N-Q 1 c78983_nq.htm QUARTERLY REPORT

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: 8/31/2014

 
Item 1:Schedule of Investments.

 

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Shares
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 96.09%          
           
COMMON STOCKS 10.76%          
           
Auto Parts 0.44%          
           
Mobileye NV (Israel)*(a)   84   $3,630,480 
           
Biotechnology 0.33%          
           
Vertex Pharmaceuticals, Inc.*   29    2,713,530 
           
Commercial Services 0.64%          
           
Robert Half International, Inc.   105    5,272,050 
           
Consumer Services 0.41%          
           
LifeLock, Inc.*   227    3,364,140 
           
Diversified Financials 0.58%          
           
Affiliated Managers Group, Inc.*   6    1,161,325 
Greenhill & Co., Inc.   73    3,577,970 
Total        4,739,295 
           
Health Services 0.33%          
           
Community Health Systems, Inc.*   26    1,411,280 
Team Health Holdings, Inc.*   22    1,287,440 
Total        2,698,720 
           
Information Technology Services 0.35%          
Vantiv, Inc. Class A*   93    2,909,040 
           
Insurance: Multi-Line 0.84%          
           
Allstate Corp. (The)   80    4,920,430 
Hartford Financial Services Group, Inc. (The)   54    1,995,883 
Total        6,916,313 
           
Internet Software & Services 1.64%          
           
Akamai Technologies, Inc.*   66    3,987,720 
King Digital Entertainment plc (Ireland)*(a)   205    2,826,950 
Pandora Media, Inc.*   148    4,001,920 
Yelp, Inc.*   32    2,637,440 
Total        13,454,030 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments              Shares
(000)
   Fair
Value
 
Leisure Facilities 0.16%                      
                       
Las Vegas Sands Corp.               20   $1,330,200 
                       
Lodging 0.39%                      
                       
Starwood Hotels & Resorts Worldwide, Inc.               38    3,212,520 
                       
Miscellaneous: Financial 0.44%                      
                       
Ares Management LP               203    3,629,640 
                       
Oil Services 0.59%                  
                   
Hornbeck Offshore Services, Inc.*         111    4,846,260 
                   
Oil: Integrated 0.75%                  
                   
Range Resources Corp.         52    4,086,680 
Rice Energy, Inc.*         70    2,039,645 
Total             6,126,325 
                   
Paper & Forest Products 0.64%                  
                   
Domtar Corp. (Canada)(a)         140    5,220,600 
                   
Pharmaceuticals 0.79%                  
                   
Intercept Pharmaceuticals, Inc.*         9    2,607,480 
Teva Pharmaceutical Industries Ltd. ADR         74    3,896,984 
Total             6,504,464 
                   
Real Estate 0.40%                  
                   
Ares Commercial Real Estate Corp.         258    3,248,220 
                   
Software - Applications & Systems 0.89%                 
                   
FireEye, Inc.*         165    5,138,100 
Splunk, Inc.*         40    2,158,000 
Total             7,296,100 
                   
Steel 0.15%                  
                   
Allegheny Technologies, Inc.          30    1,265,100 
Total Common Stocks (cost $85,423,284)             88,377,027 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
    Fair
Value
 
CONVERTIBLE BONDS 75.31%                  
                   
Airlines 1.31%                  
                   
United Airlines, Inc.   4.50%  1/15/2015  $4,253   $10,770,722 
                   
Autos 4.90%                  
                   
Central European Media Enterprises Ltd.   5.00%  11/15/2015   10,000    9,800,000 
Tesla Motors, Inc.   0.25%  3/1/2019   6,075    6,150,937 
Tesla Motors, Inc.   1.25%  3/1/2021   17,630    17,993,619 
Volkswagen International Finance NV (Netherlands)†(b)    5.50%  11/9/2015  EUR 4,500    6,332,582 
Total                40,277,138 
                   
Biotechnology 4.96%                  
                   
Array BioPharma, Inc.   3.00%  6/1/2020  $1,990    1,835,775 
Cepheid, Inc.   1.25%  2/1/2021   8,130    7,774,312 
Cubist Pharmaceuticals, Inc.   1.125%  9/1/2018   6,285    6,995,991 
Cubist Pharmaceuticals, Inc.   1.875%  9/1/2020   7,255    8,261,631 
Incyte Corp. Ltd.   1.25%  11/15/2020   4,600    6,003,000 
Incyte Corp. Ltd.   4.75%  10/1/2015   380    2,341,513 
Regeneron Pharmaceuticals, Inc.   1.875%  10/1/2016   1,800    7,504,875 
Total                40,717,097 
                   
Commercial Services 2.34%                  
                   
Live Nation Entertainment, Inc.   2.50%  5/15/2019   7,710    7,767,825 
Macquarie Infrastructure Co. LLC   2.875%  7/15/2019   4,130    4,718,525 
WESCO International, Inc.   6.00%  9/15/2029   2,265    6,766,687 
Total                19,253,037 
                   
Communications Equipment 2.23%                  
                   
Ciena Corp.   3.75%  10/15/2018   4,425    5,769,094 
Ciena Corp.   4.00%  12/15/2020   3,020    4,046,800 
Finisar Corp.   0.50%  12/15/2033   8,535    8,524,331 
Total                18,340,225 
                   
Computers & Peripherals 1.30%                  
                   
SanDisk Corp.   0.50%  10/15/2020   8,750    10,675,000 
                   
Consumer Services 0.49%                  
                   
United Rentals, Inc.   4.00%  11/15/2015   380    4,015,887 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Diversified Financials 3.66%                  
                   
MGIC Investment Corp.   2.00%  4/1/2020  $5,960   $8,366,350 
MGIC Investment Corp.   5.00%  5/1/2017   7,730    8,652,769 
Portfolio Recovery Associates, Inc.   3.00%  8/1/2020   11,310    13,034,775 
Total                30,053,894 
                   
e-Commerce 1.18%                 
                   
HomeAway, Inc.   0.125%  4/1/2019   9,995    9,651,422 
                   
Electronic Equipment & Instruments 0.50%                  
                   
InvenSense, Inc.   1.75%  11/1/2018   3,105    4,085,016 
                   
Entertainment 0.75%                  
                   
CenterPoint Energy, Inc. (3.943% after 12/15/2014)~   3.719%  9/15/2029   100    6,200,000 
                   
Health Equipment & Supply 0.82%                  
                   
Fluidigm Corp.   2.75%  2/1/2034   7,180    6,740,225 
                   
Health Services 5.66%                  
                   
Carriage Services, Inc.   2.75%  3/15/2021   12,195    13,178,283 
Medivation, Inc.   2.625%  4/1/2017   3,925    7,195,016 
Omnicare, Inc.   3.50%  2/15/2044   15,190    17,164,700 
Omnicare, Inc.   3.75%  4/1/2042   996    1,596,090 
WellPoint, Inc.   2.75%  10/15/2042   4,510    7,359,756 
Total                46,493,845 
                   
Homebuilders 0.80%                  
                   
KB Home   1.375%  2/1/2019   3,400    3,423,375 
Toll Brothers Finance Corp.   0.50%  9/15/2032   3,040    3,182,500 
Total                6,605,875 
                   
Internet Software & Services 5.37%                  
                   
MercadoLibre, Inc. (Argentina)†(a)    2.25%  7/1/2019   4,500    5,085,000 
Priceline Group, Inc. (The)   1.00%  3/15/2018   8,560    12,288,950 
Qihoo 360 Technology Co. Ltd. (China)†(a)    0.50%  8/15/2020   4,000    3,987,500 
SINA Corp. (China)†(a)    1.00%  12/1/2018   7,530    6,998,194 
Yahoo!, Inc.Zero Coupon   12/1/2018   15,210    15,751,856 
Total                44,111,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure Facilities 1.74%                  
                   
MGM Resorts International   4.25%  4/15/2015  $10,535   $14,288,094 
                   
Machinery 1.87%                  
                   
Chart Industries, Inc.   2.00%  8/1/2018   9,595    11,759,872 
Danaher Corp.Zero Coupon   1/22/2021   1,600    3,558,000 
Total                15,317,872 
                   
Miscellaneous: Energy 1.09%                  
                   
JinkoSolar Holding Co., Ltd. (China)†(a)    4.00%  5/15/2016   3,000    3,228,750 
JinkoSolar Holding Co., Ltd. (China)†(a)    4.00%  2/1/2019   5,750    5,724,844 
Total                8,953,594 
                   
Miscellaneous: Financial 0.63%                  
                   
Ares Capital Corp.   4.875%  3/15/2017   4,900    5,175,625 
                   
Miscellaneous: Materials 1.88%                  
                   
RTI International Metals, Inc.   1.625%  10/15/2019   15,025    15,456,969 
                   
Miscellaneous: Transportation 1.21%                  
                   
Air Lease Corp.   3.875%  12/1/2018   6,605    9,903,372 
                   
Oil & Gas Products 0.87%                  
                   
Energy XXI Bermuda Ltd.   3.00%  12/15/2018   7,890    7,120,725 
                   
Oil: Integrated 2.16%                  
                   
Cobalt International Energy, Inc.   2.625%  12/1/2019   4,710    4,156,575 
Goodrich Petroleum Corp.   5.00%  10/1/2032   4,978    5,777,591 
PDC Energy, Inc.   3.25%  5/15/2016   5,020    7,818,650 
Total                17,752,816 
                   
Pharmaceuticals 6.41%                  
                   
Gilead Sciences, Inc.   1.625%  5/1/2016   3,595    16,975,158 
Isis Pharmaceuticals, Inc.   2.75%  10/1/2019   3,165    8,017,341 
Mylan, Inc.   3.75%  9/15/2015   2,920    10,676,250 
Salix Pharmaceuticals Ltd.   1.50%  3/15/2019   6,895    16,940,153 
Total                52,608,902 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate 0.84%                  
                   
DDR Corp.   1.75%  11/15/2040  $5,633   $6,935,631 
                   
Retail: Specialty 1.03%                  
Restoration Hardware Holdings, Inc.Zero Coupon   6/15/2019   8,600    8,422,625 
                   
Semiconductors 9.20%                  
                   
Intel Corp.   3.25%  8/1/2039   9,245    15,641,431 
Micron Technology, Inc.   2.125%  2/15/2033   5,405    16,228,512 
Micron Technology, Inc.   3.00%  11/15/2043   8,855    11,351,003 
Novellus Systems, Inc.   2.625%  5/15/2041   5,425    11,453,531 
Rambus, Inc.   1.125%  8/15/2018   5,745    7,008,900 
SunPower Corp.   0.75%  6/1/2018   6,660    10,905,750 
SunPower Corp.   0.875%  6/1/2021   2,500    2,923,438 
Total                75,512,565 
                   
Software - Applications & Systems 5.97%                  
                   
Citrix Systems, Inc.   0.50%  4/15/2019   8,645    9,579,741 
Proofpoint, Inc.   1.25%  12/15/2018   4,785    5,930,409 
Salesforce.com, Inc.   0.25%  4/1/2018   15,715    18,229,400 
ServiceNow, Inc.Zero Coupon   11/1/2018   4,520    4,935,275 
Workday, Inc.   1.50%  7/15/2020   7,730    10,309,888 
Total                48,984,713 
                   
Steel 1.16%                  
                   
U.S. Steel Corp.   2.75%  4/1/2019   5,875    9,543,203 
                   
Wireless Communications Services 2.98%                  
                   
Clearwire Communications LLC/Clearwire Finance, Inc.   8.25%  12/1/2040   21,473    24,479,220 
Total Convertible Bonds (cost $579,953,266)                618,446,809 
                   
   Dividend
Rate
      Shares
(000)
     
CONVERTIBLE PREFERRED STOCKS 8.74%                  
                   
Banks: Regional 1.72%                  
                   
Wells Fargo & Co.   7.50%      12    14,093,092 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Investments  Dividend
Rate
      Shares
(000)
   Fair
Value
 
Diversified Financials 1.45%                  
                   
AMG Capital Trust II   5.15%      185   $11,874,688 
                   
Insurance: Life 1.53%                  
                   
MetLife, Inc.   5.00%      401    12,582,193 
                   
Utilities: Electric 2.29%                  
                   
Exelon Corp.   6.50%      111    5,602,975 
NextEra Energy, Inc.   5.889%      211    13,187,132 
Total                18,790,107 
                   
Wireless Communications Services 1.75%                  
                   
Crown Castle International Corp.   4.50%      137    14,377,592 
Total Convertible Preferred Stocks (cost $69,962,258)                71,717,672 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
      
CORPORATE BONDS 1.28%                  
                   
Banks: Regional 0.55%                  
                   
Wells Fargo & Co.   0.125%  4/28/2021  $4,320    4,552,416 
                   
Containers & Packaging 0.30%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   2,380    2,493,050 
                   
Oil & Gas Products 0.43%                  
                   
Newfield Exploration Co.   6.875%  2/1/2020   3,306    3,487,830 
Total Corporate Bonds (cost $10,238,174)                10,533,296 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 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 $745,576,982)                789,074,804 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
      
SHORT-TERM INVESTMENTS 2.33%                  
                   
CONVERTIBLE BONDS 1.29%                  
                   
Miscellaneous: Transportation 0.83%                  
                   
DryShips, Inc. (Greece)(a)    5.00%  12/1/2014  $6,810    6,805,744 
                   
Oil: Integrated 0.29%                  
                   
Lukoil International Finance BV (Netherlands)(a)   2.625%  6/16/2015   2,400    2,391,000 
                   
Software - Applications & Systems 0.17%                  
                   
Salesforce.com, Inc.   0.75%  1/15/2015   505    1,387,487 
Total Convertible Bonds (cost $10,451,423)                10,584,231 
                   
REPURCHASE AGREEMENT 1.04%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $8,485,000 of Federal National Mortgage Assoc. at 2.00% due 5/16/2017; value: $8,739,097; proceeds: $8,565,437 (cost $8,565,437)          8,565    8,565,437 
Total Short-Term Investments (cost $19,016,860)                19,149,668 
Total Investments in Securities 98.42% (cost $764,593,842)                808,224,472 
Other Assets in Excess of Liabilities(d) 1.58%                12,962,523 
Net Assets 100.00%               $821,186,995 

 

 

ADR American Depositary Receipt.
Unit More than one class of securities traded together.
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.
~ 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) Valued at zero as of August 31, 2014.
(d) Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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  Sell  Morgan Stanley   10/17/2014   4,880,000  $6,635,568  $6,413,788   $221,780 
euro  Sell  Morgan Stanley   9/11/2014   300,000   407,732   394,203    13,529 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $235,309 
                             
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty   Expiration
Date
   Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
    Unrealized
Depreciation
 
euro  Buy  Goldman Sachs   9/11/2014   300,000  $397,451  $394,202   $(3,249)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 2014 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Common Stocks  $88,377,027   $   $   $88,377,027 
Convertible Bonds       629,031,040        629,031,040 
Convertible Preferred Stocks                    
Banks: Regional   14,093,092             14,093,092 
Diversified Financials       11,874,688        11,874,688 
Insurance: Life   12,582,193            12,582,193 
Utilities: Electric   18,790,107            18,790,107 
Wireless Communications Services       14,377,592        14,377,592 
Corporate Bonds       10,533,296        10,533,296 
Warrants           (3)   (3)
Repurchase Agreement       8,565,437        8,565,437 
Total  $133,842,419   $674,382,053   $(3)  $808,224,472 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $235,309   $   $235,309 
Liabilities       (3,249)       (3,249)
Total  $   $232,060   $   $232,060 

 

 
(1) Refer to Note 2(o) 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)

Valued at zero as of August 31, 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 August 31, 2014  $(1)

 

 

(1) Valued at zero as of December 1, 2013 and August 31, 2014, respectively.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 112.26%                  
                   
ASSET-BACKED SECURITIES 15.16%                  
                   
Automobiles 5.49%                  
                   
Ally Auto Receivables Trust 2012-1 A3   0.93%  2/16/2016  $775   $775,773 
Ally Auto Receivables Trust 2012-2 A3   0.74%  4/15/2016   1,737    1,738,417 
Ally Auto Receivables Trust 2012-SN1 A3   0.57%  8/20/2015   464    464,256 
Ally Auto Receivables Trust 2013-1 A3   0.63%  5/15/2017   3,942    3,946,261 
Ally Auto Receivables Trust 2013-2 A2A   0.54%  7/15/2016   2,184    2,185,653 
Ally Auto Receivables Trust 2013-SN1 A3   0.72%  5/20/2016   2,782    2,784,983 
AmeriCredit Automobile Receivables Trust 2012-2 A3   1.05%  10/11/2016   1,140    1,140,551 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   3,369    3,372,633 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   170    169,858 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%  10/11/2016   1,647    1,647,893 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%  11/8/2016   821    821,372 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%  3/8/2017   1,160    1,161,450 
California Republic Auto Receivables Trust 2014-2 A2   0.54%  3/15/2017   2,795    2,795,243 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%  7/20/2016   722    722,609 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   505    506,488 
CarMax Auto Owner Trust 2012-2 A3   0.84%  3/15/2017   2,513    2,519,446 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   2,765    2,767,112 
Ford Credit Auto Owner Trust 2012-D A3   0.51%  4/15/2017   1,317    1,318,041 
Ford Credit Auto Owner Trust 2013-D A2   0.45%  8/15/2016   1,176    1,176,726 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%  1/15/2016   865    866,532 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   3,133    3,136,109 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%  6/15/2016   3,965    3,969,052 
Hyundai Auto Lease Securitization Trust 2013-B A2   0.75%  3/15/2016   1,302    1,304,191 
Hyundai Auto Lease Securitization Trust 2014-A A2   0.52%  7/15/2016   4,455    4,457,051 
Hyundai Auto Receivables Trust 2013-C A2   0.57%  6/15/2016   2,619    2,620,960 
M&T Bank Auto Receivables Trust 2013-1A A2   0.66%  2/16/2016   3,887    3,889,124 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   334    334,189 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%  2/15/2016   4,000    4,002,262 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%  9/15/2015   2,863    2,863,948 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   2,602    2,603,376 
Nissan Auto Lease Trust 2013-A A3   0.61%  4/15/2016   1,695    1,696,616 
Santander Drive Auto Receivables Trust 2012-4 A3   1.04%  8/15/2016   925    925,610 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   518    517,821 
Santander Drive Auto Receivables Trust 2013-4 A2   0.89%  9/15/2016   601    601,621 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%  6/15/2017  $1,393   $1,394,863 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%  2/15/2016   1,327    1,327,806 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   712    711,986 
World Omni Auto Receivables Trust 2013-B A2   0.48%  11/15/2016   2,078    2,079,366 
Total                71,317,248 
                   
Credit Cards 4.56%                  
                   
American Express Credit Account Master Trust 2012-2 A   0.68%  3/15/2018   3,210    3,216,401 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   2,210    2,214,524 
Chase Issuance Trust 2012-A3   0.79%  6/15/2017   4,135    4,146,381 
Chase Issuance Trust 2012-A5   0.59%  8/15/2017   5,125    5,131,732 
Chase Issuance Trust 2013-A5 A   0.47%  5/15/2017   6,850    6,854,374 
Citibank Credit Card Issuance Trust 2003-A7   4.15%  7/7/2017   3,066    3,163,310 
Citibank Credit Card Issuance Trust 2004-A8   4.90%  12/12/2016   3,500    3,545,281 
Citibank Credit Card Issuance Trust 2005-A2   4.85%  3/10/2017   3,665    3,752,022 
Discover Card Execution Note Trust 2012-A1   0.81%  8/15/2017   4,550    4,560,049 
Discover Card Execution Note Trust 2012-A3   0.86%  11/15/2017   8,250    8,277,555 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   1,650    1,652,971 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   4,125    4,125,000 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   1,350    1,349,688 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   3,500    3,560,420 
GE Capital Credit Card Master Note Trust 2012-1 A   1.03%  1/15/2018   3,780    3,788,204 
Total                59,337,912 
                   
Other 5.11%                  
                   
ARES CLO Ltd. 2007-3RA A2   0.453%#  4/16/2021   1,549    1,532,635 
Avenue CLO VI Ltd. 2007-6A A2   0.583%#  7/17/2019   1,250    1,224,979 
Avery Point IV CLO Ltd. 2014-1A A   1.754%#  4/25/2026   2,500    2,507,596 
BlueMountain CLO Ltd. 2014-3A A1†(a)   1.48%#  10/15/2026   1,900    1,898,081 
Cent CDO XI Ltd. 2006-11A A1   0.494%#  4/25/2019   1,586    1,570,179 
CIFC Funding II Ltd. 2014-2A A1L   1.725%#  5/24/2026   1,300    1,303,171 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.484%#  7/17/2023   3,500    3,480,689 
Fairway Loan Funding Co. 2006-1A A3L   0.893%#  10/17/2018   1,600    1,590,053 
Fore CLO Ltd. 2007-1A A2   0.684%#  7/20/2019   850    844,159 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.531%#  12/20/2020   1,500    1,489,075 
Galaxy XVIII CLO Ltd. 2014-18A A   1.704%#  10/15/2026   3,500    3,508,149 
Gleneagles CLO Ltd. 2005-1A B   0.79%#  11/1/2017   600    592,433 
Harch CLO III Ltd. 2007-1A B   0.634%#  4/17/2020   750    736,764 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 B2   2.48%  10/15/2045   865    869,624 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 D2   4.94%  10/15/2045   360    367,967 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B2   1.744%  1/16/2046   1,850    1,848,450 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B3   2.734%  1/15/2048  $1,150   $1,147,113 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%  5/16/2044   1,000    1,000,759 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2   1.843%  5/16/2044   1,100    1,101,719 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3   1.793%  5/15/2046   1,500    1,488,750 
HLSS Servicer Advance Receivables Backed Notes 2013-T5 AT5   1.979%  8/15/2046   2,000    2,012,895 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%  9/15/2044   1,895    1,895,587 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7   1.981%  11/15/2046   1,500    1,505,949 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 BT7   2.229%  11/15/2046   3,500    3,498,477 
HLSS Servicer Advance Receivables Backed Notes 2014-T1 CT1   1.79%  1/17/2045   1,575    1,576,566 
JFIN Revolver CLO Ltd. 2013-1A A   1.484%#  1/20/2021   2,250    2,249,431 
JFIN Revolver CLO Ltd. 2014-2A A2   1.534%#  2/20/2022   850    851,072 
KKR Financial CLO Ltd. 2006-1A C   1.185%#  8/25/2018   1,750    1,708,345 
KKR Financial CLO Ltd. 2007-1A A   0.584%#  5/15/2021   2,035    2,016,855 
KKR Financial CLO Ltd. 2007-1A B   0.984%#  5/15/2021   1,250    1,218,265 
Liberty CLO Ltd. 2005-1A A1C   0.49%#  11/1/2017   181    180,664 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3   2.438%  6/20/2048   1,600    1,585,306 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2   2.377%  3/15/2047   950    956,378 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.754%#  4/15/2026   3,000    3,009,164 
Octagon Loan Funding Ltd. 2014-1A A1†(a)   1.646%#  11/18/2026   1,275    1,271,175 
SLM Student Loan Trust 2010-A 2A   3.405%#  5/16/2044   1,770    1,885,988 
SLM Student Loan Trust 2011-B A1   1.005%#  12/16/2024   427    428,682 
SLM Student Loan Trust 2012-C A1   1.255%#  8/15/2023   1,159    1,167,873 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.553%#  4/17/2021   1,750    1,694,070 
Structured Asset Securities Corp. 2005-WF1 A3   0.815%#  2/25/2035   988    983,733 
Venture VIII CDO Ltd. 2007-8A A1A   0.512%#  7/22/2021   1,250    1,235,520 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#  10/15/2026   2,000    1,992,000 
Westchester CLO Ltd. 2007-1A A1A   0.465%#  8/1/2022   1,404    1,394,109 
Total                66,420,449 
Total Asset-Backed Securities (cost $196,912,362)                197,075,609 
                   
CORPORATE BONDS 26.43%                  
                   
Automotive 0.34%                  
                   
Ford Motor Co.   6.375%  2/1/2029   697    845,245 
Ford Motor Co.   6.625%  10/1/2028   1,311    1,633,522 
Ford Motor Co.   7.45%  7/16/2031   670    915,082 
Kia Motors Corp. (South Korea)†(b)   3.625%  6/14/2016   1,000    1,042,464 
Total                4,436,313 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Money Center 0.37%                  
                   
Export-Import Bank of Korea (South Korea)(b)   3.75%  10/20/2016  $650   $687,012 
Zions Bancorporation   4.50%  3/27/2017   2,230    2,365,539 
Zions Bancorporation   4.50%  6/13/2023   1,668    1,749,287 
Total                4,801,838 
                   
Banks: Regional 2.89%                  
                   
Banco Bradesco SA   5.75%  3/1/2022   2,900    3,065,300 
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(b)   4.125%  6/6/2024   700    692,790 
Bank of America Corp.   5.70%  5/2/2017   855    942,915 
Citigroup, Inc.   5.50%  9/13/2025   4,175    4,687,318 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022   3,825    4,443,093 
Goldman Sachs Group, Inc. (The)   5.95%  1/15/2027   2,303    2,671,579 
Lloyds TSB Bank plc (United Kingdom)†(b)   6.50%  9/14/2020   3,455    4,038,733 
Macquarie Bank Ltd. (Australia)†(b)   6.625%  4/7/2021   2,231    2,595,378 
Morgan Stanley   4.10%  5/22/2023   418    426,282 
Morgan Stanley   5.00%  11/24/2025   2,610    2,806,089 
Morgan Stanley   5.50%  7/28/2021   669    769,749 
Morgan Stanley   6.00%  4/28/2015   1,100    1,139,108 
PKO Finance AB (Sweden)†(b)   4.63%  9/26/2022   1,200    1,255,500 
Standard Chartered plc (United Kingdom)†(b)   3.95%  1/11/2023   2,250    2,255,612 
Wells Fargo & Co.   3.45%  2/13/2023   5,741    5,787,100 
Total                37,576,546 
                   
Beverages 0.03%                  
                   
Corporacion Lindley SA (Peru)†(b)   4.625%  4/12/2023   354    343,380 
                   
Biotechnology Research & Production 0.33%                  
                   
Amgen, Inc.   6.40%  2/1/2039   3,328    4,307,980 
                   
Broadcasting 0.07%                  
                   
Cox Communications, Inc.   8.375%  3/1/2039   625    914,261 
                   
Brokers 0.64%                  
                   
Jefferies Group LLC   6.875%  4/15/2021   3,425    4,063,762 
Raymond James Financial, Inc.   8.60%  8/15/2019   3,380    4,257,631 
Total                8,321,393 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 0.26%                  
                   
Owens Corning, Inc.   9.00%  6/15/2019  $1,205   $1,497,417 
Votorantim Cimentos SA (Brazil)†(b)   7.25%  4/5/2041   1,800    1,945,080 
Total                3,442,497 
                   
Business Services 0.32%                  
                   
Expedia, Inc.   4.50%  8/15/2024   3,000    3,031,182 
Synchrony Financial   3.00%  8/15/2019   1,077    1,093,197 
Total                4,124,379 
                   
Cable Services 0.47%                  
                   
Time Warner Cable, Inc.   6.55%  5/1/2037   2,383    3,063,096 
Time Warner Cable, Inc.   7.30%  7/1/2038   2,147    2,991,100 
Total                6,054,196 
                   
Chemicals 0.81%                  
                   
Alfa SAB de CV (Mexico)†(b)   5.25%  3/25/2024   400    433,000 
CF Industries, Inc.   7.125%  5/1/2020   1,457    1,780,016 
Methanex Corp. (Canada)(b)   5.25%  3/1/2022   3,218    3,588,611 
Montell Finance Co. BV (Netherlands)†(b)   8.10%  3/15/2027   2,300    3,134,481 
NewMarket Corp.   4.10%  12/15/2022   1,532    1,552,383 
Total                10,488,491 
                   
Communications Technology 0.19%                  
                   
Motorola Solutions, Inc.   4.00%  9/1/2024   2,500    2,499,960 
                   
Construction/Homebuilding 0.15%                  
                   
Odebrecht Finance Ltd.   5.25%  6/27/2029   800    819,000 
Odebrecht Finance Ltd.   7.125%  6/26/2042   1,030    1,140,725 
Total                1,959,725 
                   
Consumer Products 0.17%                  
                   
Tupperware Brands Corp.   4.75%  6/1/2021   1,998    2,155,147 
                   
Data Product, Equipment & Communications 0.10%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   1,250    1,325,064 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Drugs 0.15%                  
                   
Actavis Funding SCS (Luxembourg)†(b)   3.85%  6/15/2024  $1,984   $2,010,945 
                   
Electric: Power 1.38%                  
                   
CEZ AS (Czech Republic)†(b)   4.25%  4/3/2022   750    801,139 
Duquesne Light Holdings, Inc.   6.40%  9/15/2020   1,944    2,303,446 
Empresas Publicas de Medellin ESP (Colombia)†(b)   7.625%  7/29/2019   1,400    1,683,500 
Entergy Corp.   5.125%  9/15/2020   3,775    4,205,731 
Exelon Generation Co. LLC   4.25%  6/15/2022   1,500    1,568,709 
PPL WEM Holdings Ltd. (United Kingdom)†(b)   5.375%  5/1/2021   4,710    5,347,042 
Texas-New Mexico Power Co.   9.50%  4/1/2019   1,650    2,098,816 
Total                18,008,383 
                   
Electrical: Household 0.04%                  
                   
Energizer Holdings, Inc.   4.70%  5/19/2021   446    464,189 
                   
Electronics 0.13%                  
                   
PerkinElmer, Inc.   5.00%  11/15/2021   1,564    1,703,567 
                   
Energy Equipment & Services 0.75%                  
                   
Alta Wind Holdings LLC   7.00%  6/30/2035   1,017    1,179,320 
Cameron International Corp.   7.00%  7/15/2038   350    468,843 
Energy Transfer Partners LP   6.625%  10/15/2036   1,210    1,468,214 
Energy Transfer Partners LP   7.50%  7/1/2038   1,013    1,331,917 
Energy Transfer Partners LP   9.00%  4/15/2019   1,865    2,371,564 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   2,710    2,930,052 
Total                9,749,910 
                   
Engineering & Contracting Services 0.16%                  
                   
AGCO Corp.   5.875%  12/1/2021   300    344,254 
China Railway Resources Huitung Ltd. (Hong Kong)(b)   3.85%  2/5/2023   1,800    1,797,367 
Total                2,141,621 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services 2.34%                  
                   
Air Lease Corp.   3.875%  4/1/2021  $1,000   $1,015,000 
Air Lease Corp.   4.75%  3/1/2020   1,500    1,605,000 
Bank of America Corp.   4.20%  8/26/2024   2,252    2,288,766 
Bank of America Corp.   5.875%  1/5/2021   3,595    4,197,396 
Bank of America Corp.   7.625%  6/1/2019   3,085    3,780,174 
Dun & Bradstreet Corp. (The)   4.375%  12/1/2022   2,216    2,296,920 
General Electric Capital Corp.   6.75%  3/15/2032   2,140    2,888,495 
Lender Processing Services, Inc.   5.75%  4/15/2023   3,456    3,706,560 
Santander UK plc (United Kingdom)(b)   7.95%  10/26/2029   2,350    3,111,988 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   2,177    2,281,820 
SUAM Finance BV (Curacao)†(b)   4.875%  4/17/2024   1,748    1,804,810 
Western Union Co. (The)   3.35%  5/22/2019   1,425    1,475,436 
Total                30,452,365 
                   
Financial: Miscellaneous 0.61%                  
                   
Moody’s Corp.   4.50%  9/1/2022   2,600    2,773,321 
Moody’s Corp.   5.50%  9/1/2020   1,550    1,753,501 
NASDAQ OMX Group, Inc. (The)   4.25%  6/1/2024   902    925,398 
NASDAQ OMX Group, Inc. (The)   5.55%  1/15/2020   2,200    2,448,118 
Total                7,900,338 
                   
Food 0.31%                  
                   
Flowers Foods, Inc.   4.375%  4/1/2022   625    666,740 
Grupo Bimbo SAB de CV (Mexico)†(b)   4.875%  6/30/2020   3,000    3,307,743 
Total                3,974,483 
                   
Food/Beverage 0.03%                  
                   
Sigma Alimentos SA de CV (Mexico)†(b)   6.875%  12/16/2019   313    364,645 
                   
Health Care Services 0.46%                  
                   
Dignity Health   3.125%  11/1/2022   600    573,024 
Dignity Health   4.50%  11/1/2042   1,150    1,099,859 
Omega Healthcare Investors, Inc.   4.95%  4/1/2024   907    941,457 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   2,100    2,215,500 
Senior Housing Properties Trust   6.75%  12/15/2021   1,000    1,168,955 
Total                5,998,795 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Industrial Products 0.04%                  
                   
KOC Holding AS (Turkey)†(b)   3.50%  4/24/2020  $500   $482,641 
                   
Insurance 0.36%                  
                   
Markel Corp.   7.125%  9/30/2019   2,244    2,705,983 
Willis North America, Inc.   7.00%  9/29/2019   1,675    1,972,554 
Total                4,678,537 
                   
Investment Management Companies 0.09%                  
                   
Oaktree Capital Management LP   6.75%  12/2/2019   942    1,122,354 
                   
Leasing 0.45%                  
                   
Aviation Capital Group Corp.   6.75%  4/6/2021   1,639    1,866,049 
Aviation Capital Group Corp.   7.125%  10/15/2020   3,494    3,993,645 
Total                5,859,694 
                   
Leisure 0.12%                  
                   
Carnival plc (United Kingdom)(b)   7.875%  6/1/2027   1,230    1,564,193 
                   
Lodging 0.53%                  
                   
Host Hotels & Resorts LP   5.25%  3/15/2022   4,640    5,167,554 
Hyatt Hotels Corp.   6.875%  8/15/2019   1,554    1,797,030 
Total                6,964,584 
                   
Machinery: Agricultural 0.42%                  
                   
Lorillard Tobacco Co.   6.875%  5/1/2020   1,184    1,406,950 
Lorillard Tobacco Co.   8.125%  6/23/2019   1,568    1,951,202 
Lorillard Tobacco Co.   8.125%  5/1/2040   1,550    2,152,381 
Total                5,510,533 
                   
Manufacturing 0.20%                  
                   
Hillenbrand, Inc.   5.50%  7/15/2020   2,375    2,600,511 
                   
Media 1.00%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,268    1,574,714 
21st Century Fox America, Inc.   6.90%  8/15/2039   677    900,121 
Discovery Communications LLC   6.35%  6/1/2040   1,050    1,299,208 
Globo Comunicacao e Participacoes SA (Brazil)†(b)   4.875%  4/11/2022   3,809    3,971,187 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(b)   5.307%  5/11/2022   1,855    1,999,690 
Interpublic Group of Cos., Inc. (The)   4.00%  3/15/2022   1,837    1,896,137 
Time Warner, Inc.   7.625%  4/15/2031   985    1,367,599 
Total                13,008,656 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous 0.23%                  
                   
Barrick Gold Corp. (Canada)(b)   4.10%  5/1/2023  $2,105   $2,138,716 
Goldcorp, Inc. (Canada)(b)   5.45%  6/9/2044   831    892,156 
Total                3,030,872 
                   
Natural Gas 0.44%                  
                   
Fermaca Enterprises S de RL de CV (Mexico)†(b)   6.375%  3/30/2038   1,800    1,944,000 
GNL Quintero SA (Chile)†(b)   4.634%  7/31/2029   800    821,171 
SourceGas LLC   5.90%  4/1/2017   886    933,085 
Tennessee Gas Pipeline Co.   8.375%  6/15/2032   1,000    1,380,690 
Transportadora de Gas del Peru SA (Peru)†(b)   4.25%  4/30/2028   700    678,090 
Total                5,757,036 
                   
Oil 0.41%                  
                   
Canadian Oil Sands Ltd. (Canada)†(b)   7.75%  5/15/2019   1,323    1,617,890 
CNOOC Curtis Funding No 1 Pty Ltd. (Australia)†(b)   4.50%  10/3/2023   1,100    1,172,112 
Delek & Avner Tamar Bond Ltd. (Israel)†(b)   5.082%  12/30/2023   370    374,655 
LUKOIL International Finance BV (Netherlands)†(b)   6.656%  6/7/2022   250    257,500 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(b)   9.75%  8/14/2019   350    442,925 
Valero Energy Corp.   10.50%  3/15/2039   830    1,410,753 
Total                5,275,835 
                   
Oil: Crude Producers 1.26%                  
                   
Enbridge Energy Partners LP   9.875%  3/1/2019   2,750    3,606,861 
Enterprise Products Operating LLC   7.55%  4/15/2038   1,325    1,883,560 
Kerr-McGee Corp.   7.125%  10/15/2027   925    1,225,581 
Kerr-McGee Corp.   7.875%  9/15/2031   1,000    1,429,087 
Plains Exploration & Production Co.   6.75%  2/1/2022   2,064    2,347,800 
Ruby Pipeline LLC   6.00%  4/1/2022   2,980    3,396,613 
Southeast Supply Header LLC   4.25%  6/15/2024   1,086    1,123,023 
Transportadora de Gas Internacional SA ESP (Colombia)†(b)   5.70%  3/20/2022   1,250    1,350,000 
Total                16,362,525 
                   
Oil: Integrated Domestic 0.55%                  
                   
El Paso Pipeline Partners Operating Co. LLC   7.50%  11/15/2040   1,000    1,328,198 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   800    1,002,485 
Korea National Oil Corp. (South Korea)†(b)   2.875%  11/9/2015   1,600    1,637,016 
Rowan Cos., Inc.   7.875%  8/1/2019   2,548    3,136,657 
Total                7,104,356 
                   
Oil: Integrated International 1.17%                  
                   
ENI SpA (Italy)†(b)   5.70%  10/1/2040   4,800    5,514,513 
Petroleos Mexicanos (Mexico)(b)   5.50%  6/27/2044   1,650    1,798,087 
Transocean, Inc.   6.375%  12/15/2021   3,341    3,786,937 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated International (continued)                  
                   
Weatherford International Ltd.   9.875%  3/1/2039  $2,613   $4,147,934 
Total                15,247,471 
                   
Paper & Forest Products 0.53%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   3,038    4,654,362 
Plum Creek Timberlands LP   4.70%  3/15/2021   2,007    2,211,762 
Total                6,866,124 
                   
Real Estate Investment Trusts 1.26%                  
                   
Alexandria Real Estate Equities, Inc.   4.50%  7/30/2029   825    852,788 
American Tower Corp.   4.70%  3/15/2022   2,512    2,697,991 
China Overseas Finance Cayman V Ltd.   3.95%  11/15/2022   2,000    1,910,610 
EPR Properties   5.25%  7/15/2023   2,075    2,223,383 
EPR Properties   7.75%  7/15/2020   2,543    3,105,481 
Goodman Funding Pty Ltd. (Australia)†(b)   6.375%  11/12/2020   3,406    3,989,165 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   591    668,778 
Hospitality Properties Trust   4.65%  3/15/2024   925    965,890 
Total                16,414,086 
                   
Retail 0.60%                  
                   
Family Dollar Stores, Inc.   5.00%  2/1/2021   1,000    1,045,654 
QVC, Inc.   7.375%  10/15/2020   6,350    6,789,395 
Total                7,835,049 
                   
Savings & Loan 0.21%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   2,388    2,761,168 
                   
Steel 0.74%                  
                   
Allegheny Technologies, Inc.   5.875%  8/15/2023   1,089    1,203,253 
Allegheny Technologies, Inc.   9.375%  6/1/2019   3,975    4,889,409 
GTL Trade Finance, Inc.   7.25%  4/16/2044   500    530,625 
Valmont Industries, Inc.   6.625%  4/20/2020   2,499    2,973,468 
Total                9,596,755 
                   
Telecommunications 0.96%                  
                   
ENTEL Chile SA (Chile)†(b)   4.75%  8/1/2026   1,840    1,875,571 
GTE Corp.   6.94%  4/15/2028   5,902    7,355,934 
Turk Telekomunikasyon AS (Turkey)†(b)   4.875%  6/19/2024   3,250    3,225,625 
Total                12,457,130 
                   
Tobacco 0.18%                  
                   
Altria Group, Inc.   9.95%  11/10/2038   1,394    2,375,223 
                   
Transportation: Miscellaneous 0.26%                  
                   
Viterra, Inc. (Canada)†(b)   5.95%  8/1/2020   2,950    3,349,787 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities 0.71%                  
                   
Aquarion Co.   4.00%  8/15/2024  $2,500   $2,485,840 
Origin Energy Finance Ltd. (Australia)†(b)   3.50%  10/9/2018   2,500    2,580,262 
Public Service Co. of New Mexico   7.95%  5/15/2018   1,092    1,312,947 
Williams Cos., Inc. (The)   8.75%  3/15/2032   2,210    2,875,517 
Total                9,254,566 
                   
Utilities: Electrical 0.21%                  
                   
Tennessee Valley Authority   3.50%  12/15/2042   2,795    2,692,256 
Total Corporate Bonds (cost $327,379,286)                343,692,353 
                   
FOREIGN GOVERNMENT OBLIGATIONS 1.45%                  
                   
Bahamas 0.05%                  
                   
Commonwealth of Bahamas†(b)   6.95%  11/20/2029   588    670,320 
                   
Bermuda 0.09%                  
                   
Bermuda Government   5.603%  7/20/2020   1,000    1,110,000 
                   
Brazil 0.23%                  
                   
Federal Republic of Brazil(b)   4.25%  1/7/2025   1,400    1,457,750 
Federal Republic of Brazil(b)   5.00%  1/27/2045   300    309,000 
Federal Republic of Brazil†(b)   5.333%  2/15/2028   1,000    1,025,000 
Federal Republic of Brazil(b)   5.625%  1/7/2041   123    138,990 
Total                2,930,740 
                   
Cayman Islands 0.06%                  
                   
Cayman Islands Government   5.95%  11/24/2019   700    801,500 
                   
Indonesia 0.13%                  
                   
Perusahaan Penerbit SBSN†(b)   3.30%  11/21/2022   1,350    1,285,875 
Republic of Indonesia†(b)   5.875%  1/15/2024   400    456,500 
Total                1,742,375 
                   
Mexico 0.21%                  
                   
United Mexican States(b)   4.00%  10/2/2023   1,118    1,186,477 
United Mexican States(b)   5.55%  1/21/2045   1,350    1,587,600 
Total                2,774,077 
                   
Panama 0.02%                  
                   
Republic of Panama(b)   4.30%  4/29/2053   275    252,313 
                   
Philippines 0.19%                  
                   
Republic of Philippines(b)   4.20%  1/21/2024   614    660,050 
Republic of Philippines(b)   9.50%  10/21/2024   1,220    1,799,500 
Total                2,459,550 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Qatar 0.06%                  
                   
State of Qatar†(b)   3.125%  1/20/2017  $750   $791,250 
                   
Romania 0.02%                  
                   
Republic of Romania†(b)   6.125%  1/22/2044   242    286,165 
                   
Russia 0.26%                  
                   
Russia Eurobonds†(b)   3.625%  4/29/2015   2,400    2,437,560 
Russia Eurobonds†(b)   4.875%  9/16/2023   1,000    986,200 
Total                3,423,760 
                   
Slovenia 0.04%                  
                   
Republic of Slovenia†(b)   5.25%  2/18/2024   471    513,390 
                   
Trinidad And Tobago 0.02%                  
                   
Republic of Trinidad & Tobago†(b)   4.375%  1/16/2024   200    217,500 
                   
Uruguay 0.07%                  
                   
Republic of Uruguay(b)   4.50%  8/14/2024   800    867,960 
Total Foreign Government Obligations (cost $18,263,735)                18,840,900 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.94%    
                   
Federal Home Loan Mortgage Corp. K027 A2   2.637%  1/25/2023   5,790    5,785,924 
Federal Home Loan Mortgage Corp. K035 A2   3.458%  8/25/2023   872    921,240 
Federal Home Loan Mortgage Corp. KS01 A2   2.522%  1/25/2023   2,482    2,467,646 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   2,452    2,448,789 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   600    604,740 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $11,973,428)
    12,228,339 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 23.48%    
                   
Federal Home Loan Mortgage Corp.   2.16%#  6/1/2043   10,006    10,148,337 
Federal Home Loan Mortgage Corp.   3.16%#  7/1/2044   4,373    4,522,612 
Federal Home Loan Mortgage Corp.   3.221%#  6/1/2044   3,315    3,443,578 
Federal Home Loan Mortgage Corp.   5.00%  11/1/2017 -
6/1/2026
   4,331    4,686,289 
Federal National Mortgage Assoc.   3.00%  5/1/2043 - 10/1/2043   20,559    20,508,558 
Federal National Mortgage Assoc. (c)   3.50%  TBA   115,690    118,919,282 
Federal National Mortgage Assoc.(c)   4.00%  TBA   56,870    60,088,934 
Federal National Mortgage Assoc.(c)   4.50%  TBA   17,860    19,247,289 
Federal National Mortgage Assoc.   5.50%  9/1/2034 - 7/1/2036   7,399    8,311,068 
Federal National Mortgage Assoc.   6.50%  1/1/2036   77    90,248 
Government National Mortgage Assoc.(c)   4.00%  TBA   52,000    55,420,628 
Total Government Sponsored Enterprises Pass-Throughs (cost $302,482,613)    305,386,823 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
MUNICIPAL BONDS 1.80%                  
                   
Education 0.13%                  
                   
Univ of California Bd of Regs   6.27%  5/15/2031  $1,450   $1,624,029 
                   
Electric Revenue Bonds 0.12%                  
                   
American Municipal Power, Inc.   7.834%  2/15/2041   1,100    1,603,943 
                   
Miscellaneous 0.78%                  
                   
Chicago, IL   6.845%  1/1/2038   350    393,915 
Dallas Convention Center Hotel   7.088%  1/1/2042   1,600    2,080,816 
Nashville & Davidson Cnty Met   6.731%  7/1/2043   1,050    1,373,536 
San Diego Cnty Regl Arpt Auth   6.628%  7/1/2040   2,750    3,038,997 
Southern California Metro Wtr   6.538%  7/1/2039   2,000    2,301,100 
Southern California Metro Wtr   6.947%  7/1/2040   540    647,417 
Univ of Massachusetts Bldg Auth   6.573%  5/1/2039   300    335,169 
Total                10,170,950 
                   
Power 0.15%                  
                   
Municipal Elec Auth of Georgia   7.055%  4/1/2057   1,675    1,922,666 
                   
Toll Roads 0.27%                  
                   
Metropolitan Washington Arpt   7.462%  10/1/2046   1,500    2,067,975 
North Texas Tollway Auth   8.91%  2/1/2030   1,150    1,386,084 
Total                3,454,059 
                   
Transportation 0.17%                  
                   
Clark Cnty, NV   6.881%  7/1/2042   2,000    2,215,260 
                   
Water/Sewer 0.18%                  
                   
Chicago, IL   6.742%  11/1/2040   900    1,182,339 
New York City Muni Wtr Fin Auth   5.79%  6/15/2041   490    545,252 
New York City Muni Wtr Fin Auth   6.124%  6/15/2042   465    522,116 
New York City Muni Wtr Fin Auth   6.491%  6/15/2042   100    114,454 
Total                2,364,161 
Total Municipal Bonds (cost $21,704,043)                23,355,068 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 4.42%    
                   
Bear Stearns ALT-A Trust 2004-8 1A   0.855%#  9/25/2034   2,178    2,130,574 
Citigroup Commercial Mortgage Trust 2014-GC21 XA   1.498%#  5/10/2047   25,084    2,337,439 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   1,485    1,605,839 
Commercial Mortgage Pass-Through Certificates 2013-LC13 A2   3.009%  8/10/2046   3,764    3,903,093 
Commercial Mortgage Pass-Through Certificates 2013-LC6 AM   3.282%  1/10/2046   1,165    1,166,821 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%  3/10/2031   4,534    4,400,270 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA   1.481%#  8/10/2047   4,446    374,607 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 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   0.285%#  4/26/2037  $216   $215,959 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(b)   0.236%#  12/20/2054   1,018    1,009,644 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(b)   0.356%#  12/20/2054   874    867,807 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(b)   0.376%#  12/20/2054   2,611    2,593,507 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%  3/10/2039   1,005    1,019,743 
GS Mortgage Securities Corp. II 2012-GCJ9 A3   2.773%  11/10/2045   2,783    2,745,577 
GS Mortgage Securities Corp. II 2012-TMSQ A   3.007%  12/10/2030   1,300    1,276,766 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 AS   4.117%  5/15/2045   1,200    1,284,425 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%  6/15/2045   1,118    1,162,806 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 AS   3.372%  12/15/2047   4,750    4,788,278 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%  2/15/2047   591    617,097 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A3   3.669%  4/15/2047   1,500    1,572,478 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA   1.45%#  4/15/2047   4,970    311,692 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB   0.441%#  4/15/2047   1,381    38,675 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3   3.669%  2/15/2047   2,937    3,082,813 
Sequoia Mortgage Trust 2012-3 A1   3.50%  7/25/2042   486    491,277 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,360    1,255,725 
Sequoia Mortgage Trust 2012-6 A2   1.808%  12/25/2042   2,045    1,887,648 
Sequoia Mortgage Trust 2013-2 A1   1.874%  2/25/2043   2,146    1,971,313 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(b)   1.784%#  1/21/2055   810    811,729 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   1,580    1,582,656 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   1,845    1,843,442 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B   4.365%  8/10/2049   2,245    2,362,288 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   1,510    1,623,502 
WF-RBS Commercial Mortgage Trust 2013-C12 AS   3.56%  3/15/2048   2,610    2,660,282 
WF-RBS Commercial Mortgage Trust 2014-C20 A3   3.635%  5/15/2047   1,483    1,547,282 
WF-RBS Commercial Mortgage Trust 2014-C20 XA   1.41%#  5/15/2047   9,866    781,310 
WF-RBS Commercial Mortgage Trust 2014-C20 XB   0.734%#  5/15/2047   1,909    99,152 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $57,220,730)     57,423,516 
                   
U.S. TREASURY OBLIGATIONS 38.58%                  
                   
U.S. Treasury Bond   3.375%  5/15/2044   53,278    56,353,952 
U.S. Treasury Note   0.25%  4/15/2016   128,322    128,118,995 
U.S. Treasury Note   0.375%  3/15/2015   52,207    52,295,700 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS (continued)                  
                   
U.S. Treasury Note   0.875%  9/15/2016  $12,618   $12,704,749 
U.S. Treasury Note   0.875%  4/15/2017   52,771    52,890,579 
U.S. Treasury Note   1.25%  11/30/2018   63,056    62,496,882 
U.S. Treasury Note   1.625%  7/31/2019   72,669    72,683,170 
U.S. Treasury Note   2.125%  12/31/2015   57,464    58,900,600 
U.S. Treasury Note   2.375%  8/15/2024   5,290    5,304,463 
Total U.S. Treasury Obligations (cost $499,878,162)                501,749,090 
Total Long-Term Investments (cost $1,435,814,359)               $1,459,751,698 
                   
SHORT-TERM INVESTMENT 7.38%                  
                   
REPURCHASE AGREEMENT                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $97,610,000 of U.S. Treasury Note at 0.875% due 5/15/2017; value: $97,909,370; proceeds: $95,985,853
(cost $95,985,853)
           95,986    95,985,853 
Total Investments in Securities 119.64% (cost $1,531,800,212)                    1,555,737,551 
Liabilities in Excess of Other Assets (19.64%)        (255,342,027)
Net Assets 100.00%               $1,300,395,524 

 

 

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 August 31, 2014.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(b) Foreign security traded in U.S. dollars.
(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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $197,075,609   $   $197,075,609 
Corporate Bonds       343,692,353        343,692,353 
Foreign Government Obligations       18,840,900        18,840,900 
Government Sponsored Enterprises Collateralized
   Mortgage Obligations
       12,228,339        12,228,339 
Government Sponsored Enterprises Pass-Throughs       305,386,823        305,386,823 
Municipal Bonds       23,355,068        23,355,068 
Non-Agency Commercial Mortgage-Backed Securities       57,423,516        57,423,516 
U.S. Treasury Obligations       501,749,090        501,749,090 
Repurchase Agreement       95,985,853        95,985,853 
Total  $   $1,555,737,551   $   $1,555,737,551 

 

 

(1) Refer to Note 2(o) 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 August 31, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND August 31, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.97%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,304,326   $55,347 
Lord Abbett Developing Growth Fund, Inc.-Class I*(c)   480,343    13,598 
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I(b)   2,575,594    41,725 
Lord Abbett Securities Trust-Growth Leaders Fund-Class I*(d)   1,810,549    41,516 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   1,645,082    41,703 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(f)   2,342,575    33,054 
Lord Abbett Securities Trust-International Opportunities Fund-Class I(g)   1,216,671    21,596 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I*(g)   1,231,370    27,410 
Total Investments in Underlying Funds
(cost $210,527,034)
        275,949 
Other Assets in Excess of Liabilities 0.03%        74 
Net Assets 100.00%       $276,023 

 

 

* 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 August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $275,949   $   $   $275,949 
Total  $275,949   $   $   $275,949 

 

 

(1) Refer to Note 2(o) 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 August 31, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.46%                  
                   
ASSET-BACKED SECURITIES 0.08%                  
                   
Other                  
                   
NorthStar Real Estate CDO VIII Ltd. 2006-8A A1   0.446%#  2/1/2041  $4,067   $3,930,097 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2   0.516%#  2/1/2041   2,800    2,478,000 
Total Asset-Backed Securities (cost $6,235,297)                6,408,097 
                   
            Shares
(000)
      
COMMON STOCKS 0.06%                  
                   
Diversified Media                  
                   
Tribune Media Co. Class A*           64    4,883,200 
Tribune Publishing Co.*           16    307,200 
Total Common Stocks (cost $2,784,000)                5,190,400 
                   
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
      
CORPORATE BONDS 7.11%                  
                   
Aerospace 0.04%                  
                   
GenCorp, Inc.   7.125%  3/15/2021  $3,000    3,247,500 
                   
Chemicals 0.70%                  
                   
Grupo Idesa SA de CV (Mexico)†(a)   7.875%  12/18/2020   3,400    3,689,000 
Hexion U.S. Finance Corp.   6.625%  4/15/2020   16,500    17,448,750 
Hexion U.S. Finance Corp./Hexion Nova Scotia Finance ULC   8.875%  2/1/2018   4,000    4,160,000 
INEOS Group Holdings SA (Luxembourg)†(a)   5.875%  2/15/2019   2,500    2,568,750 
Momentive Performance Materials, Inc.(b)   8.875%  10/15/2020   5,905    5,550,700 
PQ Corp.   8.75%  5/1/2018   9,800    10,547,250 
Taminco Global Chemical Corp. (Belgium)†(a)   9.75%  3/31/2020   4,500    4,972,500 
TPC Group, Inc.   8.75%  12/15/2020   7,500    8,306,250 
Total                57,243,200 
                   
Consumer Non-Durables 0.41%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   4,984    5,002,690 
DynCorp International, Inc.   10.375%  7/1/2017   6,500    6,191,250 
Hot Topic, Inc.   9.25%  6/15/2021   5,000    5,500,000 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   10,295    10,989,913 
Springs Industries, Inc.   6.25%  6/1/2021   6,100    6,161,000 
Total                33,844,853 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy 1.08%                  
                   
Chaparral Energy, Inc.   8.25%  9/1/2021  $8,000   $8,670,000 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   3,000    3,150,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)   7.50%  2/11/2020   7,500    8,175,000 
Gulfport Energy Corp.   7.75%  11/1/2020   2,965    3,202,200 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   5,312    5,630,720 
Kodiak Oil & Gas Corp.   5.50%  1/15/2021   500    530,000 
Light Tower Rentals, Inc.   8.125%  8/1/2019   3,935    4,053,050 
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    2,838,000 
Parsley Energy LLC/Parsley Finance Corp.   7.50%  2/15/2022   6,000    6,390,000 
Rice Energy, Inc.   6.25%  5/1/2022   5,200    5,343,000 
Rose Rock Midstream LP/Rose Rock Finance Corp.   5.625%  7/15/2022   11,810    12,075,725 
Seven Generations Energy Ltd. (Canada)†(a)   8.25%  5/15/2020   8,875    9,806,875 
Stone Energy Corp.   7.50%  11/15/2022   4,000    4,312,500 
Triangle USA Petroleum Corp.   6.75%  7/15/2022   9,845    10,115,737 
Total                87,949,807 
                   
Financial 0.66%                  
                   
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC   7.875%  12/15/2020   7,500    8,025,000 
American Equity Investment Life Holding Co.   6.625%  7/15/2021   8,600    9,298,750 
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%  5/1/2019   5,965    5,845,700 
CNO Financial Group, Inc.   6.375%  10/1/2020   6,000    6,450,000 
Gulfmark Offshore, Inc.   6.375%  3/15/2022   3,409    3,451,613 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   6,310    6,814,800 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021   3,345    3,294,825 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  8/1/2018   1,750    1,776,250 
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    1,031,250 
Total                53,445,688 
                   
Food & Drug 0.08%                  
                   
Checkers Drive-In Restaurants, Inc.   11.00%  12/1/2017   5,900    6,578,500 
                   
Food/Tobacco 0.36%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   6,923    7,156,651 
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc. (Greece)†(a)   9.875%  2/1/2020   5,405    5,796,863 
US Foods, Inc.   8.50%  6/30/2019   15,000    16,005,000 
Total                28,958,514 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Forest Products 0.38%                  
                   
Ainsworth Lumber Co., Ltd. (Canada)†(a)   7.50%  12/15/2017  $8,000   $8,400,000 
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    9,427,500 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%  4/15/2019   2,500    2,637,500 
Tembec Industries, Inc. (Canada)(a)   11.25%  12/15/2018   2,900    3,106,625 
Total                30,921,625 
                   
Gaming/Leisure 0.23%                  
                   
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   5,000    5,028,125 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   4,195    4,530,600 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   3,250    3,518,125 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   5,000    5,625,000 
Total                18,701,850 
                   
Healthcare 0.53%                  
                   
Fresenius Medical Care US Finance II, Inc.   5.625%  7/31/2019   9,250    10,013,125 
HCA, Inc.   4.75%  5/1/2023   22,527    22,780,429 
MPT Operating Partnership LP/MPT Finance Corp.   6.875%  5/1/2021   3,600    3,888,000 
Tenet Healthcare Corp.   6.00%  10/1/2020   5,815    6,323,812 
Total                43,005,366 
                   
Housing 0.09%                  
                   
K. Hovnanian Enterprises, Inc.   9.125%  11/15/2020   2,000    2,220,000 
Modular Space Corp.   10.25%  1/31/2019   5,100    5,304,000 
Total                7,524,000 
                   
Information Technology 0.21%                  
                   
Infor US, Inc.   9.375%  4/1/2019   6,725    7,422,719 
Interface Security Systems Holdings, Inc./Interface Security Systems LLC   9.25%  1/15/2018   1,525    1,578,375 
SunGard Data Systems, Inc.   7.375%  11/15/2018   8,000    8,370,000 
Total                17,371,094 
                   
Manufacturing 0.17%                  
                   
Athlon Holdings LP/Athlon Finance Corp.   7.375%  4/15/2021   12,000    13,080,000 
Mueller Water Products, Inc.   7.375%  6/1/2017   869    886,380 
Total                13,966,380 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media/Telecommunications 0.55%                  
                   
Clear Channel Communications, Inc.   5.50%  12/15/2016  $9,000   $8,943,750 
Clear Channel Communications, Inc.   10.00%  1/15/2018   10,500    9,830,625 
Digicel Ltd. (Jamaica)†(a)   8.25%  9/1/2017   3,000    3,063,750 
Gannett Co., Inc.   7.125%  9/1/2018   4,000    4,152,500 
Intelsat Jackson Holdings SA (Luxembourg)(a)   8.50%  11/1/2019   12,270    12,914,175 
MU Finance plc (United Kingdom)†(a)   8.375%  2/1/2017   1,370    1,421,243 
Univision Communications, Inc.   6.75%  9/15/2022   4,070    4,487,175 
Total                44,813,218 
                   
Metals/Minerals 0.36%                  
                   
Coeur Mining, Inc.   7.875%  2/1/2021   10,000    10,068,750 
First Quantum Minerals Ltd. (Canada)†(a)   6.75%  2/15/2020   6,350    6,619,875 
Mirabela Nickel Ltd. (Australia)†(a)(b)   8.75%  4/15/2018   3,950    987,500 
New Gold, Inc. (Canada)†(a)   6.25%  11/15/2022   3,000    3,165,000 
Thompson Creek Metals Co., Inc.   7.375%  6/1/2018   8,250    8,291,250 
Total                29,132,375 
                   
Retail 0.16%                  
                   
Claire’s Stores, Inc.   6.125%  3/15/2020   1,700    1,619,250 
Claire’s Stores, Inc.   8.875%  3/15/2019   5,475    4,872,750 
Tops Holding Corp./Tops Markets LLC   8.875%  12/15/2017   6,000    6,435,000 
Total                12,927,000 
                   
Service 0.58%                  
                   
Alliance Data Systems Corp.   6.375%  4/1/2020   11,160    11,822,625 
First Data Corp.   10.625%  6/15/2021   2,275    2,650,375 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   5,000    5,125,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   5.875%  8/1/2021   12,800    13,056,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   13,600    14,688,000 
Total                47,342,000 
                   
Transportation 0.12%                  
                   
GasLog Ltd.†(c)   7.23%#  6/27/2018  NOK 38,000    6,437,612 
Stackpole International Intermediate/Stackpole International Powder (Luxembourg)†(a)   7.75%  10/15/2021  $3,450    3,536,250 
Total                9,973,862 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utility 0.40%                  
                   
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(b)   11.75%  3/1/2022  $19,935   $22,676,062 
Illinois Power Generating Co.   7.00%  4/15/2018   7,007    6,849,343 
NSG Holdings LLC/NSG Holdings, Inc.   7.75%  12/15/2025   3,000    3,255,000 
Total                32,780,405 
Total Corporate Bonds (cost $577,203,069)                579,727,237 
                   
FLOATING RATE LOANS(d) 87.31%                  
                   
Aerospace 2.46%                  
                   
American Airlines, Inc. Class B Term Loan   3.75%  6/27/2019   17,740    17,662,388 
AWAS Finance Luxembourg 2012 SA Term Loan (Luxembourg)(a)   3.50%  7/16/2018   22,419    22,377,031 
DAE Aviation Holdings, Inc. 2nd Lien Initial Term Loan   7.75%  8/5/2019   15,500    15,742,188 
Delta Air Lines, Inc. 2014 Term Loan B1   3.25%  10/18/2018   31,055    30,854,108 
Doncasters U.S. Finance LLC 2nd Lien Term Loan   9.50%  10/9/2020   14,345    14,497,241 
DynCorp International, Inc. Term Loan   6.25%  7/7/2016   15,019    15,013,860 
TransDigm, Inc. Tranche C Term Loan   3.75%  2/28/2020   30,612    30,478,067 
TransDigm, Inc. Tranche D Term Loan   3.75%  6/4/2021   10,000    9,952,100 
United Air Lines, Inc. Class B Term Loan   3.50%  4/1/2019   26,377    26,229,199 
United Airlines, Inc. Class B-1 Term Loan   3.75%  9/15/2021   17,700    17,700,000 
Total                200,506,182 
                   
Chemicals 3.19%                  
                   
American Pacific Corp. Term Loan   7.00%  2/27/2019   26,424    26,654,983 
Axalta Coating Systems Dutch Holding B B.V. Refinanced Term Loan B   3.75%  2/1/2020   34,413    34,268,391 
EWT Holdings III Corp. 1st Lien Term Loan   4.75%  1/15/2021   19,515    19,502,716 
EWT Holdings III Corp. 2nd Lien Term Loan   8.50%  1/15/2022   7,548    7,557,435 
Huntsman International LLC 2014-1 Incremental Term Loan   3.75%  8/12/2021   30,000    29,950,050 
INEOS US Finance LLC Cash Dollar Term Loan   3.75%  5/4/2018   18,559    18,472,519 
OXEA Finance & Cy S.C.A. 1st Lien Tranche B2 Term Loan   4.25%  1/15/2020   26,075    26,058,953 
OXEA Finance & Cy S.C.A. 2nd Lien Term Loan   8.25%  7/15/2020   25,230    25,408,755 
Phibro Animal Health Corp. Term Loan B   4.00%  4/16/2021   30,000    29,949,900 
Taminco Global Chemical Corp. Tranche B3 Initial Dollar Term Loan   3.25%  2/15/2019   16,701    16,592,343 
Tata Chemicals North America Term Loan   3.75%  8/7/2020   25,466    25,275,282 
Total                259,691,327 
                   
Consumer Durables 0.29%                  
                   
Britax US Holdings, Inc. Initial Dollar Term Loan   4.50%  10/15/2020   3,539    3,026,216 
Spectrum Brands, Inc. Tranche A Term Loan   3.00%  9/7/2017   13,009    13,017,452 
Spectrum Brands, Inc. Tranche C Term Loan   3.50%  9/4/2019   7,477    7,452,076 
Total                23,495,744 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer Non-Durables 1.36%                  
                   
Charger OpCo B.V. EUR Term Loan B1(c)   0.08%  7/2/2021  EUR 14,950   $19,357,640 
Charger OpCo B.V. US Term Loan B1 (Netherlands)(a)   3.74%  7/23/2021  $26,415    25,919,719 
FGI Operating Co. LLC Term Loan B   5.50%  4/19/2019   23,915    24,079,057 
Hanesbrands, Inc. EUR Term Loan(c)   3.50%  7/29/2021  EUR 4,985    6,603,260 
Visant Corp. 2011 Tranche B Term Loan   5.25%  12/22/2016  $23,499    23,429,481 
Vogue International LLC Tranche B Initial Term Loan   5.25%  2/14/2020   11,363    11,405,658 
Total                110,794,815 
                   
Energy 4.73%                  
                   
Bayonne Energy Center LLC Advance Term Loan B   4.50%  8/19/2021   17,215    17,300,630 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.50%  5/12/2021   24,358    24,601,104 
Drillships Ocean Ventures, Inc. Term Loan   5.50%  7/25/2021   20,455    20,578,651 
EIF Channelview Cogeneration LLC Term Loan   4.25%  5/8/2020   19,550    19,611,094 
EMG Utica LLC Term Loan   4.75%  3/27/2020   20,500    20,551,250 
Energy Transfer Equity LP Term Loan   3.25%  12/2/2019   28,000    27,678,420 
Fieldwood Energy LLC 2nd Lien Closing Date Loan   8.375%  9/30/2020   44,037    45,138,374 
FTS International, Inc. Initial Term Loan   5.75%  4/16/2021   12,899    13,000,742 
Gates Global LLC Initial Dollar Term Loan   4.25%  7/5/2021   46,250    45,985,681 
MEG Energy Corp. New Term Loan (Canada)(a)   3.75%  3/31/2020   36,303    36,277,596 
Moxie Patriot LLC Advance Construction Term Loan B1   6.75%  12/19/2020   19,250    19,779,375 
Offshore Group Investment Ltd. Term Loan   5.00%  10/25/2017   13,315    13,308,784 
Ruby Western Pipeline Holdings LLC Term Loan   3.50%  3/27/2020   33,914    33,800,457 
Tervita Corp. Term Loan (Canada)(a)   6.25%  5/15/2018   33,929    34,065,169 
Western Refining, Inc. 2013 Term Loan   4.25%  11/12/2020   13,990    13,994,407 
Total                385,671,734 
                   
