-1A A1    2.247%#  10/15/2023   40,000    40,654,604 
CIT Mortgage Loan Trust 2007-1 2A2    1.406%#  10/25/2037   14,031    14,016,759 
Cornerstone CLO Ltd. 2007-1A A1S    0.459%#  7/15/2021   30,000    29,192,115 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
Dryden VIII Leveraged Loan CDO 2005-8A C    0.956%#  5/22/2017  $7,250   $7,104,491 
Fairway Loan Funding Co. 2006-1A A3L    0.898%#  10/17/2018   19,500    19,076,930 
FBR Securitization Trust 2005-4 AV24   0.858%#  10/25/2035   21,541    18,836,069 
First Franklin Mortgage Loan Trust 2006-FF17 A4   0.258%#  12/25/2036   1,184    1,184,303 
Flagship CLO V 2006-1A A    0.475%#  9/20/2019   21,231    20,979,327 
Fore CLO Ltd. 2007-1A A2    0.687%#  7/20/2019   9,775    9,444,258 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.545%#  12/20/2020   6,000    5,872,344 
Gannett Peak CLO Ltd. 2006-1A A1B    0.509%#  10/27/2020   3,972    3,954,768 
Gannett Peak CLO Ltd. 2006-1A A2    0.599%#  10/27/2020   5,600    5,484,741 
Harch CLO III Ltd. 2007-1A B    0.636%#  4/17/2020   8,250    8,028,831 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2    1.99%  10/15/2045   56,180    56,598,681 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2    1.495%  1/16/2046   21,950    21,937,741 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%  5/16/2044   13,905    13,861,470 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2    1.495%  5/16/2044   5,600    5,583,057 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3    1.793%  5/15/2046   19,575    19,356,474 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%  5/15/2046   19,055    18,785,086 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6    1.287%  9/15/2044   49,045    49,054,466 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%  11/15/2046   40,085    40,145,188 
HLSS Servicer Advance Receivables Trust 2014-T1 BT1    1.542%  1/17/2045   12,000    12,004,386 
HLSS Servicer Advance Receivables Trust 2014-T2 AT2    2.217%  1/15/2047   30,000    30,198,495 
ING Investment Management CLO II Ltd. 2006-2A A1R    0.498%#  8/1/2020   12,027    11,977,151 
Jasper CLO Ltd. 2005-1A A    0.508%#  8/1/2017   10,386    10,320,522 
JFIN CLO Ltd. 2007-1A A2    0.477%#  7/20/2021   25,355    24,980,622 
JFIN Revolver CLO Ltd. 2013-1A A    1.497%#  1/20/2021   40,500    40,343,516 
Kingsland III Ltd. 2006-3A A1    0.451%#  8/24/2021   17,534    17,403,640 
KKR Financial CLO Corp. 2006-1A C    1.185%#  8/25/2018   11,827    11,504,523 
KKR Financial CLO Corp. 2007-1A A    0.586%#  5/15/2021   45,850    45,346,960 
KKR Financial CLO Corp. 2007-1A B    0.986%#  5/15/2021   8,000    7,751,709 
Landmark VII CDO Ltd. 2006-7A A3L    0.989%#  7/15/2018   9,500    9,205,370 
LCM V Ltd. 5A A1    0.476%#  3/21/2019   14,000    13,725,872 
Liberty CLO Ltd. 2005-1A A1C    0.488%#  11/1/2017   7,702    7,670,986 
Meritage Mortgage Loan Trust 2004-2 M3   1.133%#  1/25/2035  11,753   11,091,047 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.338%#  1/25/2036   8,196    8,105,200 
Mountain Capital CLO IV Ltd. 2005-4A A2L   0.693%#  3/15/2018   14,500    14,311,493 
Mountain View CLO III Ltd. 2007-3A A1    0.452%#  4/16/2021   18,832    18,582,019 
MT Wilson CLO II Ltd. 2007-2A A2    0.582%#  7/11/2020   7,287    6,979,470 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%  6/20/2048   39,750    39,254,039 
Nautique Funding Ltd. 2006-1A A1A    0.489%#  4/15/2020   29,588    29,284,567 
NorthStar Real Estate CDO Ltd. 2006-8A A1   0.449%#  2/1/2041   16,333    15,700,240 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2   0.519%#  2/1/2041   9,000    7,751,250 
Ocean Trails CLO I 2006-1A A1    0.492%#  10/12/2020   19,782    19,446,291 
OHA Park Avenue CLO Ltd. 2007-1A A1B    0.473%#  3/14/2022   22,913    22,531,515 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(a)    0.499%#  4/15/2020   26,082    25,862,511 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
Saxon Asset Securities Trust 2006-3 A2   0.266%#  10/25/2046  $1,447   $1,446,779 
Securitized Asset Backed Receivables LLC Trust 2005-FR5 A1B   0.438%#  8/25/2035   19,974    19,265,276 
SLM Student Loan Trust 2006-4 A4   0.319%#  4/25/2023   1,072    1,071,611 
SLM Student Loan Trust 2010-A 2A    3.405%#  5/16/2044   56,562    60,116,026 
SLM Student Loan Trust 2011-1 A1(b)    0.676%#  3/25/2026   25,970    25,954,907 
SLM Student Loan Trust 2011-A A1    1.155%#  10/15/2024   27,372    27,513,151 
SLM Student Loan Trust 2011-B A1    1.005%#  12/16/2024   28,900    28,998,324 
SLM Student Loan Trust 2011-C A1    1.555%#  12/15/2023   18,941    19,088,614 
SLM Student Loan Trust 2012-A A1    1.555%#  8/15/2025   16,667    16,871,290 
SLM Student Loan Trust 2012-C A1    1.255%#  8/15/2023   17,084    17,192,432 
SLM Student Loan Trust 2012-E A1    0.905%#  10/16/2023   21,781    21,829,707 
SLM Student Loan Trust 2013-B A1    0.805%#  7/15/2022   50,278    50,339,369 
Stone Tower CLO VI Ltd. 2007-6A A2A    0.458%#  4/17/2021   22,500    21,903,750 
Structured Asset Securities Corp. 2006-GEL3 A2   0.388%#  7/25/2036   6,575    6,500,158 
Structured Asset Securities Corp. 2007-BC2 A3   0.288%#  3/25/2037   16,289    15,858,105 
Venture VIII CDO Ltd. 2007-8A A1A    0.517%#  7/22/2021   22,250    21,539,135 
WhiteHorse III Ltd. 2006-1A A1L    0.508%#  5/1/2018   16,870    16,791,209 
Total                1,368,008,434 
Total Asset-Backed Securities
(cost $3,446,503,486)
                3,452,872,018 
                   
CORPORATE BONDS 43.03%                  
                   
Aerospace/Defense 0.02%                  
                   
Exelis, Inc.   4.25%  10/1/2016   4,513    4,772,078 
Litton Industries, Inc.   6.75%  4/15/2018   2,750    3,225,376 
Total                7,997,454 
                   
Air Transportation 0.14%                  
                   
Continental Airlines, Inc.   7.25%  5/10/2021   2,813    3,255,805 
Continental Airlines, Inc.   7.461%  10/1/2016   1,386    1,389,639 
United Airlines, Inc.    6.75%  9/15/2015   30,773    31,542,325 
US Airways 2012-1 Class C Pass-Through Trust   9.125%  10/1/2015   11,787    12,494,705 
Total                48,682,474 
                   
Apparel 0.36%                  
                   
Fifth & Pacific Cos., Inc.   10.50%  4/15/2019   18,429    19,580,813 
J. Crew Group, Inc.   8.125%  3/1/2019  61,654   64,736,700 
Perry Ellis International, Inc.   7.875%  4/1/2019   3,030    3,211,800 
PVH Corp.   7.375%  5/15/2020   32,678    36,435,970 
Total                123,965,283 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Auto Parts: Original Equipment 0.18%                  
                   
Continental Rubber of America Corp.    4.50%  9/15/2019  $3,925   $14,311,385 
Delphi Corp.   5.875%  5/15/2019   2,547    2,683,901 
Delphi Corp.   6.125%  5/15/2021   35,024    39,139,320 
International Automotive Components Group SA (Luxembourg)†(a)    9.125%  6/1/2018   4,925    5,208,187 
Stanadyne Holdings, Inc.   12.00%  2/15/2015   2,382    1,828,185 
Total                63,170,978 
                   
Automotive 0.26%                  
                   
Hyundai Capital America    2.55%  2/6/2019   30,000    30,212,010 
Hyundai Capital America    2.875%  8/9/2018   19,950    20,458,366 
Hyundai Capital America    4.00%  6/8/2017   7,945    8,469,346 
Kia Motors Corp. (South Korea)†(a)    3.625%  6/14/2016   13,600    14,203,174 
Oshkosh Corp.   8.25%  3/1/2017   14,650    15,290,937 
Total                88,633,833 
                   
Banks: Diversified 6.23%                  
                   
Abbey National Treasury Services plc (United Kingdom)(a)    1.819%#  4/25/2014   7,016    7,029,934 
Associated Banc-Corp   5.125%  3/28/2016   64,556    68,787,452 
Banco Bradesco SA    2.336%#  5/16/2014   24,740    24,754,399 
Banco Bradesco SA    4.50%  1/12/2017   9,100    9,623,250 
Banco de Costa Rica (Costa Rica)†(a)    5.25%  8/12/2018   8,600    8,664,500 
Banco de Credito e Inversiones (Chile)†(a)    3.00%  9/13/2017   17,600    17,846,611 
Banco del Estado de Chile (Chile)†(a)    2.00%  11/9/2017   34,000    33,874,948 
Banco del Estado de Chile COD   2.03%  4/2/2015   7,900    8,017,489 
Banco do Brasil SA   3.875%  1/23/2017   24,800    25,482,000 
Banco Santander Chile (Chile)†(a)    2.117%#  6/7/2018   24,000    24,084,000 
Bangkok Bank PCL (Hong Kong)†(a)    3.30%  10/3/2018   11,000    11,101,046 
Bank of America Corp.   5.42%  3/15/2017   72,092    79,836,483 
Bank of America Corp.   5.49%  3/15/2019   20,390    22,918,442 
Bank of America Corp.   5.70%  5/2/2017   12,731    14,286,461 
Bank of America Corp.   5.75%  8/15/2016   23,735    26,152,837 
Bank of America Corp.   6.05%  5/16/2016   35,751    39,359,170 
Bank of America Corp.   6.40%  8/28/2017   21,004    24,318,158 
Bank of America Corp.   7.75%  8/15/2015   7,218    7,899,473 
Bank of America Corp.   7.80%  9/15/2016   45,426    52,350,694 
Bank of America Corp.   10.20%  7/15/2015   12,006    13,367,552 
Bank of America NA   5.30%  3/15/2017   105,782    117,301,977 
Bank of America NA   6.10%  6/15/2017   11,614    13,215,861 
Bank of Nova Scotia (Canada)†(a)    2.15%  8/3/2016   28,950    29,873,708 
Citigroup, Inc.   0.512%#  6/9/2016   24,774    24,385,147 
Citigroup, Inc.   5.00%  9/15/2014   157,230    160,934,496 
Citigroup, Inc.   5.50%  2/15/2017   81,458    90,556,777 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Diversified (continued)                  
                   
Comerica Bank   8.375%  7/15/2024  $1,000   $1,028,534 
Compagnie de Financement Foncier SA (France)†(a)    2.25%  3/7/2014   112,600    112,613,850 
Discover Bank   7.00%  4/15/2020   5,707    6,791,364 
Discover Bank   8.70%  11/18/2019   13,221    16,678,477 
First Midwest Bancorp, Inc.   5.875%  11/22/2016   14,875    15,741,454 
Goldman Sachs Group, Inc. (The)   2.236%#  8/24/2016   3,350    3,418,383 
Goldman Sachs Group, Inc. (The)   2.625%  1/31/2019   29,300    29,499,152 
Goldman Sachs Group, Inc. (The)   5.625%  1/15/2017   67,847    75,249,922 
Goldman Sachs Group, Inc. (The)   6.15%  4/1/2018   104,408    120,444,756 
Hana Bank (South Korea)†(a)    1.375%  2/5/2016   9,800    9,839,915 
HBOS plc (United Kingdom)†(a)    6.75%  5/21/2018   75,610    86,506,384 
ING Bank NV (Netherlands)†(a)    5.125%  5/1/2015   8,350    8,685,678 
JPMorgan Chase & Co.   6.125%  6/27/2017   47,385    54,336,474 
Korea Development Bank (The) (South Korea)(a)    0.862%#  1/22/2017   23,100    23,146,269 
Korea Development Bank (The) (South Korea)(a)    1.00%  1/22/2016   9,800    9,822,187 
Macquarie Bank Ltd. (Australia)†(a)    5.00%  2/22/2017   6,055    6,598,473 
Merrill Lynch & Co., Inc.   5.45%  7/15/2014   3,607    3,663,067 
Morgan Stanley   4.75%  4/1/2014   82,078    82,333,509 
Morgan Stanley   5.95%  12/28/2017   69,600    79,918,618 
Morgan Stanley   6.25%  8/28/2017   17,990    20,764,184 
Morgan Stanley   7.30%  5/13/2019   41,550    51,000,215 
National Savings Bank (Sri Lanka) †(a)   8.875%   9/18/2018   13,400    14,740,000 
PNC Funding Corp.   5.625%  2/1/2017   1,968    2,190,744 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   397    434,715 
Regions Bank   7.50%  5/15/2018   53,905    64,317,290 
Regions Financial Corp.   2.00%  5/15/2018   28,584    28,178,736 
Regions Financial Corp.   5.75%  6/15/2015   3,240    3,425,390 
Regions Financial Corp.   7.75%  11/10/2014   14,915    15,644,746 
Russian Agricultural Bank OJSC via RSHB Capital SA
(Luxembourg)†(a)
   5.298%  12/27/2017   13,800    14,248,500 
Sberbank via SB Capital SA (Russia)†(a)    4.95%  2/7/2017   11,800    12,508,000 
Sberbank via SB Capital SA (Russia)(a)    5.40%  3/24/2017   4,900    5,255,250 
Sberbank via SB Capital SA (Russia)†(a)    5.50%  2/26/2024   11,750    11,617,812 
Standard Chartered Bank (United Kingdom)†(a)    6.40%  9/26/2017   39,371    44,851,443 
Swedbank Hypotek AB (Sweden)†(a)    2.95%  3/28/2016   33,630    35,191,643 
Synovus Financial Corp.   7.875%  2/15/2019   32,828    37,423,920 
Turkiye Halk Bankasi AS (Turkey)†(a)    4.875%  7/19/2017   9,800    9,898,000 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)    3.75%  4/15/2018   6,700    6,348,250 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)    5.00%  10/31/2018   19,500    19,203,600 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)    5.75%  4/24/2017   10,000    10,322,000 
Valley National Bank   5.00%  7/15/2015   3,350    3,487,410 
Vnesheconombank Via VEB Finance plc (Ireland)†(a)    4.224%  11/21/2018   9,800    9,812,250 
VTB Bank OJSC via VTB Capital SA (Luxembourg)†(a)    6.00%  4/12/2017   7,800    8,268,000 
Total                2,131,471,429 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Money Center 0.60%                  
                   
1Malaysia Sukuk Global Berhad (Malaysia)†(a)    3.928%  6/4/2015  $13,575   $14,141,838 
Akbank TAS (Turkey)†(a)    3.875%  10/24/2017   7,850    7,771,500 
Banco de Credito del Peru (Peru)†(a)    4.75%  3/16/2016   9,900    10,494,000 
Banco Nacional de Costa Rica (Costa Rica)†(a)    4.875%  11/1/2018  19,500   19,475,625 
BBVA Banco Continental SA (Peru)†(a)    2.25%  7/29/2016   12,655    12,734,094 
BBVA Banco Continental SA (Peru)†(a)    3.25%  4/8/2018   11,600    11,672,500 
Export-Import Bank of Korea (South Korea)(a)    0.992%#  1/14/2017   11,250    11,337,502 
Export-Import Bank of Korea (South Korea)(a)    1.094%#  9/17/2016   6,100    6,122,911 
Export-Import Bank of Korea (South Korea)(a)    3.75%  10/20/2016   6,675    7,148,912 
Wilmington Trust Corp.   8.50%  4/2/2018   10,931    13,189,476 
Zions Bancorporation   4.00%  6/20/2016   23,625    24,559,251 
Zions Bancorporation   4.50%  3/27/2017   54,403    57,919,175 
Zions Bancorporation   5.50%  11/16/2015   3,755    3,955,130 
Zions Bancorporation   7.75%  9/23/2014   3,924    4,068,301 
Total                204,590,215 
                   
Beverages 0.02%                  
                   
Coca-Cola Icecek AS (Turkey)†(a)    4.75%  10/1/2018   8,000    8,316,400 
                   
Biotechnology Research & Production 0.13%                  
                   
STHI Holding Corp.    8.00%  3/15/2018   41,505    44,254,706 
                   
Broadcasting 0.09%                  
                   
Cox Communications, Inc.    5.875%  12/1/2016   1,600    1,796,278 
Cox Communications, Inc.    6.25%  6/1/2018   7,872    9,090,822 
Cox Communications, Inc.    9.375%  1/15/2019   15,235    19,663,373 
Total                30,550,473 
                   
Brokers 0.34%                  
                   
Jefferies Group LLC   5.875%  6/8/2014   9,675    9,809,038 
Jefferies Group LLC   8.50%  7/15/2019   50,605    62,750,200 
Raymond James Financial, Inc.   8.60%  8/15/2019   33,585    42,701,883 
Total                115,261,121 
                   
Building Materials 0.33%                  
                   
Associated Materials LLC/AMH New Finance, Inc.   9.125%  11/1/2017   15,732    16,597,260 
Cemex SAB de CV (Mexico)†(a)    4.989%#  10/15/2018   12,000    12,600,000 
Cemex SAB de CV (Mexico)†(a)    9.00%  1/11/2018   19,500    21,328,125 
Cimento Tupi SA (Brazil)†(a)    9.75%  5/11/2018   6,225    6,256,125 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials (continued)                  
                   
Interline Brands, Inc.   7.50%  11/15/2018  $7,544   $8,019,272 
Interline Brands, Inc. PIK   10.00%  11/15/2018   18,910    20,824,637 
Owens Corning, Inc.   6.50%  12/1/2016   3,578    3,981,552 
Owens Corning, Inc.   9.00%  6/15/2019   18,882    23,549,366 
Total                113,156,337 
                   
Business Services 0.28%                  
                   
Alliance Data Systems Corp.    5.25%  12/1/2017   36,575    38,495,187 
Alliance Data Systems Corp.    6.375%  4/1/2020   11,092    11,923,900 
Expedia, Inc.   7.456%  8/15/2018   9,500    11,285,174 
Iron Mountain, Inc.   7.75%  10/1/2019   9,556    10,666,885 
Iron Mountain, Inc.   8.375%  8/15/2021  21,742   23,263,940 
Total                95,635,086 
                   
Cable Services 0.15%                  
                   
Time Warner Cable, Inc.   5.85%  5/1/2017   46,782    52,951,376 
                   
Chemicals 0.91%                  
                   
CF Industries, Inc.   6.875%  5/1/2018   48,332    56,384,063 
CF Industries, Inc.   7.125%  5/1/2020   13,135    15,736,991 
Methanex Corp. (Canada)(a)    6.00%  8/15/2015   38,517    41,046,912 
Nufarm Australia Ltd. (Australia)†(a)    6.375%  10/15/2019   9,800    10,216,500 
Phibro Animal Health Corp.    9.25%  7/1/2018   43,407    46,445,490 
Rhodia SA (France)†(a)    6.875%  9/15/2020   105,572    116,940,838 
Sibur Securities Ltd. (Ireland)†(a)    3.914%  1/31/2018   10,800    10,557,000 
Yara International ASA (Norway)†(a)    7.875%  6/11/2019   12,425    15,275,332 
Total                312,603,126 
                   
Coal 0.31%                  
                   
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.25%  12/15/2017   29,738    31,181,780 
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%  12/15/2019   42,573    46,138,489 
CONSOL Energy, Inc.   8.00%  4/1/2017   26,662    27,861,790 
Total                105,182,059 
                   
Communications & Media 0.21%                  
                   
Digicel Ltd. (Jamaica)†(a)    8.25%  9/1/2017   69,707    72,843,815 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Communications Technology 0.00%                  
                   
Motorola Solutions, Inc.   6.00%  11/15/2017  $1,298   $1,486,920 
                   
Computer Service 0.09%                  
                   
Ceridian Corp.   11.25%  11/15/2015   29,124    29,451,645 
                   
Computer Software 0.30%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017   7,909    8,363,768 
Brocade Communications Systems, Inc.   6.875%  1/15/2020   13,725    14,788,687 
Sophia LP/Sophia Finance, Inc.    9.75%  1/15/2019   1,960    2,185,400 
SunGard Data Systems, Inc.   7.375%  11/15/2018   71,325    76,050,281 
Total                101,388,136 
                   
Construction/Homebuilding 0.08%                  
                   
CRH America, Inc.   8.125%  7/15/2018   21,940    27,093,399 
                   
Consumer Products 0.16%                  
                   
Avon Products, Inc.   2.375%  3/15/2016   18,090    18,412,093 
Avon Products, Inc.   4.60%  3/15/2020   12,507    12,773,074 
Avon Products, Inc.   6.50%  3/1/2019  20,880   23,163,207 
Total                54,348,374 
                   
Containers 0.24%                  
                   
Berry Plastics Corp.   9.50%  5/15/2018   54,256    57,714,820 
BWAY Holding Co.   10.00%  6/15/2018   1,490    1,596,163 
Tekni-Plex, Inc.    9.75%  6/1/2019   19,600    22,540,000 
Total                81,850,983 
                   
Copper 0.01%                  
                   
Southern Copper Corp.   6.375%  7/27/2015   4,400    4,719,440 
                   
Data Product, Equipment & Communications 0.57%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   17,229    17,968,228 
Fidelity National Information Services, Inc.   7.875%  7/15/2020   164,626    178,214,230 
Total                196,182,458 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Diversified 0.06%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017  $18,735   $19,390,725 
Tyco Electronics Group SA (Luxemburg)(a)    6.55%  10/1/2017   1,011    1,175,236 
Total                20,565,961 
                   
Drugs 1.67%                  
                   
Capsugel SA PIK (Luxembourg)†(a)    7.00%  5/15/2019   5,850    6,080,344 
Grifols, Inc.   8.25%  2/1/2018   49,475    53,000,094 
Hospira, Inc.   5.20%  8/12/2020   9,700    10,339,405 
Hospira, Inc.   6.05%  3/30/2017   44,627    49,487,237 
Mylan, Inc.    6.00%  11/15/2018   164,975    174,886,368 
Mylan, Inc.    7.875%  7/15/2020   102,074    114,719,539 
Warner Chilcott Co. LLC/Warner Chilcott Finance LLC   7.75%  9/15/2018   151,842    163,230,150 
Total                571,743,137 
                   
Electric: Power 1.10%                  
                   
Cleveland Electric Illuminating Co. (The)   5.70%  4/1/2017   9,175    9,929,956 
Cleveland Electric Illuminating Co. (The)   8.875%  11/15/2018   6,393    8,116,815 
Dayton Power & Light Co. (The)    1.875%  9/15/2016   19,750    20,115,454 
Duquesne Light Holdings, Inc.   5.50%  8/15/2015   53,914    57,239,308 
Entergy Corp.   3.625%  9/15/2015   3,500    3,621,051 
Entergy Corp.   4.70%  1/15/2017   53,913    57,427,103 
Entergy Corp.   5.125%  9/15/2020   6,475    6,979,746 
Exelon Generation Co. LLC   5.20%  10/1/2019   35,693    39,277,220 
Indiantown Cogeneration LP   9.77%  12/15/2020   23,001    26,147,735 
North American Energy Alliance LLC/North American Energy Alliance Finance Corp.   10.875%  6/1/2016   29,220    30,328,691 
Oncor Electric Delivery Co. LLC   6.80%  9/1/2018   11,090    13,224,259 
Pennsylvania Electric Co.   6.05%  9/1/2017   2,074    2,308,880 
PPL WEM Holdings plc (United Kingdom)†(a)    3.90%  5/1/2016   75,860    79,904,628 
Red Oak Power LLC   8.54%  11/30/2019  21,607   22,393,638 
Total                377,014,484 
                   
Electrical Equipment 0.14%                  
                   
Altera Corp.   2.50%  11/15/2018   44,496    44,974,866 
STATS ChipPAC Ltd. (Singapore)†(a)    4.50%  3/20/2018   3,000    3,015,000 
Total                47,989,866 
                   
Electronics 0.23%                  
                   
FLIR Systems, Inc.   3.75%  9/1/2016   27,250    28,483,117 
Jabil Circuit, Inc.   7.75%  7/15/2016   20,458    23,398,838 
Jabil Circuit, Inc.   8.25%  3/15/2018   23,485    28,358,137 
Total                80,240,092 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electronics: Semi-Conductors/Components 0.05%                  
                   
Avnet, Inc.   5.875%  3/15/2014  $15,405   $15,428,246 
Freescale Semiconductor, Inc.   10.125%  12/15/2016   650    664,625 
Total                16,092,871 
                   
Energy Equipment & Services 0.97%                  
                   
Copano Energy LLC/Copano Energy Finance Corp.   7.125%  4/1/2021   92,347    105,306,239 
Energy Transfer Partners LP   6.125%  2/15/2017   15,393    17,246,209 
Energy Transfer Partners LP   8.50%  4/15/2014   23,766    23,975,046 
Energy Transfer Partners LP   9.00%  4/15/2019   92,433    117,687,822 
Energy Transfer Partners LP   9.70%  3/15/2019   37,619    49,061,308 
NRG Energy, Inc.   7.625%  5/15/2019   17,063    17,916,150 
Total                331,192,774 
                   
Engineering & Contracting Services 0.36%                  
                   
Andrade Gutierrez International SA (Luxembourg)†(a)    4.00%  4/30/2018   5,000    4,893,750 
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   24,673    23,069,255 
URS Corp.   3.85%  4/1/2017   89,656    93,751,934 
Total                121,714,939 
                   
Entertainment 0.87%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%  1/15/2019   62,611    66,445,924 
CCO Holdings LLC/CCO Holdings Capital Corp.   8.125%  4/30/2020   525    577,500 
Greektown Superholdings, Inc.    13.00%   7/1/2015   67,853    71,143,870 
Seminole Indian Tribe of Florida    6.535%  10/1/2020   24,857    27,466,985 
Seminole Indian Tribe of Florida    7.804%  10/1/2020   8,415    9,424,800 
Shingle Springs Tribal Gaming Authority    9.75%  9/1/2021   22,950    25,245,000 
Vail Resorts, Inc.   6.50%  5/1/2019   29,961    31,665,032 
WMG Acquisition Corp.   11.50%  10/1/2018   48,886    55,852,255 
WMG Holdings Corp.    13.75%  10/1/2019   1,400    1,687,000 
WMG Holdings Corp.   13.75%  10/1/2019   6,022    7,256,510 
Total                296,764,876 
                   