Financial 4.18%                  
                   
Alliant Holdings I LLC Initial Term Loan   4.25%  12/20/2019   24,355    24,316,513 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(a)   3.50%  3/6/2021   47,296    47,066,655 
Fly Funding II S.A.R.L Term Loan (Luxembourg)(a)   4.50%  8/9/2019   43,948    44,134,936 
Home Loan Servicing Solutions Ltd. Initial Term Loan   4.50%  6/19/2020   34,650    34,389,876 
HUB International Ltd. Initial Term Loan   4.25%  10/2/2020   9,516    9,464,142 
MIP Delaware LLC Term Loan B1 (Luxembourg)(a)   4.00%  3/9/2020   12,413    12,413,451 
National Financial Partners Corp. 2014 Specified Refinancing Term Loan   4.50%  7/1/2020   19,733    19,656,666 
Nuveen Investments, Inc. Tranche B 1st Lien Term Loan   4.157%  5/13/2017   27,203    27,188,305 
Nuveen Investments, Inc. Tranche B 2nd Lien Term Loan   6.50%  2/28/2019   28,520    28,650,622 
Ocwen Loan Servicing Initial Term Loan   5.00%  2/15/2018   11,810    11,699,281 
Sedgwick Claims Management Services, Inc. 1st Lien Initial Term Loan   3.75%  3/1/2021   25,506    25,136,801 
Sedgwick Claims Management Services, Inc. 2nd Lien Initial Term Loan   6.75%  2/28/2022   36,130    36,039,403 
Walter Investment Management Corp. Tranche B Term Loan   4.75%  12/11/2020   21,391    20,949,477 
Total                341,106,128 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food & Drug 2.13%                  
                   
Albertson’s LLC Term Loan B2   4.75%  3/21/2019  $53,685   $53,931,052 
Albertson’s LLC Term Loan B4   4.50%  8/25/2021   44,224    44,398,906 
New Albertson’s, Inc. Term Loan B   4.75%  6/27/2021   5,505    5,486,063 
P.F. Chang’s China Bistro, Inc. Borrowing Term Loan   4.25%  6/22/2019   13,544    13,301,366 
Red Lobster Management LLC 1st Lien Initial Term Loan   6.25%  7/28/2021   12,130    12,205,812 
Smart & Final, Inc. 1st Lien Term Loan   4.75%  11/15/2019   24,395    24,394,731 
US Foods, Inc. Incremental Term Loan   4.50%  3/31/2019   20,000    19,994,694 
Total                173,712,624 
                   
Food/Tobacco 3.34%                  
                   
Del Monte Foods, Inc. 2nd Lien Initial Term Loan   8.25%  8/18/2021   8,000    7,700,000 
Diamond Foods, Inc. Term Loan   4.25%  8/20/2018   31,845    31,705,825 
Dunkin’ Brands, Inc. Term Loan B4   3.25%  2/7/2021   32,971    32,517,791 
H.J. Heinz Co. Term Loan B2   3.50%  6/5/2020   73,445    73,495,919 
Hearthside Group Holdings LLC Term Loan   4.50%  6/2/2021   20,030    20,092,694 
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   35,227    36,312,928 
Performance Food Group, Inc. 2nd Lien Initial Term Loan   6.25%  11/14/2019   40,089    40,314,596 
Pinnacle Foods Finance LLC New Term Loan G   3.25%  4/29/2020   30,782    30,467,439 
Total                272,607,192 
                   
Forest Products 1.84%                  
                   
Berry Plastics Corp. Term Loan D   3.50%  2/8/2020   32,736    32,199,707 
Caraustar Industries, Inc. Term Loan   7.50%  5/1/2019   29,816    30,139,246 
CD&R Millennium Holdco 6 S.A.R.L. 1st Lien Initial Dollar Term Loan (Luxembourg)(a)   4.50%  7/31/2021   9,845    9,818,862 
CD&R Millennium Holdco 6 S.A.R.L. 2nd Lien Initial Term Loan (Luxembourg)(a)   8.25%  7/31/2022   16,195    16,195,000 
Signode Industrial Group Lux SA Initial Term Loan B   4.00%  5/1/2021   36,859    36,613,592 
Viskase Cos., Inc. Initial Term Loan   4.25%  1/22/2021   24,887    24,658,131 
Total                149,624,538 
                   
Gaming/Leisure 5.87%                  
                   
Caesar’s Entertainment Resort Properties LLC Term Loan B   7.00%  10/12/2020   24,263    23,892,217 
Caesar’s Growth Properties Holdings LLC 1st Lien Term Loan B   6.25%  5/8/2021   20,000    19,610,700 
Cannery Casino Resorts LLC 1st Lien Term Loan   6.00%  10/2/2018   7,615    7,643,594 
Cannery Casino Resorts LLC 2nd Lien Term Loan   10.00%  10/2/2019   23,767    24,133,368 
CCM Merger, Inc. Term Loan   4.50%  8/6/2021   17,990    17,984,423 
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  7/31/2020   18,000    18,270,000 
Equinox Holdings, Inc. New Initial 1st Lien Term Loan   4.25%  1/31/2020   11,805    11,782,916 
Graton Economic Development Authority Closing Date Term Loan B   9.00%  8/22/2018   30,703    31,624,070 
Hilton Worldwide Finance LLC Initial Term Loan   3.50%  10/26/2020   59,461    59,182,304 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming/Leisure (continued)                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020  $42,107   $42,061,248 
Lions Gate Entertainment Term Loan (Canada)(a)   5.00%  7/17/2020   17,980    18,144,877 
MGM Resorts International Term Loan B   3.50%  12/20/2019   42,546    42,343,695 
Mohegan Tribal Gaming Authority Term Loan B   5.50%  11/19/2019   39,800    39,882,983 
Peninsula Gaming LLC Term Loan B   4.25%  11/20/2017   13,573    13,569,334 
Pinnacle Entertainment, Inc. Tranche B2 Term Loan   3.75%  8/13/2020   36,355    36,270,623 
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019   13,013    12,671,944 
Seminole Hard Rock Entertainment, Inc. New Term Loan B   3.50%  5/14/2020   15,840    15,661,800 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   28,774    28,719,974 
Town Sports International LLC Initial Term Loan   4.50%  11/16/2020   16,875    14,639,073 
Total                478,089,143 
                   
Healthcare 8.14%                  
                   
Air Medical Group Holdings, Inc. Term Loan B1   5.00%  6/30/2018   20,628    20,743,708 
Air Medical Holdings LLC Term Loan   7.625%  5/31/2018   17,680    17,856,800 
AmSurg Corp. Initial Term Loan   3.75%  7/16/2021   19,710    19,725,867 
Ardent Medical Services, Inc. 1st Lien Term Loan   6.75%  7/2/2018   30,368    30,504,236 
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   9,786    9,837,725 
CHG Healthcare Services, Inc. 1st Lien Term Loan   4.25%  11/19/2019   15,713    15,718,144 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   3,157    3,211,783 
CHS/Community Health Systems, Inc. 2019 Term Loan A   2.734% - 2.657%  1/22/2019   35,977    35,864,157 
CHS/Community Health Systems, Inc. 2021 Term Loan D   4.25%  1/27/2021   51,740    51,945,925 
DaVita HealthCare Partners, Inc. Tranche B Term Loan   3.50%  6/24/2021   16,745    16,733,446 
Emdeon, Inc. Term Loan B2   3.75%  11/2/2018   32,527    32,398,518 
Grifols Worldwide Operations Ltd. US Tranche B Term Loan   3.157%  2/27/2021   29,354    29,194,212 
HCA, Inc. Tranche B4 Term Loan   2.984%  5/1/2018   50,618    50,547,156 
Heartland Dental Care LLC 2nd Lien Term Loan   9.75%  6/21/2019   10,575    10,786,500 
JLL/Delta Dutch Newco B.V. Initial Dollar Term Loan (Netherlands)(a)   4.25%  3/11/2021   5,606    5,573,597 
Kindred Healthcare, Inc. New Term Loan   4.00%  4/9/2021   26,981    26,787,027 
Millennium Health LLC Tranche B Term Loan   5.25%  4/16/2021   50,500    50,673,720 
MPH Acquisition Holdings LLC Initial Term Loan   4.00%  3/31/2021   35,671    35,524,219 
National Mentor Holdings, Inc. Tranche B Term Loan   4.75%  1/31/2021   22,943    22,978,405 
PharMedium Healthcare Corp. 1st Lien Initial Term Loan   4.25%  1/28/2021   18,570    18,337,875 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%  1/28/2022   14,543    14,452,420 
STHI Holding Corp. Initial Term Loan   4.50%  8/6/2021   14,775    14,759,634 
Surgery Center Holdings, Inc. 2nd Lien Term Loan      7/23/2021   6,900    6,839,625 
Surgical Care Affiliates LLC Class B Extending Term Loan Facility   4.234%  12/29/2017   7,986    7,995,811 
Surgical Care Affiliates LLC Class C Incremental Term Loan   4.00%  6/29/2018   27,794    27,794,150 
United Surgical Partners International, Inc. Extended Term Loan   4.25%  4/19/2017   3,801    3,810,892 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Healthcare (continued)                  
                   
United Surgical Partners International, Inc. New Tranche B Term Loan   4.75%  4/3/2019  $22,101   $22,167,276 
Valeant Pharmaceuticals International, Inc. Series C2 Tranche B Term Loan (Canada)(a)   3.75%  12/11/2019   8,071    8,069,214 
Valeant Pharmaceuticals International, Inc. Series E1 Tranche B Term Loan (Canada)(a)   3.75%  8/5/2020   52,966    52,896,756 
Total                663,728,798 
                   
Housing 2.23%                  
                   
Atkore International, Inc. 1st Lien Initial Term Loan   4.50%  4/9/2021   25,935    25,837,744 
Atkore International, Inc. 2nd Lien Initial Term Loan   7.75%  10/9/2021   16,200    16,159,500 
Cemex España S.A. EUR Facility B1 Term Loan(c)   4.655%  2/14/2017  EUR 25,834    33,845,895 
Cemex España S.A. Facility A4 Term Loan (Mexico)(a)   4.655%  2/17/2017  $11,432    11,431,980 
Realogy Group LLC Extended Synthetic Commitment   4.40%  10/10/2016   2,597    2,586,144 
Realogy Group LLC Initial 2014 Term Loan B   3.75%  3/5/2020   45,913    45,783,866 
Starwood Property Trust, Inc. 1st Lien Term Loan   3.50%  4/17/2020   46,537    46,234,070 
Total                181,879,199 
                   
Information Technology 6.27%                  
                   
Amaya Holdings B.V. 1st Lien Initial Term Loan B (Netherlands)(a)   5.00%  8/1/2021   11,340    11,260,620 
Applied Systems, Inc. 1st Lien Initial Term Loan   4.25%  1/25/2021   8,955    8,953,881 
Applied Systems, Inc. 2nd Lien Initial Term Loan   7.50%  1/23/2022   15,037    15,194,889 
Aspect Software, Inc. Tranche B Term Loan   7.25%  5/6/2016   19,208    19,255,636 
Avago Technologies Cayman Ltd. Term Loan   3.75%  5/6/2021   68,425    68,440,738 
BMC Software Finance, Inc. Initial US Term Loan   5.00%  9/10/2020   22,655    22,619,542 
DealerTrack Technologies, Inc. Term Loan   3.50%  2/28/2021   24,328    24,175,507 
Dell International LLC Term Loan B   4.50%  4/29/2020   44,691    44,884,017 
Eastman Kodak Co. Exit Term Loan   7.25%  9/3/2019   25,704    25,992,946 
Epicor Software Corp. Term Loan B2   4.00%  5/16/2018   12,448    12,413,520 
EZE Software Group LLC 1st Lien Term Loan B1   4.00%  4/6/2020   13,266    13,183,337 
EZE Software Group LLC 2nd Lien New Term Loan   7.25%  4/5/2021   18,256    18,180,327 
Freescale Semiconductor, Inc. Tranche B4 Term Loan   4.25%  2/28/2020   26,586    26,533,736 
Freescale Semiconductor, Inc. Tranche B5 Term Loan   5.00%  1/15/2021   17,320    17,412,557 
ION Trading Technologies S.A.R.L. 1st Lien Initial Dollar Term Loan (Luxembourg)(a)   4.25%  6/10/2021   6,000    5,996,280 
ION Trading Technologies S.A.R.L. 2nd Lien Term Loan (Luxembourg)(a)   7.25%  6/10/2022   13,000    13,018,980 
Kronos Incorporated 2nd Lien Initial Term Loan   9.75%  4/30/2020   539    556,881 
Minerals Technologies, Inc. Initial Term Loan   4.00%  5/9/2021   50,000    50,078,250 
Mitchell International, Inc. 2nd Lien Initial Term Loan   8.50%  10/11/2021   15,000    15,173,475 
Mitchell International, Inc. Initial Term Loan   4.50%  10/12/2020   24,320    24,340,221 
NXP B.V. Tranche D Term Loan (Netherlands)(a)   3.25%  1/11/2020   31,713    31,502,554 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Information Technology (continued)                  
                   
Peak 10, Inc. 2nd Lien Term Loan   8.25%  6/17/2022  $10,825   $10,852,063 
Scitor Corp. Term Loan   5.00%  2/15/2017   11,577    11,533,981 
SunGard Data Systems, Inc. Tranche E Term Loan   4.00%  3/8/2020   19,515    19,522,744 
Total                511,076,682 
                   
Manufacturing 3.75%                  
                   
Alison Bidco S.A.R.L. 1st Lien Initial Dollar Term Loan B2 (Germany)(a)   5.50%  8/29/2021   8,860    8,804,625 
Alison US LLC 1st Lien Initial Dollar Term Loan B1 (Germany)(a)   5.50%  8/29/2021   8,860    8,804,625 
Allegion US Holding Co., Inc. Tranche B Term Loan   3.00%  9/30/2020   12,935    12,905,379 
Alliance Laundry Systems LLC 1st Lien Initial Term Loan   4.25%  12/10/2018   15,283    15,330,893 
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan   9.50%  12/10/2019   9,706    9,808,649 
Apex Tool Group LLC Term Loan   4.50%  1/31/2020   20,246    19,976,233 
Faenza Germany GmbH Holdings Dollar Term Loan B3 (Germany)(a)   4.25%  8/28/2020   5,058    5,060,572 
Faenza Germany GmbH Holdings Initial Dollar Term Loan B1 (Germany)(a)   4.25%  8/31/2020   16,845    16,851,530 
Faenza Germany GmbH Holdings Initial Dollar Term Loan B2 (Germany)(a)   4.25%  8/28/2020   1,666    1,666,344 
Filtration Group Corp. 2nd Lien Initial Term Loan   8.25%  11/21/2021   20,173    20,415,076 
Gardner Denver, Inc. Initial Dollar Term Loan   4.25%  7/30/2020   9,784    9,785,653 
Gardner Denver, Inc. Initial EUR Term Loan(c)   4.75%  7/30/2020  EUR 9,967    13,165,305 
Generac Power Systems, Inc. Term Loan B   3.25%  5/31/2020  $28,525    28,299,039 
Hillman Group Inc. (The) Term Loan   4.50%  6/30/2021   9,870    9,894,675 
Milacron LLC Term Loan   4.00%  3/30/2020   11,998    11,982,503 
Ply Gem Industries, Inc. Term Loan   4.00%  2/1/2021   4,988    4,912,687 
Road Infrastructure Investment LLC 1st Lien 2014 Term Loan   4.25%  3/31/2021   29,531    29,278,929 
Road Infrastructure Investment LLC 2nd Lien 2014 Term Loan   7.75%  9/21/2021   26,500    26,268,125 
TI Group Automotive Systems LLC Term Loan Facility   4.25%  7/2/2021   21,675    21,675,000 
Unifrax Holding Co. New Dollar Term Loan B   4.25%  11/28/2018   12,843    12,817,333 
Unifrax Holding Co. New EUR Term Loan(c)   5.25%  11/28/2018  EUR 5,577    7,381,390 
WDCC Enterprises, Inc. Tranche B2 Term Loan(c)   5.35%  12/12/2019  CAD 11,228    10,351,947 
Total                305,436,512 
                   
Media/Telecommunications 13.31%                  
                   
Acquisitions Cogeco Cable II LP 2013 Term Loan B   3.25%  12/2/2019  $17,193    17,035,309 
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   22,076    22,109,673 
Affinion Group, Inc. 2nd Lien Initial Term Loan   8.50%  10/12/2018   12,000    11,925,000 
Affinion Group, Inc. Tranche B Term Loan   6.75%  4/30/2018   28,472    28,294,580 
Cequel Communications LLC Term Loan   3.50%  2/14/2019   26,964    26,858,777 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   22,334    21,997,006 
Charter Communications Operating LLC Term Loan G   4.25%  9/10/2021   25,115    25,308,134 
Checkout Holding Corp. 2nd Lien Initial Term Loan   7.75%  4/11/2022   7,470    7,383,647 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media/Telecommunications (continued)                  
                   
Clear Channel Communications, Inc. Tranche B Term Loan   3.807%  1/29/2016  $91,047   $90,641,423 
Clear Channel Communications, Inc. Tranche D Term Loan   6.907%  1/30/2019   41,748    41,234,933 
Consolidated Communications, Inc. Initial Term Loan   4.25%  12/23/2020   19,900    19,965,372 
Crown Castle Operating Co. Extended Incremental Tranche B2 Term Loan   3.00%  1/31/2021   43,568    43,400,307 
CSC Holdings LLC Term Loan B   2.657%  4/17/2020   54,531    53,763,899 
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(a)   7.75%  7/29/2022   23,831    24,088,685 
Delta 2 (Lux) S.A.R.L. US Facility B3 Term Loan (Luxembourg)(a)   4.75%  7/30/2021   63,390    63,244,761 
Eircom Finco S.A.R.L. Facility B2 Term Loan(c)   4.764%  9/30/2019  EUR 27,405    35,311,308 
Fibertech Networks LLC Term Loan   4.00%  12/18/2019  $7,412    7,403,208 
Getty Images, Inc. Initial Term Loan   4.75%  10/18/2019   5,567    5,278,992 
Grande Communications Networks LLC Initial Term Loan   4.50%  5/22/2020   14,760    14,764,775 
Integra Telecom Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  2/22/2020   19,132    19,514,640 
Integra Telecom Holdings, Inc. Term Loan B   5.25%  2/22/2019   16,688    16,729,219 
Level 3 Financing, Inc. Tranche B 2020 Term Loan   4.00%  1/15/2020   48,500    48,363,715 
Level 3 Financing, Inc. Tranche B-III 2019 Term Loan   4.00%  8/1/2019   17,000    16,957,500 
LTS Buyer LLC 1st Lien Term Loan B   4.00%  4/13/2020   17,412    17,361,304 
LTS Buyer LLC 2nd Lien Term Loan   8.00%  4/12/2021   11,983    12,103,178 
MCC Iowa LLC Tranche G Term Loan   4.00%  1/20/2020   21,615    21,493,416 
MCC Iowa LLC Tranche H Term Loan   3.25%  1/29/2021   4,925    4,852,862 
Mediacom Illinois LLC Tranche E Term Loan   3.13%  10/23/2017   23,406    23,361,690 
Metro-Goldwyn-Mayer, Inc. 2nd Lien Term Loan   5.125%  6/26/2020   11,635    11,698,062 
Newsday LLC Term Loan   3.654%  10/12/2016   23,226    23,291,535 
Numericable U.S. LLC Dollar Denominated Tranche B1 Term Loan   4.50%  5/21/2020   25,092    25,221,475 
Numericable U.S. LLC Dollar Denominated Tranche B2 Term Loan   4.50%  5/21/2020   21,708    21,820,013 
SBA Senior Finance II LLC Incremental Tranche B1 Term Loan   3.25%  3/24/2021   17,000    16,864,595 
Syniverse Holdings, Inc. Tranche B Term Loan   4.00%  4/23/2019   34,903    34,657,407 
Tribune Co. Initial Term Loan   4.00%  12/27/2020   4,000    4,001,500 
Univision Communications, Inc. Replacement 1st Lien Term Loan   4.00%  3/1/2020   37,509    37,340,945 
WaveDivision Holdings LLC Initial Term Loan   4.00%  10/15/2019   20,505    20,447,756 
WideOpenWest Finance LLC Term Loan B   4.75%  4/1/2019   12,775    12,832,487 
WMG Acquisitions Corp. Tranche B Refinancing Term Loan   3.75%  7/1/2020   54,639    53,349,645 
Zayo Group LLC Term Loan   4.00%  7/2/2019   22,098    22,052,985 
Ziggo B.V. US B1 Facility Term Loan (Netherlands)(a)   3.25%  1/15/2022   21,108    20,739,646 
Ziggo B.V. US B2 Facility Term Loan (Netherlands)(a)   3.25%  1/15/2022   13,613    13,375,500 
Ziggo B.V. US B3 Facility Term Loan (Netherlands)(a)   2.75%  1/15/2022   22,369    21,978,919 
Ziggo EUR Facility B1 Term Loan(c)   3.50%  1/15/2022  EUR2,316    3,019,220 
Ziggo EUR Facility B2 Term Loan(c)   3.50%  1/15/2022  EUR742    967,298 
Total                1,084,406,301 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals/Minerals 0.69%                  
                   
American Rock Salt Co. LLC 1st Lien Closing Date Term Loan   4.75%  5/20/2021  $25,000   $24,979,250 
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%  5/20/2022   3,220    3,252,200 
Arch Coal, Inc. Term Loan   6.25%  5/16/2018   10,021    9,768,745 
Noranda Aluminum Acquisition Corp. Term Loan B   5.75%  2/28/2019   18,681    18,284,054 
Total                56,284,249 
                   
Retail 4.93%                  
                   
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%  9/26/2019   29,250    29,151,536 
Burlington Coat Factory Warehouse Corp. Term Loan B3   4.25%  8/13/2021   17,730    17,657,927 
Capital Automotive LP 2nd Lien Term Loan   6.00%  4/30/2020   6,000    6,090,000 
Container Store, Inc. (The) Term Loan Facility   4.25%  4/6/2019   12,474    12,380,476 
Gymboree Corp. (The) Term Loan   5.00%  2/23/2018   6,948    5,547,064 
J Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021   57,692    56,706,009 
J.C. Penney Corp., Inc. Term Loan   5.00%  6/20/2019   37,955    38,030,910 
J.C. Penney Corp., Inc. Term Loan   6.00%  5/22/2018   4,748    4,785,852 
Kate Spade & Co. Initial Term Loan   4.00%  4/9/2021   31,995    31,625,138 
Leslie’s Poolmart, Inc. Additional Tranche B Term Loan   4.25%  10/16/2019   43,667    43,486,896 
Men’s Wearhouse, Inc. (The) Term Loan Tranche B   4.50%  6/18/2021   22,500    22,617,225 
Michaels Stores, Inc. Term Loan B   3.75%  1/28/2020   30,309    30,032,834 
Neiman Marcus Group, Inc. (The) Term Loan   4.25%  10/25/2020   49,775    49,478,248 
Party City Holdings, Inc. 2014 Replacement Term Loan   4.00%  7/27/2019   26,467    26,295,326 
Stuart Weitzman Acquisition Co. LLC Initial Term Loan   4.50%  4/8/2020   13,310    13,241,387 
Toys ‘R’ US Property Co. I LLC Initial Term Loan   6.00%  8/21/2019   14,863    14,314,566 
Total                401,441,394 
                   
Service 12.87%                  
                   
Acosta, Inc. Term Loan   5.00%  9/26/2021   17,715    17,828,464 
ADS Waste Holdings, Inc. Tranche B2 Initial Term Loan   3.75%  10/9/2019   19,700    19,447,643 
Advantage Sales & Marketing, Inc. 1st Lien Initial Term Loan   4.25%  7/23/2021   35,280    34,994,327 
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%  7/25/2022   34,795    34,950,882 
Advantage Sales & Marketing, Inc. Delayed Draw Term Loan   3.25% - 4.25%  7/23/2021   1,163    1,153,120 
Allflex Holdings III, Inc. 1st Lien Initial Term Loan   4.25%  7/17/2020   11,043    11,052,880 
Allflex Holdings III, Inc. 2nd Lien Initial Term Loan   8.00%  7/19/2021   20,250    20,351,250 
Allied Security Holdings LLC 1st Lien Closing Date Term Loan   4.25%  2/12/2021   21,481    21,363,593 
Allied Security Holdings LLC 2nd Lien Closing Date Term Loan   8.00%  8/13/2021   20,897    20,799,384 
Aramark Corp. US Term Loan F   3.25%  2/24/2021   32,419    32,121,470 
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   11,070    11,460,217 
Asurion LLC Incremental Tranche B1 Term Loan   5.00%  5/24/2019   34,834    34,997,395 
Asurion LLC Incremental Tranche B2 Term Loan   4.25%  7/8/2020   35,179    35,140,440 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Service (continued)                  
                   
Atlantic Aviation FBO, Inc. 2013 Term Loan   3.25%  6/1/2020  $18,201   $18,107,685 
AVSC Holding Corp. 1st Lien Initial Term Loan   4.50%  1/24/2021   29,902    29,931,717 
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%  1/24/2022   8,000    8,120,000 
Brand Energy & Infrastructure Services, Inc. Initial Term Loan   4.75%  11/26/2020   16,924    16,947,913 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%  12/17/2021   6,850    6,887,093 
CompuCom Systems, Inc. Term Loan   4.25%  5/11/2020   19,610    19,242,769 
DataPipe, Inc. 1st Lien Initial Term Loan   5.25%  3/15/2019   11,905    11,740,925 
DataPipe, Inc. 2nd Lien Initial Term Loan   8.50%  9/16/2019   14,015    13,804,627 
DigitalGlobe, Inc. Term Loan   3.75%  1/31/2020   16,399    16,378,151 
EnergySolutions LLC Advance Term Loan   6.75%  5/29/2020   15,000    15,243,825 
Evergreen Skills Lux S.A.R.L. 1st Lien Initial Term Loan (Luxembourg)(a)   4.50%  4/28/2021   40,000    39,400,000 
Evergreen Skills Lux S.A.R.L. 2nd Lien Initial Term Loan (Luxembourg)(a)   7.75%  4/28/2022   20,000    19,637,600 
First Data Corp. 2017 2nd New Dollar Term Loan   3.655%  3/24/2017   8,375    8,320,897 
First Data Corp. 2018 2nd New Term Loan B   3.655%  9/24/2018   8,000    7,945,000 
First Data Corp. 2018 New Dollar Term Loan   3.655%  3/23/2018   86,564    85,860,875 
GCA Services Group, Inc. 1st Lien Replacement Term Loan   4.25% -
5.50
%  11/1/2019   10,366    10,336,160 
GCA Services Group, Inc. 2nd Lien Initial Term Loan   9.25%  10/22/2020   9,000    9,067,500 
Hertz Corp. (The) Letter of Credit Term Loan   2.75%  3/9/2018   14,439    14,258,969 
IG Investment Holdings LLC 1st Lien Tranche B Term Loan   5.25%  10/31/2019   36,487    36,608,571 
InfoGroup, Inc. Term Loan B   7.50%  5/25/2018   17,159    16,207,129 
iPayment, Inc. Term Loan   6.75%  5/8/2017   9,504    9,441,985 
iQor US, Inc. 1st Lien Term Loan B   6.00%  4/1/2021   45,606    42,870,043 
Kasima LLC Term Loan   3.25%  5/17/2021   46,450    46,217,750 
Landmark Aviation FBO Canada, Inc. Canadian Term Loan   4.75%  10/25/2019   1,174    1,173,261 
LM U.S. Member LLC 1st Lien Initial Term Loan   4.75%  10/25/2019   19,767    19,748,253 
LM U.S. Member LLC 2nd Lien Initial Term Loan   8.50%  10/26/2020   3,689    3,713,524 
MH Sub I LLC 1st Lien Initial Term Loan   5.00%  7/8/2021   22,224    22,298,137 
MH Sub I LLC 2nd Lien Initial Term Loan   8.50%  7/8/2022   16,622    16,421,123 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   16,870    16,933,347 
NEP/NCP Holdco, Inc. 2nd Lien Term Loan   9.50%  7/22/2020   11,865    12,082,378 
Nord Anglia Education Finance LLC Initial Term Loan (United Kingdom)(a)   4.50%  3/19/2021   13,252    13,243,571 
Redtop Acquisitions Ltd. 2nd Lien Initial Dollar Term Loan (United Kingdom)(a)   8.25%  6/3/2021   2,960    3,034,128 
RentPath, Inc. Term Loan B   6.25%  5/29/2020   5,750    5,793,125 
Securus Technologies Holdings, Inc. 1st Lien Initial Term Loan   4.75%  4/30/2020   10,918    10,928,914 
Securus Technologies Holdings, Inc. 2nd Lien Initial Term Loan   9.00%  4/30/2021   7,000    7,051,030 
SRA International, Inc. Term Loan   6.50%  7/20/2018   37,988    38,165,780 
Travelport Finance (Luxembourg) S.A.R.L. Initial Term Loan   6.00%  9/2/2021   9,840    9,907,650 
US Airways, Inc. Consenting Tranche B1 Term Loan   3.50%  5/23/2019   18,914    18,777,252 
Vantiv LLC Term Loan B   3.75%  6/14/2021   19,720    19,756,975 
Weight Watchers International, Inc. Tranche B2 Initial Term Loan   4.00%  4/2/2020   7,555    5,968,609 
WP Mustang Holdings LLC 1st Lien Term Loan   5.50%  5/29/2021   25,000    25,281,375 
Total                1,048,516,681 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation 1.87%                  
                   
ASP HHI Acquisition Co., Inc. Additional Term Loan   5.00%  10/5/2018  $37,948   $37,947,720 
Chrysler Group LLC Tranche B Term Loan   3.25%  12/31/2018   66,334    65,836,247 
Fram Group Holdings, Inc. 1st Lien Term Loan   6.50%  7/29/2017   9,428    9,451,433 
Navistar Financial Corp. 2011 Term Loan   3.188%  12/2/2016   29,776    28,436,248 
Navistar Inc. Tranche B Term Loan   5.75%  8/17/2017   4,935    4,989,433 
Velocity Pooling Vehicle LLC Original 1st Lien Term Loan   5.00%  5/14/2021   6,375    5,960,625 
Total                152,621,706 
                   
Utility 3.86%                  
                   
Calpine Corp. Delayed Term Loan   4.00%  10/30/2020   18,905    18,881,369 
Calpine Corp. Term Loan   4.00%  4/1/2018   14,168    14,193,040 
Calpine Corp. Term Loan   4.00%  10/9/2019   20,647    20,660,023 
Dynegy, Inc. Tranche B2 Term Loan   4.00%  4/23/2020   34,929    34,943,953 
Energy Future Intermediate Holding Co. LLC Term Loan   4.25%  6/19/2016   30,560    30,663,140 
La Frontera Generation LLC Term Loan   4.50%  9/30/2020   29,107    29,212,763 
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   23,977    23,849,745 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%  9/14/2018   20,350    20,833,312 
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   11,146    11,187,371 
Texas Competitive Electric Holdings Co. LLC 2017 Extended Term Loan   4.652%  10/10/2017   37,281    28,968,094 
TPF II LC LLC Term Loan   6.50%  8/21/2019   24,427    24,916,049 
Total                314,281,921 
Total Floating Rate Loans (cost $7,133,091,703)                7,114,972,870 
                   
FOREIGN BONDS(c) 0.71%                  
                   
France 0.02%                  
                   
SMCP SAS   8.875%  6/15/2020  EUR 1,000    1,410,854 
                   
Italy 0.12%                  
                   
Wind Acquisition Finance SA   4.203%#  7/15/2020  EUR 7,500    9,928,534 
                   
Netherlands 0.30%                  
                   
Adria Bidco BV   7.875%  11/15/2020  EUR 3,295    4,650,928 
Hema Bondco I BV   5.484%#  6/15/2019  EUR 15,000    19,561,430 
Total                24,212,358 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
United Kingdom 0.27%                  
                   
Care UK Health & Social Care plc   5.557%#  7/15/2019  GBP5,000   $8,134,738 
Premier Foods Finance plc   5.558%#  3/15/2020  GBP8,500    13,829,054 
Total                21,963,792 
Total Foreign Bonds (cost $59,219,361)                57,515,538 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.19%    
                   
Commercial Mortgage Pass-Through Certificates 2007-FL14 C   0.455%#  6/15/2022  $961    953,620 
Credit Suisse First Boston Mortgage Securities Corp. 2007-TFLA J   0.805%#  2/15/2022   4,000    3,840,000 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.705%#  3/18/2051   5,000    5,310,950 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.555%#  9/15/2021   5,191    5,061,827 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $14,532,669)     15,166,397 
Total Long-Term Investments (cost $7,793,066,099)               $7,778,980,539 
                   
SHORT-TERM INVESTMENTS 3.50%                  
                   
FLOATING RATE LOANS(d) 0.85%                  
                   
Metals/Minerals 0.18%                  
                   
Essar Steel Algoma, Inc. Term Loan (Canada)(a)   10.25%  11/15/2014   14,569    14,632,739 
                   
Utility 0.67%                  
                   
Texas Competitive Electric Holdings Co. LLC 2014 Non-Extended Term Loan   4.652%  10/10/2014   70,000    54,372,500 
Total Floating Rate Loans (cost $78,573,088)                69,005,239 
                   
REPURCHASE AGREEMENT 2.65%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $55,820,000 of U.S. Treasury Note at 0.625% due 9/30/2017 and $162,790,000 of U.S. Treasury Bond at 3.125% due 2/15/2042; value: $220,422,690; proceeds: $216,098,137
(cost $216,098,137)
           216,098    216,098,137 
Total Short-Term Investments (cost $294,671,225)                285,103,376 
Total Investments in Securities 98.96% (cost $8,087,737,324)                8,064,083,915 
Foreign Cash and Other Assets in Excess of Liabilities(e) 1.04%                84,668,272 
Net Assets 100.00%               $8,148,752,187 

 

 
CAD Canadian dollar.
EUR euro.
GBP British pound.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

NOK Norwegian krone.
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 August 31, 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 August 31, 2014.
(e) Foreign Cash and Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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  Sell  Bank of America   10/28/2014    2,350,000   $4,018,751   $3,899,603   $119,148 
British pound  Sell  Bank of America   10/28/2014    658,000    1,122,344    1,091,889    30,455 
British pound  Sell  Bank of America   10/28/2014    5,510,000    9,401,118    9,143,326    257,792 
British pound  Sell  J.P. Morgan   11/26/2014    3,930,000    6,527,978    6,519,774    8,204 
British pound  Sell  Bank of America   11/26/2014    10,970,000    18,594,984    18,198,962    396,022 
British pound  Sell  J.P. Morgan   11/26/2014    980,000    1,627,842    1,625,796    2,046 
Canadian dollar  Sell  Bank of America   10/16/2014    11,735,000    10,912,959    10,781,838    131,121 
euro  Sell  Citibank   9/22/2014    24,850,000    33,748,362    32,655,118    1,093,244 
euro  Sell  Citibank   9/22/2014    7,500,000    10,212,188    9,855,670    356,518 
euro  Sell  Bank of America   10/17/2014    4,855,000    6,513,740    6,380,931    132,809 
euro  Sell  J.P. Morgan   10/17/2014    47,700,000    64,901,603    62,692,153    2,209,450 
euro  Sell  Bank of America   10/17/2014    17,110,000    23,154,792    22,487,688    667,104 
euro  Sell  Bank of America   11/13/2014    2,590,000    3,430,313    3,404,719    25,594 
euro  Sell  Bank of America   11/13/2014    1,015,000    1,356,995    1,334,282    22,713 
euro  Sell  Citibank   11/13/2014    27,115,000    36,310,483    35,644,383    666,100 
euro  Sell  Bank of America   11/13/2014    1,075,000    1,437,212    1,413,156    24,056 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $6,142,376 
            
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  Buy  Bank of America   11/26/2014    10,970,000   $18,327,908   $18,198,962   $(128,946)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

Open Futures Contracts at August 31, 2014:                 
                  
Type     Expiration   Contracts    Position   Fair Value   Unrealized
Appreciation
      
U.S. 5-Year Treasury Note     December 2014   814    Short   $(96,732,454)  $72,068      

 

Type     Expiration   Contracts    Position   Fair Value   Unrealized
Depreciation
      
U.S. 10-Year Treasury Note     December 2014   751    Short   $(94,461,719)  $(314,971)     

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $6,408,097   $   $6,408,097 
Common Stocks   5,190,400            5,190,400 
Corporate Bonds       579,727,237        579,727,237 
Floating Rate Loans(4)                    
Aerospace       178,129,151    22,377,031    200,506,182 
Chemicals       233,036,344    26,654,983    259,691,327 
Consumer Durables       23,495,744        23,495,744 
Consumer Non-Durables       73,469,438    37,325,377    110,794,815 
Energy       320,908,286    64,763,448    385,671,734 
Financial       328,692,677    12,413,451    341,106,128 
Food & Drug       173,712,624        173,712,624 
Food/Tobacco       252,514,498    20,092,694    272,607,192 
Forest Products       149,624,538        149,624,538 
Gaming/Leisure       459,819,143    18,270,000    478,089,143 
Healthcare       603,242,412    60,486,386    663,728,798 
Housing       167,861,075    14,018,124    181,879,199 
Information Technology       511,076,682        511,076,682 
Manufacturing       265,492,812    39,943,700    305,436,512 
Media/Telecommunications       1,084,406,301        1,084,406,301 
Metals/Minerals       70,916,988        70,916,988 
Retail       401,441,394        401,441,394 
Service       1,011,362,659    37,154,022    1,048,516,681 
Transportation       118,224,833    34,396,873    152,621,706 
Utility       255,744,627    112,909,794    368,654,421 
Foreign Bonds       57,515,538        57,515,538 
Non-Agency Commercial Mortgage-Backed Securities       15,166,397        15,166,397 
Repurchase Agreement       216,098,137        216,098,137 
Total  $5,190,400   $7,558,087,632   $500,805,883   $8,064,083,915 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $6,142,376   $   $6,142,376 
Liabilities       (128,946)       (128,946)
Futures Contracts                    
Assets   72,068            72,068 
Liabilities   (314,971)           (314,971)
Unfunded Commitments                    
Assets       31,826        31,826 
Liabilities       (500,329)       (500,329)
Total  $(242,903)  $5,544,927   $   $5,302,024 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2014

 

 

(1) Refer to Note 2(o) 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 August 31, 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   928,844 
Realized gain (loss)   1,655,991 
Change in unrealized appreciation/depreciation   (2,908,404)
Purchases   229,338,132 
Sales   (285,651,939)
Net transfers in or out of Level 3   229,112,658 
Balance as of August 31, 2014  $500,805,883 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments    Interest
Rate
  Maturity
Date
   Principal
Amount
(000)
    Fair
Value
 
LONG-TERM INVESTMENTS 94.10%                    
                     
ASSET-BACKED SECURITIES 0.14%                    
                     
Other                    
                     
Gramercy Real Estate CDO Ltd. 2007-1A A1    0.514 %#  8/15/2056  $3,950   $3,461,286 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2    0.516 %#  2/1/2041   2,000    1,770,000 
Total Asset-Backed Securities (cost $5,116,632)                  5,231,286 
                     
              Shares      
              (000)     
COMMON STOCKS 4.82%                    
                     
Aerospace/Defense 0.19%                    
                     
Aerovironment, Inc.*             113    3,563,705 
General Dynamics Corp.             29    3,623,550 
Total                  7,187,255 
                     
Apparel/Textiles 0.10%                    
                     
Urban Outfitters, Inc.*             96    3,838,541 
                     
Auto Parts & Equipment 0.10%                    
                     
Allison Transmission Holdings, Inc.             119    3,664,634 
                     
Beverages 0.23%                    
                     
Craft Brew Alliance, Inc.*             228    3,003,053 
Monster Beverage Corp.*             63    5,596,264 
Total                 8,599,317 
                     
Chemicals 0.19%                    
                     
Axiall Corp.             83    3,467,772 
PolyOne Corp.             90    3,533,722 
Total                  7,001,494 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments             Shares
(000)
    Fair
Value
 
Consumer Products 0.10%                    
                     
Estee Lauder Cos., Inc. (The) Class A             47   $3,610,472 
                     
Consumer/Commercial/Lease Financing 0.20%                    
                     
Air Lease Corp.             100    3,778,251 
CIT Group, Inc.             76    3,630,572 
Total                  7,408,823 
                     
Electronics 0.10%                    
                     
NXP Semiconductors NV (Netherlands)*(a)             56    3,864,528 
                     
Energy: Exploration & Production 0.32%                    
                     
Cimarex Energy Co.             27    3,861,256 
Diamondback Energy, Inc.*             46    3,996,192 
Parsley Energy, Inc. Class A*             182    3,993,824 
Total                  11,851,272 
                     
Food: Wholesale 0.30%                    
                     
Maple Leaf Foods, Inc.             199    3,714,319 
Mead Johnson Nutrition Co.             38    3,654,788 
WhiteWave Foods Co. (The) Class A*             107    3,740,136 
Total                  11,109,243 
                     
Health Facilities 0.35%                    
                     
Acadia Healthcare Co., Inc.*             69    3,548,853 
Community Health Systems, Inc.*             105    5,704,828 
Universal Health Services, Inc. Class B             31    3,536,196 
Total                  12,789,877 
                     
Health Services 0.29%                    
                     
Envision Healthcare Holdings, Inc.*             198    7,238,880 
Team Health Holdings, Inc.*             62    3,616,536 
Total                  10,855,416 
                     
Investments & Miscellaneous Financial Services 0.03%                    
                     
Penson Technologies Class A Units             4,881    1,116,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments             Shares
(000)
    Fair
Value
 
Media: Diversified 0.10%                    
                     
Time Warner, Inc.             46   $3,558,786 
                     
Medical Products 0.10%                    
                     
Thermo Fisher Scientific, Inc.             30    3,617,119 
                     
Pharmaceuticals 0.36%                    
                     
Intercept Pharmaceuticals, Inc.*             20    5,878,129 
Pharmacyclics, Inc.*             31    3,806,334 
Valeant Pharmaceuticals International, Inc.*             32    3,733,659 
Total                  13,418,122 
                     
Restaurants 0.21%                    
                     
Burger King Worldwide, Inc.             134    4,296,564 
Yum! Brands, Inc.           49    3,575,797 
Total                7,872,361 
                   
Software/Services 1.17%                  
                   
FireEye, Inc.*           136    4,230,898 
FleetCor Technologies, Inc.*           25    3,526,153 
King Digital Entertainment plc (Ireland)*(a)           392    5,400,978 
Pandora Media, Inc.*           196    5,291,728 
Red Hat, Inc.*           88    5,362,848 
Splunk, Inc.*           86    4,615,746 
Vantiv, Inc. Class A*           113    3,547,152 
VeriFone Systems, Inc.*           152    5,318,316 
Yelp, Inc.*           73    6,028,034 
Total                43,321,853 
                   
Specialty Retail 0.38%                  
                   
Restoration Hardware Holdings, Inc.*           84    7,046,841 
Tiffany & Co.           36    3,664,122 
TripAdvisor, Inc.*           36    3,547,422 
Total                14,258,385 
Total Common Stocks (cost $168,899,331)                178,943,498 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date   Principal Amount (000)    Fair
Value
 
CONVERTIBLE BONDS 1.85%                  
                   
Banking 0.11%                  
                   
Macquarie Infrastructure Co. LLC   2.875%  7/15/2019  $3,460   $3,953,050 
                   
Energy: Exploration & Production 0.10%                  
                   
PDC Energy, Inc.   3.25%  5/15/2016   2,299    3,580,693 
                   
Health Services 0.20%                  
                   
Incyte Corp. Ltd.   1.25%  11/15/2020   2,897    3,780,585 
Omnicare, Inc.   3.75%  4/1/2042   2,240    3,589,600 
Total                7,370,185 
                   
Investments & Miscellaneous Financial Services 0.15%                  
                   
Portfolio Recovery Associates, Inc.   3.00%  8/1/2020   4,706    5,423,665 
                   
Machinery 0.13%                  
                   
Terex Corp.   4.00%  6/1/2015   2,125    4,944,609 
                   
Media: Broadcast 0.08%                  
                   
Central European Media Enterprises Ltd.   5.00%  11/15/2015   3,164    3,100,720 
                   
Monoline Insurance 0.09%                  
                   
MGIC Investment Corp.   2.00%  4/1/2020   2,535    3,558,506 
                   
Pharmaceuticals 0.69%                  
                   
Isis Pharmaceuticals, Inc.   2.75%  10/1/2019   2,496    6,322,680 
Medivation, Inc.   2.625%  4/1/2017   6,852    12,560,573 
Regeneron Pharmaceuticals, Inc.   1.875%  10/1/2016   1,598    6,662,661 
Total                25,545,914 
                   
Software/Services 0.25%                  
                   
HomeAway, Inc.   0.125%  4/1/2019   5,680    5,484,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest
Rate
   Maturity Date   Principal Amount (000)    Fair
Value
 
Software/Services (continued)                  
                   
Vipshop Holdings Ltd. (China)(a)   1.50%  3/15/2019  $3,017   $3,705,253 
Total                9,190,003 
                   
Specialty Retail 0.05%                  
                   
Restoration Hardware Holdings, Inc.   Zero Coupon   6/15/2019   2,000    1,958,750 
Total Convertible Bonds (cost $64,889,855)                68,626,095 
                   
FLOATING RATE LOANS(b) 6.32%                  
                   
Aerospace/Defense 0.07%                  
                   
Doncasters U.S. Finance LLC 2nd Lien Term Loan   9.50%  10/9/2020   2,555    2,581,764 
                   
Chemicals 0.18%                  
                   
American Pacific Corp. Term Loan   7.00%  2/27/2019   6,683    6,741,728 
                   
Consumer Products 0.23%                  
                   
Britax US Holdings, Inc. Initial Dollar Term Loan   4.50%  10/15/2020   2,675    2,287,125 
Velocity Pooling Vehicle LLC Original 1st Lien Term Loan   5.00%  5/14/2021   6,481    6,059,735 
                 8,346,860 
Electric: Generation 0.47%                  
                   
Longview Power LLC 2017 Term Loan   7.19%  10/31/2017   7,000    4,270,000 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   6,350    6,524,625 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   6,460    6,637,650 
Total                17,432,275 
                   
Electronics 0.14%                  
                   
Eastman Kodak Co. 2nd Lien Term Loan   10.75%  7/31/2020   5,135    5,214,593 
                   
Energy: Exploration & Production 0.19%                  
                   
Chief Exploration & Development LLC 2nd Lien Term Loan   7.50%  5/16/2021   6,950    7,019,500 
                   
Gaming 0.46%                  
                   
Cannery Casino Resorts LLC 2nd Lien Term Loan   10.00%  10/2/2019   8,476    8,606,658 
Yonkers Racing Corp. 2nd Lien Initial Term Loan   8.75%  8/20/2020   9,200    8,349,000 
Total                16,955,658 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date   Principal Amount (000)    Fair
Value
 
Health Services 0.41%                  
                   
Air Medical Holdings LLC Term Loan   7.625%  5/31/2018  $9,719   $9,816,190 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%  11/19/2020   5,482    5,577,448 
Total                15,393,638 
                   
Investments & Miscellaneous Financial Services 0.13%                  
                   
Sedgwick Claims Management Services, Inc. 2nd Lien Initial Term Loan      2/28/2022   297    296,257 
VFH Parent LLC 2013 Term Loan   5.75%  11/8/2019   4,605    4,599,672 
Total                4,895,929 
                   
Leisure 0.17%                  
                   
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  7/31/2020   6,050    6,140,750 
                   
Machinery 0.50%                  
                   
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan   9.50%  12/10/2019   7,743    7,825,051 
Alstom Auxiliary Components 2nd Lien Term Loan (Germany)(a)      6/17/2022   6,500    6,353,750 
Filtration Group Corp. 2nd Lien Initial Term Loan   8.25%  11/22/2021   4,349    4,401,188 
Total                18,579,989 
                   
Media: Diversified 0.37%                  
                   
Metro-Goldwyn-Mayer, Inc. 2nd Lien Term Loan   5.125%  6/26/2020   3,580    3,599,404 
MH Sub I LLC 2nd Lien Initial Term Loan   8.50%  7/8/2022   10,350    10,224,920 
                 13,824,324 
Media: Services 0.18%                  
                   
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%  1/24/2022   1,850    1,877,750 
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(a)      7/31/2022   4,900    4,953,067 
Total                6,830,817 
                   
Medical Products 0.13%                  
                   
Verdesian Life Sciences, LLC Initial Term Loan   6.00%  7/1/2020   4,650    4,673,250 
                   
Metals/Mining (Excluding Steel) 0.43%                  
                   
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%  5/20/2022   8,990    9,079,900 
Noranda Aluminum Acquisition Corp. Term Loan B   5.75%  2/28/2019   7,110    6,958,733 
                 16,038,633 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date   Principal
Amount
(000)
    Fair
Value
 
Oil Field Equipment & Services 0.18%                  
                   
Drillships Ocean Ventures, Inc. Term Loan   5.50%  7/18/2021  $6,760   $6,800,864 
                   
Restaurants 0.19%                  
                   
Red Lobster Management LLC 1st Lien Initial Term Loan   6.25%  7/28/2021   6,996    7,039,725 
                   
Software/Services 0.71%                  
                   
Applied Systems, Inc. 2nd Lien Initial Term Loan   7.50%  1/24/2022   5,010    5,062,605 
EZE Software Group LLC 2nd Lien New Term Loan   7.25%  4/5/2021   5,610    5,586,223 
ION Trading Technologies S.A.R.L. 2nd Lien Term Loan (Luxembourg)(a)      5/15/2022   4,293    4,299,268 
Mitchell International, Inc. 2nd Lien Initial Term Loan   8.50%  10/11/2021     6,300    6,372,859 
Stratus Technologies, Inc. Initial Term Loan   6.00%  4/28/2021     5,180    5,176,788 
Total                  26,497,743 
                     
Support: Services 1.03%                    
                     
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%  7/25/2022     7,215    7,247,323 
LM U.S. Member LLC 2nd Lien Initial Term Loan   8.50%  10/15/2020     5,655    5,692,719 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021     12,100    12,145,436 
Redtop Acquisitions Ltd. 2nd Lien Initial Dollar Term Loan (United Kingdom)(a)   8.25%  6/3/2021     2,761    2,830,153 
WP Mustang Holdings LLC 2nd Lien Term Loan   8.50%  5/27/2022     10,200    10,174,500 
Total                  38,090,131 
                     
Telecommunications: Integrated/Services 0.15%                    
                     
DataPipe, Inc. 2nd Lien Initial Term Loan   9.25%  9/16/2019     5,725    5,639,125 
Total Floating Rate Loans (cost $233,653,329)                  234,737,296 
                     
FOREIGN BONDS(c) 4.26%                    
                     
France 0.67%                    
                     
Europcar Groupe SA   9.375%  4/15/2018   EUR 3,750    5,247,982 
Holdikks SAS   6.75%  7/15/2021   EUR 9,200    11,703,326 
Numericable Group SA   5.375%  5/15/2022   EUR 1,850    2,582,490 
SMCP SAS   8.875%  6/15/2020   EUR 3,900    5,502,329 
Total                  25,036,127 
                     
Germany 0.22%                    
                     
CeramTec Group GmbH   8.25%  8/15/2021   EUR 5,500    8,021,664 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date  Principal
Amount
(000)
    Fair
Value
 
Italy 0.12%                    
                     
Zobele Holding SpA   7.875%  2/1/2018   EUR 3,300   $4,563,677 
                     
Luxembourg 0.52%                    
                     
Bilbao Luxembourg SA PIK   10.50%  12/1/2018   EUR 4,000    5,714,368 
Matterhorn Midco & Cy SCA   7.75%  2/15/2020   EUR 9,659    13,504,203 
Total                  19,218,571 
                     
Netherlands 1.02%                    
                     
Adria Bidco BV   7.875%  11/15/2020   EUR 6,775    9,562,985 
Dutch Lion BV PIK   11.25%  6/15/2020   EUR 4,650    6,090,805 
Hema Bondco I BV   6.25%  6/15/2019   EUR 14,925    19,868,270 
UPC Holding BV   6.75%  3/15/2023  CHF 1,775    2,136,651 
Total                 37,658,711 
                    
Spain 0.29%                   
                    
Banco Popular Espanol SA   11.50%  (d) EUR 7,000    10,876,221 
                    
United Kingdom 1.42%                   
                    
Care UK Health & Social Care plc   5.557%#  7/15/2019  GBP 5,250    8,541,475 
Enterprise Inns plc   6.875%  2/15/2021  GBP 5,650    10,083,340 
Galaxy Finco Ltd.   7.875%  11/15/2021  GBP 4,000    6,673,805 
Old Mutual plc   8.00%  6/3/2021  GBP 4,330    8,356,381 
Premier Foods Finance plc   6.50%  3/15/2021  GBP 2,950    4,823,982 
R&R Ice Cream plc   5.50%  5/15/2020  GBP 4,950    8,115,517 
Stonegate Pub Co. Financing plc   5.75%  4/15/2019  GBP 3,700    6,173,208 
Total                 52,767,708 
Total Foreign Bonds (cost $156,895,382)                 158,142,679 
                    
FOREIGN GOVERNMENT OBLIGATION(a) 0.10%                   
                    
Belize                   
                    
Republic of Belize
(cost $3,361,517)
   5.00%  2/20/2038  $ 4,765    3,597,424 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date    Principal Amount (000)    Fair
Value
 
HIGH YIELD CORPORATE BONDS 76.34%                   
                    
Aerospace/Defense 0.37%                   
                    
Alliant Techsystems, Inc.   5.25%  10/1/2021  $ 550   $563,750 
CPI International, Inc.   8.75%  2/15/2018    5,325    5,564,625 
GenCorp, Inc.   7.125%  3/15/2021    7,175    7,766,938 
Total                 13,895,313 
                    
Airlines 0.66%                   
                    
Air Canada (Canada)†(a)   7.75%  4/15/2021    4,366    4,595,215 
Air Canada (Canada)†(a)   8.75%  4/1/2020    3,350    3,718,500 
Avianca Holdings SA/Avianca Leasing LLC/Grupo Taca Holdings Ltd. (Panama)†(a)   8.375%  5/10/2020    7,450    8,120,500 
Gol Finance (Brazil)†(a)   9.25%  7/20/2020    425    451,095 
United Continental Holdings, Inc.   6.00%  12/1/2020    4,975    5,155,344 
VRG Linhas Aereas SA (Brazil)†(a)   10.75%  2/12/2023    2,175    2,335,406 
Total                 24,376,060 
                    
Apparel/Textiles 0.31%                   
                    
Perry Ellis International, Inc.   7.875%  4/1/2019    2,500    2,593,750 
Springs Industries, Inc.   6.25%  6/1/2021    5,150    5,201,500 
William Carter Co. (The)   5.25%  8/15/2021    3,691    3,875,550 
Total                 11,670,800 
                    
Auto Parts & Equipment 1.06%                   
                    
Accuride Corp.   9.50%  8/1/2018    4,121    4,321,899 
American Axle & Manufacturing, Inc.   6.625%  10/15/2022    7,625    8,235,000 
Chassix, Inc.   9.25%  8/1/2018    5,600    5,824,000 
Commercial Vehicle Group, Inc.   7.875%  4/15/2019    2,900    3,030,500 
International Automotive Components Group SA (Luxembourg)†(a)   9.125%  6/1/2018    5,787    6,192,090 
Stackpole International Intermediate/Stackpole International Powder (Luxembourg)†(a)   7.75%  10/15/2021    11,495    11,782,375 
Total                 39,385,864 
                    
Automakers 0.39%                   
                    
General Motors Corp.(e)      (d)  8,500    850 
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022    6,685    7,453,775 
Oshkosh Corp.   5.375%  3/1/2022    4,625    4,752,188 
TML Holdings Pte Ltd. (Singapore)(a)   5.75%  5/7/2021    2,000    2,075,000 
Total                 14,281,813 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date    Principal Amount (000)    Fair
Value
 
Banking 2.13%                   
                    
Alfa Bank OJSC Via Alfa Bond Issuance plc (Ireland)†(a)   7.75%  4/28/2021  $ 3,296   $3,328,301 
Banco Bilbao Vizcaya Argentaria SA (Spain)(a)   9.00%  (d)  6,000    6,675,000 
Banco Davivienda SA (Colombia)†(a)   5.875%  7/9/2022    3,350    3,450,500 
Commerzbank AG (Germany)†(a)   8.125%  9/19/2023    7,400    8,947,443 
Dresdner Funding Trust I   8.151%  6/30/2031    6,942    8,278,335 
Lloyds Banking Group plc (United Kingdom)(a)   7.50%  (d)  8,300    8,725,375 
Lloyds TSB Bank plc (United Kingdom)†(a)   12.00%  (d)  7,252    10,696,700 
National Savings Bank (Sri Lanka)†(a)   8.875%  9/18/2018    5,050    5,757,000 
Popular, Inc.   7.00%  7/1/2019    10,869    10,977,690 
Synovus Financial Corp.   7.875%  2/15/2019    10,855    12,320,425 
Washington Mutual Bank(f)   6.875%  6/15/2011    10,000    1,000 
Total                 79,157,769 
                    
Beverages 0.52%                   
                    
Central American Bottling Corp. (Guatemala)†(a)   6.75%  2/9/2022    5,875    6,330,312 
Constellation Brands, Inc.   6.00%  5/1/2022    8,000    9,050,000 
San Miguel Corp. (Philippines)(a)   4.875%  4/26/2023   4,346    4,079,808 
Total                19,460,120 
                   
Brokerage 0.17%                  
                   
Scottrade Financial Services, Inc.   6.125%  7/11/2021   5,992    6,280,509 
                   
Building & Construction 1.69%                  
                   
Ashton Woods USA LLC/Ashton Woods Finance Co.   6.875%  2/15/2021   8,918    8,828,820 
Brookfield Residential Properties, Inc. (Canada)†(a)   6.50%  12/15/2020   6,700    7,143,875 
K. Hovnanian Enterprises, Inc.   5.00%  11/1/2021   9,465    8,471,175 
Meritage Homes Corp.   4.50%  3/1/2018   770    785,400 
Taylor Morrison Communities, Inc./Monarch Communities, Inc.   5.625%  3/1/2024   5,758    5,758,000 
Toll Brothers Finance Corp.   4.375%  4/15/2023   6,965    6,860,525 
WCI Communities, Inc.   6.875%  8/15/2021   428    439,235 
WCI Communities, Inc.   6.875%  8/15/2021   4,080    4,187,100 
William Lyon Homes, Inc.   5.75%  4/15/2019   5,890    5,978,350 
William Lyon Homes, Inc.   8.50%  11/15/2020   9,531    10,579,410 
WLH PNW Finance Corp.   7.00%  8/15/2022   3,391    3,505,446 
Total                62,537,336 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date  Principal
Amount
(000)
    Fair
Value
 
Building Materials 1.41%                  
                   
American Builders & Contractors Supply Co., Inc.   5.625%  4/15/2021  $3,825   $3,901,500 
Associated Asphalt Partners LLC/Road Holdings III LLC/Associated Asphalt Finance   8.50%  2/15/2018   4,621    4,875,155 
Cimento Tupi SA (Brazil)†(a)   9.75%  5/11/2018   3,051    3,240,162 
CIMPOR Financial Operations BV (Netherlands)†(a)   5.75%  7/17/2024   4,300    4,246,250 
CPG Merger Sub LLC   8.00%  10/1/2021   5,150    5,420,375 
Hillman Group, Inc. (The)   6.375%  7/15/2022   5,408    5,421,520 
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   3,048    2,941,320 
Ply Gem Industries, Inc.   6.50%  2/1/2022   3,675    3,652,031 
Roofing Supply Group LLC/Roofing Supply Finance, Inc.   10.00%  6/1/2020   5,850    6,244,875 
Summit Materials LLC/Summit Materials Finance Corp.   10.50%  1/31/2020   3,297    3,676,155 
USG Corp.   5.875%  11/1/2021   4,484    4,708,200 
WESCO Distribution, Inc.   5.375%  12/15/2021   4,100    4,171,750 
Total                52,499,293 
                   
Chemicals 1.34%                  
                   
Celanese US Holdings LLC   5.875%  6/15/2021   3,975    4,382,438 
Grupo Idesa SA de CV (Mexico)†(a)   7.875%  12/18/2020   8,550    9,276,750 
Hexion U.S. Finance Corp.   6.625%  4/15/2020   6,810    7,201,575 
Hexion U.S. Finance Corp./Hexion Nova Scotia Finance ULC   9.00%  11/15/2020   6,183    6,291,202 
Momentive Performance Materials, Inc.(f)   8.875%  10/15/2020   7,211    6,778,340 
Momentive Performance Materials, Inc.(f)   10.00%  10/15/2020   3,105    2,881,828 
PQ Corp.   8.75%  5/1/2018   74    79,643 
SPCM SA (France)†(a)   6.00%  1/15/2022   8,175    8,829,000 
TPC Group, Inc.   8.75%  12/15/2020   3,510    3,887,325 
Total                49,608,101 
                   
Computer Hardware 0.43%                  
                   
Dell, Inc.   7.10%  4/15/2028   485    494,700 
Denali Borrower LLC/Denali Finance Corp.   5.625%  10/15/2020   5,735    6,064,763 
NCR Corp.   6.375%  12/15/2023   8,590    9,320,150 
Total                15,879,613 
                   
Consumer Products 0.90%                  
                   
Avon Products, Inc.   5.00%  3/15/2023   5,681    5,724,124 
Century Intermediate Holding Co. 2 PIK   9.75%  2/15/2019   9,325    9,977,750 
Elizabeth Arden, Inc.   7.375%  3/15/2021   6,909    6,511,732 
FGI Operating Co. LLC/FGI Finance, Inc.   7.875%  5/1/2020   7,401    7,808,055 
Visant Corp.   10.00%  10/1/2017   3,491    3,255,358 
Total                33,277,019 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Interest Rate   Maturity Date  Principal
Amount
(000)
    Fair
Value
 
Consumer/Commercial/Lease Financing 1.75%                  
                   
CIT Group, Inc.   5.00%  8/15/2022  $12,865   $13,620,819 
CIT Group, Inc.   5.375%  5/15/2020   4,610    5,007,612 
CIT Group, Inc.   6.00%  4/1/2036   700    707,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   5.875%  8/1/2021   5,335    5,441,700 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   8,460    9,136,800 
National Financial Partners Corp.   9.00%  7/15/2021   6,672    7,305,840 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021   2,925    2,881,125 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   5,170    5,350,950 
Ocwen Financial Corp.   6.625%  5/15/2019   16,042    15,600,845 
Total                65,052,691 
                   
Department Stores 0.16%                  
                   
JC Penney Corp., Inc.   5.75%  2/15/2018   6,300    6,079,500 
                   
Diversified Capital Goods 0.90%                  
                   
Amsted Industries, Inc.   5.00%  3/15/2022   3,500    3,539,375 
Artesyn Escrow, Inc.   9.75%  10/15/2020   6,755    6,771,887 
Constellation Enterprises LLC   10.625%  2/1/2016   5,430    4,941,300 
DH Services Luxembourg Sarl (Luxembourg)†(a)   7.75%  12/15/2020   5,800    6,206,000 
Dynacast International LLC/Dynacast Finance, Inc.   9.25%  7/15/2019   2,795    3,053,538 
NANA Development Corp.   9.50%  3/15/2019   3,600    3,492,000 
Unifrax I LLC/Unifrax Holding Co.   7.50%  2/15/2019   5,237    5,420,295 
Total                33,424,395 
                   
Electric: Generation 2.23%                  
                   
Astoria Depositor Corp.   8.144%  5/1/2021   3,815    4,024,825 
Calpine Corp.   5.375%  1/15/2023   7,761    7,848,311 
DPL, Inc.   7.25%  10/15/2021   12,330    13,131,450 
Elwood Energy LLC   8.159%  7/5/2026   7,809    8,843,480 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(f)   10.00%  12/1/2020   15,040    1,184,400 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(f)   11.75%  3/1/2022   15,840    18,018,000 
Illinois Power Generating Co.   7.00%  4/15/2018   10,249    10,018,398 
Illinois Power Generating Co.   7.95%  6/1/2032   3,651    3,669,255 
NRG Energy, Inc.   6.625%  3/15/2023   3,242    3,452,730 
NSG Holdings LLC/NSG Holdings, Inc.   7.75%  12/15/2025   5,680    6,162,800 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Generation (continued)                  
                   
Red Oak Power LLC   8.54%  11/30/2019  $5,983   $6,521,461 
Total               82,875,110 
                   
Electric: Integrated 0.55%                  
                   
AES El Salvador Trust II (Panama)†(a)   6.75%  3/28/2023   3,220    3,203,900 
Borger Energy Associates LP/Borger Funding Corp.   7.26%  12/31/2022   901    936,982 
PPL Energy Supply LLC(g)   4.60%  12/15/2021   9,175    8,944,579 
RJS Power Holdings LLC   5.125%  7/15/2019   7,033    7,129,704 
Total               20,215,165 
                   
Electronics 0.36%                  
                   
Freescale Semiconductor, Inc.   6.00%  1/15/2022   4,350    4,567,500 
Micron Technology, Inc.   5.50%  2/1/2025   5,836    5,923,540 
Micron Technology, Inc.   5.875%  2/15/2022   2,625    2,818,594 
Total               13,309,634 
                   
Energy: Exploration & Production 7.06%                  
                   
Afren plc (United Kingdom)†(a)   6.625%  12/9/2020   4,925    4,716,673 
Afren plc (United Kingdom)†(a)   10.25%  4/8/2019   3,450    3,648,375 
Afren plc (United Kingdom)†(a)   11.50%  2/1/2016   4,400    4,620,000 
Antero Resources Finance Corp.   5.375%  11/1/2021   7,525    7,778,969 
Athlon Holdings LP/Athlon Finance Corp.   6.00%  5/1/2022   6,975    7,201,687 
Athlon Holdings LP/Athlon Finance Corp.   7.375%  4/15/2021   10,155    11,068,950 
Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp.   7.75%  1/15/2021   1,180    1,209,500 
Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp.   7.75%  1/15/2021   2,120    2,173,000 
Baytex Energy Corp. (Canada)†(a)   5.125%  6/1/2021   3,533    3,550,665 
Baytex Energy Corp. (Canada)†(a)   5.625%  6/1/2024   5,602    5,623,008 
Bill Barrett Corp.   7.00%  10/15/2022   4,321    4,472,235 
Bonanza Creek Energy, Inc.   6.75%  4/15/2021   3,215    3,391,825 
Concho Resources, Inc.   5.50%  4/1/2023   7,475    8,016,937 
CrownRock LP/CrownRock Finance, Inc.   7.125%  4/15/2021   7,775    8,066,562 
Diamondback Energy, Inc.   7.625%  10/1/2021   4,721    5,193,100 
Energy XXI Gulf Coast, Inc.   6.875%  3/15/2024   6,805    6,941,100 
EXCO Resources, Inc.   8.50%  4/15/2022   6,337    6,455,502 
Genel Energy Finance plc (United Kingdom)(a)   7.50%  5/14/2019   1,200    1,209,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)   7.50%  2/11/2020   2,883    3,142,470 
Gulfport Energy Corp.   7.75%  11/1/2020   1,885    2,035,800 
Gulfport Energy Corp.   7.75%  11/1/2020   3,200    3,456,000 
Hilcorp Energy I LP/Hilcorp Finance Co.   5.00%  12/1/2024   5,207    5,200,491 
Kosmos Energy Ltd.   7.875%  8/1/2021   5,750    5,893,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                  
                   