Financial Services 3.06%                  
                   
Air Lease Corp.   3.375%  1/15/2019  58,600   59,625,500 
Air Lease Corp.   4.50%  1/15/2016   23,826    25,195,995 
Air Lease Corp.   5.625%  4/1/2017   121,876    134,977,670 
Alfa Bank OJSC Via Alfa Bond Issuance plc (Ireland)†(a)    7.875%  9/25/2017   25,700    28,462,750 
Astoria Depositor Corp.    7.902%  5/1/2021   9,722    10,110,483 
Bear Stearns Cos. LLC (The)   5.55%  1/22/2017   67,583    75,288,746 
Credit Suisse AG (Guernsey)†(a)    1.625%  3/6/2015   29,070    29,430,584 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
DTEK Finance plc (United Kingdom)†(a)    7.875%  4/4/2018  $14,530   $11,624,000 
Dun & Bradstreet Corp. (The)   3.25%  12/1/2017   34,357    35,958,311 
Graton Economic Development Authority    9.625%  9/1/2019   30,765    35,687,400 
Hyundai Capital Services, Inc. (South Korea)†(a)    3.50%  9/13/2017   3,800    4,006,078 
Hyundai Capital Services, Inc. (South Korea)†(a)    4.375%  7/27/2016   25,331    27,111,313 
Hyundai Capital Services, Inc. (South Korea)†(a)    6.00%  5/5/2015   3,780    3,999,966 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   8,823    9,440,610 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   12,475    13,285,875 
Macquarie Group Ltd. (Australia)†(a)    6.00%  1/14/2020   10,922    12,217,382 
Macquarie Group Ltd. (Australia)†(a)    7.625%  8/13/2019   6,526    7,905,355 
MU Finance plc (United Kingdom)†(a)    8.375%  2/1/2017   55,291    57,917,836 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   4,590    4,670,325 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   58,800    65,415,000 
Old Mutual plc (United Kingdom)(c)    7.125%  10/19/2016  GBP2,174    4,060,610 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    9.50%  6/15/2019  $33,382    36,636,745 
ROC Finance LLC/ROC Finance 1 Corp.    12.125%  9/1/2018   55,208    57,968,400 
Rosneft Finance SA (Luxembourg)†(a)    6.25%  2/2/2015   9,500    9,960,750 
SteelRiver Transmission Co. LLC    4.71%  6/30/2017   20,774    22,083,273 
Utility Contract Funding LLC    7.944%  10/1/2016   14,469    15,814,523 
Western Union Co. (The)   1.234%#  8/21/2015   28,950    29,176,418 
Western Union Co. (The)   2.875%  12/10/2017   79,269    81,622,576 
Western Union Co. (The)   3.35%  5/22/2019   24,500    24,596,358 
Western Union Co. (The)   3.65%  8/22/2018   19,600    20,280,492 
Woodside Finance Ltd. (Australia)†(a)    4.50%  11/10/2014   39,788    40,818,430 
Woodside Finance Ltd. (Australia)†(a)    8.125%  3/1/2014   53,200    53,200,000 
Total                1,048,549,754 
                   
Financial: Miscellaneous 0.75%                  
                   
Hercules Offshore, Inc.    10.25%  4/1/2019   30,956    35,444,620 
Kayne Anderson MLP Investment Co.   1.494%#  8/19/2016   30,000    30,090,510 
Kayne Anderson MLP Investment Co.    1.494%#  8/19/2016   59,850    60,030,807 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   36,900    40,690,626 
SLM Corp.   4.875%  6/17/2019   12,300    12,730,857 
SLM Corp.   5.00%  6/15/2018   6,467    6,496,082 
SLM Corp.   5.50%  1/15/2019   24,620    26,129,354 
SLM Corp.   8.00%  3/25/2020   22,623    26,214,401 
SLM Corp.   8.45%  6/15/2018   14,974    17,781,625 
Turkiye Garanti Bankasi AS (Turkey)†(a)    2.737%#  4/20/2016   2,500    2,463,750 
Total                258,072,632 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food 0.93%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019  $36,443   $37,991,827 
CFG Investment SAC (Peru)†(a)    9.75%  7/30/2019   11,625    11,595,938 
Michael Foods Holding, Inc. PIK    8.50%  7/15/2018   43,381    45,604,276 
Minerva Luxembourg SA (Luxembourg)†(a)    12.25%  2/10/2022   4,820    5,374,300 
Mondelez International, Inc.   0.775%#  2/1/2019   22,500    22,440,645 
Raizen Fuels Finance Ltd.    9.50%  8/15/2014   15,859    16,410,893 
Southern States Cooperative, Inc.    10.00%  8/15/2021   13,000    12,935,000 
TreeHouse Foods, Inc.   7.75%  3/1/2018   11,553    12,067,109 
US Foods, Inc.   8.50%  6/30/2019   113,595    123,250,575 
Want Want China Finance Ltd. (China)†(a)    1.875%  5/14/2018   24,300    23,531,828 
Wells Enterprises, Inc.    6.75%  2/1/2020   6,434    6,667,233 
Total                317,869,624 
                   
Gaming 0.19%                  
                   
CCM Merger, Inc.    9.125%  5/1/2019   23,860    25,470,550 
Mohegan Tribal Gaming Authority    11.00%  9/15/2018   40,150    40,526,406 
Total                65,996,956 
                   
Health Care 0.06%                  
                   
VWR Funding, Inc.    10.75%  6/30/2017   21,460    22,077,213 
                   
Health Care Products 0.32%                  
                   
Boston Scientific Corp.   5.125%  1/12/2017   9,689    10,680,136 
Edwards Lifesciences Corp.   2.875%  10/15/2018   79,612    80,325,722 
Mallinckrodt International Finance SA (Luxembourg)†(a)    3.50%  4/15/2018   19,012    18,891,578 
Total                109,897,436 
                   
Health Care Services 0.16%                  
                   
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   12,828    14,316,048 
DaVita HealthCare Partners, Inc.   6.375%  11/1/2018   7,004    7,376,088 
Emdeon, Inc.   11.00%  12/31/2019   20,840    24,226,500 
Kindred Healthcare, Inc.   8.25%  6/1/2019   7,235    7,831,887 
Total                53,750,523 
                   
Industrial Products 0.16%                  
                   
Mueller Water Products, Inc.   7.375%  6/1/2017   43,377    44,786,753 
PPL WW Holdings Ltd. (United Kingdom)†(a)    7.25%  12/15/2017   9,185    10,358,319 
Total                55,145,072 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 0.27%                  
                   
CNO Financial Group, Inc.    6.375%  10/1/2020  $1,600   $1,712,000 
Fidelity National Financial, Inc.   6.60%  5/15/2017   26,492    29,761,537 
Hartford Financial Services Group, Inc.   4.75%  3/1/2014   2,285    2,285,000 
UnumProvident Finance Co. plc (United Kingdom)†(a)    6.85%  11/15/2015   535    582,881 
Willis Group Holdings plc (United Kingdom)(a)    4.125%  3/15/2016   33,455    35,250,329 
Willis North America, Inc.   6.20%  3/28/2017  20,171   22,046,076 
Total                91,637,823 
                   
Investment Management Companies 0.66%                  
                   
Ares Capital Corp.   4.875%  11/30/2018   93,500    97,702,825 
Grupo Aval Ltd.    5.25%  2/1/2017   12,800    13,568,000 
Lazard Group LLC   4.25%  11/14/2020   11,837    12,472,848 
Lazard Group LLC   6.85%  6/15/2017   58,016    66,359,513 
Leucadia National Corp.   8.125%  9/15/2015   9,220    10,165,050 
Nuveen Investments, Inc.   5.50%  9/15/2015   23,810    24,226,675 
Total                224,494,911 
                   
Leasing 0.61%                  
                   
Aviation Capital Group Corp.    4.625%  1/31/2018   12,740    13,285,896 
International Lease Finance Corp.    6.75%  9/1/2016   37,875    42,656,719 
International Lease Finance Corp.    7.125%  9/1/2018   54,680    63,838,900 
Jurassic Holdings III, Inc.    6.875%  2/15/2021   6,550    6,762,875 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.375%  3/15/2018   31,813    33,476,566 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.75%  5/11/2017   44,745    47,890,126 
Total                207,911,082 
                   
Leisure 0.11%                  
                   
Royal Caribbean Cruises Ltd.   7.25%  3/15/2018   12,250    14,271,250 
Seneca Gaming Corp.    8.25%  12/1/2018   22,303    24,087,240 
Total                38,358,490 
                   
Lodging 1.14%                  
                   
Grupo Posadas SAB de CV (Mexico)†(a)    7.875%  11/30/2017   24,094    24,425,293 
Host Hotels & Resorts LP   5.875%  6/15/2019   138,574    150,357,917 
Host Hotels & Resorts LP   6.00%  11/1/2020   178,924    196,512,050 
Hyatt Hotels Corp.    6.875%  8/15/2019   3,825    4,497,791 
Studio City Finance Ltd.    8.50%  12/1/2020   7,300    8,176,000 
Wyndham Worldwide Corp.   2.95%  3/1/2017   4,511    4,624,889 
Total                388,593,940 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.58%                  
                   
American Rock Salt Co. LLC/American Rock Capital Corp.   8.25%  5/1/2018  $24,417   $25,485,244 
Camposol SA (Peru)†(a)    9.875%  2/2/2017   7,616    7,844,480 
Imperial Tobacco Finance plc (United Kingdom)†(a)    2.05%  2/11/2018   9,450    9,444,028 
Lorillard Tobacco Co.   8.125%  6/23/2019   113,692    141,934,457 
MHP SA (Ukraine)†(a)    10.25%  4/29/2015   13,202    13,036,975 
Total                197,745,184 
                   
Machinery: Industrial/Specialty 0.00%                  
                   
Cleaver-Brooks, Inc.    8.75%  12/15/2019   1,000    1,115,000 
                   
Machinery: Oil Well Equipment & Services 0.06%                  
                   
National Oilwell Varco, Inc.   6.125%  8/15/2015  20,320   20,345,745 
                   
Manufacturing 0.18%                  
                   
Amsted Industries, Inc.    8.125%  3/15/2018   24,029    25,140,341 
J.B. Poindexter & Co., Inc.    9.00%  4/1/2022   7,800    8,385,000 
Smiths Group plc (United Kingdom)†(a)    6.05%  5/15/2014   27,241    27,537,791 
Total                61,063,132 
                   
Media 0.33%                  
                   
21st Century Fox America, Inc.   7.60%  10/11/2015   1,118    1,230,840 
Central European Media Enterprises Ltd.†(c)    11.625%  9/15/2016  EUR 11,100    16,240,614 
Columbus International, Inc. (Barbados)†(a)    11.50%  11/20/2014  $7,575    8,048,437 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.20%  3/15/2020   9,337    10,301,241 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.875%  10/1/2019   19,198    22,045,793 
Harron Communications LP/Harron Finance Corp.    9.125%  4/1/2020   14,928    16,943,280 
NET Servicos de Comunicacao SA (Brazil)(a)    7.50%  1/27/2020   26,663    29,195,985 
Videotron Ltee (Canada)(a)    6.375%  12/15/2015   1,448    1,453,430 
Videotron Ltee (Canada)(a)    9.125%  4/15/2018   6,592    6,872,160 
Total                112,331,780 
                   
Metal Fabricating 0.22%                  
                   
Glencore Canada Corp. (Canada)(a)    5.50%  6/15/2017   6,670    7,417,920 
Severstal Columbus LLC   10.25%  2/15/2018   61,675    64,999,283 
Xstrata Canada Corp. (Canada)(a)    6.00%  10/15/2015   1,975    2,124,703 
Total                74,541,906 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous 1.08%                  
                   
Anglo American Capital plc (United Kingdom)†(a)    9.375%  4/8/2019  $80,078   $103,171,614 
Compass Minerals International, Inc.   8.00%  6/1/2019   17,658    18,673,335 
Corp. Nacional del Cobre de Chile (Chile)†(a)    4.75%  10/15/2014   22,376    22,892,863 
IAMGOLD Corp. (Canada)†(a)    6.75%  10/1/2020   19,850    17,567,250 
KGHM International Ltd. (Canada)†(a)    7.75%  6/15/2019   17,716    18,823,250 
Kinross Gold Corp. (Canada)(a)    3.625%  9/1/2016   59,097    61,008,965 
New Gold, Inc. (Canada)†(a)    7.00%  4/15/2020   31,970    33,368,688 
Xstrata Finance Canada Ltd. (Canada)†(a)    2.05%  10/23/2015   14,650    14,847,658 
Xstrata Finance Canada Ltd. (Canada)†(a)    2.70%  10/25/2017   14,884    15,231,482 
Xstrata Finance Canada Ltd. (Canada)†(a)    2.85%  11/10/2014   23,527    23,829,016 
Xstrata Finance Canada Ltd. (Canada)†(a)    3.60%  1/15/2017   31,100    32,742,173 
Xstrata Finance Canada Ltd. (Canada)†(a)    5.80%  11/15/2016   5,914    6,561,305 
Total                368,717,599 
                   
Miscellaneous 0.03%                  
                   
Marfrig Holding Europe BV (Netherlands)†(a)    9.875%  7/24/2017   11,500    11,787,500 
                   
Natural Gas 0.06%                  
                   
Sabine Pass LNG LP   6.50%  11/1/2020   13,710    14,395,500 
SourceGas LLC    5.90%  4/1/2017   3,180    3,391,702 
Southern Star Central Gas Pipeline, Inc.   6.00%  6/1/2016  2,965   3,232,606 
Total                21,019,808 
                   
Oil 2.84%                  
                   
Afren plc (United Kingdom)†(a)    6.625%  12/9/2020   8,300    8,362,250 
Afren plc (United Kingdom)†(a)    10.25%  4/8/2019   11,300    12,980,875 
Afren plc (United Kingdom)†(a)    11.50%  2/1/2016   17,250    19,708,125 
Alliance Oil Co., Ltd. (Russia)†(a)    9.875%  3/11/2015   24,300    25,120,125 
Antero Resources Finance Corp.   7.25%  8/1/2019   7,743    8,362,440 
BP Capital Markets plc (United Kingdom)(a)    0.777%#  5/10/2019   48,350    48,484,558 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%  10/15/2020   10,413    11,324,138 
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%  5/15/2019   11,062    13,505,883 
Chaparral Energy, Inc.   8.25%  9/1/2021   18,815    20,696,500 
Chaparral Energy, Inc.   9.875%  10/1/2020   32,757    37,506,765 
CNPC General Capital Ltd. (China)†(a)    1.45%  4/16/2016   16,600    16,630,826 
CNPC General Capital Ltd. (China)†(a)    2.75%  4/19/2017   9,800    10,003,105 
Concho Resources, Inc.   7.00%  1/15/2021   1,934    2,146,740 
Continental Resources, Inc.   7.125%  4/1/2021   31,067    35,299,879 
Continental Resources, Inc.   7.375%  10/1/2020   51,331    58,132,357 
Continental Resources, Inc.   8.25%  10/1/2019   32,628    35,360,595 
DCP Midstream LLC    9.75%  3/15/2019   25,954    33,418,812 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Ecopetrol SA (Colombia)(a)    4.25%  9/18/2018  $9,500   $10,058,125 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   33,178    35,832,240 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(a)    4.95%  5/23/2016   18,000    19,168,200 
Harvest Operations Corp. (Canada)†(a)    2.125%  5/14/2018   4,800    4,787,746 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   28,599    31,315,905 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   46,335    50,273,475 
Husky Oil Ltd. (Canada)(a)    7.55%  11/15/2016   4,625    5,357,003 
KazMunaiGas National Co. (Kazakhstan)†(a)    11.75%  1/23/2015   4,900    5,341,000 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   47,468    53,045,490 
LUKOIL International Finance BV (Netherlands)†(a)    3.416%  4/24/2018   13,800    13,920,750 
LUKOIL International Finance BV (Netherlands)†(a)    6.375%  11/5/2014   28,166    29,194,059 
MEG Energy Corp. (Canada)†(a)    6.50%  3/15/2021   14,250    15,105,000 
Naftogaz of Ukraine NJSC (Ukraine)(a)    9.50%  9/30/2014   27,200    24,446,000 
Pacific Drilling SA (Luxembourg)(a)    8.25%  2/23/2015   31,150    32,629,625 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   6,800    7,968,444 
Panhandle Eastern Pipeline Co. LP   8.125%  6/1/2019   909    1,115,083 
Petroleos de Venezuela SA (Venezuela)(a)    4.90%  10/28/2014   14,500    13,666,250 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%  4/12/2017   3,250    2,335,125 
Petronas Global Sukuk Ltd. (Malaysia)†(a)    4.25%  8/12/2014   26,700    27,124,263 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)    5.50%  9/30/2014   18,550    19,069,400 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)    5.832%  9/30/2016   8,531    9,127,635 
Rosetta Resources, Inc.   9.50%  4/15/2018   15,520    16,470,600 
Rosneft Finance SA (Luxembourg)†(a)    7.875%  3/13/2018   39,075    45,229,312 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(a)    3.149%  3/6/2017   30,700    31,160,500 
Seadrill Ltd.    5.625%  9/15/2017  21,030   22,028,925 
Sinopec Capital 2013 Ltd.    1.25%  4/24/2016   9,600    9,596,813 
Sinopec Group Overseas Development 2012 Ltd.   2.75%  5/17/2017   11,800    12,100,334 
Sinopec Group Overseas Development 2013 Ltd.   2.50%  10/17/2018   19,500    19,580,944 
Swift Energy Co.   7.875%  3/1/2022   6,885    7,091,550 
Total                971,183,769 
                   
Oil: Crude Producers 2.83%                  
                   
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)    5.67%  3/5/2014   12,565    12,565,000 
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)    8.70%  8/7/2018   1,800    2,196,000 
Anadarko Petroleum Corp.   6.375%  9/15/2017   8,156    9,452,886 
Anadarko Petroleum Corp.   7.625%  3/15/2014   21,498    21,539,384 
Anadarko Petroleum Corp.   8.70%  3/15/2019   18,840    24,104,028 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   7.75%  4/1/2019   30,580    33,408,650 
Crosstex Energy LP/Crosstex Energy Finance Corp.   7.125%  6/1/2022   18,186    21,004,830 
Crosstex Energy LP/Crosstex Energy Finance Corp.   8.875%  2/15/2018   98,239    103,212,349 
DCP Midstream Operating LP   2.50%  12/1/2017   12,550    12,879,500 
Devon Energy Corp.   0.784%#  12/15/2016   38,250    38,318,391 
Enable Oklahoma Intrastate Transmission LLC   6.875%  7/15/2014   7,535    7,680,576 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
Enbridge Energy Partners LP   9.875%  3/1/2019  $23,752   $31,051,631 
Forest Oil Corp.   7.25%  6/15/2019   6,796    5,878,540 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%  12/15/2018   9,128    9,881,060 
Maritimes & Northeast Pipeline LLC    7.50%  5/31/2014   19,750    20,000,671 
Midcontinent Express Pipeline LLC    5.45%  9/15/2014   41,295    41,988,426 
Midcontinent Express Pipeline LLC    6.70%  9/15/2019   10,420    10,364,482 
OGX Austria GmbH (Austria)(a)(d)    8.50%  6/1/2018   31,150    1,946,875 
Pacific Rubiales Energy Corp. (Canada)†(a)    5.375%  1/26/2019   29,200    30,149,000 
Plains Exploration & Production Co.   6.125%  6/15/2019   22,275    24,641,719 
Plains Exploration & Production Co.   6.50%  11/15/2020   30,387    33,729,570 
Plains Exploration & Production Co.   6.625%  5/1/2021   77,826    85,414,035 
Plains Exploration & Production Co.   7.625%  4/1/2020   140,237    154,611,292 
Plains Exploration & Production Co.   8.625%  10/15/2019   50,836    55,792,510 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   15,900    17,052,750 
Southeast Supply Header LLC    4.85%  8/15/2014   78,057    79,375,148 
Southern Star Central Corp.   6.75%  3/1/2016   1,748    1,754,555 
Southern Star Central Corp.    6.75%  3/1/2016   26,200    26,298,250 
Sunoco Logistics Partners Operations LP   6.125%  5/15/2016   2,900    3,106,242 
Sunoco, Inc.   5.75%  1/15/2017   12,908    14,133,576 
W&T Offshore, Inc.   8.50%  6/15/2019   30,566    33,240,525 
Total                966,772,451 
                   
Oil: Integrated Domestic 0.63%                  
                   
Buckeye Partners LP   2.65%  11/15/2018   14,650    14,702,637 
Buckeye Partners LP   6.05%  1/15/2018   8,570    9,626,818 
Kinder Morgan Energy Partners LP   9.00%  2/1/2019   7,625    9,726,542 
Korea National Oil Corp. (South Korea)†(a)    2.75%  1/23/2019   19,700    19,999,755 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic (continued)                  
                   
Korea National Oil Corp. (South Korea)†(a)   2.875%  11/9/2015  $30,455   $31,534,569 
Korea National Oil Corp. (South Korea)†(a)   5.375%  7/30/2014   18,000    18,338,436 
Newfield Exploration Co.   6.875%  2/1/2020   19,798    21,357,093 
Newfield Exploration Co.   7.125%  5/15/2018   24,386    25,361,440 
Pioneer Energy Services Corp.   9.875%  3/15/2018   23,266    24,545,630 
Rowan Cos., Inc.   7.875%  8/1/2019   28,371    34,564,645 
Texas Gas Transmission LLC   4.60%  6/1/2015   4,160    4,339,641 
Total                214,097,206 
                   
Oil: Integrated International 1.78%                  
                   
Petrobras Global Finance BV (Netherlands)(a)   1.855%#  5/20/2016   24,300    24,057,000 
Petrobras Global Finance BV (Netherlands)(a)   2.379%#  1/15/2019   34,000    33,320,000 
Petrobras International Finance Co.   2.875%  2/6/2015   53,025    53,820,375 
Petrobras International Finance Co.   3.875%  1/27/2016   9,950    10,273,375 
Petrobras International Finance Co.   7.75%  9/15/2014   3,361    3,479,643 
Petrohawk Energy Corp.   6.25%  6/1/2019   83,662    91,444,323 
Petrohawk Energy Corp.   7.25%  8/15/2018   84,022    89,786,245 
Petroleos Mexicanos (Mexico)(a)   2.257%#  7/18/2018   14,600    15,184,000 
Petroleos Mexicanos (Mexico)†(a)   3.125%  1/23/2019   29,400    30,120,300 
Transocean, Inc.   6.00%  3/15/2018   41,956    47,297,376 
Transocean, Inc.   6.50%  11/15/2020   37,637    42,624,693 
Transocean, Inc.   7.375%  4/15/2018   286    332,640 
Weatherford International Ltd.   5.50%  2/15/2016   3,156    3,401,404 
Weatherford International Ltd.   6.00%  3/15/2018   21,551    24,524,392 
Weatherford International Ltd.   9.625%  3/1/2019   105,367    137,678,107 
Total                607,343,873 
                   
Paper & Forest Products 0.15%                  
                   
Fibria Overseas Finance Ltd.   6.75%  3/3/2021   6,720    7,442,400 
Fibria Overseas Finance Ltd.   7.50%  5/4/2020   2,298    2,539,290 
West Fraser Timber Co. Ltd. (Canada)†(a)   5.20%  10/15/2014   41,101    42,334,030 
Total                52,315,720 
                   
Printing 0.03%                  
                   
Quebecor Media, Inc. (Canada)(a)   7.75%  3/15/2016   9,347    9,428,786 
                   
Production Technology Equipment 0.03%                  
                   
CNOOC Finance 2013 Ltd. (Hong Kong)(a)   1.75%  5/9/2018   9,700    9,539,300 
                   
Real Estate Investment Trusts 1.16%                  
                   
American Tower Corp.   3.40%  2/15/2019   9,800    10,190,746 
American Tower Corp.   4.50%  1/15/2018   41,519    45,200,531 
American Tower Corp.   7.00%  10/15/2017   30,005    35,216,178 
American Tower Corp.   7.25%  5/15/2019   33,591    40,504,229 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                  
                   
ARC Properties Operating Partnership LP/Clark Acquisition LLC   2.00%  2/6/2017  $133,600   $133,784,769 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   3.00%  2/6/2019   14,650    14,638,705 
Atlantic Finance Ltd. (United Kingdom)†(a)   10.75%  5/27/2014   11,865    12,136,234 
BRE Properties, Inc.   4.697%  3/17/2014   17,461    17,483,699 
Corrections Corp. of America   4.125%  4/1/2020   17,101    16,801,733 
Country Garden Holdings Co. Ltd. (China)†(a)   11.25%  4/22/2017   2,000    2,130,000 
DDR Corp.   9.625%  3/15/2016   5,830    6,777,608 
EPR Properties   7.75%  7/15/2020   14,552    17,310,317 
Healthcare Realty Trust, Inc.   6.50%  1/17/2017   17,330    19,542,989 
Kilroy Realty LP   4.80%  7/15/2018   19,155    20,782,370 
Liberty Property LP   5.125%  3/2/2015   2,245    2,337,968 
Potlatch Corp.   6.95%  12/15/2015   1,500    1,620,938 
Regency Centers LP   4.95%  4/15/2014   1,895    1,903,789 
Total                398,362,803 
                   
Restaurants 0.19%                  
                   
Darden Restaurants, Inc.   6.20%  10/15/2017   58,321    66,047,774 
                   
Retail 1.28%                  
                   
CDR DB Sub, Inc.   7.75%  10/15/2020   18,820    18,396,550 
Chinos Intermediate Holdings A, Inc. PIK   7.75%  5/1/2019   16,103    16,867,892 
Maestro Peru SA (Peru)†(a)   6.75%  9/26/2019   1,566    697,500 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   45,713    47,541,520 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   23,310    23,951,025 
PETCO Holdings, Inc. PIK   8.50%  10/15/2017   11,031    11,320,564 
QVC, Inc.   7.375%  10/15/2020   102,755    111,380,255 
QVC, Inc.   7.50%  10/1/2019   193,420    206,953,211 
Total                437,108,517 
                   
Savings & Loan 0.23%                  
                   
AmSouth Bank   5.20%  4/1/2015   46,994    48,964,271 
Santander Holdings USA, Inc.   3.00%  9/24/2015   24,200    25,038,820 
Santander Holdings USA, Inc.   4.625%  4/19/2016   6,024    6,460,421 
Total               80,463,512 
                   
Security Services 0.07%                  
                   
Smith & Wesson Holding Corp.   5.875%  6/15/2017   24,700    24,823,500 
                   
Steel 0.73%                  
                   
Allegheny Technologies, Inc.   9.375%  6/1/2019   17,220    21,127,252 
Edgen Murray Corp.   8.75%  11/1/2020   32,644    37,805,833 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Steel (continued)                  
                   
Glencore Funding LLC   1.394%#  5/27/2016  $34,700   $34,622,272 
Glencore Funding LLC   1.70%  5/27/2016   31,490    31,709,863 
Glencore Funding LLC   2.50%  1/15/2019   6,527    6,429,780 
Glencore Funding LLC   6.00%  4/15/2014   86,581    87,101,006 
GTL Trade Finance, Inc.   7.25%  10/20/2017   11,785    13,434,900 
Metinvest BV (Netherlands)†(a)   8.75%  2/14/2018   1,525    1,342,000 
Metinvest BV (Netherlands)†(a)   10.25%  5/20/2015   1,730    1,639,175 
Severstal OAO Via Steel Capital SA (Luxembourg)†(a)   4.45%  3/19/2018   7,300    7,236,125 
Vale Overseas Ltd. (Brazil)(a)   6.25%  1/11/2016   6,040    6,608,394 
Total                249,056,600 
                   
Supermarkets 0.04%                  
                   
Safeway, Inc.   5.625%  8/15/2014   6,875    7,003,776 
Stater Bros Holdings, Inc.   7.375%  11/15/2018   5,893    6,253,946 
Total                13,257,722 
                   
Synthetic Fibers 0.15%                  
                   
Polymer Group, Inc.   7.75%  2/1/2019   46,282    49,695,298 
                   
Technology 0.13%                  
                   
Baidu, Inc. (China)(a)   2.25%  11/28/2017   14,800    14,797,129 
Baidu, Inc. (China)(a)   3.25%  8/6/2018   14,500    14,853,017 
Fiserv, Inc.   6.80%  11/20/2017   11,450    13,292,740 
Total                42,942,886 
                   
Telecommunications 1.24%                  
                   
Altice Financing SA (Luxembourg)†(a)   7.875%  12/15/2019   8,328    9,119,160 
Block Communications, Inc.   7.25%  2/1/2020   18,453    19,790,842 
Consolidated Communications Finance Co.   10.875%  6/1/2020   48,135    56,077,275 
Cricket Communications, Inc.   7.75%  10/15/2020   168,951    192,181,762 
Digicel Group Ltd. (Jamaica)†(a)   10.50%  4/15/2018   25,408    27,123,040 
Embarq Corp.   7.082%  6/1/2016   10,475    11,734,975 
GTE Corp.   6.84%  4/15/2018   8,336    9,806,254 
Qwest Corp.   7.50%  10/1/2014   19,565    20,280,179 
Qwest Corp.   7.625%  6/15/2015   500    538,729 
Sable International Finance Ltd.   8.75%  2/1/2020   27,630    31,152,825 
Telemovil Finance Co., Ltd. (El Salvador)†(a)   8.00%  10/1/2017   16,325    17,365,719 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
    Fair
Value
 
Telecommunications (continued)                  
                   
Vimpel Communications OJSC via UBS Luxembourg SA (Luxembourg)†(a)   8.25%  5/23/2016  $13,400   $14,807,000 
Vimpel Communications via VIP Finance Ireland Ltd. OJSC (Luxembourg)†(a)   6.493%  2/2/2016   8,500    9,073,750 
VimpelCom Holdings BV (Netherlands)†(a)   5.20%  2/13/2019   4,800    4,812,000 
Total               423,863,510 
                   
Telephone-Long Distance 0.06%                  
                   
America Movil SAB de CV (Mexico)(a)   1.244%#  9/12/2016   19,400    19,673,656 
                   
Tobacco 0.03%                  
                   
Altria Group, Inc.   9.25%  8/6/2019   6,525    8,694,582 
                   
Transportation: Miscellaneous 0.55%                  
                   
Air Medical Group Holdings, Inc.   9.25%  11/1/2018   29,765    32,443,850 
Asciano Finance Ltd. (Australia)†(a)   3.125%  9/23/2015   10,625    10,924,795 
Florida East Coast Holdings Corp. PIK   10.50%  8/1/2017   31,771    32,464,560 
Florida East Coast Railway Corp.   8.125%  2/1/2017   28,510    29,842,842 
Grupo Senda Autotransporte SA de CV (Mexico)†(a)   10.50%  10/3/2015   5,950    6,054,125 
Kazakhstan Temir Zholy Finance BV (Netherlands)(a)     7.00 %   5/11/2016     12,700       13,985,875  
Marquette Transportation Co./Marquette Transportation Finance Corp.     10.875 %   1/15/2017     39,970       42,268,275  
Martin Midstream Partners LP/Martin Midstream Finance Corp.     8.875 %   4/1/2018     8,166       8,564,093  
Transnet SOC Ltd. (South Africa)†(a)     4.50 %   2/10/2016     9,600       10,089,936  
Total                         186,638,351  
                             
Truckers 0.04%                            
                             
Con-way, Inc.     7.25 %   1/15/2018     10,252       12,067,793  
                             
Utilities 0.27%                            
                             
Origin Energy Finance Ltd. (Australia)†(a)     3.50 %   10/9/2018     69,770       71,466,248  
Public Service Co. of New Mexico     7.95 %   5/15/2018     17,005       20,509,442  
Total                           91,975,690  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities: Electrical 0.15%                            
                             
IPALCO Enterprises, Inc.     5.00 %   5/1/2018   $ 7,074     $ 7,533,810  
Israel Electric Corp. Ltd. (Israel)†(a)     7.25 %   1/15/2019     5,000       5,625,000  
Jersey Central Power & Light Co.     5.625 %   5/1/2016     8,500       9,272,998  
Jersey Central Power & Light Co.     7.35 %   2/1/2019     1,530       1,845,662  
TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)     4.75 %   9/15/2014     27,000       27,553,500  
Total                         51,830,970  
Total Corporate Bonds
(cost $14,533,879,309)
                        14,717,313,899  
                             
FLOATING RATE LOANS(e) 3.21%                            
                             
Aerospace/Defense 0.10%                            
Alliant Techsystems, Inc. Term Loan B     3.50 %   11/1/2020     26,245       26,400,895  
DigitalGlobe, Inc. Term Loan     3.75 %   1/31/2020     8,719       8,730,067  
Total                         35,130,962  
                             
Containers 0.03%                            
                             
Owens-Brockway Glass Container, Inc. Term Loan B1     1.905 %   5/19/2016     9,305       9,316,989  
                             
Electric: Generation 0.03%                            
                             
Panda Temple Power II LLC Advance Construction Term Loan     7.25 %   4/3/2019     9,646       9,911,265  
                             
Energy Equipment & Services 0.19%                            
                             
CenterPoint Energy Field Services LP Term Loan 1.782% - 1.838 %   4/24/2016     19,250       19,274,062  
Crestwood Holdings LLC Term Loan B1     7.00 %   6/19/2019     21,562       22,046,997  
Offshore Group Investment Ltd. 2nd Term Loan     5.75 %   3/28/2019     22,455       22,792,142  
Total                         64,113,201  
                             
Financial: Miscellaneous 0.03%                  
                   
Moneygram International, Inc. Term Loan   4.25%  3/27/2020   11,066    11,129,951 
                   
Food 0.01%                  
                   
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   4,050    4,217,063 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming 0.56%                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/20/2020  $95,750   $95,799,790 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   96,561    96,691,596 
Total                192,491,386 
                   
Health Care 0.67%                  
                   
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   7,650    7,731,281 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   2,407    2,448,636 
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   1.986%  10/30/2017   46,173    46,259,652 
Fresenius US Finance I, Inc. Tranche B Term Loan   2.247%  8/7/2019   74,591    74,744,250 
Thermo Fisher Scientific, Inc. Term Loan   1.620%  5/31/2016   96,000    96,090,240 
Total                227,274,059 
                   
Leasing 0.10%                  
                   
Delos Finance S.A R.L. Term Loan   3.50%  2/13/2021   34,380    34,551,900 
                   
Leisure 0.01%                  
                   
Dave & Buster’s, Inc. New Term Loan   4.50%  6/1/2016   1,915    1,919,967 
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019   2,993    2,923,298 
Total                4,843,265 
                   
Media 0.81%                  
                   
AMC Networks, Inc. Term Loan A   2.157%  6/30/2017   121,000    106,159,000 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   53,329    53,132,360 
CSC Holdings LLC Term Loan B   2.655%  4/17/2020   119,553    118,886,962 
Total                278,178,322 
                   
Services 0.13%                  
                   
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   8,000    8,282,520 
Hertz Corp. (The) Letter of Credit Term Loan   2.75%  3/9/2018   18,588    18,564,892 
Road Infrastructure Investment LLC 1st Lien Term Loan   6.25%  3/30/2018   4,484    4,520,292 
Road Infrastructure Investment LLC 2nd Lien Term Loan   10.25%  9/28/2018   12,250    12,403,125 
Total                43,770,829 
                   
Telecommunications 0.34%                  
                   
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   92,814    97,015,824 
American Tower Corp. Term Loan A   1.41%  1/3/2019   18,500    18,488,530 
Total                115,504,354 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments   Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
    Fair
Value
 
Utilities 0.20%                            
                             
La Frontera Generation LLC Term Loan     4.50 %   9/30/2020   $ 4,297     $ 4,316,465  
Moxie Liberty LLC Advance Construction Term Loan B1     7.50 %   8/20/2020     27,036       27,779,490  
Moxie Patriot LLC Advance Construction Term Loan B1     6.75 %   12/18/2020     17,300       17,775,750  
Windsor Financing LLC Facility B Term Loan     6.25 %   12/5/2017     18,063       18,605,350  
Total                         68,477,055  
Total Floating Rate Loans
(cost $1,096,162,763)
                        1,098,910,601  
                             
FOREIGN BONDS(c) 0.80%                            
                             
Luxembourg 0.20%                            
                             
Capsugel FinanceCo SCA     9.875 %   8/1/2019   EUR 44,700       68,106,911  
                             
Netherlands 0.44%                            
                             
Ziggo Finance BV     6.125 %   11/15/2017   EUR 105,001       149,372,213  
                             
South Africa 0.08%                            
                             
Foodcorp Ltd.     8.75 %   3/1/2018   EUR 18,180       27,540,512  
                             
United Kingdom 0.08%                            
                             
R&R Ice Cream plc     8.375 %   11/15/2017   EUR 18,050       26,627,288  
R&R Ice Cream plc PIK     9.25 %   5/15/2018   EUR 2,103       2,989,854  
Total                         29,617,142  
Total Foreign Bonds
(cost $258,320,488)
                        274,636,778  
                             
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.57%                            
                             
Argentina 0.03%                            
                             
City of Buenos Aires     9.95 %   3/1/2017   $ 8,100       7,695,000  
Provincia de Neuquen     7.875 %   4/26/2021     2,768       2,698,410  
Total                         10,393,410  
                             
Brazil 0.03%                            
                             
Republic of Brazil     8.00 %   1/15/2018     10,356       11,608,578  
                             
Dominican Republic 0.03%                            
                             
Dominican Republic     9.04 %   1/23/2018     9,513       10,488,381  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gabon 0.00%                            
                             
Republic of Gabon     6.375 %   12/12/2024   $ (f)   $ 268  
                             
Ghana 0.05%                            
                             
Republic of Ghana     8.50 %   10/4/2017     15,425       15,810,625  
                             
Indonesia 0.02%                            
                             
Perusahaan Penerbit SBSN     4.00 %   11/21/2018     5,800       5,952,250  
                   
Mexico 0.02%                  
                   
United Mexican States   6.625%  3/3/2015   4,950    5,254,425 
                   
Mongolia 0.02%                  
                   
Republic of Mongolia   4.125%  1/5/2018   5,800    5,278,000 
                   
Peru 0.04%                  
                   
Republic of Peru   8.375%  5/3/2016   3,900    4,494,750 
Republic of Peru   9.875%  2/6/2015   9,892    10,703,144 
Total                15,197,894 
                   
Philippines 0.02%                  
                   
Republic of Philippines   8.875%  3/17/2015   5,845    6,340,364 
                   
Poland 0.10%                  
                   
Republic of Poland   3.875%  7/16/2015   17,900    18,727,875 
Republic of Poland   5.00%  10/19/2015   15,000    16,096,500 
Total                34,824,375 
                   
Russia 0.10%                  
                   
Russia Eurobonds   3.625%  4/29/2015   34,750    35,879,375 
                   
Slovenia 0.04%                  
                   
Republic of Slovenia   4.125%  2/18/2019   14,000    14,411,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
South Africa 0.03%                  
                   
Republic of South Africa   6.50%  6/2/2014  $9,900   $10,049,490 
                   
Sri Lanka 0.03%                  
                   
Republic of Sri Lanka   6.00%  1/14/2019   10,000    10,525,000 
                   
Ukraine 0.01%                  
                   
Ukraine Government   6.25%  6/17/2016   3,800    3,410,500 
Total Foreign Government Obligations
(cost $192,850,470)
                195,424,185 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.40% 
                   
Federal Home Loan Mortgage Corp. 2011-K701 B   4.287%#  7/25/2048   4,000    4,197,376 
Federal Home Loan Mortgage Corp. 2011-K704 B   4.533%#  10/25/2030   19,440    20,509,560 
Federal Home Loan Mortgage Corp. 2012-K708 C   3.759%#  2/25/2045   4,500    4,440,002 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.741%#  4/25/2045   17,000    17,356,414 
Federal Home Loan Mortgage Corp. 2013-K502 C   3.197%#  3/25/2045   5,000    4,993,315 
Federal Home Loan Mortgage Corp. K004 A1   3.413%  5/25/2019   18,091    19,248,508 
Federal Home Loan Mortgage Corp. K005 A1   3.484%  4/25/2019   50,028    52,979,775 
Federal Home Loan Mortgage Corp. K006 A1   3.398%  7/25/2019   58,994    62,659,436 
Federal Home Loan Mortgage Corp. K007 A1   3.342%  12/25/2019   18,744    19,835,043 
Federal Home Loan Mortgage Corp. K008 A1   2.746%  12/25/2019   26,582    27,760,619 
Federal Home Loan Mortgage Corp. K009 A1   2.757%  5/25/2020   23,876    24,932,175 
Federal Home Loan Mortgage Corp. K706 A1   1.691%  6/25/2018   29,571    30,059,104 
Federal Home Loan Mortgage Corp. KAIV A1   2.966%  1/25/2021   14,484    15,172,822 
Federal National Mortgage Assoc. 2011-M3 A1   2.072%  7/25/2021   11,665    11,928,565 
Federal National Mortgage Assoc. 2011-M5 A1   2.007%  7/25/2021   24,709    25,021,517 
Federal National Mortgage Assoc. 2011-M8 A1   1.977%  8/25/2021   44,364    45,099,407 
Federal National Mortgage Assoc. 2012-M2 A1   1.824%  2/25/2022   31,575    31,624,387 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   29,894    29,945,422 
Federal National Mortgage Assoc. 2013-M5 ASQ2   0.595%  8/25/2015   30,355    30,424,866 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $468,061,999)
   478,188,313 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 5.19%     
                   
Federal Home Loan Mortgage Corp.   2.338%#  4/1/2037   20,775    22,131,337 
Federal Home Loan Mortgage Corp.   2.34%#  11/1/2036   9,226    9,708,734 
Federal Home Loan Mortgage Corp.   2.354%#  4/1/2038   9,874    10,512,660 
Federal Home Loan Mortgage Corp.   2.363%#  6/1/2038   12,710    13,532,222 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)  
   
Federal Home Loan Mortgage Corp.   2.37%#  10/1/2035  $12,225   $13,032,494 
Federal Home Loan Mortgage Corp.   2.437%#  12/1/2037   14,715    15,631,891 
Federal Home Loan Mortgage Corp.   2.445%#  6/1/2038   12,064    12,926,047 
Federal Home Loan Mortgage Corp.   2.449%#  4/1/2037   28,621    30,388,479 
Federal Home Loan Mortgage Corp.   2.465%#  7/1/2034   41,202    43,645,333 
Federal Home Loan Mortgage Corp.   2.474%#  11/1/2038   55,971    59,319,606 
Federal Home Loan Mortgage Corp.   2.476%#  2/1/2035   89,882    95,316,852 
Federal Home Loan Mortgage Corp.    2.483%#  12/1/2036 - 4/1/2037   53,451    56,842,590 
Federal Home Loan Mortgage Corp.   2.495%#  5/1/2035   22,312    23,778,471 
Federal Home Loan Mortgage Corp.   2.496%#  10/1/2038   18,157    19,265,372 
Federal Home Loan Mortgage Corp.    2.515%#  12/1/2035 - 3/1/2038   22,058    23,405,102 
Federal Home Loan Mortgage Corp.   2.524%#  2/1/2038   14,747    15,901,423 
Federal Home Loan Mortgage Corp.   2.528%#  10/1/2038   20,816    22,146,760 
Federal Home Loan Mortgage Corp.   2.537%#  9/1/2037   13,613    14,514,424 
Federal Home Loan Mortgage Corp.   2.541%#  5/1/2036   16,291    17,461,171 
Federal Home Loan Mortgage Corp.   2.548%#  5/1/2035   29,413    31,239,099 
Federal Home Loan Mortgage Corp.   2.558%#  10/1/2039   32,580    34,629,861 
Federal Home Loan Mortgage Corp.   2.566%#  5/1/2037   18,733    20,147,189 
Federal Home Loan Mortgage Corp.   2.567%#  6/1/2041   11,805    12,608,272 
Federal Home Loan Mortgage Corp.   2.579%#  9/1/2035   14,131    14,857,841 
Federal Home Loan Mortgage Corp.   2.636%#  12/1/2035   13,451    14,462,602 
Federal Home Loan Mortgage Corp.   2.672%#  2/1/2037   15,708    16,827,765 
Federal Home Loan Mortgage Corp.   2.679%#  9/1/2036   37,886    40,471,929 
Federal Home Loan Mortgage Corp.   2.965%#  12/1/2039   28,846    30,808,824 
Federal National Mortgage Assoc.   1.934%#  11/1/2034   25,228    26,464,918 
Federal National Mortgage Assoc.   1.936%#  1/1/2035   36,929    38,764,328 
Federal National Mortgage Assoc.   1.945%#  1/1/2036   31,280    33,395,770 
Federal National Mortgage Assoc.   2.088%#  6/1/2038   10,116    10,711,836 
Federal National Mortgage Assoc.   2.104%#  12/1/2035   43,366    45,666,183 
Federal National Mortgage Assoc.   2.16%#  2/1/2036   22,064    23,393,377 
Federal National Mortgage Assoc.   2.188%#  1/1/2036   82,664    87,598,648 
Federal National Mortgage Assoc.   2.208%#  10/1/2035   42,970    45,561,430 
Federal National Mortgage Assoc.   2.251%#  3/1/2039   19,020    20,214,873 
Federal National Mortgage Assoc.   2.311%#  11/1/2036   17,161    18,318,888 
Federal National Mortgage Assoc.    2.318%#  8/1/2034 - 4/1/2040   39,166    41,621,433 
Federal National Mortgage Assoc.   2.33%#  8/1/2037   22,597    24,023,642 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)  
   
Federal National Mortgage Assoc.   2.331%#  1/1/2038  $14,895   $15,971,501 
Federal National Mortgage Assoc.   2.333%#  3/1/2038   25,624    27,203,719 
Federal National Mortgage Assoc.   2.334%#  4/1/2038   11,070    11,718,213 
Federal National Mortgage Assoc.   2.338%#  8/1/2036   15,218    16,145,045 
Federal National Mortgage Assoc.   2.348%#  4/1/2038   33,123    35,344,865 
Federal National Mortgage Assoc.   2.362%#  3/1/2038   15,628    16,845,773 
Federal National Mortgage Assoc.   2.365%#  1/1/2038   14,409    15,375,765 
Federal National Mortgage Assoc.   2.368%#  12/1/2036   16,193    17,163,691 
Federal National Mortgage Assoc.   2.382%#  9/1/2038   16,882    17,902,776 
Federal National Mortgage Assoc.   2.39%#  9/1/2036   17,065    18,091,089 
Federal National Mortgage Assoc.   2.393%#  11/1/2036   10,105    10,800,475 
Federal National Mortgage Assoc.   2.395%#  4/1/2038   56,145    60,090,546 
Federal National Mortgage Assoc.   2.414%#  8/1/2038   14,564    15,514,734 
Federal National Mortgage Assoc.   2.424%#  9/1/2037   10,719    11,352,456 
Federal National Mortgage Assoc.   2.428%#  11/1/2038   44,220    47,171,725 
Federal National Mortgage Assoc.   2.468%#  2/1/2038   11,189    11,877,787 
Federal National Mortgage Assoc.   2.475%#  10/1/2036   27,341    28,750,042 
Federal National Mortgage Assoc.   2.478%#  6/1/2038   10,796    11,501,790 
Federal National Mortgage Assoc.   2.493%#  3/1/2039   11,998    12,753,278 
Federal National Mortgage Assoc.   2.51%#  11/1/2038   28,601    30,314,076 
Federal National Mortgage Assoc.   2.521%#  10/1/2036   9,870    10,462,780 
Federal National Mortgage Assoc.   2.58%  11/1/2018   15,250    15,861,649 
Federal National Mortgage Assoc.   2.60%  1/1/2019   91,529    94,698,621 
Federal National Mortgage Assoc.   2.668%#  1/1/2040   6,887    7,323,659 
Federal National Mortgage Assoc.   2.673%#  12/1/2038   14,270    15,266,956 
Federal National Mortgage Assoc.   2.847%#  7/1/2040   20,911    22,198,583 
Federal National Mortgage Assoc.   2.95%  3/1/2015   21,675    22,010,463 
Federal National Mortgage Assoc.   5.50%  1/1/2035   3,002    3,336,824 
Total Government Sponsored Enterprises Pass-Throughs
(cost $1,774,435,763)
   1,774,298,557 
      
MUNICIPAL BOND 0.05%                  
                   
Utilities                  
                   
Guam Pwr Auth
(cost $17,465,681)
   7.50%  10/1/2015   17,440    17,703,518 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 27.16%       
                   
Americold LLC Trust 2010-ARTA A1   3.847%  1/14/2029   18,415    19,311,438 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%  10/10/2045   110,231    119,865,189 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.611%#  4/10/2049   95,623    106,611,273 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) 
  
Banc of America Funding Corp. 2007-6 A1   0.448%#  7/25/2037  $10,496   $8,744,085 
Banc of America Large Loan, Inc. 2009-FDG C   7.524%  1/25/2042   16,500    19,170,187 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.605%#  6/24/2050   25,851    28,425,818 
Banc of America Re-REMIC Trust 2009-UB2 A4B5   6.003%#  12/24/2049   7,504    8,396,252 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%  12/16/2043   9,300    10,214,929 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   5.949%#  2/15/2051   9,770    10,961,593 
Banc of America Re-REMIC Trust 2010-UB5 A4B   5.633%#  2/17/2051   10,000    10,205,400 
Banc of America Re-REMIC Trust 2011-STRP A3   2.415%  11/17/2039   6,039    6,034,393 
Banc of America Re-REMIC Trust 2011-STRP A4   1.501%  5/17/2046   9,846    9,842,092 
Banc of America Re-REMIC Trust 2012-CLRN C   2.255%#  8/15/2029   11,000    11,017,177 
BCAP LLC Trust 2013-RR3 4A1   0.315%#  11/26/2036   13,725    13,046,177 
BCRR Trust 2009-1 1A2   5.806%#  8/17/2045   21,298    23,081,558 
BCRR Trust 2009-1 2A2   5.858%  7/17/2040   7,000    7,827,313 
Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW12 AAB   5.687%#  9/11/2038   3,193    3,193,930 
Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 AAB   5.171%  12/11/2038   4,980    5,110,953 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW16 AM   5.716%#  6/11/2040   22,783    25,706,977 
Boca Hotel Portfolio Trust 2013-BOCA D   3.205%#  8/15/2026   26,640    26,690,669 
Boca Hotel Portfolio Trust 2013-BOCA E   3.905%#  8/15/2026   30,000    30,074,325 
BWAY Mortgage Trust 2013-1515 XB   0.403%#  3/10/2033   103,040    4,026,185 
CFCRE Commercial Mortgage Trust 2011-C1 A2   3.759%  4/15/2044   23,900    25,096,864 
CFCRE Commercial Mortgage Trust 2011-C2 A2   3.061%  12/15/2047   36,883    38,347,845 
CGBAM Commercial Mortgage Trust 2013-BREH B   1.955%#  5/15/2030   15,000    15,087,338 
CGBAM Commercial Mortgage Trust 2013-BREH C   2.505%#  5/15/2030   13,700    13,752,416 
CGBAM Commercial Mortgage Trust 2013-BREH D   3.005%#  5/15/2030   24,000    24,126,312 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.694%#  12/10/2049   144,857    161,390,783 
Citigroup Commercial Mortgage Trust 2009-RR1 CA4B   5.322%  12/17/2049   7,746    8,433,299 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%  12/19/2039   13,350    14,484,062 
Citigroup Commercial Mortgage Trust 2012-GC8 XB   0.166%#  9/10/2045   218,445    2,846,769 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%  4/10/2046   72,500    72,956,315 
Citigroup Commercial Mortgage Trust 2013-GC11 XA   1.917%#  4/10/2046   723,241    71,366,207 
Citigroup Mortgage Loan Trust, Inc. 2013-2 2A1   0.266%#  10/25/2036   25,290    24,378,580 
Citigroup Mortgage Loan Trust, Inc. 2013-2 5A1   0.296%#  7/25/2036   14,678    13,819,353 
Citigroup Mortgage Loan Trust, Inc. 2013-3 1A1   0.779%#  7/25/2036   12,772    12,076,806 
Citigroup Mortgage Loan Trust, Inc. 2013-A A   3.00%  5/25/2042   13,550    13,768,231 
Citigroup/Deutsche Bank Commercial Mortgage Trust 2007-CD4 A3   5.293%  12/11/2049   24,230    24,778,410 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   19,984    21,951,305 
Commercial Mortgage Pass-Through Certificates 2007-FL14 AJ   0.335%#  6/15/2022   19,366    19,228,524 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1   3.156%  7/10/2046   66,751    68,605,353 
Commercial Mortgage Pass-Through Certificates 2011-FL1 C   4.814%#  7/17/2028   10,033    10,107,718 
Commercial Mortgage Pass-Through Certificates 2011-FL1 D   6.25%#  7/17/2028   6,649    6,684,730 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
       