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%  12/1/2021  $3,325   $3,383,188 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%  12/1/2021  2,020   2,055,350 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   6,000    6,480,000 
Magnum Hunter Resources Corp.   9.75%  5/15/2020  4,841   5,300,895 
MEG Energy Corp. (Canada)†(a)   6.50%  3/15/2021  6,140   6,508,400 
MEG Energy Corp. (Canada)†(a)   7.00%  3/31/2024   5,450    5,940,500 
Memorial Resource Development Corp.   5.875%  7/1/2022   6,748    6,866,090 
Newfield Exploration Co.   5.75%  1/30/2022   6,020    6,682,200 
Oasis Petroleum, Inc.   6.50%  11/1/2021   5,000    5,362,500 
Oasis Petroleum, Inc.   6.875%  3/15/2022   6,275    6,886,812 
Parsley Energy LLC/Parsley Finance Corp.   7.50%  2/15/2022   6,696    7,131,240 
PDC Energy, Inc.   7.75%  10/15/2022   5,215    5,736,500 
Penn Virginia Corp.   8.50%  5/1/2020   5,300    5,856,500 
Rice Energy, Inc.   6.25%  5/1/2022   8,350    8,579,625 
Sanchez Energy Corp.   6.125%  1/15/2023   4,163    4,319,113 
Seven Generations Energy Ltd. (Canada)†(a)   8.25%  5/15/2020   21,736    24,018,280 
Seventy Seven Energy, Inc.   6.50%  7/15/2022   5,335    5,521,725 
SM Energy Co.   6.50%  11/15/2021   5,225    5,695,250 
Stone Energy Corp.   7.50%  11/15/2022   10,435    11,250,234 
Triangle USA Petroleum Corp.   6.75%  7/15/2022   3,585    3,683,588 
YPF SA (Argentina)†(a)   8.75%  4/4/2024   9,200    9,591,000 
Total               261,914,589 
                   
Environmental 0.14%                  
                   
Clean Harbors, Inc.   5.25%  8/1/2020   5,000    5,162,500 
                   
Food & Drug Retailers 0.73%                  
                   
New Albertson’s, Inc.   7.75%  6/15/2026   7,098    6,991,530 
Rite Aid Corp.   6.75%  6/15/2021   2,685    2,862,881 
Rite Aid Corp.   7.70%  2/15/2027   8,100    9,031,500 
Tops Holding II Corp.   8.75%  6/15/2018   7,964    8,222,830 
Total               27,108,741 
                   
Food: Wholesale 2.95%                  
                   
Bumble Bee Holdco SCA PIK (Luxembourg)†(a)   9.625%  3/15/2018   5,625    5,920,313 
Chiquita Brands International, Inc./Chiquita Brands LLC   7.875%  2/1/2021   2,169    2,380,478 
Comfeed Finance BV (Netherlands)†(a)   6.00%  5/2/2018   4,575    4,586,438 
Diamond Foods, Inc.   7.00%  3/15/2019   11,815    12,154,681 
ESAL GmbH (Austria)†(a)   6.25%  2/5/2023   4,725    4,760,438 
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc.
(Greece)†(a)
   9.875%  2/1/2020   5,815    6,236,587 
Hearthside Group Holdings LLC/Hearthside Finance Co.   6.50%  5/1/2022   6,905    6,922,262 
JBS Investments GmbH (Austria)†(a)   7.25%  4/3/2024   9,100    9,577,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food: Wholesale (continued)                  
                   
JBS Investments GmbH (Austria)†(a)   7.75%  10/28/2020  $2,075   $2,251,375 
JBS USA LLC/JBS USA Finance, Inc.   5.875%  7/15/2024   15,985    16,024,962 
KeHE Distributors LLC/KeHE Finance Corp.   7.625%  8/15/2021   8,325    8,964,984 
Land O’Lakes Capital Trust I   7.45%  3/15/2028   2,946    3,078,570 
Land O’Lakes, Inc.   6.00%  11/15/2022  2,400   2,610,000 
MHP SA (Ukraine)†(a)   8.25%  4/2/2020   4,875    4,143,750 
Smithfield Foods, Inc.   6.625%  8/15/2022   5,950    6,574,750 
Southern States Cooperative, Inc.   10.00%  8/15/2021   3,645    3,717,900 
Tonon Luxembourg SA (Luxembourg)†(a)   10.50%  5/14/2024   5,275    5,420,063 
US Foods, Inc.   8.50%  6/30/2019  4,075   4,348,025 
Total               109,673,326 
                   
Forestry/Paper 1.13%                  
                   
Boise Cascade Co.   6.375%  11/1/2020   6,000    6,390,000 
Cascades, Inc. (Canada)†(a)   5.50%  7/15/2022   5,266    5,246,252 
Clearwater Paper Corp.   4.50%  2/1/2023   3,279    3,197,025 
Millar Western Forest Products Ltd. (Canada)(a)   8.50%  4/1/2021   5,610    5,960,625 
Neenah Paper, Inc.   5.25%  5/15/2021   7,955    8,114,100 
PaperWorks Industries, Inc.   9.50%  8/15/2019   3,460    3,576,775 
PH Glatfelter Co.   5.375%  10/15/2020   3,250    3,363,750 
Tembec Industries, Inc. (Canada)(a)   11.25%  12/15/2018   5,664    6,067,560 
Total               41,916,087 
                   
Gaming 2.47%                  
                   
Caesar’s Entertainment Resort Properties LLC/Caesars Entertainment Resort Prope   11.00%  10/1/2021   3,140    3,198,875 
Caesar’s Growth Properties Holdings LLC/Caesars Growth Properties Finance, Inc.   9.375%  5/1/2022   15,677    15,196,892 
CCM Merger, Inc.   9.125%  5/1/2019   3,271    3,499,970 
Churchill Downs, Inc.   5.375%  12/15/2021   4,025    4,095,438 
Graton Economic Development Authority   9.625%  9/1/2019   6,172    6,943,500 
MCE Finance Ltd. (Macao)†(a)   5.00%  2/15/2021   8,365    8,365,000 
Mohegan Tribal Gaming Authority   9.75%  9/1/2021   9,075    9,801,000 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   1,080    1,086,075 
Penn National Gaming, Inc.   5.875%  11/1/2021   5,100    4,908,750 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   4,004    4,324,320 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   6,965    7,539,612 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   9,554    10,748,250 
Studio City Finance Ltd. (Hong Kong)†(a)   8.50%  12/1/2020   5,878    6,495,190 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   5,800    5,640,500 
Total               91,843,372 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gas Distribution 3.57%                  
                   
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.00%  12/15/2020  $4,675   $4,873,687 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.125%  3/1/2022   3,485    3,624,400 
Genesis Energy LP   5.625%  6/15/2024   2,985    2,988,731 
Genesis Energy LP/Genesis Energy Finance Corp.   5.75%  2/15/2021   3,840    3,984,000 
Hiland Partners LP/Hiland Partners Finance Corp.   5.50%  5/15/2022   2,993    3,030,413 
Hiland Partners LP/Hiland Partners Finance Corp.   7.25%  10/1/2020   6,360    6,884,700 
Holly Energy Partners LP/Holly Energy Finance Corp.   6.50%  3/1/2020   4,560    4,867,800 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   5,000    5,406,000 
LBC Tank Terminals Holding Netherlands BV (Belgium)†(a)   6.875%  5/15/2023  5,030   5,407,250 
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.   6.25%  6/15/2022   6,657    7,189,560 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.00%  10/1/2022   4,453    4,608,855 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   10,660    11,512,800 
Rockies Express Pipeline LLC   5.625%  4/15/2020   5,859    6,210,540 
Rockies Express Pipeline LLC   7.50%  7/15/2038   1,268    1,382,120 
Rose Rock Midstream LP/Rose Rock Finance Corp.   5.625%  7/15/2022   3,338    3,413,105 
Sabine Pass Liquefaction LLC   5.75%  5/15/2024   6,975    7,262,719 
Sabine Pass Liquefaction LLC   6.25%  3/15/2022   20,913    22,716,746 
SemGroup Corp.   7.50%  6/15/2021   9,065    9,835,525 
Southern Star Central Corp.   5.125%  7/15/2022   6,358    6,453,370 
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.   7.50%  7/1/2021   2,950    3,259,750 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.   5.25%  5/1/2023   3,736    3,950,820 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021   3,425    3,621,938 
Total               132,484,829 
                   
Health Facilities 3.73%                  
                   
Acadia Healthcare Co., Inc.   5.125%  7/1/2022   3,365    3,415,475 
Acadia Healthcare Co., Inc.   6.125%  3/15/2021   7,550    8,003,000 
Amsurg Corp.   5.625%  7/15/2022   4,659    4,787,123 
Amsurg Corp.   5.625%  11/30/2020   4,425    4,568,813 
CHS/Community Health Systems, Inc.   6.875%  2/1/2022   11,100    11,849,250 
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   2,695    2,937,550 
CTR Partnership LP/CareTrust Capital Corp.   5.875%  6/1/2021   5,085    5,186,700 
DaVita HealthCare Partners, Inc.   5.125%  7/15/2024   6,452    6,556,845 
HCA, Inc.   5.875%  3/15/2022   13,311    14,508,990 
HCA, Inc.   6.50%  2/15/2020   5,950    6,671,437 
HCA, Inc.   7.50%  12/15/2023   7,149    7,917,517 
HCA, Inc.   8.36%  4/15/2024   8,175    9,564,750 
Kindred Healthcare, Inc.   6.375%  4/15/2022  5,100   5,176,500 
LifePoint Hospitals, Inc.   5.50%  12/1/2021   3,114    3,261,915 
MPT Operating Partnership LP/MPT Finance Corp.   6.375%  2/15/2022  8,390   9,061,200 
National Mentor Holdings, Inc.   12.50%  2/15/2018   1,750    1,865,938 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Facilities (continued)               
                
Sabra Health Care LP/Sabra Capital Corp.   5.375%  6/1/2023  $4,625   $4,700,156 
Sabra Health Care LP/Sabra Capital Corp.   5.50%  2/1/2021   4,125    4,305,469 
Select Medical Corp.   6.375%  6/1/2021   3,200    3,342,000 
Tenet Healthcare Corp.   6.00%  10/1/2020   6,725    7,313,437 
Tenet Healthcare Corp.   8.125%  4/1/2022   11,800    13,614,250 
Total               138,608,315 
                   
Health Services 0.40%                  
                   
Envision Healthcare Corp.   5.125%  7/1/2022   3,282    3,323,025 
Gentiva Health Services, Inc.   11.50%  9/1/2018   4,433    4,759,934 
Service Corp. International/US   5.375%  1/15/2022  3,400   3,536,000 
StoneMor Partners LP/Cornerstone Family Services of WV   7.875%  6/1/2021   3,142    3,330,520 
Total               14,949,479 
                   
Hotels 0.49%                  
                   
Carlson Travel Holdings, Inc. PIK   7.50%  8/15/2019   5,150    5,304,500 
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp.   5.625%  10/15/2021   6,250    6,636,719 
Playa Resorts Holding BV (Netherlands)†(a)   8.00%  8/15/2020   6,000    6,375,000 
Total               18,316,219 
                   
Household & Leisure Products 0.23%                  
                   
Brunswick Corp.   4.625%  5/15/2021   6,120    6,089,400 
Serta Simmons Holdings LLC   8.125%  10/1/2020   2,358    2,552,535 
Total               8,641,935 
                   
Insurance Brokerage 0.32%                  
                   
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC   7.875%  12/15/2020   7,287    7,797,090 
Hockey Merger Sub 2, Inc.   7.875%  10/1/2021   4,000    4,230,000 
Total               12,027,090 
                   
Integrated Energy 0.26%                  
                   
Rio Oil Finance Trust   6.25%  7/6/2024   9,200    9,817,136 
                   
Investments & Miscellaneous Financial Services 0.31%                  
                   
Fuerstenberg Capital International Sarl & Cie SECS (Germany)(a)   10.25%  (d)  4,200    4,356,240 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.625%  3/15/2020   3,830    4,050,225 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   3,025    3,259,438 
Total               11,665,903 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure 0.54%                  
                   
Cedar Fair LP/Canada’s Wonderland Co.   5.375%  6/1/2024  $2,961   $2,979,506 
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp.   5.25%  3/15/2021   5,350    5,457,000 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%  4/15/2017   5,295    5,516,728 
Viking Cruises Ltd.   8.50%  10/15/2022   5,614    6,231,540 
Total               20,184,774 
                   
Life Insurance 0.56%                  
                   
American Equity Investment Life Holding Co.   6.625%  7/15/2021   12,575    13,596,719 
CNO Financial Group, Inc.   6.375%  10/1/2020   6,550    7,041,250 
Total               20,637,969 
                   
Machinery 0.67%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019  3,930   4,381,950 
Emeco Pty Ltd. (Australia)†(a)   9.875%  3/15/2019   7,300    7,373,000 
Milacron LLC/Mcron Finance Corp.   7.75%  2/15/2021   7,665    8,297,362 
Waterjet Holdings, Inc.   7.625%  2/1/2020   4,634    4,900,455 
Total               24,952,767 
                   
Managed Care 0.23%                  
                   
Centene Corp.   4.75%  5/15/2022   3,300    3,353,625 
MPH Acquisition Holdings LLC   6.625%  4/1/2022   4,905    5,144,119 
Total               8,497,744 
                   
Media: Broadcast 1.58%                  
                   
AMC Networks, Inc.   4.75%  12/15/2022   17,785    18,096,237 
Belo Corp.   7.25%  9/15/2027   7,195    7,770,600 
Belo Corp.   7.75%  6/1/2027   1,095    1,229,137 
Clear Channel Communications, Inc.   9.00%  12/15/2019   4,400    4,570,500 
Clear Channel Communications, Inc.   10.00%  1/15/2018   14,355    13,439,869 
Clear Channel Communications, Inc.   11.25%  3/1/2021   8,825    9,828,844 
Starz LLC/Starz Finance Corp.   5.00%  9/15/2019   3,455    3,575,925 
Total               58,511,112 
                   
Media: Cable 4.99%                  
                   
Altice Financing SA (Luxembourg)†(a)   6.50%  1/15/2022   3,375    3,560,625 
Altice Finco SA (Luxembourg)†(a)   8.125%  1/15/2024   3,100    3,386,750 
Altice Finco SA (Luxembourg)†(a)   9.875%  12/15/2020   10,775    12,276,281 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media: Cable (continued)                  
                   
Altice SA (Luxembourg)†(a)   7.75%  5/15/2022  $10,700   $11,395,500 
Cablevision Systems Corp.   5.875%  9/15/2022   9,310    9,484,562 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.25%  3/15/2021   8,600    8,825,750 
Cogeco Cable, Inc. (Canada)†(a)   4.875%  5/1/2020   5,100    5,170,125 
CSC Holdings LLC   5.25%  6/1/2024   1,234    1,224,745 
DISH DBS Corp.   5.125%  5/1/2020   9,640    9,905,100 
DISH DBS Corp.   5.875%  7/15/2022   21,360    22,720,632 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   7,255    8,180,012 
Mediacom LLC/Mediacom Capital Corp.   7.25%  2/15/2022   4,220    4,568,150 
Numericable Group SA (France)†(a)   6.00%  5/15/2022   14,525    14,978,906 
RCN Telecom Services LLC/RCN Capital Corp.   8.50%  8/15/2020   4,790    5,137,275 
SiTV LLC/SiTV Finance, Inc.   10.375%  7/1/2019   3,393    3,418,448 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(a)   5.50%  1/15/2023   13,580    13,953,450 
UPCB Finance V Ltd.   7.25%  11/15/2021   7,125    7,837,500 
Virgin Media Secured Finance plc (United Kingdom)†(a)   5.375%  4/15/2021   10,475    10,946,375 
VTR Finance BV (Netherlands)†(a)   6.875%  1/15/2024   13,410    14,415,750 
Wave Holdco LLC/Wave Holdco Corp. PIK   8.25%  7/15/2019   3,340    3,448,550 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%  9/1/2020   9,670    10,588,650 
Total               185,423,136 
                   
Media: Diversified 0.46%                  
                   
Block Communications, Inc.   7.25%  2/1/2020  4,145   4,372,975 
Netflix, Inc.   5.375%  2/1/2021   12,025    12,656,312 
Total               17,029,287 
                   
Media: Services 0.72%                  
                   
Affinion Investments LLC   13.50%  8/15/2018   7,879    7,819,907 
Clear Channel Worldwide Holdings, Inc. Series B   7.625%  3/15/2020   7,540    8,105,500 
Getty Images, Inc.†(g)   7.00%  10/15/2020   4,100    3,464,500 
Southern Graphics, Inc.   8.375%  10/15/2020   7,030    7,469,375 
Total               26,859,282 
                   
Medical Products 1.35%                  
                   
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022   11,385    12,580,425 
Fresenius Medical Care US Finance, Inc.   5.75%  2/15/2021   5,101    5,560,090 
Grifols Worldwide Operations Ltd. (Ireland)†(a)   5.25%  4/1/2022   3,125    3,218,750 
Kinetic Concepts, Inc./KCI USA, Inc.   10.50%  11/1/2018   3,868    4,327,325 
Kinetic Concepts, Inc./KCI USA, Inc.   12.50%  11/1/2019   2,500    2,859,375 
Mallinckrodt International Finance SA (Luxembourg)(a)   4.75%  4/15/2023   15,648    14,826,480 
Mallinckrodt International Finance SA/Mallinckrodt CB LLC (Luxembourg)†(a)   5.75%  8/1/2022   6,450    6,595,125 
Total               49,967,570 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) 3.26%                  
                   
Aleris International, Inc.   7.625%  2/15/2018  $4,839   $5,050,706 
Aleris International, Inc.   7.875%  11/1/2020   2,492    2,604,140 
Allied Nevada Gold Corp.†(c)   8.75%  6/1/2019  CAD4,625    3,174,291 
AngloGold Ashanti Holdings plc (United Kingdom)(a)   5.125%  8/1/2022  $6,586    6,445,949 
Boart Longyear Management Pty Ltd. (Australia)†(a)   10.00%  10/1/2018   5,600    5,894,000 
Coeur Mining, Inc.   7.875%  2/1/2021   12,765    12,852,759 
Compass Minerals International, Inc.   4.875%  7/15/2024   7,630    7,610,925 
Constellium NV (Netherlands)†(a)   5.75%  5/15/2024   8,528    8,911,760 
First Quantum Minerals Ltd. (Canada)†(a)   6.75%  2/15/2020   6,596    6,876,330 
First Quantum Minerals Ltd. (Canada)†(a)   7.00%  2/15/2021   4,971    5,244,405 
HudBay Minerals, Inc. (Canada)(a)   9.50%  10/1/2020   4,080    4,457,400 
Imperial Metals Corp. (Canada)†(a)   7.00%  3/15/2019   5,434    5,148,715 
Kissner Milling Co. Ltd. (Canada)†(a)   7.25%  6/1/2019   5,760    5,954,400 
Mirabela Nickel Ltd. (Australia)†(a)(f)   8.75%  4/15/2018   3,950    987,500 
Molycorp, Inc.   10.00%  6/1/2020   4,280    3,584,500 
New Gold, Inc. (Canada)†(a)   6.25%  11/15/2022   4,575    4,826,625 
Newcrest Finance Pty Ltd. (Australia)†(a)   4.20%  10/1/2022   11,450    10,832,673 
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp.    7.375%  2/1/2020   8,090    8,696,750 
Thompson Creek Metals Co., Inc.   7.375%  6/1/2018   4,210    4,231,050 
Walter Energy, Inc.   9.50%  10/15/2019   7,640    7,659,100 
Total               121,043,978 
                   
Oil Field Equipment & Services 0.93%                  
                   
BakerCorp International, Inc.   8.25%  6/1/2019  3,125   3,140,625 
Basic Energy Services, Inc.   7.75%  10/15/2022   672    735,840 
Dresser-Rand Group, Inc.   6.50%  5/1/2021   4,445    4,778,375 
EDC Finance Ltd. (Ireland)†(a)   4.875%  4/17/2020   3,500    3,198,125 
FTS International, Inc.   6.25%  5/1/2022   7,200    7,398,000 
Gulfmark Offshore, Inc.   6.375%  3/15/2022   7,302    7,393,275 
Pioneer Energy Services Corp.   6.125%  3/15/2022   7,765    7,920,300 
Total               34,564,540 
                   
Oil Refining & Marketing 0.54%                  
                   
CVR Refining LLC/Coffeyville Finance, Inc.   6.50%  11/1/2022   5,535    5,770,237 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%  11/15/2020   9,909    10,652,175 
Western Refining, Inc.   6.25%  4/1/2021   3,471    3,627,195 
Total               20,049,607 
                   
Packaging 1.35%                  
                   
Ardagh Finance Holdings SA PIK (Luxembourg)†(a)   8.625%  6/15/2019  4,100   4,192,506 
Ball Corp.   5.00%  3/15/2022   8,192    8,550,400 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Packaging (continued)                  
                   
Coveris Holdings SA (Luxembourg)†(a)   7.875%  11/1/2019  $ 3,200   $3,416,000 
Graphic Packaging International, Inc.   4.75%  4/15/2021   2,667    2,733,675 
Pactiv LLC   7.95%  12/15/2025   5,080    5,499,100 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020   5,290    5,554,500 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.25%  2/15/2021   14,500    15,895,625 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   200    209,500 
Signode Industrial Group Lux SA/Signode Industrial Group US, Inc.   6.375%  5/1/2022   3,913    3,903,218 
Total               49,954,524 
                   
Pharmaceuticals 0.82%                  
                   
Par Pharmaceutical Cos., Inc.   7.375%  10/15/2020   6,540    6,965,100 
Salix Pharmaceuticals Ltd.   6.00%  1/15/2021   3,935    4,279,312 
Valeant Pharmaceuticals International, Inc.   6.375%  10/15/2020   18,314    19,229,700 
Total               30,474,112 
                   
Printing & Publishing 0.26%                  
                   
RR Donnelley & Sons Co.   7.00%  2/15/2022   2,975    3,265,063 
RR Donnelley & Sons Co.   7.875%  3/15/2021   5,760    6,537,600 
Total               9,802,663 
                   
Railroads 0.25%                  
                   
Florida East Coast Holdings Corp.   6.75%  5/1/2019   4,190    4,430,925 
Watco Cos. LLC/Watco Finance Corp.   6.375%  4/1/2023  4,550   4,675,125 
Total               9,106,050 
                   
Real Estate Investment Trusts 0.37%                  
                   
China South City Holdings Ltd. (Hong Kong)(a)   8.25%  1/29/2019   875    905,100 
China South City Holdings Ltd. (Hong Kong)(a)   13.50%  10/17/2017   4,362    5,032,876 
Qualitytech LP/QTS Finance Corp.   5.875%  8/1/2022   5,127    5,139,817 
Vingroup JSC (Vietnam)†(a)   11.625%  5/7/2018   2,275    2,553,688 
Total               13,631,481 
                   
Restaurants 0.52%                  
                   
Checkers Drive-In Restaurants, Inc.   11.00%  12/1/2017  7,610   8,485,150 
PF Chang’s China Bistro, Inc.   10.25%  6/30/2020   3,710    3,821,300 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Restaurants (continued)                  
                   
Ruby Tuesday, Inc.   7.625%  5/15/2020  $3,510   $3,527,550 
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC   5.875%  5/15/2021   3,525    3,489,750 
Total               19,323,750 
                   
Software/Services 2.87%                  
                   
Alliance Data Systems Corp.   5.375%  8/1/2022   9,443    9,513,822 
Alliance Data Systems Corp.   6.375%  4/1/2020   11,585    12,272,859 
Aspect Software, Inc.   10.625%  5/15/2017   2,713    2,780,825 
Audatex North America, Inc.   6.125%  11/1/2023   5,250    5,591,250 
BMC Software Finance, Inc.   8.125%  7/15/2021   2,825    2,867,375 
Boxer Parent Co., Inc. PIK   9.00%  10/15/2019   3,880    3,744,200 
Ceridian HCM Holding, Inc.   11.00%  3/15/2021   5,310    6,093,225 
First Data Corp.   11.25%  1/15/2021   2,746    3,199,090 
First Data Corp.   11.75%  8/15/2021   7,174    8,519,125 
First Data Corp.   12.625%  1/15/2021   19,480    23,863,000 
Infinity Acquisition LLC/Infinity Acquisition Finance Corp.   7.25%  8/1/2022   10,230    10,153,275 
Interface Security Systems Holdings, Inc./Interface Security Systems LLC   9.25%  1/15/2018   3,150    3,260,250 
SRA International, Inc.   11.00%  10/1/2019   6,275    6,714,250 
SunGard Data Systems, Inc.   6.625%  11/1/2019   7,385    7,772,713 
VeriSign, Inc.   4.625%  5/1/2023   68    67,150 
Total               106,412,409 
                   
Specialty Retail 2.27%                  
                   
Claire’s Stores, Inc.   8.875%  3/15/2019   11,898    10,589,220 
Claire’s Stores, Inc.   9.00%  3/15/2019   5,680    5,949,800 
DBP Holding Corp.   7.75%  10/15/2020   5,835    5,572,425 
Dufry Finance SCA (Luxembourg)†(a)   5.50%  10/15/2020   4,950    5,172,998 
First Cash Financial Services, Inc.   6.75%  4/1/2021   6,105    6,471,300 
Hot Topic, Inc.   9.25%  6/15/2021   10,475    11,522,500 
Men’s Wearhouse, Inc. (The)   7.00%  7/1/2022   5,407    5,690,867 
Neiman Marcus Group Ltd. LLC   8.00%  10/15/2021   16,150    17,502,562 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   5,000    5,100,000 
Pacific Emerald Pte Ltd. (Singapore)(a)   9.75%  7/25/2018   3,200    3,520,000 
Toys “R” Us - Delaware, Inc.   7.375%  9/1/2016  2,894   2,785,475 
Toys “R” Us Property Co. II LLC   8.50%  12/1/2017   4,125    4,238,438 
Total               84,115,585 
                   
Steel Producers/Products 0.86%                  
                   
AK Steel Corp.   8.375%  4/1/2022   3,523    3,734,380 
ArcelorMittal (Luxembourg)(a)   7.50%  10/15/2039   5,700    6,227,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Steel Producers/Products (continued)                  
                   
ArcelorMittal (Luxembourg)(a)   10.35%  6/1/2019  $11,225   $14,185,594 
United States Steel Corp.   7.375%  4/1/2020   6,908    7,797,405 
Total               31,944,629 
                   
Support: Services 2.33%                  
                   
ADT Corp. (The)   4.125%  6/15/2023   6,885    6,420,262 
BlueLine Rental Finance Corp.   7.00%  2/1/2019   4,225    4,478,500 
Compiler Finance Sub, Inc.   7.00%  5/1/2021   9,023    8,662,080 
Corrections Corp. of America   4.625%  5/1/2023   8,371    8,339,609 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   8,425    8,635,625 
Light Tower Rentals, Inc.   8.125%  8/1/2019   5,326    5,485,780 
Modular Space Corp.   10.25%  1/31/2019   5,543    5,764,720 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   6,525    6,965,437 
SITEL LLC/Sitel Finance Corp.   11.50%  4/1/2018   4,533    4,453,673 
Sotheby’s   5.25%  10/1/2022   8,409    8,240,820 
United Rentals North America, Inc.   6.125%  6/15/2023   8,439    9,050,827 
United Rentals North America, Inc.   7.625%  4/15/2022   5,215    5,879,913 
Vander Intermediate Holding II Corp. PIK   9.75%  2/1/2019   3,775    4,048,688 
Total               86,425,934 
                   
Telecommunications Equipment 0.26%                  
                   
CDW LLC/CDW Finance Corp.   6.00%  8/15/2022   1,271    1,345,671 
CommScope, Inc.   5.00%  6/15/2021   8,105    8,267,100 
Total               9,612,771 
                   
Telecommunications: Fixed Line 0.21%                  
                   
Columbus International, Inc. (Barbados)†(a)   7.375%  3/30/2021   7,050    7,702,125 
                   
Telecommunications: Integrated/Services 2.18%                  
                   
Consolidated Communications Finance Co.   10.875%  6/1/2020   7,813    9,053,314 
Dycom Investments, Inc.   7.125%  1/15/2021   5,485    5,896,375 
Equinix, Inc.   4.875%  4/1/2020   5,440    5,576,000 
Frontier Communications Corp.   8.50%  4/15/2020   8,375    9,777,812 
Hughes Satellite Systems Corp.   6.50%  6/15/2019   4,720    5,215,600 
Inmarsat Finance plc (United Kingdom)†(a)   4.875%  5/15/2022   7,900    7,939,500 
Intelsat Jackson Holdings SA (Luxembourg)(a)   6.625%  12/15/2022   7,750    8,137,500 
Intelsat Luxembourg SA (Luxembourg)(a)   7.75%  6/1/2021   16,828    17,816,645 
Softbank Corp. (Japan)†(a)   4.50%  4/15/2020   5,300    5,412,625 
Telecom Italia SpA (Italy)†(a)   5.303%  5/30/2024   2,875    2,936,094 
ViaSat, Inc.   6.875%  6/15/2020   3,034    3,261,550 
Total               81,023,015 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments  Interest Rate    Maturity Date   Principal
Amount
(000)
   Fair
Value
 
Telecommunications: Wireless 3.25%                   
                    
Comcel Trust   6.875%  2/6/2024   $13,225   $14,580,562 
Digicel Group Ltd. (Jamaica)†(a)    7.125%  4/1/2022    8,435    8,772,400 
MetroPCS Wireless, Inc.   6.625%  11/15/2020    13,275    13,988,531 
SBA Communications Corp.    4.875%  7/15/2022    8,300    8,196,250 
Sprint Corp.   7.875%  9/15/2023    34,380    36,958,500 
T-Mobile USA, Inc.   6.542%  4/28/2020    450    474,188 
T-Mobile USA, Inc.   6.731%  4/28/2022    7,725    8,178,844 
T-Mobile USA, Inc.   6.836%  4/28/2023    5,450    5,804,250 
Wind Acquisition Finance SA (Italy)†(a)    4.75%  7/15/2020    6,750    6,783,750 
Wind Acquisition Finance SA (Italy)†(a)    7.375%  4/23/2021    16,000    16,920,000 
Total                 120,657,275 
                    
Theaters & Entertainment 0.58%                   
                    
Activision Blizzard, Inc.    5.625%  9/15/2021    8,185    8,870,494 
Production Resource Group LLC   8.875%  5/1/2019    7,545    5,885,100 
Regal Entertainment Group   5.75%  3/15/2022    6,564    6,760,920 
Total                 21,516,514 
                    
Transportation (Excluding Air/Rail) 1.01%                   
                    
GasLog Ltd.†(c)    7.23%#  6/27/2018   NOK29,000    4,912,915 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a)    5.875%  8/12/2020   $7,255    7,781,713 
Overseas Shipholding Group, Inc.   8.125%  3/30/2018    2,936    3,053,440 
Ship Finance International Ltd.(c)    5.93%#  3/19/2019   NOK42,000    6,810,316 
Stena AB (Sweden)†(a)    7.00%  2/1/2024   $7,475    7,942,187 
Ultrapetrol Bahamas Ltd. (Bahamas)(a)    8.875%  6/15/2021    6,354    6,806,723 
Total                 37,307,294 
Total High Yield Corporate Bonds (cost $2,760,859,380)                 2,834,127,523 
                    
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 0.08%  
                    
Merrill Lynch Mortgage Trust 2006-C1 F    5.862%#  5/12/2039    10,500    1,102,500 
Morgan Stanley Capital I Trust 2005-IQ9 G    5.51%  7/15/2056    2,000    1,980,613 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $3,033,185)      3,083,113 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Investments   Dividend
Rate
        Shares
(000)
   Fair
Value
 
PREFERRED STOCK 0.19%                   
                    
Banking                   
                    
Texas Capital Bancshares, Inc.
(cost $7,291,160)
   6.50%       293   $7,180,950 
Total Long-Term Investments (cost $3,403,999,771)                 3,493,669,864 
                
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
SHORT-TERM INVESTMENTS 6.07%                  
                   
CONVERTIBLE BOND 0.10%                  
                   
Airlines                  
                   
United Airlines, Inc.
(cost $3,316,325)
   4.50%  1/15/2015  $1,425    3,608,813 
                   
FLOATING RATE LOANS(b) 0.44%                  
                   
Steel Producers/Products 0.03%                  
                   
Essar Steel Algoma, Inc. Term Loan (Canada)(a)    10.25%  9/20/2014   1,121    1,125,904 
                   
Telecommunications: Integrated/Services 0.41%                  
                   
Consolidated Communications, Inc. Bridge Term Loan      1/30/2015   15,000    15,000,000 
Total Floating Rate Loans (cost $16,122,605)                16,125,904 
                   
REPURCHASE AGREEMENT 5.53%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $209,005,000 of U.S. Treasury Note at 0.75% due 1/15/2017 value: $209,527,513; proceeds: $205,417,185
(cost $205,417,185)
           205,417    205,417,185 
Total Short-Term Investments (cost $224,856,115)                225,151,902 
Total Investments in Securities 100.17% (cost $3,628,855,886)                3,718,821,766 
Liabilities in Excess of Foreign Cash and Other Assets(h) (0.17%)                (6,238,172)
Net Assets 100.00%               $3,712,583,594 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

 
CAD  Canadian dollar.
CHF Swiss franc.
EUR euro.
GBP British pound.
NOK Norwegian krone.
PIK Payment-in-kind.
Unit More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at August 31, 2014.
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.
(b) 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 August 31, 2014.
(c) Investment in non-U.S. dollar denominated securities.
(d) Security is perpetual in nature and has no stated maturity.
(e) Stub Rights issued in connection with a plan of reorganization.
(f) Defaulted security.
(g) Security has been fully or partially segregated for open reverse repurchase agreements as of August 31, 2014 (See Note 2(j)).
(h) Liabilities in Excess of Foreign Cash and Other Assets include net unrealized appreciation (depreciation) on credit default swaps, forward foreign currency exchange contracts and reverse repurchase agreements as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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   Buy   Goldman Sachs   9/4/2014   180,380,000   $ 13,645,163   $ 13,793,017   $ 147,854  
British pound   Sell   Bank of America   10/17/2014   177,400     302,390     294,406     7,984  
British pound   Sell   Bank of America   10/17/2014   4,750,000     8,139,671     7,882,919     256,752  
British pound   Sell   Goldman Sachs   10/17/2014   27,250,000     46,730,289     45,223,060     1,507,229  
British pound   Sell   J.P. Morgan   10/17/2014   800,000     1,329,362     1,327,649     1,713  
euro   Sell   Bank of America   10/17/2014   9,700,000     13,202,913     12,748,719     454,194  
euro   Sell   Morgan Stanley   10/17/2014   740,000     1,006,213     972,583     33,630  
euro   Sell   Bank of America   11/13/2014   165,000     221,737     216,903     4,834  
euro   Sell   Bank of America   11/13/2014   2,070,000     2,770,908     2,721,146     49,762  
euro   Sell   Bank of America   11/13/2014   975,000     1,305,625     1,281,699     23,926  
euro   Sell   J.P. Morgan   11/13/2014   1,094,000     1,457,481     1,438,132     19,349  
euro   Sell   J.P. Morgan   11/13/2014   1,189,000     1,580,703     1,563,016     17,687  
euro   Sell   J.P. Morgan   11/13/2014   2,130,000     2,820,939     2,800,020     20,919  
euro   Sell   J.P. Morgan   11/13/2014   982,000     1,303,941     1,290,901     13,040  
euro   Sell   J.P. Morgan   11/13/2014   60,800,000     81,413,443     79,925,446     1,487,997  
Mexican peso   Sell   Deutsche Bank AG   9/4/2014   189,000,000     14,589,704     14,452,158     137,546  
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $ 4,184,416  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 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
 
British pound  Buy  J.P. Morgan  10/17/2014  300,000  $500,634  $497,869  $(2,765)
British pound  Buy  J.P. Morgan  10/17/2014  580,000   981,777   962,546   (19,231)
euro  Buy  Bank of America  11/13/2014  875,000   1,171,278   1,150,243   (21,035)
Mexican peso  Buy  J.P. Morgan  9/4/2014  8,620,000   661,184   659,141   (2,043)
Canadian dollar  Sell  Bank of America  11/14/2014  7,125,000   6,510,934   6,541,832   (30,898)
Canadian dollar  Sell  Goldman Sachs  11/14/2014  400,000   364,780   367,261   (2,481)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts   $(78,453)

 

Credit Default Swaps - Sell Protection at August 31, 2014(1):

 

Referenced
Entity
  Fund
Receives
  Termination
Date
 
Notional
Amount
  Fair
Value(2)
  Payments
Upfront(3)
  Unrealized
Appreciation(4)
  Credit
Default
Swap
Agreements
Receivable at
Fair Value(5)
New Albertson’s,
Inc.(6)
  5.00%   3/20/2019   $ 3,000,000   $ 3,117,646   $ 95,095   $ 212,741 $ 117,646

 

 

Referenced
Index
  Fund
Receives
  Termination
Date
 
Notional
Amount
  Fair
Value(2)
  Payments
Upfront(3)
  Unrealized
Appreciation(4)
  Credit
Default
Swap
Agreements
Payable at
Fair Value(5)
CDX.NA.HY.22(7)   5.00%   6/20/2019   $ 50,000,000   $ 53,630,360   $ 3,828,825   $ 198,465     3,630,360

 

 

 
(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(m)).
(4) Total unrealized appreciation on Credit Default Swaps amounted to $411,206. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Includes upfront payments received.
(6) Swap Counterparty: Citibank.
(7) Central Clearinghouse: Credit Suisse.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

Reverse Repurchase Agreements Payable as of August 31, 2014:

 

Counterparty  Principal   Collateral
Held by
Counterparty
  Interest
Rate(1)
   Trade
Date
    Maturity
Date(2)
   Fair
Value(3)
 
J.P. Morgan  $1,842,395   $2,347,000 principal, PPL Energy Supply LLC at 4.60% due 12/15/2021, $2,288,057 fair value   (0.50)%  6/12/2014   On Demand   $1,841,218 
J.P. Morgan   5,359,980   $6,828,000 principal, PPL Energy Supply LLC at 4.60% due 12/15/2021, $6,656,522 fair value   (0.50)%  6/27/2014   On Demand    5,356,555 
Bank of America   1,123,520   $1,600,000 principal, Getty Image, Inc. at 7.00% due 10/15/2020
$1,352,000 fair value
   (1.75)%  5/2/2014   On Demand    1,120,516 
Total Reverse Repurchase Agreements   $8,318,289 

 

 
(1) The negative interest rate on the reverse repurchase agreement results in interest income to the Fund.
(2) This reverse repurchase agreement has no stated maturity and may be terminated by either party at any time.
(3) Total fair value of reverse repurchase agreements is presented net of interest receivable of $7,606.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $5,231,286   $   $5,231,286 
Common Stocks                    
Investments & Miscellaneous Financial Services           1,116,000    1,116,000 
Other   177,827,498            177,827,498 
Convertible Bonds       72,234,908        72,234,908 
Floating Rate Loans(4)                    
Aerospace/Defense       2,581,764        2,581,764 
Chemicals           6,741,728    6,741,728 
Consumer Products       2,287,125    6,059,735    8,346,860 
Electric: Generation       4,270,000    13,162,275    17,432,275 
Electronics       5,214,593        5,214,593 
Energy: Exploration & Production           7,019,500    7,019,500 
Gaming       16,955,658        16,955,658 
Health Services       5,577,448    9,816,190    15,393,638 
Investments & Miscellaneous Financial Services       4,895,929        4,895,929 
Leisure           6,140,750    6,140,750 
Machinery       18,579,989        18,579,989 
Media: Diversified       13,824,324        13,824,324 
Media: Services       4,953,067    1,877,750    6,830,817 
Medical Products           4,673,250    4,673,250 
Metals/Mining (Excluding Steel)       16,038,633        16,038,633 
Oil Field Equipment & Services       6,800,864        6,800,864 
Restaurants       7,039,725        7,039,725 
Software/Services       26,497,743        26,497,743 
Steel Producers/Products       1,125,904        1,125,904 
Support: Services       35,259,978    2,830,153    38,090,131 
Telecommunications: Integrated/Services       20,639,125        20,639,125 
Foreign Bonds       158,142,679        158,142,679 
Foreign Government Obligations       3,597,424        3,597,424 
High Yield Corporate Bonds                    
Automakers       14,280,963    850    14,281,813 
Banking       79,156,769    1,000    79,157,769 
Other       2,740,687,941        2,740,687,941 
Non-Agency Commercial Mortgage-Backed Securities       3,083,113        3,083,113 
Preferred Stock   7,180,950            7,180,950 
Repurchase Agreement       205,417,185        205,417,185 
Total  $185,008,448   $3,474,374,137   $59,439,181   $3,718,821,766 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $117,646   $   $117,646 
Liabilities       (3,630,360)       (3,630,360)
Forward Foreign Currency Exchange Contracts                    
Assets       4,184,416        4,184,416 
Liabilities       (78,453)       (78,453)
Reverse Repurchase Agreements                    
Assets                
Liabilities       (8,318,289)       (8,318,289)
Total  $   $(7,725,040)  $   $(7,725,040)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2014

 

 
(1) Refer to Note 2(o) 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 August 31, 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  Common Stocks   Floating
Rate Loans
   High Yield
Corporate Bonds
 
Balance as of December 1, 2013  $   $32,730,453   $1,850 
Accrued discounts/premiums       19,224     
Realized gain (loss)       454,148     
Change in unrealized appreciation/depreciation   (3,430,111)   (149,920)    
Purchases   4,546,111    35,026,979     
Sales       (14,326,366)    
Net transfers in or out of Level 3       4,566,813     
Balance as of August 31, 2014  $1,116,000   $58,321,331   $1,850 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 100.23%                  
                   
ASSET-BACKED SECURITIES 9.23%                  
                   
Automobiles 3.44%                  
                   
Ally Auto Receivables Trust 2012-1 A3   0.93%  2/16/2016  $483   $483,764 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   413    412,915 
AmeriCredit Automobile Receivables Trust 2013-2 A2   0.53%  11/8/2016   285    284,688 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%  10/11/2016   1,262    1,262,832 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%  11/8/2016   1,220    1,221,251 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%  3/8/2017   3,321    3,324,650 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   2,340    2,342,445 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018   1,500    1,506,756 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   4,127    4,129,961 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   1,870    1,868,058 
Ford Credit Auto Owner Trust 2013-D A2   0.45%  8/15/2016   1,705    1,706,084 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%  1/15/2016   1,374    1,375,749 
Hyundai Auto Lease Securitization Trust 2013-B A2   0.75%  3/15/2016   3,272    3,277,988 
Hyundai Auto Receivables Trust 2013-C A2   0.57%  6/15/2016   4,693    4,696,998 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%  2/15/2016   1,801    1,802,018 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%  9/15/2015   4,262    4,263,128 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%  7/15/2016   2,470    2,472,180 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   1,967    1,967,621 
Nissan Auto Lease Trust 2013-A A3   0.61%  4/15/2016   8,975    8,983,558 
Porsche Innovative Lease Owner Trust 2013-1 A3   0.70%  8/22/2016   2,353    2,356,499 
Santander Drive Auto Receivables Trust 2012-4 A3   1.04%  8/15/2016   727    726,914 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%  6/15/2017   5,871    5,875,819 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   1,042    1,041,769 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%  6/15/2017   3,139    3,141,871 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%  2/15/2016   1,977    1,977,381 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   1,062    1,062,605 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%  5/16/2016   3,643    3,649,855 
Total                67,215,357 
                   
Credit Cards 2.02%                  
                   
American Express Credit Account Master Trust 2012-2 A   0.68%  3/15/2018   3,500    3,506,979 
Chase Issuance Trust 2012-A3   0.79%  6/15/2017   6,085    6,101,749 
Chase Issuance Trust 2013-A5 A   0.47%  5/15/2017   3,500    3,502,235 
Citibank Credit Card Issuance Trust 2003-A7   4.15%  7/7/2017   6,000    6,190,431 
Citibank Credit Card Issuance Trust 2005-A2   4.85%  3/10/2017   6,102    6,246,886 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                  
                   
Discover Card Execution Note Trust 2012-A1   0.81%  8/15/2017  $8,985   $9,004,843 
Discover Card Execution Note Trust 2012-A3   0.86%  11/15/2017   5,000    5,016,700 
Total                39,569,823 
                   
Other 3.77%                  
                   
Avenue CLO VI Ltd. 2007-6A A2   0.583%#  7/17/2019   3,000    2,939,949 
Avery Point IV CLO Ltd. 2014-1A A   1.754%#  4/25/2026   5,000    5,015,192 
BlueMountain CLO Ltd. 2014-3A A1†(a)   1.48%#  10/15/2026   3,000    2,996,970 
CIFC Funding II Ltd. 2014-2A A1L   1.725%#  5/24/2026   1,750    1,754,268 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.484%#  7/17/2023   7,500    7,458,620 
Fortress Credit BSL II Ltd. 2013-2A A1F   1.734%#  10/19/2025   4,500    4,481,828 
Galaxy XVIII CLO Ltd. 2014-18A A   1.704%#  10/15/2026   4,750    4,761,059 
Gleneagles CLO Ltd. 2005-1A B   0.79%#  11/1/2017   4,050    3,998,924 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2   1.99%  10/15/2045   2,680    2,702,264 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%  5/16/2044   1,500    1,501,138 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2   1.843%  5/16/2044   1,000    1,001,563 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%  9/15/2044   2,805    2,805,870 
JFIN Revolver CLO Ltd. 2014-2A A2   1.534%#  2/20/2022   4,000    4,005,043 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.754%#  4/15/2026   6,000    6,018,328 
Octagon Loan Funding Ltd. 2014-1A A1†(a)   1.685%#  11/18/2026   2,500    2,492,500 
OZLM VII Ltd. 2014-7A A1B   1.745%#  7/17/2026   3,500    3,511,545 
SLM Student Loan Trust 2011-B A1   1.005%#  12/16/2024   1,131    1,136,008 
SLM Student Loan Trust 2012-C A1   1.255%#  8/15/2023   1,003    1,010,175 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.553%#  4/17/2021   2,000    1,936,080 
Venture XVII CLO Ltd. 2014-17A A   1.764%#  7/15/2026   6,000    6,014,940 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#  10/15/2026   2,250    2,241,000 
Westchester CLO Ltd. 2007-1A A1A   0.465%#  8/1/2022   4,013    3,983,167 
Total                73,766,431 
Total Asset-Backed Securities (cost $180,353,317)                180,551,611 
                   
CORPORATE BONDS 75.51%                  
                   
Aerospace/Defense 0.44%                  
                   
Exelis, Inc.   5.55%  10/1/2021   7,800    8,558,651 
                   
Air Transportation 0.42%                  
                   
United Airlines 2014-2 Class A Pass Through Trust   3.75%  9/3/2026   5,000    5,012,500 
United Airlines, Inc.   6.75%  9/15/2015   3,250    3,259,263 
Total                8,271,763 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Apparel 0.36%                  
                   
Perry Ellis International, Inc.   7.875%  4/1/2019  $290   $300,875 
PVH Corp.   7.75%  11/15/2023   5,517    6,723,573 
Total                7,024,448 
                   
Auto Parts: Original Equipment 0.34%                  
                   
Accuride Corp.   9.50%  8/1/2018   1,846    1,935,993 
Hertz Corp. (The)   7.375%  1/15/2021   45    48,375 
Hertz Corp. (The)   7.50%  10/15/2018   500    523,125 
International Automotive Components Group SA (Luxembourg)†(b)   9.125%  6/1/2018   1,375    1,471,250 
Schaeffler Holding Finance BV PIK (Netherlands)†(b)   6.875%  8/15/2018   2,450    2,593,937 
Total                6,572,680 
                   
Automotive 0.88%                  
                   
Ford Motor Co.   6.375%  2/1/2029   7,250    8,792,002 
Ford Motor Co.   6.625%  10/1/2028   4,575    5,700,505 
Ford Motor Co.   7.45%  7/16/2031   2,000    2,731,588 
Total                17,224,095 
                   
Banks: Money Center 1.72%                  
                   
Bank of America Corp.   8.125%  (c)  4,490    5,007,733 
Ocwen Financial Corp.   6.625%  5/15/2019   2,480    2,411,800 
PNC Financial Services Group, Inc. (The)   4.454%#  (c)  21,000    21,120,750 
Santander Bank NA   8.75%  5/30/2018   1,000    1,209,819 
Zions Bancorporation   4.50%  6/13/2023   3,750    3,932,749 
Total                33,682,851 
                   
Banks: Regional 4.96%                  
                   
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(b)   4.125%  6/6/2024   1,100    1,088,670 
CIT Group, Inc.   5.00%  8/1/2023   6,590    6,896,435 
Citigroup, Inc.   5.95%  (c)  10,015    10,115,150 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022   2,000    2,323,186 
Goldman Sachs Group, Inc. (The)   5.95%  1/15/2027   8,215    9,529,753 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037   2,000    2,471,788 
HBOS plc (United Kingdom)†(b)   6.00%  11/1/2033   4,850    5,614,127 
JPMorgan Chase & Co.   6.75%  (c)  10,000    10,787,500 
M&T Bank Corp.   6.45%  (c)  1,100    1,188,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Macquarie Bank Ltd. (Australia)†(b)   6.625%  4/7/2021  $5,946   $6,917,130 
Morgan Stanley   5.00%  11/24/2025   7,225    7,767,814 
People’s United Bank   4.00%  7/15/2024   4,750    4,827,748 
Popular, Inc.   7.00%  7/1/2019   1,000    1,010,000 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   1,000    1,081,250 
Standard Chartered plc (United Kingdom)†(b)   3.95%  1/11/2023   10,250    10,275,564 
Synovus Financial Corp.   7.875%  2/15/2019   995    1,129,325 
Wells Fargo & Co.   3.45%  2/13/2023   7,728    7,790,056 
Wells Fargo & Co.   5.90%  (c)  5,970    6,268,500 
Total                97,081,996 
                   
Beverages 0.32%                  
                   
Beam Suntory, Inc.   6.625%  7/15/2028   755    875,786 
Central American Bottling Corp. (Guatemala)†(b)   6.75%  2/9/2022   4,920    5,301,300 
Total                6,177,086 
                   
Biotechnology Research & Production 1.17%                  
                   
Amgen, Inc.   6.40%  2/1/2039   15,225    19,708,230 
STHI Holding Corp.   8.00%  3/15/2018   3,000    3,191,250 
Total                22,899,480 
                   
Broadcasting 0.42%                  
                   
Cox Communications, Inc.   6.45%  12/1/2036   6,376    7,653,317 
Cox Communications, Inc.   8.375%  3/1/2039   407    595,366 
Total                8,248,683 
                   
Brokers 0.72%                  
                   
Jefferies Group LLC   6.875%  4/15/2021   11,865    14,077,822 
                   
Building Materials 1.03%                  
                   
Building Materials Corp. of America   6.875%  8/15/2018   1,248    1,296,048 
Building Materials Corp. of America   7.00%  2/15/2020   3,400    3,587,000 
Cimento Tupi SA (Brazil)†(b)   9.75%  5/11/2018   465    493,830 
Cimento Tupi SA (Brazil)(b)   9.75%  5/11/2018   47    49,914 
Nortek, Inc.   10.00%  12/1/2018   250    266,250 
Owens Corning, Inc.   9.00%  6/15/2019   11,150    13,855,770 
Votorantim Cimentos SA (Brazil)†(b)   7.25%  4/5/2041   600    648,360 
Total                20,197,172 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Business Services 1.54%                  
                   
Alliance Data Systems Corp.   5.375%  8/1/2022  $4,586   $4,620,395 
Alliance Data Systems Corp.   6.375%  4/1/2020   1,500    1,589,063 
Catalent Pharma Solutions, Inc.(d)   9.75%  4/15/2017  EUR500    670,771 
Chicago Parking Meters LLC   5.489%  12/30/2020  $3,147    3,442,457 
Expedia, Inc.   4.50%  8/15/2024   7,500    7,577,955 
Expedia, Inc.   5.95%  8/15/2020   5,945    6,733,319 
Jaguar Holding Co. I PIK   9.375%  10/15/2017   1,733    1,787,156 
Leidos, Inc.   7.125%  7/1/2032   1,980    2,215,066 
Synchrony Financial   3.00%  8/15/2019   1,513    1,535,754 
Total                30,171,936 
                   
Cable Services 1.36%                  
                   
Historic TW, Inc.   9.15%  2/1/2023   4,176    5,840,750 
Time Warner Cable, Inc.   6.55%  5/1/2037   7,450    9,576,193 
Time Warner Cable, Inc.   7.30%  7/1/2038   8,000    11,145,224 
Total                26,562,167 
                   
Chemicals 1.90%                  
                   
Dow Chemical Co. (The)   9.40%  5/15/2039   750    1,248,572 
Grupo Idesa SA de CV (Mexico)†(b)   7.875%  12/18/2020   2,800    3,038,000 
Methanex Corp. (Canada)(b)   5.25%  3/1/2022   6,125    6,830,404 
Montell Finance Co. BV (Netherlands)†(b)   8.10%  3/15/2027   9,245    12,599,252 
NewMarket Corp.   4.10%  12/15/2022   4,000    4,053,220 
Taminco Global Chemical Corp. (Belgium)†(b)   9.75%  3/31/2020   1,250    1,381,250 
Yara International ASA (Norway)†(b)   7.875%  6/11/2019   6,600    8,026,610 
Total                37,177,308 
                   
Coal 0.32%                  
                   
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%  12/15/2019   1,500    1,590,000 
CONSOL Energy, Inc.   5.875%  4/15/2022   1,995    2,092,256 
Penn Virginia Corp.   7.25%  4/15/2019   2,500    2,606,250 
Total                6,288,506 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Communications & Media 0.20%                  
                   
Digicel Ltd. (Jamaica)†(b)   8.25%  9/1/2017  $3,750   $3,829,688 
                   
Communications Services 0.19%                  
                   
CenturyLink, Inc.   6.875%  1/15/2028   3,500    3,622,500 
                   
Communications Technology 0.29%                  
                   
Motorola Solutions, Inc.   4.00%  9/1/2024   5,700    5,699,909 
                   
Computer Software 0.43%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017   2,350    2,408,750 
First Data Corp.   8.25%  1/15/2021   190    208,050 
First Data Corp.   12.625%  1/15/2021   300    367,500 
Sophia LP/Sophia Finance, Inc.   9.75%  1/15/2019   750    819,375 
SRA International, Inc.   11.00%  10/1/2019   2,356    2,520,920 
SunGard Data Systems, Inc.   7.375%  11/15/2018   1,900    1,987,875 
Total                8,312,470 
                   
Construction/Homebuilding 0.05%                  
                   
Odebrecht Finance Ltd.   5.25%  6/27/2029   900    921,375 
                   
Consumer Products 0.59%                  
                   
Avon Products, Inc.   4.60%  3/15/2020   6,150    6,324,242 
Tupperware Brands Corp.   4.75%  6/1/2021   4,750    5,123,597 
Total                11,447,839 
                   
Containers 0.38%                  
                   
Coveris Holdings SA (Luxembourg)†(b)   7.875%  11/1/2019   2,625    2,802,188 
Crown Cork & Seal Co., Inc.   7.50%  12/15/2096   4,875    4,655,625 
Total                7,457,813 
                   
Copper 0.21%                  
                   
Freeport-McMoRan Corp.   7.125%  11/1/2027   2,150    2,612,119 
Freeport-McMoRan Corp.   9.50%  6/1/2031   1,053    1,489,041 
Total                4,101,160 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Data Product, Equipment & Communications 0.37%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022  $6,875   $7,287,851 
                   
Diversified 0.25%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   4,735    4,752,756 
San Miguel Corp. (Philippines)(b)   4.875%  4/26/2023   250    234,688 
Total                4,987,444 
                   
Drugs 0.56%                  
                   
Actavis Funding SCS (Luxembourg)†(b)   3.85%  6/15/2024   5,000    5,067,905 
Capsugel SA PIK (Luxembourg)†(b)   7.00%  5/15/2019   4,000    4,097,500 
CFR International SpA (Chile)†(b)   5.125%  12/6/2022   1,726    1,871,812 
Total                11,037,217 
                   
Electric: Power 2.66%                  
                   
AES El Salvador Trust II (Panama)†(b)   6.75%  3/28/2023   1,060    1,054,700 
Astoria Depositor Corp.   8.144%  5/1/2021   2,500    2,637,500 
CEZ AS (Czech Republic)†(b)   4.25%  4/3/2022   1,700    1,815,915 
DPL, Inc.   7.25%  10/15/2021   5,500    5,857,500 
Duquesne Light Holdings, Inc.   6.25%  8/15/2035   2,650    3,231,254 
Duquesne Light Holdings, Inc.   6.40%  9/15/2020   920    1,090,108 
Entergy Corp.   5.125%  9/15/2020   6,757    7,527,980 
Exelon Generation Co. LLC   4.25%  6/15/2022   6,000    6,274,836 
FirstEnergy Transmission LLC   4.35%  1/15/2025   2,450    2,513,521 
Indiantown Cogeneration LP   9.77%  12/15/2020   968    1,102,993 
NiSource Finance Corp.   6.25%  12/15/2040   1,000    1,238,558 
PPL Energy Supply LLC(e)   4.60%  12/15/2021   806    785,758 
PPL WEM Holdings Ltd. (United Kingdom)†(b)   5.375%  5/1/2021   10,000    11,352,530 
Red Oak Power LLC   8.54%  11/30/2019   2,168    2,363,212 
System Energy Resources, Inc.   4.10%  4/1/2023   3,000    3,143,694 
Total                51,990,059 
                   
Electrical: Household 0.08%                  
                   
Energizer Holdings, Inc.   4.70%  5/19/2021   1,494    1,554,930 
                   
Electronics 0.28%                  
                   
PerkinElmer, Inc.   5.00%  11/15/2021   4,950    5,391,723 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electronics: Semi-Conductors/Components 0.06%                  
                   
Freescale Semiconductor, Inc.   10.75%  8/1/2020  $1,000   $1,127,500 
                   
Energy Equipment & Services 1.34%                  
                   
Alta Wind Holdings LLC   7.00%  6/30/2035   2,378    2,758,165 
Cameron International Corp.   7.00%  7/15/2038   2,121    2,841,190 
Energy Transfer Partners LP   6.625%  10/15/2036   3,095    3,755,473 
Energy Transfer Partners LP   7.50%  7/1/2038   5,000    6,574,120 
Energy Transfer Partners LP   8.25%  11/15/2029   1,966    2,813,770 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   6,975    7,541,370 
Total                26,284,088 
                   
Engineering & Contracting Services 0.32%                  
                   
AGCO Corp.   5.875%  12/1/2021   4,150    4,762,183 
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   1,500    1,447,500 
Total                6,209,683 
                   
Entertainment 0.95%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%  1/15/2019   4,926    5,178,211 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%  4/15/2017   3,250    3,386,094 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   1,553    1,677,240 
Seminole Indian Tribe of Florida   6.535%  10/1/2020   5,000    5,450,000 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   1,350    1,518,750 
WMG Holdings Corp.   13.75%  10/1/2019   500    587,500 
WMG Holdings Corp.   13.75%  10/1/2019   600    705,000 
Total                18,502,795 
                   
Financial Services 3.85%                  
                   
Air Lease Corp.   3.875%  4/1/2021   2,000    2,030,000 
Air Lease Corp.   4.75%  3/1/2020   7,070    7,564,900 
Bank of America Corp.   4.20%  8/26/2024   7,450    7,571,629 
Dun & Bradstreet Corp. (The)   4.375%  12/1/2022   6,000    6,219,096 
General Electric Capital Corp.   7.125%  (c)   3,500    4,131,949 
Graton Economic Development Authority   9.625%  9/1/2019   400    450,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017  $1,500   $1,620,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%  12/1/2021   400    407,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%  12/1/2021   1,195    1,215,913 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   1,200    1,296,000 
Lender Processing Services, Inc.   5.75%  4/15/2023   7,250    7,775,625 
Macquarie Group Ltd. (Australia)†(b)   6.00%  1/14/2020   2,953    3,352,913 
MU Finance plc (United Kingdom)†(b)   8.375%  2/1/2017   2,808    2,913,548 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   2,000    2,070,000 
Rio Oil Finance Trust   6.25%  7/6/2024   2,700    2,881,116 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   2,318    2,509,235 
Santander UK plc (United Kingdom)(b)   7.95%  10/26/2029   6,691    8,860,557 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   9,304    9,751,978 
Western Union Co. (The)   3.35%  5/22/2019   2,500    2,588,485 
Total                75,209,944 
                   
Financial: Miscellaneous 1.20%                  
                   
Hercules Offshore, Inc.   10.25%  4/1/2019   1,500    1,635,000 
Moody’s Corp.   4.50%  9/1/2022   5,514    5,881,574 
Moody’s Corp.   5.25%  7/15/2044   4,525    4,843,755 
NASDAQ OMX Group, Inc. (The)   4.25%  6/1/2024   7,975    8,181,871 
NASDAQ OMX Group, Inc. (The)   5.55%  1/15/2020   2,700    3,004,509 
Total                23,546,709 
                   
Food 1.57%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   3,178    3,285,257 
Cosan Luxembourg SA (Luxembourg)†(b)   5.00%  3/14/2023   2,550    2,467,125 
Diamond Foods, Inc.   7.00%  3/15/2019   1,015    1,044,181 
Flowers Foods, Inc.   4.375%  4/1/2022   6,900    7,360,810 
H.J. Heinz Finance Co.   7.125%  8/1/2039   325    358,313 
JBS Investments GmbH (Austria)†(b)   7.25%  4/3/2024   4,700    4,946,750 
Land O’Lakes Capital Trust I   7.45%  3/15/2028   2,700    2,821,500 
Shearer’s Foods LLC/Chip Finance Corp.   9.00%  11/1/2019   1,550    1,705,000 
Southern States Cooperative, Inc.   10.00%  8/15/2021   1,000    1,020,000 
US Foods, Inc.   8.50%  6/30/2019   5,321    5,677,507 
Total                30,686,443 
                   
Gaming 0.46%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   2,000    2,140,000 
Isle of Capri Casinos, Inc.   7.75%  3/15/2019   479    508,938 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gaming (continued)                  
                   
Mohegan Tribal Gaming Authority   11.00%  9/15/2018  $4,068   $4,090,882 
Pinnacle Entertainment, Inc.   8.75%  5/15/2020   2,150    2,316,625 
Total                9,056,445 
                   
Health Care 0.03%                  
                   
VWR Funding, Inc.   10.75%  6/30/2017   500    503,438 
                   
Health Care Products 0.26%                  
                   
Biomet, Inc.   6.50%  10/1/2020   1,985    2,121,469 
Immucor, Inc.   11.125%  8/15/2019   2,650    2,954,750 
Total                5,076,219 
                   
Health Care Services 1.33%                  
                   
DaVita HealthCare Partners, Inc.   6.625%  11/1/2020   1,500    1,587,188 
Dignity Health   4.50%  11/1/2042   1,250    1,195,499 
Emdeon, Inc.   11.00%  12/31/2019   1,070    1,213,113 
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022   8,755    9,674,275 
HCA Holdings, Inc.   7.75%  5/15/2021   500    546,250 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   3,500    3,718,750 
Omega Healthcare Investors, Inc.   4.95%  4/1/2024   1,968    2,042,764 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   1,933    2,039,315 
Senior Housing Properties Trust   6.75%  12/15/2021   3,500    4,091,342 
Total                26,108,496 
                   
Hospital Management 0.03%                  
                   
United Surgical Partners International, Inc.   9.00%  4/1/2020   500    548,750 
                   
Household Equipment/Products 0.26%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   4,500    4,713,750 
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(b)   4.25%  5/9/2020   375    360,469 
Total                5,074,219 
                   
Industrial Products 0.27%                  
                   
KOC Holding AS (Turkey)†(b)   3.50%  4/24/2020   1,000    965,282 
Mueller Water Products, Inc.   7.375%  6/1/2017   2,176    2,219,520 
PPL WW Holdings Ltd. (United Kingdom)†(b)   7.25%  12/15/2017   1,750    2,004,728 
Total                5,189,530 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 2.30%                  
                   
Aon Corp.   8.205%  1/1/2027  $6,500   $8,367,281 
CNO Financial Group, Inc.   6.375%  10/1/2020   3,387    3,641,025 
Protective Life Corp.   8.45%  10/15/2039   4,100    6,267,543 
Prudential Financial, Inc.   5.625%  6/15/2043   15,852    17,080,530 
Symetra Financial Corp.   4.25%  7/15/2024   4,950    5,033,967 
Trinity Acquisition plc (United Kingdom)(b)   4.625%  8/15/2023   3,201    3,382,275 
Willis North America, Inc.   7.00%  9/29/2019   989    1,164,690 
Total                44,937,311 
                   
Investment Management Companies 0.44%                  
                   
Ares Capital Corp.   4.875%  11/30/2018   4,000    4,240,088 
Nuveen Investments, Inc.   9.125%  10/15/2017   975    1,051,050 
Oaktree Capital Management LP   6.75%  12/2/2019   2,821    3,361,106 
Total                8,652,244 
                   
Leasing 0.56%                  
                   
Aviation Capital Group Corp.   6.75%  4/6/2021   5,750    6,546,542 
Aviation Capital Group Corp.   7.125%  10/15/2020   3,750    4,286,254 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   97    99,425 
Total                10,932,221 
                   
Leisure 1.01%                  
                   
Carnival plc (United Kingdom)   7.875%  6/1/2027   5,500    6,994,361 
Central Garden and Pet Co.   8.25%  3/1/2018   900    932,625 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   7,939    9,189,392 
Seneca Gaming Corp.   8.25%  12/1/2018   2,500    2,650,000 
Total                19,766,378 
                   
Lodging 1.08%                  
                   
Host Hotels & Resorts LP   5.25%  3/15/2022   5,425    6,041,806 
Host Hotels & Resorts LP   6.00%  10/1/2021   3,835    4,463,265 
Hyatt Hotels Corp.   6.875%  8/15/2019   5,804    6,711,688 
Marina District Finance Co., Inc.   9.875%  8/15/2018   1,450    1,531,562 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   2,450    2,382,625 
Total                21,130,946 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.66%                  
                   
Lorillard Tobacco Co.   6.875%  5/1/2020  $1,665   $1,978,523 
Lorillard Tobacco Co.   8.125%  6/23/2019   2,615    3,254,077 
Lorillard Tobacco Co.   8.125%  5/1/2040   3,200    4,443,626 
MHP SA (Ukraine)†(b)   8.25%  4/2/2020   3,825    3,251,250 
Total                12,927,476 
                   
Machinery: Industrial/Specialty 0.07%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019   1,300    1,449,500 
                   
Manufacturing 0.35%                  
                   
Hillenbrand, Inc.   5.50%  7/15/2020   5,250    5,748,498 
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022   900    1,003,500 
Total                6,751,998 
                   
Media 2.92%                  
                   
21st Century Fox America, Inc.   6.75%  1/9/2038   13,671    17,194,796 
Discovery Communications LLC   6.35%  6/1/2040   5,960    7,374,552 
Gannett Co., Inc.   7.125%  9/1/2018   1,000    1,038,125 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(b)   5.307%  5/11/2022   4,595    4,953,410 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   2,250    2,536,875 
Interpublic Group of Cos., Inc. (The)   4.00%  3/15/2022   6,425    6,631,834 
LIN Television Corp.   8.375%  4/15/2018   169    176,922 
NET Servicos de Comunicacao SA (Brazil)(b)   7.50%  1/27/2020   600    636,000 
Time Warner, Inc.   7.625%  4/15/2031   9,500    13,190,037 
Videotron Ltd (Canada)(b)   9.125%  4/15/2018   105    108,675 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%  7/15/2019   3,000    3,360,000 
Total                57,201,226 
                   
Merchandising 0.20%                  
                   
Kemet Corp.   10.50%  5/1/2018   3,750    3,956,250 
                   
Metals & Minerals: Miscellaneous 1.32%                  
                   
Barrick Gold Corp. (Canada)(b)   4.10%  5/1/2023   12,325    12,522,410 
Goldcorp, Inc. (Canada)(b)   5.45%  6/9/2044   2,500    2,683,985 
IAMGOLD Corp. (Canada)†(b)   6.75%  10/1/2020   1,250    1,143,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous (continued)                  
                   
New Gold, Inc. (Canada)†(b)   6.25%  11/15/2022  $2,000   $2,110,000 
New Gold, Inc. (Canada)†(b)   7.00%  4/15/2020   1,250    1,335,937 
Yamana Gold, Inc. (Canada)†(b)   4.95%  7/15/2024   5,960    6,104,453 
Total                25,900,535 
                   
Natural Gas 0.98%                  
                   
Fermaca Enterprises S de RL de CV (Mexico)†(b)   6.375%  3/30/2038   2,600    2,808,000 
GNL Quintero SA (Chile)†(b)   4.634%  7/31/2029   1,000    1,026,464 
Kinder Morgan, Inc.   7.75%  1/15/2032   2,500    3,143,750 
Kinder Morgan, Inc.   7.80%  8/1/2031   2,350    2,925,750 
SourceGas LLC   5.90%  4/1/2017   4,150    4,370,543 
Southern Star Central Gas Pipeline, Inc.   6.00%  6/1/2016   2,000    2,129,576 
Tennessee Gas Pipeline Co.   8.375%  6/15/2032   2,000    2,761,380 
Total                19,165,463 
                   
Oil 3.42%                  
                   
Afren plc (United Kingdom)†(b)   6.625%  12/9/2020   1,000    957,700 
Afren plc (United Kingdom)†(b)   10.25%  4/8/2019   2,100    2,220,750 
Canadian Oil Sands Ltd. (Canada)†(b)   7.90%  9/1/2021   1,250    1,597,335 
Chaparral Energy, Inc.   8.25%  9/1/2021   2,917    3,161,299 
Continental Resources, Inc.   7.125%  4/1/2021   975    1,094,428 
DCP Midstream LLC   5.85%  5/21/2043   5,000    4,875,000 
DCP Midstream LLC   9.75%  3/15/2019   5,000    6,476,740 
Delek & Avner Tamar Bond Ltd. (Israel)†(b)   5.082%  12/30/2023   772    781,713 
Energy XXI Gulf Coast, Inc.   6.875%  3/15/2024   2,335    2,381,700 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   1,900    1,995,000 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(b)   7.50%  2/11/2020   2,100    2,289,000 
Gulfport Energy Corp.   7.75%  11/1/2020   2,385    2,575,800 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   2,525    2,733,312 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   1,000    1,060,000 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   2,500    2,762,500 
MEG Energy Corp. (Canada)†(b)   6.375%  1/30/2023   2,594    2,762,610 
MEG Energy Corp. (Canada)†(b)   6.50%  3/15/2021   2,850    3,021,000 
Memorial Resource Development Corp.   5.875%  7/1/2022   1,144    1,164,020 
Petroleos de Venezuela SA (Venezuela)(b)   5.25%  4/12/2017   750    601,500 
Petroleos de Venezuela SA (Venezuela)†(b)   8.50%  11/2/2017   1,427    1,282,160 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(b)   9.75%  8/14/2019   1,000    1,265,500 
Pioneer Energy Services Corp.   6.125%  3/15/2022   2,250    2,295,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Rice Energy, Inc.   6.25%  5/1/2022  $2,385   $2,450,587 
SEACOR Holdings, Inc.   7.375%  10/1/2019   2,637    2,940,255 
Seadrill Ltd.   6.625%  9/15/2020   2,000    1,982,500 
Seven Generations Energy Ltd. (Canada)†(b)   8.25%  5/15/2020   2,000    2,210,000 
Seventy Seven Energy, Inc.   6.50%  7/15/2022   1,095    1,133,325 
Valero Energy Corp.   10.50%  3/15/2039   4,000    6,798,812 
Total                66,869,546 
                   
Oil: Crude Producers 4.38%                  
                   
Alberta Energy Co., Ltd. (Canada)(b)   8.125%  9/15/2030   4,965    7,073,879 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   6.125%  3/1/2022   1,500    1,560,000 
Enbridge Energy Partners LP   8.05%  10/1/2037   5,000    5,650,000 
Enterprise Products Operating LLC   7.55%  4/15/2038   4,225    6,006,070 
Forest Oil Corp.   7.25%  6/15/2019   1,500    1,449,375 
Kerr-McGee Corp.   7.125%  10/15/2027   3,100    4,107,351 
Kerr-McGee Corp.   7.875%  9/15/2031   2,265    3,236,882 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019   5,000    5,687,500 
Murphy Oil Corp.   3.70%  12/1/2022   3,115    3,138,668 
OGX Austria GmbH (Austria)†(b)(f)   8.50%  6/1/2018   1,800    76,500 
Plains Exploration & Production Co.   6.625%  5/1/2021   1,500    1,666,875 
Plains Exploration & Production Co.   6.75%  2/1/2022   8,408    9,564,100 
Plains Exploration & Production Co.   8.625%  10/15/2019   2,500    2,634,375 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%  9/1/2020   3,500    3,780,000 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   1,894    2,045,520 
Ruby Pipeline LLC   6.00%  4/1/2022   9,200    10,486,187 
Sabine Pass Liquefaction LLC   6.25%  3/15/2022   6,000    6,517,500 
Southeast Supply Header LLC   4.25%  6/15/2024   6,450    6,669,887 
Southern Star Central Corp.   5.125%  7/15/2022   2,000    2,030,000 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.   7.875%  10/15/2018   850    888,781 
W&T Offshore, Inc.   8.50%  6/15/2019   1,350    1,451,250 
Total                85,720,700 
                   
Oil: Integrated Domestic 2.43%                  
                   
Carrizo Oil & Gas, Inc.   8.625%  10/15/2018   2,500    2,626,563 
El Paso Pipeline Partners Operating Co. LLC   7.50%  11/15/2040   5,486    7,286,494 
Enterprise Products Operating LLC(g)   8.375%  8/1/2066   8,000    8,939,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic (continued)                  
                   
Hess Corp.   7.125%  3/15/2033  $1,650   $2,242,985 
Kinder Morgan Energy Partners LP   6.95%  1/15/2038   7,360    9,063,281 
Kinder Morgan Energy Partners LP   7.30%  8/15/2033   600    750,414 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   1,583    1,983,668 
Newfield Exploration Co.   6.875%  2/1/2020   2,500    2,637,500 
Newfield Exploration Co.   7.125%  5/15/2018   2,000    2,062,500 
Rowan Cos., Inc.   7.875%  8/1/2019   8,000    9,848,216 
Total                47,440,621 
                   
Oil: Integrated International 1.95%                  
                   
ENI SpA (Italy)†(b)   5.70%  10/1/2040   9,705    11,149,657 
Transocean, Inc.   6.375%  12/15/2021   11,700    13,261,646 
Weatherford International Ltd.   9.875%  3/1/2039   7,150    11,350,067 
YPF SA (Argentina)†(b)   8.75%  4/4/2024   2,330    2,429,025 
Total                38,190,395 
                   
Paper & Forest Products 0.86%                  
                   
Exopack Holding Corp.   10.00%  6/1/2018   1,750    1,887,812 
Georgia-Pacific LLC   8.875%  5/15/2031   8,475    12,984,107 
Potlatch Corp.   7.50%  11/1/2019   1,740    2,018,400 
Total                16,890,319 
                   
Railroads 0.30%                  
                   
Anadarko Holding Co.   7.95%  4/15/2029   4,307    5,953,635 
                   
Real Estate Investment Trusts 3.15%                  
                   
Alexandria Real Estate Equities, Inc.   4.50%  7/30/2029   2,600    2,687,573 
American Tower Corp.   4.70%  3/15/2022   6,117    6,569,909 
CBRE Services, Inc.   6.625%  10/15/2020   2,475    2,617,313 
China South City Holdings Ltd. (Hong Kong)(b)   8.25%  1/29/2019   1,000    1,034,400 
Country Garden Holdings Co. Ltd. (China)†(b)   11.125%  2/23/2018   450    489,375 
Digital Realty Trust LP   5.875%  2/1/2020   3,500    3,924,861 
EPR Properties   5.25%  7/15/2023   3,013    3,228,460 
EPR Properties   7.75%  7/15/2020   8,000    9,769,504 
Goodman Funding Pty Ltd. (Australia)†(b)   6.375%  11/12/2020   5,444    6,376,105 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   3,225    3,649,423 
Hospitality Properties Trust   4.65%  3/15/2024   2,000    2,088,410 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                  
                   
Iron Mountain, Inc.   8.375%  8/15/2021  $3,850   $4,023,250 
Kilroy Realty LP   6.625%  6/1/2020   5,000    5,926,490 
Potlatch Corp.   6.95%  12/15/2015   500    539,063 
SL Green Realty Corp./SL Green Operating Partnership/Reckson Operating Part   4.50%  12/1/2022   283    289,871 
Vornado Realty LP   5.00%  1/15/2022   5,300    5,844,601 
Weyerhaeuser Co.   8.50%  1/15/2025   1,875    2,554,363 
Total                61,612,971 
                   
Retail 1.81%                  
                   
Academy Ltd./Academy Finance Corp.   9.25%  8/1/2019   100    107,750 
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%  5/1/2019   4,650    4,557,000 
DBP Holding Corp.   7.75%  10/15/2020   1,025    978,875 
Family Dollar Stores, Inc.   5.00%  2/1/2021   1,375    1,437,774 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   1,511    1,552,553 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   3,250    3,315,000 
Party City Holdings, Inc.   8.875%  8/1/2020   1,750    1,938,125 
PETCO Holdings, Inc. PIK   8.50%  10/15/2017   2,190    2,252,962 
QVC, Inc.   5.125%  7/2/2022   2,125    2,284,983 
QVC, Inc.   7.375%  10/15/2020   13,000    13,899,548 
QVC, Inc.   7.50%  10/1/2019   3,000    3,131,640 
Total                35,456,210 
                   
Savings & Loan 0.31%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   5,263    6,085,438 
                   
Specialty Materials 0.10%                  
                   
Interline Brands, Inc. PIK   10.00%  11/15/2018   1,900    2,018,750 
                   
Steel 1.06%                  
                   
Allegheny Technologies, Inc.   5.875%  8/15/2023   3,425    3,784,337 
Allegheny Technologies, Inc.   9.375%  6/1/2019   6,325    7,780,003 
GTL Trade Finance, Inc.   7.25%  4/16/2044   1,000    1,061,250 
Vale Overseas Ltd. (Brazil)(b)   6.875%  11/10/2039   4,000    4,801,160 
Valmont Industries, Inc.   6.625%  4/20/2020   2,775    3,301,870 
Total                20,728,620 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Technology 0.29%                  
                   
DynCorp International, Inc.   10.375%  7/1/2017  $2,350   $2,238,375 
VeriSign, Inc.   4.625%  5/1/2023   3,550    3,505,625 
Total                5,744,000 
                   
Telecommunications 4.75%                  
                   
Altice Financing SA (Luxembourg)†(b)   6.50%  1/15/2022   2,700    2,848,500 
Block Communications, Inc.   7.25%  2/1/2020   500    527,500 
Cincinnati Bell, Inc.   8.75%  3/15/2018   3,250    3,408,437 
Consolidated Communications Finance Co.   10.875%  6/1/2020   3,600    4,171,500 
Digicel Group Ltd. (Jamaica)†(b)   7.125%  4/1/2022   1,750    1,820,000 
ENTEL Chile SA (Chile)†(b)   4.75%  8/1/2026   1,500    1,528,998 
GTE Corp.   6.94%  4/15/2028   34,198    42,622,541 
GTE Corp.   8.75%  11/1/2021   905    1,202,830 
Intelsat Jackson Holdings SA (Luxembourg)(b)   8.50%  11/1/2019   1,500    1,578,750 
Level 3 Communications, Inc.   11.875%  2/1/2019   750    824,063 
MetroPCS Wireless, Inc.   7.875%  9/1/2018   5,450    5,690,481 
Millicom International Cellular SA (Luxembourg)†(b)   4.75%  5/22/2020   3,075    3,082,688 
MTS International Funding Ltd. (Ireland)†(b)   8.625%  6/22/2020   600    681,960 
Orange SA (France)(b)   9.00%  3/1/2031   2,545    3,896,568 
Telefonica Celular del Paraguay SA (Paraguay)†(b)   6.75%  12/13/2022   1,700    1,831,750 
Turk Telekomunikasyon AS (Turkey)†(b)   4.875%  6/19/2024   3,660    3,632,550 
U.S. Cellular Corp.   6.70%  12/15/2033   5,882    5,898,252 
Verizon Communications, Inc.   5.85%  9/15/2035   5,955    7,080,179 
Windstream Corp.   8.125%  9/1/2018   500    522,375 
Total                92,849,922 
                   
Telephone-Long Distance 0.16%                  
                   
Qwest Capital Funding, Inc.   6.875%  7/15/2028   3,005    3,095,150 
                   
Tobacco 0.70%                  
                   
Altria Group, Inc.   9.95%  11/10/2038   8,075    13,758,912 
                   
Transportation: Miscellaneous 0.56%                  
                   
Air Medical Group Holdings, Inc.   9.25%  11/1/2018   222    234,488 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017   3,175    3,345,656 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(b)   5.875%  8/12/2020   1,350    1,448,010 
Viterra, Inc. (Canada)†(b)   5.95%  8/1/2020   5,250    5,961,485 
Total                10,989,639 
                   
Utilities 0.86%                  
                   
Aquarion Co.   4.00%  8/15/2024   6,500    6,463,184 
El Paso Electric Co.   6.00%  5/15/2035   1,075    1,309,290 
Williams Cos., Inc. (The)   8.75%  3/15/2032   6,890    8,964,848 
Total                16,737,322 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities: Electrical 0.16%                  
                   
Puget Sound Energy, Inc.(h)   6.974%  6/1/2067  $3,000   $3,157,362 
Total Corporate Bonds (cost $1,405,863,879)                1,477,053,941 
                   
FLOATING RATE LOANS(i) 1.62%                  
                   
Energy Equipment & Services 0.07%                  
                   
Crestwood Holdings LLC Term Loan B1   7.00%  6/19/2019   1,392    1,419,246 
                   
Financial Services 0.11%                  
                   
Nuveen Investments, Inc. Tranche B 2nd Lien Term Loan   6.50%  2/28/2019   2,153    2,162,861 
                   
Food 0.02%                  
                   
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   324    334,184 
                   
Gaming 0.31%                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020   2,220    2,217,556 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   3,885    3,878,199 
Total                6,095,755 
                   
Health Care 0.17%                  
                   
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   357    359,041 
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%  1/28/2022   2,769    2,751,694 
Total                3,314,788 
                   
Metals & Minerals: Miscellaneous 0.17%                  
                   
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%  5/16/2022   3,250    3,282,500 
                   
Services 0.38%                  
                   
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%  7/25/2022   1,500    1,506,720 
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   765    791,966 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%  12/17/2021   1,150    1,156,227 
Kasima LLC Term Loan   3.25%  5/17/2021   2,000    1,990,000 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   2,000    2,007,510 
Total                7,452,423 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications 0.15%                  
                   
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020  $3,000   $3,004,515 
                   
Utilities 0.24%                  
                   
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   1,293    1,328,558 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   2,150    2,209,125 
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017   1,152    1,174,782 
Total                4,712,465 
Total Floating Rate Loans (cost $31,598,051)                31,778,737 
                   
FOREIGN BONDS(d) 1.14%                  
                   
Brazil 0.05%                  
                   
BRF SA   7.75%  5/22/2018  BRL2,500    982,801 
                   
France 0.02%                  
                   
Europcar Groupe SA   9.375%  4/15/2018  EUR275    384,852 
                   
Italy 0.01%                  
                   
Zobele Holding SpA   7.875%  2/1/2018  EUR200    276,586 
                   
Luxembourg 0.14%                  
                   
Mobile Challenger Intermediate Group SA PIK   8.75%  3/15/2019  CHF500    558,929 
Sunrise Communications International SA   7.00%  12/31/2017  EUR1,500    2,071,935 
Total                2,630,864 
                   
Mexico 0.12%                  
                   
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%  6/10/2028  MXN31,250    2,334,690 
                   
United Kingdom 0.80%                  
                   
Old Mutual plc   8.00%  6/3/2021  GBP5,000    9,649,401 
R&R Ice Cream plc   5.50%  5/15/2020  GBP584    957,467 
R&R Ice Cream plc PIK   9.25%  5/15/2018  EUR1,750    2,360,347 
Virgin Media Finance plc   8.875%  10/15/2019  GBP1,500    2,620,963 
Total                15,588,178 
Total Foreign Bonds (cost $21,571,318)                22,197,971 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN GOVERNMENT OBLIGATIONS(b) 0.53%                  
                   
Argentina 0.04%                  
                   
City of Buenos Aires   9.95%  3/1/2017  $500   $488,000 
Provincia de Neuquen   7.875%  4/26/2021   164    162,360 
Republic of Argentina(f)   8.28%  12/31/2033   210    169,296 
Total                819,656 
                   
Brazil 0.11%                  
                   
Federal Republic of Brazil   5.333%  2/15/2028   2,000    2,050,000 
                   
Dominican Republic 0.05%                  
                   
Dominican Republic   7.50%  5/6/2021   900    1,041,750 
                   
Ghana 0.14%                  
                   
Republic of Ghana   7.875%  8/7/2023   2,900    2,823,875 
                   
Indonesia 0.11%                  
                   
Perusahaan Penerbit SBSN   3.30%  11/21/2022   1,200    1,143,000 
Perusahaan Penerbit SBSN   4.00%  11/21/2018   900    932,625 
Total                2,075,625 
                   
Panama 0.02%                  
                   
Republic of Panama   4.30%  4/29/2053   375    344,063 
                   
Russia 0.04%                  
                   
Russia Eurobonds   4.875%  9/16/2023   800    788,960 
                   
Venezuela 0.02%                  
                   
Republic of Venezuela   9.375%  1/13/2034   450    343,125 
Total Foreign Government Obligations (cost $10,432,809)                10,287,054 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.07%    
     
Federal Home Loan Mortgage Corp. 73 G IO   1095.35%(j)  10/15/2020   (k)   2,215 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) 
     
Federal Home Loan Mortgage Corp. 141 A PO   Zero Coupon   7/1/2022  $7   $7,075 
Federal Home Loan Mortgage Corp. 181 F IO   494.14%(j)  8/15/2021   1    3,965 
Federal Home Loan Mortgage Corp. 1020 S IO   900.95%(j)  12/15/2020   (k)   1,387 
Federal Home Loan Mortgage Corp. 1032 O IO   544.714%(j)  12/15/2020   (k)   2,070 
Federal Home Loan Mortgage Corp. 1046 I IO   1009.00%(j)  2/15/2021   (k)   1,334 
Federal Home Loan Mortgage Corp. 1049 N IO   1010.50%(j)  2/15/2021   (k)   1,515 
Federal Home Loan Mortgage Corp. 1058 I IO   1008.50%(j)  4/15/2021   (k)   730 
Federal Home Loan Mortgage Corp. 1059 U IO   409.00%(j)  4/15/2021   (k)   1,181 
Federal Home Loan Mortgage Corp. 1066 S IO   1195.607%(j)  4/15/2021   (k)   3,873 
Federal Home Loan Mortgage Corp. 1082 D IO   1007.78%(j)  5/15/2021   (k)   5,732 
Federal Home Loan Mortgage Corp. 1095 A PO   Zero Coupon   6/15/2021   12    11,835 
Federal Home Loan Mortgage Corp. 1137 M IO   1185.497%(j)  9/15/2021   (k)   1,831 
Federal Home Loan Mortgage Corp. 1148 F PO   Zero Coupon   10/15/2021   20    19,785 
Federal Home Loan Mortgage Corp. 1180 G IO   1008.40%(j)  11/15/2021   (k)   844 
Federal Home Loan Mortgage Corp. 1200 IB IO   1007.00%(j)  2/15/2022   (k)   351 
Federal Home Loan Mortgage Corp. 1241 X IO   982.654%(j)  4/15/2022   (k)   469 
Federal Home Loan Mortgage Corp. 1363 B PO   Zero Coupon   8/15/2022   48    46,321 
Federal Home Loan Mortgage Corp. 1372 C PO   Zero Coupon   9/15/2022   21    20,427 
Federal National Mortgage Assoc. 94 2 IO   9.50%(j)  8/25/2021   5    1,038 
Federal National Mortgage Assoc. 133 1 PO   Zero Coupon   4/25/2022   3    2,461 
Federal National Mortgage Assoc. 1991-158 E IO   1008.00%(j)  12/25/2021   (k)   1,069 
Government National Mortgage Assoc. 2013-48 IO   0.617%#  7/16/2054   21,467    1,210,342 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $1,344,054)    1,347,850 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 5.40%         
          
Federal National Mortgage Assoc. (l)   3.50%  TBA   54,490    55,990,057 
Federal National Mortgage Assoc.(l)    4.00%  TBA   12,210    12,901,110 
Federal National Mortgage Assoc.(l)    4.50%  TBA   4,500    4,849,541 
Government National Mortgage Assoc.(l)    4.00%  TBA   29,960    31,930,808 
Total Government Sponsored Enterprises Pass-Throughs (cost $105,257,353)        105,671,516 
           
MUNICIPAL BONDS 3.63%                  
                   
Education 0.07%                  
                   
Univ of California Bd of Regs   6.27%  5/15/2031   1,300    1,456,026 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric Revenue Bonds 0.44%                  
                   
American Municipal Power, Inc.   7.334%  2/15/2028  $1,100   $1,405,745 
American Municipal Power, Inc.   7.834%  2/15/2041   5,000    7,290,650 
Total                8,696,395 
                   
Miscellaneous 1.65%                  
                   
Chicago, IL   6.845%  1/1/2038   4,750    5,345,982 
Dallas Convention Center Hotel   7.088%  1/1/2042   2,750    3,576,403 
Los Angeles Cnty, CA   7.488%  8/1/2033   850    1,141,066 
Miami Dade Cnty, FL   6.91%  7/1/2039   3,065    3,469,151 
New York City Indus Dev Agy   11.00%  3/1/2029   8,489    12,151,409 
San Diego Cnty Regl Arpt Auth   6.628%  7/1/2040   6,000    6,630,540 
Total                32,314,551 
                   
Power 0.33%                  
                   
Guam Pwr Auth   7.50%  10/1/2015   1,035    1,038,302 
Los Angeles Dept Wtr & Pwr, CA   7.003%  7/1/2041   1,000    1,164,750 
Municipal Elec Auth of Georgia   7.055%  4/1/2057   3,650    4,189,689 
Total                6,392,741 
                   
Toll Roads 0.78%                  
                   
Metropolitan Washington Arpt   7.462%  10/1/2046   3,300    4,549,545 
Metropolitan Washington Arpt   8.00%  10/1/2047   1,120    1,546,485 
North Texas Tollway Auth   8.41%  2/1/2030   1,345    1,590,543 
North Texas Tollway Auth   8.91%  2/1/2030   6,250    7,533,062 
Total                15,219,635 
                   
Transportation 0.16%                  
                   
Clark Cnty, NV   6.881%  7/1/2042   2,750    3,045,982 
                   
Water/Sewer 0.20%                  
                   
Chicago, IL   6.742%  11/1/2040   3,000    3,941,130 
Total Municipal Bonds (cost $66,823,466)                71,066,460 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.94%         
          
Banc of America Commercial Mortgage Trust 2007-2 AM   5.791%#  4/10/2049   8,245    9,034,331 
Banc of America Large Loan, Inc. 2009-FDG C   7.524%  1/25/2042   1,325    1,493,650 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%  3/10/2031  $5,100   $4,949,575 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.097%#  9/15/2039   1,300    1,428,250 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(b)    2.184%#  10/18/2054   1,250    1,267,090 
Granite Master Issuer plc 2006-3 A4 (United Kingdom)(b)    0.236%#  12/20/2054   510    505,677 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%  3/10/2039   1,050    1,066,095 
GS Mortgage Securities Corp. II 2013-KING B   3.241%  12/10/2027   2,500    2,566,485 
GS Mortgage Securities Trust II 2013-GC12 XA(m)    1.921%#  6/10/2046   29,525    2,902,979 
GS Mortgage Securities Trust II 2013-GC12 XB   0.684%#  6/10/2046   47,400    2,047,348 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.71%#  3/18/2051   3,810    4,046,944 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%  6/15/2045   1,472    1,531,061 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%  2/15/2047   721    752,838 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA   1.45%#  4/15/2047   6,821    427,794 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB   0.441%#  4/15/2047   1,896    53,097 
Merrill Lynch Mortgage Investors, Inc. 2006-AF2 AF1   6.25%  10/25/2036   2,041    1,854,021 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%  7/27/2036   535    522,930 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%#  6/27/2037   904    888,565 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,296    1,195,929 
Sequoia Mortgage Trust 2012-6 A2   1.808%  12/25/2042   1,554    1,434,613 
Sequoia Mortgage Trust 2013-2 A1   1.874%  2/25/2043   3,004    2,759,838 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   1,970    1,974,096 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   1,774    1,907,346 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%  10/15/2048   3,360    3,635,150 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.438%#  7/15/2046   2,256    2,098,575 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   1,752    1,763,519 
WF-RBS Commercial Mortgage Trust 2014-C20 A3   3.635%  5/15/2047   2,087    2,177,463 
WF-RBS Commercial Mortgage Trust 2014-C20 XA   1.41%#  5/15/2047   13,524    1,070,985 
WF-RBS Commercial Mortgage Trust 2014-C20 XB   0.734%#  5/15/2047   2,617    135,924 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $57,187,219)     57,492,168 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments   Dividend
Rate
       Shares
(000)
    Fair
Value
 
PREFERRED STOCK 0.16%                  
                   
Utilities                  
                   
SCE Trust III
(cost $2,990,000)
   5.75%     120   $3,178,968 
Total Long-Term Investments (cost $1,883,421,466)                1,960,626,276 
                   
    Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
      
SHORT-TERM INVESTMENTS 4.07%                  
                   
COMMERCIAL PAPER 0.69%                  
                   
Aerospace/Defense 0.08%                  
                   
Textron, Inc.   Zero Coupon   9/23/2014  $1,500    1,499,501 
                   
Energy Equipment & Services 0.36%                  
                   
Talisman Energy, Inc.   Zero Coupon   9/11/2014   3,000    2,999,475 
Talisman Energy, Inc.   Zero Coupon   9/5/2014   4,000    3,999,766 
Total                6,999,241 
                   
Railroads 0.10%                  
                   
Kansas City Southern Railway   Zero Coupon   9/11/2014   2,000    1,999,750 
                   
Utilities 0.10%                  
                   
Hawaiian Electric Co.   Zero Coupon   9/12/2014   2,000    1,999,678 
                   
Utilities: Miscellaneous 0.05%                  
                   
Entergy Corp.   Zero Coupon   10/3/2014   1,000    999,251 
Total Commercial Paper (cost $13,497,177)                13,497,421 
                   
CORPORATE BOND 0.03%                  
                   
Leasing                  
                   
International Lease Finance Corp.
(cost $500,000)
   6.50%  9/1/2014   500    500,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FLOATING RATE LOAN(i) 0.08%                  
                   
Telecommunications                  
                   
Consolidated Communications, Inc. Bridge Term Loan
(cost $1,500,000)
      1/30/2015  $1,500   $1,500,000 
                   
REPURCHASE AGREEMENT 3.27%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $66,135,000 of U.S. Treasury Note at 0.50% due 7/31/2017; value: $65,308,313; proceeds: $64,023,659
(cost $64,023,659)
           64,024    64,023,659 
Total Short-Term Investments (cost $79,520,836)                79,521,080 
Total Investments in Securities 104.30% (cost $1,962,942,302)                2,040,147,356 
Liabilities in Excess of Other Assets(n) (4.30%)                (84,153,016)
Net Assets 100.00%               $1,955,994,340 

 

 
BRL Brazilian real.
CHF Swiss franc.
EUR euro.
GBP British pound.
MXN Mexican peso.
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 August 31, 2014.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(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) Security has been fully or partially segregated for open reverse repurchase agreements as of August 31, 2014 (See Note 2(j)).
(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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

(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 August 31, 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) Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2014.
(n) Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts, total return swap and reverse repurchase agreement as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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  9/10/2014  57,225,000  $6,499,148  $6,746,984  $247,836 
Argentine peso  Buy  J.P. Morgan  9/10/2014  815,000   93,410   96,091   2,681 
Argentine peso  Buy  J.P. Morgan  10/10/2014  1,350,000   152,370   153,025   655 
Argentine peso  Buy  J.P. Morgan  10/10/2014  23,600,000   2,663,657   2,675,108   11,451 
Brazilian real  Buy  Barclays Bank plc  11/12/2014  310,000   133,223   135,823   2,600 
Brazilian real  Buy  J.P. Morgan  9/10/2014  11,850,000   5,041,481   5,282,903   241,422 
Brazilian real  Buy  J.P. Morgan  11/12/2014  14,135,000   6,046,800   6,193,124   146,324 
Brazilian real  Buy  Morgan Stanley  10/10/2014  215,000   94,526   95,036   510 
Brazilian real  Buy  Morgan Stanley  10/10/2014  9,425,000   4,098,895   4,166,105   67,210 
Brazilian real  Buy  Morgan Stanley  11/12/2014  450,000   193,324   197,163   3,839 
Indian rupee  Buy  J.P. Morgan  9/10/2014  113,200,000   1,859,670   1,863,374   3,704 
Indian rupee  Buy  J.P. Morgan  11/12/2014  517,500,000   8,297,258   8,441,400   144,142 
Indonesian rupiah  Buy  J.P. Morgan  10/10/2014  13,700,000,000   1,148,173   1,160,668   12,495 
Indonesian rupiah  Buy  J.P. Morgan  11/12/2014  61,300,000,000   5,109,185   5,164,497   55,312 
Indonesian rupiah  Buy  Morgan Stanley  10/10/2014  1,600,000,000   134,165   135,552   1,387 
Indonesian rupiah  Buy  Morgan Stanley  10/10/2014  9,700,000,000   801,785   821,787   20,002 
Malaysian ringgit  Buy  Barclays Bank plc  11/12/2014  9,810,000   3,043,937   3,085,022   41,085 
Malaysian ringgit  Buy  J.P. Morgan  10/10/2014  8,400,000   2,615,926   2,646,680   30,754 
Mexican peso  Buy  Deutsche Bank AG  9/10/2014  2,215,000   168,250   169,305   1,055 
Mexican peso  Buy  Goldman Sachs  11/12/2014  1,780,000   134,810   135,509   699 
Mexican peso  Buy  J.P. Morgan  10/10/2014  1,505,000   114,235   114,807   572 
Mexican peso  Buy  J.P. Morgan  11/12/2014  96,470,000   7,243,689   7,344,144   100,455 
Philippine peso  Buy  Barclays Bank plc  10/10/2014  26,300,000   601,404   602,141   737 
Philippine peso  Buy  Barclays Bank plc  11/12/2014  227,000,000   5,142,961   5,195,923   52,962 
Philippine peso  Buy  Barclays Bank plc  11/12/2014  8,500,000   194,184   194,561   377 
Philippine peso  Buy  J.P. Morgan  9/10/2014  244,500,000   5,590,488   5,605,227   14,739 
Philippine peso  Buy  J.P. Morgan  9/10/2014  4,100,000   93,435   93,994   559 
Philippine peso  Buy  J.P. Morgan  11/12/2014  4,500,000   102,909   103,003   94 
Philippine peso  Buy  J.P. Morgan  11/12/2014  4,200,000   95,707   96,136   429 
South African rand  Buy  Deutsche Bank AG  10/10/2014  12,030,000   1,106,866   1,121,083   14,217 
South African rand  Buy  Deutsche Bank AG  10/10/2014  21,950,000   2,028,824   2,045,533   16,709 
South African rand  Buy  Deutsche Bank AG  11/12/2014  30,130,000   2,780,090   2,792,201   12,111 
South African rand  Buy  Deutsche Bank AG  11/12/2014  1,665,000   153,764   154,299   535 
South African rand  Buy  Goldman Sachs  10/10/2014  2,250,000   207,982   209,679   1,697 
South African rand  Buy  UBS AG  9/10/2014  67,400,000   6,271,867   6,311,872   40,005 
South African rand  Buy  UBS AG  10/10/2014  6,200,000   571,426   577,782   6,356 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 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
 
South Korean won  Buy  Bank of America  9/11/2014  2,880,000,000  $2,799,977  $2,838,480  $38,503 
South Korean won  Buy  Barclays Bank plc  11/12/2014  4,155,000,000   4,001,348   4,080,951   79,603 
South Korean won  Buy  J.P. Morgan  10/10/2014  155,000,000   150,427   152,421   1,994 
South Korean won  Buy  J.P. Morgan  11/12/2014  235,000,000   229,710   230,812   1,102 
Thai baht  Buy  Bank of America  9/10/2014  4,200,000   128,993   131,453   2,460 
Thai baht  Buy  Bank of America  11/12/2014  3,700,000   115,373   115,458   85 
Thai baht  Buy  J.P. Morgan  9/10/2014  267,800,000   8,200,386   8,381,685   181,299 
Thai baht  Buy  Morgan Stanley  10/10/2014  12,100,000   375,660   378,167   2,507 
Thai baht  Buy  Morgan Stanley  10/10/2014  6,100,000   189,323   190,646   1,323 
Turkish lira  Buy  Deutsche Bank AG  11/12/2014  2,355,000   1,069,477   1,072,884   3,407 
Turkish lira  Buy  Deutsche Bank AG  11/12/2014  4,265,000   1,927,391   1,943,036   15,645 
Turkish lira  Buy  J.P. Morgan  11/12/2014  170,000   76,776   77,448   672 
British pound  Sell  Bank of America  10/17/2014  1,080,000   1,842,994   1,792,327   50,667 
British pound  Sell  Bank of America  10/17/2014  540,000   905,397   896,163   9,234 
British pound  Sell  Goldman Sachs  10/17/2014  1,825,000   3,129,643   3,028,700   100,943 
British pound  Sell  J.P. Morgan  9/11/2014  5,740,000   9,632,238   9,528,667   103,571 
Canadian dollar  Sell  Bank of America  10/7/2014  790,000   738,818   725,985   12,833 
Canadian dollar  Sell  Bank of America  10/7/2014  7,000   6,505   6,433   72 
euro  Sell  Bank of America  10/10/2014  2,665,000   3,628,648   3,502,437   126,211 
euro  Sell  Bank of America  11/13/2014  220,000   295,649   289,204   6,445 
euro  Sell  J.P. Morgan  11/12/2014  1,480,000   1,962,158   1,945,538   16,620 
euro  Sell  J.P. Morgan  11/13/2014  580,000   776,641   762,447   14,194 
euro  Sell  J.P. Morgan  11/13/2014  535,000  714,907  703,291  11,616 
euro  Sell  Morgan Stanley  10/17/2014  2,300,000   3,127,419   3,022,892   104,527 
Hungarian forint  Sell  J.P. Morgan  9/10/2014  645,000,000   2,805,779   2,691,000   114,779 
Hungarian forint  Sell  J.P. Morgan  9/10/2014  26,110,000   114,061   108,933   5,128 
Russian ruble  Sell  J.P. Morgan  9/10/2014  126,900,000   3,570,122   3,421,982   148,140 
Swiss franc  Sell  UBS AG  11/19/2014  525,000   580,211   572,327   7,884 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts          2,459,181 
                          
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  Barclays Bank plc  11/12/2014  1,200,000   134,078   130,508   (3,570)
Argentine peso  Buy  J.P. Morgan  10/10/2014  6,100,000   695,950   691,447   (4,503)
Argentine peso  Buy  J.P. Morgan  11/12/2014  22,435,000   2,484,221   2,439,966   (44,255)
Argentine peso  Buy  J.P. Morgan  11/12/2014  1,425,000   156,938   154,979   (1,959)
British pound  Buy  J.P. Morgan  10/17/2014  513,500   871,541   852,185   (19,356)
British pound  Buy  J.P. Morgan  10/17/2014  660,000   1,096,209   1,095,311   (898)
Canadian dollar  Buy  Bank of America  10/7/2014  797,000   740,479   732,418   (8,061)
Chilean peso  Buy  J.P. Morgan  10/10/2014  65,000,000   114,833   110,396   (4,437)
Chilean peso  Buy  J.P. Morgan  10/10/2014  87,500,000   152,399   148,611   (3,788)
Chilean peso  Buy  J.P. Morgan  11/12/2014  1,550,000,000   2,662,315   2,625,390   (36,925)
Chilean peso  Buy  J.P. Morgan  11/12/2014  80,000,000   137,891   135,504   (2,387)
Chilean peso  Buy  J.P. Morgan  11/12/2014  113,725,000   193,987   192,627   (1,360)
Chilean peso  Buy  Morgan Stanley  10/10/2014  595,000,000   1,060,549   1,010,551   (49,998)
Chilean peso  Buy  UBS AG  9/10/2014  4,860,000,000   8,705,777   8,277,178   (428,599)
Colombian peso  Buy  Barclays Bank plc  11/12/2014  145,000,000   76,094   74,915   (1,179)
Colombian peso  Buy  Morgan Stanley  10/10/2014  320,000,000   170,332   165,883   (4,449)
Colombian peso  Buy  UBS AG  9/10/2014  4,665,000,000   2,436,922   2,426,699   (10,223)
Colombian peso  Buy  UBS AG  11/12/2014  10,100,000,000   5,294,889   5,218,249   (76,640)
euro  Buy  J.P. Morgan  10/10/2014  1,850,000   2,498,911   2,431,336   (67,575)
Hungarian forint  Buy  Barclays Bank plc  10/10/2014  425,000,000   1,861,776   1,771,581   (90,195)
Hungarian forint  Buy  Barclays Bank plc  10/10/2014  425,000,000   1,861,914   1,771,581   (90,333)
Hungarian forint  Buy  Barclays Bank plc  11/12/2014  60,000,000   252,203   249,843   (2,360)
Hungarian forint  Buy  Deutsche Bank AG  10/10/2014  35,600,000   152,581   148,396   (4,185)
Hungarian forint  Buy  Goldman Sachs  9/10/2014  2,152,500,000   9,663,438   8,980,429   (683,009)
Hungarian forint  Buy  Goldman Sachs  11/12/2014  912,000,000   3,851,620   3,797,611   (54,009)
Hungarian forint  Buy  J.P. Morgan  10/10/2014  58,400,000   255,170   243,436   (11,734)
Hungarian forint  Buy  J.P. Morgan  11/12/2014  22,600,000   95,996   94,107   (1,889)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 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
 
Hungarian forint  Buy  Morgan Stanley  9/10/2014  51,200,000  $225,916  $213,611  $(12,305)
Indian rupee  Buy  Bank of America  10/10/2014  9,100,000   150,448   149,100   (1,348)
Indian rupee  Buy  Barclays Bank plc  11/12/2014  8,225,000   134,615   134,165   (450)
Indian rupee  Buy  J.P. Morgan  10/10/2014  11,600,000   190,833   190,061   (772)
Indian rupee  Buy  J.P. Morgan  10/10/2014  251,800,000   4,161,640   4,125,633   (36,007)
Indian rupee  Buy  Morgan Stanley  11/12/2014  13,100,000   214,705   213,686   (1,019)
Indonesian rupiah  Buy  Barclays Bank plc  10/10/2014  1,800,000,000   152,831   152,497   (334)
Indonesian rupiah  Buy  Barclays Bank plc  12/10/2014  3,700,000,000   311,380   310,158   (1,222)
Indonesian rupiah  Buy  J.P. Morgan  12/10/2014  65,600,000,000   5,513,995   5,499,024   (14,971)
Mexican peso  Buy  Deutsche Bank AG  10/10/2014  97,320,000   7,441,960   7,423,944   (18,016)
Mexican peso  Buy  Deutsche Bank AG  10/10/2014  2,300,000   176,246   175,453   (793)
Mexican peso  Buy  Deutsche Bank AG  10/10/2014  1,490,000   114,051   113,663   (388)
Peruvian Nuevo sol  Buy  UBS AG  10/10/2014  5,100,000   1,811,080   1,783,680   (27,400)
Philippine peso  Buy  Barclays Bank plc  10/10/2014  8,300,000   190,888   190,029   (859)
Philippine peso  Buy  UBS AG  10/10/2014  215,400,000   4,944,336   4,931,601   (12,735)
Polish zloty  Buy  Barclays Bank plc  10/10/2014  7,490,000   2,452,056   2,333,110   (118,946)
Polish zloty  Buy  Deutsche Bank AG  10/10/2014  415,000   133,191   129,271   (3,920)
Polish zloty  Buy  J.P. Morgan  11/12/2014  25,600,000   8,129,198   7,959,142   (170,056)
Polish zloty  Buy  J.P. Morgan  11/12/2014  800,000   251,248   248,723   (2,525)
Russian ruble  Buy  Bank of America  11/12/2014  3,500,000   95,087   92,839   (2,248)
Russian ruble  Buy  Barclays Bank plc  11/12/2014  24,100,000   647,284   639,262   (8,022)
Russian ruble  Buy  J.P. Morgan  9/10/2014  366,500,000   10,319,729   9,883,028   (436,701)
Russian ruble  Buy  J.P. Morgan  11/12/2014  4,300,000   116,832   114,059   (2,773)
Russian ruble  Buy  Morgan Stanley  9/10/2014  3,950,000   111,865   106,516   (5,349)
Russian ruble  Buy  Morgan Stanley  10/10/2014  41,975,000   1,193,658   1,122,498   (71,160)
South African rand  Buy  Morgan Stanley  11/12/2014  1,465,000   136,430   135,764   (666)
South Korean won  Buy  Bank of America  9/11/2014  134,000,000   132,153   132,068   (85)
South Korean won  Buy  Barclays Bank plc  10/10/2014  5,815,000,000   5,739,752   5,718,263   (21,489)
Turkish lira  Buy  Deutsche Bank AG  10/10/2014  7,915,000   3,655,300   3,631,850   (23,450)
Turkish lira  Buy  Deutsche Bank AG  10/10/2014  7,915,000   3,656,335   3,631,850   (24,485)
Turkish lira  Buy  Deutsche Bank AG  10/10/2014  4,300,000   1,988,697   1,973,083   (15,614)
Turkish lira  Buy  Deutsche Bank AG  10/10/2014  205,000   94,205   94,066   (139)
Turkish lira  Buy  Goldman Sachs  10/10/2014  830,000   383,998   380,851   (3,147)
Turkish lira  Buy  J.P. Morgan  10/10/2014  205,000   96,134   94,066   (2,068)
Brazilian real  Sell  Morgan Stanley  9/10/2014  4,050,000   1,771,576   1,805,549   (33,973)
Singapore dollar  Sell  Goldman Sachs  9/10/2014  6,765,000   5,405,544   5,416,086   (10,542)
Singapore dollar  Sell  Goldman Sachs  11/12/2014  350,000   279,698   280,206   (508)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts          $(2,794,361)

 

Open Futures Contracts at August 31, 2014:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
Ultra Long U.S. Treasury Bond  December 2014   384   Long  $59,712,000   $1,035,965 
                      
Type  Expiration   Contracts   Position  Fair Value    Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  December 2014   3,345   Long  $397,506,213   $(266,064)
U.S. 10-Year Treasury Note  December 2014   2,826   Short   (355,457,813)   (1,151,446)
U.S. Long Bond  December 2014   224   Short   (31,381,000)   (310,135)
Totals            $10,667,400  $ (1,727,645 )

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

Open Total Return Swap at August 31, 2014:

 

Swap
Counterparty
  Payment
Made By
The Fund
On
Contract
Date
  Payment To Be Received By
The Fund At Termination
Date
  Reference Entity   Notional
Amount
  Termination
Date
  Fair
Value
Deutsche Bank AG   $ 174,215   417 Convertible Debenture Units (Reference Entity)   OGX Petroleo e Gas
S.A. Convertible
Debentures (Brazil)
  $ 174,215   4/13/2015   $ 174,215

 

Reverse Repurchase Agreement Payable as of August 31, 2014:

 

Counterparty   Principal   Collateral
Held by
Counterparty
  Interest
Rate(1)
  Trade
Date
  Maturity
Date(2)
  Fair
Value(3)
 
J.P. Morgan   $ 632,710   $806,000 principal, PPL
Energy Supply LLC at
4.60% due 12/15/2021,
$785,758 fair value
  (0.05)%   6/27/2014   On Demand   $ 632,297  

 

 
(1) The negative interest rate on the reverse repurchase agreement results in interest income to the Fund.
(2) This reverse repurchase agreement has no stated maturity and may be terminated by either party at any time.
(3) Total fair value of repurchase agreement is presented net of interest receivable of $413.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $180,551,611   $   $180,551,611 
Corporate Bonds       1,477,553,941        1,477,553,941 
Floating Rate Loans(4)                    
Energy Equipment & Services       1,419,246        1,419,246 
Financial Services       2,162,861        2,162,861 
Food       334,184        334,184 
Gaming       6,095,755        6,095,755 
Health Care       3,314,788        3,314,788 
Metals & Minerals: Miscellaneous       3,282,500        3,282,500 
Services       7,452,423        7,452,423 
Telecommunications       4,504,515        4,504,515 
Utilities           4,712,465    4,712,465 
Foreign Bonds       22,197,971        22,197,971 
Foreign Government Obligations       10,287,054        10,287,054 
Government Sponsored Enterprises Collateralized Mortgage Obligations       1,347,850        1,347,850 
Government Sponsored Enterprises Pass-Throughs       105,671,516        105,671,516 
Municipal Bonds       71,066,460        71,066,460 
Non-Agency Commercial Mortgage-Backed Securities       57,492,168        57,492,168 
Preferred Stocks   3,178,968            3,178,968 
Commercial Paper       13,497,421        13,497,421 
Repurchase Agreement       64,023,659        64,023,659 
Total  $3,178,968   $2,032,255,923   $4,712,465   $2,040,147,356 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $2,459,181   $   $2,459,181 
Liabilities       (2,794,361)       (2,794,361)
Futures Contracts                    
Assets   1,035,965            1,035,965 
Liabilities   (1,727,645)           (1,727,645)
Reverse Repurchase Agreement                    
Assets                
Liabilities       (632,297)       (632,297)
Total Return Swap                    
Assets           174,215    174,215 
Liabilities                
Total  $(691,680)  $(967,477)  $174,215   $(1,484,942)

 

 
(1) Refer to Note 2(o) 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 August 31, 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.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2014

 

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

 

Investment Type  Floating
Rate Loans
   Total Return
Swap
 
Balance as of December 1, 2013  $1 ,270,968   $ 
Accrued discounts/premiums   (3,019)    
Realized gain (loss)   293     
Change in unrealized appreciation/depreciation   (10,912)    
Purchases   567,615    174,215 
Sales   (38,188)    
Net transfers in or out of Level 3   2,925,708     
Balance as of August 31, 2014  $4,712,465   $174,215 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.38%                  
                   
ASSET-BACKED SECURITIES 12.24%                  
                   
Automobiles 5.04%                  
                   
Ally Auto Receivables Trust 2012-5 A3   0.62%  3/15/2017  $1,461   $1,462,945 
Ally Auto Receivables Trust 2013-2 A3   0.79%  1/15/2018   485    484,864 
Ally Auto Receivables Trust 2014-1 A3   0.97%  10/15/2018   4,555    4,545,457 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   1,117    1,118,223 
AmeriCredit Automobile Receivables Trust 2012-5 A3   0.62%  6/8/2017   1,116    1,116,406 
AmeriCredit Automobile Receivables Trust 2013-1 B   1.07%  3/8/2018   819    820,008 
AmeriCredit Automobile Receivables Trust 2013-2 A3   0.65%  12/8/2017   200    200,040 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%  9/10/2018   685    689,681 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   1,600    1,601,672 
BMW Vehicle Lease Trust 2014-1 A3   0.73%  2/21/2017   1,370    1,369,890 
California Republic Auto Receivables Trust 2013-1 A2   1.41%  9/17/2018   1,123    1,132,696 
California Republic Auto Receivables Trust 2013-2 A2   1.23%  3/15/2019   1,150    1,156,678 
California Republic Auto Receivables Trust 2014-1 A3   0.85%  5/15/2018   280    279,904 
California Republic Auto Receivables Trust 2014-2 A3   0.91%  8/15/2018   1,120    1,119,296 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%  7/20/2016   1,442    1,442,972 
Capital Auto Receivables Asset Trust 2013-2 A2   0.92%  9/20/2016   1,816    1,820,051 
Capital Auto Receivables Asset Trust 2013-4 A1   0.536%#  3/21/2016   1,000    1,000,883 
Capital Auto Receivables Asset Trust 2013-4 A2   0.85%  2/21/2017   900    901,972 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   331    332,123 
CarMax Auto Owner Trust 2013-2 A3   0.64%  1/16/2018   1,060    1,060,269 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   710    709,263 
Chrysler Capital Auto Receivables Trust 2013-AA A3   0.91%  4/16/2018   970    972,951 
Fifth Third Auto Trust 2014-2 A3   0.89%  11/15/2018   1,825    1,824,264 
Ford Credit Auto Owner Trust 2012-D A3   0.51%  4/15/2017   1,659    1,659,606 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   1,500    1,499,887 
Ford Credit Auto Owner Trust 2014-B A3   0.90%  10/15/2018   1,490    1,494,299 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   1,607    1,608,595 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%  6/15/2016   3,800    3,803,884 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%  7/15/2016   1,280    1,281,130 
Mercedes-Benz Auto Receivables Trust 2014-1 A3   0.87%  10/15/2018   1,300    1,297,235 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   2,634    2,635,566 
Nissan Auto Lease Trust 2014-A A3   0.80%  2/15/2017   1,225    1,225,599 
Santander Drive Auto Receivables Trust 2012-6 A3   0.62%  7/15/2016   141    140,838 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%  6/15/2017   256    256,266 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   276    275,762 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%  5/15/2018   1,124    1,126,353 
Santander Drive Auto Receivables Trust 2013-5 A3   0.82%  2/15/2018   1,037    1,038,382 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%  1/20/2017   2,307    2,306,982 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%  4/20/2018   1,929    1,927,936 
World Omni Auto Receivables Trust 2014-A A2   0.43%  5/15/2017   1,790    1,790,412 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%  5/16/2016   762    763,470 
Total                53,294,710 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards 1.24%                  
                   
American Express Credit Account Master Trust 2012-3 B   0.655%#  3/15/2018  $300   $299,855 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   1,410    1,412,886 
Chase Issuance Trust 2012-A3   0.79%  6/15/2017   1,668    1,672,591 
Chase Issuance Trust 2014-A3   0.355%#  5/15/2018   500    499,845 
Citibank Credit Card Issuance Trust 2013-A1   0.255%#  4/24/2017   2,290    2,289,509 
Discover Card Execution Note Trust 2011-A4   0.505%#  5/15/2019   1,125    1,129,623 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   1,150    1,152,071 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   1,825    1,825,000 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   750    749,827 
World Financial Network Credit Card Master Trust 2011-A   1.68%  8/15/2018   400    400,527 
World Financial Network Credit Card Master Trust 2013-B A   0.91%  3/16/2020   1,750    1,750,822 
Total                13,182,556 
                   
Home Equity 0.58%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.315%#  5/25/2036   1,683    1,550,752 
Asset Backed Securities Corp. Home Equity Loan Trust Series RFC 2007-HE1 A3   0.245%#  12/25/2036   97    97,136 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.225%#  12/25/2036   27    26,826 
Home Equity Asset Trust 2006-6 2A2   0.265%#  11/25/2036   156    156,355 
Home Equity Asset Trust 2006-7 2A2   0.265%#  1/25/2037   1,258    1,239,957 
Home Equity Asset Trust 2006-8 2A2   0.265%#  3/25/2037   2,516    2,483,241 
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   431    424,733 
Option One Mortgage Loan Trust 2005-1 A4   0.955%#  2/25/2035   192    188,329 
Total                6,167,329 
                   
Other 5.38%                  
                   
ARES CLO Ltd. 2007-3RA A2   0.453%#  4/16/2021   939    928,870 
Avenue CLO VI Ltd. 2007-6A A2   0.583%#  7/17/2019   500    489,991 
Babson CLO Ltd. 2006 I-1A B   0.624%#  7/15/2018   654    651,654 
BlueMountain CLO Ltd. 2014-3A A1†(a)   1.48%#  10/15/2026   500    499,495 
Cent CDO XI Ltd. 2006-11A A1   0.494%#  4/25/2019   1,190    1,177,634 
CIFC Funding II Ltd. 2014-2A A1L   1.725%#  5/24/2026   850    852,073 
CIT Mortgage Loan Trust 2007-1 2A2   1.405%#  10/25/2037   570    569,659 
Crown Point CLO Ltd. 2012-1A A1LB   1.732%#  11/21/2022   1,000    1,002,390 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.484%#  7/17/2023   2,000    1,988,965 
Fairway Loan Funding Co. 2006-1A A3L   0.893%#  10/17/2018   400    397,513 
FBR Securitization Trust 2005-4 AV24   0.855%#  10/25/2035   1,012    903,244 
Fortress Credit BSL Ltd. 2013-1A A   1.414%#  1/19/2025   2,500    2,477,471 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.531%#  12/20/2020   500    496,358 
Galaxy XVIII CLO Ltd. 2014-18A A   1.704%#  10/15/2026   1,000    1,002,328 
Gleneagles CLO Ltd. 2005-1A B   0.79%#  11/1/2017   1,000    987,389 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2   1.99%  10/15/2045   1,100    1,109,138 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2   1.495%  1/16/2046   2,750    2,757,099 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2   1.147%  5/16/2044  $1,000   $1,000,746 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%  5/16/2044   750    750,569 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3   1.793%  5/15/2046   1,000    992,500 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3   2.14%  5/15/2046   1,000    987,399 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%  9/15/2044   1,470    1,470,456 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7   1.981%  11/15/2046   800    803,173 
Jasper CLO Ltd. 2005-1A A   0.51%#  8/1/2017   289    288,527 
JFIN Revolver CLO Ltd. 2013-1A A   1.484%#  1/20/2021   750    749,810 
KKR Financial CLO Ltd. 2006-1A C   1.185%#  8/25/2018   1,500    1,464,296 
Landmark VII CDO Ltd. 2006-7A A3L   0.984%#  7/15/2018   500    493,984 
Liberty CLO Ltd. 2005-1A A1C   0.49%#  11/1/2017   163    162,598 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.335%#  1/25/2036   202    200,526 
Mountain Capital CLO IV Ltd. 2005-4A A2L   0.681%#  3/15/2018   500    499,194 
Mountain View CLO III Ltd. 2007-3A A1   0.448%#  4/16/2021   1,120    1,114,674 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3   2.438%  6/20/2048   1,300    1,288,061 
Nautique Funding Ltd. 2006-1A A1A   0.484%#  4/15/2020   678    673,066 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2   2.377%  3/15/2047   600    604,028 
Nomura CRE CDO Ltd. 2007-2A A1A   0.484%#  5/21/2042   2,803    2,775,420 
Ocean Trails CLO I 2006-1A A1   0.484%#  10/12/2020   671    665,557 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.754%#  4/15/2026   2,500    2,507,637 
Octagon Loan Funding Ltd. 2014-1A A1†(a)   1.685%#  11/18/2026   750    747,750 
OHA Park Avenue CLO Ltd. 2007-1A A1B   0.461%#  3/14/2022   807    798,633 
OZLM VII Ltd. 2014-7A A1B   1.745%#  7/17/2026   1,550    1,555,113 
OZLM VIII Ltd. 2014-8A A1A†(a)   1.715%#  10/17/2026   1,990    1,978,657 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(b)   0.494%#  4/15/2020   488    485,804 
Red River CLO Ltd. 1A A   0.51%#  7/27/2018   450    447,642 
SLM Student Loan Trust 2010-A 2A   3.405%#  5/16/2044  1,575    1,677,675 
SLM Student Loan Trust 2011-1 A1(c)   0.675%#  3/25/2026   359    361,294 
SLM Student Loan Trust 2011-B A1   1.005%#  12/16/2024   707    709,898 
SLM Student Loan Trust 2012-A A1   1.555%#  8/15/2025   555    561,877 
SLM Student Loan Trust 2012-C A1   1.255%#  8/15/2023   647    651,358 
SLM Student Loan Trust 2012-E A1   0.905%#  10/16/2023   523    525,244 
SLM Student Loan Trust 2013-B A1   0.805%#  7/15/2022   1,432    1,436,099 
Stone Tower CLO V Ltd. 2006-5A A2B   0.563%#  7/16/2020   2,500    2,447,799 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.553%#  4/17/2021  900    871,236 
Venture XVII CLO Ltd. 2014-17A A   1.764%#  7/15/2026   1,500    1,503,735 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#  10/15/2026   1,250    1,245,000 
Westchester CLO Ltd. 2007-1A A1A   0.465%#  8/1/2022   1,003    995,792 
WhiteHorse III Ltd. 2006-1A A1L   0.51%#  5/1/2018   117    117,255 
Total                56,901,353 
Total Asset-Backed Securities (cost $129,106,577)                129,545,948 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 41.21%                  
                   
Aerospace/Defense 0.16%                  
                   
B/E Aerospace, Inc.   5.25%  4/1/2022  $325   $353,438 
Exelis, Inc.   4.25%  10/1/2016   1,078    1,139,404 
Litton Industries, Inc.   6.75%  4/15/2018   200    231,610 
Total                1,724,452 
                   
Air Transportation 0.34%                  
                   
Continental Airlines, Inc.   7.461%  10/1/2016   2    2,516 
Delta Air Lines 2011-1 Class B Pass-Through Trust   7.125%  4/15/2016   1,050    1,057,875 
United Airlines, Inc.   6.75%  9/15/2015   2,000    2,005,700 
US Airways 2012-1 Class C Pass-Through Trust   9.125%  10/1/2015   548    578,133 
Total                3,644,224 
                   
Apparel 0.02%                  
                   
Perry Ellis International, Inc.   7.875%  4/1/2019   159    164,963 
                   
Auto Parts: Original Equipment 0.75%                  
                   
Accuride Corp.   9.50%  8/1/2018   611    640,786 
Continental Rubber of America Corp.   4.50%  9/15/2019   2,759    2,914,897 
Delphi Corp.   6.125%  5/15/2021   2,034    2,252,655 
Hertz Corp. (The)   7.50%  10/15/2018   675    706,219 
International Automotive Components Group SA (Luxembourg)†(b)   9.125%  6/1/2018   100    107,000 
Schaeffler Holding Finance BV PIK (Netherlands)†(b)   6.875%  8/15/2018   1,200    1,270,500 
Total                7,892,057 
                   
Automotive 0.02%                  
                   
Kia Motors Corp. (South Korea)†(b)   3.625%  6/14/2016   200    208,493 
                   
Banks: Money Center 1.01%                  
                   
Akbank TAS (Turkey)†(b)   3.875%  10/24/2017   150    152,910 
Banco Nacional de Costa Rica (Costa Rica)†(b)   4.875%  11/1/2018   500    516,250 
Bank of America Corp.   5.25%  12/1/2015   800    840,856 
Bank of America Corp.   5.42%  3/15/2017   2,129    2,325,796 
Bank of America Corp.   5.49%  3/15/2019   1,225    1,377,983 
Bank of America Corp.   5.75%  8/15/2016   1,500    1,627,281 
BBVA Banco Continental SA (Peru)†(b)   2.25%  7/29/2016   600    607,500 
Export-Import Bank of Korea (South Korea)(b)   1.082%#  9/17/2016   400    403,725 
Export-Import Bank of Korea (South Korea)(b)   3.75%  10/20/2016   200    211,388 
Wilmington Trust Corp.   8.50%  4/2/2018   350    420,259 
Zions Bancorporation   4.00%  6/20/2016   375    391,439 
Zions Bancorporation   4.50%  3/27/2017   1,500    1,591,170 
Zions Bancorporation   5.50%  11/16/2015   77    79,715 
Zions Bancorporation   7.75%  9/23/2014   125    125,451 
Total                10,671,723 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional 3.77%                  
                   
Associated Banc-Corp.   5.125%  3/28/2016  $1,550   $1,639,661 
Banco de Credito e Inversiones (Chile)†(b)   3.00%  9/13/2017   200    206,199 
Banco del Estado de Chile (Chile)†(b)   2.00%  11/9/2017   1,000    1,006,680 
Banco del Estado de Chile COD   2.03%  4/2/2015   100    100,895 
Banco do Brasil SA   3.875%  1/23/2017   200    208,260 
Banco Santander Chile (Chile)†(b)   2.106%#  6/7/2018   1,000    1,020,500 
Bank of America Corp.   5.70%  5/2/2017   500    551,412 
Bank of America Corp.   6.05%  5/16/2016   1,350    1,460,394 
Bank of America Corp.   10.20%  7/15/2015   750    811,100 
Bank of America NA   5.30%  3/15/2017   4,175    4,556,169 
Bank of America NA   6.10%  6/15/2017   500    560,012 
CIT Group, Inc.   5.25%  3/15/2018   629    673,030 
Citigroup, Inc.   5.00%  9/15/2014   275    275,390 
Citigroup, Inc.   5.50%  2/15/2017   5,522    6,038,340 
Discover Bank   8.70%  11/18/2019   796    1,003,539 
Export-Import Bank of China (The) (China)†(b)   2.50%  7/31/2019   500    501,298 
Fifth Third Bancorp   5.45%  1/15/2017   100    109,276 
First Midwest Bancorp, Inc.   5.875%  11/22/2016   125    134,188 
Goldman Sachs Group, Inc. (The)   5.625%  1/15/2017   3,000    3,278,673 
HBOS plc (United Kingdom)†(b)   6.75%  5/21/2018   2,100    2,410,279 
ING Bank NV (Netherlands)†(b)   5.125%  5/1/2015   200    205,434 
Korea Development Bank (The) (South Korea)(b)   0.857%#  1/22/2017   500    501,781 
Korea Exchange Bank (South Korea)†(b)   2.50%  6/12/2019   300    300,043 
Macquarie Bank Ltd. (Australia)†(b)   5.00%  2/22/2017   155    168,110 
National City Corp.   6.875%  5/15/2019   500    600,824 
National Savings Bank (Sri Lanka)†(b)   8.875%  9/18/2018   500    570,000 
PNC Funding Corp.   5.625%  2/1/2017   118    129,285 
Popular, Inc.   7.00%  7/1/2019   200    202,000 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   500    540,625 
Regions Financial Corp.   5.75%  6/15/2015   75    77,915 
Regions Financial Corp.   7.75%  11/10/2014   611    618,611 
Royal Bank of Scotland Group plc (United Kingdom)(b)   2.55%  9/18/2015   2,420    2,463,233 
Royal Bank of Scotland plc (The) (United Kingdom)(b)   9.50%  3/16/2022   1,073    1,244,288 
Russian Agricultural Bank OJSC via RSHB Capital SA
(Luxembourg)†(b)
   5.298%  12/27/2017   200    192,250 
Sberbank via SB Capital SA (Russia)†(b)   4.95%  2/7/2017   200    200,216 
Sberbank via SB Capital SA (Russia)(b)   5.40%  3/24/2017   100    99,700 
Sberbank via SB Capital SA (Russia)†(b)   5.50%  2/26/2024   250    219,375 
Standard Chartered Bank (United Kingdom)†(b)   6.40%  9/26/2017   1,400    1,578,896 
Swedbank Hypotek AB (Sweden)†(b)   2.95%  3/28/2016   170    176,176 
Synovus Financial Corp.   7.875%  2/15/2019   400    454,000 
Turkiye Halk Bankasi AS (Turkey)†(b)   4.75%  6/4/2019   300    303,270 
Turkiye Halk Bankasi AS (Turkey)†(b)   4.875%  7/19/2017   1,200    1,245,000 
Turkiye Vakiflar Bankasi Tao (Turkey)†(b)   3.75%  4/15/2018   300    296,100 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Turkiye Vakiflar Bankasi Tao (Turkey)†(b)   5.75%  4/24/2017  $500   $528,050 
Valley National Bank   5.00%  7/15/2015   250    257,135 
VTB Bank OJSC via VTB Capital SA (Luxembourg)†(b)   6.00%  4/12/2017   200    198,500 
Total                39,916,112 
                   
Beverages 0.00%                  
                   
Central American Bottling Corp. (Guatemala)†(b)   6.75%  2/9/2022   30    32,325 
                   
Biotechnology Research & Production 0.15%                  
                   
STHI Holding Corp.   8.00%  3/15/2018   1,544    1,642,430 
                   
Broadcasting 0.02%                  
                   
Cox Communications, Inc.   6.25%  6/1/2018   200    228,559 
                   
Brokers 0.56%                  
                   
Jefferies Group LLC   5.125%  4/13/2018   200    218,774 
Jefferies Group LLC   5.50%  3/15/2016   200    213,779 
Jefferies Group LLC   8.50%  7/15/2019   2,941    3,685,808 
Raymond James Financial, Inc.   8.60%  8/15/2019   1,400    1,763,516 
Total                5,881,877 
                   