Commercial Mortgage Pass-Through Certificates 2012-9W57 A   2.365%  2/10/2029  $130,833   $134,672,366 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X   1.399%#  2/10/2029   525,000    20,300,175 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%  5/15/2045   7,513    7,541,145 
Commercial Mortgage Pass-Through Certificates 2012-CR2 A2   2.025%  8/15/2045   47,948    48,671,823 
Commercial Mortgage Pass-Through Certificates 2012-CR3 A2   1.765%  10/15/2045   26,820    26,927,682 
Commercial Mortgage Pass-Through Certificates 2012-CR4 A2   1.801%  10/15/2045   7,850    7,873,899 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA   2.00%#  10/15/2045   281,003    32,264,811 
Commercial Mortgage Pass-Through Certificates 2012-CR5 XA   1.922%#  12/10/2045   35,664    3,736,639 
Commercial Mortgage Pass-Through Certificates 2012-FL2 A   2.282%#  9/17/2029   17,765    17,984,914 
Commercial Mortgage Pass-Through Certificates 2012-FL2 B   1.755%#  9/17/2029   12,400    12,401,866 
Commercial Mortgage Pass-Through Certificates 2012-FL2 C   2.255%#  9/17/2029   38,030    38,184,934 
Commercial Mortgage Pass-Through Certificates 2012-LC4 XA   2.492%#  12/10/2044   91,619    12,069,547 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%  10/5/2030   34,341    33,717,054 
Commercial Mortgage Pass-Through Certificates 2012-MVP A   2.099%#  11/17/2026   18,351    18,455,018 
Commercial Mortgage Pass-Through Certificates 2012-MVP B   1.76%#  11/17/2026   31,607    31,672,679 
Commercial Mortgage Pass-Through Certificates 2012-MVP C   2.31%#  11/17/2026   22,003    22,059,361 
Commercial Mortgage Pass-Through Certificates 2012-MVP D   3.16%#  11/17/2026   23,700    23,924,617 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2   3.047%  10/10/2046   25,000    26,019,113 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   158,985    160,973,425 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%  3/10/2046   64,000    64,650,816 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA   1.603%#  3/10/2046   350,289    31,101,635 
Commercial Mortgage Pass-Through Certificates 2013-CR8 A2   2.367%  6/10/2046   36,000    36,661,356 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA   0.764%#  6/10/2046   619,915    25,674,383 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046   96,958    97,463,054 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   24,052    23,559,271 
Commercial Mortgage Pass-Through Certificates 2013-THL C   2.157%#  6/8/2030   29,195    29,251,565 
Commercial Mortgage Pass-Through Certificates 2013-THL D   2.807%#  6/8/2030   46,437    46,679,564 
Commercial Mortgage Pass-Through Certificates 2013-WWP XB   0.256%#  3/10/2031   265,903    6,266,536 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
Credit Suisse Mortgage Capital Certificates 2006-C4 AM   5.509%  9/15/2039  $75,807   $82,198,750 
Credit Suisse Mortgage Capital Certificates 2006-C5 AM   5.343%  12/15/2039   37,300    40,337,772 
Credit Suisse Mortgage Capital Certificates 2006-TF2A SVJ   1.375%#  10/15/2021   4,070    4,037,902 
Credit Suisse Mortgage Capital Certificates 2007-TF2A A1   0.335%#  4/15/2022   24,040    23,830,545 
Credit Suisse Mortgage Capital Certificates 2008-C1 AM   5.978%#  2/15/2041   31,550    35,455,022 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   5.971%#  9/15/2039   11,500    12,529,256 
Credit Suisse Mortgage Capital Certificates 2010-RR6 B   5.577%#  4/12/2049   15,000    15,277,635 
Credit Suisse Mortgage Capital Certificates 2010-UD1 BA   5.757%#  12/16/2049   21,825    23,728,681 
Credit Suisse Mortgage Capital Certificates 2011-2R 4A1   0.266%#  2/27/2037   11,269    9,769,382 
Credit Suisse Mortgage Capital Certificates 2012-7R 2A1   3.316%#  6/26/2036   11,750    12,186,844 
Credit Suisse Mortgage Capital Certificates 2013-7R 2A1   0.313%#  8/26/2037   10,362    9,695,581 
Credit Suisse Mortgage Capital Certificates 2013-TH1 A1   2.13%  2/25/2043   6,624    6,044,048 
CS First Boston Mortgage Securities Corp. 2005-C3 AAB   4.614%  7/15/2037   3,117    3,151,516 
CW Capital Cobalt Ltd. 2007-C2 AM   5.461%  4/15/2047   19,780    21,851,658 
CW Capital Cobalt Ltd. 2007-C2 AMFX   5.526%  4/15/2047   70,390    77,999,581 
DBRR Trust 2013-EZ3 B   3.50%  12/18/2049   14,771    15,251,058 
DBUBS Mortgage Trust 2011-LC1A A1   3.742%  11/10/2046   116,302    121,905,490 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%  7/10/2044   28,187    29,828,435 
DBUBS Mortgage Trust 2011-LC2A A2   3.386%  7/10/2044   24,228    25,428,384 
DBUBS Mortgage Trust 2011-LC3A A2   3.642%  8/10/2044   74,671    78,413,212 
DDR Corp. 2009-DDR1 A   3.807%  10/14/2022   72,121    73,375,940 
DDR Corp. 2009-DDR1 B   5.73%  10/14/2022   9,500    9,726,931 
Del Coronado Trust 2013 HDC A   0.955%#  3/15/2026   9,300    9,282,683 
Del Coronado Trust 2013 HDC B   1.455%#  3/15/2026   21,300    21,273,183 
Del Coronado Trust 2013 HDC C   1.755%#  3/15/2026   12,500    12,466,175 
Del Coronado Trust 2013 HDC D   2.105%#  3/15/2026   8,564    8,515,181 
Del Coronado Trust 2013 HDC E   2.805%#  3/15/2026   10,500    10,372,467 
Extended Stay America Trust 2013-ESFL BFL   1.258%#  12/5/2031   7,500    7,503,368 
Extended Stay America Trust 2013-ESFL CFL   1.658%#  12/5/2031   10,825    10,819,192 
Extended Stay America Trust 2013-ESFL DFL   3.298%#  12/5/2031   4,870    4,818,643 
Extended Stay America Trust 2013-ESH5 B5   2.278%  12/5/2031   24,300    23,986,761 
Extended Stay America Trust 2013-ESH7 B7   3.604%  12/5/2031   47,800    48,304,983 
Extended Stay America Trust 2013-ESH7 C7   3.902%  12/5/2031   67,445    67,436,805 
Extended Stay America Trust 2013-ESH7 D7   4.036%#  12/5/2031   17,780    18,397,046 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(a)   2.186%#  10/18/2054   18,150    18,457,461 
Granite Master Issuer plc 2005-1 A4 (United Kingdom)(a)   0.354%#  12/20/2054   22,479    22,271,993 
Granite Master Issuer plc 2005-2 A6 (United Kingdom)(a)   0.414%#  12/20/2054   9,166    9,086,990 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(a)   0.234%#  12/20/2054   28,620    28,325,219 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)    
     
Granite Master Issuer plc 2006-3 A4 (United Kingdom)(a)   0.234%#  12/20/2054  $10,671   $10,559,721 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(a)   0.354%#  12/20/2054   7,072    7,007,383 
Granite Master Issuer plc 2007-1 2A1 (United Kingdom)(a)   0.294%#  12/20/2054   7,228    7,156,916 
Granite Master Issuer plc 2007-1 3A1 (United Kingdom)(a)   0.354%#  12/20/2054   7,142    7,076,576 
Greenwich Capital Commercial Funding Corp. 2006-GG7 AM   5.82%#  7/10/2038   62,650    68,714,395 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%  3/10/2039   29,758    30,274,525 
GS Mortgage Securities Corp. II 2006-GG6 A2   5.506%  4/10/2038   870    871,573 
GS Mortgage Securities Corp. II 2006-GG8 AM   5.591%  11/10/2039   53,443    58,506,804 
GS Mortgage Securities Corp. II 2010-C1 A1   3.679%  8/10/2043   32,356    34,249,744 
GS Mortgage Securities Corp. II 2010-C2 A1   3.849%  12/10/2043   43,232    45,610,449 
GS Mortgage Securities Corp. II 2011-GC3 A2   3.645%  3/10/2044   39,230    41,226,454 
GS Mortgage Securities Corp. II 2011-GC5 A2   2.999%  8/10/2044   45,185    47,157,438 
GS Mortgage Securities Corp. II 2012-GCJ7 A2   2.318%  5/10/2045   92,490    95,033,937 
GS Mortgage Securities Corp. II 2012-GCJ9 A2   1.762%  11/10/2045   39,000    39,214,422 
GS Mortgage Securities Corp. II 2012-GCJ9 XA   2.383%#  11/10/2045   122,542    16,089,360 
GS Mortgage Securities Corp. II 2012-GCJ9 XB   0.404%#  11/10/2045   93,111    2,665,023 
GS Mortgage Securities Corp. II 2013-GC12 A2   2.011%  6/10/2046   108,041    108,682,169 
GS Mortgage Securities Corp. II 2013-GC12 XA   1.80%#  6/10/2046   598,508    61,647,811 
GS Mortgage Securities Corp. II 2013-KING A   2.706%  12/10/2027   56,609    56,900,980 
GS Mortgage Securities Corp. II 2013-KYO B   1.607%#  11/8/2029   30,250    30,298,763 
GS Mortgage Securities Corp. II 2013-KYO C   1.907%#  11/8/2029   51,397    51,607,496 
GS Mortgage Securities Corp. II 2013-KYO D   2.757%#  11/8/2029   23,800    23,871,448 
GS Mortgage Securities Corp. Trust 2012-SHOP A   2.933%  6/5/2031   320    326,658 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%  6/5/2031   38,500    39,348,136 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%  6/5/2031   13,850    14,272,626 
GS Mortgage Securities Corp. Trust 2013-NYC5 A   2.318%  1/10/2030   40,000    40,437,340 
GS Mortgage Securities Trust 2009-RR1 MLB   5.147%  12/14/2049   15,553    17,009,515 
GS Mortgage Securities Trust 2012-GC6 XA   2.158%#  1/10/2045   235,302    27,838,334 
GS Mortgage Securities Trust 2012-GCJ7 A1   1.144%  5/10/2045   36,602    36,743,172 
GS Mortgage Securities Trust 2013-G1 A1   2.059%  4/10/2031   22,721    22,222,183 
H2 Asset FundingZero Coupon   3/19/2037   96,180    96,180,000 
Holmes Master Issuer plc 2010-1A A2 (United Kingdom)†(a)   1.639%#  10/15/2054   5,329    5,338,818 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   64,951    63,672,318 
JPMorgan Chase Commercial Mortgage Securities Corp. 2012-LC9 A2   1.677%  12/15/2047   72,270    72,404,567 
JPMorgan Chase Commercial Mortgage Securities Trust 2005-LDP2 A3   4.697%  7/15/2042   4,320    4,380,041 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%  6/12/2047   16,735    18,442,196 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.698%#  2/12/2049   13,134    14,333,082 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-FL1A A2   0.605%#  7/15/2019   2,873    2,861,122 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
JPMorgan Chase Commercial Mortgage Securities Trust 2007-LD11 A2   5.80%#  6/15/2049  $16,487   $16,592,261 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.648%#  3/18/2051   46,570    50,079,050 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C1 A1   3.853%  6/15/2043   28,220    29,119,348 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C1 A2   4.608%  6/15/2043   9,835    10,751,219 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A1   2.749%  11/15/2043   25,695    26,436,133 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2   3.616%  11/15/2043   7,625    8,138,517 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-RR1 JPB   5.813%#  6/18/2049   18,100    19,887,420 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD A2   3.364%  11/13/2044   86,488    90,935,170 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD B   4.304%  11/13/2044   5,000    5,329,410 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C8 A2   1.797%  10/15/2045   36,200    36,475,862 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CIBX A2   1.81%  6/15/2045   12,750    12,951,705 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 A1   0.73%  12/15/2047   89    88,787 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA   1.332%#  12/15/2047   431,055    33,258,889 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%  7/15/2045   120,124    122,741,622 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA   0.922%#  7/15/2045   219,390    10,152,393 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C13 A2   2.665%  1/15/2046   40,500    41,668,769 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 B   1.405%#  4/15/2028   53,700    53,027,971 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 C   1.955%#  4/15/2028   29,200    29,179,370 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D   2.505%#  4/15/2028   21,600    21,348,058 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-INN D   3.555%#  10/15/2030   24,800    24,879,372 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-INN E   4.405%#  10/15/2030   25,000    25,047,325 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ A   0.935%#  4/15/2030   48,500    48,202,186 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B   1.305%#  4/15/2030   30,500    30,433,312 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C   1.655%#  4/15/2030   45,250    45,105,924 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 A1   0.766%  4/15/2046   189    187,642 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA   1.583%#  4/15/2046   144,504    13,845,965 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A1   1.254%  2/15/2047  $44,931   $44,903,309 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A2   2.879%  2/15/2047   14,476    14,924,278 
LB-UBS Commercial Mortgage Trust 2005-C7 AAB   5.17%  11/15/2030   1,870    1,882,131 
LB-UBS Commercial Mortgage Trust 2006-C4 AM   5.853%#  6/15/2038   82,676    90,775,189 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   53,301    58,104,774 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%  2/15/2040   76,974    85,545,301 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   9,118    8,998,519 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   9,480    9,355,161 
Merrill Lynch Floating Trust 2008-LAQA A2   0.694%#  7/9/2021   137,940    137,063,237 
Merrill Lynch Mortgage Trust 2005-CIP1 A2   4.96%  7/12/2038   2,738    2,739,631 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%  7/25/2036   14,360    7,166,538 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%  6/25/2037   86,612    42,656,410 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%  12/12/2049   60,146    65,785,719 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%  8/12/2048   162,827    173,786,315 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A2   1.972%  8/15/2045   11,295    11,547,635 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 A2   1.868%  11/15/2045   58,360    58,749,028 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030   24,771    24,302,507 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A2   2.964%  7/15/2046   27,620    28,816,913 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 A2   3.085%  8/15/2046   7,000    7,300,836 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%  10/15/2046   55,000    56,862,712 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A2   1.863%  2/15/2046   55,000    55,043,258 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 A2   1.97%  5/15/2046   119,970    121,117,393 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XA   1.464%#  5/15/2046   296,392    23,481,943 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XB   0.336%#  5/15/2046   119,710    3,189,613 
Morgan Stanley Capital I 2007-HQ12 A3   5.577%#  4/12/2049   35,700    35,880,017 
Morgan Stanley Capital I 2007-HQ12 AM   5.577%#  4/12/2049   68,380    74,793,634 
Morgan Stanley Capital I 2007-IQ15 AM   5.908%#  6/11/2049   60,273    66,415,482 
Morgan Stanley Capital I 2012-STAR A1   2.084%  8/5/2034   40,671    40,317,396 
Morgan Stanley Capital I Trust 2012-C4 A2   2.111%  3/15/2045   10,000    10,225,310 
Morgan Stanley Capital I Trust 2012-C4 XA   2.662%#  3/15/2045   72,414    8,807,723 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.819%#  8/12/2045   86,775    95,800,338 
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B   5.819%#  8/15/2045   61,099    67,454,283 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.396%#  6/26/2036   10,384    10,286,624 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%  3/27/2051   63,921    64,156,384 
Motel 6 Trust 2012-MTL6 C   3.139%  10/5/2025   85,150    85,641,230 
NLY Commercial Mortgage Trust 2014-FL1 A   1.355%#  11/15/2030   11,000    11,023,942 
NLY Commercial Mortgage Trust 2014-FL1 B   1.905%#  11/15/2030   13,971    14,026,472 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
NLY Commercial Mortgage Trust 2014-FL1 C   2.755%#  11/15/2030  $4,000   $4,017,252 
NLY Commercial Mortgage Trust 2014-FL1 D   3.955%#  11/15/2030   5,000    5,020,313 
NorthStar 2012-1 Mortgage Trust 2012-1 B   1.813%#  8/25/2029   11,180    11,187,602 
NorthStar 2012-1 Mortgage Trust 2012-1 C   2.314%#  8/25/2029   23,030    23,113,035 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.006%#  8/25/2029   38,750    38,788,495 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.156%#  8/25/2029   41,750    41,958,750 
Prima Capital Ltd.   2.214%  5/24/2021   98,247    102,632,927 
RAIT Trust   3.378%  1/15/2029   7,931    7,948,335 
RAIT Trust 2013-FL1   1.936%  1/15/2029   76,506    76,664,966 
RAIT Trust 2013-FL1   4.186%  1/15/2029   4,894    4,917,286 
RBSCF Trust 2009-RR2 CWB   5.223%  8/16/2048   14,900    15,965,462 
RBSCF Trust 2010-MB1 A2   3.686%  4/15/2024   9,400    9,632,058 
RBSCF Trust 2010-MB1 C   4.688%#  4/15/2024   9,200    9,531,720 
RBSCF Trust 2010-RR3 MSCB   5.908%#  6/16/2049   2,380    2,629,913 
RBSCF Trust 2010-RR3 WBTB   5.953%#  2/16/2051   22,942    25,740,752 
RBSSP Resecuritization Trust 2013-1 3A1   0.266%#  1/26/2037   9,116    8,564,042 
RBSSP Resecuritization Trust 2013-3 1A1   0.316%#  11/26/2036   12,228    11,609,740 
RBSSP Resecuritization Trust 2013-3 2A1   0.316%#  11/26/2036   13,744    12,470,132 
RCMC LLC 2012-CRE1 A   5.624%  11/15/2044   37,822    38,912,877 
RREF LLC 2013-LT3   2.50%  6/20/2028   9,470    9,469,858 
Sequoia Mortgage Trust 2012-4 A1   3.50%  9/25/2042   6,885    6,815,941 
Sequoia Mortgage Trust 2012-4 A2   3.00%  9/25/2042   9,398    9,143,989 
Sequoia Mortgage Trust 2013-1 2A1   1.855%  2/25/2043   6,417    5,576,342 
Sequoia Mortgage Trust 2013-2 A   1.874%  2/25/2043   23,377    20,719,764 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(a)   1.786%#  1/21/2055   20,000    20,142,520 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   30,728    30,747,291 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   55,693    55,620,469 
Starwood Property Mortgage Trust 2013-FV1 C   2.756%#  8/11/2028   21,190    21,231,543 
Starwood Property Mortgage Trust 2013-FV1 D   3.656%#  8/11/2028   17,000    17,036,601 
Structured Asset Securities Corp. 2005-14 2A1   5.75%  7/25/2035   6,055    6,289,715 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%  12/25/2035   17,502    17,603,031 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%  12/25/2035   10,309    10,410,794 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A2   2.113%  5/10/2063   102,579    104,204,980 
UBS-Barclays Commercial Mortgage Trust 2012-C2 XA   1.787%#  5/10/2063   122,217    10,761,875 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A2   1.852%  8/10/2049   54,654    54,978,754 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A2   1.712%  12/10/2045   22,067    22,174,610 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA   1.146%#  3/10/2046   348,063    24,971,630 
UBS-Barclays Commercial Mortgage Trust 2013-C6 A2   2.067%  4/10/2046   30,560    30,725,009 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA   1.357%#  4/10/2046   469,457    39,881,514 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%  1/10/2045   16,650    17,350,657 
Vornado DP LLC 2010-VNO A1   2.97%  9/13/2028   24,574    25,605,503 
Wachovia Bank Commercial Mortgage Trust 2005-C18 APB   4.807%  4/15/2042   1,441    1,465,008 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   28,338    30,996,090 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%  10/15/2048  $31,700   $34,468,313 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   41,556    45,656,829 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.555%#  9/15/2021   19,668    18,982,688 
Wachovia Bank Commercial Mortgage Trust 2007-C30 A3   5.246%  12/15/2043   10,982    11,026,094 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   56,029    61,102,454 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AMFL   0.355%#  12/15/2043   50,000    47,576,100 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%  4/15/2047   155,408    171,764,668 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 A2   0.295%#  6/15/2020   19,920    19,555,683 
WaMu Mortgage Pass-Through Certificates Trust 2005-AR18 1A1   2.377%#  1/25/2036   9,575    8,987,820 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%  10/15/2045   31,010    31,289,323 
Wells Fargo Mortgage Backed Securities Trust 2005-3 A4   5.50%  5/25/2035   6,010    6,418,938 
Wells Fargo Re-REMIC Trust 2012-IO A   1.75%  8/20/2021   22,699    22,587,883 
WF-RBS Commercial Mortgage Trust 2011-C2 A2   3.791%  2/15/2044   55,160    57,938,271 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%  2/15/2044   29,050    31,736,544 
WF-RBS Commercial Mortgage Trust 2011-C3 A2   3.24%  3/15/2044   19,730    20,619,517 
WF-RBS Commercial Mortgage Trust 2011-C4 A2   3.454%  6/15/2044   43,750    45,992,953 
WF-RBS Commercial Mortgage Trust 2011-C5 A2   2.684%  11/15/2044   10,745    11,143,204 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%  11/15/2044   17,650    18,510,270 
WF-RBS Commercial Mortgage Trust 2011-C5 XA   2.019%#  11/15/2044   24,087    2,418,263 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%  12/15/2045   26,312    26,419,879 
WF-RBS Commercial Mortgage Trust 2012-C10 XA   1.821%#  12/15/2045   69,003    7,397,671 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   23,718    23,825,608 
WF-RBS Commercial Mortgage Trust 2012-C7 XA   1.588%#  6/15/2045   393,230    37,076,452 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   76,420    77,328,405 
WF-RBS Commercial Mortgage Trust 2012-C8 XA   2.225%#  8/15/2045   71,083    8,229,839 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   143,294    144,915,372 
WF-RBS Commercial Mortgage Trust 2013-C12 A2   2.072%  3/15/2048   37,415    37,839,398 
WF-RBS Commercial Mortgage Trust 2013-C13 A2   1.964%  5/15/2045   33,549    33,709,448 
WF-RBS Commercial Mortgage Trust 2013-C13 XA   1.479%#  5/15/2045   321,870    28,668,943 
WF-RBS Commercial Mortgage Trust 2013-C16 A2   3.223%  9/15/2046   40,000    42,072,860 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $9,307,907,010)
   9,290,459,349 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATION 2.93%                  
                   
U.S. Treasury Note
(cost $1,001,253,456)
   0.375%  3/15/2015  $1,000,000   $1,002,383,000 
Total Long-Term Investments
(cost $32,096,840,425)
         32,302,190,218 
             
SHORT-TERM INVESTMENTS 5.06%                  
                   
COMMERCIAL PAPER 3.47%                  
                   
Electronics 0.04%                  
                   
Arrow Electronics, Inc.Zero Coupon   3/20/2014   12,750    12,745,785 
                
Energy Equipment & Services 0.84%               
                
Talisman Energy, Inc.Zero Coupon   3/5/2014   96,000    95,996,267 
Talisman Energy, Inc.Zero Coupon   3/10/2014   116,000    115,984,211 
Talisman Energy, Inc.Zero Coupon   3/17/2014   75,500    75,479,447 
Total             287,459,925 
                
Lodging 0.02%               
                
Wyndham Worldwide Corp.Zero Coupon   3/6/2014   6,750    6,749,663 
                
Metals & Minerals: Miscellaneous 0.03%               
                
Aluminium Co. AmericaZero Coupon   3/18/2014   11,250    11,247,094 
                
Oil 0.67%               
                
DCP Midstream LLCZero Coupon   3/4/2014   47,000    46,998,956 
DCP Midstream LLCZero Coupon   3/5/2014   71,000    70,996,766 
DCP Midstream LLCZero Coupon   3/10/2014   47,750    47,742,386 
DCP Midstream LLCZero Coupon   4/1/2014   62,000    61,957,547 
Total               227,695,655 
                  
Oil: Integrated Domestic 0.40%                 
                  
Weatherford International Ltd.Zero Coupon   3/7/2014   16,000    15,998,400 
Weatherford International Ltd.Zero Coupon   3/11/2014   16,126    16,122,811 
Weatherford International Ltd.Zero Coupon   3/11/2014   11,750    11,747,676 
Weatherford International Ltd.Zero Coupon   3/13/2014   25,000    24,993,611 
Weatherford International Ltd.Zero Coupon   3/17/2014   27,300    27,290,339 
Weatherford International Ltd.Zero Coupon   3/24/2014   19,750    19,739,631 
Weatherford International Ltd.Zero Coupon   3/25/2014   22,500    22,487,762 
Total             138,380,230 
                
Railroads 0.07%               
                
Kansas City Southern RailwayZero Coupon   3/7/2014   23,250    23,248,192 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
COMMERCIAL PAPER (continued)                  
                   
Utilities: Miscellaneous 1.40%                  
                   
Enable MidstreamZero Coupon   3/3/2014  $25,000   $25,000,000 
Enable MidstreamZero Coupon   3/5/2014   39,000    38,998,375 
Enable MidstreamZero Coupon   3/11/2014   37,250    37,242,633 
Enable MidstreamZero Coupon   3/17/2014   72,000    71,973,960 
Enable MidstreamZero Coupon   3/18/2014   93,500    93,462,990 
Entergy Corp.Zero Coupon   3/19/2014   31,228    31,215,092 
Entergy Corp.Zero Coupon   4/8/2014   29,500    29,473,155 
Entergy Corp.Zero Coupon   4/21/2014   19,150    19,126,541 
Entergy Corp.Zero Coupon   4/25/2014   48,000    47,936,400 
Entergy Corp.Zero Coupon   5/20/2014   47,250    47,199,929 
Nisource Finance Corp.Zero Coupon   3/21/2014   23,500    23,492,950 
Nisource Finance Corp.Zero Coupon   3/25/2014   13,550    13,544,369 
Total                478,666,394 
Total Commercial Paper
(cost $1,186,099,118)
                1,186,192,938 
                   
CONVERTIBLE BONDS 0.29%                  
                   
Metals & Minerals: Miscellaneous 0.25%                  
                   
Goldcorp, Inc. (Canada)(a)   2.00%  8/1/2014   71,245    71,868,394 
Newmont Mining Corp.   1.25%  7/15/2014   14,547    14,601,551 
Total                86,469,945 
                   
Telecommunications 0.04%                  
                   
Leap Wireless International, Inc.   4.50%  7/15/2014   12,742    12,901,275 
Total Convertible Bonds
(cost $98,611,930)
                99,371,220 
                   
CORPORATE BONDS 0.60%                  
                   
Banks: Diversified 0.25%                  
                   
Royal Bank of Scotland Group plc (United Kingdom)(a)   5.00%  10/1/2014   50,961    51,905,715 
Royal Bank of Scotland Group plc (United Kingdom)(a)   5.05%  1/8/2015   34,064    34,961,825 
Total                86,867,540 
                   