Building Materials 0.49%                  
                   
Ainsworth Lumber Co., Ltd. (Canada)†(b)   7.50%  12/15/2017   1,287    1,351,350 
Building Materials Corp. of America   6.875%  8/15/2018   466    483,941 
Building Materials Corp. of America   7.00%  2/15/2020   390    411,450 
Cemex SAB de CV (Mexico)†(b)   4.984%#  10/15/2018   500    532,500 
Cemex SAB de CV (Mexico)†(b)   9.00%  1/11/2018   500    535,000 
Cimento Tupi SA (Brazil)†(b)   9.75%  5/11/2018   195    207,090 
Martin Marietta Materials, Inc.   1.331%#  6/30/2017   300    301,123 
Nortek, Inc.   10.00%  12/1/2018   75    79,875 
Owens Corning, Inc.   6.50%  12/1/2016   200    221,459 
Owens Corning, Inc.   9.00%  6/15/2019   896    1,113,433 
Total                5,237,221 
                   
Business Services 0.49%                  
                   
Alliance Data Systems Corp.   5.25%  12/1/2017   880    917,400 
Alliance Data Systems Corp.   6.375%  4/1/2020   360    381,375 
Catalent Pharma Solutions, Inc.(d)   9.75%  4/15/2017  EUR250    335,386 
Ceridian LLC/Comdata, Inc.   8.125%  11/15/2017  $145    147,320 
Expedia, Inc.   7.456%  8/15/2018   996    1,175,149 
Jaguar Holding Co. I PIK   9.375%  10/15/2017   725    747,656 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   550    587,125 
Synchrony Financial   1.875%  8/15/2017   550    554,005 
Synchrony Financial   3.00%  8/15/2019   350    355,264 
Total                5,200,680 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals 0.80%                  
                   
Ineos Finance plc (United Kingdom)†(b)   7.50%  5/1/2020  $1,300   $1,408,875 
Ineos Finance plc (United Kingdom)†(b)   8.375%  2/15/2019   2,000    2,177,500 
Methanex Corp. (Canada)(b)   6.00%  8/15/2015   1,000    1,049,602 
Nufarm Australia Ltd. (Australia)†(b)   6.375%  10/15/2019   195    200,119 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%  4/1/2020   728    806,260 
Rockwood Specialties Group, Inc.   4.625%  10/15/2020   1,500    1,565,625 
Taminco Global Chemical Corp. (Belgium)†(b)   9.75%  3/31/2020   250    276,250 
Yara International ASA (Norway)†(b)   7.875%  6/11/2019   825    1,003,326 
Total                8,487,557 
                   
Coal 0.40%                  
                   
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%  12/15/2019   1,475    1,563,500 
CONSOL Energy, Inc.   8.25%  4/1/2020   1,000    1,068,750 
Penn Virginia Corp.   7.25%  4/15/2019   1,555    1,621,087 
Total                4,253,337 
                   
Communications & Media 0.21%                  
                   
Digicel Ltd. (Jamaica)†(b)   8.25%  9/1/2017   2,200    2,246,750 
                   
Computer Hardware 0.02%                  
                   
Seagate HDD Cayman   6.875%  5/1/2020   250    266,875 
                   
Computer Software 0.51%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017   1,090    1,117,250 
Brocade Communications Systems, Inc.   6.875%  1/15/2020   50    52,656 
First Data Corp.   8.25%  1/15/2021   100    109,500 
First Data Corp.   12.625%  1/15/2021   1,015    1,243,375 
Sophia LP/Sophia Finance, Inc.   9.75%  1/15/2019   223    243,627 
SRA International, Inc.   11.00%  10/1/2019   833    891,310 
SunGard Data Systems, Inc.   7.375%  11/15/2018   1,111    1,162,384 
SunGard Data Systems, Inc.   7.625%  11/15/2020   500    540,625 
Total                5,360,727 
                   
Consumer Products 0.19%                  
                   
Avon Products, Inc.   2.375%  3/15/2016   875    885,394 
Avon Products, Inc.   4.60%  3/15/2020   1,083    1,113,684 
Total                1,999,078 
                   
Containers 0.07%                  
                   
Coveris Holdings SA (Luxembourg)†(b)   7.875%  11/1/2019   200    213,500 
Tekni-Plex, Inc.   9.75%  6/1/2019   524    577,710 
Total                791,210 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Copper 0.01%                  
                   
Southern Copper Corp.   6.375%  7/27/2015  $100   $104,709 
                   
Data Product, Equipment & Communications 0.04%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   400    424,020 
                   
Diversified 0.24%                   
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   2,420    2,429,075 
Bombardier, Inc. (Canada)†(b)   7.75%  3/15/2020   130    144,950 
Total                2,574,025 
                   
Drugs 1.13%                  
                   
Capsugel SA PIK (Luxembourg)†(b)   7.00%  5/15/2019   1,704    1,745,535 
Hospira, Inc.   6.05%  3/30/2017   1,391    1,531,395 
Mylan, Inc.   6.00%  11/15/2018   2,687    2,791,049 
Mylan, Inc.   7.875%  7/15/2020   4,994    5,475,032 
Valeant Pharmaceuticals International   6.75%  10/1/2017   400    416,500 
Total                11,959,511 
                   
Electric: Power 0.67%                  
                   
Cleveland Electric Illuminating Co. (The)   5.70%  4/1/2017   282    306,923 
Cleveland Electric Illuminating Co. (The)   8.875%  11/15/2018   150    189,111 
Entergy Corp.   3.625%  9/15/2015   100    102,792 
Entergy Corp.   4.70%  1/15/2017   1,275    1,371,588 
Exelon Generation Co. LLC   5.20%  10/1/2019   500    560,206 
Indiantown Cogeneration LP   9.77%  12/15/2020   620    707,213 
Pennsylvania Electric Co.   6.05%  9/1/2017   100    112,628 
PPL WEM Holdings Ltd. (United Kingdom)†(b)   3.90%  5/1/2016   2,500    2,608,948 
Red Oak Power LLC   8.54%  11/30/2019   554    603,373 
RJS Power Holdings LLC   5.125%  7/15/2019   500    506,875 
Total                7,069,657 
                   
Electronics 0.11%                  
                   
Jabil Circuit, Inc.   7.75%  7/15/2016   500    560,000 
Jabil Circuit, Inc.   8.25%  3/15/2018   525    620,812 
Total                1,180,812 
                   
Electronics: Semi-Conductors/Components 0.05%                  
                   
Freescale Semiconductor, Inc.   10.75%  8/1/2020   431    485,953 
                   
Energy Equipment & Services 0.84%                  
                   
Copano Energy LLC/Copano Energy Finance Corp.   7.125%  4/1/2021   3,055    3,428,620 
Energy Transfer Partners LP   9.00%  4/15/2019   2,327    2,959,051 
Energy Transfer Partners LP   9.70%  3/15/2019   1,773    2,299,049 
Greenko Dutch BV (Netherlands)†(b)   8.00%  8/1/2019   200    199,750 
Total                8,886,470 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Engineering & Contracting Services 0.36%                  
                   
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018  $675   $651,375 
URS Corp.   3.85%  4/1/2017   3,075    3,192,087 
Total                3,843,462 
                   
Entertainment 0.78%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%  1/15/2019   2,866    3,012,739 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%  4/15/2017   1,125    1,172,109 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   871    940,680 
Seminole Indian Tribe of Florida   6.535%  10/1/2020   650    708,500 
Seminole Indian Tribe of Florida   7.804%  10/1/2020   450    492,750 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   700    787,500 
Vail Resorts, Inc.   6.50%  5/1/2019   796    835,303 
WMG Holdings Corp.   13.75%  10/1/2019   100    117,500 
WMG Holdings Corp.   13.75%  10/1/2019   150    176,250 
Total                8,243,331 
                   
Financial Services 2.68%                  
                   
Air Lease Corp.   4.50%  1/15/2016   1,400    1,450,750 
Air Lease Corp.   5.625%  4/1/2017   5,603    6,051,240 
Banco de Credito del Peru (Peru)†(b)   2.75%  1/9/2018   107    107,856 
Bank of America Corp.   7.625%  6/1/2019   300    367,602 
Bank of America Corp.   7.75%  8/15/2015   700    746,726 
Bank of America Corp.   7.80%  9/15/2016   2,850    3,205,837 
CIT Group, Inc.   6.625%  4/1/2018   284    317,725 
Countrywide Financial Corp.   6.25%  5/15/2016   900    975,218 
Dun & Bradstreet Corp. (The)   2.875%  11/15/2015   150    153,526 
Dun & Bradstreet Corp. (The)   3.25%  12/1/2017   754    780,450 
Fidelity National Financial, Inc.   6.60%  5/15/2017   875    982,535 
Graton Economic Development Authority   9.625%  9/1/2019   900    1,012,500 
Hyundai Capital Services, Inc. (South Korea)†(b)   6.00%  5/5/2015   200    206,932 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   225    243,000 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   325    351,000 
Lloyds Bank plc (United Kingdom)(b)   9.875%  12/16/2021   275    322,438 
Macquarie Group Ltd. (Australia)†(b)   6.00%  1/14/2020   1,723    1,956,339 
Macquarie Group Ltd. (Australia)†(b)   7.625%  8/13/2019   116    140,276 
MU Finance plc (United Kingdom)†(b)   8.375%  2/1/2017   1,627    1,687,726 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   1,500    1,668,750 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   816    883,320 
SteelRiver Transmission Co. LLC   4.71%  6/30/2017   596    630,429 
TC Ziraat Bankasi AS (Turkey)†(b)   4.25%  7/3/2019   200    199,340 
Utility Contract Funding LLC   7.944%  10/1/2016   996    1,069,916 
Western Union Co. (The)   1.234%#  8/21/2015   600    603,763 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
Western Union Co. (The)   2.875%  12/10/2017  $1,500   $1,552,236 
Western Union Co. (The)   3.35%  5/22/2019   625    647,121 
Total                28,314,551 
                   
Financial: Miscellaneous 0.28%                  
                   
Hercules Offshore, Inc.   10.25%  4/1/2019   850    926,500 
Kayne Anderson MLP Investment Co.   1.481%#  8/19/2016   1,700    1,704,117 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   296    326,723 
Total                2,957,340 
                   
Food 0.77%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   1,739    1,797,691 
Minerva Luxembourg SA (Luxembourg)†(b)   12.25%  2/10/2022   200    232,000 
Mondelez International, Inc.   0.76%#  2/1/2019   392    392,770 
Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp.   4.875%  5/1/2021   548    548,000 
Southern States Cooperative, Inc.   10.00%  8/15/2021   400    408,000 
US Foods, Inc.   8.50%  6/30/2019   3,791    4,044,997 
Want Want China Finance Ltd. (China)†(b)   1.875%  5/14/2018   700    689,066 
Total                8,112,524 
                   
Gaming 0.40%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   1,050    1,123,500 
Isle of Capri Casinos, Inc.   7.75%  3/15/2019   500    531,250 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   1,725    1,734,703 
Pinnacle Entertainment, Inc.   7.50%  4/15/2021   110    118,525 
Pinnacle Entertainment, Inc.   8.75%  5/15/2020   673    725,158 
Total                4,233,136 
                   
Health Care 0.08%                  
                   
VWR Funding, Inc.   10.75%  6/30/2017   860    865,912 
                   
Health Care Products 0.78%                  
                   
Biomet, Inc.   6.50%  10/1/2020   2,248    2,402,550 
Biomet, Inc.   6.50%  8/1/2020   1,100    1,186,625 
Forest Laboratories, Inc.   4.375%  2/1/2019   2,154    2,322,647 
Immucor, Inc.   11.125%  8/15/2019   1,626    1,812,990 
Quest Diagnostics, Inc.   5.45%  11/1/2015   500    526,410 
Total                8,251,222 
                   
Health Care Services 1.24%                  
                   
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   500    545,000 
DaVita HealthCare Partners, Inc.   6.625%  11/1/2020   1,750    1,851,719 
Emdeon, Inc.   11.00%  12/31/2019   445    504,519 
HCA Holdings, Inc.   7.75%  5/15/2021   244    266,570 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   2,000    2,125,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Services (continued)                  
                   
Omega Healthcare Investors, Inc.   6.75%  10/15/2022  $4,034   $4,366,805 
Omega Healthcare Investors, Inc.   7.50%  2/15/2020   3,186    3,397,072 
Senior Housing Properties Trust   6.75%  4/15/2020   100    114,964 
Total                13,171,649 
                   
Hospital Management 0.02%                  
                   
United Surgical Partners International, Inc.   9.00%  4/1/2020   200    219,500 
                   
Household Equipment/Products 0.28%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   7.125%  4/15/2019   400    416,500 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   2,400    2,514,000 
Total                2,930,500 
                   
Industrial Products 0.15%                  
                   
Mueller Water Products, Inc.   7.375%  6/1/2017   977    996,540 
PPL WW Holdings Ltd. (United Kingdom)†(b)   7.25%  12/15/2017   525    601,418 
Total                1,597,958 
                   
Insurance 0.35%                  
                   
CNO Financial Group, Inc.   6.375%  10/1/2020   600    645,000 
Kemper Corp.   6.00%  11/30/2015   700    740,499 
Willis Group Holdings plc (United Kingdom)(b)   4.125%  3/15/2016   475    495,665 
Willis North America, Inc.   6.20%  3/28/2017   1,625    1,783,592 
Total                3,664,756 
                   
Investment Management Companies 0.95%                  
                   
Ares Capital Corp.   4.875%  11/30/2018   1,504    1,594,273 
Grupo Aval Ltd.   5.25%  2/1/2017   200    213,000 
Lazard Group LLC   6.85%  6/15/2017   2,500    2,836,977 
Leucadia National Corp.   8.125%  9/15/2015   1,000    1,068,750 
Nuveen Investments, Inc.   5.50%  9/15/2015   750    773,438 
Nuveen Investments, Inc.   9.125%  10/15/2017   3,290    3,546,620 
Total                10,033,058 
                   
Leasing 0.44%                  
                   
Aviation Capital Group Corp.   3.875%  9/27/2016   500    515,339 
Aviation Capital Group Corp.   4.625%  1/31/2018   2,000    2,097,004 
Aviation Capital Group Corp.   7.125%  10/15/2020   341    389,763 
International Lease Finance Corp.   7.125%  9/1/2018   1,425    1,638,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leasing (continued)                  
                   
Jurassic Holdings III, Inc.   6.875%  2/15/2021  $38   $38,950 
Total                4,679,806 
                   
Leisure 0.20%                  
                   
Central Garden and Pet Co.   8.25%  3/1/2018   499    517,089 
Seneca Gaming Corp.   8.25%  12/1/2018   1,057    1,120,420 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   7.75%  8/15/2020   475    515,375 
Total                2,152,884 
                   
Lodging 1.35%                  
                   
Grupo Posadas SAB de CV (Mexico)†(b)   7.875%  11/30/2017   606    607,515 
Host Hotels & Resorts LP   5.875%  6/15/2019   4,356    4,633,072 
Host Hotels & Resorts LP   6.00%  11/1/2020   5,811    6,317,405 
Hyatt Hotels Corp.   6.875%  8/15/2019   50    57,820 
Marina District Finance Co., Inc.   9.875%  8/15/2018   883    932,669 
Studio City Finance Ltd. (Hong Kong)†(b)   8.50%  12/1/2020   1,541    1,702,805 
Total                14,251,286 
                   
Machinery: Agricultural 0.51%                  
                   
Lorillard Tobacco Co.   6.875%  5/1/2020   2,416    2,870,938 
Lorillard Tobacco Co.   8.125%  6/23/2019   2,010    2,501,222 
Total                5,372,160 
                   
Machinery: Industrial/Specialty 0.01%                  
                   
Cleaver-Brooks, Inc.   8.75%  12/15/2019   75    83,625 
                   
Machinery: Oil Well Equipment & Services 0.05%                  
                   
National Oilwell Varco, Inc.   6.125%  8/15/2015   500    500,501 
                   
Manufacturing 0.02%                  
                   
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022   200    223,000 
                   
Media 0.67%                  
                   
Gannett Co., Inc.   7.125%  9/1/2018   250    259,531 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   400    451,000 
LIN Television Corp.   8.375%  4/15/2018   90    94,219 
Nara Cable Funding Ltd. (Ireland) †(b)   8.875%  12/1/2018   2,670    2,833,537 
NET Servicos de Comunicacao SA (Brazil)(b)   7.50%  1/27/2020   413    437,780 
Ono Finance II plc (Ireland)†(b)   10.875%  7/15/2019   650    706,030 
Sirius XM Holdings, Inc.   5.25%  8/15/2022   110    117,700 
Videotron Ltd (Canada)(b)   9.125%  4/15/2018   73    75,555 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%  7/15/2019   1,864    2,087,680 
Total                7,063,032 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Merchandising 0.08%                  
                   
Kemet Corp.   10.50%  5/1/2018  $827   $872,485 
                   
Metal Fabricating 0.02%                  
                   
Glencore Canada Corp. (Canada)(b)   5.50%  6/15/2017   200    219,383 
Glencore Canada Corp. (Canada)(b)   6.00%  10/15/2015   25    26,388 
Total                245,771 
                   
Metals & Minerals: Miscellaneous 0.92%                  
                   
Anglo American Capital plc (United Kingdom)†(b)   1.184%#  4/15/2016   250    251,584 
Corp. Nacional del Cobre de Chile (Chile)†(b)   4.75%  10/15/2014   600    602,485 
Glencore Canada Corp. (Canada)†(b)   3.60%  1/15/2017   838    878,834 
IAMGOLD Corp. (Canada)†(b)   6.75%  10/1/2020   400    366,000 
KGHM International Ltd. (Canada)†(b)   7.75%  6/15/2019   300    323,625 
Kinross Gold Corp. (Canada)(b)   3.625%  9/1/2016   2,500    2,595,157 
New Gold, Inc. (Canada)†(b)   7.00%  4/15/2020   1,638    1,750,613 
Xstrata Finance Canada Ltd. (Canada)†(b)   2.85%  11/10/2014   1,440    1,445,897 
Xstrata Finance Canada Ltd. (Canada)†(b)   2.05%  10/23/2015   1,077    1,089,172 
Xstrata Finance Canada Ltd. (Canada)†(b)   5.80%  11/15/2016   100    109,394 
Xstrata Finance Canada Ltd. (Canada)†(b)   2.70%  10/25/2017   300    308,080 
Total                9,720,841 
                   
Miscellaneous 0.03%                  
                   
Marfrig Holding Europe BV (Netherlands)†(b)   6.875%  6/24/2019   300    305,910 
                   
Natural Gas 0.05%                  
                   
Sabine Pass LNG LP   6.50%  11/1/2020   356    379,585 
Southern Star Central Gas Pipeline, Inc.   6.00%  6/1/2016   110    117,127 
Total                496,712 
                   
Oil 3.02%                  
                   
Afren plc (United Kingdom)†(b)   6.625%  12/9/2020   200    191,540 
Afren plc (United Kingdom)†(b)   10.25%  4/8/2019   200    211,500 
Afren plc (United Kingdom)†(b)   11.50%  2/1/2016   400    420,000 
Alliance Oil Co., Ltd. (Russia)†(b)   9.875%  3/11/2015   200    197,500 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%  10/15/2020   650    698,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Canadian Oil Sands Ltd. (Canada)†(b)   7.75%  5/15/2019  $786   $961,195 
Chaparral Energy, Inc.   8.25%  9/1/2021   528    572,220 
Chaparral Energy, Inc.   9.875%  10/1/2020   950    1,061,625 
CNPC General Capital Ltd. (China)†(b)   1.45%  4/16/2016   400    400,890 
CNPC General Capital Ltd. (China)†(b)   2.75%  4/19/2017   200    204,784 
Continental Resources, Inc.   7.125%  4/1/2021   2,879    3,231,649 
Continental Resources, Inc.   7.375%  10/1/2020   3,209    3,533,911 
DCP Midstream LLC   9.75%  3/15/2019   875    1,133,429 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   1,050    1,102,500 
Energy XXI Gulf Coast, Inc.   9.25%  12/15/2017   250    266,250 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(b)   4.95%  5/23/2016   1,800    1,834,326 
Gulf South Pipeline Co. LP   6.30%  8/15/2017   1,000    1,122,344 
Harvest Operations Corp. (Canada)†(b)   2.125%  5/14/2018   200    200,581 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   625    676,562 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   1,250    1,325,000 
KazMunaiGas National Co. (Kazakhstan)†(b)   11.75%  1/23/2015   100    104,160 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   1,300    1,436,500 
LUKOIL International Finance BV (Netherlands)†(b)   3.416%  4/24/2018   200    189,540 
LUKOIL International Finance BV (Netherlands)†(b)   6.375%  11/5/2014   1,600    1,611,696 
MEG Energy Corp. (Canada)†(b)   6.50%  3/15/2021   750    795,000 
Naftogaz of Ukraine NJSC (Ukraine)(b)   9.50%  9/30/2014   400    386,080 
Pacific Drilling SA (Luxembourg)(b)   8.25%  2/23/2015   850    871,250 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   500    580,509 
Petroleos de Venezuela SA (Venezuela)(b)   5.25%  4/12/2017   100    80,200 
Petroleos de Venezuela SA (Venezuela)†(b)   8.50%  11/2/2017   830    745,755 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(b)   5.50%  9/30/2014   250    251,063 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(b)   5.832%  9/30/2016   448    475,440 
Rosneft Finance SA (Luxembourg)†(b)   7.875%  3/13/2018   925    978,187 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(b)   3.149%  3/6/2017   1,300    1,236,625 
Seven Generations Energy Ltd. (Canada)†(b)   8.25%  5/15/2020   425    469,625 
Seventy Seven Operating LLC   6.625%  11/15/2019   646    694,450 
Sinopec Group Overseas Development 2013 Ltd.   2.50%  10/17/2018   500    503,130 
Sinopec Group Overseas Development 2014 Ltd.   1.014%#  4/10/2017   700    700,986 
Woodside Finance Ltd. (Australia)†(b)   4.50%  11/10/2014   350    352,748 
Woodside Finance Ltd. (Australia)†(b)   8.75%  3/1/2019   100    126,212 
Total                31,935,712 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers 2.58%                  
                   
Access Midstream Partners LP/ACMP Finance Corp.   5.875%  4/15/2021  $3,250   $3,469,375 
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(b)   8.70%  8/7/2018   200    230,240 
Cimarex Energy Co.   5.875%  5/1/2022   550    607,750 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   7.75%  4/1/2019   670    715,225 
Crosstex Energy LP/Crosstex Energy Finance Corp.   7.125%  6/1/2022   1,931    2,239,960 
Enbridge Energy Partners LP   5.20%  3/15/2020   300    337,334 
Enbridge Energy Partners LP   9.875%  3/1/2019   1,075    1,409,955 
Forest Oil Corp.   7.25%  6/15/2019   775    748,844 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%  12/15/2018   350    370,125 
Midcontinent Express Pipeline LLC   5.45%  9/15/2014   700    700,671 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019   497    565,337 
OGX Austria GmbH (Austria)†(b)(e)   8.50%  6/1/2018   225    9,563 
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp.   8.375%  6/1/2020   433    483,877 
Plains Exploration & Production Co.   6.125%  6/15/2019   471    521,044 
Plains Exploration & Production Co.   6.50%  11/15/2020   992    1,101,120 
Plains Exploration & Production Co.   6.625%  5/1/2021   1,393    1,547,971 
Plains Exploration & Production Co.   6.75%  2/1/2022   469    533,487 
Plains Exploration & Production Co.   7.625%  4/1/2020   3,400    3,655,000 
Plains Exploration & Production Co.   8.625%  10/15/2019   2,575    2,713,406 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   1,150    1,203,187 
Regency Energy Partners LP/Regency Energy Finance Corp.   8.375%  6/1/2019   1,450    1,566,000 
Sunoco Logistics Partners Operations LP   6.125%  5/15/2016   100    105,633 
Sunoco, Inc.   5.75%  1/15/2017   250    273,717 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.   7.875%  10/15/2018   550    575,094 
W&T Offshore, Inc.   8.50%  6/15/2019   1,500    1,612,500 
Total                27,296,415 
                   
Oil: Integrated Domestic 1.01%                  
                   
Basic Energy Services, Inc.   7.75%  2/15/2019   90    95,400 
Buckeye Partners LP   2.65%  11/15/2018   350    353,704 
Buckeye Partners LP   6.05%  1/15/2018   225    253,168 
Carrizo Oil & Gas, Inc.   8.625%  10/15/2018   1,112    1,168,295 
El Paso Pipeline Partners Operating Co. LLC   4.10%  11/15/2015   1,000    1,037,903 
El Paso Pipeline Partners Operating Co. LLC   6.50%  4/1/2020   1,312    1,532,659 
Kinder Morgan Energy Partners LP   6.85%  2/15/2020   500    596,669 
Kinder Morgan Energy Partners LP   9.00%  2/1/2019   200    252,997 
Newfield Exploration Co.   6.875%  2/1/2020   2,001    2,111,055 
Newfield Exploration Co.   7.125%  5/15/2018   1,000    1,031,250 
Pioneer Energy Services Corp.   9.875%  3/15/2018   904    951,505 
Rowan Cos., Inc.   7.875%  8/1/2019   825    1,015,597 
Texas Gas Transmission LLC   4.60%  6/1/2015   305    313,807 
Total                10,714,009 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated International 1.05%                  
                   
Petrobras Global Finance BV (Netherlands)(b)   1.852%#  5/20/2016  $700   $701,883 
Petrobras Global Finance BV (Netherlands)(b)   2.374%#  1/15/2019   200    200,880 
Petrobras Global Finance BV (Netherlands)(b)   2.592%#  3/17/2017   2,200    2,233,220 
Petrobras International Finance Co.   2.875%  2/6/2015   960    969,696 
Petrobras International Finance Co.   3.50%  2/6/2017   200    205,318 
Petrobras International Finance Co.   3.875%  1/27/2016   550    566,773 
Petrobras International Finance Co.   7.75%  9/15/2014   100    100,003 
Petroleos Mexicanos (Mexico)(b)   2.254%#  7/18/2018   800    841,200 
Transocean, Inc.   6.50%  11/15/2020   1,000    1,132,535 
Weatherford International Ltd.   9.625%  3/1/2019   3,175    4,126,043 
Total                11,077,551 
                   
Paper & Forest Products 0.33%                  
                   
Cascades, Inc. (Canada)(b)   7.875%  1/15/2020   570    602,775 
Exopack Holding Corp.   10.00%  6/1/2018   1,250    1,348,437 
Mercer International, Inc. (Canada)(b)   9.50%  12/1/2017   450    479,813 
West Fraser Timber Co. Ltd. (Canada)†(b)   5.20%  10/15/2014   1,094    1,101,661 
Total                3,532,686 
                   
Production Technology Equipment 0.03%                  
                   
CNOOC Finance 2013 Ltd. (Hong Kong)(b)   1.75%  5/9/2018   300    297,896 
                   
Publishing 0.02%                  
                   
21st Century Fox America, Inc.   7.60%  10/11/2015   175    186,954 
                   
Real Estate Investment Trusts 1.45%                  
                   
American Tower Corp.   7.00%  10/15/2017   162    186,815 
American Tower Corp.   7.25%  5/15/2019   1,525    1,832,213 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   2.00%  2/6/2017   600    601,274 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   3.00%  2/6/2019   1,850    1,856,122 
CBRE Services, Inc.   6.625%  10/15/2020   998    1,055,385 
Corrections Corp. of America   4.125%  4/1/2020   249    248,066 
DDR Corp.   5.50%  5/1/2015   250    257,677 
DDR Corp.   7.50%  7/15/2018   481    571,039 
DDR Corp.   9.625%  3/15/2016   130    147,082 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                  
                   
Digital Realty Trust LP   4.50%  7/15/2015  $500   $511,257 
Digital Realty Trust LP   5.875%  2/1/2020   2,360    2,646,478 
EPR Properties   7.75%  7/15/2020   800    976,950 
Healthcare Realty Trust, Inc.   6.50%  1/17/2017   302    335,946 
Hospitality Properties Trust   6.30%  6/15/2016   500    531,723 
Iron Mountain, Inc.   8.375%  8/15/2021   2,657    2,776,565 
Kilroy Realty LP   4.80%  7/15/2018   494    535,740 
Reckson Operating Partnership LP   6.00%  3/31/2016   250    267,379 
Total                15,337,711 
                   
Restaurants 0.15%                  
                   
Darden Restaurants, Inc.   6.20%  10/15/2017   1,380    1,563,822 
                   
Retail 1.83%                  
                   
Academy Ltd./Academy Finance Corp.   9.25%  8/1/2019   200    215,500 
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%  5/1/2019   2,016    1,975,680 
DBP Holding Corp.   7.75%  10/15/2020   500    477,500 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   937    962,768 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   1,250    1,275,000 
Party City Holdings, Inc.   8.875%  8/1/2020   650    719,875 
PETCO Holdings, Inc. PIK   8.50%  10/15/2017   1,048    1,078,130 
QVC, Inc.   7.375%  10/15/2020   4,475    4,784,652 
QVC, Inc.   7.50%  10/1/2019   7,500    7,829,100 
Total                19,318,205 
                   
Savings & Loan 0.10%                  
                   
Santander Holdings USA, Inc.   3.00%  9/24/2015   800    817,488 
Santander Holdings USA, Inc.   4.625%  4/19/2016   250    264,543 
Total                1,082,031 
                   
Security Services 0.03%                  
                   
Smith & Wesson Holding Corp.   5.875%  6/15/2017   300    312,000 
                   
Specialty Materials 0.14%                  
                   
Interline Brands, Inc. PIK   10.00%  11/15/2018   1,425    1,514,062 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Steel 0.24%                  
                   
Allegheny Technologies, Inc.   9.375%  6/1/2019  $275   $338,261 
Edgen Murray Corp.   8.75%  11/1/2020   696    782,130 
Glencore Funding LLC   1.398%#  5/27/2016   1,050    1,056,282 
Glencore Funding LLC   2.50%  1/15/2019   173    172,797 
Vale Overseas Ltd. (Brazil)(b)   6.25%  1/11/2016   200    214,118 
Total                2,563,588 
                   
Synthetic Fibers 0.14%                  
                   
Polymer Group, Inc.   7.75%  2/1/2019   1,440    1,524,600 
                   
Technology 0.23%                  
                   
Baidu, Inc. (China)(b)   2.25%  11/28/2017   200    202,994 
Baidu, Inc. (China)(b)   2.75%  6/9/2019   200    201,063 
Baidu, Inc. (China)(b)   3.25%  8/6/2018   500    518,794 
DynCorp International, Inc.   10.375%  7/1/2017   1,023    974,407 
Fiserv, Inc.   6.80%  11/20/2017   425    489,450 
Total                2,386,708 
                   
Telecommunications 1.38%                  
                   
Altice Financing SA (Luxembourg)†(b)   7.875%  12/15/2019   439    476,565 
Block Communications, Inc.   7.25%  2/1/2020   650    685,750 
Cincinnati Bell, Inc.   8.75%  3/15/2018   1,455    1,525,931 
Consolidated Communications Finance Co.   10.875%  6/1/2020   1,400    1,622,250 
Embarq Corp.   7.082%  6/1/2016   175    192,601 
Intelsat Jackson Holdings SA (Luxembourg)(b)   8.50%  11/1/2019   950    999,875 
Level 3 Communications, Inc.   11.875%  2/1/2019   325    357,094 
MetroPCS Wireless, Inc.   7.875%  9/1/2018   1,445    1,508,761 
Qwest Corp.   7.50%  10/1/2014   2,000    2,010,050 
Qwest Corp.   7.625%  6/15/2015   531    556,761 
Sable International Finance Ltd.   8.75%  2/1/2020   1,000    1,105,000 
Turk Telekomunikasyon AS (Turkey)†(b)   3.75%  6/19/2019   650    650,796 
UPCB Finance III Ltd.   6.625%  7/1/2020   750    796,875 
UPCB Finance Ltd.†(d)   7.625%  1/15/2020  EUR450    627,505 
Vimpel Communications OJSC via UBS Luxembourg SA (Luxembourg)†(b)   8.25%  5/23/2016  $1,200    1,255,500 
Vimpel Communications via VIP Finance Ireland Ltd.
OJSC (Ireland)†(b)
   6.493%  2/2/2016   200    200,678 
Windstream Corp.   8.125%  9/1/2018   75    78,356 
Total                14,650,348 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telephone-Long Distance 0.06%                  
                   
America Movil SAB de CV (Mexico)(b)   1.23%#  9/12/2016  $600   $605,240 
                   
Tobacco 0.17%                  
                   
Reynolds American, Inc.   7.75%  6/1/2018   1,525    1,819,012 
                   
Transportation: Miscellaneous 0.28%                  
                   
Air Medical Group Holdings, Inc.   9.25%  11/1/2018   822    868,237 
Asciano Finance Ltd. (Australia)†(b)   3.125%  9/23/2015   650    662,274 
Kazakhstan Temir Zholy Finance BV (Netherlands)(b)   7.00%  5/11/2016   300    323,625 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017   700    737,625 
Transnet SOC Ltd. (South Africa)†(b)   4.50%  2/10/2016   400    416,741 
Total                3,008,502 
                   
Truckers 0.16%                  
                   
Con-way, Inc.   7.25%  1/15/2018   1,463    1,697,197 
                   
Utilities 0.17%                  
                   
Origin Energy Finance Ltd. (Australia)†(b)   3.50%  10/9/2018   1,300    1,341,737 
Public Service Co. of New Mexico   7.95%  5/15/2018   350    420,816 
Total                1,762,553 
                   
Utilities: Electrical 0.07%                  
                   
TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(b)   4.75%  9/15/2014   700    701,148 
                   
Utilities: Miscellaneous 0.03%                  
                   
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.   6.75%  11/1/2020   280    301,000 
Total Corporate Bonds (cost $432,897,518)                436,131,669 
                   
FLOATING RATE LOANS(f) 4.10%                  
                   
Aerospace/Defense 0.25%                  
                   
Alliant Techsystems, Inc. Term Loan B   3.50%  11/1/2020   501    502,208 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(b)   3.50%  3/6/2021   1,833    1,824,119 
DigitalGlobe, Inc. Term Loan   3.75%  1/31/2020   333    332,499 
Total                2,658,826 
                   
Apparel 0.03%                  
                   
PVH Corp. Tranche B Term Loan   3.25%  2/13/2020   355    357,639 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Consumer Products 0.10%                  
                   
Hanesbrands, Inc. EUR Term Loan(d)      7/29/2021  EUR801   $1,061,025 
                   
Containers 0.02%                  
                   
Owens-Brockway Glass Container, Inc. Tranche B Term Loan   1.907%  5/19/2016  $212    211,216 
                   
Energy Equipment & Services 0.12%                  
                   
Crestwood Holdings LLC Term Loan B1   7.00%  6/19/2019   513    523,147 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%  3/28/2019   716    714,298 
Total                1,237,445 
                   
Financial Services 0.11%                  
                   
Nuveen Investments, Inc. Tranche B 1st Lien Term Loan   4.157%  5/13/2017   500    499,733 
Nuveen Investments, Inc. Tranche B 2nd Lien Term Loan   6.50%  2/28/2019   657    660,009 
Total                1,159,742 
                   
Food 0.15%                  
                   
Aramark Corp. Term Loan E   3.25%  9/7/2019   1,427    1,416,422 
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   125    128,532 
Total                1,544,954 
                   
Gaming 0.63%                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020   3,488    3,484,304 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   3,158    3,151,916 
Total                6,636,220 
                   
Health Care 0.62%                  
                   
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   107    107,712 
Capsugel Holdings US, Inc. Initial Term Loan   3.50%  8/1/2018   199    197,114 
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   1.987%  10/30/2017   1,351    1,350,555 
Fresenius US Finance I, Inc. Tranche B Term
Loan (Germany)(b)
   2.234%  8/7/2019   2,216    2,219,687 
Mallinckrodt International Finance SA Initial Term Loan B (Luxembourg)(b)   3.50%  3/19/2021   1,746    1,741,043 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%  1/28/2022   247    245,456 
Thermo Fisher Scientific, Inc. Committed Term Loan   1.623%  5/31/2016   578    577,500 
Total                6,507,085 
                   
Health Care Products 0.06%                  
                   
Biomet, Inc. Dollar Term Loan B2   3.655% - 3.733%  7/25/2017   596    595,533 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure 0.01%                  
                   
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019  $99   $96,645 
                   
Media 0.79%                  
                   
AMC Networks, Inc. Term Loan A   1.659%  6/30/2017   3,000    3,004,125 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   1,436    1,414,557 
CSC Holdings LLC Term Loan B   2.657%  4/17/2020   2,519    2,483,293 
Nielsen Finance LLC Term Loan A   2.157%  4/30/2019   1,481    1,484,953 
Total                8,386,928 
                   
Metals & Minerals: Miscellaneous 0.01%                  
                   
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%  5/16/2022   100    101,000 
                   
Services 0.27%                  
                   
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%  7/25/2022   350    351,568 
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   200    207,050 
Hertz Corp. (The) Letter of Credit Term Loan   2.75%  3/9/2018   913    901,588 
Kasima LLC Term Loan   3.25%  5/17/2021   1,275    1,268,625 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   150    150,563 
Total                2,879,394 
                   
Technology 0.30%                  
                   
Avago Technologies Cayman Ltd. Term Loan   3.75%  5/6/2021   3,208    3,208,738 
                   
Telecommunications 0.38%                  
                   
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   3,786    3,792,166 
American Tower Corp. Term Loan A   1.41%  1/3/2019   250    249,740 
Total                4,041,906 
                   
Utilities 0.25%                  
                   
La Frontera Generation LLC Term Loan   4.50%  9/30/2020   139    139,220 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   691    710,003 
Moxie Patriot LLC Advance Construction Term Loan B1   6.75%  12/19/2020   400    411,000 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%  9/14/2018   100    102,375 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   350    359,625 
Texas Competitive Electric Holdings Co. LLC DIP 2014 Delayed Draw Term Loan   3.75%  5/5/2016   583    587,556 
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017   369    375,930 
Total                2,685,709 
Total Floating Rate Loans (cost $43,424,967)                43,370,005 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(d) 0.37%                  
                   
Canada 0.03%                  
                   
Vermilion Energy, Inc.   6.50%  2/10/2016  CAD300   $282,397 
                   
France 0.01%                  
                   
Europcar Groupe SA   9.375%  4/15/2018  EUR100    139,946 
                   
Italy 0.02%                  
                   
Zobele Holding SpA   7.875%  2/1/2018  EUR150    207,440 
                   
Luxembourg 0.14%                  
                   
Matterhorn Mobile SA   6.75%  5/15/2019  CHF300    348,020 
Mobile Challenger Intermediate Group SA PIK   8.75%  3/15/2019  CHF450    503,036 
Sunrise Communications International SA   7.00%  12/31/2017  EUR500    690,645 
Total                1,541,701 
                   
United Kingdom 0.17%                  
                   
Old Mutual plc   7.125%  10/19/2016  GBP56    101,716 
R&R Ice Cream plc PIK   9.25%  5/15/2018  EUR200    269,754 
Virgin Media Finance plc   8.875%  10/15/2019  GBP795    1,389,110 
Total                1,760,580 
Total Foreign Bonds (cost $4,022,632)                3,932,064 
                   
FOREIGN GOVERNMENT OBLIGATIONS(b) 0.23%                  
                   
Argentina 0.03%                  
                   
City of Buenos Aires   9.95%  3/1/2017  $200    195,200 
Provincia de Neuquen   7.875%  4/26/2021   123    121,770 
Total                316,970 
                   
Brazil 0.09%                  
                   
Federal Republic of Brazil   8.00%  1/15/2018   856    958,222 
                   
Dominican Republic 0.01%                  
                   
Dominican Republic   9.04%  1/23/2018   92    102,368 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gabon 0.00%                  
                   
Republic of Gabon   6.375%  12/12/2024  $1   $988 
                   
Ghana 0.03%                  
                   
Republic of Ghana   8.50%  10/4/2017   300    318,000 
                   
Indonesia 0.02%                  
                   
Perusahaan Penerbit SBSN   4.00%  11/21/2018   200    207,250 
                   
Mexico 0.00%                  
                   
United Mexican States   6.625%  3/3/2015   50    51,495 
                   
Mongolia 0.02%                  
                   
Republic of Mongolia   4.125%  1/5/2018   200    190,500 
                   
Peru 0.01%                  
                   
Republic of Peru   8.375%  5/3/2016   100    112,750 
                   
Poland 0.02%                  
                   
Republic of Poland   5.00%  10/19/2015   175    183,837 
Total Foreign Government Obligations (cost $2,448,467)                2,442,380 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 3.17%    
                   
Federal Home Loan Mortgage Corp. 2011-K701 B   4.436%#  7/25/2048   3,000    3,153,998 
Federal Home Loan Mortgage Corp. 2011-K704 B   4.687%#  10/25/2030   2,800    2,975,888 
Federal Home Loan Mortgage Corp. 2012-K705 C   4.304%#  9/25/2044   135    139,696 
Federal Home Loan Mortgage Corp. 2012-K706 B   4.163%#  11/25/2044   150    156,584 
Federal Home Loan Mortgage Corp. 2012-K707 B   4.019%#  1/25/2047   32    33,223 
Federal Home Loan Mortgage Corp. 2012-K708 C   3.891%#  2/25/2045   500    508,805 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.872%#  4/25/2045   900    928,516 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.949%#  6/25/2047   200    206,793 
Federal Home Loan Mortgage Corp. 2012-K711 B   3.684%#  8/25/2045   446    456,937 
Federal Home Loan Mortgage Corp. 2013-K712 B   3.484%#  5/25/2045   300    304,617 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) 
                   
Federal Home Loan Mortgage Corp. 2013-K713 B   3.274%#  4/25/2046  $800   $800,493 
Federal Home Loan Mortgage Corp. K706 A1   1.691%  6/25/2018   218    221,807 
Federal National Mortgage Assoc. 2011-M8 A1   1.977%  8/25/2021   283    285,365 
Federal National Mortgage Assoc. 2012-M2 A1   1.824%  2/25/2022   274    274,620 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   832    831,086 
Federal National Mortgage Assoc. 2013-M5 ASQ2   0.595%  8/25/2015   3,892    3,899,917 
Government National Mortgage Assoc. 2013-162 A   2.75%  9/16/2046   148    147,792 
Government National Mortgage Assoc. 2013-171 IO(g)   1.14%#  6/16/2054   9,885    894,023 
Government National Mortgage Assoc. 2013-193 IO(g)   1.124%#  1/16/2055   3,863    343,135 
Government National Mortgage Assoc. 2014-109 A   2.325%  1/16/2046   2,945    2,976,053 
Government National Mortgage Assoc. 2014-112 A   3.00%#  1/16/2048   499    516,566 
Government National Mortgage Assoc. 2014-135 AS   Zero Coupon   2/16/2047   750    751,846 
Government National Mortgage Assoc. 2014-15 IO(g)   1.06%#  8/16/2054   9,927    806,100 
Government National Mortgage Assoc. 2014-64 A   2.20%  2/16/2045   5,762    5,805,904 
Government National Mortgage Assoc. 2014-64 IO(g)   1.31%#  12/16/2054   59,677    5,632,539 
Government National Mortgage Assoc. 2014-70 A   2.50%  3/16/2049   50    50,504 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   420    422,916 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $33,501,442)     33,525,723 
        
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 4.93%             
              
Federal Home Loan Mortgage Corp.   2.225%#  4/1/2038   387    410,140 
Federal Home Loan Mortgage Corp.   2.229%#  6/1/2038   220    234,028 
Federal Home Loan Mortgage Corp.   2.273%#  2/1/2038   627    671,255 
Federal Home Loan Mortgage Corp.   2.307%#  12/1/2035   358    381,716 
Federal Home Loan Mortgage Corp.   2.329%#  12/1/2037   519    554,455 
Federal Home Loan Mortgage Corp.   2.349%#  4/1/2037   985    1,051,228 
Federal Home Loan Mortgage Corp.   2.359%#  6/1/2038   156    166,583 
Federal Home Loan Mortgage Corp.   2.366%#  4/1/2037   199    212,869 
Federal Home Loan Mortgage Corp.   2.374%#  11/1/2038   1,741    1,861,177 
Federal Home Loan Mortgage Corp.   2.377%#  10/1/2038   142    151,832 
Federal Home Loan Mortgage Corp.   2.388%#  7/1/2034   506    540,287 
Federal Home Loan Mortgage Corp.   2.397%#  10/1/2039   243    258,503 
Federal Home Loan Mortgage Corp.   2.405%#  5/1/2036   183    195,520 
Federal Home Loan Mortgage Corp.   2.422%#  12/1/2036   524    561,250 
Federal Home Loan Mortgage Corp.   2.433%#  2/1/2035   946    1,011,189 
Federal Home Loan Mortgage Corp.   2.472%#  6/1/2041   3,059    3,286,345 
Federal Home Loan Mortgage Corp.   2.54%#  9/1/2035   457    490,061 
Federal Home Loan Mortgage Corp.   2.586%#  9/1/2036   468    503,659 
Federal Home Loan Mortgage Corp.   2.629%#  2/1/2037   376    404,447 
Federal Home Loan Mortgage Corp.   2.63%#  12/1/2035   803    864,328 
Federal Home Loan Mortgage Corp.   2.689%#  12/1/2039   931    997,632 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)          
                   
Federal Home Loan Mortgage Corp.   3.136%#  10/1/2043  $4,046   $4,206,650 
Federal Home Loan Mortgage Corp.   3.177%#  11/1/2043   4,258    4,432,479 
Federal National Mortgage Assoc.   1.916%#  6/1/2038   792    845,213 
Federal National Mortgage Assoc.   2.076%#  10/1/2035   778    827,151 
Federal National Mortgage Assoc.   2.103%#  12/1/2035   688    727,277 
Federal National Mortgage Assoc.   2.113%#  2/1/2036   346    367,350 
Federal National Mortgage Assoc.   2.136%#  3/1/2039   353    375,609 
Federal National Mortgage Assoc.   2.158%#  1/1/2036   1,402    1,492,236 
Federal National Mortgage Assoc.   2.168%#  11/1/2036   2,640    2,826,717 
Federal National Mortgage Assoc.   2.176%#  8/1/2037   40    42,168 
Federal National Mortgage Assoc.   2.231%#  4/1/2038   1,088    1,165,139 
Federal National Mortgage Assoc.   2.242%#  3/1/2038   716    765,931 
Federal National Mortgage Assoc.   2.252%#  9/1/2038   373    398,698 
Federal National Mortgage Assoc.   2.257%#  8/1/2038   183    195,127 
Federal National Mortgage Assoc.   2.26%#  1/1/2038   574    616,291 
Federal National Mortgage Assoc.   2.27%#  4/1/2038   1,823    1,942,466 
Federal National Mortgage Assoc.   2.286%#  11/1/2038   1,354    1,453,177 
Federal National Mortgage Assoc.   2.332%#  1/1/2038   519    559,240 
Federal National Mortgage Assoc.   2.362%#  3/1/2038   197    213,518 
Federal National Mortgage Assoc.   2.373%#  6/1/2038   132    141,888 
Federal National Mortgage Assoc.   2.485%#  12/1/2038   209    224,910 
Federal National Mortgage Assoc.   2.58%  11/1/2018   500    516,866 
Federal National Mortgage Assoc.   2.60%  1/1/2019   3,000    3,100,530 
Federal National Mortgage Assoc.   2.899%#  6/1/2042   4,613    4,787,300 
Federal National Mortgage Assoc.   2.943%#  5/1/2042   4,977    5,160,185 
Total Government Sponsored Enterprises Pass-Throughs (cost $51,973,700)       52,192,620 
                   
MUNICIPAL BONDS 0.06%                  
                   
Miscellaneous 0.01%                  
                   
New Jersey Econ Dev Auth   Zero Coupon   2/15/2019   100    88,952 
                   
Nursing Home 0.04%                  
                   
New Jersey Econ Dev Auth   2.421%  6/15/2018   500    504,780 
                   
Power 0.01%                  
                   
Guam Pwr Auth   7.50%  10/1/2015   70    70,223 
Total Municipal Bonds (cost $664,150)                663,955 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 25.17%         
                   
Americold LLC Trust 2010-ARTA A1   3.847%  1/14/2029  $297   $312,580 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%  10/10/2045   4,000    4,286,478 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.79%#  4/10/2049   2,500    2,739,336 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.765%#  6/10/2049   500    545,018 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%  6/10/2049   700    757,658 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.673%#  6/24/2050   1,000    1,081,050 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%  12/16/2043   379    407,414 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   6.136%#  2/15/2051   230    252,700 
Banc of America Re-REMIC Trust 2011-STRP A3   2.415%  11/17/2039   79    79,388 
Banc of America Re-REMIC Trust 2014-IP A   2.808%#  6/15/2028   6,387    6,524,183 
Banc of America Re-REMIC Trust 2014-IP B   2.808%#  6/15/2028   350    354,858 
Banc of America Re-REMIC Trust 2014-IP C   2.808%#  6/15/2028   620    627,966 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW16 AM   5.897%#  6/11/2040   2,000    2,198,919 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW17 AM   5.915%#  6/11/2050   2,000    2,216,644 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2   5.008%  9/15/2027   177    192,895 
BWAY Mortgage Trust 2013-1515 XB   0.534%#  3/10/2033   47,800    1,821,921 
CFCRE Commercial Mortgage Trust 2011-C1 A2   3.759%  4/15/2044   2,800    2,902,579 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A   1.105%#  6/15/2031   250    249,829 
CG-CCRE Commercial Mortgage Trust 2014-FL1 XCP   1.515%#  6/15/2031   4,500    85,643 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.898%#  12/10/2049   4,000    4,367,002 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%  12/19/2039   160    172,005 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%  4/10/2046   930    932,429 
Citigroup Commercial Mortgage Trust 2013-SMP A   2.11%  1/12/2030   1,281    1,299,181 
Citigroup Commercial Mortgage Trust 2013-SMP C   2.738%  1/12/2030   250    254,039 
Citigroup Commercial Mortgage Trust 2013-SMP D   3.008%#  1/12/2030   500    506,046 
Citigroup Commercial Mortgage Trust 2014-388G B   1.202%#  6/15/2033   452    454,571 
Citigroup Commercial Mortgage Trust 2014-388G C   1.552%#  6/15/2033   250    251,268 
Citigroup Commercial Mortgage Trust 2014-388G XCP   0.643%#  6/15/2033   20,000    254,000 
Citigroup Commercial Mortgage Trust 2014-GC23 XB   0.319%#  7/10/2047   3,452    73,773 
Citigroup Mortgage Loan Trust, Inc. 2013-2 2A1   0.265%#  10/25/2036   681    659,943 
Citigroup Mortgage Loan Trust, Inc. 2013-2 5A1   0.295%#  7/25/2036   659    624,178 
Citigroup Mortgage Loan Trust, Inc. 2013-3 1A1   0.776%#  7/25/2036   783    750,489 
Commercial Mortgage Pass-Through Certificates 2001-J2A F   7.38%#  7/16/2034   100    112,097 
Commercial Mortgage Pass-Through Certificates 2001-J2A G   7.38%#  7/16/2034   200    222,524 
Commercial Mortgage Pass-Through Certificates 2004-LB2A E   5.357%  3/10/2039   1,100    1,242,985 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   886    958,096 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1   3.156%  7/10/2046   1,686    1,715,758 
Commercial Mortgage Pass-Through Certificates 2010-C1 C   5.944%#  7/10/2046   100    114,972 
Commercial Mortgage Pass-Through Certificates 2011-FL1 C   4.814%#  7/17/2028   97    96,801 
Commercial Mortgage Pass-Through Certificates 2012-9W57 A   2.365%  2/10/2029   150    153,871 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X   1.525%#  2/10/2029   12,000    377,208 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%  5/15/2045   361    361,508 
Commercial Mortgage Pass-Through Certificates 2012-CR2 A2   2.025%  8/15/2045   2,010    2,030,487 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
Commercial Mortgage Pass-Through Certificates 2012-CR3 A2   1.765%  10/15/2045  $970   $973,441 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA   2.142%#  10/15/2045   5,879    645,050 
Commercial Mortgage Pass-Through Certificates 2012-FL2 A   2.282%#  9/17/2029   81    81,669 
Commercial Mortgage Pass-Through Certificates 2012-FL2 B   1.755%#  9/17/2029   200    201,454 
Commercial Mortgage Pass-Through Certificates 2012-FL2 C   2.255%#  9/17/2029   620    622,783 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%  10/5/2030   849    838,361 
Commercial Mortgage Pass-Through Certificates 2012-MVP A   2.094%#  11/17/2026   325    327,203 
Commercial Mortgage Pass-Through Certificates 2012-MVP B   1.752%#  11/17/2026   1,519    1,521,901 
Commercial Mortgage Pass-Through Certificates 2012-MVP C   2.302%#  11/17/2026   405    405,978 
Commercial Mortgage Pass-Through Certificates 2012-MVP D   3.152%#  11/17/2026   1,300    1,309,565 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   5,000    5,050,817 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%  3/10/2046   690    694,825 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA   1.699%#  3/10/2046   11,585    985,736 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA   0.865%#  6/10/2046   19,753    770,589 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046   3,425    3,434,444 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   88    86,564 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA   1.481%#  8/10/2047   3,660    308,381 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C   2.10%#  7/13/2031   1,500    1,504,986 
Commercial Mortgage Pass-Through Certificates 2014-FL4 XCP   0.348%#  9/13/2015   5,892    7,200 
Commercial Mortgage Pass-Through Certificates 2014-KYO A   1.057%#  6/11/2027   865    866,834 
Commercial Mortgage Pass-Through Certificates 2014-KYO B   1.457%#  6/11/2027   750    748,221 
Commercial Mortgage Pass-Through Certificates 2014-KYO C   1.807%#  6/11/2027   600    599,920 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A   1.305%#  6/15/2034   652    652,318 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B   1.905%#  6/15/2034   521    521,763 
Commercial Mortgage Pass-Through Certificates 2014-SAVA C   2.555%#  6/15/2034   621    621,221 
Commercial Mortgage Pass-Through Certificates 2014-SAVA XCP   3.386%#  6/15/2034   11,400    692,926 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A   5.384%  5/15/2023   100    109,732 
Credit Suisse First Boston Mortgage Securities Corp. 2007-TFLA J   0.805%#  2/15/2022   300    288,000 
Credit Suisse Mortgage Capital Certificates 2006-C4 AM   5.509%  9/15/2039   4,200    4,515,792 
Credit Suisse Mortgage Capital Certificates 2008-C1 AM   6.173%#  2/15/2041   1,035    1,145,352 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                   
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.097%#  9/15/2039  $225   $247,197 
Credit Suisse Mortgage Capital Certificates 2014-ICE X1CP   1.686%#  4/15/2027   3,250    90,896 
CW Capital Cobalt Ltd. 2007-C2 AM   5.461%  4/15/2047   220    239,516 
CW Capital Cobalt Ltd. 2007-C2 AMFX   5.526%  4/15/2047   2,000    2,182,993 
DBUBS Mortgage Trust 2011-LC1A A1   3.742%  11/10/2046   3,981    4,122,825 
DBUBS Mortgage Trust 2011-LC1A A2   4.528%  11/10/2046   100    108,106 
DBUBS Mortgage Trust 2011-LC1A A3   5.002%  11/10/2046   1,000    1,130,581 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%  7/10/2044   594    621,445 
DBUBS Mortgage Trust 2011-LC3A A3   4.638%  8/10/2044   500    545,965 
Del Coronado Trust 2013 HDC A   0.955%#  3/15/2026   400    400,440 
Del Coronado Trust 2013 HDC B   1.455%#  3/15/2026   1,000    999,853 
Del Coronado Trust 2013 HDC C   1.755%#  3/15/2026   500    499,547 
Del Coronado Trust 2013 HDC E   2.805%#  3/15/2026   500    497,057 
EQTY Mortgage Trust 2014-INNS C   1.759%#  5/8/2031   100    99,716 
EQTY Mortgage Trust 2014-INNS XCP   1.854%#  5/8/2031   8,514    107,331 
Extended Stay America Trust 2013-ESFL DFL   3.296%#  12/5/2031   130    130,381 
Extended Stay America Trust 2013-ESH5 B5   2.278%  12/5/2031   1,700    1,696,841 
Extended Stay America Trust 2013-ESH7 B7   3.604%  12/5/2031   1,100    1,126,946 
Extended Stay America Trust 2013-ESH7 C7   3.902%  12/5/2031   1,762    1,807,217 
Extended Stay America Trust 2013-ESH7 D7   5.521%#  12/5/2031   900    944,109 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(b)   2.184%#  10/18/2054   250    253,418 
Granite Master Issuer plc 2005-1 A4 (United Kingdom)(b)   0.356%#  12/20/2054   419    416,264 
Granite Master Issuer plc 2005-2 A6 (United Kingdom)(b)   0.416%#  12/20/2054   477    474,618 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(b)   0.356%#  12/20/2054   694    688,415 
Granite Master Issuer plc 2007-1 2A1 (United Kingdom)(b)   0.296%#  12/20/2054   205    203,649 
Granite Master Issuer plc 2007-1 3A1 (United Kingdom)(b)   0.356%#  12/20/2054   417    413,656 
Greenwich Capital Commercial Funding Corp. 2006-GG7 AM   6.014%#  7/10/2038   2,500    2,687,561 
GS Mortgage Securities Corp. II 2012-GCJ7 A2   2.318%  5/10/2045   2,540    2,590,357 
GS Mortgage Securities Corp. II 2012-GCJ9 A2   1.762%  11/10/2045   1,000    1,000,367 
GS Mortgage Securities Corp. II 2012-GCJ9 XA   2.532%#  11/10/2045   1,955    245,142 
GS Mortgage Securities Corp. II 2013-GC12 A2   2.011%  6/10/2046   1,120    1,121,223 
GS Mortgage Securities Corp. II 2013-KING A   2.706%  12/10/2027   1,328    1,345,209 
GS Mortgage Securities Corp. II 2013-KING B   3.241%  12/10/2027   1,500    1,539,891 
GS Mortgage Securities Corp. II 2013-KING C   3.55%#  12/10/2027   1,950    1,994,134 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%  6/5/2031   1,900    1,954,828 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%  6/5/2031   1,400    1,451,865 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                   
GS Mortgage Securities Trust 2009-RR1 MLB   5.147%  12/14/2049  $500   $536,606 
GS Mortgage Securities Trust 2010-C1 D   6.167%#  8/10/2043   100    110,158 
GS Mortgage Securities Trust 2012-GC6 XA   2.328%#  1/10/2045   53,865    6,060,594 
GS Mortgage Securities Trust II 2006-GG8 AM   5.591%  11/10/2039   505    543,995 
GS Mortgage Securities Trust II 2013-GC12 XA   1.924%#  6/10/2046   25,503    2,507,557 
H/2 Asset Funding 2014-1 Ltd.   2.101%  3/19/2037   1,000    1,001,181 
HILT Mortgage Trust 2014-ORL A   1.055%#  7/15/2029   250    250,211 
HILT Mortgage Trust 2014-ORL B   1.355%#  7/15/2029   100    100,103 
HILT Mortgage Trust 2014-ORL C   1.755%#  7/15/2029   500    500,604 
HILT Mortgage Trust 2014-ORL XCP   1.104%#  7/15/2029   1,000    15,394 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   2,094    2,069,970 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AM   5.466%  6/12/2047   1,000    1,083,860 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%  6/12/2047   265    287,099 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.892%#  2/12/2049   385    415,321 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C   7.693%#  12/5/2027   1,000    1,243,578 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.705%#  3/18/2051   1,395    1,481,755 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2   3.616%  11/15/2043   3,000    3,170,802 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-RR1 JPB   5.985%#  6/18/2049   372    401,137 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD A2   3.364%  11/13/2044   3,600    3,751,807 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C8 A2   1.797%  10/15/2045   300    301,652 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-LC9 A2   1.677%  12/15/2047   1,315    1,315,843 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA   1.461%#  12/15/2047   13,838    1,022,343 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%  7/15/2045   2,600    2,647,083 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA   1.029%#  7/15/2045   7,384    320,418 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 B   1.405%#  4/15/2028   2,300    2,306,425 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 C   1.955%#  4/15/2028   1,500    1,501,882 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D   2.505%#  4/15/2028   1,300    1,299,778 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ A   0.935%#  4/15/2030   1,400    1,398,698 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B   1.305%#  4/15/2030   900    898,871 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C   1.655%#  4/15/2030   1,650    1,647,118 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 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-LC11 XA   1.718%#  4/15/2046  $1,984   $181,732 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A   1.055%#  4/15/2027   115    115,154 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B   1.405%#  4/15/2027   250    250,252 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A1   1.254%  2/15/2047   185    184,350 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A2   2.879%  2/15/2047   50    51,523 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%  4/15/2047   1,430    1,482,642 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA   1.45%#  4/15/2047   3,574    224,130 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB   0.441%#  4/15/2047   1,000    28,005 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%  6/10/2027   2,703    2,788,000 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY B   3.771%  6/10/2027   535    550,597 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY C   3.931%#  6/10/2027   373    377,452 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA   0.503%#  6/10/2027   2,906    54,434 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB   0.16%#  6/10/2027   1,292    4,871 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 D   3.255%#  12/15/2030   500    496,553 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A   1.075%#  6/15/2029   615    615,153 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C   1.855%#  6/15/2029   200    199,765 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN XCP   0.09%#  12/15/2015   25,000    29,588 
LB-UBS Commercial Mortgage Trust 2006-C4 AM   6.049%#  6/15/2038   3,260    3,503,064 
LB-UBS Commercial Mortgage Trust 2006-C6 AM   5.413%  9/15/2039   500    539,183 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   8,100    8,737,996 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%  2/15/2040   3,443    3,733,340 
LSTAR Commercial Mortgage Trust 2014-2 A1   1.519%  1/20/2041   464    464,130 
LSTAR Commercial Mortgage Trust 2014-2 XA   1.033%#  1/20/2041   3,494    132,316 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   132    130,202 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   110    108,983 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%  12/12/2049   1,090    1,175,657 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%  8/12/2048   4,785    5,057,197 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
                   
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A2   1.972%  8/15/2045  $1,000   $1,013,152 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 A2   1.868%  11/15/2045   1,930    1,942,446 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030   1,538    1,509,750 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 XA   1.864%#  2/15/2046   2,836    267,377 
Morgan Stanley Capital I 2007-HQ12 AM   5.773%#  4/12/2049   2,256    2,437,684 
Morgan Stanley Capital I 2007-IQ15 AM   6.105%#  6/11/2049   2,267    2,464,584 
Morgan Stanley Capital I 2012-C4 XA   2.832%#  3/15/2045   21,196    2,362,315 
Morgan Stanley Capital I 2012-STAR A1   2.084%  8/5/2034   498    493,791 
Morgan Stanley Capital I 2014-CPT XA   0.188%#  7/13/2029   60,000    479,184 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.991%#  8/12/2045   5,000    5,460,182 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.395%#  6/26/2036   268    266,574 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%  3/27/2051   1,022    1,024,545 
Motel 6 Trust 2012-MTL6 B   2.743%  10/5/2025   300    301,072 
Motel 6 Trust 2012-MTL6 C   3.139%  10/5/2025   1,900    1,904,559 
NorthStar 2012-1 Mortgage Trust 2012-1 B   1.80%#  8/25/2029   1,130    1,134,504 
NorthStar 2012-1 Mortgage Trust 2012-1 C   2.301%#  8/25/2029   1,130    1,134,990 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.005%#  8/25/2029   1,186    1,187,234 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.155%#  8/25/2029   1,250    1,282,125 
OBP Depositor LLC Trust 2010-OBP A   4.646%  7/15/2045   1,052    1,169,990 
PFP III Ltd. 2014-1 AS   1.806%#  6/14/2031   500    502,955 
PFP III Ltd. 2014-1 B   2.506%#  6/14/2031   500    503,691 
PFP III Ltd. 2014-1 C   3.056%#  6/14/2031   1,000    1,007,532 
Prima Capital Ltd.   2.214%  5/24/2021   3,210    3,345,660 
RAIT Trust 2014-FL2 B   2.305%#  5/13/2031   500    493,444 
RBSCF Trust 2010-MB1 C   5.007%#  4/15/2024   145    147,815 
RBSCF Trust 2010-RR3 MSCB   6.105%#  6/16/2049   3,010    3,328,524 
RBSCF Trust 2010-RR3 WBTB   6.14%#  2/16/2051   930    1,021,781 
RBSSP Resecuritization Trust 2013-1 3A1   0.265%#  1/26/2037   366    349,188 
RBSSP Resecuritization Trust 2013-3 1A1   0.315%#  11/26/2036   838    801,024 
RBSSP Resecuritization Trust 2013-3 2A1   0.315%#  11/26/2036   749    688,095 
RCMC LLC 2012-CRE1 A   5.624%  11/15/2044   669    690,596 
Resource Capital Corp. Ltd. 2014-CRE2 A   1.205%#  4/15/2032   450    451,161 
RREF LLC 2013-LT3   2.50%  6/20/2028   370    370,287 
Sequoia Mortgage Trust 2012-4 A2   3.00%  9/25/2042   227    222,121 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(b)   1.784%#  1/21/2055   120    120,256 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   419    419,601 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   1,510    1,508,270 
Starwood Property Mortgage Trust 2013-FV1 C   2.757%#  8/11/2028   500    500,904 
Starwood Property Mortgage Trust 2013-FV1 D   3.657%#  8/11/2028   500    500,968 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%  12/25/2035   147    147,547 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                   
UBS-Barclays Commercial Mortgage Trust 2012-C2 A2   2.113%  5/10/2063  $2,000   $2,026,595 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A2   1.852%  8/10/2049   520    522,880 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A2   1.712%  12/10/2045   1,200    1,198,195 
UBS-Barclays Commercial Mortgage Trust 2013-C5 A2   2.137%  3/10/2046   2,900    2,925,795 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA   1.268%#  3/10/2046   11,774    820,764 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA   1.491%#  4/10/2046   19,719    1,626,152 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%  1/10/2045   205    211,702 
Vornado DP LLC 2010-VNO A1   2.97%  9/13/2028   328    337,941 
Wachovia Bank Commercial Mortgage Trust 2005-C22 AM   5.505%#  12/15/2044   500    523,899 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   400    430,067 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   1,233    1,335,090 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.555%#  9/15/2021   504    491,458 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   2,000    2,153,089 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%  4/15/2047   5,300    5,757,507 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 A2   0.295%#  6/15/2020   3,000    2,944,368 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%  10/15/2045   450    453,140 
Wells Fargo Commercial Mortgage Trust 2014-TISH C   2.005%#  2/15/2027   250    250,258 
Wells Fargo Re-REMIC Trust 2012-IO A   1.75%  8/20/2021   201    201,366 
WF-RBS Commercial Mortgage Trust 2011-C2 A2   3.791%  2/15/2044   1,000    1,032,554 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%  2/15/2044   950    1,032,913 
WF-RBS Commercial Mortgage Trust 2011-C3 A2   3.24%  3/15/2044   472    488,082 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%  11/15/2044   1,350    1,420,577 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%  12/15/2045   480    481,431 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   479    481,742 
WF-RBS Commercial Mortgage Trust 2012-C7 XA   1.735%#  6/15/2045   12,582    1,153,020 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   1,040    1,049,632 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   3,900    3,936,083 
WF-RBS Commercial Mortgage Trust 2013-C13 XA   1.605%#  5/15/2045   12,795    1,089,617 
WF-RBS Commercial Mortgage Trust 2014-C20 XA   1.412%#  5/15/2047   7,070    559,928 
WF-RBS Commercial Mortgage Trust 2014-C20 XB   0.734%#  5/15/2047   1,368    71,053 
WF-RBS Commercial Mortgage Trust 2014-C21 XB   0.762%#  8/15/2047   15,000    840,653 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $268,247,075)        266,348,016 
                   