Cable Services 0.01%                  
                   
Time Warner Cable, Inc.   7.50%  4/1/2014   1,850    1,859,578 
                   
Chemicals 0.02%                  
                   
Yara International ASA (Norway)†(a)   5.25%  12/15/2014   7,484    7,721,490 
                   
Computer Software 0.00%                  
                   
CA, Inc.   6.125%  12/1/2014   400    416,324 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Construction/Homebuilding 0.00%                  
                   
MDC Holdings, Inc.   5.375%  12/15/2014  $1,426   $1,480,777 
                   
Food 0.03%                  
                   
Tate & Lyle International Finance plc (United Kingdom)†(a)   5.00%  11/15/2014   9,020    9,271,424 
                   
Insurance 0.03%                  
                   
Liberty Mutual Group, Inc.   5.75%  3/15/2014   9,525    9,538,230 
                   
Jewelry, Watches & Gemstones 0.04%                  
                   
ALROSA Finance SA (Luxembourg)†(a)   8.875%  11/17/2014   13,943    14,655,487 
                   
Leasing 0.02%                  
                   
International Lease Finance Corp.   6.50%  9/1/2014   5,875    6,058,594 
                   
Media 0.02%                  
                   
Interpublic Group of Cos., Inc. (The)   6.25%  11/15/2014   5,209    5,397,826 
                   
Media: Broadcast 0.06%                  
                   
Clear Channel Communications, Inc.   5.50%  9/15/2014   19,550    19,647,750 
                   
Metals & Minerals: Miscellaneous 0.11%                  
                   
ALROSA Finance SA (Luxemburg)†(a)   8.875%  11/17/2014   7,685    8,077,703 
Anglo American Capital plc (United Kingdom)†(a)   9.375%  4/8/2014   29,960    30,193,119 
Total                38,270,822 
                   
Real Estate Investment Trusts 0.01%                  
                   
Reckson Operating Partnership LP   5.875%  8/15/2014   1,160    1,184,425 
UDR, Inc.   5.50%  4/1/2014   1,360    1,364,749 
Total                2,549,174 
Total Corporate Bonds
(cost $203,485,610)
                203,735,016 
                   
REPURCHASE AGREEMENTS 0.70%                  
                   
Repurchase Agreement dated 2/28/2014, 0.03% due 3/3/2014 with JPMorgan Chase & Co. collateralized by $100,000,000 of U.S. Treasury Note at 2.75% due 5/31/2017; value: $101,977,469; proceeds: $100,000,250           100,000    100,000,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Investments        Principal
Amount
(000)
   Fair
Value
 
REPURCHASE AGREEMENTS (continued)                  
                   
Repurchase Agreement dated 2/28/2014, 0.04% due 3/3/2014 with Goldman Sachs Group, Inc. (The) collateralized by $38,200,000 of Federal Home Loan Mortgage Corp. at 5.00% due 4/18/2017; $44,999,000 of Federal National Mortgage Assoc. at 1.25% due 9/28/2016; $2,690,070 of Federal National Mortgage Assoc. at 1.25% due 1/30/2017; $34,679,000 of Federal National Mortgage Assoc. at 2.25% due 10/17/2022; $17,892,000 of Federal National Mortgage Assoc. at 2.50% due 3/27/2023; value: $142,800,001; proceeds: $140,000,467          $140,000   $140,000,000 
Total Repurchase Agreements
(cost $240,000,000)
                240,000,000 
                   
Total Short-Term Investments
(cost $1,728,196,658)
                1,729,299,174 
                   
Total Investments in Securities 99.49%
(cost $33,825,037,083)
            34,031,489,392 
               
Cash and Other Assets in Excess of Liabilities(g) 0.51%             175,331,852 
                
Net Assets 100.00%               $34,206,821,244 

 

 
EUR euro.
GBP British pound.
COD Certificate of Deposit.
IO Interest Only.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at February 28, 2014.
(a) Foreign security traded in U.S. dollars.
(b) Security has been fully or partially segregated to cover margin requirements for open futures contracts as of February 28, 2014.
(c) Investment in non-U.S. dollar denominated securities.
(d) Defaulted security.
(e) 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 February 28, 2014.
(f) Amount is less than $1,000.
(g) Cash and Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Credit Default Swaps on Indexes - Sell Protection at  February 28, 2014(1):

 

Referenced
Index
  Fund
Receives
   Termination
Date
  Original
Notional
Amount
  Current
Notional
Amount
  Fair
Value(2)
 
Payments
Upfront (3)
  Unrealized
Appreciation(4)
Markit CMBX.
NA.AAA.2(5)
   .07%  3/15/2049  $24,700,000  $23,806,251  $24,423,830  $1,321,087  $1,044,917
Markit CMBX.
NA.AAA.2(5)
   .07%  3/15/2049   24,000,000   23,131,580   23,731,656   581,068   312,724
Markit CMBX.
NA.AAA.2(5)
   .07%  3/15/2049   25,000,000   24,095,396   24,720,475   620,457   340,932
Markit CMBX.
NA.AAA.3(5)
   .08%  12/13/2049   23,000,000   22,845,215   22,627,837   807,963   435,800
Markit CMBX.
NA.AAA.3(5)
   .08%  12/13/2049   23,000,000   22,845,215   22,627,837   828,919   456,756
Markit CMBX.
NA.AAA.4(5)
   .35%  2/17/2051   29,500,000   29,063,226   29,123,557   2,294,781   1,918,338
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   49,500,000   47,883,209   48,946,540   2,648,287   2,094,827
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   23,400,000   22,635,699   23,138,365   1,251,917   990,282
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   9,900,000   9,576,642   9,739,808   760,175   599,983
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   23,000,000   22,167,765   22,742,837   640,120   382,957
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049  $14,800,000  $14,700,399  $14,560,521   1,215,468   975,989
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   24,500,000   24,335,120   24,103,565   2,012,779   1,616,344
                       $14,983,021  $11,169,849

 

 
(1) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities.
(2) Fair value serves as the indicator of the current status of payment/performance risk.
(3) Upfront payments received are presented net of amortization (See Note 2(l)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $11,169,849. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Swap Counterparty: Credit Suisse
(6) Swap Counterparty: Goldman Sachs
(7) Swap Counterparty: Morgan Stanley

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:  

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
euro  Buy  J.P. Morgan  3/20/2014   8,545,000  $11,652,979  $11,794,534  $141,555  
euro  Sell  J.P. Morgan  5/13/2014   16,000,000   22,094,704   22,084,571   10,133  
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts  $151,688  
       
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Depreciation
 
British pound  Sell  Goldman Sachs  4/17/2014   2,470,000  $4,035,195  $4,134,786  $(99,591)
euro  Sell  Bank of America  5/13/2014   21,710,000   29,612,549   29,966,002   (353,453)
euro  Sell  Goldman Sachs  3/20/2014   43,400,000   59,711,760   59,904,364   (192,604)
euro  Sell  Goldman Sachs  4/17/2014   64,800,000   88,116,595   89,441,790   (1,325,195)
euro  Sell  Goldman Sachs  5/13/2014   22,721,250   31,044,816   31,361,816   (317,000)
euro  Sell  Goldman Sachs  5/13/2014   22,721,250   30,993,285   31,361,817   (368,532)
euro  Sell  J.P. Morgan  3/20/2014   6,330,000   8,651,509   8,737,204   (85,695)
euro  Sell  UBS AG  5/13/2014   22,721,250   31,069,855   31,361,816   (291,961)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts      $(3,034,031)

 

Open Futures Contracts at February 28, 2014:  

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  June 2014    32,785    Long   $7,208,601,875   $720,308 

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  March 2014    8,093    Short   $(978,494,281)  $(3,424,413)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $3,452,872,018   $   $3,452,872,018 
Corporate Bonds       14,921,048,915        14,921,048,915 
Floating Rate Loans(4)                    
Aerospace/Defense       35,130,962        35,130,962 
Containers           9,316,989    9,316,989 
Electric: Generation           9,911,265    9,911,265 
Energy Equipment & Services       44,839,139    19,274,062    64,113,201 
Financial: Miscellaneous       11,129,951        11,129,951 
Food       4,217,063        4,217,063 
Gaming       192,491,386        192,491,386 
Health Care       227,274,059        227,274,059 
Leasing       34,551,900        34,551,900 
Leisure       4,843,265        4,843,265 
Media       278,178,322        278,178,322 
Services       8,282,520    35,488,309    43,770,829 
Telecommunications       97,015,824    18,488,530    115,504,354 
Utilities       4,316,465    64,160,590    68,477,055 
Foreign Bonds       274,636,778        274,636,778 
Foreign Government Obligations       195,424,185        195,424,185 
Government Sponsored Enterprises Collateralized Mortgage Obligations       478,188,313        478,188,313 
Government Sponsored Enterprises Pass-Throughs       1,774,298,557        1,774,298,557 
Municipal Bond       17,703,518        17,703,518 
Non-Agency Commercial Mortgage-Backed Securities       9,290,459,349        9,290,459,349 
U.S. Treasury Obligation       1,002,383,000        1,002,383,000 
Commercial Paper       1,186,192,938        1,186,192,938 
Convertible Bonds       99,371,220        99,371,220 
Repurchase Agreements       240,000,000        240,000,000 
Total  $   $33,874,849,647   $156,639,745   $34,031,489,392 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $11,169,849   $   $11,169,849 
Liabilities                
Forward Foreign Currency Exchange Contracts                    
Assets       151,688        151,688 
Liabilities       (3,034,031)       (3,034,031)
Futures Contracts                    
Assets   720,308            720,308 
Liabilities   (3,424,413)           (3,424,413)
Total  $(2,704,105)  $8,287,506   $   $5,583,401 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2014

 

 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended February 28, 2014.
(4) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type  Floating
Rate Loans
 
Balance as of December 1, 2013  $57,270,583 
Accrued discounts/premiums   9,736 
Realized gain (loss)   1,792 
Change in unrealized appreciation/depreciation   351,863 
Purchases   47,363,573 
Sales   (1,390,673)
Net transfers in or out of Level 3   53,032,871 
Balance as of February 28, 2014  $156,639,745 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 106.86%                  
                   
ASSET-BACKED SECURITIES 13.53%                  
                   
Automobiles 5.19%                  
                   
Ally Auto Receivables Trust 2012-1 A3   0.93%  2/16/2016  $2,225   $2,230,903 
Ally Auto Receivables Trust 2012-2 A3   0.74%  4/15/2016   4,124    4,131,844 
Ally Auto Receivables Trust 2012-SN1 A2   0.51%  12/22/2014   784    783,827 
Ally Auto Receivables Trust 2013-2 A2A   0.54%  7/15/2016   1,797    1,798,219 
Ally Auto Receivables Trust 2013-SN1 A2   0.52%  5/20/2015   2,484    2,484,389 
AmeriCredit Automobile Receivables Trust 2012-2 A2   0.76%  10/8/2015   29    28,726 
AmeriCredit Automobile Receivables Trust 2012-3 A2   0.71%  12/8/2015   116    115,735 
AmeriCredit Automobile Receivables Trust 2012-4 A2   0.49%  4/8/2016   2,683    2,682,293 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   2,000    1,999,900 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%  10/11/2016   1,928    1,929,101 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%  11/8/2016   1,970    1,973,066 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%  3/8/2017   1,860    1,863,287 
Capital Auto Receivables Asset Trust 2013-1 A1   0.47%  3/20/2015   1,496    1,495,711 
CarMax Auto Owner Trust 2011-1 A3   1.29%  9/15/2015   140    140,212 
CarMax Auto Owner Trust 2011-3 A3   1.07%  6/15/2016   2,058    2,063,788 
CarMax Auto Owner Trust 2012-2 A3   0.84%  3/15/2017   2,227    2,233,954 
CarMax Auto Owner Trust 2012-3 A2   0.43%  9/15/2015   1,567    1,566,900 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   4,600    4,604,910 
Ford Credit Auto Owner Trust 2013-D A2   0.45%  8/15/2016   1,950    1,951,196 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%  1/15/2016   2,204    2,209,240 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   3,792    3,804,151 
Huntington Auto Trust 2012-2 A2   0.38%  9/15/2015   739    739,019 
Hyundai Auto Lease Securitization Trust 2013-B A2    0.75%  3/15/2016   1,971    1,975,609 
Hyundai Auto Receivables Trust 2013-C A2   0.57%  6/15/2016   5,535    5,542,514 
M&T Bank Auto Receivables Trust 2013-1A A2    0.66%  2/16/2016   3,070    3,074,475 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   1,379    1,379,718 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%  9/15/2015   4,141    4,144,994 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   3,845    3,849,639 
Santander Drive Auto Receivables Trust 2012-AA A2    0.55%  2/16/2016   1,138    1,138,157 
Santander Drive Auto Receivables Trust 2013-2 A2   0.47%  3/15/2016   873    873,413 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   2,404    2,405,213 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%  6/15/2017   1,830    1,831,519 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%  2/15/2016   2,605    2,607,493 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   2,411    2,416,816 
World Omni Auto Receivables Trust 2013-B A2   0.48%  11/15/2016   3,438    3,440,303 
Total                77,510,234 
                   
Credit Cards 4.45%                  
                   
American Express Credit Account Master Trust 2009-2 A   1.405%#  3/15/2017   4,225    4,248,666 
Bank of America Credit Card Trust 2007-A10   0.225%#  12/15/2016   5,430    5,430,063 
Bank of America Credit Card Trust 2007-A3   0.175%#  11/15/2016   2,000    1,999,772 
Bank of America Credit Card Trust 2007-A6   0.215%#  9/15/2016   2,000    1,999,959 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                  
                   
Bank One Issuance Trust 2004-A3   0.325%#  2/15/2017  $1,725   $1,725,556 
Chase Issuance Trust 2012-A1   0.255%#  5/16/2016   7,850    7,850,090 
Citibank Credit Card Issuance Trust 2009-A4   4.90%  6/23/2016   6,945    7,046,133 
Citibank Omni Master Trust 2009-A13    5.35%  8/15/2018   3,367    3,441,384 
Citibank Omni Master Trust 2009-A14A    2.905%#  8/15/2018   6,750    6,827,122 
Discover Card Execution Note Trust 2011-A3 A   0.365%#  3/15/2017   4,200    4,202,900 
Discover Card Execution Note Trust 2012-A2   0.305%#  10/17/2016   4,495    4,495,528 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   2,850    2,851,073 
Discover Card Master Trust I 2007-2 A   0.235%#  9/15/2016   4,000    3,999,810 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   3,500    3,498,040 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   2,250    2,252,216 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   4,500    4,647,785 
Total                66,516,097 
                   
Home Equity 0.42%                  
                   
Home Equity Asset Trust 2006-6 2A2   0.266%#  11/25/2036   299    298,230 
Home Equity Asset Trust 2006-7 2A2   0.266%#  1/25/2037   1,578    1,546,006 
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   2,807    2,766,977 
Option One Mortgage Loan Trust 2005-1 A4   0.956%#  2/25/2035   1,720    1,689,864 
Total                6,301,077 
                   
Other 3.47%                  
                   
ARES CLO Ltd. 2007-3RA A2    0.457%#  4/16/2021   1,958    1,923,853 
Babson CLO, Inc. 2007-1A A1    0.462%#  1/18/2021   947    926,697 
Carlyle Azure CLO Ltd. 2006-1A A2L    0.634%#  5/27/2020   1,500    1,462,061 
Fairway Loan Funding Co. 2006-1A A3L    0.898%#  10/17/2018   2,000    1,956,608 
First Franklin Mortgage Loan Trust 2006-FF17 A4   0.256%#  12/25/2036   51    51,025 
Fore CLO Ltd. 2007-1A A2    0.687%#  7/20/2019   1,150    1,111,089 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.545%#  12/20/2020   1,500    1,468,086 
Harch CLO III Ltd. 2007-1A B    0.636%#  4/17/2020   1,000    973,192 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2    1.99%  10/15/2045   2,520    2,538,780 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 B2    2.48%  10/15/2045   1,090    1,100,786 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2    1.495%  1/16/2046   2,425    2,423,646 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B3    2.734%  1/15/2048   1,250    1,245,018 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%  5/16/2044   1,500    1,495,304 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 D2    2.388%  5/16/2044   1,750    1,744,746 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%  5/15/2046   1,500    1,478,752 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6    1.287%  9/15/2044   2,360    2,360,455 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%  11/15/2046  $1,300   $1,301,952 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 C7    2.526%  11/15/2046   1,825    1,820,803 
HLSS Servicer Advance Receivables Backed Notes 2014-T1 CT1    1.79%  1/17/2045   1,900    1,900,719 
Illinois Student Assistance Commission 2010-1 A2   1.289%#  4/25/2022   3,834    3,852,097 
JFIN Revolver CLO Ltd. 2013-1A A    1.497%#  1/20/2021   2,750    2,739,375 
KKR Financial CLO Corp. 2006-1A C    1.185%#  8/25/2018   750    729,550 
KKR Financial CLO Corp. 2007-1A A    0.586%#  5/15/2021   2,524    2,496,163 
KKR Financial CLO Corp. 2007-1A B    0.986%#  5/15/2021   1,000    968,964 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.336%#  1/25/2036   781    772,555 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%  6/20/2048   2,150    2,123,174 
Saxon Asset Securities Trust 2006-3 A2   0.266%#  10/25/2046   151    150,611 
SLM Student Loan Trust 2010-A 2A    3.405%#  5/16/2044   3,255    3,459,854 
SLM Student Loan Trust 2012-C A1    1.255%#  8/15/2023   2,338    2,352,649 
Structured Asset Securities Corp. 2006-GEL3 A2    0.386%#  7/25/2036   522    516,445 
Structured Asset Securities Corp. 2007-BC2 A3   0.286%#  3/25/2037   1,049    1,020,838 
Venture VIII CDO Ltd. 2007-8A A1A    0.517%#  7/22/2021   1,500    1,452,076 
Total                51,917,923 
Total Asset-Backed Securities
(cost $202,033,654)
                202,245,331 
                   
CORPORATE BONDS 36.61%                  
                   
Aerospace/Defense 0.06%                  
                   
Embraer SA (Brazil)(a)    5.15%  6/15/2022   844    874,595 
                   
Apparel 0.28%                  
                   
J. Crew Group, Inc.   8.125%  3/1/2019   1,715    1,800,750 
PVH Corp.   7.75%  11/15/2023   2,053    2,415,385 
Total                4,216,135 
                   
Auto Parts: Original Equipment 0.10%                  
                   
International Automotive Components Group SA (Luxembourg)†(a)    9.125%  6/1/2018   1,446    1,529,145 
                   
Automotive 0.29%                  
                   
Ford Motor Co.   6.375%  2/1/2029   1,489    1,686,258 
Ford Motor Co.   6.625%  10/1/2028   1,679    1,954,118 
Ford Motor Co.   7.45%  7/16/2031   483    622,434 
Total                4,262,810 
                   
Banks: Diversified 3.73%                  
                   
Bank of America Corp.   5.70%  5/2/2017   2,280    2,558,568 
Bank of America Corp.   7.625%  6/1/2019   2,605    3,248,380 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Diversified (continued)                  
                   
Citigroup, Inc.   5.50%  9/13/2025  $2,900   $3,132,708 
Compagnie de Financement Foncier SA (France)†(a)    0.981%#  4/17/2014   4,800    4,802,890 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022   5,000    5,719,185 
Goldman Sachs Group, Inc. (The)   5.95%  1/15/2027   2,267    2,488,545 
JPMorgan Chase & Co.   4.35%  8/15/2021   3,086    3,333,164 
Lloyds TSB Bank plc (United Kingdom)†(a)    6.50%  9/14/2020   4,453    5,131,820 
Macquarie Bank Ltd. (Australia)†(a)    6.625%  4/7/2021   3,025    3,441,766 
Morgan Stanley   4.10%  5/22/2023   631    629,286 
Morgan Stanley   5.00%  11/24/2025   2,350    2,446,138 
Morgan Stanley   5.50%  7/28/2021   908    1,035,891 
Morgan Stanley   6.00%  4/28/2015   2,150    2,280,200 
National Savings Bank (Sri Lanka)†(a)    8.875%  9/18/2018   700    770,000 
PKO Finance AB (Sweden)†(a)    4.63%  9/26/2022   1,000    1,010,000 
Regions Financial Corp.   7.75%  11/10/2014   294    308,384 
Santander UK plc (United Kingdom)†(a)    5.00%  11/7/2023   1,650    1,715,535 
Standard Chartered plc (United Kingdom)†(a)    3.95%  1/11/2023   3,500    3,341,649 
Turkiye Halk Bankasi AS (Turkey)†(a)    3.875%  2/5/2020   2,550    2,308,260 
Wells Fargo & Co.   3.45%  2/13/2023   6,163    6,039,598 
Total                55,741,967 
                   
Banks: Money Center 0.55%                  
                   
BBVA Banco Continental SA (Peru)†(a)    5.00%  8/26/2022   1,400    1,421,000 
Zions Bancorporation   4.50%  3/27/2017   4,436    4,722,707 
Zions Bancorporation   4.50%  6/13/2023   2,050    2,059,904 
Total                8,203,611 
                   
Beverages 0.68%                  
                   
Central American Bottling Corp.    6.75%  2/9/2022   4,671    4,892,872 
Embotelladora Andina SA (Chile)†(a)    5.00%  10/1/2023   700    718,845 
Fomento Economico Mexicano SAB de CV (Mexico)(a)    2.875%  5/10/2023   2,350    2,158,487 
Pernod Ricard SA (France)†(a)    5.75%  4/7/2021   2,175    2,471,750 
Total                10,241,954 
                   
Biotechnology Research & Production 0.25%                  
                   
Amgen, Inc.   6.40%  2/1/2039   3,061    3,736,676 
                   
Broadcasting 0.09%                  
                   
Cox Communications, Inc.    8.375%  3/1/2039   1,100    1,412,640 
                   
Brokers 0.53%                  
                   
Jefferies Group LLC   6.875%  4/15/2021   2,473    2,874,863 
Raymond James Financial, Inc.   8.60%  8/15/2019   3,950    5,022,255 
Total                7,897,118 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 0.44%                  
                   
Building Materials Corp. of America    7.00%  2/15/2020  $1,233   $1,328,557 
Cimento Tupi SA (Brazil)†(a)    9.75%  5/11/2018   500    502,500 
Owens Corning, Inc.   9.00%  6/15/2019   1,435    1,789,712 
Voto-Votorantim Ltd.    6.75%  4/5/2021   2,570    2,846,275 
Votorantim Cimentos SA (Brazil)†(a)    7.25%  4/5/2041   100    97,500 
Total                6,564,544 
                   
Business Services 0.10%                  
                   
Cielo SA/Cielo USA, Inc. (Brazil)†(a)    3.75%  11/16/2022   600    545,250 
Expedia, Inc.   5.95%  8/15/2020   847    947,299 
Total                1,492,549 
                   
Cable Services 0.40%                  
                   
Time Warner Cable, Inc.   6.55%  5/1/2037   1,211    1,407,597 
Time Warner Cable, Inc.   7.30%  7/1/2038   3,625    4,544,431 
Total                5,952,028 
                   
Chemicals 1.22%                  
                   
Braskem Finance Ltd.   6.45%  2/3/2024   550    559,625 
CF Industries, Inc.   7.125%  5/1/2020   4,665    5,589,118 
Grupo Idesa SA de CV (Mexico)†(a)    7.875%  12/18/2020   2,400    2,478,000 
Methanex Corp. (Canada)(a)    5.25%  3/1/2022   3,773    4,110,254 
Montell Finance Co. BV (Netherlands)†(a)    8.10%  3/15/2027   2,687    3,472,848 
NewMarket Corp.   4.10%  12/15/2022   2,071    2,058,058 
Total                18,267,903 
                   
Communications Technology 0.14%                  
                   
Juniper Networks, Inc.   4.50%  3/15/2024   721    723,584 
Juniper Networks, Inc.   4.60%  3/15/2021   1,350    1,390,416 
Total                2,114,000 
                   
Computer Hardware 0.18%                  
                   
Hewlett-Packard Co.   6.125%  3/1/2014   2,743    2,743,000 
                   
Computer Software 0.35%                  
                   
Autodesk, Inc.   3.60%  12/15/2022   1,000    964,474 
Netflix, Inc.   5.375%  2/1/2021   1,505    1,580,250 
SunGard Data Systems, Inc.   7.375%  11/15/2018   2,570    2,740,262 
Total                5,284,986 
                   
Consumer Products 0.19%                  
                   
Tupperware Brands Corp.   4.75%  6/1/2021   2,764    2,857,733 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Containers 0.42%                  
                   
Crown Cork & Seal Co., Inc.   7.50%  12/15/2096  $3,648   $3,447,360 
Rock-Tenn Co.   4.90%  3/1/2022   2,600    2,805,670 
Total                6,253,030 
                   
Data Product, Equipment & Communications 0.29%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   3,000    3,128,718 
Total System Services, Inc.   3.75%  6/1/2023   1,279    1,214,969 
Total                4,343,687 
                   
Diversified 0.13%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   850    879,750 
Tenedora Nemak SA de CV (Mexico)†(a)    5.50%  2/28/2023   1,000    997,500 
Total                1,877,250 
                   
Drugs 0.32%                  
                   
CFR International SpA (Chile)†(a)    5.125%  12/6/2022   1,600    1,527,158 
Grifols, Inc.   8.25%  2/1/2018   1,850    1,981,813 
Hospira, Inc.   5.80%  8/12/2023   1,150    1,256,012 
Total                4,764,983 
                   
Electric: Power 2.19%                  
                   
AES El Salvador Trust II (Panama)†(a)    6.75%  3/28/2023   700    647,500 
Astoria Depositor Corp.    8.144%  5/1/2021   1,250    1,312,500 
CEZ AS (Czech Republic)†(a)    4.25%  4/3/2022   1,500    1,543,358 
DPL, Inc.   7.25%  10/15/2021   2,875    2,885,781 
Duquesne Light Holdings, Inc.    6.40%  9/15/2020   2,251    2,633,758 
Entergy Corp.   5.125%  9/15/2020   6,195    6,677,919 
Exelon Generation Co. LLC   4.25%  6/15/2022   1,750    1,757,784 
Indiantown Cogeneration LP   9.77%  12/15/2020   1,894    2,153,429 
North American Energy Alliance LLC/North American Energy Alliance Finance Corp.   10.875%  6/1/2016   1,465    1,520,586 
PPL WEM Holdings plc (United Kingdom)†(a)    5.375%  5/1/2021   6,000    6,579,648 
Red Oak Power LLC   8.54%  11/30/2019   1,290    1,373,387 
Texas-New Mexico Power Co.    9.50%  4/1/2019   2,800    3,609,626 
Total                32,695,276 
                   