U.S. TREASURY OBLIGATIONS 3.90%                  
                   
U.S. Treasury Note   0.375%  3/15/2015   29,515    29,565,146 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS (continued)                  
                   
U.S. Treasury Note   2.125%  12/31/2015  $11,428   $11,713,700 
Total U.S. Treasury Obligations (cost $41,256,086)                41,278,846 
Total Long-Term Investments (cost $1,007,542,614)                1,009,431,226 
                   
SHORT-TERM INVESTMENTS 4.65%                  
                   
COMMERCIAL PAPER 2.07%                  
                   
Aerospace/Defense 0.03%                  
                   
Textron, Inc.   Zero Coupon   9/23/2014   350    349,884 
                   
Energy Equipment & Services 0.69%                  
                   
Talisman Energy, Inc.   Zero Coupon   9/11/2014   3,600    3,599,370 
Talisman Energy, Inc.   Zero Coupon   9/5/2014   3,750    3,749,781 
Total                7,349,151 
                   
Oil: Integrated Domestic 0.48%                  
                   
Weatherford International Ltd.   Zero Coupon   9/8/2014   750    749,896 
Weatherford International Ltd.   Zero Coupon   9/22/2014   945    944,559 
Weatherford International Ltd.   Zero Coupon   9/9/2014   500    499,924 
Weatherford International Ltd.   Zero Coupon   10/6/2014   1,250    1,248,997 
Weatherford International Ltd.   Zero Coupon   10/7/2014   500    499,582 
Weatherford International Ltd.   Zero Coupon   9/8/2014   500    499,933 
Weatherford International Ltd.   Zero Coupon   9/2/2014   650    650,000 
Total                5,092,891 
                   
Railroads 0.08%                  
                   
Kansas City Southern Railway   Zero Coupon   9/11/2014   800    799,900 
                   
Supermarkets 0.47%                  
                   
Tesco Treasury Services plc   Zero Coupon   8/18/2015   5,000    4,958,478 
                   
Utilities 0.05%                  
                   
Hawaiian Electric Co.   Zero Coupon   9/12/2014   500    499,919 
                   
Utilities: Miscellaneous 0.27%                  
                   
Entergy Corp.   Zero Coupon   9/8/2014   1,350    1,349,854 
Entergy Corp.   Zero Coupon   11/12/2014   1,500    1,498,562 
Total                2,848,416 
Total Commercial Paper (cost $21,897,305)                21,898,639 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 0.37%                  
                   
Banks: Regional 0.23%                  
                   
Royal Bank of Scotland Group plc (United Kingdom)(b)   5.00%  10/1/2014  $1,450   $1,453,945 
Royal Bank of Scotland Group plc (United Kingdom)(b)   5.05%  1/8/2015   975    985,817 
Total                2,439,762 
                   
Beverages 0.05%                  
                   
Constellation Brands, Inc.   8.375%  12/15/2014   551    562,709 
                   
Chemicals 0.02%                  
                   
Yara International ASA (Norway)†(b)   5.25%  12/15/2014   200    202,640 
                   
Containers 0.03%                  
                   
Brambles USA, Inc.   3.95%  4/1/2015   303    308,470 
                   
Electric: Power 0.02%                  
                   
TransAlta Corp. (Canada)(b)   4.75%  1/15/2015   210    213,189 
                   
Leasing 0.01%                  
                   
International Lease Finance Corp.   6.50%  9/1/2014   125    125,000 
                   
Metals & Minerals: Miscellaneous 0.01%                  
                   
ALROSA Finance SA (Luxembourg)(b)   8.875%  11/17/2014   100    101,328 
Total Corporate Bonds (cost $3,951,606)                3,953,098 
                   
FLOATING RATE LOAN(f) 0.10%                  
                   
Telecommunications                  
                   
Consolidated Communications, Inc. Bridge Term Loan
(cost $1,000,000)
      1/30/2015   1,000    1,000,000 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.00%         
                   
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH XCP
(cost $0)
   0.027%#  5/15/2015   6,385    401 
                   
REPURCHASE AGREEMENT 2.11%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $22,560,000 of U.S. Treasury Note at 0.875% due 2/28/2017; value: $22,729,200; proceeds: $22,282,788
(cost $22,282,788)
               22,283    22,282,788 
Total Short-Term Investments (cost $49,131,699)                49,134,926 
Total Investments in Securities 100.03% (cost $1,056,674,313)        1,058,566,152 
Liabilities in Excess of Foreign Cash & Other Assets(h) (0.03%)        (320,188)
Net Assets 100.00%               $1,058,245,964 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

 
CAD  Canadian dollar.
CHF Swiss franc.
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 August 31, 2014.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(b) Foreign security traded in U.S. dollars.
(c) Security has been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2014 (See Note 2(e)).
(d) Investment in non-U.S. dollar denominated securities.
(e) Defaulted security.
(f) Floating Rate Loans in which the Fund invests generally pay interest at rates that 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(s) in effect at August 31, 2014.
(g) 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.
(h) Liabilities in Excess of Foreign Cash & Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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  Bank of America  10/7/2014   315,000   $294,592   $289,475   $5,117 
Swiss franc  Sell  J.P. Morgan  11/19/2014   325,000    360,086    354,298    5,788 
Swiss franc  Sell  UBS AG  11/19/2014   315,000    348,127    343,396    4,731 
Swiss franc  Sell  UBS AG  11/19/2014   158,000    173,980    172,243    1,737 
euro  Sell  Bank of America  11/13/2014   165,000    221,737    216,903    4,834 
euro  Sell  Deutsche Bank AG  11/13/2014   55,000    74,952    72,301    2,651 
euro  Sell  J.P. Morgan  11/13/2014   265,000    354,113    348,359    5,754 
euro  Sell  J.P. Morgan  11/13/2014   424,000    576,937    557,375    19,562 
euro  Sell  J.P. Morgan  11/13/2014   815,000    1,091,315    1,071,369    19,946 
British pound  Sell  Bank of America  10/17/2014   190,000    318,566    315,317    3,249 
British pound  Sell  Bank of America  10/17/2014   110,000    188,332    182,552    5,780 
British pound  Sell  Bank of America  10/17/2014   270,000    461,377    448,082    13,295 
British pound  Sell  Goldman Sachs  10/17/2014   190,000    325,826    315,317    10,509 
British pound  Sell  J.P. Morgan  10/17/2014   290,000    496,586    481,273    15,313 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $118,266 
       
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  Buy  J.P. Morgan  10/17/2014   125,850   $213,600   $208,856   $(4,744)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Open Futures Contracts at August 31, 2014:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2014  1,172  Long  $256,722,939   $99,861 
U.S. 5-Year Treasury Note  December 2014  160  Short   (19,013,750)   2,694 
Totals           $237,709,189   $102,555 

 

Open Consumer Price Index (“CPI”) Swaps at August 31, 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  CPI Urban
Consumer NSA
  2.200%  5/27/2019  $30,000,000   $30,006,379   $6,379 
Deutsche Bank AG  2.465%  CPI Urban
Consumer NSA
  11/30/2031   5,000,000    5,039,821    39,821 
Deutsche Bank AG  2.505%  CPI Urban
Consumer NSA
  12/7/2031   5,000,000    5,004,372    4,372 
Deutsche Bank AG  2.5175%  CPI Urban
Consumer NSA
  4/17/2026   15,000,000    15,034,903   34,903 
Morgan Stanley  CPI Urban
Consumer NSA
  2.7975%  6/28/2043   15,000,000    15,527,615    527,615 
Morgan Stanley  CPI Urban
Consumer NSA
  2.5225%  10/31/2023   15,000,000    15,183,982    183,982 
Morgan Stanley  CPI Urban
Consumer NSA
  2.415%  7/2/2023   15,000,000    15,066,548    66,548 
Unrealized Appreciation on CPI Swaps   $863,620 
                         
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   $14,588,973   $(411,027)
Bank of America  2.445%  CPI Urban
Consumer NSA
  4/24/2023   40,000,000    39,904,749    (95,251)
Bank of America  2.460%  CPI Urban
Consumer NSA
  4/23/2023   30,000,000    29,888,006    (111,994)
Bank of America  2.555%  CPI Urban
Consumer NSA
  7/15/2018   5,000,000    4,775,825    (224,175)
Bank of America  2.590%  CPI Urban
Consumer NSA
  6/26/2023   40,000,000    39,380,023    (619,977)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 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  2.820%  CPI Urban
Consumer NSA
  5/4/2020   4,000,000   $3,745,640   $(254,360)
Bank of America  2.825%  CPI Urban
Consumer NSA
  7/22/2023   5,000,000    4,630,247    (369,753)
Barclays Bank plc  CPI Urban
Consumer NSA
  2.145%  2/6/2019   30,000,000    29,887,022    (112,978)
Barclays Bank plc  CPI Urban
Consumer NSA
  2.0925%  4/1/2019   25,000,000    24,848,467    (151,533)
Barclays Bank plc  2.215%  CPI Urban
Consumer NSA
  2/24/2015   5,000,000    4,927,367    (72,633)
Barclays Bank plc  2.344%  CPI Urban
Consumer NSA
  8/1/2019   40,000,000    39,681,037    (318,963)
Barclays Bank plc  2.529%  CPI Urban
Consumer NSA
  7/8/2022   30,000,000    29,608,040    (391,960)
Barclays Bank plc  2.620%  CPI Urban
Consumer NSA
  10/18/2019   15,000,000    14,447,664    (552,336)
Barclays Bank plc  2.6475%  CPI Urban
Consumer NSA
  9/28/2022   20,000,000    19,280,577    (719,423)
Barclays Bank plc  2.7425%  CPI Urban
Consumer NSA
  9/14/2024   15,000,000    14,342,886    (657,114)
Barclays Bank plc  2.945%  CPI Urban
Consumer NSA
  3/5/2038   15,000,000    13,901,043    (1,098,957)
Credit Suisse  CPI Urban
Consumer NSA
  1.700%  11/21/2015   20,000,000    19,912,102    (87,898)
Credit Suisse  2.525%  CPI Urban
Consumer NSA
  1/11/2019   15,000,000    14,513,553    (486,447)
Credit Suisse  2.560%  CPI Urban
Consumer NSA
  6/27/2020   5,000,000    4,778,324    (221,676)
Credit Suisse  2.6713%  CPI Urban
Consumer NSA
  4/11/2022   30,000,000    28,869,110    (1,130,890)
Credit Suisse  2.864%  CPI Urban
Consumer NSA
  2/22/2032   8,000,000    7,480,152    (519,848)
Deutsche Bank AG  CPI Urban
Consumer NSA
  1.790%  1/2/2016   20,000,000    19,885,886   (114,114)
Deutsche Bank AG  1.690%  CPI Urban
Consumer NSA
  12/12/2015   30,000,000    29,825,759    (174,241)
Deutsche Bank AG  2.145%  CPI Urban
Consumer NSA
  2/8/2016   6,000,000    5,918,752    (81,248)
Deutsche Bank AG  2.1775%  CPI Urban
Consumer NSA
  4/22/2018   30,000,000    29,690,318    (309,682)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 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   $9,871,401   $(128,599)
Deutsche Bank AG  2.340%  CPI Urban
Consumer NSA
  6/17/2016   5,000,000    4,875,518    (124,482)
Deutsche Bank AG  2.3825%  CPI Urban
Consumer NSA
  5/23/2020   40,000,000    39,286,214    (713,786)
Deutsche Bank AG  2.385%  CPI Urban
Consumer NSA
  1/24/2021   7,000,000    6,835,343    (164,657)
Deutsche Bank AG  2.4375%  CPI Urban
Consumer NSA
  6/7/2021   20,000,000    19,640,951    (359,049)
Deutsche Bank AG  2.440%  CPI Urban
Consumer NSA
  4/11/2020   8,000,000    7,767,747    (232,253)
Deutsche Bank AG  2.4925%  CPI Urban
Consumer NSA
  5/16/2016   4,000,000    3,885,838    (114,162)
Deutsche Bank AG  2.500%  CPI Urban
Consumer NSA
  9/4/2021   10,000,000    9,740,850    (259,150)
Deutsche Bank AG  2.520%  CPI Urban
Consumer NSA
  8/8/2021   5,000,000    4,797,486    (202,514)
Deutsche Bank AG  2.585%  CPI Urban
Consumer NSA
  11/28/2020   15,000,000    14,426,082    (573,918)
Deutsche Bank AG  2.590%  CPI Urban
Consumer NSA
  5/13/2016   12,000,000    11,600,060    (399,940)
Deutsche Bank AG  2.6075%  CPI Urban
Consumer NSA
  6/13/2020   5,000,000    4,760,935    (239,065)
Deutsche Bank AG  2.615%  CPI Urban
Consumer NSA
  1/4/2020   15,000,000    14,405,871    (594,129)
Deutsche Bank AG  2.640%  CPI Urban
Consumer NSA
  12/17/2020   15,000,000    14,360,017    (639,983)
Deutsche Bank AG  2.695%  CPI Urban
Consumer NSA
  10/29/2021   9,000,000    8,595,551    (404,449)
Deutsche Bank AG  2.700%  CPI Urban
Consumer NSA
  7/11/2019   6,000,000    5,653,297    (346,703)
Deutsche Bank AG  2.710%  CPI Urban
Consumer NSA
  10/11/2020   15,000,000    14,340,877    (659,123)
Deutsche Bank AG  2.730%  CPI Urban
Consumer NSA
  10/25/2021   15,000,000    14,283,087    (716,913)
Deutsche Bank AG  2.730%  CPI Urban
Consumer NSA
  2/4/2021   15,000,000    14,322,179    (677,821)
Deutsche Bank AG  2.745%  CPI Urban
Consumer NSA
  3/20/2022   30,000,000    28,686,539    (1,313,461)
Deutsche Bank AG  2.7475%  CPI Urban
Consumer NSA
  2/26/2022   30,000,000    28,648,413    (1,351,587)
Deutsche Bank AG  2.750%  CPI Urban
Consumer NSA
  3/30/2032   6,000,000    5,746,397    (253,603)
Deutsche Bank AG  2.7525%  CPI Urban
Consumer NSA
  8/2/2021   8,000,000    7,468,009    (531,991)
Deutsche Bank AG  2.779%  CPI Urban
Consumer NSA
  3/12/2022   25,000,000    23,817,048    (1,182,952)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Open Consumer Price Index (“CPI”) Swaps at August 31, 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  3.010%  CPI Urban
Consumer NSA
  2/15/2033  $15,000,000   $13,758,690   $(1,241,310)
Goldman Sachs  CPI Urban
Consumer NSA
  1.9575%  1/17/2017   40,000,000    39,817,219    (182,781)
Goldman Sachs  CPI Urban
Consumer NSA
  1.795%  1/9/2016   40,000,000    39,764,820    (235,180)
Goldman Sachs  2.4475%  CPI Urban
Consumer NSA
  4/24/2023   30,000,000    29,921,905    (78,095)
Goldman Sachs  2.497%  CPI Urban
Consumer NSA
  5/2/2021   30,000,000    29,205,399    (794,601)
Goldman Sachs  2.5375%  CPI Urban
Consumer NSA
  4/17/2021   8,000,000    7,709,056    (290,944)
Goldman Sachs  2.5575%  CPI Urban
Consumer NSA
  11/13/2019   20,000,000    19,299,105    (700,895)
Goldman Sachs  2.6475%  CPI Urban
Consumer NSA
  12/6/2020   20,000,000    19,127,275    (872,725)
Goldman Sachs  2.675%  CPI Urban
Consumer NSA
  12/13/2020   15,000,000    14,313,848    (686,152)
Goldman Sachs  2.7725%  CPI Urban
Consumer NSA
  4/3/2023   20,000,000    19,088,948    (911,052)
Goldman Sachs  2.945%  CPI Urban
Consumer NSA
  1/16/2038   15,000,000    13,833,751    (1,166,249)
Goldman Sachs  2.980%  CPI Urban
Consumer NSA
  2/7/2033   10,000,000    9,225,683    (774,317)
J.P. Morgan  2.385%  CPI Urban
Consumer NSA
  5/16/2020   10,000,000    9,741,884    (258,116)
J.P. Morgan  2.549%  CPI Urban
Consumer NSA
  7/23/2023   30,000,000    29,636,292    (363,708)
J.P. Morgan  2.6075%  CPI Urban
Consumer NSA
  6/3/2020   5,000,000    4,765,209    (234,791)
J.P. Morgan  2.680%  CPI Urban
Consumer NSA
  2/28/2021   20,000,000    19,220,270    (779,730)
J.P. Morgan  2.730%  CPI Urban
Consumer NSA
  9/20/2021   15,000,000    14,308,958    (691,042)
J.P. Morgan  2.7563%  CPI Urban
Consumer NSA
  3/25/2022   30,000,000    28,660,734    (1,339,266)
J.P. Morgan  2.810%  CPI Urban
Consumer NSA
  3/28/2032   7,000,000    6,620,926    (379,074)
J.P. Morgan  2.815%  CPI Urban
Consumer NSA
  5/4/2020   4,000,000    3,747,655    (252,345)
J.P. Morgan  2.955%  CPI Urban
Consumer NSA
  7/15/2026   5,000,000    4,550,143    (449,857)
Morgan Stanley  2.265%  CPI Urban
Consumer NSA
  6/22/2016   5,000,000    4,893,106    (106,894)
Morgan Stanley  2.5475%  CPI Urban
Consumer NSA
  4/20/2021   8,000,000    7,701,208    (298,792)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 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
 
Morgan Stanley  2.555%  CPI Urban
Consumer NSA
  2/11/2018  $20,000,000   $19,417,939   $(582,061)
Morgan Stanley  2.6725%  CPI Urban
Consumer NSA
  1/22/2021   20,000,000    19,160,144    (839,856)
Morgan Stanley  2.6725%  CPI Urban
Consumer NSA
  1/28/2021   15,000,000    14,382,776    (617,224)
Morgan Stanley  2.735%  CPI Urban
Consumer NSA
  5/13/2019   12,000,000    11,345,067    (654,933)
Morgan Stanley  2.7875%  CPI Urban
Consumer NSA
  6/8/2026   5,000,000    4,694,757    (305,243)
UBS AG  2.4975%  CPI Urban
Consumer NSA
  4/26/2020   9,000,000    8,693,341    (306,659)
UBS AG  2.5275%  CPI Urban
Consumer NSA
  5/9/2021   10,000,000    9,638,664    (361,336)
UBS AG  2.7175%  CPI Urban
Consumer NSA
  5/13/2020   12,000,000    11,343,199    (656,801)
UBS AG  2.815%  CPI Urban
Consumer NSA
  4/5/2032   5,000,000    4,724,166    (275,834)
Wells Fargo  1.690%  CPI Urban
Consumer NSA
  6/1/2015   8,000,000    7,982,953    (17,047)
Wells Fargo  2.3925%  CPI Urban
Consumer NSA
  6/26/2019   30,000,000    29,711,153    (288,847)
Wells Fargo  2.410%  CPI Urban
Consumer NSA
  6/20/2021   10,000,000    9,738,889    (261,111)
Wells Fargo  2.560%  CPI Urban
Consumer NSA
  5/2/2021   10,000,000    9,613,182    (386,818)
Wells Fargo  2.6275%  CPI Urban
Consumer NSA
  10/5/2019   15,000,000    14,464,504    (535,496)
Wells Fargo  2.645%  CPI Urban
Consumer NSA
  12/27/2020   15,000,000    14,358,447    (641,553)
Wells Fargo  2.7325%  CPI Urban
Consumer NSA
  2/19/2021   20,000,000    19,116,984    (883,016)
Wells Fargo  2.745%  CPI Urban
Consumer NSA
  2/21/2022   25,000,000    23,868,725    (1,131,275)
Wells Fargo  2.855%  CPI Urban
Consumer NSA
  11/23/2032   10,000,000    9,420,471    (579,529)
Wells Fargo  2.950%  CPI Urban
Consumer NSA
  1/31/2033   15,000,000    13,918,475    (1,081,525)
Unrealized Depreciation on CPI Swaps   $(44,966,848)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

Credit Default Swaps on Indexes - Sell Protection at  August 31, 2014(1):

 

Referenced
Index
  Fund
Receives
  Termination
Date
  Original
Notional
Amount
   Current
Notional
Amount
   Fair
Value(2)
    Payments
Upfront(3)
   Unrealized
Appreciation(4)
   Credit
Default
Swap
Agreements
Payable at
Fair Value(5)
 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049  $300,000   $283,064   $298,125   $15,815   $13,940   $1,875 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   500,000    471,774    496,875    11,932    8,807    3,125 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   1,000,000    975,976    991,250    34,634    25,884    8,750 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   2,000,000    1,951,952    1,982,500    71,065    53,565    17,500 
Markit CMBX.
NA.AAA.4(6)
   .35%  2/17/2051   500,000    485,247    496,875    38,365    35,240    3,125 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   300,000    284,145    298,125    15,819    13,944    1,875 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   500,000    473,576    496,875    26,366    23,241    3,125 
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   100,000    94,715    99,125    7,570    6,695    875 
Markit CMBX.
NA.AAA.2(8)
   .07%  3/15/2049   1,500,000    1,415,322    1,490,625    41,147    31,772    9,375 
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   200,000    195,195    198,250    16,194    14,444    1,750 
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   500,000    487,988    495,625    40,499    36,124    4,375 
                          $319,406   $263,656   $55,750 

 

 
(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(m)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $263,656.  Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Includes upfront payments received.
(6) Swap Counterparty: Credit Suisse.
(7) Swap Counterparty: Goldman Sachs.
(8) Swap Counterparty: Morgan Stanley.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND August 31, 2014

 

Open Total Return Swap at August 31, 2014:

 

Swap
Counterparty
  Payment
Made By
The Fund
On
Contract
Date
   Payment To Be Received By
The Fund At
Termination
Date
  Reference Entity  Notional
Amount
   Termination
Date
   Fair
Value
 
Deutsche Bank AG  $21,725   52 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $21,725    4/13/2015  $21,725 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $129,545,948   $   $129,545,948 
Corporate Bonds       440,084,767        440,084,767 
Floating Rate Loans(4)                    
Aerospace/Defense       2,658,826        2,658,826 
Apparel       357,639        357,639 
Consumer Products       1,061,025        1,061,025 
Containers       211,216        211,216 
Energy Equipment & Services       1,237,445        1,237,445 
Financial Services       1,159,742        1,159,742 
Food       1,544,954        1,544,954 
Gaming       6,636,220        6,636,220 
Health Care       6,507,085        6,507,085 
Health Care Products       595,533        595,533 
Leisure       96,645        96,645 
Media       8,386,928        8,386,928 
Metals & Minerals: Miscellaneous       101,000        101,000 
Services       1,977,806    901,588    2,879,394 
Technology       3,208,738        3,208,738 
Telecommunications       5,041,906        5,041,906 
Utilities       1,137,776    1,547,933    2,685,709 
Foreign Bonds       3,932,064        3,932,064 
Foreign Government Obligations       2,442,380        2,442,380 
Government Sponsored Enterprises Collateralized Mortgage Obligations       33,525,723        33,525,723 
Government Sponsored Enterprises Pass-Throughs       52,192,620        52,192,620 
Municipal Bonds       663,955        663,955 
Non-Agency Commercial Mortgage-Backed Securities       266,348,417        266,348,417 
U.S. Treasury Obligations       41,278,846        41,278,846 
Commercial Paper       21,898,639        21,898,639 
Repurchase Agreements       22,282,788        22,282,788 
Total  $   $1,056,116,631   $2,449,521   $1,058,566,152 
                     
Other Financial Instruments                    
CPI Swaps                    
Assets  $   $863,620   $   $863,620 
Liabilities       (44,966,848)       (44,966,848)
Credit Default Swaps                    
Assets                
Liabilities       (55,750)       (55,750)
Forward Foreign Currency Exchange Contracts                    
Assets       118,266        118,266 
Liabilities       (4,744)       (4,744)
Futures Contracts                    
Assets   102,555            102,555 
Liabilities                
Total Return Swap                    
Assets           21,725    21,725 
Liabilities                
Total  $102,555   $(44,045,456)  $21,725   $(43,921,176)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2014

 

 
(1) Refer to Note 2(o) 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 August 31, 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
   Total Return
Swap
 
Balance as of December 1, 2013  $1,673,044   $ 
Accrued discounts/premiums   (558)    
Realized gain (loss)   (1,128)    
Change in unrealized appreciation/depreciation   (6,301)    
Purchases   1,090,342    21,725 
Sales   (762,220)    
Net transfers in or out of Level 3   456,342     
Balance as of August 31, 2014  $2,449,521   $21,725 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.98%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   2,720,778   $45,573 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   8,364,391    193,970 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   11,029,403    255,000 
Lord Abbett Investment Trust-Convertible Fund-Class I(d)   15,059,216    207,516 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(e)   8,285,419    91,802 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(f)   27,587,187    173,248 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(g)   1,007,918    25,551 
Lord Abbett Investment Trust-High Yield Fund-Class I(h)   52,008,951    417,632 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(i)   1,469,577    20,545 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(j)   29,415,250    275,915 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(k)   10,213,554    256,769 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(l)   20,629,881    93,453 
Total Investments in Underlying Funds (cost $1,818,521,949)        2,056,974 
         
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.03%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $780,000 of U.S. Treasury Note at 0.50% due 7/31/2017; value: $770,250; proceeds: $752,125 (cost $752,125)  $752    752 
Total Investments in Securities 100.01% (cost $1,819,274,074)       2,057,726 
Liabilities in Excess of Other Assets(m) (0.01)%      (299)
Net Assets 100.00%       $2,057,427 
           
 
*   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 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 capital appreciation.
(h)   Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2014

 

(i)   Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.
(j)   Fund investment objective is to seek a high level of total return.
(k)   Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(l)   Fund investment objective is to seek a high level of income consistent with preservation of capital.
(m)   Liabilities in Excess of Other Assets include net unrealized depreciation on consumer price index (“CPI”) swaps and futures contracts as follows:

 

Open Consumer Price Index (“CPI”) Swaps at August 31, 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
 
Morgan Stanley   2.375%    CPI Urban
Consumer NSA
    8/5/2020   $9,900,000   $9,823,418   $(76,582)
                               
Open Futures Contracts at August 31, 2014:        
         
Type   Expiration    Contracts    Position   Fair Value   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note   December 2014    63    Short   $(7,924,219)  $(26,421)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 2014 in valuing the Fund’s investments carried at fair value(1):
 
                
   Level 1   Level 2   Level 3   Total 
Investment Type(2)(3)  (000)   (000)   (000)   (000) 
Investments in Underlying Funds  $2,056,974   $   $   $2,056,974 
Repurchase Agreement       752        752 
Total  $2,056,974   $752   $   $2,057,726 
Other Financial Instruments                    
CPI Swap                    
Assets  $   $   $   $ 
Liabilities       (77)       (77)
Futures Contracts                    
Assets                
Liabilities   (26)           (26)
Total  $(26)  $(77)  $   $(103)
   
 
(1) Refer to Note 2(o) 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 August 31, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.84%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   5,375,834   $90,045 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   5,777,706    133,985 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   8,044,550    185,990 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   3,952,102    43,789 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   549,017    13,918 
Lord Abbett Investment Trust-High Yield Fund-Class I(f)   28,476,820    228,669 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(g)   795,815    11,126 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(h)   20,782,766    194,942 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(i)   7,319,926    184,023 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(j)   6,637,208    30,067 
Total Investments in Underlying Funds (cost $976,401,581)        1,116,554 
 

 

     Principal
Amount
(000)
         
SHORT-TERM INVESTMENT 0.21%               
                
Repurchase Agreement            
             
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $2,365,000 of Federal Home Loan Mortgage Corp. at 1.00% due 7/25/2017; value: $2,356,131; proceeds: $2,307,269 (cost $2,307,269)  $2,307     2,307  
Total Investments in Securities 100.05% (cost $978,708,850)         1,118,861  
Liabilities in Excess of Other Assets(k) (0.05)%         (566 )
Net Assets 100.00%       $ 1,118,295  
     
 
*   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 capital appreciation.
(f)   Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2014

 

(g)   Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.
(h)   Fund investment objective is to seek a high level of total return.
(i)   Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(j)   Fund investment objective is to seek a high level of income consistent with preservation of capital.
(k)   Liabilities in Excess of Other Assets include net unrealized depreciation on consumer price index (“CPI”) swaps and futures contracts as follows:
     

Open Consumer Price Index (“CPI”) Swaps at August 31, 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
 
Morgan Stanley   2.375%    CPI Urban
Consumer NSA
    8/5/2020   $5,400,000   $5,358,228   $(41,772)

 

Open Futures Contracts at August 31, 2014:

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note   December 2014    15    Short   $(1,886,719)  $(6,291)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $1,116,554   $   $   $1,116,554 
Repurchase Agreement       2,307        2,307 
Total  $1,116,554   $2,307   $   $1,118,861 
Other Financial Instruments                    
CPI Swap                    
Assets  $   $   $   $ 
Liabilities       (42)      (42)
Futures Contracts                    
Assets                
Liabilities   (6)           (6)
Total  $(6)  $(42)  $   $(48)

 

 
(1) Refer to Note 2(o) 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 August 31, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2014

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.50%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   2,411,586   $40,394 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   4,771,424    110,315 
Lord Abbett Investment Trust-Convertible Fund-Class I(d)   17,006,851    234,354 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(e)   9,491,435    105,165 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(f)   31,655,287    198,795 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(g)   1,141,531    28,938 
Lord Abbett Investment Trust-High Yield Fund-Class I(h)   89,027,709    714,893 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(i)   1,672,020    23,375 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(j)   21,205,712    198,910 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(k)   4,597,340    115,577 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(l)   126,997,961    575,301 
Total Investments in Underlying Funds (cost $2,289,596,439)        2,346,017 

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.19%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $4,675,000 of Federal Home Loan Mortgage Corp. at 1.00% due 7/25/2017; value: $4,657,469; proceeds: $4,565,956 (cost $4,565,956)  $4,566    4,566 
Total Investments in Securities 99.69% (cost $2,294,162,395)        2,350,583 
Other Assets in Excess of Liabilities(m) 0.31%        7,300 
Net Assets 100.00%       $2,357,883 
     
 
*   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 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 capital appreciation.
(h)   Fund investment objective is to seek high current income and the opportunity for capital appreciation to produce a high total return.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2014

 

(i)   Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.
(j)   Fund investment objective is to seek a high level of total return.
(k)   Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(l)   Fund investment objective is to seek a high level of income consistent with preservation of capital.
(m)   Other Assets in Excess of Liabilities include net unrealized depreciation on consumer price index (“CPI”) swaps and futures contracts as follows:

 

Open Consumer Price Index (“CPI”) Swaps at August 31, 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
 
Morgan Stanley   2.375%    CPI Urban
Consumer NSA
    8/5/2020   $11,100,000   $11,014,135   $(85,865)
                               
Open Futures Contracts at August 31, 2014:
 
Type  Expiration   Contracts   Position   Fair Value   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note   December 2014    61    Short   $(7,672,656)  $(25,581)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $2,346,017   $   $   $2,346,017 
Repurchase Agreements       4,566        4,566 
Total  $2,346,017   $4,566   $   $2,350,583 
Other Financial Instruments                    
CPI Swap                    
Assets  $   $   $   $ 
Liabilities       (86)       (86)
Futures Contracts                    
Assets                
Liabilities   (26)           (26)
Total  $(26)  $(86)  $   $(112)

   
 
(1) Refer to Note 2(o) 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 August 31, 2014.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.33%                  
                   
ASSET-BACKED SECURITIES 12.31%                  
                   
Automobiles 5.36%                  
                   
Ally Auto Receivables Trust 2012-5 A3   0.62%  3/15/2017  $55,685   $55,764,022 
Ally Auto Receivables Trust 2013-2 A3   0.79%  1/15/2018   18,350    18,344,862 
Ally Auto Receivables Trust 2014-1 A3   0.97%  10/15/2018   172,635    172,273,330 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   44,056    44,102,010 
AmeriCredit Automobile Receivables Trust 2012-5 A3   0.62%  6/8/2017   32,257    32,269,680 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   1,676    1,675,590 
AmeriCredit Automobile Receivables Trust 2013-1 A3   0.61%  10/10/2017   32,975    33,005,601 
AmeriCredit Automobile Receivables Trust 2013-1 B   1.07%  3/8/2018   16,424    16,444,210 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%  9/10/2018   19,125    19,255,681 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   42,900    42,944,831 
BMW Vehicle Lease Trust 2014-1 A3   0.73%  2/21/2017   47,375    47,371,210 
California Republic Auto Receivables Trust 2013-1 A2   1.41%  9/17/2018   32,156    32,424,267 
California Republic Auto Receivables Trust 2013-2 A2   1.23%  3/15/2019   40,794    41,044,278 
California Republic Auto Receivables Trust 2014-1 A3   0.85%  5/15/2018   10,950    10,946,244 
California Republic Auto Receivables Trust 2014-2 A3   0.91%  8/15/2018   42,000    41,973,582 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%  7/20/2016   35,868    35,884,095 
Capital Auto Receivables Asset Trust 2013-2 A1   0.77%  7/20/2015   26,054    26,063,582 
Capital Auto Receivables Asset Trust 2013-4 A1   0.536%#  3/21/2016   63,000    63,055,629 
Capital Auto Receivables Asset Trust 2013-4 A2   0.85%  2/21/2017   46,650    46,752,233 
CarFinance Capital Auto Trust 2013-1A A   1.65%  7/17/2017   1,736    1,740,308 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   13,335    13,367,951 
CarMax Auto Owner Trust 2013-2 A3   0.64%  1/16/2018   56,965    56,979,441 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018   4,045    4,063,219 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   6,253    6,257,060 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   60,875    60,811,781 
CarMax Auto Owner Trust 2014-2 A3   0.98%  1/15/2019   81,625    81,614,062 
Chrysler Capital Auto Receivables Trust 2013-AA A3   0.91%  4/16/2018   18,590    18,646,560 
Fifth Third Auto Trust 2014-2 A3   0.89%  11/15/2018   68,250    68,222,461 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   69,505    69,499,752 
Ford Credit Auto Owner Trust 2014-B A3   0.90%  10/15/2018   51,445    51,593,445 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%  6/15/2016   49,830    49,880,926 
Hyundai Auto Receivables Trust 2014-B A3   0.90%  12/17/2018   69,825    69,800,212 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   19,892    19,893,434 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%  2/15/2016   10,274    10,279,810 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%  7/15/2016   45,680    45,720,313 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Mercedes-Benz Auto Receivables Trust 2014-1 A3   0.87%  10/15/2018  $44,930   $44,834,434 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   19,576    19,585,275 
Nissan Auto Lease Trust 2013-A A3   0.61%  4/15/2016   12,637    12,649,049 
Nissan Auto Lease Trust 2014-A A3   0.80%  2/15/2017   42,340    42,360,704 
Porsche Innovative Lease Owner Trust 2013-1 A3   0.70%  8/22/2016   42,576    42,639,311 
Santander Drive Auto Receivables Trust 2012-6 A3   0.62%  7/15/2016   5,332    5,332,483 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%  6/15/2017   32,702    32,728,863 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   8,732    8,734,520 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%  5/15/2018   35,165    35,238,600 
Santander Drive Auto Receivables Trust 2013-5 A3   0.82%  2/15/2018   48,208    48,272,261 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   17,117    17,126,613 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%  1/20/2017   84,276    84,283,858 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%  4/20/2018   69,015    68,976,938 
World Omni Auto Receivables Trust 2014-A A2   0.43%  5/15/2017   73,085    73,101,810 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%  5/16/2016   24,803    24,847,841 
Total                1,970,678,232 
                   
Credit Cards 1.41%                  
                   
American Express Credit Account Master Trust 2012-3 B   0.655%#  3/15/2018   21,700    21,689,541 
American Express Credit Account Master Trust 2012-5 A   0.59%  5/15/2018   24,172    24,189,766 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   59,620    59,742,042 
Chase Issuance Trust 2012-A3   0.79%  6/15/2017   43,000    43,118,358 
Chase Issuance Trust 2014-A3   0.355%#  5/15/2018   10,500    10,496,735 
Citibank Credit Card Issuance Trust 2013-A1   0.255%#  4/24/2017   30,000    29,993,565 
Discover Card Execution Note Trust 2011-A4   0.505%#  5/15/2019   38,415    38,572,847 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   67,800    67,922,074 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   50,000    50,000,000 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   40,750    40,740,587 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   51,275    52,160,160 
World Financial Network Credit Card Master Trust 2011-A   1.68%  8/15/2018   33,150    33,193,708 
World Financial Network Credit Card Master Trust 2013-B A   0.91%  3/16/2020   45,175    45,196,232 
Total                517,015,615 
                   
Home Equity 0.27%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 A3   0.355%#  1/25/2036   23,092    22,174,230 
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.315%#  5/25/2036   23,575    21,728,184 
Asset Backed Securities Corp. Home Equity Loan Trust Series RFC 2007-HE1 A3   0.245%#  12/25/2036   3,348    3,335,634 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.225%#  12/25/2036   2,419    2,416,527 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Home Equity (continued)                  
                   
Home Equity Asset Trust 2006-6 2A2   0.265%#  11/25/2036  $3,126   $3,127,104 
Home Equity Asset Trust 2006-7 2A2   0.265%#  1/25/2037   18,582    18,314,172 
Home Equity Asset Trust 2006-8 2A2   0.265%#  3/25/2037   16,286    16,072,530 
Option One Mortgage Loan Trust 2005-1 A4   0.955%#  2/25/2035   14,004    13,770,531 
Total                100,938,912 
                   
Other 5.27%                  
                   
AMAC CDO Funding I 2006-1A A1   0.43%#  11/23/2050   20,160    19,505,111 
AMAC CDO Funding I 2006-1A A2   0.455%#  11/23/2050   17,908    17,191,927 
AMAC CDO Funding I 2006-1A B   0.535%#  11/23/2050   12,500    11,218,750 
Apidos CDO III Ltd. 2006-3A A2   0.68%#  6/12/2020   11,000    10,753,052 
ARES CLO Ltd. 2007-3RA A2   0.453%#  4/16/2021   32,924    32,580,102 
Avenue CLO VI Ltd. 2007-6A A2   0.583%#  7/17/2019   11,750    11,514,799 
Avery Point IV CLO Ltd. 2014-1A A   1.754%#  4/25/2026   5,000    5,015,192 
Avery Point V CLO Ltd. 2014-5A A   1.696%#  7/17/2026   33,700    33,750,661 
Babson CLO Ltd. 2006 I-1A B   0.624%#  7/15/2018   6,537    6,516,542 
Babson CLO, Inc. 2007 I-1A A1   0.459%#  1/18/2021   12,239    12,095,773 
BlueMountain CLO Ltd. 2014-3A A1†(a)    1.48%#  10/15/2026   51,750    51,697,733 
Bridgeport CLO Ltd. 2006-1A A1   0.484%#  7/21/2020   8,300    8,234,829 
Cent CDO Ltd. 2006-12A A   0.471%#  11/18/2020   9,659    9,547,862 
Cent CDO Ltd. 2007-14A A2B   0.564%#  4/15/2021   15,000    14,412,731 
Cent CDO XI Ltd. 2006-11A A1   0.494%#  4/25/2019   13,085    12,953,975 
Cerberus Onshore II CLO LLC 2013-1A A1   2.234%#  10/15/2023   40,000    40,231,264 
CIFC Funding II Ltd. 2014-2A A1L   1.725%#  5/24/2026   34,100    34,183,173 
CIT Mortgage Loan Trust 2007-1 2A2   1.405%#  10/25/2037   9,156    9,157,265 
Cornerstone CLO Ltd. 2007-1A A1S   0.454%#  7/15/2021   30,000    29,713,929 
Crown Point CLO Ltd. 2012-1A A1LB   1.732%#  11/21/2022   5,200    5,212,426 
Divcore CLO 2013   4.051%  11/27/2032   2,000    2,003,125 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.484%#  7/17/2023   85,250    84,779,650 
Fairway Loan Funding Co. 2006-1A A3L   0.893%#  10/17/2018   19,500    19,378,772 
FBR Securitization Trust 2005-4 AV24   0.855%#  10/25/2035   20,737    18,513,801 
Fore CLO Ltd. 2007-1A A2   0.684%#  7/20/2019   9,775    9,707,824 
Fortress Credit BSL II Ltd. 2013-2A A1F   1.734%#  10/19/2025   23,550    23,454,898 
Fortress Credit BSL Ltd. 2013-1A A   1.414%#  1/19/2025   10,600    10,504,476 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.531%#  12/20/2020   6,000    5,956,301 
Galaxy XVIII CLO Ltd. 2014-18A A   1.704%#  10/15/2026   47,125    47,234,716 
Gleneagles CLO Ltd. 2005-1A B   0.79%#  11/1/2017   29,100    28,733,011 
Gramercy Real Estate CDO Ltd. 2007-1A A1   0.514%#  8/15/2056   29,349    25,717,355 
Harch CLO III Ltd. 2007-1A B   0.634%#  4/17/2020   8,250    8,104,405 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2   1.99%  10/15/2045   56,180    56,646,715 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2   1.495%  1/16/2046   21,950    22,006,664 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2   1.147%  5/16/2044   13,905    13,915,380 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%  5/16/2044  $5,600   $5,604,248 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3   1.793%  5/15/2046   19,575    19,428,188 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3   2.14%  5/15/2046   19,055    18,814,888 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6   1.287%  9/15/2044   49,045    49,060,204 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7   1.981%  11/15/2046   40,085    40,243,977 
HLSS Servicer Advance Receivables Trust 2014-T1 BT1   1.542%  1/17/2045   12,000    12,011,808 
HLSS Servicer Advance Receivables Trust 2014-T2 AT2   2.217%  1/15/2047   30,000    30,239,355 
ING Investment Management CLO II Ltd. 2006-2A A1R   0.50%#  8/1/2020   7,982    7,962,575 
Jasper CLO Ltd. 2005-1A A   0.51%#  8/1/2017   5,458    5,440,790 
JFIN CLO Ltd. 2007-1A A2   0.474%#  7/20/2021   19,204    19,057,175 
JFIN Revolver CLO Ltd. 2013-1A A   1.484%#  1/20/2021   40,500    40,489,754 
JFIN Revolver CLO Ltd. 2014-2A A2   1.534%#  2/20/2022   34,900    34,944,002 
Kingsland III Ltd. 2006-3A A1   0.45%#  8/24/2021   14,185    14,124,513 
KKR Financial CLO Ltd. 2006-1A C   1.185%#  8/25/2018   18,077    17,646,717 
KKR Financial CLO Ltd. 2007-1A A   0.584%#  5/15/2021   44,367    43,967,434 
KKR Financial CLO Ltd. 2007-1A B   0.984%#  5/15/2021   8,000    7,796,894 
Landmark VII CDO Ltd. 2006-7A A3L   0.984%#  7/15/2018   9,500    9,385,702 
Liberty CLO Ltd. 2005-1A A1C   0.49%#  11/1/2017   1,851    1,850,000 
Meritage Mortgage Loan Trust 2004-2 M3   1.13%#  1/25/2035   10,676    10,138,667 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.335%#  1/25/2036   5,803    5,763,851 
Mountain Capital CLO IV Ltd. 2005-4A A2L   0.681%#  3/15/2018   14,500    14,476,612 
Mountain View CLO III Ltd. 2007-3A A1   0.448%#  4/16/2021   18,504    18,416,356 
MT Wilson CLO II Ltd. 2007-2A A2   0.574%#  7/11/2020   7,287    7,154,135 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3   2.438%  6/20/2048   39,750    39,384,956 
Nautique Funding Ltd. 2006-1A A1A   0.484%#  4/15/2020   19,654    19,518,910 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2   2.377%  3/15/2047   24,300    24,463,150 
Nomura CRE CDO Ltd. 2007-2A A1A   0.484%#  5/21/2042   19,213    19,021,061 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A1   0.446%#  2/1/2041   15,401    14,881,178 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2   0.516%#  2/1/2041   11,000    9,735,000 
Northwoods Capital XI Ltd. 2014-11A A   1.834%#  4/15/2025   23,200    23,244,989 
Ocean Trails CLO I 2006-1A A1   0.484%#  10/12/2020   14,420    14,309,485 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.754%#  4/15/2026   42,300    42,429,214 
Octagon Loan Funding Ltd. 2014-1A A1†(a)    1.646%#  11/18/2026   35,325    35,219,025 
OHA Park Avenue CLO Ltd. 2007-1A A1B   0.461%#  3/14/2022   18,550    18,368,563 
OZLM VIII Ltd. 2014-8A A1A†(a)    1.715%#  10/17/2026   68,415    68,025,034 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(c)    0.494%#  4/15/2020   15,121    15,059,909 
Red River CLO Ltd. 1A A   0.51%#  7/27/2018   11,435    11,370,104 
SLM Student Loan Trust 2010-A 2A   3.405%#  5/16/2044   52,430    55,856,795 
SLM Student Loan Trust 2011-1 A1(b)    0.675%#  3/25/2026   23,470    23,634,623 
SLM Student Loan Trust 2011-B A1   1.005%#  12/16/2024   26,868    26,995,831 
SLM Student Loan Trust 2012-A A1   1.555%#  8/15/2025   14,056    14,236,741 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
SLM Student Loan Trust 2012-C A1   1.255%#  8/15/2023  $13,580   $13,678,506 
SLM Student Loan Trust 2012-E A1   0.905%#  10/16/2023   18,119    18,195,345 
SLM Student Loan Trust 2013-B A1   0.805%#  7/15/2022   44,523    44,649,619 
Stone Tower CLO V Ltd. 2006-5A A2B   0.563%#  7/16/2020   40,500    39,654,344 
Stone Tower CLO VI Ltd. 2007-6A A2A   0.453%#  4/17/2021   19,408    19,019,426 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.553%#  4/17/2021   4,411    4,269,919 
Venture VIII CDO Ltd. 2007-8A A1A   0.512%#  7/22/2021   22,250    21,992,263 
Venture XVII CLO Ltd. 2014-17A A   1.764%#  7/15/2026   31,000    31,077,190 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#  10/15/2026   45,250    45,069,000 
Westchester CLO Ltd. 2007-1A A1A   0.465%#  8/1/2022   32,904    32,662,235 
WhiteHorse III Ltd. 2006-1A A1L   0.51%#  5/1/2018   3,873    3,869,427 
Total                1,936,053,876 
Total Asset-Backed Securities (cost $4,510,018,665)                4,524,686,635 
                   
CORPORATE BONDS 41.57%                  
                   
Aerospace/Defense 0.13%                  
                   
B/E Aerospace, Inc.   5.25%  4/1/2022   19,475    21,179,063 
Exelis, Inc.   4.25%  10/1/2016   20,783    21,966,820 
Litton Industries, Inc.   6.75%  4/15/2018   2,750    3,184,640 
Total                46,330,523 
                   
Air Transportation 0.28%                  
                   
Continental Airlines, Inc.   7.461%  10/1/2016   381    392,534 
Delta Air Lines 2011-1 Class B Pass-Through Trust   7.125%  4/15/2016   31,700    31,937,750 
United Airlines, Inc.   6.75%  9/15/2015   61,837    62,013,236 
US Airways 2012-1 Class C Pass-Through Trust   9.125%  10/1/2015   9,773    10,310,661 
Total                104,654,181 
                   
Apparel 0.01%                  
                   
Perry Ellis International, Inc.   7.875%  4/1/2019   2,200    2,282,500 
                   
Auto Parts: Original Equipment 0.81%                  
                   
Accuride Corp.   9.50%  8/1/2018   23,356    24,494,605 
Continental Rubber of America Corp.   4.50%  9/15/2019   123,001    129,951,172 
Delphi Corp.   6.125%  5/15/2021   84,501    93,584,857 
Hertz Corp. (The)   7.50%  10/15/2018   14,256    14,915,340 
International Automotive Components Group SA (Luxembourg)†(c)   9.125%  6/1/2018   4,925    5,269,750 
Schaeffler Holding Finance BV PIK (Netherlands)†(c)    6.875%  8/15/2018   28,892    30,589,405 
Total                298,805,129 
                   
Automotive 0.04%                  
                   
Kia Motors Corp. (South Korea)†(c)    3.625%  6/14/2016   13,600    14,177,510 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Money Center 1.06%                  
                   
1Malaysia Sukuk Global Berhad (Malaysia)†(c)    3.928%  6/4/2015  $13,575   $13,965,960 
Akbank TAS (Turkey)†(c)    3.875%  10/24/2017   7,850    8,002,290 
Banco de Bogota SA (Colombia)†(c)    5.00%  1/15/2017   5,100    5,457,000 
Banco Nacional de Costa Rica (Costa Rica)†(c)    4.875%  11/1/2018   19,500    20,133,750 
Bank of America Corp.   5.25%  12/1/2015   16,304    17,136,645 
Bank of America Corp.   5.42%  3/15/2017   72,592    79,302,114 
Bank of America Corp.   5.49%  3/15/2019   48,802    54,896,589 
Bank of America Corp.   5.75%  8/15/2016   37,970    41,191,906 
BBVA Banco Continental SA (Peru)†(c)    2.25%  7/29/2016   12,655    12,813,188 
Export-Import Bank of Korea (South Korea)(c)    0.984%#  1/14/2017   11,250    11,317,253 
Export-Import Bank of Korea (South Korea)(c)    1.082%#  9/17/2016   6,100    6,156,809 
Export-Import Bank of Korea (South Korea)(c)    3.75%  10/20/2016   6,675    7,055,081 
Santander Bank NA   8.75%  5/30/2018   750    907,364 
Wilmington Trust Corp.   8.50%  4/2/2018   10,931    13,125,300 
Zions Bancorporation   4.00%  6/20/2016   26,495    27,656,435 
Zions Bancorporation   4.50%  3/27/2017   55,673    59,056,805 
Zions Bancorporation   5.50%  11/16/2015   3,755    3,887,379 
Zions Bancorporation   7.75%  9/23/2014   8,399    8,429,320 
Total                390,491,188 
                   
Banks: Regional 3.78%                  
                   
Associated Banc-Corp.   5.125%  3/28/2016   69,516    73,537,223 
Banco de Credito e Inversiones (Chile)†(c)    3.00%  9/13/2017   12,800    13,196,723 
Banco del Estado de Chile (Chile)†(c)    2.00%  11/9/2017   34,000    34,227,120 
Banco del Estado de Chile COD   2.03%  4/2/2015   7,900    7,970,697 
Banco do Brasil SA   3.875%  1/23/2017   24,800    25,824,240 
Banco Santander Chile (Chile)†(c)    2.106%#  6/7/2018   24,000    24,492,000 
Bangkok Bank PCL (Hong Kong)†(c)    3.30%  10/3/2018   11,000    11,307,648 
Bank of America Corp.   5.70%  5/2/2017   21,714    23,946,720 
Bank of America Corp.   6.05%  5/16/2016   48,192    52,132,804 
Bank of America Corp.   10.20%  7/15/2015   12,006    12,984,093 
Bank of America NA   0.511%#  6/15/2016   2,000    1,988,872 
Bank of America NA   0.531%#  6/15/2017   2,133    2,116,900 
Bank of America NA   5.30%  3/15/2017   142,590    155,608,182 
Bank of America NA   6.10%  6/15/2017   20,281    22,715,207 
Bank of Nova Scotia  (The) (Canada)†(c)    2.15%  8/3/2016   14,450    14,837,433 
CIT Group, Inc.   5.25%  3/15/2018   23,174    24,796,180 
Citigroup, Inc.   5.00%  9/15/2014   157,730    157,953,503 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Citigroup, Inc.   5.50%  2/15/2017  $81,908   $89,566,889 
Discover Bank   8.70%  11/18/2019   23,473    29,593,068 
Export-Import Bank of China (The) (China)†(c)    2.50%  7/31/2019   34,500    34,589,527 
Fifth Third Bancorp   5.45%  1/15/2017   5,965    6,518,296 
First Midwest Bancorp, Inc.   5.875%  11/22/2016   14,875    15,968,327 
Goldman Sachs Group, Inc. (The)   2.235%#  8/24/2016   3,350    3,420,380 
Goldman Sachs Group, Inc. (The)   5.625%  1/15/2017   67,847    74,149,376 
HBOS plc (United Kingdom)†(c)    6.75%  5/21/2018   83,893    96,288,359 
ING Bank NV (Netherlands)†(c)    5.125%  5/1/2015   8,350    8,576,878 
Korea Development Bank (The) (South Korea)(c)    0.857%#  1/22/2017   23,100    23,182,282 
Korea Exchange Bank (South Korea)†(c)    2.50%  6/12/2019   9,500    9,501,349 
Macquarie Bank Ltd. (Australia)†(c)    5.00%  2/22/2017   6,055    6,567,138 
Morgan Stanley   3.00%  8/30/2015   2,250    2,295,293 
Morgan Stanley   3.00%  8/31/2015   3,622    3,685,385 
National City Corp.   6.875%  5/15/2019   36,870    44,304,762 
National Savings Bank (Sri Lanka)†(c)    8.875%  9/18/2018   15,100    17,214,000 
National Savings Bank (Sri Lanka)(c)    8.875%  9/18/2018   700    798,000 
PNC Funding Corp.   5.625%  2/1/2017   5,460    5,982,173 
Popular, Inc.   7.00%  7/1/2019   7,515    7,590,150 
Provident Funding Associates LP/PFG Finance Corp.   10.125%  2/15/2019   7,282    7,873,663 
Regions Financial Corp.   5.75%  6/15/2015   3,240    3,365,913 
Regions Financial Corp.   7.75%  11/10/2014   25,915    26,237,823 
Royal Bank of Scotland Group plc (United Kingdom)(c)    2.55%  9/18/2015   2,250    2,290,196 
Royal Bank of Scotland plc (The) (United Kingdom)(c)    9.50%  3/16/2022   34,745    40,291,518 
Russian Agricultural Bank OJSC via RSHB Capital SA
(Luxembourg)†(c)
   5.298%  12/27/2017   6,800    6,536,500 
Sberbank via SB Capital SA (Russia)†(c)    4.95%  2/7/2017   11,800    11,812,744 
Sberbank via SB Capital SA (Russia)(c)    5.40%  3/24/2017   4,900    4,885,300 
Sberbank via SB Capital SA (Russia)†(c)    5.50%  2/26/2024   5,750    5,045,625 
Standard Chartered Bank (United Kingdom)†(c)    6.40%  9/26/2017   39,371    44,401,944 
Swedbank Hypotek AB (Sweden)†(c)    2.95%  3/28/2016   16,900    17,513,960 
Synovus Financial Corp.   7.875%  2/15/2019   24,158    27,419,330 
Turkiye Halk Bankasi AS (Turkey)†(c)    4.75%  6/4/2019   9,500    9,603,550 
Turkiye Halk Bankasi AS (Turkey)†(c)    4.875%  7/19/2017   9,800    10,167,500 
Turkiye Vakiflar Bankasi Tao (Turkey)†(c)    3.75%  4/15/2018   6,700    6,612,900 
Turkiye Vakiflar Bankasi Tao (Turkey)†(c)    5.75%  4/24/2017   10,000    10,561,000 
Valley National Bank   5.00%  7/15/2015   3,350    3,445,606 
Vnesheconombank via VEB Finance plc (Ireland)†(c)    4.224%  11/21/2018   5,000    4,633,600 
VTB Bank OJSC via VTB Capital SA (Luxembourg)†(c)    6.00%  4/12/2017   7,800    7,741,500 
Total                1,389,867,349 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Biotechnology Research & Production 0.15%                  
                   
STHI Holding Corp.   8.00%  3/15/2018  $52,640   $55,995,800 
                   
Broadcasting 0.02%                  
                   
Cox Communications, Inc.   6.25%  6/1/2018   7,872    8,996,090 
                   
Brokers 0.57%                  
                   
Jefferies Group LLC   5.125%  4/13/2018   20,290    22,194,663 
Jefferies Group LLC   5.50%  3/15/2016   9,315    9,956,738 
Jefferies Group LLC   8.50%  7/15/2019   97,644    122,372,343 
Raymond James Financial, Inc.   8.60%  8/15/2019   44,206    55,684,265 
Total                210,208,009 
                   
Building Materials 0.37%                  
                   
Ainsworth Lumber Co., Ltd. (Canada)†(c)    7.50%  12/15/2017   35,450    37,222,500 
Building Materials Corp. of America   6.875%  8/15/2018   8,361    8,682,898 
Building Materials Corp. of America   7.00%  2/15/2020   70    73,850 
Cemex SAB de CV (Mexico)†(c)    4.984%#  10/15/2018   12,000    12,780,000 
Cemex SAB de CV (Mexico)†(c)    9.00%  1/11/2018   19,500    20,865,000 
Cimento Tupi SA (Brazil)†(c)    9.75%  5/11/2018   6,225    6,610,950 
Martin Marietta Materials, Inc.   1.331%#  6/30/2017   14,000    14,052,416 
Owens Corning, Inc.   6.50%  12/1/2016   3,850    4,263,090 
Owens Corning, Inc.   9.00%  6/15/2019   26,419    32,830,099 
Total                137,380,803 
                   
Business Services 0.55%                  
                   
Alliance Data Systems Corp.   5.25%  12/1/2017   29,295    30,540,037 
Alliance Data Systems Corp.   6.375%  4/1/2020   16,636    17,623,763 
Catalent Pharma Solutions, Inc.(f)    9.75%  4/15/2017  EUR9,360    12,556,841 
Ceridian LLC/Comdata, Inc.   8.125%  11/15/2017  $7,023    7,135,368 
Expedia, Inc.   7.456%  8/15/2018   27,498    32,444,038 
Jaguar Holding Co. I PIK   9.375%  10/15/2017   44,538    45,929,812 
Korea Expressway Corp. (South Korea)†(c)    1.625%  4/28/2017   4,800    4,800,245 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   19,595    20,917,663 
Synchrony Financial   1.875%  8/15/2017   19,147    19,286,428 
Synchrony Financial   3.00%  8/15/2019   11,942    12,121,596 
Total                203,355,791 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals 0.67%                  
                   
Incitec Pivot Ltd. (Australia)†(c)    4.00%  12/7/2015  $1,717   $1,775,826 
Ineos Finance plc (United Kingdom)†(c)    7.50%  5/1/2020   38,950    42,212,062 
Ineos Finance plc (United Kingdom)†(c)    8.375%  2/15/2019   38,172    41,559,765 
Methanex Corp. (Canada)(c)    6.00%  8/15/2015   38,517    40,427,520 
NOVA Chemicals Corp. (Canada)(c)    8.625%  11/1/2019   6,396    6,751,778 
Nufarm Australia Ltd. (Australia)†(c)    6.375%  10/15/2019   9,975    10,236,844 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%  4/1/2020   24,111    26,702,933 
Rockwood Specialties Group, Inc.   4.625%  10/15/2020   48,150    50,256,562 
Taminco Global Chemical Corp. (Belgium)†(c)    9.75%  3/31/2020   8,660    9,569,300 
Yara International ASA (Norway)†(c)    7.875%  6/11/2019   12,855    15,633,647 
Total                245,126,237 
                   
Coal 0.38%                  
                   
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%  12/15/2019   45,462    48,189,720 
CONSOL Energy, Inc.   8.25%  4/1/2020   31,445    33,606,844 
Penn Virginia Corp.   7.25%  4/15/2019   55,912    58,288,260 
Total                140,084,824 
                   
Communications & Media 0.20%                  
                   
Digicel Ltd. (Jamaica)†(c)    8.25%  9/1/2017   70,182    71,673,367 
                   
Computer Hardware 0.02%                  
                   
Seagate HDD Cayman   6.875%  5/1/2020   7,366    7,863,205 
                   
Computer Software 0.48%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017   40,310    41,317,750 
Brocade Communications Systems, Inc.   6.875%  1/15/2020   23,188    24,419,863 
First Data Corp.   12.625%  1/15/2021   30,508    37,372,300 
Sophia LP/Sophia Finance, Inc.   9.75%  1/15/2019   7,695    8,406,788 
SRA International, Inc.   11.00%  10/1/2019   22,841    24,439,870 
SunGard Data Systems, Inc.   7.375%  11/15/2018   37,338    39,064,882 
SunGard Data Systems, Inc.   7.625%  11/15/2020   1,365    1,475,906 
Total                176,497,359 
                   
Consumer Products 0.21%                  
                   
Avon Products, Inc.   2.375%  3/15/2016   35,290    35,709,210 
Avon Products, Inc.   4.60%  3/15/2020   39,266    40,378,484 
Total                76,087,694 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Containers 0.06%                  
                   
Ball Corp.   5.75%  5/15/2021  $1,010   $1,070,600 
Coveris Holdings SA (Luxembourg)†(c)    7.875%  11/1/2019   2,915    3,111,763 
Tekni-Plex, Inc.   9.75%  6/1/2019   16,877    18,606,892 
Total                22,789,255 
                   
Copper 0.01%                  
                   
Southern Copper Corp.   6.375%  7/27/2015   4,400    4,607,196 
                   
Data Product, Equipment & Communications 0.05%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   17,229    18,263,619 
                   
Diversified 0.26%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   86,217    86,540,314 
Bombardier, Inc. (Canada)†(c)    7.75%  3/15/2020   6,433    7,172,795 
Total                93,713,109 
                   
Drugs 1.31%                  
                   
Capsugel SA PIK (Luxembourg)†(c)    7.00%  5/15/2019   61,655    63,157,841 
CFR International SpA (Chile)†(c)    5.125%  12/6/2022   42,001    45,549,244 
Hospira, Inc.   6.05%  3/30/2017   55,365    60,953,045 
Mylan, Inc.   6.00%  11/15/2018   124,841    129,675,218 
Mylan, Inc.   7.875%  7/15/2020   152,244    166,908,446 
Valeant Pharmaceuticals International   6.75%  10/1/2017   14,355    14,947,144 
Total                481,190,938 
                   
Electric: Power 0.91%                  
                   
Astoria Depositor Corp.   7.902%  5/1/2021   8,545    8,673,608 
Cleveland Electric Illuminating Co. (The)   5.70%  4/1/2017   11,296    12,294,352 
Cleveland Electric Illuminating Co. (The)   8.875%  11/15/2018   6,393    8,059,904 
Duquesne Light Holdings, Inc.   5.50%  8/15/2015   42,831    44,703,186 
Entergy Corp.   3.625%  9/15/2015   5,025    5,165,308 
Entergy Corp.   4.70%  1/15/2017   53,913    57,997,179 
Exelon Generation Co. LLC   5.20%  10/1/2019   26,364    29,538,542 
Indiantown Cogeneration LP   9.77%  12/15/2020   20,606    23,487,259 
Metropolitan Edison Co.   7.70%  1/15/2019   9,715    11,832,083 
Pennsylvania Electric Co.   6.05%  9/1/2017   2,074    2,335,901 
Pepco Holdings, Inc.   2.70%  10/1/2015   4,095    4,173,612 
PPL Energy Supply LLC Series A   5.70%  10/15/2035   11,720    12,221,886 
PPL WEM Holdings Ltd. (United Kingdom)†(c)    3.90%  5/1/2016   76,510    79,844,229 
Red Oak Power LLC   8.54%  11/30/2019   19,481    21,234,218 
RJS Power Holdings LLC   5.125%  7/15/2019   10,850    10,999,188 
Total                332,560,455 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electrical Equipment 0.01%                  
                   
STATS ChipPAC Ltd. (Singapore)†(c)    4.50%  3/20/2018  $3,000   $3,022,500 
                   
Electronics 0.14%                  
                   
Jabil Circuit, Inc.   7.75%  7/15/2016   20,458    22,912,960 
Jabil Circuit, Inc.   8.25%  3/15/2018   23,485    27,771,013 
Total                50,683,973 
                   
Electronics: Semi-Conductors/Components 0.05%                  
                   
Freescale Semiconductor, Inc.   10.75%  8/1/2020   16,504    18,608,260 
                   
Energy Equipment & Services 0.84%                  
                   
Copano Energy LLC/Copano Energy Finance Corp.   7.125%  4/1/2021   108,922    122,242,943 
Energy Transfer Partners LP   9.00%  4/15/2019   92,433    117,539,282 
Energy Transfer Partners LP   9.70%  3/15/2019   44,543    57,758,908 
Greenko Dutch BV (Netherlands)†(c)    8.00%  8/1/2019   9,600    9,588,000 
Total                307,129,133 
                   
Engineering & Contracting Services 0.32%                  
                   
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   24,293    23,442,745 
URS Corp.   3.85%  4/1/2017   89,656    93,069,832 
Total                116,512,577 
                   
Entertainment 0.69%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%  1/15/2019   82,584    86,812,301 
CCO Holdings LLC/CCO Holdings Capital Corp.   7.25%  10/30/2017   540    565,650 
CCO Holdings LLC/CCO Holdings Capital Corp.   8.125%  4/30/2020   525    564,375 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%  4/15/2017   37,002    38,551,458 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   30,750    33,210,000 
Seminole Indian Tribe of Florida   6.535%  10/1/2020   24,857    27,094,130 
Seminole Indian Tribe of Florida   7.804%  10/1/2020   12,140    13,293,300 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   22,950    25,818,750 
Vail Resorts, Inc.   6.50%  5/1/2019   17,525    18,390,297 
WMG Holdings Corp.   13.75%  10/1/2019   1,400    1,645,000 
WMG Holdings Corp.   13.75%  10/1/2019   6,022    7,075,850 
Total                253,021,111 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services 2.66%                  
                   