Electrical: Household 0.09%                  
                   
Energizer Holdings, Inc.   4.70%  5/19/2021   1,303    1,363,270 
                   
Electronics 0.14%                  
                   
PerkinElmer, Inc.   5.00%  11/15/2021   1,922    2,021,275 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy Equipment & Services 0.92%                  
                   
Alta Wind Holdings LLC    7.00%  6/30/2035  $2,442   $2,702,673 
Energy Transfer Partners LP   6.625%  10/15/2036   460    517,999 
Energy Transfer Partners LP   7.50%  7/1/2038   1,926    2,360,939 
Energy Transfer Partners LP   9.00%  4/15/2019   2,055    2,616,473 
IFM US Colonial Pipeline 2 LLC    6.45%  5/1/2021   3,850    4,222,018 
Stone Energy Corp.   7.50%  11/15/2022   1,200    1,299,000 
Total                13,719,102 
                   
Engineering & Contracting Services 0.03%                  
                   
AGCO Corp.   5.875%  12/1/2021   400    437,687 
                   
Entertainment 0.10%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.375%  6/1/2020   1,000    1,100,000 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    9.50%  6/15/2019   375    411,563 
Total                1,511,563 
                   
Financial Services 1.59%                  
                   
Air Lease Corp.   4.75%  3/1/2020   1,800    1,903,500 
Comcel Trust    6.875%  2/6/2024   1,200    1,243,500 
Credit Suisse AG (Guernsey)†(a)    1.625%  3/6/2015   3,390    3,432,050 
DTEK Finance plc (United Kingdom)†(a)    7.875%  4/4/2018   600    480,000 
Dun & Bradstreet Corp. (The)   4.375%  12/1/2022   2,729    2,726,860 
FMR LLC    7.57%  6/15/2029   1,000    1,336,441 
General Electric Capital Corp.   6.75%  3/15/2032   1,003    1,286,700 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   1,025    1,096,750 
Lender Processing Services, Inc.   5.75%  4/15/2023   2,000    2,142,500 
Marsh & McLennan Cos., Inc.   9.25%  4/15/2019   375    491,373 
MU Finance plc (United Kingdom)†(a)    8.375%  2/1/2017   1,541    1,614,309 
Santander UK plc (United Kingdom)(a)    7.95%  10/26/2029   1,125    1,366,782 
Scottrade Financial Services, Inc.    6.125%  7/11/2021   3,000    3,027,879 
Western Union Co. (The)   3.35%  5/22/2019   1,650    1,656,489 
Total                23,805,133 
                   
Financial: Miscellaneous 0.64%                  
                   
Moody’s Corp.   4.50%  9/1/2022   3,000    3,107,691 
Moody’s Corp.   5.50%  9/1/2020   1,900    2,133,326 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   3,330    3,672,081 
NASDAQ OMX Group, Inc. (The)   5.55%  1/15/2020   605    669,617 
Total                9,582,715 
                   
Food 0.89%                  
                   
Alicorp SAA (Peru)†(a)    3.875%  3/20/2023   1,600    1,492,000 
Big Heart Pet Brands   7.625%  2/15/2019   288    300,240 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food (continued)                  
                   
Cencosud SA (Chile)†(a)    4.875%  1/20/2023  $3,525   $3,375,029 
Cosan Luxembourg SA (Luxembourg)†(a)    5.00%  3/14/2023   4,000    3,664,000 
ESAL GmbH (Austria)†(a)    6.25%  2/5/2023   2,100    1,963,500 
Flowers Foods, Inc.   4.375%  4/1/2022   480    490,858 
Grupo Bimbo SAB de CV (Mexico)†(a)    4.875%  6/30/2020   1,200    1,280,928 
Raizen Fuels Finance Ltd.    9.50%  8/15/2014   700    724,360 
Total                13,290,915 
                   
Food/Beverage 0.06%                  
                   
BRF SA (Brazil)†(b)    7.75%  5/22/2018  BRL 2,500    867,363 
                   
Gaming 0.06%                  
                   
CCM Merger, Inc.    9.125%  5/1/2019  $858    915,915 
                   
Health Care Products 0.10%                  
                   
Mallinckrodt International Finance SA (Luxembourg)†(a)    4.75%  4/15/2023   1,500    1,427,883 
                   
Health Care Services 0.09%                  
                   
Dignity Health   4.50%  11/1/2042   1,554    1,348,821 
                   
Household Equipment/Products 0.10%                  
                   
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(a)    4.25%  5/9/2020   1,625    1,476,313 
                   
Household Furnishings 0.09%                  
                   
Arcelik AS (Turkey)†(a)    5.00%  4/3/2023   1,600    1,412,000 
                   
Industrial Products 0.17%                  
                   
KOC Holding AS (Turkey)†(a)    3.50%  4/24/2020   1,000    902,700 
Mueller Water Products, Inc.   7.375%  6/1/2017   1,526    1,575,595 
Total                2,478,295 
                   
Insurance 0.50%                  
                   
CNO Financial Group, Inc.    6.375%  10/1/2020   1,026    1,097,820 
Markel Corp.   7.125%  9/30/2019   2,886    3,465,018 
Willis North America, Inc.   7.00%  9/29/2019   2,555    2,987,350 
Total                7,550,188 
                   
Investment Management Companies 0.33%                  
                   
Affiliated Managers Group, Inc.   4.25%  2/15/2024   1,500    1,515,114 
Lazard Group LLC   4.25%  11/14/2020   1,200    1,264,460 
Lazard Group LLC   6.85%  6/15/2017   1,000    1,143,814 
Oaktree Capital Management LP    6.75%  12/2/2019   900    1,065,448 
Total                4,988,836 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leasing 0.08%                  
                   
Penske Truck Leasing Co. LP/PTL Finance Corp.    4.875%  7/11/2022  $1,189   $1,263,472 
                   
Leisure 0.53%                  
                   
Carnival plc (United Kingdom)(a)    7.875%  6/1/2027   3,957    4,817,327 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   2,800    3,094,000 
Total                7,911,327 
                   
Lodging 0.69%                  
                   
Host Hotels & Resorts LP   5.25%  3/15/2022   5,032    5,471,817 
Hyatt Hotels Corp.    6.875%  8/15/2019   3,333    3,919,251 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.    6.375%  6/1/2021   1,000    997,500 
Total                10,388,568 
                   
Machinery: Agricultural 0.60%                  
                   
Camposol SA (Peru)†(a)    9.875%  2/2/2017   493    507,790 
Lorillard Tobacco Co.   8.125%  6/23/2019   3,116    3,890,052 
Lorillard Tobacco Co.   8.125%  5/1/2040   1,400    1,787,469 
MHP SA (Ukraine)†(a)    8.25%  4/2/2020   2,915    2,420,033 
MHP SA (Ukraine)†(a)    10.25%  4/29/2015   400    395,000 
Total                9,000,344 
                   
Machinery: Oil Well Equipment & Services 0.21%                  
                   
Pride International, Inc.   8.50%  6/15/2019   2,500    3,206,273 
                   
Manufacturing 0.32%                  
                   
Hillenbrand, Inc.   5.50%  7/15/2020   3,900    4,165,286 
J.B. Poindexter & Co., Inc.    9.00%  4/1/2022   550    591,250 
Total                4,756,536 
                   
Media 1.43%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,325    1,541,840 
21st Century Fox America, Inc.   6.90%  8/15/2039   652    815,857 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.   5.00%  3/1/2021   3,038    3,282,152 
Globo Comunicacao e Participacoes SA (Brazil)†(a)    4.875%  4/11/2022   3,825    3,872,813 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(a)   5.307%  5/11/2022   3,550    3,736,375 
Interpublic Group of Cos., Inc. (The)   4.00%  3/15/2022   2,305    2,299,477 
NET Servicos de Comunicacao SA (Brazil)(a)    7.50%  1/27/2020   1,400    1,533,000 
Time Warner, Inc.   7.625%  4/15/2031   498    657,992 
Videotron Ltee (Canada)(a)    6.375%  12/15/2015   643    645,411 
Videotron Ltee (Canada)(a)    9.125%  4/15/2018   945    985,163 
VTR Finance BV (Netherlands)†(a)    6.875%  1/15/2024   1,950    2,001,593 
Total               21,371,673 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metal Fabricating 0.13%                  
                   
Severstal Columbus LLC   10.25%  2/15/2018  $1,800   $1,897,020 
                   
Metals & Minerals: Miscellaneous 0.85%                  
                   
Anglo American Capital plc (United Kingdom)†(a)    4.45%  9/27/2020   1,250    1,297,011 
Anglo American Capital plc (United Kingdom)†(a)    9.375%  4/8/2019   4,139    5,332,642 
Barrick Gold Corp. (Canada)(a)    4.10%  5/1/2023   1,153    1,105,672 
Barrick North America Finance LLC   4.40%  5/30/2021   1,626    1,648,546 
Compass Minerals International, Inc.   8.00%  6/1/2019   879    929,543 
Kinross Gold Corp. (Canada)†(a)(c)    5.95%  3/15/2024   856    860,000 
New Gold, Inc. (Canada)†(a)    6.25%  11/15/2022   1,500    1,507,500 
Total                12,680,914 
                   
Natural Gas 0.47%                  
                   
SourceGas LLC    5.90%  4/1/2017   3,984    4,249,227 
Tennessee Gas Pipeline Co.   8.375%  6/15/2032   2,015    2,719,589 
Total                6,968,816 
                   
Oil 1.95%                  
                   
Afren plc (United Kingdom)†(a)    10.25%  4/8/2019   2,600    2,986,750 
Alliance Oil Co. Ltd. (Russia)†(a)    7.00%  5/4/2020   2,350    2,167,875 
Antero Resources Finance Corp.   7.25%  8/1/2019   397    428,760 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   7.875%  4/15/2022   1,325    1,450,875 
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%  5/15/2019   5,100    6,226,723 
Chaparral Energy, Inc.   8.25%  9/1/2021   1,340    1,474,000 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   1,209    1,305,720 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)    7.50%  2/11/2020   1,500    1,552,500 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   614    686,145 
LUKOIL International Finance BV (Netherlands)†(a)    6.375%  11/5/2014   (d)   111 
MEG Energy Corp. (Canada)†(a)    6.375%  1/30/2023   2,306    2,386,710 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%  4/12/2017   2,771    1,990,963 
Petroleos Mexicanos (Mexico)†(a)    4.875%  1/18/2024   595    613,121 
Petroleos Mexicanos (Mexico)†(a)    6.375%  1/23/2045   700    744,908 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)    9.75%  8/14/2019   1,000    1,252,500 
SEACOR Holdings, Inc.   7.375%  10/1/2019   2,246    2,481,830 
Valero Energy Corp.   10.50%  3/15/2039   910    1,413,668 
Total                29,163,159 
                   
Oil: Crude Producers 1.89%                  
                   
Crosstex Energy LP/Crosstex Energy Finance Corp.   8.875%  2/15/2018   2,051    2,154,832 
Enbridge Energy Partners LP   9.875%  3/1/2019   3,221    4,210,900 
Enterprise Products Operating LLC   7.55%  4/15/2038   1,269    1,665,160 
Kerr-McGee Corp.   7.125%  10/15/2027   1,000    1,193,092 
Maritimes & Northeast Pipeline LLC    7.50%  5/31/2014   5,011    5,074,324 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
OGX Austria GmbH (Austria)†(a)(e)    8.50%  6/1/2018  $1,730   $108,125 
Pacific Rubiales Energy Corp. (Canada)†(a)    5.125%  3/28/2023   1,650    1,592,250 
Plains Exploration & Production Co.   6.75%  2/1/2022   4,250    4,717,500 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%  9/1/2020   325    342,063 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   1,250    1,303,125 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   583    625,268 
Ruby Pipeline LLC    6.00%  4/1/2022   3,500    3,768,110 
Sabine Pass Liquefaction LLC    6.25%  3/15/2022   1,460    1,512,925 
Total                28,267,674 
                   
Oil: Integrated Domestic 0.36%                  
                   
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   775    945,039 
Rowan Cos., Inc.   7.875%  8/1/2019   3,679    4,482,159 
Total                5,427,198 
                   
Oil: Integrated International 1.19%                  
                   
ENI SpA (Italy)†(a)    5.70%  10/1/2040   7,400    7,645,606 
Petrohawk Energy Corp.   6.25%  6/1/2019   750    819,766 
Petrohawk Energy Corp.   7.25%  8/15/2018   1,489    1,591,151 
Transocean, Inc.   6.375%  12/15/2021   2,002    2,249,359 
Weatherford International Ltd.   9.875%  3/1/2039   3,707    5,540,579 
Total                17,846,461 
                   
Paper & Forest Products 0.67%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   4,117    5,996,336 
Plum Creek Timberlands LP   4.70%  3/15/2021   3,850    4,065,539 
Total                10,061,875 
                   
Production Technology Equipment 0.12%                  
                   
Nuance Communications, Inc.    5.375%  8/15/2020   1,800    1,813,500 
                   
Real Estate Investment Trusts 1.26%                  
                   
American Tower Corp.   4.70%  3/15/2022   1,580    1,653,620 
American Tower Corp.   5.05%  9/1/2020   2,678    2,917,625 
ARC Properties Operating Partnership LP/Clark Acquisition LLC    3.00%  2/6/2019   2,300    2,298,227 
Corrections Corp. of America   4.125%  4/1/2020   1,916    1,882,470 
Country Garden Holdings Co. Ltd. (China)†(a)    11.125%  2/23/2018   350    385,875 
Country Garden Holdings Co. Ltd. (China)†(a)    11.25%  4/22/2017   450    479,250 
EPR Properties   5.25%  7/15/2023   2,175    2,223,148 
EPR Properties   7.75%  7/15/2020   3,054    3,632,882 
Goodman Funding Pty Ltd. (Australia)†(a)    6.375%  11/12/2020   1,760    2,013,899 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   657    728,054 
Kilroy Realty LP   6.625%  6/1/2020   517    608,504 
Total                18,823,554 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 0.76%                  
                   
CDR DB Sub, Inc    7.75%  10/15/2020  $1,385   $1,353,838 
Family Dollar Stores, Inc.   5.00%  2/1/2021   1,208    1,270,162 
QVC, Inc.    7.375%  10/15/2020   8,000    8,671,520 
Total                11,295,520 
                   
Savings & Loan 0.25%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   3,128    3,675,719 
                   
Steel 0.82%                  
                   
Allegheny Technologies, Inc.   5.875%  8/15/2023   1,945    2,027,754 
Allegheny Technologies, Inc.   9.375%  6/1/2019   4,085    5,011,895 
Metinvest BV (Netherlands)†(a)    8.75%  2/14/2018   775    682,000 
Severstal OAO Via Steel Capital SA (Luxembourg)†(a)    4.45%  3/19/2018   1,200    1,189,500 
Valmont Industries, Inc.   6.625%  4/20/2020   2,901    3,367,843 
Total                12,278,992 
                   
Technology 0.10%                  
                   
VeriSign, Inc.   4.625%  5/1/2023   1,528    1,497,440 
                   
Telecommunications 1.41%                  
                   
Altice Financing SA (Luxembourg)†(a)    6.50%  1/15/2022   2,500    2,612,500 
Frontier Communications Corp.   9.25%  7/1/2021   650    771,875 
GTE Corp.   6.94%  4/15/2028   5,162    6,240,027 
Millicom International Cellular SA (Luxembourg)†(a)    4.75%  5/22/2020   2,500    2,412,500 
Millicom International Cellular SA (Luxembourg)†(a)    6.625%  10/15/2021   2,000    2,095,000 
MTS International Funding Ltd. (Ireland)†(a)    5.00%  5/30/2023   1,500    1,396,875 
Telefonica Celular del Paraguay SA (Paraguay)†(a)    6.75%  12/13/2022   1,625    1,698,125 
Telemovil Finance Co., Ltd. (El Salvador)†(a)    8.00%  10/1/2017   1,500    1,595,625 
Verizon Communications, Inc.   7.75%  12/1/2030   1,687    2,228,999 
Total                21,051,526 
                   
Tobacco 0.13%                  
                   
Altria Group, Inc.   9.95%  11/10/2038   1,194    1,899,489 
                   
Transportation: Miscellaneous 0.72%                  
                   
Florida East Coast Railway Corp.   8.125%  2/1/2017   1,368    1,431,954 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017   1,000    1,057,500 
Viterra, Inc. (Canada)†(a)    5.95%  8/1/2020   7,515    8,328,108 
Total                10,817,562 
                   
Utilities 0.63%                  
                   
Origin Energy Finance Ltd. (Australia)†(a)    3.50%  10/9/2018   3,000    3,072,936 
Public Service Co. of New Mexico   7.95%  5/15/2018   2,283    2,753,487 
Williams Cos., Inc. (The)   8.75%  3/15/2032   2,964    3,555,253 
Total                9,381,676 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities: Electrical 0.21%                  
                   
Tennessee Valley Authority   3.50%    12/15/2042  $3,740   $3,183,073 
Total Corporate Bonds
(cost $534,326,571)
                547,454,255 
                   
FOREIGN BOND(b) 0.14%                  
                   
Mexico                  
                   
Red de Carreteras de Occidente S.A.P.I.B. de CV  
(cost $2,515,343)
   9.00%  6/10/2028  MXN 31,250    2,066,604 
                   
FOREIGN GOVERNMENT OBLIGATIONS 2.81%                  
                   
Angola 0.11%                  
                   
Republic of Angola(a)    7.00%  8/16/2019  $1,500    1,623,750 
                   
Argentina 0.11%                  
                   
City of Buenos Aires†(a)    9.95%  3/1/2017   800    760,000 
Provincia de Neuquen†(a)    7.875%  4/26/2021   440    429,000 
Republic of Argentina(a)    8.28%  12/31/2033   620    452,382 
Total                1,641,382 
                   
Aruba 0.03%                  
                   
Aruba Government†(a)    4.625%  9/14/2023   500    477,500 
                   
Bahamas 0.19%                  
                   
Commonwealth of Bahamas†(a)    5.75%  1/16/2024   700    702,450 
Commonwealth of Bahamas†(a)    6.95%  11/20/2029   1,943    2,076,266 
Total                2,778,716 
                   
Bermuda 0.21%                  
                   
Bermuda Government    4.138%  1/3/2023   975    943,800 
Bermuda Government    5.603%  7/20/2020   1,950    2,145,000 
Total                3,088,800 
                   
Brazil 0.24%                  
                   
Federal Republic of Brazil(a)    4.25%  1/7/2025   1,000    963,750 
Federal Republic of Brazil†(a)    5.333%  2/15/2028   2,000    1,928,000 
Federal Republic of Brazil(a)    8.25%  1/20/2034   600    778,500 
Total               3,670,250 
                   
Cayman Islands 0.13%                  
                   
Cayman Islands Government    5.95%  11/24/2019   1,770    2,002,553 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Dominican Republic 0.15%                  
                   
Dominican Republic†(a)    6.60%  1/28/2024  $800   $816,400 
Dominican Republic†(a)    9.04%  1/23/2018   1,256    1,384,312 
Total                2,200,712 
                   
Ghana 0.19%                  
                   
Republic of Ghana†(a)    7.875%  8/7/2023   3,100    2,883,000 
                   
Indonesia 0.22%                  
                   
Perusahaan Penerbit SBSN†(a)    3.30%  11/21/2022   1,700    1,517,250 
Perusahaan Penerbit SBSN†(a)    4.00%  11/21/2018   1,700    1,744,625 
Total                3,261,875 
                   
Mexico 0.11%                  
                   
United Mexican States(a)    5.55%  1/21/2045   1,114    1,161,345 
United Mexican States(a)    5.95%  3/19/2019   400    466,600 
Total                1,627,945 
                   
Panama 0.03%                  
                   
Republic of Panama(a)    4.30%  4/29/2053   550    438,900 
                   
Philippines 0.17%                  
                   
Republic of Philippines(a)    7.50%  9/25/2024   1,979    2,528,172 
                   
Poland 0.10%                  
                   
Republic of Poland(a)    4.00%  1/22/2024   1,511    1,529,888 
                   
Russia 0.24%                  
                   
Russia Eurobonds†(a)    3.625%  4/29/2015   2,310    2,385,075 
Russia Eurobonds†(a)    4.875%  9/16/2023   1,200    1,221,600 
Total                3,606,675 
                   
Slovenia 0.10%                  
                   
Republic of Slovenia†(a)    5.25%  2/18/2024   1,500    1,535,265 
                   
Tanzania 0.09%                  
                   
United Republic of Tanzania(a)    6.392%#  3/9/2020   1,250    1,287,500 
                   
Trinidad And Tobago 0.07%                  
                   
Republic of Trinidad & Tobago†(a)    4.375%  1/16/2024   1,000    1,042,500 
                   
Turkey 0.22%                  
                   
Republic of Turkey(a)    5.625%  3/30/2021   3,124    3,267,704 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Venezuela 0.10%                  
                   
Republic of Venezuela(a)    9.375%  1/13/2034  $2,089   $1,493,635 
Total Foreign Government Obligations
(cost $42,150,739)
                41,986,722 
                   
GOVERNMENT SPONSORED ENTERPRISES BOND 3.05%                  
                   
Federal Home Loan Mortgage Corp.
(cost $44,770,945)
   2.375%  1/13/2022   46,228    45,621,489 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.16% 
                   
Federal Home Loan Mortgage Corp. 2013-K31 B    3.625%#  7/25/2046   2,354    2,224,404 
Federal Home Loan Mortgage Corp. K035 A1   2.615%  3/25/2023   4,561    4,638,041 
Federal Home Loan Mortgage Corp. K035 A2   3.458%#  8/25/2023   4,462    4,576,763 
Federal Home Loan Mortgage Corp. KS01 A2   2.522%  1/25/2023   2,954    2,844,980 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   3,075    3,080,209 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $17,320,144)
                17,364,397 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 19.32%             
                   
Federal Home Loan Mortgage Corp.(f)    3.50%  TBA   27,420    27,737,044 
Federal Home Loan Mortgage Corp.(f)    4.00%  TBA   14,060    14,660,296 
Federal Home Loan Mortgage Corp.   5.00%  6/1/2026   7,575    8,258,667 
Federal National Mortgage Assoc.(f)    3.00%  TBA   22,160    21,532,422 
Federal National Mortgage Assoc.(f)    3.50%  TBA   83,230    84,166,337 
Federal National Mortgage Assoc.(f)    4.50%  TBA   25,200    26,999,436 
Federal National Mortgage Assoc.   4.50%  11/1/2018   6,449    6,908,857 
Federal National Mortgage Assoc.    5.50%  9/1/2034 -
9/1/2038
   35,788    39,775,813 
Federal National Mortgage Assoc.(f)    5.50%  TBA   36,670    40,491,711 
Government National Mortgage Assoc.(f)    4.00%  TBA   17,380    18,373,920 
Total Government Sponsored Enterprises Pass-Throughs
(cost $286,144,605)
                288,904,503 
                   
MUNICIPAL BONDS 1.74%                  
                   
Education 0.06%                  
                   
Univ of California Bd of Regs   6.27%  5/15/2031   855    948,546 
                   
Electric Revenue Bonds 0.09%                  
                   
American Municipal Power, Inc.   7.834%  2/15/2041   1,000    1,357,010 
                   
Other Revenue 0.76%                  
                   
Dallas Convention Center Hotel   7.088%  1/1/2042   1,232    1,474,618 
Nashville & Davidson Cnty Met   6.731%  7/1/2043   2,000    2,383,620 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other Revenue (continued)                  
                   
San Diego Cnty Regl Arpt Auth   6.628%  7/1/2040  $2,800   $2,972,592 
Southern California Metro Wtr   6.538%  7/1/2039   2,405    2,628,545 
Southern California Metro Wtr   6.947%  7/1/2040   255    289,853 
Univ of Massachusetts Bldg Auth   6.573%  5/1/2039   1,500    1,643,235 
Total                11,392,463 
                   
Transportation 0.59%                  
                   
Chicago, IL   6.845%  1/1/2038   2,500    2,727,650 
Clark Cnty, NV   6.881%  7/1/2042   2,275    2,453,883 
Metropolitan Washington Arpt   7.462%  10/1/2046   3,000    3,601,320 
Total                8,782,853 
                   
Utilities 0.24%                  
                   
Chicago, IL   6.742%  11/1/2040   825    950,202 
Los Angeles Dept Wtr & Pwr, CA   7.003%  7/1/2041   535    603,009 
Municipal Elec Auth of Georgia   7.055%  4/1/2057   819    861,858 
San Francisco Pub Util Comm, CA   6.00%  11/1/2040   350    417,809 
San Francisco Pub Util Comm, CA   6.00%  11/1/2040   600    717,774 
Total                3,550,652 
Total Municipal Bonds
(cost $25,232,416)
                26,031,524 
   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 5.06%  
                   
Banc of America Funding Corp. 2007-6 A1   0.446%#  7/25/2037   832    692,827 
Bear Stearns ALT-A Trust 2004-8 1A   0.856%#  9/25/2034   3,154    3,063,535 
Commercial Mortgage Pass-Through Certificates 2007-FL14 AJ    0.335%#  6/15/2022   1,651    1,639,303 
Commercial Mortgage Pass-Through Certificates 2013-CR13 A4   4.194%#  10/10/2046   3,640    3,834,431 
Commercial Mortgage Pass-Through Certificates 2013-WWP D    3.898%  3/10/2031   7,557    6,909,343 
Credit Suisse Mortgage Capital Certificates 2013-TH1 A1    2.13%#  2/25/2043   1,796    1,639,064 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(a)    0.234%#  12/20/2054   1,667    1,649,620 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(a)    0.374%#  12/20/2054   4,029    3,993,526 
GS Mortgage Securities Corp. II 2006-GG6 A2   5.506%  4/10/2038   110    109,684 
Holmes Master Issuer plc 2010-1A A2 (United Kingdom)†(a)    1.639%#  10/15/2054   1,011    1,012,784 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B    5.648%#  3/18/2051   4,870    5,236,954 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%  6/15/2045   2,519    2,591,482 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%  2/15/2047   703    725,812 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   3,260    3,553,822 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   661    652,781 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   701    692,206 
Merrill Lynch Floating Trust 2008-LAQA A1    0.695%#  7/9/2021   4,204    4,198,907 
Merrill Lynch Mortgage Investors, Inc. 2006-AF2 AF1   6.25%  10/25/2036   2,144    1,947,239 
RBSCF Trust 2010-RR3 MS4C    4.97%  4/16/2040   3,393    3,449,551 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)  
                   
Sequoia Mortgage Trust 2012-3 A1   3.50%  7/25/2042  $907   $883,884 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,239    1,163,686 
Sequoia Mortgage Trust 2012-6 A2   1.808%  12/25/2042   3,033    2,701,555 
Sequoia Mortgage Trust 2013-1 2A1   1.855%  2/25/2043   1,419    1,232,960 
Sequoia Mortgage Trust 2013-2 A   1.874%  2/25/2043   2,657    2,354,519 
Springleaf Mortgage Loan Trust 2012-3A A    1.57%  12/25/2059   2,218    2,219,226 
Springleaf Mortgage Loan Trust 2013-1A A    1.27%  6/25/2058   1,554    1,551,478 
UBS-BAMLL Trust 2012-WRM E    4.238%#  6/10/2030   3,905    3,496,252 
Wachovia Bank Commercial Mortgage Trust 2007-C30 A3   5.246%  12/15/2043   957    960,581 
Wells Fargo Commercial Mortgage Trust 2013-120B D    2.71%#  3/18/2028   7,704    6,919,879 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D    4.304%#  7/15/2046   5,195    4,600,611 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $76,441,663)
                75,677,502 
                   
U.S. TREASURY OBLIGATIONS 23.44%                  
                   
U.S. Treasury Bond   3.75%  11/15/2043   45,178    46,526,292 
U.S. Treasury Note   0.25%  4/15/2016   167,522    167,103,195 
U.S. Treasury Note   0.375%  3/15/2015   46,336    46,446,419 
U.S. Treasury Note   1.50%  1/31/2019   76,590    76,625,921 
U.S. Treasury Note   1.50%  2/28/2019   13,815    13,807,982 
Total U.S. Treasury Obligations
(cost $349,302,755)
                350,509,809 
Total Long-Term Investments
(cost $1,580,238,835)
                1,597,862,136 
                   
SHORT-TERM INVESTMENTS 10.01%                  
                   
COMMERCIAL PAPER 0.53%                  
                   
Energy Equipment & Services 0.17%                  
                   
Talisman Energy, Inc.   Zero Coupon   3/10/2014   1,500    1,499,796 
Talisman Energy, Inc.   Zero Coupon   3/5/2014   1,000    999,961 
Total                2,499,757 
                   
Metals & Minerals: Miscellaneous 0.10%                  
                   
Aluminium Co. America   Zero Coupon   3/18/2014   1,500    1,499,613 
                   
Oil 0.15%                  
                   
DCP Midstream LLC   Zero Coupon   4/1/2014   1,000    999,315 
DCP Midstream LLC   Zero Coupon   3/5/2014   1,250    1,249,943 
Total                2,249,258 
                   
Railroads 0.05%                  
                   
Kansas City Southern Railway   Zero Coupon   3/7/2014   750    749,942 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Investments  Interest
Rate
  Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
COMMERCIAL PAPER (continued)                  
                   
Utilities: Miscellaneous 0.06%                  
                   
Nisource Finance Corp.   Zero Coupon   3/25/2014  $1,000   $999,584 
Total Commercial Paper
(cost $7,997,834)
                7,998,154 
                   
U.S. TREASURY OBLIGATIONS 4.42%                  
                   
U.S. Treasury Note   0.25%  3/31/2014   15,583    15,585,135 
U.S. Treasury Note   0.625%  7/15/2014   50,419    50,522,409 
Total U.S. Treasury Obligations
(cost $66,102,983)
                66,107,544 
                   
REPURCHASE AGREEMENT 5.06%                  
                   
Repurchase Agreement dated 2/28/2014, Zero Coupon due 3/3/2014 with Fixed Income Clearing Corp. collateralized by $74,730,000 of U.S. Treasury Note at 1.875% due 8/31/2017; value: $77,158,725; proceeds: $75,641,457
(cost $75,641,457)
           75,641    75,641,457 
Total Short-Term Investments
(cost $149,742,274)
                149,747,155 
                   
Total Investments in Securities 116.87%
(cost $1,729,981,109)
                1,747,609,291 
                   
Liabilities in Excess of Cash and Other Assets(g) (16.87%)                (252,250,007)
                   
Net Assets 100.00%               $1,495,359,284 
 
BRL Brazilian real.
MXN  Mexican peso.
PIK Payment-in-kind.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2014.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.
(b) Investment in non-U.S. dollar denominated securities.
(c) Securities purchased on a when-issued basis (See Note 2(f)).
(d) Amount is less than $1,000.
(e) Defaulted security.
(f) To-be-announced (“TBA”).  Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(g) Liabilities in Excess of Cash and Other Assets include net unrealized appreciation (depreciation) on forward foreign currency exchange contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2014

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2014:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Mexican peso  Sell  Goldman Sachs  5/12/2014   27,625,000   $2,079,950   $2,072,323   $7,627 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Brazilian real  Sell  Morgan Stanley  5/12/2014   2,070,000   $844,553   $867,592   $(23,039)

 

The following is a summary of the inputs used as of February 28, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $202,245,331   $   $202,245,331 
Corporate Bonds       547,454,255        547,454,255 
Foreign Bond       2,066,604        2,066,604 
Foreign Government Obligations       41,986,722        41,986,722 
Government Sponsored Enterprises Bond       45,621,489        45,621,489 
Government Sponsored Enterprises Collateralized Mortgage
    Obligations
       17,364,397        17,364,397 
Government Sponsored Enterprises Pass-Throughs       288,904,503        288,904,503 
Municipal Bonds       26,031,524        26,031,524 
Non-Agency Commercial Mortgage-Backed Securities       75,677,502        75,677,502 
U.S. Treasury Obligations       416,617,353        416,617,353 
Commercial Paper       7,998,154        7,998,154 
Repurchase Agreement       75,641,457        75,641,457 
Total  $   $1,747,609,291   $   $1,747,609,291 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $7,627   $   $7,627 
Liabilities       (23,039)       (23,039)
Total  $   $(15,412)  $   $(15,412)
 
(1) Refer to note 2(m) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography.
(3) There were no Level transfers during the period ended February 28, 2014.

 

See Notes to Schedule of Investments.

 

Notes to Schedule of Investments (unaudited)

 

1. ORGANIZATION

 

Lord Abbett Investment Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “Act”), as a diversified, open-end management investment company and was organized as a Delaware statutory trust on August 16, 1993. The Trust currently consists of the following twelve funds (separately, a “Fund” and collectively, the “Funds”): Lord Abbett Convertible Fund (“Convertible Fund”), Lord Abbett Core Fixed Income Fund (“Core Fixed Income Fund”), Lord Abbett Diversified Equity Strategy Fund (“Diversified Equity Strategy Fund”), Lord Abbett Floating Rate Fund (“Floating Rate Fund”), Lord Abbett High Yield Fund (“High Yield Fund”), Lord Abbett Income Fund (“Income Fund”), Lord Abbett Inflation Focused Fund (“Inflation Focused Fund”), Lord Abbett Multi-Asset Balanced Opportunity Fund (“Multi-Asset Balanced Opportunity Fund”; formerly, Lord Abbett Balanced Strategy Fund “Balanced Strategy Fund”), Lord Abbett Multi-Asset Growth Fund (“Multi-Asset Growth Fund”; formerly, Lord Abbett Growth & Income Strategy Fund “Growth & Income Strategy Fund”), Lord Abbett Multi-Asset Income Fund (“Multi-Asset Income Fund”; formerly, Lord Abbett Diversified Income Strategy Fund “Diversified Income Strategy Fund”), Lord Abbett Short Duration Income Fund (“Short Duration Income Fund”) and Lord Abbett Total Return Fund (“Total Return Fund”).

 

Convertible Fund’s investment objective is to seek current income and the opportunity for capital appreciation to produce a high total return. Each of Core Fixed Income Fund’s and Total Return Fund’s investment objective is to seek income and capital appreciation to produce a high total return. Diversified Equity Strategy Fund’s investment objective is to seek capital appreciation. Each of Floating Rate Fund’s and Multi-Asset Income Fund’s investment objective is to seek a high level of current income. High Yield Fund’s investment objective is to seek high current income and the opportunity for capital appreciation to produce a high total return. Each of Income Fund’s and Short Duration Income Fund’s investment objective is to seek a high level of income consistent with preservation of capital. Inflation Focused Fund’s primary investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle. As a secondary objective, the Fund seeks current income. Multi-Asset Balanced Opportunity Fund’s investment objective is to seek current income and capital growth. Multi-Asset Growth Fund’s investment objective is to seek long-term capital appreciation and growth of income. Each of Diversified Equity Strategy Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Income Fund and Multi-Asset Growth Fund invest in other mutual funds (“Underlying Funds”) managed by Lord Abbett & Co. LLC (“Lord Abbett”).

 

2. SIGNIFICANT ACCOUNTING POLICIES

 

(a) Investment Valuation-Under procedures approved by the Funds’ Board of Trustees (the “Board”), 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 (“NYSE”). Each Fund may rely on 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 at the mean between the bid and asked prices on the basis of prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Forward foreign currency exchange contracts are valued using daily forward exchange rates. 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. Exchange traded options and futures contracts are valued at the last sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Swaps are valued daily using independent pricing services or quotations from broker/dealer to the extent available. Investments in the Underlying Funds are valued at their net asset value (“NAV”) each business day at the close of regular trading on the NYSE, normally 4:00 p.m. Eastern time.
   
  Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee and approved by the Board. 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 fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the
 

Notes to Schedule of Investments (unaudited)(continued)

 

  Pricing Committee and employs techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.
   
  Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value.
   
(b) Security Transactions-Security transactions are recorded as of the date that the securities are purchased or sold (trade date).
   
(c) Foreign Transactions-The books and records of each Fund are maintained in U.S. dollars and transactions denominated in foreign currencies are recorded in each Fund’s records at the rate prevailing when earned or recorded.
   
  The Funds use foreign currency exchange contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts’ terms.
   
(d) Forward Foreign Currency Exchange Contracts-Each Fund may enter into forward foreign currency exchange contracts in order to reduce their exposure to changes in foreign currency exchange rates on its foreign portfolio holdings or gain or reduce exposure to foreign currency for investment purposes. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. The contracts are valued daily at forward exchange rates. As of February 28, 2014, only Convertible Fund, Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund, and Total Return Fund had open forward foreign currency exchange contracts.
   
(e) Futures Contracts-Each Fund may purchase and sell futures contracts to enhance returns, to attempt to hedge some of its investment risk, or as a substitute position for holding the underlying asset on which the instrument is based. At the time of entering into a futures transaction, an investor is required to deposit and maintain a specified amount of cash or eligible securities called “initial margin.” Subsequent payments made or received by a Fund called “variation margin” are made on a daily basis as the market price of the futures contract fluctuates. Each Fund will record an unrealized gain (loss) based on the amount of variation margin. When a contract is closed, a realized gain (loss) is recorded equal to the difference between the opening and closing value of the contract. As of February 28, 2014, only Floating Rate Fund, Income Fund, Inflation Focused Fund, and Short Duration Income Fund had open futures contracts.
   
(f) When-Issued, Forward Transactions or To-Be-Announced (“TBA”) Transactions-Each Fund may purchase portfolio securities on a when-issued or forward basis. When-issued, forward transactions or TBA transactions involve a commitment by a Fund to purchase securities, with payment and delivery (“settlement”) to take place in the future, in order to secure what is considered to be an advantageous price or yield at the time of entering into the transaction. During the period between purchase and settlement, the fair value of the securities will fluctuate and assets consisting of cash and/or marketable securities (normally short-term U.S. Government or U.S. Government sponsored enterprise securities) marked to market daily in an amount sufficient to make payment at settlement will be segregated at each Fund’s custodian in order to pay for the commitment. At the time each Fund makes the commitment to purchase a security on a when-issued basis, it will record the transaction and reflect the liability for the purchase and fair value of the security in determining its NAV. Each Fund, generally, has the ability to close out a purchase obligation on or before the settlement date rather than take delivery of the security. Under no circumstances will settlement for such securities take place more than 120 days after the purchase date.
   
(g) Mortgage Dollar Rolls-Each Fund may enter into mortgage dollar rolls in which a fund sells mortgage-backed securities for delivery in the current month and simultaneously contracts with the same counterparty to repurchase similar (same type, coupon and maturity) but not identical securities on a specified future date. During the roll period, each Fund loses the right to receive principal (including prepayments of principal) and interest paid on the securities sold.
   
(h) Commercial Paper-Each Fund may purchase commercial paper. Commercial paper consists of unsecured promissory notes issued by corporations to finance short-term credit needs. Commercial paper is issued in bearer form with maturities generally not exceeding nine months. Commercial paper obligations may include variable amount master demand notes.
   
(i) Repurchase Agreements-Each Fund may enter into repurchase agreements with respect to securities. A repurchase agreement is a transaction in which a fund acquires a security and simultaneously commits to resell that security to
 

Notes to Schedule of Investments (unaudited)(continued)

 

  the seller (a bank or securities dealer) at an agreed-upon price on an agreed-upon date. Each Fund requires at all times that the repurchase agreement be collateralized by cash, or by securities of the U.S. Government, its agencies, its instrumentalities, or U.S. Government sponsored enterprises having a value equal to, or in excess of, the value of the repurchase agreement (including accrued interest). If the seller of the agreement defaults on its obligation to repurchase the underlying securities at a time when the fair value of these securities has declined, a Fund may incur a loss upon disposition of the securities.
   
(j) Floating Rate Loans-Each Fund may invest in floating rate loans, which usually take the form of loan participations and assignments. Loan participations and assignments are agreements to make money available to U.S. or foreign corporations, partnerships or other business entities (the “Borrower”) in a specified amount, at a specified rate and within a specified time. A loan is typically originated, negotiated and structured by a U.S. or foreign bank, insurance company or other financial institution (the “Agent”) for a group of loan investors (“Loan Investors”). The Agent typically administers and enforces the loan on behalf of the other Loan Investors in the syndicate and may hold any collateral on behalf of the Loan Investors. Such loan participations and assignments are typically senior, secured and collateralized in nature. A Fund records an investment when the Borrower withdraws money and records interest as earned. These loans pay interest at rates which are periodically reset by reference to a base lending rate plus a spread. These base lending rates are generally the prime rate offered by a designated U.S. bank or London InterBank Offered Rate (“LIBOR”).
   
  The loans in which each Fund invests may be subject to some restrictions on resale. For example, each Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. Each Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, each Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between each Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enter into bankruptcy, each Fund may incur certain costs and delays in realizing payment or may suffer a loss of principal and/or interest.
   
  Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of February 28, 2014, the Funds had the following unfunded loan commitments:

 

Security Name  Fund Name
   Floating Rate Fund    High Yield Fund  
Allied Security Holdings LLC 2nd Lien
Delayed Draw Term Loan
  $2,397,260   $1,260,788 
Allied Security Holdings LLC 1st Lien
Delayed Draw Term Loan
   3,928,571     
Entegris, Inc.       10,000,000 
Ortho Clinical Diagnosics, Inc       12,000,000 
Total  $6,325,831   $23,260,788 

 

(k) Inflation-Linked Derivatives-Inflation Focused Fund may invest in inflation-linked derivatives, such as Consumer Price Index Swap Agreements (“CPI swaps”). A CPI swap is a contract in which one party agrees to pay a fixed rate in exchange for a variable rate, which is the rate of change in the CPI during the life of the contract. Payments are based on a notional amount of principal. The Fund will normally enter into CPI swap contracts on a zero coupon basis, meaning that the floating rate will be based on the cumulative CPI during the life of the contract, and the fixed rate will compound until the swap’s maturity date, at which point the payments are netted.
   
(l) Credit Default Swaps-Core Fixed Income Fund, Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund may enter into credit default swap contracts. As a seller of a credit default swap contract (“seller of protection”), a Fund is required to pay the notional amount or other agreed-upon value of a referenced debt obligation to the counterparty in the event of a default by or other credit event involving the referenced issuer, obligation or index. In return, a Fund receives from the counterparty a periodic stream of payments over the term of the contract.
   
  As a purchaser of a credit default swap contract (“buyer of protection”), a Fund would receive the notional amount or other agreed upon value of a referenced debt obligation from the counterparty in the event of default by or other credit event involving the referenced issuer, obligation or index. In return, a Fund would make periodic payments to the counterparty over the term of the contracts, provided no event of default has occurred.
   
  These credit default swaps may have as a reference obligation corporate or sovereign issuers or credit indices. These credit indices are comprised of a basket of securities representing a particular sector of the market. During
 

Notes to Schedule of Investments (unaudited)(continued)

 

  the period, Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps based on CMBX indices, which are comprised of commercial mortgage-backed securities.
   
  Credit default swaps are fair valued based upon quotations from counterparties, brokers or market-makers and the change in value, if any, is recorded as an unrealized appreciation or depreciation. For a credit default swap sold by a Fund, payment of the agreed-upon amount made by a Fund in the event of default of the referenced debt obligation is recorded as the cost of the referenced debt obligation purchased/received. For a credit default swap purchased by a Fund, the agreed-upon amount received by a Fund in the event of default of the referenced debt obligation is recorded as proceeds from sale/delivery of the referenced debt obligation and the resulting gain or loss realized on the referenced debt obligation is recorded as such by a Fund.
   
  Any upfront payments made or received upon entering a credit default swap contract would be amortized or accreted over the life of the swap and recorded as realized gains or losses. Collateral, in the form of cash or securities, may be required to be held in segregated accounts with the custodian bank or broker in accordance with the swap agreement. The value and credit rating of each credit default swap where a Fund is the seller of protection, are both measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. The maximum potential amount of future payments (undiscounted) that a Fund as a seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into by a Fund for the same referenced entity or entities.
   
  Entering into credit default swaps involves credit and market risk. Such risks involve the possibility that there will  be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements, and that there may be unfavorable changes in interest rates, and that Lord Abbett does not correctly predict the creditworthiness of the issuers of the reference obligation on which the credit default swap is based.
   
(m) 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 of inputs 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 February 28, 2014 and, if applicable, Level 1/Level 2 transfers and Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.
   
  Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. All transfers between different levels within the three-tier hierarchy are deemed to have occurred as of the beginning of the reporting period. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
 

Notes to Schedule of Investments (unaudited)(continued)

 

3. FEDERAL TAX INFORMATION

 

As of February 28, 2014, the aggregate unrealized security gains and losses based on cost for U.S. federal income tax purposes were as follows:

 

   Convertible Fund     Core Fixed
Income Fund
Diversified Equity
Strategy Fund
 
Tax cost  $688,818,406  $1,541,678,891  $218,718,839 
Gross unrealized gain   83,992,571   13,022,820   59,400,529 
Gross unrealized loss   (7,261,462)  (5,954,410)   
 Net unrealized security gain  $76,731,109  $7,068,410  $59,400,529 

 

   Floating Rate Fund   High Yield Fund   Income Fund  
Tax cost  $9,342,817,069  $2,901,146,392  $1,844,065,351 
Gross unrealized gain   73,271,045   121,565,442   38,951,267 
Gross unrealized loss   (32,500,365)  (22,811,443)  (15,037,475)
 Net unrealized security gain  $40,770,680  $98,753,999  $23,913,792 

 

   Inflation Focused Fund  Multi-Asset Balanced
Opportunity Fund
  Multi-Asset Growth Fund 
Tax cost  $854,972,968  $1,672,709,063  $902,732,176 
Gross unrealized gain   7,331,994   214,407,382   123,771,025 
Gross unrealized loss   (13,014,234)  (6,148,281)  (304,361)
 Net unrealized security gain/(loss)  $(5,682,240) $208,259,101  $123,466,664 

 

   Multi-Asset Income Fund  Short Duration
Income Fund
  Total Return Fund 
Tax cost  $1,570,585,432  $34,122,544,554  $1,736,814,047 
Gross unrealized gain   55,180,493   75,829,630   23,166,610 
Gross unrealized loss   (6,097,272)  (166,884,792)  (12,371,366)
 Net unrealized security gain/(loss)  $49,083,221  $(91,055,162) $10,795,244 

 

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

 

4. DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

 

  Convertible Fund, Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund entered into forward foreign currency exchange contracts for the period ended  February 28, 2014 (as described in note 2(d)). A forward foreign currency exchange contract reduces the Funds’ exposure to changes in the value of the currency it will deliver (or settle in cash) and increases its exposure to changes in the value of the currency it will receive (or settle in cash) for the duration of the contract. Each Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and the Funds’ returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. The Funds’ risk of loss from counterparty credit risk is the unrealized appreciation on forward foreign currency exchange contracts and deposits with brokers as collateral.
   
  Floating Rate Fund, Income Fund, Inflation Focused Fund and Short Duration Income Fund entered into U.S. Treasury futures contracts for the period ended February 28, 2014 (as described in note 2(e)) to hedge against changes in interest rates. The Funds bear the risk of interest rates moving unexpectedly, in which case the Funds may not achieve the anticipated benefits of the futures contracts and realize a loss. There is minimal counterparty credit risk to the Funds since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees futures against default.
 

Notes to Schedule of Investments (unaudited)(continued)

 

  Inflation Focused Fund entered into CPI swaps for the period ended February 28, 2014 (as described in note 2(k)) to speculate the rate of inflation in the U.S. economy. The Fund’s use of CPI swaps involves the risk that Lord Abbett will not accurately predict expectations of inflation or interest rates, and the Fund’s returns could be reduced as a result. The Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on CPI swaps.
   
  Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps for the period ended February 28, 2014 (as described in note 2(l)) for investment purposes to hedge credit risk or for speculative purposes. Credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying security in the event of a defined credit event, such as payment default or bankruptcy. Under a credit default swap one party acts as a guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying security at par if the defined credit event occurs. The Fund’s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract.
   
  As of February 28, 2014, the Convertible Fund, Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund had the following derivatives, grouped into appropriate risk categories that illustrate how and why the Funds use derivative instruments:

 

    Convertible Fund    Floating Rate Fund 
Asset Derivatives  Forward
Foreign
Currency
Exchange
Contracts
  Fair Value    Interest Rate
Contracts
  Forward
Foreign
Currency
Exchange
Contracts
  Fair Value 
Forward Foreign Currency Exchange Contracts  $15,265  $15,265    $  $128,310  $128,310 
Total  $15,265  $15,265    $  $128,310  $128,310 
Liability Derivatives                       
Forward Foreign Currency Exchange Contracts  $165,312  $165,312    $  $1,094,003  $1,094,003 
Futures Contracts           285,792      285,792 
Total  $165,312  $165,312    $285,792  $1,094,003  $1,379,795 
                      
    High Yield Fund   Income Fund 
Asset Derivatives  Forward
Foreign Currency
Exchange Contracts
  Fair Value    Interest Rate Contracts  Forward
Foreign Currency
Exchange Contracts
  Fair Value 
Forward Foreign Currency Exchange Contracts  $253,304  $253,304    $  $2,725,444  $2,725,444 
Futures Contracts           606,085      606,085 
Total  $253,304  $253,304    $606,085  $2,725,444  $3,331,529 
Liability Derivatives                       
Forward Foreign Currency Exchange Contracts  $1,909,898  $1,909,898    $  $3,567,146  $3,567,146 
Futures Contracts           2,604,589      2,604,589 
Total  $1,909,898  $1,909,898    $2,604,589  $3,567,146  $6,171,735 
 

Notes to Schedule of Investments (unaudited)(continued)

 

    Inflation Focused Fund  
Asset Derivatives  Interest Rate
Contracts
  Forward
Foreign
Currency
Exchange
Contracts
  Inflation Linked
Contracts
  Credit
Contracts
  Fair Value 
CPI Swaps  $  $  $573,632  $  $573,632 
Credit Default Swaps            221,454   221,454 
Forward Foreign Currency Exchange Contracts      1,356         1,356 
Futures Contracts   18,110            18,110 
Total  $18,110  $1,356  $573,632  $221,454  $814,552 
Liability Derivatives                     
CPI Swaps  $  $  $39,694,601  $  $39,694,601 
Forward Foreign Currency Exchange Contracts      76,036         76,036 
Futures Contracts   93,563            93,563 
Total  $93,563  $76,036  $39,694,601  $  $39,864,200 

 

  Short Duration Income Fund   Total Return Fund 
Asset Derivatives  Interest Rate
Contracts
  Forward
Foreign
Currency
Exchange
Contracts
  Credit
Contracts
  Fair Value    Forward
Foreign
Currency
Exchange
Contracts
  Fair Value 
Credit Default Swaps  $  $  $11,169,849  $11,169,849    $  $ 
Forward Foreign Currency Exchange Contracts      151,688      151,688     7,627   7,627 
Futures Contracts   720,308          720,308         
Total  $720,308  $151,688  $11,169,849  $12,041,845    $7,627  $7,627 
Liability Derivatives                           
Forward Foreign Currency Exchange Contracts      3,034,031      3,034,031     23,039   23,039 
Futures Contracts   3,424,413         3,424,413          
Total  $3,424,413  $3,034,031  $  $6,458,444    $23,039  $23,039 

 

5. TRANSACTIONS WITH AFFILIATED ISSUERS

 

An affiliated issuer is one in which a Fund has ownership of at least 5% of the outstanding voting securities of the underlying issuer at any point during the fiscal year or any company which is under common ownership or control. Diversified Equity Strategy Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income Fund had the following transactions with affiliated issuers (i.e. the Underlying Funds) during the period ended February 28, 2014:

 

Notes to Schedule of Investments (unaudited)(continued)

 

Diversified Equity Strategy Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain 12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Affiliated Fund, Inc. - Class I   3,405,980   287,045   (134,220)  3,558,805  $55,588,533  $412,083  $434,689 
Lord Abbett Developing Growth Fund, Inc. - Class I   472,562   5,556   (17,174)  460,944  $13,998,876  $285,441  $ 
Lord Abbett Securities Trust - Fundamental Equity Fund - Class I   2,661,016   90,237   (76,914)  2,674,339  $41,532,480  $277,313  $ 
Lord Abbett Securities Trust - Growth Leaders Fund - Class I   1,913,999   81,907   (145,395)  1,850,511  $41,729,014  $1,588,025  $ 
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1,437,277   278,628   (72,728)  1,643,177  $41,473,791  $6,962,965(a) $ 
Lord Abbett Securities Trust - International Core Equity Fund - Class I   2,225,700   138,315   (20,815)  2,343,200  $33,062,552  $125,099  $692,464 
Lord Abbett Securities Trust - International Opportunities Fund - Class I   1,195,860   52,069   (18,946)  1,228,983  $22,318,339  $205,714  $321,058 
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   1,288,773   23,047   (22,503)  1,289,317  $28,313,405  $182,206  $ 
Total                  $278,016,990  $10,038,846  $1,448,211 

 

 

(a) Includes $6,093,558 of distributed capital gains.