Air Lease Corp.   4.50%  1/15/2016  $27,832   $28,840,910 
Air Lease Corp.   5.625%  4/1/2017   253,109    273,357,720 
Alfa Bank OJSC Via Alfa Bond Issuance plc (Ireland)†(c)    7.875%  9/25/2017   25,700    26,545,787 
Banco Bradesco SA   4.50%  1/12/2017   9,100    9,600,500 
Banco de Credito del Peru (Peru)†(c)    2.75%  1/9/2018   10,593    10,677,744 
Bank of America Corp.   7.625%  6/1/2019   13,575    16,633,991 
Bank of America Corp.   7.75%  8/15/2015   11,535    12,304,984 
Bank of America Corp.   7.80%  9/15/2016   51,172    57,561,080 
CIT Group, Inc.   6.625%  4/1/2018   10,408    11,643,950 
Countrywide Financial Corp.   6.25%  5/15/2016   15,914    17,244,028 
DTEK Finance plc (United Kingdom)†(c)    7.875%  4/4/2018   9,000    5,446,800 
Dun & Bradstreet Corp. (The)   2.875%  11/15/2015   3,300    3,377,563 
Dun & Bradstreet Corp. (The)   3.25%  12/1/2017   34,357    35,562,209 
Fidelity National Financial, Inc.   6.60%  5/15/2017   26,492    29,747,787 
Graton Economic Development Authority   9.625%  9/1/2019   30,765    34,610,625 
Hyundai Capital Services, Inc. (South Korea)†(c)    6.00%  5/5/2015   3,780    3,911,022 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   8,823    9,528,840 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%  12/1/2020   12,475    13,473,000 
Lloyds Bank plc (United Kingdom)(c)    9.875%  12/16/2021   15,195    17,816,138 
Macquarie Group Ltd. (Australia)†(c)    6.00%  1/14/2020   21,622    24,550,181 
Macquarie Group Ltd. (Australia)†(c)    7.625%  8/13/2019   6,526    7,891,703 
MU Finance plc (United Kingdom)†(c)    8.375%  2/1/2017   59,713    61,952,693 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   4,465    4,621,275 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   58,800    65,415,000 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   39,853    43,140,873 
Rosneft Finance SA (Luxembourg)†(c)    6.25%  2/2/2015   9,500    9,631,100 
SteelRiver Transmission Co. LLC   4.71%  6/30/2017   20,222    21,388,686 
Utility Contract Funding LLC   7.944%  10/1/2016   19,559    21,000,351 
Western Union Co. (The)   1.234%#  8/21/2015   28,950    29,131,574 
Western Union Co. (The)   2.875%  12/10/2017   45,708    47,299,735 
Western Union Co. (The)   3.35%  5/22/2019   24,500    25,367,153 
Total                979,275,002 
                   
Financial: Miscellaneous 0.40%                  
                   
Hercules Offshore, Inc.   10.25%  4/1/2019   31,249    34,061,410 
Kayne Anderson MLP Investment Co.   1.481%#  8/19/2016   89,850    90,067,617 
NASDAQ OMX Group, Inc. (The)   5.25%  1/16/2018   21,410    23,632,229 
Total                147,761,256 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food 0.76%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019  $58,165   $60,128,069 
Minerva Luxembourg SA (Luxembourg)†(c)    12.25%  2/10/2022   4,820    5,591,200 
Mondelez International, Inc.   0.76%#  2/1/2019   17,634    17,668,615 
NBTY, Inc.   9.00%  10/1/2018   400    419,000 
Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp.   4.875%  5/1/2021   21,861    21,861,000 
Southern States Cooperative, Inc.   10.00%  8/15/2021   13,000    13,260,000 
US Foods, Inc.   8.50%  6/30/2019   127,993    136,568,531 
Want Want China Finance Ltd. (China)†(c)    1.875%  5/14/2018   24,300    23,920,434 
Total                279,416,849 
                   
Gaming 0.37%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   33,335    35,668,450 
Isle of Capri Casinos, Inc.   7.75%  3/15/2019   9,598    10,197,875 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   60,054    60,391,804 
Pinnacle Entertainment, Inc.   7.50%  4/15/2021   5,362    5,777,555 
Pinnacle Entertainment, Inc.   8.75%  5/15/2020   21,182    22,823,605 
Total                134,859,289 
                   
Health Care 0.06%                  
                   
VWR Funding, Inc.   10.75%  6/30/2017   21,460    21,607,770 
                   
Health Care Products 0.68%                  
                   
Biomet, Inc.   6.50%  8/1/2020   54,669    58,974,184 
Biomet, Inc.   6.50%  10/1/2020   68,003    72,678,206 
Forest Laboratories, Inc.   4.375%  2/1/2019   66,529    71,737,888 
Immucor, Inc.   11.125%  8/15/2019   41,084    45,808,660 
Total                249,198,938 
                   
Health Care Services 1.18%                  
                   
CHS/Community Health Systems, Inc.   8.00%  11/15/2019   13,389    14,594,010 
DaVita HealthCare Partners, Inc.   6.625%  11/1/2020   31,384    33,208,195 
Emdeon, Inc.   11.00%  12/31/2019   20,840    23,627,350 
HCA Holdings, Inc.   7.75%  5/15/2021   7,736    8,451,580 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   56,727    60,272,438 
Omega Healthcare Investors, Inc.   6.75%  10/15/2022   138,574    150,006,355 
Omega Healthcare Investors, Inc.   7.50%  2/15/2020   120,438    128,417,017 
Senior Housing Properties Trust   3.25%  5/1/2019   7,000    7,124,467 
Senior Housing Properties Trust   6.75%  4/15/2020   5,911    6,795,504 
Total                432,496,916 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Hospital Management 0.01%                  
                   
United Surgical Partners International, Inc.   9.00%  4/1/2020  $2,965   $3,254,088 
                   
Household Equipment/Products 0.27%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   7.125%  4/15/2019   9,600    9,996,000 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   83,580    87,550,050 
Total                97,546,050 
                   
Industrial Products 0.14%                  
                   
Mueller Water Products, Inc.   7.375%  6/1/2017   38,383    39,150,660 
PPL WW Holdings Ltd. (United Kingdom)†(c)    7.25%  12/15/2017   9,185    10,521,959 
Total                49,672,619 
                   
Insurance 0.25%                  
                   
CNO Financial Group, Inc.   6.375%  10/1/2020   9,774    10,507,050 
Kemper Corp.   6.00%  11/30/2015   19,150    20,257,942 
UnumProvident Finance Co. plc (United Kingdom)†(c)    6.85%  11/15/2015   434    462,963 
Willis Group Holdings plc (United Kingdom)(c)    4.125%  3/15/2016   33,455    34,910,493 
Willis North America, Inc.   6.20%  3/28/2017   24,711    27,122,670 
Total                93,261,118 
                   
Investment Management Companies 1.01%                  
                   
Ares Capital Corp.   4.875%  11/30/2018   74,425    78,892,137 
Grupo Aval Ltd.   5.25%  2/1/2017   12,800    13,632,000 
Lazard Group LLC   6.85%  6/15/2017   76,766    87,113,366 
Leucadia National Corp.   8.125%  9/15/2015   33,892    36,222,075 
Nuveen Investments, Inc.   5.50%  9/15/2015   18,810    19,397,813 
Nuveen Investments, Inc.   9.125%  10/15/2017   123,758    133,411,124 
Oaktree Capital Management LP   6.75%  12/2/2019   2,900    3,455,231 
Total                372,123,746 
                   
Jewelry, Watches & Gemstones 0.04%                  
                   
ALROSA Finance SA (Luxembourg)†(c)    8.875%  11/17/2014   13,943    14,128,163 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leasing 0.39%                  
                   
Aviation Capital Group Corp.   3.875%  9/27/2016  $18,616   $19,187,102 
Aviation Capital Group Corp.   4.625%  1/31/2018   44,562    46,723,346 
Aviation Capital Group Corp.   7.125%  10/15/2020   11,742    13,421,118 
International Lease Finance Corp.   7.125%  9/1/2018   54,980    63,227,000 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   1,942    1,990,550 
Total                144,549,116 
                   
Leisure 0.20%                  
                   
Central Garden and Pet Co.   8.25%  3/1/2018   19,950    20,673,187 
Seneca Gaming Corp.   8.25%  12/1/2018   36,827    39,036,620 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   7.75%  8/15/2020   13,270    14,397,950 
Total                74,107,757 
                   
Lodging 1.34%                  
                   
Grupo Posadas SAB de CV (Mexico)†(c)    7.875%  11/30/2017   24,094    24,154,235 
Host Hotels & Resorts LP   5.875%  6/15/2019   170,671    181,526,870 
Host Hotels & Resorts LP   6.00%  11/1/2020   198,518    215,818,050 
Hyatt Hotels Corp.   6.875%  8/15/2019   3,825    4,423,192 
Marina District Finance Co., Inc.   9.875%  8/15/2018   22,994    24,287,412 
Studio City Finance Ltd. (Hong Kong)†(c)    8.50%  12/1/2020   39,536    43,687,280 
Total                493,897,039 
                   
Machinery: Agricultural 0.54%                  
                   
Lorillard Tobacco Co.   6.875%  5/1/2020   49,188    58,450,199 
Lorillard Tobacco Co.   8.125%  6/23/2019   103,474    128,761,907 
MHP SA (Ukraine)†(c)    10.25%  4/29/2015   11,802    11,565,960 
Total                198,778,066 
                   
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    20,340,381 
                   
Manufacturing 0.02%                  
                   
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022   7,800    8,697,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 0.61%                  
                   
Columbus International, Inc. (Barbados)†(c)    7.375%  3/30/2021  $1,050   $1,147,125 
Gannett Co., Inc.   7.125%  9/1/2018   7,616    7,906,360 
Harron Communications LP/Harron Finance Corp.   9.125%  4/1/2020   15,783    17,795,332 
LIN Television Corp.   8.375%  4/15/2018   4,726    4,947,531 
Nara Cable Funding Ltd. (Ireland) †(c)   8.875%    12/1/2018   72,986    77,456,393 
NET Servicos de Comunicacao SA (Brazil)(c)    7.50%  1/27/2020   26,663    28,262,780 
Ono Finance II plc (Ireland)†(c)    10.875%  7/15/2019   11,859    12,881,246 
Sirius XM Holdings, Inc.   5.25%  8/15/2022   4,860    5,200,200 
Videotron Ltd (Canada)(c)    9.125%  4/15/2018   1,476    1,527,660 
Videotron Ltee (Canada)(c)    6.375%  12/15/2015   1,448    1,453,430 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%  7/15/2019   59,722    66,888,640 
Total                225,466,697 
                   
Merchandising 0.06%                  
                   
Kemet Corp.   10.50%  5/1/2018   20,450    21,574,750 
                   
Metal Fabricating 0.03%                  
                   
Glencore Canada Corp. (Canada)(c)    5.50%  6/15/2017   7,605    8,342,031 
Glencore Canada Corp. (Canada)(c)    6.00%  10/15/2015   1,975    2,084,630 
Total                10,426,661 
                   
Metals & Minerals: Miscellaneous 1.03%                  
                   
Anglo American Capital plc (United Kingdom)†(c)    1.184%#  4/15/2016   11,250    11,321,269 
Corp. Nacional del Cobre de Chile (Chile)†(c)    4.75%  10/15/2014   22,376    22,468,681 
Glencore Canada Corp. (Canada)†(c)    3.60%  1/15/2017   31,100    32,615,441 
IAMGOLD Corp. (Canada)†(c)    6.75%  10/1/2020   20,000    18,300,000 
KGHM International Ltd. (Canada)†(c)    7.75%  6/15/2019   23,566    25,421,823 
Kinross Gold Corp. (Canada)(c)    3.625%  9/1/2016   77,312    80,254,727 
New Gold, Inc. (Canada)†(c)    7.00%  4/15/2020   44,894    47,980,462 
Xstrata Finance Canada Ltd. (Canada)†(c)    2.05%  10/23/2015   71,156    71,960,205 
Xstrata Finance Canada Ltd. (Canada)†(c)    2.70%  10/25/2017   14,884    15,284,871 
Xstrata Finance Canada Ltd. (Canada)†(c)    2.85%  11/10/2014   45,342    45,527,675 
Xstrata Finance Canada Ltd. (Canada)†(c)    5.80%  11/15/2016   5,914    6,469,555 
Total                377,604,709 
                   
Miscellaneous 0.01%                  
                   
Marfrig Holding Europe BV (Netherlands)†(c)    6.875%  6/24/2019   5,000    5,098,500 
                   
Natural Gas 0.06%                  
                   
Sabine Pass LNG LP   6.50%  11/1/2020   16,055    17,118,644 
SourceGas LLC   5.90%  4/1/2017   3,180    3,348,995 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Natural Gas (continued)                  
                   
Southern Star Central Gas Pipeline, Inc.   6.00%  6/1/2016  $2,965   $3,157,096 
Total                23,624,735 
                   
Oil 2.85%                  
                   
Afren plc (United Kingdom)†(c)    6.625%  12/9/2020   8,300    7,948,910 
Afren plc (United Kingdom)†(c)    10.25%  4/8/2019   11,300    11,949,750 
Afren plc (United Kingdom)†(c)    11.50%  2/1/2016   17,250    18,112,500 
Alliance Oil Co., Ltd. (Russia)†(c)    9.875%  3/11/2015   11,149    11,009,638 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%  10/15/2020   20,088    21,594,600 
Canadian Oil Sands Ltd. (Canada)†(c)    7.75%  5/15/2019   27,791    33,985,475 
Chaparral Energy, Inc.   8.25%  9/1/2021   18,815    20,390,756 
Chaparral Energy, Inc.   9.875%  10/1/2020   32,757    36,605,948 
CNPC General Capital Ltd. (China)†(c)    1.133%#  5/14/2017   27,800    27,891,629 
CNPC General Capital Ltd. (China)†(c)    1.45%  4/16/2016   16,600    16,636,935 
CNPC General Capital Ltd. (China)†(c)    2.75%  4/19/2017   9,800    10,034,396 
Continental Resources, Inc.   7.125%  4/1/2021   78,024    87,581,160 
Continental Resources, Inc.   7.375%  10/1/2020   85,666    94,339,682 
DCP Midstream LLC   9.75%  3/15/2019   35,977    46,602,735 
Delek & Avner Tamar Bond Ltd. (Israel)†(c)    2.803%  12/30/2016   10,000    9,953,630 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   33,178    34,836,900 
Energy XXI Gulf Coast, Inc.   9.25%  12/15/2017   2,629    2,799,885 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(c)    4.95%  5/23/2016   18,000    18,343,260 
Gulf South Pipeline Co. LP   6.30%  8/15/2017   850    953,992 
Harvest Operations Corp. (Canada)†(c)    2.125%  5/14/2018   4,800    4,813,934 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   28,599    30,958,418 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%  2/15/2020   46,335    49,115,100 
KazMunaiGas National Co. (Kazakhstan)†(c)    11.75%  1/23/2015   4,900    5,103,840 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   47,468    52,452,140 
LUKOIL International Finance BV (Netherlands)†(c)    3.416%  4/24/2018   13,800    13,078,260 
LUKOIL International Finance BV (Netherlands)†(c)    6.375%  11/5/2014   28,166    28,371,893 
MEG Energy Corp. (Canada)†(c)    6.50%  3/15/2021   14,250    15,105,000 
Naftogaz of Ukraine NJSC (Ukraine)(c)    9.50%  9/30/2014   13,600    13,126,720 
Noble Holding International Ltd.   3.45%  8/1/2015   1,750    1,793,524 
Pacific Drilling SA (Luxembourg)(c)    8.25%  2/23/2015   31,150    31,928,750 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   9,427    10,944,907 
Petroleos de Venezuela SA (Venezuela)(c)    5.25%  4/12/2017   3,250    2,606,500 
Petroleos de Venezuela SA (Venezuela)†(c)    8.50%  11/2/2017   5,000    4,492,500 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(c)   5.50%  9/30/2014   18,550    18,628,838 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(c)   5.832%  9/30/2016   7,392    7,844,760 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Rosneft Finance SA (Luxembourg)†(c)    7.875%  3/13/2018  $39,075   $41,321,813 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(c)   3.149%  3/6/2017   35,700    33,959,625 
Seadrill Ltd.   6.125%  9/15/2017   8,780    9,109,250 
Seven Generations Energy Ltd. (Canada)†(c)    8.25%  5/15/2020   17,365    19,188,325 
Seventy Seven Operating LLC   6.625%  11/15/2019   29,100    31,282,500 
Sinopec Capital 2013 Ltd.   1.25%  4/24/2016   9,600    9,602,486 
Sinopec Group Overseas Development 2013 Ltd.   2.50%  10/17/2018   19,500    19,622,070 
Sinopec Group Overseas Development 2014 Ltd.   1.014%#  4/10/2017   37,800    37,853,222 
Whiting Petroleum Corp.   6.50%  10/1/2018   600    621,000 
Woodside Finance Ltd. (Australia)†(c)    4.50%  11/10/2014   39,788    40,100,376 
Woodside Finance Ltd. (Australia)†(c)    8.75%  3/1/2019   2,850    3,597,051 
Total                1,048,194,583 
                   
Oil: Crude Producers 2.74%                  
                   
Access Midstream Partners LP/ACMP Finance Corp.   5.875%  4/15/2021   113,248    120,892,240 
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(c)   8.70%  8/7/2018   4,800    5,525,760 
Cimarex Energy Co.   5.875%  5/1/2022   20,426    22,570,730 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   7.75%  4/1/2019   38,916    41,542,830 
Crosstex Energy LP/Crosstex Energy Finance Corp.   7.125%  6/1/2022   85,409    99,074,440 
Enbridge Energy Partners LP   5.20%  3/15/2020   9,600    10,794,672 
Enbridge Energy Partners LP   6.50%  4/15/2018   3,025    3,497,426 
Enbridge Energy Partners LP   9.875%  3/1/2019   42,712    56,020,461 
Forest Oil Corp.   7.25%  6/15/2019   27,646    26,712,948 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%  12/15/2018   13,878    14,675,985 
Gulfstream Natural Gas System LLC   5.56%  11/1/2015   1,000    1,049,676 
Midcontinent Express Pipeline LLC   5.45%  9/15/2014   47,775    47,820,768 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019   22,931    26,084,013 
OGX Austria GmbH (Austria)†(c)(d)    8.50%  6/1/2018   31,150    1,323,875 
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp.   8.375%  6/1/2020   28,550    31,904,625 
Plains Exploration & Production Co.   6.125%  6/15/2019   14,479    16,017,394 
Plains Exploration & Production Co.   6.50%  11/15/2020   7,521    8,348,310 
Plains Exploration & Production Co.   6.625%  5/1/2021   56,067    62,304,454 
Plains Exploration & Production Co.   6.75%  2/1/2022   25,186    28,649,075 
Plains Exploration & Production Co.   7.625%  4/1/2020   140,862    151,426,650 
Plains Exploration & Production Co.   8.625%  10/15/2019   84,030    88,546,613 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   31,189    32,631,491 
Regency Energy Partners LP/Regency Energy Finance Corp.   8.375%  6/1/2019   23,750    25,650,000 
Sunoco Logistics Partners Operations LP   6.125%  5/15/2016   2,900    3,063,345 
Sunoco, Inc.   5.75%  1/15/2017   12,908    14,132,543 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.   7.875%  10/15/2018   13,737    14,363,751 
W&T Offshore, Inc.   8.50%  6/15/2019   48,513    52,151,475 
Total                1,006,775,550 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Integrated Domestic 1.01%                  
                   
Basic Energy Services, Inc.   7.75%  2/15/2019  $5,850   $6,201,000 
Buckeye Partners LP   2.65%  11/15/2018   14,650    14,805,026 
Buckeye Partners LP   6.05%  1/15/2018   8,670    9,755,423 
Carrizo Oil & Gas, Inc.   8.625%  10/15/2018   36,098    37,925,461 
El Paso Pipeline Partners Operating Co. LLC   4.10%  11/15/2015   5,920    6,144,386 
El Paso Pipeline Partners Operating Co. LLC   6.50%  4/1/2020   48,250    56,364,926 
Kinder Morgan Energy Partners LP   6.85%  2/15/2020   18,204    21,723,525 
Kinder Morgan Energy Partners LP   9.00%  2/1/2019   5,140    6,502,018 
Korea National Oil Corp. (South Korea)†(c)    2.75%  1/23/2019   10,000    10,207,680 
Korea National Oil Corp. (South Korea)†(c)    2.875%  11/9/2015   30,455    31,159,577 
Newfield Exploration Co.   6.875%  2/1/2020   69,945    73,791,975 
Newfield Exploration Co.   7.125%  5/15/2018   31,404    32,385,375 
Pioneer Energy Services Corp.   9.875%  3/15/2018   9,454    9,950,808 
Rowan Cos., Inc.   7.875%  8/1/2019   30,676    37,762,984 
Texas Gas Transmission LLC   4.60%  6/1/2015   16,560    17,038,187 
Total                371,718,351 
                   
Oil: Integrated International 1.21%                  
                   
Petrobras Global Finance BV (Netherlands)(c)    1.852%#  5/20/2016   24,300    24,365,367 
Petrobras Global Finance BV (Netherlands)(c)    2.374%#  1/15/2019   45,740    45,941,256 
Petrobras Global Finance BV (Netherlands)(c)    2.592%#  3/17/2017   74,878    76,008,658 
Petrobras International Finance Co.   2.875%  2/6/2015   53,025    53,560,553 
Petrobras International Finance Co.   3.50%  2/6/2017   3,955    4,060,167 
Petrobras International Finance Co.   3.875%  1/27/2016   14,450    14,890,667 
Petrobras International Finance Co.   7.75%  9/15/2014   3,361    3,361,108 
Petroleos Mexicanos (Mexico)(c)    2.254%#  7/18/2018   14,600    15,351,900 
Transocean, Inc.   6.50%  11/15/2020   45,703    51,760,247 
Weatherford International Ltd.   9.625%  3/1/2019   119,649    155,488,781 
Total                444,788,704 
                   
Paper & Forest Products 0.34%                  
                   
Cascades, Inc. (Canada)(c)    7.875%  1/15/2020   11,940    12,626,550 
Exopack Holding Corp.   10.00%  6/1/2018   48,575    52,400,281 
Mercer International, Inc. (Canada)(c)    9.50%  12/1/2017   16,064    17,128,240 
West Fraser Timber Co. Ltd. (Canada)†(c)    5.20%  10/15/2014   41,101    41,388,831 
Total                123,543,902 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Production Technology Equipment 0.03%                  
                   
CNOOC Finance 2013 Ltd. (Hong Kong)(c)    1.75%  5/9/2018  $9,700   $9,631,974 
                   
Publishing 0.00%                  
                   
21st Century Fox America, Inc.   7.60%  10/11/2015   1,118    1,194,369 
                   
Radio & TV Broadcasters 0.01%                  
                   
British Sky Broadcasting Group plc (United Kingdom)†(c)    9.50%  11/15/2018   1,389    1,774,152 
                   
Real Estate Investment Trusts 1.44%                  
                   
American Tower Corp.   7.00%  10/15/2017   18,105    20,878,288 
American Tower Corp.   7.25%  5/15/2019   44,662    53,659,205 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   2.00%  2/6/2017   48,565    48,668,103 
ARC Properties Operating Partnership LP/Clark Acquisition LLC   3.00%  2/6/2019   64,539    64,752,560 
CBRE Services, Inc.   6.625%  10/15/2020   25,280    26,733,600 
Corrections Corp. of America   4.125%  4/1/2020   10,186    10,147,802 
DDR Corp.   7.50%  7/15/2018   1,880    2,231,921 
DDR Corp.   9.625%  3/15/2016   5,940    6,720,498 
Digital Realty Trust LP   4.50%  7/15/2015   13,910    14,223,170 
Digital Realty Trust LP   5.875%  2/1/2020   77,543    86,955,867 
EPR Properties   7.75%  7/15/2020   28,144    34,369,115 
Healthcare Realty Trust, Inc.   6.50%  1/17/2017   17,330    19,277,979 
Hospitality Properties Trust   6.30%  6/15/2016   22,135    23,539,377 
Iron Mountain, Inc.   8.375%  8/15/2021   66,638    69,636,710 
Kilroy Realty LP   4.80%  7/15/2018   20,848    22,609,510 
Liberty Property LP   5.125%  3/2/2015   2,245    2,293,427 
Potlatch Corp.   6.95%  12/15/2015   1,500    1,617,187 
Reckson Operating Partnership LP   6.00%  3/31/2016   6,716    7,182,876 
SL Green Realty Corp./SL Green Operating Partnership/Reckson Operating Part   5.00%  8/15/2018   11,425    12,364,375 
Total                527,861,570 
                   
Restaurants 0.18%                  
                   
Darden Restaurants, Inc.   6.20%  10/15/2017   58,321    66,089,590 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 1.87%                  
                   
Academy Ltd./Academy Finance Corp.   9.25%  8/1/2019  $7,201   $7,759,077 
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%  5/1/2019   73,092    71,630,160 
DBP Holding Corp.   7.75%  10/15/2020   18,414    17,585,370 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   36,962    37,978,455 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%  6/15/2018   43,637    44,509,740 
Party City Holdings, Inc.   8.875%  8/1/2020   23,896    26,464,820 
PETCO Holdings, Inc. PIK   8.50%  10/15/2017   19,637    20,201,564 
QVC, Inc.   7.375%  10/15/2020   154,120    164,784,488 
QVC, Inc.   7.50%  10/1/2019   284,296    296,770,908 
Total                687,684,582 
                   
Retail: Specialty 0.05%                  
                   
PETCO Animal Supplies, Inc.   9.25%  12/1/2018   18,375    19,592,344 
                   
Savings & Loan 0.23%                  
                   
AmSouth Bank   5.20%  4/1/2015   47,494    48,663,112 
Santander Holdings USA, Inc.   3.00%  9/24/2015   29,030    29,664,596 
Santander Holdings USA, Inc.   4.625%  4/19/2016   6,024    6,374,428 
Total                84,702,136 
                   
Security Services 0.07%                  
                   
Smith & Wesson Holding Corp.   5.875%  6/15/2017   24,700    25,688,000 
                   
Specialty Materials 0.15%                  
                   
Interline Brands, Inc. PIK   10.00%  11/15/2018   51,989    55,238,312 
                   
Steel 0.43%                  
                   
Allegheny Technologies, Inc.   9.375%  6/1/2019   28,070    34,527,223 
Edgen Murray Corp.   8.75%  11/1/2020   32,644    36,683,695 
Glencore Funding LLC   1.398%#  5/27/2016   27,700    27,865,729 
Glencore Funding LLC   1.594%#  1/15/2019   4,400    4,451,401 
Glencore Funding LLC   1.70%  5/27/2016   31,490    31,787,801 
Glencore Funding LLC   2.50%  1/15/2019   6,527    6,519,331 
GTL Trade Finance, Inc.   7.25%  10/20/2017   676    773,175 
Vale Overseas Ltd. (Brazil)(c)    6.25%  1/11/2016   14,390    15,405,790 
Total                158,014,145 
                   
Synthetic Fibers 0.14%                  
                   
Polymer Group, Inc.   7.75%  2/1/2019   47,862    50,673,893 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Technology 0.43%                  
                   
Baidu, Inc. (China)(c)    2.25%  11/28/2017  $18,800   $19,081,436 
Baidu, Inc. (China)(c)    2.75%  6/9/2019   14,800    14,878,677 
Baidu, Inc. (China)(c)    3.25%  8/6/2018   14,500    15,045,011 
DynCorp International, Inc.   10.375%  7/1/2017   47,154    44,914,185 
Fiserv, Inc.   6.80%  11/20/2017   11,450    13,186,347 
Tencent Holdings Ltd. (China)†(c)    2.00%  5/2/2017   14,800    14,890,176 
Tencent Holdings Ltd. (China)†(c)    3.375%  5/2/2019   25,350    25,919,184 
Tencent Holdings Ltd. (China)†(c)    4.625%  12/12/2016   8,100    8,618,756 
Total                156,533,772 
                   
Telecommunications 0.95%                  
                   
Altice Financing SA (Luxembourg)†(c)    7.875%  12/15/2019   18,028    19,570,656 
Block Communications, Inc.   7.25%  2/1/2020   18,453    19,467,915 
Cincinnati Bell, Inc.   8.75%  3/15/2018   36,952    38,753,410 
Consolidated Communications Finance Co.   10.875%  6/1/2020   51,284    59,425,335 
Embarq Corp.   7.082%  6/1/2016   5,639    6,206,148 
Intelsat Jackson Holdings SA (Luxembourg)(c)    8.50%  11/1/2019   18,480    19,450,200 
Level 3 Communications, Inc.   11.875%  2/1/2019   11,368    12,490,590 
MetroPCS Wireless, Inc.   7.875%  9/1/2018   36,030    37,619,824 
Qwest Corp.   7.50%  10/1/2014   22,259    22,370,851 
Qwest Corp.   7.625%  6/15/2015   500    524,257 
Sable International Finance Ltd.   8.75%  2/1/2020   27,630    30,531,150 
Turk Telekomunikasyon AS (Turkey)†(c)    3.75%  6/19/2019   26,650    26,682,646 
UPCB Finance III Ltd.   6.625%  7/1/2020   15,725    16,707,813 
UPCB Finance Ltd.†(f)    7.625%  1/15/2020  EUR6,400    8,924,516 
Vimpel Communications OJSC via UBS Luxembourg SA (Luxembourg)†(c)   8.25%  5/23/2016  $13,400    14,019,750 
Vimpel Communications via VIP Finance Ireland Ltd. OJSC (Ireland)†(c)   6.493%  2/2/2016   8,500    8,528,815 
VimpelCom Holdings BV (Netherlands)†(c)    5.20%  2/13/2019   4,800    4,567,968 
Virgin Media Finance plc (United Kingdom)(c)    8.375%  10/15/2019   3,979    4,177,950 
Windstream Corp.   8.125%  9/1/2018   400    417,900 
Total                350,437,694 
                   
Telephone-Long Distance 0.05%                  
                   
America Movil SAB de CV (Mexico)(c)    1.23%#  9/12/2016   19,400    19,569,420 
                   
Tobacco 0.07%                  
                   
Reynolds American, Inc.   7.75%  6/1/2018   20,319    24,236,402 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation: Miscellaneous 0.33%                  
                   
Air Medical Group Holdings, Inc.   9.25%  11/1/2018  $29,765   $31,439,281 
Asciano Finance Ltd. (Australia)†(c)    3.125%  9/23/2015   24,966    25,437,433 
Kazakhstan Temir Zholy Finance BV (Netherlands)(c)    7.00%  5/11/2016   12,700    13,700,125 
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017   39,970    42,118,388 
Transnet SOC Ltd. (South Africa)†(c)    4.50%  2/10/2016   9,600    10,001,779 
Total                122,697,006 
                   
Truckers 0.08%                  
                   
Con-way, Inc.   7.25%  1/15/2018   25,232    29,271,139 
                   
Utilities 0.22%                  
                   
Origin Energy Finance Ltd. (Australia)†(c)    3.50%  10/9/2018   55,120    56,889,628 
Public Service Co. of New Mexico   7.95%  5/15/2018   19,955    23,992,535 
Total                80,882,163 
                   
Utilities: Electrical 0.13%                  
                   
Israel Electric Corp. Ltd. (Israel)†(c)    7.25%  1/15/2019   4,500    5,087,250 
Jersey Central Power & Light Co.   5.625%  5/1/2016   8,500    9,123,449 
SCANA Corp.   6.25%  4/1/2020   6,080    7,074,354 
TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(c)   4.75%  9/15/2014   27,000    27,044,280 
Total                48,329,333 
Total Corporate Bonds (cost $15,156,745,211)                15,276,984,986 
                   
FLOATING RATE LOANS(e) 4.47%                  
                   
Aerospace/Defense 0.31%                  
                   
Alliant Techsystems, Inc. Term Loan B   3.50%  11/1/2020   23,828    23,892,267 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(c)    3.50%  3/6/2021   73,918    73,559,867 
DigitalGlobe, Inc. Term Loan   3.75%  1/31/2020   16,767    16,746,139 
Total                114,198,273 
                   
Apparel 0.04%                  
                   
PVH Corp. Tranche B Term Loan   3.25%  2/13/2020   15,500    15,603,160 
                   
Consumer Products 0.09%                  
                   
Hanesbrands, Inc. EUR Term Loan(f)       7/29/2021  EUR26,037    34,489,282 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Containers 0.03%                  
                   
Owens-Brockway Glass Container, Inc. Term Loan B1   1.907%  5/19/2016  $9,305   $9,264,693 
                   
Energy Equipment & Services 0.12%                  
                   
Crestwood Holdings LLC Term Loan B1   7.00%  6/19/2019   21,450    21,870,415 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%  3/28/2019   23,305    23,251,383 
Total                45,121,798 
                   
Financial Services 0.15%                  
                   
Nuveen Investments, Inc. Tranche B 1st Lien Term Loan   4.157%  5/13/2017   39,260    39,238,772 
Nuveen Investments, Inc. Tranche B 2nd Lien Term Loan   6.50%  2/28/2019   17,219    17,297,923 
Total                56,536,695 
                   
Food 0.16%                  
                   
Aramark Corp. Term Loan E   3.25%  9/7/2019   55,563    55,146,133 
New HB Acquisition LLC Term Loan B   6.75%  4/9/2020   4,234    4,364,955 
Total                59,511,088 
                   
Gaming 0.59%                  
                   
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020   113,125    113,001,288 
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   102,261    102,069,657 
Total                215,070,945 
                   
Health Care 0.77%                  
                   
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%  11/23/2018   5,464    5,493,328 
Capsugel Holdings US, Inc. Initial Term Loan   3.50%  8/1/2018   11,716    11,610,743 
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   1.987%  10/30/2017   50,044    50,028,050 
Fresenius US Finance I, Inc. Tranche B Term Loan (Germany)(c)   2.234%  8/7/2019   93,590    93,732,701 
Mallinckrodt International Finance SA Initial Term Loan B (Luxembourg)(c)   3.50%  3/19/2021   76,358    76,157,189 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%  1/28/2022   7,415    7,368,656 
Thermo Fisher Scientific, Inc. Committed Term Loan   1.623%  5/31/2016   36,960    36,960,000 
Total                283,799,303 
                   
Health Care Products 0.06%                  
                   
Biomet, Inc. Dollar Term Loan B2   3.655% - 3.733%  7/25/2017   20,894    20,887,660 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure 0.01%                  
                   
ROC Finance LLC Funded Term Loan B   5.00%  6/20/2019  $2,978   $2,899,355 
                   
Media 0.75%                  
                   
AMC Networks, Inc. Term Loan A   1.659%  6/30/2017   107,934    108,081,937 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   55,520    54,681,336 
CSC Holdings LLC Term Loan B   2.657%  4/17/2020   82,213    81,056,756 
Nielsen Finance LLC Term Loan A   2.157%  4/30/2019   13,477    13,511,093 
Quebecor Media, Inc. Facility Tranche B1 Term Loan (Canada)(c)   3.25%  8/17/2020   19,601    19,318,747 
Total                276,649,869 
                   
Metals & Minerals: Miscellaneous 0.04%                  
                   
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%  5/16/2022   12,789    12,916,890 
                   
Services 0.32%                  
                   
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%  7/25/2022   12,637    12,693,614 
Asurion LLC 2nd Lien Term Loan   8.50%  3/3/2021   8,000    8,282,000 
Hertz Corp. (The) Letter of Credit Term Loan   1.00% - 2.75%  3/11/2018   37,237    36,771,663 
Kasima LLC Term Loan   3.25%  5/17/2021   51,219    50,962,903 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   7,239    7,266,182 
Total                115,976,362 
                   
Technology 0.28%                  
                   
Avago Technologies Cayman Ltd. Term Loan   3.75%  5/6/2021   103,534    103,557,813 
                   
Telecommunications 0.44%                  
                   
Activision Blizzard, Inc. Term Loan   3.25%  10/12/2020   133,804    134,005,230 
American Tower Corp. Term Loan A   1.41%  1/3/2019   28,125    28,095,750 
Total                162,100,980 
                   
Utilities 0.31%                  
                   
La Frontera Generation LLC Term Loan   4.50%  9/30/2020   4,254    4,269,421 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/20/2020   27,966    28,735,065 
Moxie Patriot LLC Advance Construction Term Loan B1   6.75%  12/19/2020   17,300    17,775,750 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%  9/14/2018   4,800    4,914,000 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   17,295    17,770,612 
Texas Competitive Electric Holdings Co. LLC DIP 2014 Delayed Draw Term Loan   3.75%  5/5/2016   21,733    21,902,893 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities (continued)                  
                   
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017  $17,829   $18,185,625 
Total                113,553,366 
Total Floating Rate Loans (cost $1,643,688,920)                1,642,137,532 
                   
FOREIGN BONDS(f) 0.34%                  
                   
Canada 0.03%                  
                   
Vermilion Energy, Inc.   6.50%  2/10/2016  CAD9,630    9,064,936 
                   
France 0.01%                  
                   
Europcar Groupe SA   9.375%  4/15/2018  EUR2,625    3,673,587 
                   
Italy 0.00%                  
                   
Zobele Holding SpA   7.875%  2/1/2018  EUR200    276,586 
                   
Luxembourg 0.12%                  
                   
Matterhorn Mobile SA   6.75%  5/15/2019  CHF7,820    9,071,728 
Mobile Challenger Intermediate Group SA PIK   8.75%  3/15/2019  CHF3,930    4,393,184 
Sunrise Communications International SA   7.00%  12/31/2017  CHF2,728    3,128,263 
Sunrise Communications International SA   7.00%  12/31/2017  EUR20,645    28,516,730 
Total                45,109,905 
                   
United Kingdom 0.18%                  
                   
Old Mutual plc   7.125%  10/19/2016  GBP2,174    3,948,739 
R&R Ice Cream plc   5.50%  5/15/2020  GBP1,416    2,321,530 
R&R Ice Cream plc PIK   9.25%  5/15/2018  EUR9,176    12,376,310 
Virgin Media Finance plc   8.875%  10/15/2019  GBP27,165    47,465,635 
Total                66,112,214 
Total Foreign Bonds (cost $127,757,019)                124,237,228 
                   
FOREIGN GOVERNMENT OBLIGATIONS(c) 0.42%                  
                   
Argentina 0.03%                  
                   
City of Buenos Aires   9.95%  3/1/2017  $8,100    7,905,600 
Provincia de Neuquen   7.875%  4/26/2021   2,706    2,679,336 
Total                10,584,936 
                   
Brazil 0.03%                  
                   
Federal Republic of Brazil   8.00%  1/15/2018   9,061    10,148,445 
                   
Dominican Republic 0.02%                  
                   
Dominican Republic   9.04%  1/23/2018   8,324    9,281,385 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gambia 0.00%                  
                   
Republic of Gabon   6.375%  12/12/2024  $(g)  $285 
                   
Ghana 0.05%                  
                   
Republic of Ghana   8.50%  10/4/2017   16,925    17,940,500 
                   
Indonesia 0.02%                  
                   
Perusahaan Penerbit SBSN   4.00%  11/21/2018   5,800    6,010,250 
                   
Mexico 0.01%                  
                   
United Mexican States   6.625%  3/3/2015   4,950    5,097,956 
                   
Mongolia 0.01%                  
                   
Republic of Mongolia   4.125%  1/5/2018   5,800    5,524,500 
                   
Peru 0.04%                  
                   
Republic of Peru   8.375%  5/3/2016   3,900    4,397,250 
Republic of Peru   9.875%  2/6/2015   9,892    10,285,702 
Total                14,682,952 
                   
Philippines 0.02%                  
                   
Republic of Philippines   8.875%  3/17/2015   5,845    6,115,331 
                   
Poland 0.04%                  
                   
Republic of Poland   5.00%  10/19/2015   15,000    15,757,500 
                   
Russia 0.10%                  
                   
Russia Eurobonds   3.625%  4/29/2015   34,750    35,293,837 
                   
Sri Lanka 0.00%                  
                   
Republic of Sri Lanka   6.00%  1/14/2019   1,000    1,060,000 
                   
Ukraine 0.01%                  
                   
Ukraine Government   6.25%  6/17/2016   3,800    3,387,510 
                   
Vietnam 0.04%                  
                   
Socialist Republic of Vietnam   6.875%  1/15/2016   12,900    13,796,550 
Total Foreign Government Obligations (cost $153,151,728)                154,681,937 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.58%    
                   
Federal Home Loan Mortgage Corp. 2011-K701 B   4.436%#  7/25/2048  $4,000   $4,205,330 
Federal Home Loan Mortgage Corp. 2011-K704 B   4.687%#  10/25/2030   45,704    48,574,988 
Federal Home Loan Mortgage Corp. 2012-K705 C   4.304%#  9/25/2044   4,165    4,309,863 
Federal Home Loan Mortgage Corp. 2012-K706 B   4.163%#  11/25/2044   5,375    5,610,941 
Federal Home Loan Mortgage Corp. 2012-K707 B   4.019%#  1/25/2047   1,399    1,452,459 
Federal Home Loan Mortgage Corp. 2012-K708 C   3.891%#  2/25/2045   4,500    4,579,241 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.872%#  4/25/2045   17,000    17,538,637 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.949%#  6/25/2047   11,400    11,787,212 
Federal Home Loan Mortgage Corp. 2012-K711 B   3.684%#  8/25/2045   16,534    16,939,463 
Federal Home Loan Mortgage Corp. 2013-K502 C   3.31%#  3/25/2045   5,000    5,027,218 
Federal Home Loan Mortgage Corp. 2013-K712 B   3.484%#  5/25/2045   12,100    12,286,225 
Federal Home Loan Mortgage Corp. 2013-K713 B   3.274%#  4/25/2046   34,895    34,916,513 
Federal Home Loan Mortgage Corp. K706 A1   1.691%  6/25/2018   25,430    25,846,350 
Federal National Mortgage Assoc. 2011-M5 A1   2.007%  7/25/2021   19,499    19,721,272 
Federal National Mortgage Assoc. 2011-M8 A1   1.977%  8/25/2021   41,900    42,319,934 
Federal National Mortgage Assoc. 2012-M2 A1   1.824%  2/25/2022   29,970    30,035,999 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   29,679    29,638,452 
Federal National Mortgage Assoc. 2013-M5 ASQ2   0.595%  8/25/2015   26,838    26,889,929 
Government National Mortgage Assoc. 2013-162 A   2.75%  9/16/2046   14,303    14,286,542 
Government National Mortgage Assoc. 2013-171 IO   1.14%#  6/16/2054   59,308    5,364,138 
Government National Mortgage Assoc. 2013-193 IO   1.124%#  1/16/2055   141,853    12,601,483 
Government National Mortgage Assoc. 2014-109 A   2.325%  1/16/2046   89,616    90,545,638 
Government National Mortgage Assoc. 2014-112 A   3.00%#  1/16/2048   27,455    28,400,788 
Government National Mortgage Assoc. 2014-135 AS   Zero Coupon   2/16/2047   22,975    23,031,540 
Government National Mortgage Assoc. 2014-15 IO   1.06%#  8/16/2054   74,452    6,045,751 
Government National Mortgage Assoc. 2014-64 A   2.20%  2/16/2045   18,355    18,493,807 
Government National Mortgage Assoc. 2014-64 IO   1.309%#  12/16/2054   76,089    7,181,488 
Government National Mortgage Assoc. 2014-70 A   2.50%  3/16/2049   9,616    9,747,314 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   15,926    16,054,748 
Government National Mortgage Assoc. 2014-78 IO   1.002%#  3/16/2056   83,099    6,515,307 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $578,027,074)    579,948,570 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 4.53%         
                   
Federal Home Loan Mortgage Corp.   2.16%#  6/1/2043   59,258    60,103,524 
Federal Home Loan Mortgage Corp.   2.225%#  4/1/2038   9,332    9,893,553 
Federal Home Loan Mortgage Corp.   2.229%#  6/1/2038   11,215    11,922,574 
Federal Home Loan Mortgage Corp.   2.273%#  2/1/2038   13,399    14,344,121 
Federal Home Loan Mortgage Corp.   2.307%#  12/1/2035   9,510    10,150,272 
Federal Home Loan Mortgage Corp.   2.329%#  12/1/2037   13,648    14,592,424 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)         
          
Federal Home Loan Mortgage Corp.   2.334%#  9/1/2037  $11,956   $12,796,866 
Federal Home Loan Mortgage Corp.   2.349%#  4/1/2037   9,456    10,093,882 
Federal Home Loan Mortgage Corp.   2.359%#  6/1/2038   11,698    12,525,435 
Federal Home Loan Mortgage Corp.   2.366%#  4/1/2037   27,041    28,891,221 
Federal Home Loan Mortgage Corp.   2.37%#  10/1/2035   10,867    11,592,756 
Federal Home Loan Mortgage Corp.   2.374%#  11/1/2038   49,819    53,265,775 
Federal Home Loan Mortgage Corp.   2.376%#  3/1/2038   10,557    11,280,088 
Federal Home Loan Mortgage Corp.   2.377%#  10/1/2038   16,708    17,884,907 
Federal Home Loan Mortgage Corp.   2.388%#  7/1/2034   37,475    39,990,601 
Federal Home Loan Mortgage Corp.   2.392%#  5/1/2037   17,468    18,702,562 
Federal Home Loan Mortgage Corp.   2.397%#  10/1/2039   29,929    31,892,043 
Federal Home Loan Mortgage Corp.   2.405%#  5/1/2036   15,112    16,172,423 
Federal Home Loan Mortgage Corp.   2.422%#  12/1/2036   39,644    42,429,895 
Federal Home Loan Mortgage Corp.   2.433%#  2/1/2035   81,386    86,966,110 
Federal Home Loan Mortgage Corp.   2.472%#  6/1/2041   10,789    11,592,180 
Federal Home Loan Mortgage Corp.   2.54%#  9/1/2035   12,870    13,815,047 
Federal Home Loan Mortgage Corp.   2.586%#  9/1/2036   35,205    37,892,897 
Federal Home Loan Mortgage Corp.   2.629%#  2/1/2037   14,435    15,544,164 
Federal Home Loan Mortgage Corp.   2.63%#  12/1/2035   12,568    13,520,929 
Federal Home Loan Mortgage Corp.   2.689%#  12/1/2039   25,567    27,391,475 
Federal Home Loan Mortgage Corp.   3.136%#  10/1/2043   14,236    14,801,056 
Federal Home Loan Mortgage Corp.   3.177%#  11/1/2043   11,592    12,066,670 
Federal National Mortgage Assoc.   1.916%#  6/1/2038   9,888    10,548,402 
Federal National Mortgage Assoc.   1.923%#  7/1/2035   46,045    49,004,763 
Federal National Mortgage Assoc.   2.076%#  10/1/2035   39,200    41,669,394 
Federal National Mortgage Assoc.   2.103%#  12/1/2035   40,263    42,549,676 
Federal National Mortgage Assoc.   2.107%#  8/1/2034   29,450    31,341,926 
Federal National Mortgage Assoc.   2.113%#  2/1/2036   20,732    22,042,611 
Federal National Mortgage Assoc.   2.136%#  3/1/2039   17,969    19,106,573 
Federal National Mortgage Assoc.   2.158%#  1/1/2036   76,091    81,007,609 
Federal National Mortgage Assoc.   2.168%#  11/1/2036   16,606    17,782,198 
Federal National Mortgage Assoc.   2.176%#  8/1/2037   21,302    22,702,717 
Federal National Mortgage Assoc.   2.204%#  4/1/2038   51,914    55,636,221 
Federal National Mortgage Assoc.   2.211%#  9/1/2036   15,441    16,368,540 
Federal National Mortgage Assoc.   2.231%#  4/1/2038   30,552    32,731,147 
Federal National Mortgage Assoc.   2.242%#  3/1/2038   23,558    25,194,902 
Federal National Mortgage Assoc.   2.252%#  9/1/2038   15,370    16,419,543 
Federal National Mortgage Assoc.   2.256%#  12/1/2036   15,020    16,018,701 
Federal National Mortgage Assoc.   2.257%#  8/1/2038   13,535    14,450,649 
Federal National Mortgage Assoc.   2.26%#  1/1/2038   13,627    14,636,785 
Federal National Mortgage Assoc.   2.27%#  4/1/2038   9,661    10,296,163 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)         
          
Federal National Mortgage Assoc.   2.286%#  11/1/2038  $42,352   $45,465,529 
Federal National Mortgage Assoc.   2.314%#  10/1/2036   25,470    27,210,188 
Federal National Mortgage Assoc.   2.332%#  1/1/2038   14,030    15,125,249 
Federal National Mortgage Assoc.   2.362%#  3/1/2038   14,539    15,751,649 
Federal National Mortgage Assoc.   2.373%#  6/1/2038   9,802    10,516,683 
Federal National Mortgage Assoc.   2.408%#  10/1/2036   16,276    17,442,073 
Federal National Mortgage Assoc.   2.412%#  11/1/2038   25,215    26,934,028 
Federal National Mortgage Assoc.   2.485%#  12/1/2038   12,553    13,483,027 
Federal National Mortgage Assoc.   2.543%#  7/1/2040   19,512    20,962,555 
Federal National Mortgage Assoc.   2.58%  11/1/2018   15,250    15,764,422 
Federal National Mortgage Assoc.   2.60%  1/1/2019   91,529    94,596,137 
Federal National Mortgage Assoc.   2.899%#  6/1/2042   29,710    30,833,217 
Federal National Mortgage Assoc.   2.943%#  5/1/2042   57,633    59,759,376 
Federal National Mortgage Assoc.   2.95%  3/1/2015   21,675    21,767,339 
Federal National Mortgage Assoc.   3.701%#  1/1/2042   42,342    44,550,342 
Federal National Mortgage Assoc.   5.50%  1/1/2035   2,633    2,958,477 
Total Government Sponsored Enterprises Pass-Throughs (cost $1,655,789,648)       1,664,744,261 
                   
MUNICIPAL BONDS 0.11%                  
                   
Nursing Home 0.06%                  
                   
New Jersey Econ Dev Auth   Zero Coupon   2/15/2019   2,055    1,827,964 
New Jersey Econ Dev Auth   2.421%  6/15/2018   19,795    19,984,240 
Total                21,812,204 
                   
Power 0.05%                  
                   
Guam Pwr Auth   7.50%  10/1/2015   17,440    17,495,633 
Total Municipal Bonds (cost $39,218,818)                39,307,837 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 26.45%          
                   
Americold LLC Trust 2010-ARTA A1   3.847%  1/14/2029   13,224    13,922,316 
BAMLL-DB Trust 2012-OSI A2FX   3.352%  4/13/2029   7,896    8,138,398 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%  10/10/2045   132,485    141,973,509 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.79%#  4/10/2049   114,093    125,015,162 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.79%#  6/10/2049   45,215    49,286,000 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%  6/10/2049   23,414    25,342,564 
Banc of America Large Loan, Inc. 2009-FDG C   7.524%  1/25/2042   16,500    18,600,169 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 KCA   5.446%#  9/10/2047  $10,608   $10,951,254 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.679%#  6/24/2050   25,851    27,946,281 
Banc of America Re-REMIC Trust 2009-UB2 A4B5   6.206%#  12/24/2049   7,504    8,232,318 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%  12/16/2043   9,300    9,989,628 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   6.136%#  2/15/2051   9,770    10,734,260 
Banc of America Re-REMIC Trust 2010-UB5 A4B   5.676%#  2/17/2051   10,000    10,205,550 
Banc of America Re-REMIC Trust 2011-STRP A3   2.415%  11/17/2039   6,039    6,033,473 
Banc of America Re-REMIC Trust 2014-IP A   2.808%#  6/15/2028   205,781    210,200,867 
Banc of America Re-REMIC Trust 2014-IP B   2.808%#  6/15/2028   11,450    11,608,920 
Banc of America Re-REMIC Trust 2014-IP C   2.808%#  6/15/2028   23,040    23,336,029 
BCAP LLC Trust 2013-RR3 4A1   0.315%#  11/26/2036   11,580    11,109,710 
BCAP LLC Trust 2014-RR1 5A1   0.305%#  5/26/2037   15,711    15,492,206 
BCRR Trust 2009-1 1A2   5.991%#  8/17/2045   21,298    22,705,585 
BCRR Trust 2009-1 2A2   5.858%  7/17/2040   7,000    7,669,193 
Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 AAB   5.171%  12/11/2038   3,853    3,919,594 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW16 AM   5.897%#  6/11/2040   29,308    32,222,933 
Bear Stearns Commercial Mortgage Securities, Inc. 2007-PW17 AM   5.915%#  6/11/2050   7,154    7,928,936 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2   5.008%  9/15/2027   6,280    6,834,731 
Boca Hotel Portfolio Trust 2013-BOCA D   3.205%#  8/15/2026   26,640    26,677,136 
Boca Hotel Portfolio Trust 2013-BOCA E   3.905%#  8/15/2026   30,000    30,064,620 
BWAY Mortgage Trust 2013-1515 XB   0.534%#  3/10/2033   103,040    3,927,421 
CFCRE Commercial Mortgage Trust 2011-C1 A2   3.759%  4/15/2044   23,900    24,775,588 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A   1.105%#  6/15/2031   16,478    16,466,721 
CG-CCRE Commercial Mortgage Trust 2014-FL1 XCP   1.515%#  6/15/2031   267,750    5,095,738 
CGBAM Commercial Mortgage Trust 2013-BREH B   1.955%#  5/15/2030   15,000    15,044,640 
CGBAM Commercial Mortgage Trust 2013-BREH C   2.505%#  5/15/2030   13,700    13,748,628 
CGBAM Commercial Mortgage Trust 2013-BREH D   3.005%#  5/15/2030   18,000    18,071,397 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.899%#  12/10/2049   147,470    160,999,900 
Citigroup Commercial Mortgage Trust 2007-FL3A B   0.325%#  4/15/2022   1,068    1,061,525 
Citigroup Commercial Mortgage Trust 2007-FL3A C   0.365%#  4/15/2022   1,212    1,204,916 
Citigroup Commercial Mortgage Trust 2007-FL3A D   0.405%#  4/15/2022   835    830,349 
Citigroup Commercial Mortgage Trust 2007-FL3A E   0.455%#  4/15/2022   5,579    5,532,315 
Citigroup Commercial Mortgage Trust 2007-FL3A F   0.505%#  4/15/2022   7,425    7,345,400 
Citigroup Commercial Mortgage Trust 2007-FL3A G   0.555%#  4/15/2022   5,953    5,860,532 
Citigroup Commercial Mortgage Trust 2007-FL3A J   0.585%#  4/15/2022   831    810,094 
Citigroup Commercial Mortgage Trust 2009-RR1 CA4B   5.322%  12/17/2049   7,746    8,286,888 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
        
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%  12/19/2039  $13,350   $14,351,637 
Citigroup Commercial Mortgage Trust 2012-GC8 XB   0.225%#  9/10/2045   218,445    2,832,789 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%  4/10/2046   72,500    72,689,370 
Citigroup Commercial Mortgage Trust 2013-GC11 XA   2.049%#  4/10/2046   717,500    66,846,224 
Citigroup Commercial Mortgage Trust 2013-GC15 A2   3.161%  9/10/2046   19,400    20,208,670 
Citigroup Commercial Mortgage Trust 2013-SMP C   2.738%  1/12/2030   7,100    7,214,718 
Citigroup Commercial Mortgage Trust 2013-SMP D   3.008%#  1/12/2030   8,600    8,703,991 
Citigroup Commercial Mortgage Trust 2014-388G B   1.205%#  6/15/2033   25,448    25,592,735 
Citigroup Commercial Mortgage Trust 2014-388G C   1.555%#  6/15/2033   16,250    16,332,436 
Citigroup Commercial Mortgage Trust 2014-388G XCP   0.643%#  6/15/2033   753,631    9,571,114 
Citigroup Commercial Mortgage Trust 2014-GC21 XA   1.498%#  5/10/2047   275,578    25,679,295 
Citigroup Commercial Mortgage Trust 2014-GC23 XB   0.319%#  7/10/2047   120,131    2,567,320 
Citigroup Mortgage Loan Trust, Inc. 2013-2 2A1   0.265%#  10/25/2036   21,631    20,948,568 
Citigroup Mortgage Loan Trust, Inc. 2013-2 5A1   0.295%#  7/25/2036   13,456    12,751,948 
Citigroup Mortgage Loan Trust, Inc. 2013-3 1A1   0.776%#  7/25/2036   11,763    11,279,847 
Citigroup Mortgage Loan Trust, Inc. 2013-A A   3.00%  5/25/2042   11,659    11,840,180 
Citigroup/Deutsche Bank Commercial Mortgage Trust 2007-CD4 A3   5.293%  12/11/2049   16,181    16,435,250 
Commercial Mortgage Pass-Through Certificates 2001-J2A F   7.38%#  7/16/2034   2,900    3,250,826 
Commercial Mortgage Pass-Through Certificates 2001-J2A G   7.38%#  7/16/2034   4,200    4,673,010 
Commercial Mortgage Pass-Through Certificates 2004-LB2A E   5.357%  3/10/2039   2,185    2,469,021 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%  12/10/2046   40,335    43,616,808 
Commercial Mortgage Pass-Through Certificates 2007-C9 AM   5.65%  12/10/2049   11,440    12,543,205 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1   3.156%  7/10/2046   65,764    66,916,326 
Commercial Mortgage Pass-Through Certificates 2010-C1 C   5.957%#  7/10/2046   3,711    4,266,602 
Commercial Mortgage Pass-Through Certificates 2010-RR1 GEA   5.543%  12/11/2049   4,900    5,286,723 
Commercial Mortgage Pass-Through Certificates 2011-FL1 C   4.814%#  7/17/2028   10,033    10,025,348 
Commercial Mortgage Pass-Through Certificates 2011-FL1 D   6.25%#  7/17/2028   6,649    6,643,530 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 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  $86,373   $88,601,384 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X   1.525%#  2/10/2029   525,000    16,502,850 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%  5/15/2045   1,617    1,619,554 
Commercial Mortgage Pass-Through Certificates 2012-CR2 A2   2.025%  8/15/2045   47,948    48,436,710 
Commercial Mortgage Pass-Through Certificates 2012-CR3 A2   1.765%  10/15/2045   26,820    26,915,144 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA   2.142%#  10/15/2045   279,224    30,637,386 
Commercial Mortgage Pass-Through Certificates 2012-CR5 XA   2.05%#  12/10/2045   35,336    3,557,788 
Commercial Mortgage Pass-Through Certificates 2012-FL2 A   2.282%#  9/17/2029   11,354    11,461,355 
Commercial Mortgage Pass-Through Certificates 2012-FL2 B   1.755%#  9/17/2029   12,400    12,490,129 
Commercial Mortgage Pass-Through Certificates 2012-FL2 C   2.255%#  9/17/2029   38,030    38,200,717 
Commercial Mortgage Pass-Through Certificates 2012-LC4 XA   2.65%#  12/10/2044   90,880    11,351,026 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%  10/5/2030   36,825    36,377,321 
Commercial Mortgage Pass-Through Certificates 2012-MVP A   2.094%#  11/17/2026   8,589    8,637,254 
Commercial Mortgage Pass-Through Certificates 2012-MVP B   1.752%#  11/17/2026   30,343    30,400,955 
Commercial Mortgage Pass-Through Certificates 2012-MVP C   2.302%#  11/17/2026   22,003    22,056,159 
Commercial Mortgage Pass-Through Certificates 2012-MVP D   3.152%#  11/17/2026   23,700    23,874,373 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2   3.047%  10/10/2046   25,000    25,903,087 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   158,985    160,600,844 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%  3/10/2046   64,000    64,447,520 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA   1.696%#  3/10/2046   343,181    29,200,374 
Commercial Mortgage Pass-Through Certificates 2013-CR8 A2   2.367%  6/10/2046   36,000    36,533,124 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA   0.863%#  6/10/2046   616,156    24,036,855 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%  1/10/2046   96,958    97,225,362 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   22,892    22,426,944 
Commercial Mortgage Pass-Through Certificates 2013-THL B   1.759%#  6/8/2030   14,775    14,805,599 
Commercial Mortgage Pass-Through Certificates 2013-THL C   2.159%#  6/8/2030   29,195    29,305,678 
Commercial Mortgage Pass-Through Certificates 2013-THL D   2.809%#  6/8/2030   13,437    13,494,665 
Commercial Mortgage Pass-Through Certificates 2013-WWP XB   0.389%#  3/10/2031   265,903    5,973,777 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA   1.481%#  8/10/2047  $118,806   $10,010,237 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C   2.10%#  7/13/2031   16,487    16,541,803 
Commercial Mortgage Pass-Through Certificates 2014-FL4 XCP   0.492%#  9/13/2015   203,298    248,430 
Commercial Mortgage Pass-Through Certificates 2014-KYO A   1.057%#  6/11/2027   36,835    36,913,090 
Commercial Mortgage Pass-Through Certificates 2014-KYO B   1.457%#  6/11/2027   19,250    19,204,339 
Commercial Mortgage Pass-Through Certificates 2014-KYO C   1.807%#  6/11/2027   15,497    15,494,939 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A   1.305%#  6/15/2034   23,836    23,847,620 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B   1.905%#  6/15/2034   19,069    19,096,927 
Commercial Mortgage Pass-Through Certificates 2014-SAVA C   2.555%#  6/15/2034   23,504    23,512,367 
Commercial Mortgage Pass-Through Certificates 2014-SAVA XCP   3.386%#  6/15/2034   418,428    25,433,296 
Commercial Mortgage Pass-Through Certificates 2014-UBS3 A2   2.844%  6/10/2047   13,000    13,315,959 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A   5.384%  5/15/2023   2,600    2,853,023 
Credit Suisse First Boston Mortgage Securities Corp. 2007-TFLA J   0.805%#  2/15/2022   4,576    4,392,848 
Credit Suisse Mortgage Capital Certificates 2006-C4 AM   5.509%  9/15/2039   75,807    81,507,047 
Credit Suisse Mortgage Capital Certificates 2006-C5 AM   5.343%  12/15/2039   33,500    36,057,179 
Credit Suisse Mortgage Capital Certificates 2008-C1 AM   6.173%#  2/15/2041   31,550    34,913,877 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.097%#  9/15/2039   11,500    12,634,515 
Credit Suisse Mortgage Capital Certificates 2010-RR6 B   5.773%#  4/12/2049   15,000    15,151,012 
Credit Suisse Mortgage Capital Certificates 2010-UD1 BA   5.93%#  12/16/2049   21,825    23,789,793 
Credit Suisse Mortgage Capital Certificates 2011-2R 4A1   0.265%#  2/27/2037   10,026    9,018,284 
Credit Suisse Mortgage Capital Certificates 2012-7R 2A1   3.407%#  6/26/2036   10,489    10,787,861 
Credit Suisse Mortgage Capital Certificates 2013-7R 2A1   0.31%#  8/26/2037   8,826    8,683,624 
Credit Suisse Mortgage Capital Certificates 2014-ICE X1CP   1.686%#  4/15/2027   93,798    2,623,346 
CW Capital Cobalt Ltd. 2007-C2 AM   5.461%  4/15/2047   19,780    21,534,684 
CW Capital Cobalt Ltd. 2007-C2 AMFX   5.526%  4/15/2047   84,035    91,723,908 
DBRR Trust 2013-EZ3 B   3.50%  12/18/2049   14,771    15,251,057 
DBUBS Mortgage Trust 2011-LC1A A1   3.742%  11/10/2046   96,409    99,855,832 
DBUBS Mortgage Trust 2011-LC1A A2   4.528%  11/10/2046   3,900    4,216,136 
DBUBS Mortgage Trust 2011-LC1A A3   5.002%  11/10/2046   4,895    5,534,196 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%  7/10/2044   26,100    27,313,987 
DBUBS Mortgage Trust 2011-LC2A A2   3.386%  7/10/2044   24,228    25,118,782 
DBUBS Mortgage Trust 2011-LC3A A3   4.638%  8/10/2044   2,700    2,948,212 
Del Coronado Trust 2013 HDC A   0.955%#  3/15/2026   9,200    9,210,115 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Del Coronado Trust 2013 HDC B   1.455%#  3/15/2026  $21,300   $21,296,880 
Del Coronado Trust 2013 HDC C   1.755%#  3/15/2026   12,500    12,488,669 
Del Coronado Trust 2013 HDC E   2.805%#  3/15/2026   10,500    10,438,197 
EQTY Mortgage Trust 2014-INNS C   1.759%#  5/8/2031   4,150    4,138,231 
EQTY Mortgage Trust 2014-INNS XCP   1.854%#  5/8/2031   353,332    4,454,245 
Extended Stay America Trust 2013-ESFL BFL   1.256%#  12/5/2031   7,500    7,495,894 
Extended Stay America Trust 2013-ESFL CFL   1.656%#  12/5/2031   10,825    10,821,195 
Extended Stay America Trust 2013-ESFL DFL   3.296%#  12/5/2031   4,870    4,884,269 
Extended Stay America Trust 2013-ESH5 B5   2.278%  12/5/2031   24,300    24,254,838 
Extended Stay America Trust 2013-ESH7 B7   3.604%  12/5/2031   47,600    48,766,033 
Extended Stay America Trust 2013-ESH7 C7   3.902%  12/5/2031   62,583    64,189,036 
Extended Stay America Trust 2013-ESH7 D7   5.521%#  12/5/2031   22,915    24,038,064 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(c)    2.184%#  10/18/2054   18,150    18,398,147 
Granite Master Issuer plc 2005-1 A4 (United Kingdom)(c)    0.356%#  12/20/2054   18,780    18,639,445 
Granite Master Issuer plc 2005-2 A6 (United Kingdom)(c)    0.416%#  12/20/2054   7,658    7,611,792 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(c)    0.236%#  12/20/2054   23,911    23,707,831 
Granite Master Issuer plc 2006-3 A4 (United Kingdom)(c)    0.236%#  12/20/2054   8,915    8,839,239 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(c)    0.356%#  12/20/2054   5,909    5,864,484 
Granite Master Issuer plc 2007-1 2A1 (United Kingdom)(c)   0.296%#  12/20/2054   6,039    5,992,050 
Granite Master Issuer plc 2007-1 3A1 (United Kingdom)(c)   0.356%#  12/20/2054   5,967    5,922,391 
Greenwich Capital Commercial Funding Corp. 2006-GG7 AM   6.014%#  7/10/2038   63,722    68,502,711 
Greenwich Capital Commercial Funding Corp. 2007-GG9 A2   5.381%  3/10/2039   26,597    26,995,373 
GS Mortgage Securities Corp. II 2012-GCJ7 A2   2.318%  5/10/2045   92,490    94,323,660 
GS Mortgage Securities Corp. II 2012-GCJ9 A2   1.762%  11/10/2045   39,000    39,014,332 
GS Mortgage Securities Corp. II 2012-GCJ9 XA   2.53%#  11/10/2045   121,672    15,258,875 
GS Mortgage Securities Corp. II 2012-GCJ9 XB   0.482%#  11/10/2045   93,111    2,687,370 
GS Mortgage Securities Corp. II 2013-GC12 A2   2.011%  6/10/2046   108,041    108,158,981 
GS Mortgage Securities Corp. II 2013-KING A   2.706%  12/10/2027   31,864    32,285,006 
GS Mortgage Securities Corp. II 2013-KING B   3.241%  12/10/2027   23,300    23,919,640 
GS Mortgage Securities Corp. II 2013-KING C   3.55%#  12/10/2027   17,800    18,202,867 
GS Mortgage Securities Corp. II 2013-KING D   3.55%#  12/10/2027   4,194    4,152,656 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%  6/5/2031   39,195    40,326,050 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%  6/5/2031   13,750    14,259,389 
GS Mortgage Securities Corp. Trust 2013-NYC5 A   2.318%  1/10/2030   40,000    40,409,040 
GS Mortgage Securities Trust 2009-RR1 MLB   5.147%  12/14/2049   15,553    16,691,658 
GS Mortgage Securities Trust 2010-C1 D   6.166%#  8/10/2043   2,209    2,433,143 
GS Mortgage Securities Trust 2012-GC6 XA   2.325%#  1/10/2045   326,764    36,766,049 
GS Mortgage Securities Trust 2013-G1 A1   2.059%  4/10/2031   21,592    21,010,421 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
                   