 

Multi-Asset Balanced Opportunity Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Affiliated Fund, Inc. - Class I   4,693,534   932,682   (1,867,386)  3,758,830  $58,712,917  $ 10,187,942  $ 537,676  
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   7,501,426         7,501,426  $161,205,649  $   $  
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund, Inc. - Class I   8,946,428         8,946,428  $191,095,711  $   $  
Lord Abbett Investment Trust - Convertible Fund - Class I   14,930,608   1,655,491   (98,009)  16,488,090  $222,424,338  $ 13,754,432(a) $ 2,710,867  

 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Balanced Opportunity Fund (continued)

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   7,312,511   1,315,380   (24,814)  8,603,077  $93,773,539  $ (10,552) $ 538,268  
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   23,492,987   7,415,917   (1,777,606)  29,131,298  $178,574,856  $ 35,558  $ 962,681  
Lord Abbett Investment Trust - High Yield Fund - Class I   38,485,186   2,041,708   (1,265,025)  39,261,869  $312,917,098  $ 13,164,311(b) $ 4,882,987  
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   1,605,789   447,812   (549,049)  1,504,552  $16,866,027  $ 71,376  $ 261,990  
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   27,769,979   2,944,053   (128,387)  30,585,645  $280,470,368  $ 231,631  $ 2,381,916  
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   11,992,341   86,691      12,079,032  $285,789,900  $ -  $ 1,958,349  
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   18,721,978   8,243,353   (9,727,232)  17,238,099  $78,605,731  $ (649,957)(c)  $ 969,708  
Total                  $1,880,436,134  $ 36,784,741  $ 15,204,442  

 

 

(a) Includes $13,509,738 of distributed capital gains.

(b) Includes $10,312,137 of distributed capital gains.

(c) Includes $114,714 of distributed capital gains.

 

Multi-Asset Growth Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Affiliated Fund, Inc. - Class I   4,646,216   438,883   (607,451)  4,447,648  $69,940,859  $2,555,039  $549,847 
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   5,766,156         5,766,156  $123,914,690  $  $ 
Lord Abbett Equity Trust -Calibrated Mid Cap Value Fund - Class I   5,287,007         5,287,007  $112,930,462  $  $ 
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   3,636,109   327,901   (10,724)  3,953,286  $43,090,817  $(3,461) $262,040 
Lord Abbett Investment Trust - High Yield Fund - Class I   20,842,042   1,194,259   (673,769)  21,362,532  $170,259,385  $5,822,457(a) $2,657,485 
 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Growth Fund (continued)

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   1,720,001   158,809   (296,603)  1,582,207  $17,736,539  $23,452  $250,875 
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   19,525,816   2,955,552   (125,866)  22,355,502  $204,999,952  $35,681  $1,678,175 
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   9,557,114   107,267   (14,550)  9,649,831  $228,314,998  $125,423  $1,560,677 
Lord Abbett Investment Trust - Short Duration Fund - Class I   11,067,377   4,593,487   (3,954,545)  11,706,319  $53,380,816  $(284,797)(b)  $541,199 
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   672,772      (616,226)  56,546  $1,241,756  $4,734,037  $ 
Total                  $1,025,810,274  $13,007,831  $7,500,298 

 

 

(a) Includes $5,619,770 of distributed capital gains.

(b) Includes $67,421 of distributed capital gains.

 

Multi-Asset Income Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Affiliated Fund, Inc. - Class I   1,556,417   857.772   (1,394,835)  1,019,354  $15,922,303  $1,202,545  $247,737 
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   388,375         388,375  $8,346,186  $  $ 
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund, - Class I   3,174,441         3,174,441  $67,806,060  $  $ 
Lord Abbett Investment Trust - Convertible Fund - Class I   11,287,985   3,287,039   (106,071)  14,468,953  $195,186,172  $5,921,862(a) $7,196,641 
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   5,318,843   1,732,371   (26,135)  7,025,079  $76,573,361  $(11,148) $432,358 
 

Notes to Schedule of Investments (unaudited)(concluded)

 

Multi-Asset Income Fund (continued)

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares
Held at
2/28/2014
  Fair
Value at
2/28/2014
  Net Realized
Gain (Loss)
12/1/2013 to
2/28/2014
  Dividend
Income
12/1/2013 to
2/28/2014
 
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   17,132,826   8,827,603   (1,309,590)  24,650,839  $151,109,641  $(350,349) $770,794 
Lord Abbett Investment Trust - High Yield Fund -Class I   43,940,641   10,886,277   (840,785)  53,986,133  $430,269,481  $6,875,222(b) $11,778,595 
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   1,454,439   659,046   (651,896)  1,461,589  $16,384,417  $71,902  $243,889 
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   12,869,903   4,813,604   (44,669)  17,638,838  $161,748,141  $70,234  $1,169,140 
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   3,154,278   954,087      4,108,365  $97,203,926  $  $515,094 
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   68,837,720   25,312,701   (8,298,990)  85,851,431  $391,482,525  $447,445(c) $3,517,358 
Total                  $1,612,032,213  $14,227,713  $25,871,606 

 

 

(a) Includes $5,651,382 of distributed capital gains.

(b) Includes $6,544,685 of distributed capital gains.

(c) Includes $402,233 of distributed capital gains.

 

Investments in Underlying Funds (unaudited) 

 

Diversified Equity Strategy Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income Fund invest in Underlying Funds managed by Lord Abbett. As of February 28, 2014, each Fund’s long-term investments were allocated among the Underlying Funds as follows:

 

Diversified Equity Strategy Fund’s Investments:    
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   19.99%
Lord Abbett Developing Growth Fund, Inc. - Class I   5.04%
Lord Abbett Securities Trust - Fundamental Equity Fund - Class I   14.94%
Lord Abbett Securities Trust - Growth Leaders Fund - Class I   15.01%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   14.92%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   11.89%
Lord Abbett Securities Trust - International Opportunities Fund - Class I   8.03%
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   10.18%

 

Multi-Asset Balanced Opportunity Fund’s Investments:    
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   3.12%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   8.57%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   10.16%
Lord Abbett Investment Trust - Convertible Fund - Class I   11.83%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   4.99%
Lord Abbett Global Fund, Inc. Emerging Markets Currency Fund - Class I   9.50%
Lord Abbett Investment Trust - High Yield Fund - Class I   16.64%
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   0.90%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   14.91%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   15.20%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   4.18%

 

Multi-Asset Growth Fund’s Investments:    
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   6.82%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   12.08%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   11.01%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   4.20%
Lord Abbett Investment Trust - High Yield Fund - Class I   16.60%
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   1.73%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   19.98%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   22.26%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   5.20%
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   0.12%

 

Multi-Asset Income Fund’s Investments:    
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   0.99%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   0.52%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   4.21%
Lord Abbett Investment Trust - Convertible Fund - Class I   12.11%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   4.75%
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   9.37%
Lord Abbett Investment Trust - High Yield Fund - Class I   26.69%
Lord Abbett Municipal Income Fund - High Yield Municipal Bond Fund - Class I   1.02%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   10.03%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   6.03%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   24.28%
 

Investments in Underlying Funds (unaudited)(continued) 

 

The Ten Largest Holdings and the Holdings by Sector, as of February 28, 2014, for each Underlying Fund are presented below. Each Underlying Fund’s annual and semiannual reports, which are sent to shareholders and filed with the SEC, contain information about the Underlying Fund’s portfolio holdings, including a complete schedule of holdings. A complete schedule of holdings for each Underlying Fund is also filed with the SEC on Form N-Q as of the end of each respective Underlying Fund’s first and third quarters. In addition, on or about the first day of the second month following each calendar quarter-end, each Fund makes publicly available a complete schedule of its portfolio holdings as of the last day of each such quarter. The information for the most recently ended calendar quarter may be viewed at www.lordabbett.com or requested at no charge by calling Lord Abbett at 888-522-2388.

 

Lord Abbett Affiliated Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Pfizer, Inc.   3.76%
JPMorgan Chase & Co.   3.41%
Occidental Petroleum Corp.   3.11%
Wal-Mart Stores, Inc.   2.88%
Apple, Inc.   2.86%
Bristol-Myers Squibb Co.   2.66%
Verizon Communications, Inc.   2.54%
Microsoft Corp.   2.43%
International Business Machines Corp.   2.41%
QUALCOMM, Inc.   2.34%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   7.07%
Consumer Staples   11.13%
Energy   10.14%
Financials   20.16%
Health Care   11.86%
Industrials   11.69%
Information Technology   14.15%
Materials   5.14%
Telecommunication Services   2.88%
Utilities   5.35%
Repurchase Agreement   0.43%
Total   100.00%

 

 

* A sector may comprise several industries.
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Equity Trust - Calibrated Large Cap Value Fund

 

Ten Largest Holdings  % of Investments 
JPMorgan Chase & Co.   4.23%
Pfizer, Inc.   3.52%
Exxon Mobil Corp.   3.26%
Citigroup, Inc.   3.00%
Apple, Inc.   2.86%
Occidental Petroleum Corp.   2.43%
Chevron Corp.   2.39%
SunTrust Banks, Inc.   2.13%
Bristol-Myers Squibb Co.   2.13%
Express Scripts Holding Co.   2.10%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   6.10%
Consumer Staples   6.07%
Energy   15.03%
Financials   29.33%
Health Care   13.16%
Industrials   10.88%
Information Technology   8.59%
Materials   2.98%
Telecommunication Services   1.96%
Utilities   5.48%
Repurchase Agreement   0.42%
Total   100.00%

 

 
* A sector may comprise several industries.
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Cardinal Health, Inc.   2.61%
Rock-Tenn Co. Class A   2.10%
AES Corp. (The)   2.09%
Great Plains Energy, Inc.   2.04%
CF Industries Holdings, Inc.   1.92%
SunTrust Banks, Inc.   1.91%
CIT Group, Inc.   1.77%
Ares Capital Corp.   1.74%
Kohl’s Corp.   1.67%
Rowan Cos., plc Class A   1.59%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.66%
Consumer Staples   3.26%
Energy   6.77%
Financials   32.70%
Health Care   9.06%
Industrials   11.90%
Information Technology   10.42%
Materials   5.35%
Telecommunication Services   0.20%
Utilities   11.04%
Repurchase Agreement   0.64%
Total   100.00%

 

 
* A sector may comprise several industries.
 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Investment Trust – Convertible Fund

 

Ten Largest Holdings  % of Investments 
Micron Technology, Inc., 3.00%, 11/15/2043   3.93%
MGIC Investment Corp., 5.00%, 5/1/2017   3.70%
Salesforce.com, Inc., 0.25%, 4/1/2018   3.17%
Gilead Sciences, Inc., 1.625%, 5/1/2016   2.73%
priceline.com, Inc., 0.35%, 6/15/2020   2.62%
Wells Fargo & Co., 7.50%   2.07%
Salix Pharmaceuticals Ltd., 1.50%, 3/15/2019   1.73%
NetSuite, Inc., 0.25%, 6/1/2018   1.67%
AMG Capital Trust II, 5.15%   1.63%
Electronic Arts, Inc., 0.75%, 7/15/2016   1.58%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.66%
Energy   6.70%
Financials   17.94%
Health Care   15.25%
Industrials   4.05%
Materials   3.15%
Media   2.00%
Technology   34.02%
Telecommunications   1.69%
Transportation   2.48%
Utilities   1.11%
Repurchase Agreement   2.95%
Total   100.00%

 

 
* A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Investment Trust – Core Fixed Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 0.25%, 4/15/2016   9.10%
U.S. Treasury Note, 0.375%, 3/15/2015   8.46%
U.S. Treasury Note, 1.50%, 1/31/2019   5.78%
Federal National Mortgage Assoc., 3.50%, TBA   4.65%
U.S. Treasury Note, 0.625%, 7/15/2014   4.37%
U.S. Treasury Bond, 3.75%, 11/15/2043   3.52%
Federal National Mortgage Assoc., 4.50%, TBA   3.25%
Federal National Mortgage Assoc., 5.50%, TBA   2.74%
Federal Home Loan Mortgage Corp., 2.375%, 1/13/2022   2.59%
Government National Mortgage Assoc., 4.00%, TBA   2.11%

 

Holdings by Sector*  % of Investments 
Auto   0.30%
Basic Industry   0.48%
Consumer Cyclicals   1.37%
Consumer Discretionary   0.22%
Consumer Services   0.91%
Consumer Staples   0.99%
Energy   2.36%
Financial Service   21.36%
Foreign Government   1.04%
Health Care   0.23%
Intregated Oil   1.25%
Materials and Processing   2.23%
Municipal   1.43%
Producer Durables   0.50%
Technology   0.57%
Telecommunications   0.51%
Transportation   0.49%
U.S. Government   56.38%
Utilities   1.68%
Repurchase Agreement   5.70%
Total   100.00%

 

 
* A sector may comprise several industries
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Developing Growth Fund, Inc.

 

Ten Largest Holdings  % of Investments 
athenahealth, Inc.   1.71%
Acuity Brands, Inc.   1.68%
Synageva BioPharma Corp.   1.56%
Synaptics, Inc.   1.55%
Air Lease Corp.   1.51%
Yelp, Inc.   1.48%
SVB Financial Group   1.44%
GasLog Ltd   1.42%
SunEdison, Inc.   1.40%
iRobot Corp   1.38%

 

Holdings by Sector*   % of Investments 
Consumer Discretionary   11.75%
Consumer Staples   2.76%
Energy   4.73%
Financials   7.92%
Health Care   23.71%
Industrials   15.10%
Information Technology   29.79%
Materials   3.03%
Repurchase Agreement   1.21%
Total   100.00%

 

 
* A sector may comprise several industries

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Global Fund, Inc. – Emerging Markets Currency Fund

 

Ten Largest Holdings  % of Investments 
Turkey Government Bond, 4/9/2014   3.54%
Federal National Mortgage Assoc., 4.50%, 11/1/2018   0.93%
Nigeria Treasury Bill, 3/6/2014   0.91%
Plains Exploration & Production Co., 7.625%, 4/1/2020   0.91%
Morgan Stanley, 4.75%, 4/1/2014   0.88%
NBCUniversal Enterprise, Inc., 0.924%, 4/15/2018   0.86%
UDR, Inc., 5.50%, 4/1/2014   0.84%
QVC, Inc., 7.357%, 10/15/2020   0.83%
Citigroup, Inc., 0.512%, 6/9/2016   0.81%
Fidelity National Information Services, Inc., 7.875%, 7/15/2020   0.77%

 

Holdings by Sector*  % of Investments 
Asset Backed   15.76%
Automotive   1.57%
Banking   8.05%
Basic Industry   3.28%
Capital Goods   1.94%
Consumer Cyclical   2.03%
Consumer Non-Cyclical   1.13%
Energy   10.84%
Financial Services   2.08%
Foreign Government   4.51%
Healthcare   2.47%
Insurance   0.95%
Media   2.96%
Mortgage Backed   27.09%
Real Estate   3.61%
Services   4.98%
Technology & Electronics   1.62%
Telecommunications   1.86%
Utility   3.27%
Total   100.00%

 

 
* A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Securities Trust – Fundamental Equity Fund

 

Ten Largest Holdings  % of Investments 
JPMorgan Chase & Co.   3.32%
Gilead Sciences, Inc.   2.74%
Citigroup, Inc.   2.32%
Express Scripts Holding Co.   2.24%
Comcast Corp. Class A   2.17%
Capital One Financial Corp.   2.01%
Actavis plc   1.88%
PPG Industries, Inc.   1.84%
Valero Energy Corp.   1.69%
CBS Corp. Class B   1.64%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   13.35%
Consumer Staples   4.07%
Energy   13.18%
Financials   24.10%
Health Care   24.22%
Industrials   8.07%
Information Technology   7.19%
Materials   2.72%
Utilities   2.79%
Repurchase Agreement   0.31%
Total   100.00%

 

 
* A sector may comprise several industries.
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Securities Trust – Growth Leaders Fund

 

Ten Largest Holdings  % of Investments 
Google, Inc. Class A   4.61%
Facebook, Inc. Class A   3.26%
Biogen Idec, Inc.   1.88%
Visa, Inc. Class A   1.72%
Walgreen Co.   1.60%
QUALCOMM, Inc.   1.57%
Trimble Navigation Ltd.   1.52%
American Express Co.   1.50%
Tesla Motors, Inc.   1.50%
Allergan, Inc.   1.49%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   21.51%
Consumer Staples   2.88%
Energy   2.38%
Financials   5.69%
Health Care   16.02%
Industrials   9.96%
Information Technology   36.63%
Materials   1.95%
Repurchase Agreement   2.98%
Total   100.00%

 

 
* A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Actavis plc   1.84%
AutoZone, Inc.   1.50%
SBA Communications Corp. Class A   1.47%
Affiliated Managers Group, Inc.   1.45%
IntercontinentalExchange Group, Inc.   1.44%
AMETEK, Inc.   1.42%
Michael Kors Holdings Ltd.   1.40%
VF Corp.   1.40%
TripAdvisor, Inc.   1.40%
Trimble Navigation Ltd.   1.36%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   26.46%
Consumer Staples   4.50%
Energy   5.09%
Financials   9.42%
Health Care   17.51%
Industrials   15.25%
Information Technology   17.60%
Materials   2.50%
Telecommunication Services   1.47%
Repurchase Agreement   0.20%
Total   100.00%

 

 
* A sector may comprise several industries.

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Investment Trust – High Yield Fund

 

Ten Largest Holdings  % of Investments 
Sprint Corp., 7.875%, 9/15/2023   1.15%
First Data Corp., 12.625%, 1/15/2021   0.97%
Seven Generations Energy Ltd. (Canada), 8.25%, 5/15/2020   0.72%
Alliance Data Systems Corp., 6.375%, 4/1/2020   0.71%
Intelsat Luxembourg SA (Luxembourg), 7.75% 6/1/2021   0.68%
DISH DBS Corp., 5.875%, 7/15/2022   0.61%
Kinross Gold Corp. (Canada), 5.95%, 3/15/2024   0.60%
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc., 10.25%, 12/1/2020   0.52%
Red de Carreteras de Occidente S.A.P.I.B. de CV, 9.00%, 6/10/2028   0.49%
ArcelorMittal (Luxembourg), 10.35%, 6/1/2029   0.47%

 

Holdings by Sector*  % of Investments 
Asset Backed   0.06%
Automotive   2.13%
Banking   2.59%
Basic Industry   11.16%
Capital Goods   5.33%
Consumer Cyclical   5.51%
Consumer Non-Cyclical   3.60%
Energy   12.14%
Financial Services   3.07%
Foreign Government   0.35%
Healthcare   8.28%
Insurance   1.02%
Media   9.74%
Real Estate   0.28%
Services   13.50%
Tax Revenue   0.35%
Technology & Electronics   7.71%
Telecommunications   7.92%
Utility   3.96%
Repurchase Agreement   1.30%
Total   100.00%

 

 
* A sector may comprise several industries

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Municipal Income Fund – High Yield Municipal Bond Fund

 

 

Ten Largest Holdings  % of Investments 
Tobacco Settlement Fin Corp, 5.00%, 6/1/2041   1.55%
Buckeye Tobacco, 5.125%, 6/1/2024   1.54%
Golden St Tobacco, 5.00%, 6/1/2033   1.43%
NJ EDA - Continental Airlines AMT, 5.25%, 9/15/2029   0.94%
San Antonio Elec & Gas, 13.05%, 2/1/2017   0.90%
Cleveland Arpt - Continental Airlines AMT, 5.375%, 9/15/2027   0.85%
Niagara Area Dev Corp - Covanta AMT, 5.25%, 11/1/2042   0.82%
Golden St Tobacco, 4.50%, 6/1/2027   0.80%
RI Hlth & Ed - St Joseph Hlth, 5.50%, 10/1/2029   0.79%
IA Fin Auth - Iowa Fertilizer Co, 5.50%, 12/1/2022   0.75%

 

Portfolio Holdings Presented by Credit Rating

Credit Rating:

 

S&P or Moody’s (a)  % of Investments 
AAA   0.53%
AA+   1.32%
AA   2.91%
AA-   2.83%
A+   3.90%
A   1.84%
A-   3.58%
BBB+   3.22%
BBB   3.84%
BBB-   5.21%
BB+   10.54%
BB   5.73%
BB-   4.50%
B+   2.07%
B   7.99%
B-   8.31%
CCC   1.11%
C   0.02%
D   0.26%
NR   30.29%
Money Market Mutual Funds   %*
Total   100.00%

 

 

(a) Certain investments have been rated by Fitch IBCA
* Amount is less than 0.01%

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Securities Trust – International Core Equity Fund

 

Ten Largest Holdings  % of Investments 
Rio Tinto plc ADR   2.28%
Roche Holding AG   2.15%
Toyota Motor Corp.   2.06%
Eni SpA ADR   1.99%
DnB NOR ASA   1.98%
Hitachi Ltd.   1.95%
Siemens AG Registered Shares   1.88%
SJM Holdings Ltd.   1.82%
Vivendi SA   1.77%
Safran SA   1.74%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   12.48%
Consumer Staples   5.99%
Energy   6.62%
Financials   24.27%
Health Care   9.20%
Industrials   17.91%
Information Technology   7.40%
Materials   7.34%
Telecommunication Services   3.51%
Utilities   1.27%
Repurchase Agreement   4.01%
Total   100.00%

 

 

* A sector may comprise several industries.
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Securities Trust – International Dividend Income Fund

 

Ten Largest Holdings % of Investments  
Rio Tinto plc ADR   2.09%
National Australia Bank Ltd.   2.02%
EDP - Energias de Portugal SA   1.96%
Total SA ADR   1.95%
Vivendi SA   1.92%
Roche Holding AG   1.91%
SJM Holdings Ltd.   1.86%
BP plc   1.86%
Eni SpA ADR   1.82%
BNP Paribas SA   1.81%

 

Holdings by Sector*    % of Investments 
Consumer Discretionary     10.18%
Consumer Staples     4.80%
Energy     8.31%
Financials     25.10%
Health Care     6.17%
Industrials     11.24%
Information Technology     3.34%
Materials     4.83%
Telecommunication Services     11.81%
Utilities     11.02%
Repurchase Agreement     3.20%
Total     100.00%

 

 

* A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Securities Trust – International Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Wincor Nixdorf AG   1.62%
Air New Zealand Ltd.   1.58%
Ascom Holding AG   1.56%
REXLot Holdings Ltd.   1.55%
Howden Joinery Group plc   1.49%
Arrow Global Group plc   1.46%
Playtech plc   1.43%
Jupiter Fund Management plc   1.42%
UDG Healthcare plc   1.42%
3i Group plc   1.39%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   17.25%
Consumer Staples   5.08%
Energy   5.06%
Financials   20.08%
Health Care   5.41%
Industrials   20.15%
Information Technology   14.48%
Materials   4.66%
Telecommunication Services   0.61%
Utilities   3.76%
Repurchase Agreement   3.46%
Total   100.00%

 

 

* A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Mid Cap Stock Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Hartford Financial Services Group, Inc.   2.28%
SunTrust Banks, Inc.   1.96%
Actavis plc   1.86%
Fidelity National Information Services, Inc.   1.71%
Jones Lang LaSalle, Inc.   1.69%
Pentair Ltd.   1.68%
Mylan, Inc.   1.62%
XL Group plc   1.53%
Lincoln National Corp.   1.50%
Raymond James Financial, Inc.   1.42%

 

Holdings by Sector*   % of Investments 
Consumer Discretionary   10.66%
Consumer Staples   2.73%
Energy   7.29%
Financials   30.57%
Health Care   12.32%
Industrials   13.18%
Information Technology   9.31%
Materials   5.90%
Utilities   7.08%
Repurchase Agreement   0.96%
Total   100.00%

 

 

* A sector may comprise several industries.
 

Investments in Underlying Funds (unaudited)(continued) 

 

Lord Abbett Investment Trust – Short Duration Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 0.375%, 3/15/2015   2.95%
QVC, Inc., 7.50%, 10/1/2019   0.61%
Host Hotels & Resorts LP, 6.00%, 11/1/2020   0.58%
Cricket Communications, Inc., 7.75%, 10/15/2020   0.56%
Fidelity National Information Services, Inc., 7.875%, 7/15/2020   0.52%
Mylan, Inc., 6.00%, 11/15/2018   0.51%
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM, 5.419%, 8/12/2048   0.51%
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM, 5.591%, 4/15/2047   0.50%
Warner Chilcott Co. LLC/Warner Chilcott Finance LLC, 7.75%, 9/15/2018   0.48%
Citigroup Commercial Mortgage Trust 2007-C6 AM, 5.654%, 12/10/2049   0.47%

 

Holdings by Sector*  % of Investments 
Auto   0.27%
Basic Industry   0.47%
Capital Goods   0.14%
Consumer Cyclicals   3.92%
Consumer Discretionary   1.59%
Consumer Non-Cyclical   0.04%
Consumer Services   1.36%
Consumer Staples   1.16%
Energy   9.16%
Financial Services   51.96%
Foreign Government   0.57%
Health Care   3.22%
Integrated Oils   2.73%
Materials and Processing   4.25%
Media   0.16%
Municipal   0.05%
Producer Durables   0.96%
Technology   1.54%
Telecommunications   2.07%
Transportation   1.53%
U.S. Government   8.94%
Utilities   3.20%
Repurchase Agreement   0.71%
Total   100.00%

 

 

* A sector may comprise several industries
 

Notes to Schedule of Investments (unaudited)(concluded)

 

Lord Abbett Securities Trust – Value Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Actavis plc   2.23%
Jarden Corp.   2.01%
American Airlines Group, Inc.   1.99%
Helmerich & Payne, Inc.   1.75%
Akamai Technologies, Inc.   1.74%
CapitalSource, Inc.   1.69%
Rock-Tenn Co. Class A   1.68%
United Rentals, Inc.   1.60%
Quintiles Transnational Holdings, Inc   1.57%
Hartford Financial Services Group, Inc.   1.56%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   12.45%
Consumer Staples   2.87%
Energy   9.67%
Financials   27.10%
Health Care   9.40%
Industrials   12.69%
Information Technology   12.45%
Materials   6.46%
Utilities   6.69%
Repurchase Agreement   0.22%
Total   100.00%

 

 

* A sector may comprise several industries.
 
Item 2:   Controls and Procedures.
     
  (a) Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the Chief Executive Officer and Chief Financial Officer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities.
     
  (b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
     
Item 3:   Exhibits.
     
    Certification of each principal executive officer and principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as a part of EX-99.CERT.
 

SIGNATURES

 

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

 

  LORD ABBETT INVESTMENT TRUST
     
By:  /s/ Daria L. Foster  
  Daria L. Foster  
  President and Chief Executive Officer

 

Date: April 25, 2014

 

By:  /s/ Joan A. Binstock  
  Joan A. Binstock  
  Chief Financial Officer and Vice President

 

Date: April 25, 2014

 

 

 

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

 

By:  /s/ Daria L. Foster  
  Daria L. Foster  
  President and Chief Executive Officer

 

Date: April 25, 2014

 

By:  /s/ Joan A. Binstock  
  Joan A. Binstock  
  Chief Financial Officer and Vice President

 

Date: April 25, 2014