GS Mortgage Securities Trust 2013-GC14 A1   1.217%  8/10/2046  $218   $218,572 
GS Mortgage Securities Trust 2014-GC20 A2   3.002%  4/10/2047   19,244    19,938,997 
GS Mortgage Securities Trust II 2006-GG8 AM   5.591%  11/10/2039   57,344    61,772,018 
GS Mortgage Securities Trust II 2013-GC12 XA   1.921%#  6/10/2046   593,533    58,358,232 
H/2 Asset Funding 2014-1 Ltd.   2.101%  3/19/2037   96,180    96,293,589 
HILT Mortgage Trust 2014-ORL A   1.055%#  7/15/2029   18,408    18,423,536 
HILT Mortgage Trust 2014-ORL B   1.355%#  7/15/2029   7,600    7,607,805 
HILT Mortgage Trust 2014-ORL C   1.755%#  7/15/2029   9,550    9,561,527 
HILT Mortgage Trust 2014-ORL XCP   1.104%#  7/15/2029   7,557    116,330 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   56,720    56,065,361 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AM   5.466%  6/12/2047   23,675    25,660,385 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%  6/12/2047   16,735    18,130,565 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.891%#  2/12/2049   13,134    14,168,375 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C   7.693%#  12/5/2027   4,730    5,882,126 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-RR1 A4B   5.705%#  3/18/2051   46,570    49,466,188 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C1 A2   4.608%  6/15/2043   9,835    10,598,781 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2   3.616%  11/15/2043   7,625    8,059,122 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-CNTR A1   3.30%  8/5/2032   3,177    3,310,473 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-RR1 JPB   5.985%#  6/18/2049   18,100    19,517,701 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD A2   3.364%  11/13/2044   78,063    81,354,800 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD C   5.143%  11/13/2044   1,900    2,028,257 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C8 A2   1.797%  10/15/2045   23,700    23,830,492 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-LC9 A2   1.677%  12/15/2047   72,270    72,316,325 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 A1   0.73%  12/15/2047   82    81,498 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA   1.461%#  12/15/2047   428,992    31,692,629 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%  7/15/2045   120,124    122,299,326 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA   1.029%#  7/15/2045   217,789    9,450,418 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 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-C13 A2   2.665%  1/15/2046  $40,500   $41,506,324 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 B   1.405%#  4/15/2028   53,700    53,850,011 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 C   1.955%#  4/15/2028   37,200    37,246,667 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D   2.505%#  4/15/2028   21,600    21,596,317 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ A   0.935%#  4/15/2030   18,400    18,382,888 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B   1.305%#  4/15/2030   30,400    30,361,878 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C   1.655%#  4/15/2030   45,150    45,071,146 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 A1   0.766%  4/15/2046   177    175,581 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA   1.718%#  4/15/2046   143,993    13,191,891 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A   1.055%#  4/15/2027   19,385    19,410,966 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B   1.405%#  4/15/2027   14,300    14,314,414 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A1   1.254%  2/15/2047   13,123    13,088,882 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A2   2.879%  2/15/2047   9,676    9,970,818 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%  4/15/2047   85,024    88,153,946 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA   1.45%#  4/15/2047   130,468    8,182,911 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB   0.441%#  4/15/2047   34,361    962,280 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%  6/10/2027   95,139    98,130,789 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY B   3.771%  6/10/2027   18,837    19,386,174 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY C   3.931%#  6/10/2027   13,129    13,285,695 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA   0.503%#  6/10/2027   102,274    1,915,766 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB   0.16%#  6/10/2027   45,476    171,454 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 B   1.905%#  12/15/2030   8,000    8,010,240 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 C   2.355%#  12/15/2030   9,750    9,773,873 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 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-FL4 D   3.255%#  12/15/2030  $19,000   $18,869,004 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A   1.075%#  6/15/2029   37,825    37,834,381 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C   1.855%#  6/15/2029   8,650    8,639,836 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN XCP   0.09%#  12/15/2015   358,000    423,693 
LB-UBS Commercial Mortgage Trust 2005-C7 AAB   5.17%  11/15/2030   341    340,912 
LB-UBS Commercial Mortgage Trust 2006-C4 AM   6.049%#  6/15/2038   82,676    88,840,281 
LB-UBS Commercial Mortgage Trust 2006-C6 AM   5.413%  9/15/2039   6,627    7,146,328 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   58,961    63,604,847 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%  2/15/2040   123,416    133,823,415 
LSTAR Commercial Mortgage Trust 2014-2 A1   1.519%  1/20/2041   17,227    17,213,733 
LSTAR Commercial Mortgage Trust 2014-2 XA   1.033%#  1/20/2041   129,692    4,910,803 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   8,205    8,095,748 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   8,531    8,416,647 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%#  7/27/2036   6,294    6,150,156 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%  6/27/2037   38,539    37,868,023 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%  12/12/2049   60,146    64,872,523 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%  8/12/2048   162,827    172,089,495 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A2   1.972%  8/15/2045   17,665    17,897,339 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 A2   1.868%  11/15/2045   58,360    58,736,334 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%  10/15/2030   23,534    23,099,171 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A2   2.964%  7/15/2046   27,620    28,564,922 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 A2   3.085%  8/15/2046   9,100    9,456,916 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%  10/15/2046   55,000    57,007,362 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A2   1.863%  2/15/2046   55,000    54,794,025 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 XA   1.864%#  2/15/2046   104,242    9,826,296 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 A2   1.97%  5/15/2046   119,970    120,453,059 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XA   1.592%#  5/15/2046   294,470    22,286,927 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XB   0.429%#  5/15/2046   119,710    3,166,389 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 A2   2.979%  4/15/2047   14,831    15,320,171 
Morgan Stanley Capital I 2007-HQ12 AM   5.773%#  4/12/2049   75,935    82,050,311 
Morgan Stanley Capital I 2007-IQ15 AM   6.105%#  6/11/2049   60,273    65,526,184 
Morgan Stanley Capital I 2012-C4 XA   2.832%#  3/15/2045   289,749    32,293,058 
Morgan Stanley Capital I 2012-STAR A1   2.084%  8/5/2034   38,601    38,268,792 
Morgan Stanley Capital I 2014-CPT XA   0.188%#  7/13/2029   260,000    2,076,464 
Morgan Stanley Capital I Trust 2006-T23 AM   5.984%#  8/12/2041   1,615    1,752,359 
Morgan Stanley Capital I Trust 2007-T25 AM   5.544%  11/12/2049   450    490,631 
Morgan Stanley Capital I Trust 2008-T29 AM   6.455%#  1/11/2043   3,020    3,410,806 
Morgan Stanley Capital I Trust 2012-C4 A2   2.111%  3/15/2045   10,000    10,170,425 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.991%#  8/12/2045  $86,775   $94,761,467 
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B   5.991%#  8/15/2045   61,099    66,722,801 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.395%#  6/26/2036   7,381    7,330,784 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%  3/27/2051   55,924    56,081,237 
Motel 6 Trust 2012-MTL6 B   2.743%  10/5/2025   11,030    11,069,427 
Motel 6 Trust 2012-MTL6 C   3.139%  10/5/2025   85,150    85,354,317 
NLY Commercial Mortgage Trust 2014-FL1 A   1.355%#  11/15/2030   11,000    11,015,032 
NLY Commercial Mortgage Trust 2014-FL1 B   1.905%#  11/15/2030   13,971    14,034,310 
NLY Commercial Mortgage Trust 2014-FL1 C   2.755%#  11/15/2030   4,000    4,041,620 
NLY Commercial Mortgage Trust 2014-FL1 D   3.955%#  11/15/2030   5,000    5,070,638 
NorthStar 2012-1 Mortgage Trust 2012-1 B   1.80%#  8/25/2029   11,180    11,224,563 
NorthStar 2012-1 Mortgage Trust 2012-1 C   2.301%#  8/25/2029   23,030    23,131,689 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.005%#  8/25/2029   36,767    36,804,244 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.155%#  8/25/2029   41,750    42,822,975 
OBP Depositor LLC Trust 2010-OBP A   4.646%  7/15/2045   1,031    1,146,635 
PFP III Ltd. 2014-1 AS   1.806%#  6/14/2031   13,335    13,413,817 
PFP III Ltd. 2014-1 B   2.506%#  6/14/2031   6,500    6,547,977 
PFP III Ltd. 2014-1 C   3.056%#  6/14/2031   29,786    30,010,348 
Prima Capital Ltd.   2.214%  5/24/2021   97,113    101,206,224 
RAIT Trust   3.378%  1/15/2029   7,931    7,946,431 
RAIT Trust 2013-FL1   1.936%  1/15/2029   62,236    62,352,206 
RAIT Trust 2013-FL1   4.186%  1/15/2029   4,894    4,914,396 
RAIT Trust 2014-FL2 B   2.305%#  5/13/2031   7,750    7,648,382 
RBSCF Trust 2009-RR2 CWB   5.223%  8/16/2048   14,900    15,717,943 
RBSCF Trust 2010-MB1 A2   3.686%  4/15/2024   6,615    6,678,340 
RBSCF Trust 2010-MB1 C   5.007%#  4/15/2024   9,200    9,378,636 
RBSCF Trust 2010-RR3 MSCB   6.105%#  6/16/2049   2,380    2,631,856 
RBSCF Trust 2010-RR3 WBTB   6.14%#  2/16/2051   22,942    25,206,135 
RBSSP Resecuritization Trust 2013-1 3A1   0.265%#  1/26/2037   7,329    6,984,188 
RBSSP Resecuritization Trust 2013-3 1A1   0.315%#  11/26/2036   10,715    10,239,491 
RBSSP Resecuritization Trust 2013-3 2A1   0.315%#  11/26/2036   11,992    11,022,180 
RCMC LLC 2012-CRE1 A   5.624%  11/15/2044   29,456    30,386,207 
Resource Capital Corp. Ltd. 2014-CRE2 A   1.205%#  4/15/2032   16,050    16,091,401 
RREF LLC 2013-LT3   2.50%  6/20/2028   6,665    6,665,165 
Sequoia Mortgage Trust 2012-4 A1   3.50%  9/25/2042   6,478    6,554,995 
Sequoia Mortgage Trust 2012-4 A2   3.00%  9/25/2042   8,843    8,662,719 
Sequoia Mortgage Trust 2013-2 A1   1.874%  2/25/2043   5,278    4,849,429 
Silverstone Master Issuer plc 2011-1A (United Kingdom)†(c)    1.784%#  1/21/2055   12,000    12,025,620 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   25,507    25,556,235 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   48,111    48,063,551 
Starwood Property Mortgage Trust 2013-FV1 C   2.757%#  8/11/2028   21,190    21,228,322 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Starwood Property Mortgage Trust 2013-FV1 D   3.657%#  8/11/2028  $17,000   $17,032,912 
Structured Asset Securities Corp. 2005-14 2A1   5.75%  7/25/2035   5,253    5,395,624 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%  12/25/2035   16,223    16,269,477 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%  12/25/2035   9,693    9,757,301 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A2   2.113%  5/10/2063   100,044    101,374,335 
UBS-Barclays Commercial Mortgage Trust 2012-C2 XA   1.926%#  5/10/2063   121,203    10,187,180 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A2   1.852%  8/10/2049   54,654    54,956,701 
UBS-Barclays Commercial Mortgage Trust 2012-C4 A2   1.712%  12/10/2045   22,067    22,033,811 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA   1.266%#  3/10/2046   345,752    24,103,094 
UBS-Barclays Commercial Mortgage Trust 2013-C6 A2   2.067%  4/10/2046   30,560    30,729,440 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA   1.489%#  4/10/2046   466,843    38,499,142 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%  1/10/2045   6,650    6,867,412 
Vornado DP LLC 2010-VNO A1   2.97%  9/13/2028   22,925    23,655,884 
Wachovia Bank Commercial Mortgage Trust 2005-C18 APB   4.807%  4/15/2042   588    591,138 
Wachovia Bank Commercial Mortgage Trust 2005-C21 D   5.414%#  10/15/2044   10,650    10,784,792 
Wachovia Bank Commercial Mortgage Trust 2005-C22 AM   5.505%#  12/15/2044   8,100    8,487,168 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   52,183    56,105,440 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%  10/15/2048   27,135    29,357,085 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   41,556    44,996,754 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A G   0.515%#  9/15/2021   4,986    4,893,308 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.555%#  9/15/2021   25,615    24,977,596 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   56,029    60,317,712 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AMFL   0.355%#  12/15/2043   50,000    48,501,325 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%  4/15/2047   198,308    215,426,014 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 A2   0.295%#  6/15/2020   75,720    74,315,848 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 LXR1   0.855%#  6/15/2020   19,631    19,250,838 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 LXR2   0.955%#  6/15/2020   58,035    56,660,095 
WaMu Mortgage Pass-Through Certificates Trust 2005-AR18 1A1   2.375%#  1/25/2036   8,836    8,460,495 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%  10/15/2045   31,010    31,226,403 
Wells Fargo Commercial Mortgage Trust 2014-TISH B   1.505%#  2/15/2027   8,000    8,001,932 
Wells Fargo Commercial Mortgage Trust 2014-TISH C   2.005%#  2/15/2027   9,500    9,509,814 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
          
Wells Fargo Mortgage Backed Securities Trust 2005-3 A4   5.50%  5/25/2035  $5,218   $5,566,225 
Wells Fargo Re-REMIC Trust 2012-IO A   1.75%  8/20/2021   16,706    16,713,406 
WF-RBS Commercial Mortgage Trust 2011-C2 A2   3.791%  2/15/2044   41,935    43,300,152 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%  2/15/2044   29,050    31,585,382 
WF-RBS Commercial Mortgage Trust 2011-C3 A2   3.24%  3/15/2044   19,730    20,386,220 
WF-RBS Commercial Mortgage Trust 2011-C4 A2   3.454%  6/15/2044   28,750    29,863,861 
WF-RBS Commercial Mortgage Trust 2011-C4 A3   4.394%  6/15/2044   325    352,925 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%  11/15/2044   17,650    18,572,724 
WF-RBS Commercial Mortgage Trust 2011-C5 XA   2.169%#  11/15/2044   23,860    2,272,863 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%  12/15/2045   26,312    26,390,462 
WF-RBS Commercial Mortgage Trust 2012-C10 XA   1.955%#  12/15/2045   68,426    7,127,770 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   26,016    26,184,037 
WF-RBS Commercial Mortgage Trust 2012-C7 XA   1.735%#  6/15/2045   389,848    35,726,659 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   76,420    77,127,802 
WF-RBS Commercial Mortgage Trust 2012-C8 XA   2.375%#  8/15/2045   70,554    7,726,885 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   143,294    144,619,756 
WF-RBS Commercial Mortgage Trust 2013-C12 A2   2.072%  3/15/2048   37,415    37,768,927 
WF-RBS Commercial Mortgage Trust 2013-C13 A2   1.964%  5/15/2045   33,549    33,702,654 
WF-RBS Commercial Mortgage Trust 2013-C13 XA   1.605%#  5/15/2045   319,637    27,219,465 
WF-RBS Commercial Mortgage Trust 2013-C16 A2   3.223%  9/15/2046   35,000    36,638,297 
WF-RBS Commercial Mortgage Trust 2014-C20 XA   1.412%#  5/15/2047   261,959    20,745,441 
WF-RBS Commercial Mortgage Trust 2014-C20 XB   0.734%#  5/15/2047   50,603    2,628,268 
WF-RBS Commercial Mortgage Trust 2014-C21 XB   0.762%#  8/15/2047   77,369    4,336,002 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $9,756,866,153)        9,722,199,586 
                   
U.S. TREASURY OBLIGATIONS 3.55%                  
                   
U.S. Treasury Note   0.375%  3/15/2015   924,130    925,700,097 
U.S. Treasury Note   2.125%  12/31/2015   369,572    378,811,300 
Total U.S. Treasury Obligations (cost $1,303,358,748)           1,304,511,397 
Total Long-Term Investments (cost $34,924,621,984)            35,033,439,969 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENTS 4.25%                  
                   
COMMERCIAL PAPER 1.83%                  
                   
Aerospace/Defense 0.03%                  
                   
Textron, Inc.   Zero Coupon   9/23/2014  $12,255   $12,250,925 
                   
Energy Equipment & Services 0.68%                  
                   
Talisman Energy, Inc.   Zero Coupon   9/5/2014   128,500    128,492,504 
Talisman Energy, Inc.   Zero Coupon   9/11/2014   122,150    122,128,624 
Total                250,621,128 
                   
Oil: Integrated Domestic 0.53%                  
                   
Weatherford International Ltd.   Zero Coupon   9/2/2014   23,850    23,850,000 
Weatherford International Ltd.   Zero Coupon   9/8/2014   17,250    17,247,700 
Weatherford International Ltd.   Zero Coupon   9/8/2014   24,250    24,246,646 
Weatherford International Ltd.   Zero Coupon   9/9/2014   13,200    13,197,998 
Weatherford International Ltd.   Zero Coupon   9/22/2014   25,000    24,988,333 
Weatherford International Ltd.   Zero Coupon   10/6/2014   30,750    30,725,315 
Weatherford International Ltd.   Zero Coupon   10/7/2014   59,700    59,650,084 
Total                193,906,076 
                   
Railroads 0.06%                  
                   
Kansas City Southern Railway   Zero Coupon   9/11/2014   22,000    21,997,250 
                   
Supermarkets 0.18%                  
                   
Tesco Treasury Services plc   Zero Coupon   8/18/2015   67,500    66,939,446 
                   
Utilities 0.05%                  
                   
Hawaiian Electric Co.   Zero Coupon   9/12/2014   17,500    17,497,180 
                   
Utilities: Miscellaneous 0.30%                  
                   
Entergy Corp.   Zero Coupon   9/8/2014   47,150    47,144,892 
Entergy Corp.   Zero Coupon   10/3/2014   23,750    23,732,207 
Entergy Corp.   Zero Coupon   11/12/2014   39,000    38,962,627 
Total                109,839,726 
Total Commercial Paper (cost $673,012,477)                673,051,731 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 0.45%                  
                   
Banks: Regional 0.26%                  
                   
Royal Bank of Scotland Group plc (United Kingdom)(c)    5.00%  10/1/2014  $52,561   $52,704,018 
Royal Bank of Scotland Group plc (United Kingdom)(c)    5.05%  1/8/2015   43,564    44,047,299 
Total                96,751,317 
                   
Chemicals 0.02%                  
                   
Yara International ASA (Norway)†(c)    5.25%  12/15/2014   7,484    7,582,789 
                   
Computer Software 0.00%                  
                   
CA, Inc.   6.125%  12/1/2014   400    405,676 
                   
Electric: Power 0.01%                  
                   
TransAlta Corp. (Canada)(c)    4.75%  1/15/2015   3,800    3,857,714 
                   
Food 0.11%                  
                   
Tate & Lyle International Finance plc (United Kingdom)†(c)   5.00%  11/15/2014   41,174    41,510,968 
                   
Leasing 0.02%                  
                   
International Lease Finance Corp.   6.50%  9/1/2014   5,875    5,875,000 
                   
Metals & Minerals: Miscellaneous 0.02%                  
                   
ALROSA Finance SA (Luxembourg)(c)    8.875%  11/17/2014   7,685    7,787,057 
                   
Oil 0.01%                  
                   
Gulf South Pipeline Co. LP   5.05%  2/1/2015   2,025    2,061,331 
                   
Oil: Crude Producers 0.00%                  
                   
Williams Partners LP   3.80%  2/15/2015   1,225    1,241,585 
Total Corporate Bonds (cost $167,084,865)                167,073,437 
                   
FLOATING RATE LOAN(e) 0.03%                  
                   
Telecommunications                  
                   
Consolidated Communications, Inc. Bridge Term Loan
(cost $12,500,000)
      1/30/2015   12,500    12,500,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.00%      
                   
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH XCP
(cost $0)
   0.231%#  5/15/2015  $226,952   $14,253 
                   
REPURCHASE AGREEMENTS 1.94%                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $494,775,000 of U.S. Treasury Inflation Index Note at 0.125% due 4/15/2019; $188,395,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $715,900,818; proceeds: $701,859,697           701,860    701,859,697 
Repurchase Agreement dated 8/29/2014, 0.02% due 9/2/2014 with J.P. Morgan Securities, LLC collateralized by $10,205,000 of Federal Farm Credit Bank at 0.115% due 2/16/2016; value: $10,195,043; proceeds: $10,000,022               10,000    10,000,000 
Total Repurchase Agreements (cost $711,859,697)                    711,859,697 
Total Short-Term Investments (cost $1,564,457,039)                    1,564,499,118 
Total Investments in Securities 99.58% (cost $36,489,079,023)                    36,597,939,087 
Foreign Cash and Other Assets in Excess of Liabilities(h) 0.42%                    155,823,240 
Net Assets 100.00%                   $36,753,762,327 

 

 
CAD Canadian dollar.  
CHF Swiss franc.  
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 August 31, 2014.  
(a) Securities purchased on a when-issued basis (See Note 2(f)).  
(c) Foreign security traded in U.S. dollars.  
(b) Security has been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2014.  
(f) 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 August 31, 2014.  
(g) Amount is less than $1,000.  
(h) Foreign Cash and Other Assets in Excess of Liabilities 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 - SHORT DURATION INCOME FUND August 31, 2014

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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  Sell  Bank of America  10/17/2014  4,155,000  $7,113,817   $6,895,479   $218,338 
British pound  Sell  Bank of America  10/17/2014  4,265,000   7,278,120    7,078,031    200,089 
British pound  Sell  Bank of America  10/17/2014  5,275,000   8,844,387    8,754,189    90,198 
British pound  Sell  Bank of America  10/17/2014  5,130,000   8,766,170    8,513,552    252,618 
British pound  Sell  Goldman Sachs  10/17/2014  6,620,000   11,352,459    10,986,299    366,160 
British pound  Sell  J.P. Morgan  10/17/2014  10,520,000   18,014,103    17,458,591    555,512 
Canadian dollar  Sell  Bank of America  10/7/2014  10,425,000   9,749,588    9,580,247    169,341 
euro  Sell  Bank of America  11/13/2014  220,000   295,649    289,204    6,445 
euro  Sell  Deutsche Bank AG  11/13/2014  1,910,000   2,602,875    2,510,816    92,059 
euro  Sell  J.P. Morgan  11/13/2014  33,625,000   45,025,116    44,202,190    822,926 
euro  Sell  J.P. Morgan  11/13/2014  4,876,000   6,634,779    6,409,810    224,969 
euro  Sell  J.P. Morgan  11/13/2014  9,845,000   13,155,627    12,941,875    213,752 
Swiss franc  Sell  J.P. Morgan  11/19/2014  11,300,000   12,519,925    12,318,654    201,271 
Swiss franc  Sell  UBS AG  11/19/2014  2,685,000   2,956,560    2,927,043    29,517 
Swiss franc  Sell  UBS AG  11/19/2014  1,445,000   1,596,962    1,575,262    21,700 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $3,464,895 

 

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  Buy  J.P. Morgan  10/17/2014  1,600,000  $2,657,476   $2,655,299   $(2,177)
British pound  Buy  J.P. Morgan  10/17/2014  1,123,000   1,906,018    1,863,688    (42,330)
Canadian dollar  Buy  Bank of America  10/7/2014  250,000   232,271    229,742    (2,529)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts         $(47,036)

 

Open Futures Contracts at August 31, 2014:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2014  40,417  Long  $8,853,217,587   $3,448,953 
U.S. 5-Year Treasury Note  December 2014  3,800  Short  $(451,576,564)  $349,714 
Totals           $8,401,641,023   $3,798,667 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

Credit Default Swaps on Indexes - Sell Protection at  August 31, 2014(1):

 

Referenced
Index
  Fund
Receives
   Termination
Date
  Original
Notional
Amount
   Current
Notional
Amount
   Fair
Value
(2)
   Payments
Upfront(3)
   Unrealized
Appreciation(4)
   Credit
Default
Swap
Agreements
Payable at
Fair Value
(5)
 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049  $24,000,000   $22,645,155   $23,850,000   $572,714   $422,714    150,000 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   24,700,000    23,305,639    24,545,625    1,302,094    1,147,719    154,375 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   25,000,000    23,588,703    24,843,750    611,537    455,287    156,250 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   23,000,000    22,447,447    22,798,750    796,589    595,339    201,250 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   23,000,000    22,447,447    22,798,750    817,250    616,000    201,250 
Markit CMBX.
NA.AAA.4(6)
   .35%  2/17/2051   29,500,000    28,629,595    29,315,625    2,263,509    2,079,134    184,375 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   23,400,000    22,169,753    23,253,750    1,233,918    1,087,668    146,250 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   49,500,000    46,897,555    49,190,625    2,610,212    2,300,837    309,375 
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   9,900,000    9,379,511    9,813,375    749,474    662,849    86,625 
Markit CMBX.
NA.AAA.2(8)
   .07%  3/15/2049   23,000,000    21,701,607    22,856,250    630,917    487,167    143,750 
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   14,800,000    14,444,444    14,670,500    1,198,358    1,068,858    129,500 
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   24,500,000    23,911,411    24,285,625    1,984,445    1,770,070    214,375 
                          $14,771,017   $12,693,642   $2,077,375 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

 

(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(m)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $12,693,642. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $0.
(5) Includes upfront payments received.
(6) Swap Counterparty: Credit Suisse.
(7) Swap Counterparty: Goldman Sachs.
(8) Swap Counterparty: Morgan Stanley.

 

Open Total Return Swap at August 31, 2014:

 

Swap
Counterparty
  Payment
Made By
The Fund
On
Contract
Date
   Payment To Be Received By
The Fund At Termination
Date
  Reference Entity  Notional
Amount
   Termination
Date
  Fair
Value
 
Deutsche Bank AG  $3,007,604   7,199 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $3,007,604   4/13/2015  $3,007,604 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $4,524,686,635   $   $4,524,686,635 
Corporate Bonds       15,444,058,423        15,444,058,423 
Floating Rate Loans(4)                    
Aerospace/Defense       114,198,273        114,198,273 
Apparel       15,603,160        15,603,160 
Consumer Products       34,489,282        34,489,282 
Containers       9,264,693        9,264,693 
Energy Equipment & Services       45,121,798        45,121,798 
Financial Services       56,536,695        56,536,695 
Food       59,511,088        59,511,088 
Gaming       215,070,945        215,070,945 
Health Care       283,799,303        283,799,303 
Health Care Products       20,887,660        20,887,660 
Leisure       2,899,355        2,899,355 
Media       276,649,869        276,649,869 
Metals & Minerals: Miscellaneous       12,916,890        12,916,890 
Services       79,204,699    36,771,663    115,976,362 
Technology       103,557,813        103,557,813 
Telecommunications       174,600,980        174,600,980 
Utilities       43,948,064    69,605,302    113,553,366 
Foreign Bonds       124,237,228        124,237,228 
Foreign Government Obligations       154,681,937        154,681,937 
Government Sponsored Enterprises Collateralized Mortgage Obligations       579,948,570        579,948,570 
Government Sponsored Enterprises Pass-Throughs       1,664,744,261        1,664,744,261 
Municipal Bonds       39,307,837        39,307,837 
Non-Agency Commercial Mortgage-Backed Securities       9,722,213,839        9,722,213,839 
U.S. Treasury Obligations       1,304,511,397        1,304,511,397 
Commercial Paper       673,051,731        673,051,731 
Repurchase Agreements       711,859,697        711,859,697 
Total  $   $36,491,562,122   $106,376,965   $36,597,939,087 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (2,077,375)       (2,077,375)
Forward Foreign Currency Exchange Contracts                    
Assets       3,464,895        3,464,895 
Liabilities       (47,036)       (47,036)
Futures Contracts                    
Assets   3,798,667            3,798,667 
Liabilities                
Total Return Swap                    
Assets           3,007,604    3,007,604 
Liabilities                
Total  $3,798,667   $1,340,484   $3,007,604   $8,146,755 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2014

 

 
(1)Refer to Note 2(o) 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 August 31, 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
   Total Return
Swap
 
Balance as of December 1, 2013  $57,270,583   $ 
Accrued discounts/premiums   (28,691)    
Realized gain (loss)   (26,830)    
Change in unrealized appreciation/depreciation   (359,430)    
Purchases   43,601,043    3,007,604 
Sales   (19,841,146)    
Net transfers in or out of Level 3   25,761,436     
Balance as of August 31, 2014  $106,376,965   $3,007,604 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 109.17%                  
                   
ASSET-BACKED SECURITIES 14.70%                  
                   
Automobiles 5.52%                  
                   
Ally Auto Receivables Trust 2012-1 A3   0.93%  2/16/2016  $827   $827,491 
Ally Auto Receivables Trust 2012-2 A3   0.74%  4/15/2016   1,925    1,926,634 
Ally Auto Receivables Trust 2013-1 A3   0.63%  5/15/2017   4,532    4,536,899 
Ally Auto Receivables Trust 2013-2 A2A   0.54%  7/15/2016   2,555    2,557,266 
Ally Auto Receivables Trust 2013-SN1 A3   0.72%  5/20/2016   3,180    3,182,976 
AmeriCredit Automobile Receivables Trust 2012-2 A3   1.05%  10/11/2016   1,310    1,311,454 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%  6/8/2017   3,876    3,880,100 
AmeriCredit Automobile Receivables Trust 2013-1 A2   0.49%  6/8/2016   367    366,931 
AmeriCredit Automobile Receivables Trust 2013-1 A3   0.61%  10/10/2017   3,605    3,608,346 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%  10/11/2016   935    935,738 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%  11/8/2016   1,490    1,491,439 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%  3/8/2017   1,349    1,350,185 
California Republic Auto Receivables Trust 2014-2 A2   0.54%  3/15/2017   3,225    3,225,281 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   580    581,215 
CarMax Auto Owner Trust 2012-2 A3   0.84%  3/15/2017   2,623    2,629,723 
CarMax Auto Owner Trust 2013-4 A2   0.52%  11/15/2016   3,461    3,463,595 
Ford Credit Auto Owner Trust 2012-D A3   0.51%  4/15/2017   1,494    1,494,851 
Ford Credit Auto Owner Trust 2013-D A2   0.45%  8/15/2016   1,314    1,314,966 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%  1/15/2016   1,082    1,084,028 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   3,792    3,795,764 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%  6/15/2016   4,425    4,429,522 
Hyundai Auto Lease Securitization Trust 2013-B A2   0.75%  3/15/2016   4,095    4,101,687 
Hyundai Auto Lease Securitization Trust 2014-A A2   0.52%  7/15/2016   5,565    5,567,563 
Hyundai Auto Receivables Trust 2013-A A3   0.56%  7/17/2017   4,633    4,638,400 
Hyundai Auto Receivables Trust 2013-C A2   0.57%  6/15/2016   3,275    3,278,421 
M&T Bank Auto Receivables Trust 2013-1A A2   0.66%  2/16/2016   4,632    4,634,810 
Mercedes-Benz Auto Lease Trust 2013-A A2   0.49%  6/15/2015   396    396,027 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%  2/15/2016   4,010    4,012,268 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%  9/15/2015   3,620    3,621,254 
Nissan Auto Lease Trust 2012-B A3   0.58%  11/16/2015   3,093    3,094,275 
Santander Drive Auto Receivables Trust 2012-4 A3   1.04%  8/15/2016   640    640,353 
Santander Drive Auto Receivables Trust 2012-6 A3   0.62%  7/15/2016   712    712,113 
Santander Drive Auto Receivables Trust 2013-3 A2   0.55%  9/15/2016   752    751,708 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%  6/15/2017   1,672    1,673,835 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%  2/15/2016   1,658    1,658,962 
Volkswagen Auto Lease Trust 2012-A A3   0.87%  7/20/2015   832    832,889 
World Omni Auto Receivables Trust 2013-B A2   0.48%  11/15/2016   2,499    2,500,476 
Total                90,109,445 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards 4.32%                  
                   
American Express Credit Account Master Trust 2012-2 A   0.68%  3/15/2018  $4,005   $4,012,986 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   2,535    2,540,189 
Chase Issuance Trust 2012-A3   0.79%  6/15/2017   6,350    6,367,478 
Chase Issuance Trust 2012-A5   0.59%  8/15/2017   6,350    6,358,341 
Chase Issuance Trust 2013-A5 A   0.47%  5/15/2017   8,000    8,005,108 
Citibank Credit Card Issuance Trust 2003-A7   4.15%  7/7/2017   3,500    3,611,085 
Citibank Credit Card Issuance Trust 2004-A8   4.90%  12/12/2016   3,200    3,241,400 
Citibank Credit Card Issuance Trust 2005-A2   4.85%  3/10/2017   4,255    4,356,031 
Citibank Credit Card Issuance Trust 2013-A1   0.255%#  4/24/2017   1,100    1,099,764 
Discover Card Execution Note Trust 2012-A1   0.81%  8/15/2017   5,405    5,416,937 
Discover Card Execution Note Trust 2012-A3   0.86%  11/15/2017   9,420    9,451,463 
Discover Card Execution Note Trust 2012-B3   0.605%#  5/15/2018   2,850    2,855,131 
Dryrock Issuance Trust 2012-1 A   0.305%#  8/15/2017   4,550    4,550,000 
Dryrock Issuance Trust 2012-2 A   0.64%  8/15/2018   2,250    2,249,480 
GE Capital Credit Card Master Note Trust 2010-1 A   3.69%  3/15/2018   4,500    4,577,683 
GE Capital Credit Card Master Note Trust 2012-1 A   1.03%  1/15/2018   1,775    1,778,853 
Total                70,471,929 
                   
Home Equity 0.33%                  
                   
Home Equity Asset Trust 2006-6 2A2   0.265%#  11/25/2036   119    118,830 
Home Equity Asset Trust 2006-7 2A2   0.265%#  1/25/2037   1,258    1,239,957 
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   2,417    2,385,037 
Option One Mortgage Loan Trust 2005-1 A4   0.955%#  2/25/2035   1,555    1,529,165 
Total                5,272,989 
                   
Other 4.53%                  
                   
ARES CLO Ltd. 2007-3RA A2   0.453%#  4/16/2021   1,877    1,857,739 
Avenue CLO VI Ltd. 2007-6A A2   0.583%#  7/17/2019   1,000    979,983 
Babson CLO, Inc. 2007 I-1A A1   0.459%#  1/18/2021   856    845,476 
BlueMountain CLO Ltd. 2014-3A A1†(a)   1.48%#  10/15/2026   3,500    3,496,465 
CIFC Funding II Ltd. 2014-2A A1L   1.725%#  5/24/2026   1,500    1,503,659 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.484%#  7/17/2023   2,000    1,988,965 
Fairway Loan Funding Co. 2006-1A A3L   0.893%#  10/17/2018   2,000    1,987,566 
Fore CLO Ltd. 2007-1A A2   0.684%#  7/20/2019   1,150    1,142,097 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.531%#  12/20/2020   1,500    1,489,075 
Galaxy XVIII CLO Ltd. 2014-18A A   1.704%#  10/15/2026   6,000    6,013,969 
Harch CLO III Ltd. 2007-1A B   0.634%#  4/17/2020   1,000    982,352 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 A2    1.99%  10/15/2045   2,520    2,540,935 
HLSS Servicer Advance Receivables Backed Notes 2012-T2 B2    2.48%  10/15/2045   1,090    1,095,827 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
HLSS Servicer Advance Receivables Backed Notes 2013-T1 A2    1.495%  1/16/2046  $2,425   $2,431,260 
HLSS Servicer Advance Receivables Backed Notes 2013-T1 B3    2.734%  1/15/2048   1,250    1,246,862 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%  5/16/2044   1,500    1,501,120 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 D2    2.388%  5/16/2044   1,750    1,749,454 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%  5/15/2046   1,500    1,481,099 
HLSS Servicer Advance Receivables Backed Notes 2013-T6 AT6    1.287%  9/15/2044   2,360    2,360,732 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%  11/15/2046   1,300    1,305,156 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 CT7    2.526%  11/15/2046   1,825    1,818,183 
HLSS Servicer Advance Receivables Backed Notes 2014-T1 CT1    1.79%  1/17/2045   1,900    1,901,889 
JFIN Revolver CLO Ltd. 2013-1A A    1.484%#  1/20/2021   2,750    2,749,304 
JFIN Revolver CLO Ltd. 2014-2A A2    1.534%#  2/20/2022   4,000    4,005,043 
KKR Financial CLO Ltd. 2006-1A C    1.185%#  8/25/2018   750    732,148 
KKR Financial CLO Ltd. 2007-1A A    0.584%#  5/15/2021   2,442    2,420,226 
KKR Financial CLO Ltd. 2007-1A B    0.984%#  5/15/2021   1,000    974,612 
Liberty CLO Ltd. 2005-1A A1C    0.49%#  11/1/2017   291    290,869 
Morgan Stanley ABS Capital I 2006-HE1 A3   0.335%#  1/25/2036   553    549,387 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%  6/20/2048   2,150    2,130,255 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2    2.377%  3/15/2047   1,100    1,107,385 
Octagon Investment Partners XIX Ltd. 2014-1A A    1.754%#  4/15/2026   2,250    2,256,873 
OZLM VIII Ltd. 2014-8A A1A†(a)    1.715%#  10/17/2026   3,010    2,992,843 
SLM Student Loan Trust 2010-A 2A    3.405%#  5/16/2044   3,018    3,214,723 
SLM Student Loan Trust 2012-C A1    1.255%#  8/15/2023   1,858    1,871,796 
Stone Tower CLO VI Ltd. 2007-6A A2B    0.553%#  4/17/2021   1,500    1,452,060 
Venture VIII CDO Ltd. 2007-8A A1A    0.512%#  7/22/2021   1,500    1,482,624 
Venture XVIII CLO Ltd. 2014-18A A    1.737%#  10/15/2026   2,250    2,241,000 
Westchester CLO Ltd. 2007-1A A1A    0.465%#  8/1/2022   1,806    1,792,425 
Total                73,983,436 
Total Asset-Backed Securities (cost $239,375,945)                239,837,799 
                   
CORPORATE BONDS 35.15%                  
                   
Apparel 0.15%                  
                   
PVH Corp.   7.75%  11/15/2023   2,053    2,501,993 
                   
Auto Parts: Original Equipment 0.10%                  
                   
Hertz Corp. (The)   7.375%  1/15/2021   115    123,625 
International Automotive Components Group SA (Luxembourg)†(b)   9.125%  6/1/2018   1,446    1,547,220 
Total                1,670,845 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automotive 0.26%                  
                   
Ford Motor Co.   6.375%  2/1/2029  $1,489   $1,805,695 
Ford Motor Co.   6.625%  10/1/2028   1,679    2,092,054 
Ford Motor Co.   7.45%  7/16/2031   258    352,375 
Total                4,250,124 
                   
Banks: Money Center 0.42%                  
                   
Zions Bancorporation   4.50%  3/27/2017   4,436    4,705,620 
Zions Bancorporation   4.50%  6/13/2023   2,050    2,149,903 
Total                6,855,523 
                   
Banks: Regional 2.86%                  
                   
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(b)   4.125%  6/6/2024   850    841,245 
Bank of America Corp.   5.70%  5/2/2017   2,280    2,514,439 
CIT Group, Inc.   5.00%  8/1/2023   1,262    1,320,683 
Citigroup, Inc.   5.50%  9/13/2025   5,000    5,613,555 
Goldman Sachs Group, Inc. (The)   5.75%  1/24/2022   4,275    4,965,810 
Goldman Sachs Group, Inc. (The)   5.95%  1/15/2027   2,752    3,192,438 
HBOS plc (United Kingdom)†(b)   6.00%  11/1/2033   1,100    1,273,307 
Lloyds TSB Bank plc (United Kingdom)†(b)   6.50%  9/14/2020   3,708    4,334,478 
Macquarie Bank Ltd. (Australia)†(b)   6.625%  4/7/2021   3,025    3,519,058 
Morgan Stanley   4.10%  5/22/2023   631    643,502 
Morgan Stanley   5.00%  11/24/2025   2,350    2,526,556 
Morgan Stanley   5.50%  7/28/2021   908    1,044,742 
Morgan Stanley   6.00%  4/28/2015   2,150    2,226,439 
PKO Finance AB (Sweden)†(b)   4.63%  9/26/2022   1,000    1,046,250 
Regions Financial Corp.   7.75%  11/10/2014   294    297,662 
Standard Chartered plc (United Kingdom)†(b)   3.95%  1/11/2023   3,500    3,508,729 
Wells Fargo & Co.   3.45%  2/13/2023   7,801    7,863,642 
Total                46,732,535 
                   
Beverages 0.31%                  
                   
Central American Bottling Corp. (Guatemala)†(b)   6.75%  2/9/2022   4,671    5,033,002 
                   
Biotechnology Research & Production 0.34%                  
                   
Amgen, Inc.   6.40%  2/1/2039   4,300    5,566,199 
                   
Broadcasting 0.10%                  
                   
Cox Communications, Inc.   8.375%  3/1/2039   1,100    1,609,099 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Brokers 0.63%                  
                   
Jefferies Group LLC   6.875%  4/15/2021  $4,461   $5,292,977 
Raymond James Financial, Inc.   8.60%  8/15/2019   3,950    4,975,633 
Total                10,268,610 
                   
Building Materials 0.27%                  
                   
Building Materials Corp. of America   7.00%  2/15/2020   1,233    1,300,815 
Cimento Tupi SA (Brazil)†(b)   9.75%  5/11/2018   500    531,000 
Owens Corning, Inc.   9.00%  6/15/2019   1,935    2,404,566 
Votorantim Cimentos SA (Brazil)†(b)   7.25%  4/5/2041   100    108,060 
Total                4,344,441 
                   
Business Services 0.40%                  
                   
Expedia, Inc.   4.50%  8/15/2024   3,926    3,966,807 
Expedia, Inc.   5.95%  8/15/2020   847    959,314 
Jaguar Holding Co. I PIK   9.375%  10/15/2017   360    371,250 
Synchrony Financial   3.00%  8/15/2019   1,281    1,300,265 
Total                6,597,636 
                   
Cable Services 0.40%                  
                   
Time Warner Cable, Inc.   6.55%  5/1/2037   1,211    1,556,613 
Time Warner Cable, Inc.   7.30%  7/1/2038   3,625    5,050,180 
Total                6,606,793 
                   
Chemicals 1.09%                  
                   
Alfa SAB de CV (Mexico)†(b)   5.25%  3/25/2024   1,000    1,082,500 
CF Industries, Inc.   7.125%  5/1/2020   2,739    3,346,233 
Grupo Idesa SA de CV (Mexico)†(b)   7.875%  12/18/2020   2,400    2,604,000 
Methanex Corp. (Canada)(b)   5.25%  3/1/2022   3,773    4,207,529 
Montell Finance Co. BV (Netherlands)†(b)   8.10%  3/15/2027   2,687    3,661,892 
NewMarket Corp.   4.10%  12/15/2022   2,071    2,098,555 
Nufarm Australia Ltd. (Australia)†(b)   6.375%  10/15/2019   832    853,840 
Total                17,854,549 
                   
Communications Services 0.02%                  
                   
CenturyLink, Inc.   6.875%  1/15/2028   300    310,500 
                   
Communications Technology 0.18%                  
                   
Motorola Solutions, Inc.   4.00%  9/1/2024   3,000    2,999,952 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Computer Software 0.15%                  
                   
Aspect Software, Inc.   10.625%  5/15/2017  $1,000   $1,025,000 
SunGard Data Systems, Inc.   7.375%  11/15/2018   1,312    1,372,680 
Total                2,397,680 
                   
Construction/Homebuilding 0.17%                  
                   
Odebrecht Finance Ltd.   5.25%  6/27/2029   1,200    1,228,500 
Odebrecht Finance Ltd.   7.125%  6/26/2042   1,389    1,538,318 
Total                2,766,818 
                   
Consumer Products 0.18%                  
                   
Tupperware Brands Corp.   4.75%  6/1/2021   2,764    2,981,394 
                   
Containers 0.31%                  
                   
Coveris Holdings SA (Luxembourg)†(b)   7.875%  11/1/2019   1,450    1,547,875 
Crown Cork & Seal Co., Inc.   7.50%  12/15/2096   3,720    3,552,600 
Total                5,100,475 
                   
Data Product, Equipment & Communications 0.19%                  
                   
Fidelity National Information Services, Inc.   5.00%  3/15/2022   3,000    3,180,153 
                   
Diversified 0.23%                  
                   
Alphabet Holding Co., Inc. PIK   7.75%  11/1/2017   2,739    2,749,272 
San Miguel Corp. (Philippines)(b)   4.875%  4/26/2023   1,079    1,012,911 
Total                3,762,183 
                   
Drugs 0.27%                  
                   
Actavis Funding SCS (Luxembourg)†(b)   3.85%  6/15/2024   2,316    2,347,454 
CFR International SpA (Chile)†(b)   5.125%  12/6/2022   1,850    2,006,288 
Total                4,353,742 
                   
Electric: Power 2.05%                  
                   
AES El Salvador Trust II (Panama)†(b)   6.75%  3/28/2023   1,060    1,054,700 
Astoria Depositor Corp.   8.144%  5/1/2021   1,250    1,318,750 
CEZ AS (Czech Republic)†(b)   4.25%  4/3/2022   1,500    1,602,277 
DPL, Inc.   7.25%  10/15/2021   2,875    3,061,875 
Duquesne Light Holdings, Inc.   6.40%  9/15/2020   2,251    2,667,210 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                  
                   
Entergy Corp.   5.125%  9/15/2020  $6,195   $6,901,856 
Exelon Generation Co. LLC   4.25%  6/15/2022   1,750    1,830,160 
FirstEnergy Transmission LLC   4.35%  1/15/2025   1,000    1,025,927 
Indiantown Cogeneration LP   9.77%  12/15/2020   1,679    1,914,017 
PPL Energy Supply LLC(c)   4.60%  12/15/2021   469    457,222 
PPL WEM Holdings Ltd. (United Kingdom)†(b)   5.375%  5/1/2021   6,000    6,811,518 
Red Oak Power LLC   8.54%  11/30/2019   1,195    1,302,281 
Texas-New Mexico Power Co.   9.50%  4/1/2019   2,800    3,561,628 
Total                33,509,421 
                   
Electrical: Household 0.04%                  
                   
Energizer Holdings, Inc.   4.70%  5/19/2021   647    673,387 
                   
Electronics 0.13%                  
                   
PerkinElmer, Inc.   5.00%  11/15/2021   1,922    2,093,514 
                   
Energy Equipment & Services 0.83%                  
                   
Alta Wind Holdings LLC   7.00%  6/30/2035   2,382    2,762,978 
Cameron International Corp.   7.00%  7/15/2038   500    669,776 
Energy Transfer Partners LP   6.625%  10/15/2036   460    558,164 
Energy Transfer Partners LP   7.50%  7/1/2038   2,176    2,861,057 
Energy Transfer Partners LP   9.00%  4/15/2019   2,055    2,613,171 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   3,850    4,162,620 
Total                13,627,766 
                   
Engineering & Contracting Services 0.16%                  
                   
AGCO Corp.   5.875%  12/1/2021   400    459,006 
China Railway Resources Huitung Ltd. (Hong Kong)(b)   3.85%  2/5/2023   2,200    2,196,781 
Total                2,655,787 
                   
Entertainment 0.14%                  
                   
CCO Holdings LLC/CCO Holdings Capital Corp.   7.375%  6/1/2020   1,750    1,894,375 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%  6/15/2019   293    316,440 
Total                2,210,815 
                   
Financial Services 2.79%                  
                   
Air Lease Corp.   3.875%  4/1/2021   1,150    1,167,250 
Air Lease Corp.   4.75%  3/1/2020   1,800    1,926,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services (continued)                  
                   
Bank of America Corp.   4.20%  8/26/2024  $2,821   $2,867,056 
Bank of America Corp.   5.875%  1/5/2021   5,175    6,042,149 
Bank of America Corp.   7.625%  6/1/2019   2,605    3,192,011 
Dun & Bradstreet Corp. (The)   4.375%  12/1/2022   2,729    2,828,652 
General Electric Capital Corp.   6.75%  3/15/2032   4,931    6,655,686 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%  10/1/2017   1,025    1,107,000 
Lender Processing Services, Inc.   5.75%  4/15/2023   3,944    4,229,940 
MU Finance plc (United Kingdom)†(b)   8.375%  2/1/2017   1,541    1,598,898 
Rio Oil Finance Trust   6.25%  7/6/2024   2,850    3,041,178 
Santander UK plc (United Kingdom)(b)   7.95%  10/26/2029   2,875    3,807,219 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   3,000    3,144,447 
SUAM Finance BV (Curacao)†(b)   4.875%  4/17/2024   2,077    2,144,502 
Western Union Co. (The)   3.35%  5/22/2019   1,650    1,708,400 
Total                45,460,388 
                   
Financial: Miscellaneous 0.43%                  
                   
Moody’s Corp.   4.50%  9/1/2022   3,000    3,199,986 
Moody’s Corp.   5.50%  9/1/2020   1,900    2,149,453 
NASDAQ OMX Group, Inc. (The)   4.25%  6/1/2024   1,039    1,065,952 
NASDAQ OMX Group, Inc. (The)   5.55%  1/15/2020   605    673,232 
Total                7,088,623 
                   
Food 0.63%                  
                   
Big Heart Pet Brands   7.625%  2/15/2019   2,299    2,376,591 
Cosan Luxembourg SA (Luxembourg)†(b)   5.00%  3/14/2023   1,700    1,644,750 
Flowers Foods, Inc.   4.375%  4/1/2022   480    512,057 
JBS Investments GmbH (Austria)†(b)   7.25%  4/3/2024   4,300    4,525,750 
US Foods, Inc.   8.50%  6/30/2019   1,203    1,283,601 
Total                10,342,749 
                   
Gaming 0.25%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   858    918,060 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018   1,500    1,508,438 
Pinnacle Entertainment, Inc.   8.75%  5/15/2020   1,485    1,600,087 
Total                4,026,585 
                   
Health Care Services 0.58%                  
                   
DaVita HealthCare Partners, Inc.   6.625%  11/1/2020   1,000    1,058,125 
Dignity Health   4.50%  11/1/2042   1,554    1,486,244 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Services (continued)                  
                   
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022  $360   $397,800 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   1,432    1,521,500 
Omega Healthcare Investors, Inc.   4.95%  4/1/2024   967    1,003,736 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   2,391    2,522,505 
Senior Housing Properties Trust   6.75%  12/15/2021   1,250    1,461,194 
Total                9,451,104 
                   
Household Equipment/Products 0.16%                  
                   
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%  5/15/2018   1,950    2,042,625 
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(b)   4.25%  5/9/2020   625    600,781 
Total                2,643,406 
                   
Industrial Products 0.15%                  
                   
KOC Holding AS (Turkey)†(b)   3.50%  4/24/2020   1,200    1,158,338 
Mueller Water Products, Inc.   7.375%  6/1/2017   1,326    1,352,520 
Total                2,510,858 
                   
Insurance 0.50%                  
                   
CNO Financial Group, Inc.   6.375%  10/1/2020   1,526    1,640,450 
Markel Corp.   7.125%  9/30/2019   2,886    3,480,155 
Willis North America, Inc.   7.00%  9/29/2019   2,555    3,008,881 
Total                8,129,486 
                   
Investment Management Companies 0.14%                  
                   
Lazard Group LLC   6.85%  6/15/2017   1,000    1,134,791 
Oaktree Capital Management LP   6.75%  12/2/2019   900    1,072,313 
Total                2,207,104 
                   
Leasing 0.44%                  
                   
Aviation Capital Group Corp.   6.75%  4/6/2021   2,062    2,347,647 
Aviation Capital Group Corp.   7.125%  10/15/2020   4,167    4,762,885 
Total                7,110,532 
                   
Leisure 0.55%                  
                   
Carnival plc (United Kingdom)(b)   7.875%  6/1/2027   3,957    5,032,125 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   3,341    3,867,207 
Total                8,899,332 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Lodging 0.65%                  
                   
Host Hotels & Resorts LP   5.25%  3/15/2022  $5,032   $5,604,123 
Hyatt Hotels Corp.   6.875%  8/15/2019   3,333    3,854,248 
MCE Finance Ltd. (Macao)†(b)   5.00%  2/15/2021   200    200,000 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   1,000    972,500 
Total                10,630,871 
                   
Machinery: Agricultural 0.59%                  
                   
Lorillard Tobacco Co.   6.875%  5/1/2020   1,991    2,365,910 
Lorillard Tobacco Co.   8.125%  6/23/2019   2,250    2,799,875 
Lorillard Tobacco Co.   8.125%  5/1/2040   1,400    1,944,086 
MHP SA (Ukraine)†(b)   8.25%  4/2/2020   2,915    2,477,750 
Total                9,587,621 
                   
Manufacturing 0.30%                  
                   
Hillenbrand, Inc.   5.50%  7/15/2020   3,900    4,270,313 
J.B. Poindexter & Co., Inc.   9.00%  4/1/2022   550    613,250 
Total                4,883,563 
                   
Media 1.23%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,325    1,645,502 
21st Century Fox America, Inc.   6.90%  8/15/2039   1,402    1,864,063 
Discovery Communications LLC   6.35%  6/1/2040   750    928,006 
Gannett Co., Inc.   7.125%  9/1/2018   503    522,177 
Globo Comunicacao e Participacoes SA (Brazil)†(b)   4.875%  4/11/2022   3,825    3,987,868 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(b)   5.307%  5/11/2022   3,550    3,826,900 
Interpublic Group of Cos., Inc. (The)   4.00%  3/15/2022   2,305    2,379,202 
NET Servicos de Comunicacao SA (Brazil)(b)   7.50%  1/27/2020   1,400    1,484,000 
Time Warner, Inc.   7.625%  4/15/2031   1,885    2,617,181 
Videotron Ltd (Canada)(b)   9.125%  4/15/2018   212    219,420 
Videotron Ltee (Canada)(b)   6.375%  12/15/2015   643    645,411 
Total                20,119,730 
                   
Metals & Minerals: Miscellaneous 0.29%                  
                   
Barrick Gold Corp. (Canada)(b)   4.10%  5/1/2023   2,553    2,593,891 
Goldcorp, Inc. (Canada)(b)   5.45%  6/9/2044   991    1,063,932 
New Gold, Inc. (Canada)†(b)   6.25%  11/15/2022   1,000    1,055,000 
Total                4,712,823 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Natural Gas 0.76%                  
                   
Fermaca Enterprises S de RL de CV (Mexico)†(b)   6.375%  3/30/2038  $2,200   $2,376,000 
GNL Quintero SA (Chile)†(b)   4.634%  7/31/2029   1,000    1,026,464 
Kinder Morgan, Inc.   7.75%  1/15/2032   1,000    1,257,500 
SourceGas LLC   5.90%  4/1/2017   3,984    4,195,722 
Tennessee Gas Pipeline Co.   8.375%  6/15/2032   2,015    2,782,090 
Transportadora de Gas del Peru SA (Peru)†(b)   4.25%  4/30/2028   800    774,960 
Total                12,412,736 
                   
Oil 1.90%                  
                   
Afren plc (United Kingdom)†(b)   10.25%  4/8/2019   2,600    2,749,500 
Canadian Oil Sands Ltd. (Canada)†(b)   7.75%  5/15/2019   3,318    4,057,566 
Chaparral Energy, Inc.   8.25%  9/1/2021   1,340    1,452,225 
Delek & Avner Tamar Bond Ltd. (Israel)†(b)   5.082%  12/30/2023   800    810,065 
Ecopetrol SA (Colombia)(b)   5.875%  5/28/2045   762    825,596 
Energy XXI Gulf Coast, Inc.   7.75%  6/15/2019   1,209    1,269,450 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(b)   7.50%  2/11/2020   1,885    2,054,650 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   1,950    2,110,875 
Kodiak Oil & Gas Corp.   8.125%  12/1/2019   614    678,470 
LUKOIL International Finance BV (Netherlands)†(b)   6.375%  11/5/2014   (d)   108 
LUKOIL International Finance BV (Netherlands)†(b)   6.656%  6/7/2022   500    515,000 
MEG Energy Corp. (Canada)†(b)   6.375%  1/30/2023   2,306    2,455,890 
MEG Energy Corp. (Canada)†(b)   7.00%  3/31/2024   1,551    1,690,590 
Petroleos de Venezuela SA (Venezuela)(b)   5.25%  4/12/2017   2,771    2,222,342 
Petroleos de Venezuela SA (Venezuela)†(b)   6.00%  11/15/2026   1,268    736,708 
Petroleos de Venezuela SA (Venezuela)†(b)   8.50%  11/2/2017   1,406    1,263,291 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(b)   9.75%  8/14/2019   1,000    1,265,500 
Pioneer Energy Services Corp.   6.125%  3/15/2022   750    765,000 
SEACOR Holdings, Inc.   7.375%  10/1/2019   2,134    2,379,410 
Valero Energy Corp.   10.50%  3/15/2039   997    1,694,604 
Total                30,996,840 
                   
Oil: Crude Producers 1.71%                  
                   
Enbridge Energy Partners LP   9.875%  3/1/2019   3,221    4,224,619 
Enterprise Products Operating LLC   7.55%  4/15/2038   1,269    1,803,953 
Kerr-McGee Corp.   7.125%  10/15/2027   1,000    1,324,952 
Kerr-McGee Corp.   7.875%  9/15/2031   1,050    1,500,541 
OGX Austria GmbH (Austria)†(b)(e)   8.50%  6/1/2018   1,730    73,525 
Plains Exploration & Production Co.   6.75%  2/1/2022   2,838    3,228,225 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%  9/1/2020   325    351,000 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   1,265    1,366,200 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.875%  12/1/2018   583    609,964 
Ruby Pipeline LLC   6.00%  4/1/2022   3,500    3,989,311 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
Sabine Pass Liquefaction LLC   6.25%  3/15/2022  $1,960   $2,129,050 
Southeast Supply Header LLC   4.25%  6/15/2024   1,254    1,296,750 
Southern Star Central Corp.   5.125%  7/15/2022   1,500    1,522,500 
Targa Resources Partners LP/Targa Resources Partners Finance Corp.   7.875%  10/15/2018  989    1,034,123 
Transportadora de Gas Internacional SA ESP (Colombia)†(b)   5.70%  3/20/2022   3,150    3,402,000 
Total                27,856,713 
                   
Oil: Integrated Domestic 0.42%                  
                   
El Paso Pipeline Partners Operating Co. LLC   7.50%  11/15/2040   1,000    1,328,198 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   775    971,158 
Rowan Cos., Inc.   7.875%  8/1/2019   3,679    4,528,948 
Total                6,828,304 
                   
Oil: Integrated International 1.22%                  
                   
ENI SpA (Italy)†(b)   5.70%  10/1/2040   6,900    7,927,113 
Transocean, Inc.   6.375%  12/15/2021   3,665    4,154,182 
Weatherford International Ltd.   9.875%  3/1/2039   3,409    5,411,522 
YPF SA (Argentina)†(b)   8.75%  4/4/2024   2,200    2,293,500 
YPF SA (Argentina)†(b)   8.875%  12/19/2018   125    133,125 
Total                19,919,442 
                   
Paper & Forest Products 0.65%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   4,117    6,307,442 
Plum Creek Timberlands LP   4.70%  3/15/2021   3,850    4,242,792 
Total                10,550,234 
                   
Real Estate Investment Trusts 1.30%                  
                   
Alexandria Real Estate Equities, Inc.   4.50%  7/30/2029   950    981,998 
American Tower Corp.   4.70%  3/15/2022   3,932    4,223,129 
China Overseas Finance Cayman V Ltd.   3.95%  11/15/2022   1,850    1,767,314 
China South City Holdings Ltd. (Hong Kong)(b)   8.25%  1/29/2019   1,160    1,199,904 
Country Garden Holdings Co. Ltd. (China)†(b)   11.125%  2/23/2018   350    380,625 
EPR Properties   5.25%  7/15/2023   2,175    2,330,535 
EPR Properties   7.75%  7/15/2020   3,304    4,034,805 
Goodman Funding Pty Ltd. (Australia)†(b)   6.375%  11/12/2020   1,760    2,061,342 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   723    818,150 
Hospitality Properties Trust   4.65%  3/15/2024   1,050    1,096,415 
Iron Mountain, Inc.   8.375%  8/15/2021   1,421    1,484,945 
Kilroy Realty LP   6.625%  6/1/2020   517    612,799 
Shimao Property Holdings Ltd. (Hong Kong)(b)   8.125%  1/22/2021   200    213,000 
Total                21,204,961 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail 0.90%               
                
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%  5/1/2019  $2,605   $2,552,900 
DBP Holding Corp.   7.75%  10/15/2020   863    824,165 
Family Dollar Stores, Inc.   5.00%  2/1/2021   1,208    1,263,150 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%  8/1/2018   659    677,123 
Pacific Emerald Pte Ltd. (Singapore)(b)   9.75%  7/25/2018   775    852,500 
QVC, Inc.   7.375%  10/15/2020   8,000    8,553,568 
Total                14,723,406 
                   
Savings & Loan 0.22%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   3,145    3,636,463 
                   
Steel 0.72%                  
                   
Allegheny Technologies, Inc.   5.875%  8/15/2023   1,945    2,149,062 
Allegheny Technologies, Inc.   9.375%  6/1/2019   4,085    5,024,713 
GTL Trade Finance, Inc.   7.25%  4/16/2044   1,000    1,061,250 
Valmont Industries, Inc.   6.625%  4/20/2020   2,901    3,451,793 
Total                11,686,818 
                   
Technology 0.09%                  
                   
VeriSign, Inc.   4.625%  5/1/2023   1,528    1,508,900 
                   
Telecommunications 1.67%                  
                   
Altice Financing SA (Luxembourg)†(b)   6.50%  1/15/2022   2,500    2,637,500 
Consolidated Communications Finance Co.   10.875%  6/1/2020   925    1,071,844 
Digicel Group Ltd. (Jamaica)†(b)   7.125%  4/1/2022   1,000    1,040,000 
ENTEL Chile SA (Chile)†(b)   4.75%  8/1/2026   2,200    2,242,530 
Frontier Communications Corp.   9.25%  7/1/2021   2,300    2,734,125 
GTE Corp.   6.94%  4/15/2028   5,920    7,378,368 
Millicom International Cellular SA (Luxembourg)†(b)   4.75%  5/22/2020   2,500    2,506,250 
MTS International Funding Ltd. (Ireland)†(b)   8.625%  6/22/2020   800    909,280 
Telefonica Celular del Paraguay SA (Paraguay)†(b)   6.75%  12/13/2022   1,625    1,750,938 
Turk Telekomunikasyon AS (Turkey)†(b)   4.875%  6/19/2024   5,000    4,962,500 
Total                27,233,335 
                   
Tobacco 0.13%                  
                   
Altria Group, Inc.   9.95%  11/10/2038   1,214    2,068,522 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments   Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
    Fair
Value
 
Transportation: Miscellaneous 0.40%                  
                   
Marquette Transportation Co./Marquette Transportation Finance Corp.   10.875%  1/15/2017  $1,000   $1,053,750 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(b)   5.875%  8/12/2020   1,500    1,608,900 
Viterra, Inc. (Canada)†(b)   5.95%  8/1/2020   3,398    3,858,500 
Total                6,521,150 
                   
Utilities 0.78%                  
                   
Aquarion Co.   4.00%  8/15/2024   3,000    2,983,008 
Origin Energy Finance Ltd. (Australia)†(b)   3.50%  10/9/2018   3,000    3,096,315 
Public Service Co. of New Mexico   7.95%  5/15/2018   2,283    2,744,924 
Williams Cos., Inc. (The)   8.75%  3/15/2032   2,964    3,856,576 
Total                12,680,823 
                             
Utilities: Electrical 0.22%                            
                             
Tennessee Valley Authority     3.50 %   12/15/2042     3,740       3,602,518  
Total Corporate Bonds (cost $547,350,449)                         573,750,876  
                             
FOREIGN BONDS(f) 0.20%                            
                             
Brazil 0.06%                            
                             
BRF SA     7.75 %   5/22/2018   BRL 2,500       982,801  
                             
Mexico 0.14%                            
                             
Red de Carreteras de Occidente S.A.P.I.B. de CV     9.00 %   6/10/2028   MXN 31,250       2,334,690  
Total Foreign Bonds (cost $3,748,146)                         3,317,491  
                             
FOREIGN GOVERNMENT OBLIGATIONS 2.73%                            
                             
Argentina 0.10%                            
                             
City of Buenos Aires†(b)     9.95 %   3/1/2017   $ 800       780,800  
Provincia de Neuquen†(b)     7.875 %   4/26/2021     410       405,900  
Republic of Argentina(b)(e)     8.28 %   12/31/2033     620       498,859  
Total                         1,685,559  
                             
Bahamas 0.14%                            
                             
Commonwealth of Bahamas†(b)     6.95 %   11/20/2029     1,943       2,215,020  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Bermuda 0.13%                            
                             
Bermuda Government     5.603 %   7/20/2020   $ 1,950     $ 2,164,500  
                             
Brazil 0.25%                            
                             
Federal Republic of Brazil(b)     4.25 %   1/7/2025     1,000       1,041,250  
Federal Republic of Brazil(b)     5.00 %   1/27/2045     1,000       1,030,000  
Federal Republic of Brazil†(b)     5.333 %   2/15/2028     2,000       2,050,000  
Total                         4,121,250  
                             
Cayman Islands 0.06%                            
                             
Cayman Islands Government     5.95 %   11/24/2019     800       916,000  
                             
Croatia 0.07%                            
                             
Republic of Croatia†(b)     6.00 %   1/26/2024     1,000       1,080,000  
                             
Dominican Republic 0.13%                            
                             
Dominican Republic†(b)     6.60 %   1/28/2024     800       878,000  
Dominican Republic†(b)     9.04 %   1/23/2018     1,099       1,225,006  
Total                         2,103,006  
                             
Gabon 0.03%                            
                             
Republic of Gabon†(b)     6.375 %   12/12/2024     400       439,000  
                             
Ghana 0.18%               
                   
Republic of Ghana†(b)   7.875%  8/7/2023   3,100    3,018,625 
                   
Hungary 0.08%                  
                   
Republic of Hungary(b)   5.375%  3/25/2024   1,234    1,332,720 
                   
Indonesia 0.28%                  
                   
Perusahaan Penerbit SBSN†(b)   3.30%  11/21/2022   2,150    2,047,875 
Perusahaan Penerbit SBSN†(b)   4.00%  11/21/2018   1,700    1,761,625 
Republic of Indonesia†(b)   6.75%  1/15/2044   580    711,225 
Total                4,520,725 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Mexico 0.21%                  
                   
United Mexican States(b)   4.00%  10/2/2023  $1,410   $1,496,363 
United Mexican States(b)   5.55%  1/21/2045   1,214    1,427,664 
United Mexican States(b)   5.95%  3/19/2019   400    463,000 
Total                3,387,027 
                   
Panama 0.03%                  
                   
Republic of Panama(b)   4.30%  4/29/2053   550    504,625 
                   
Paraguay 0.08%                  
                   
Republic of Paraguay†(b)   6.10%  8/11/2044   1,170    1,257,750 
                   
Philippines 0.18%                  
                   
Republic of Philippines(b)   7.50%  9/25/2024   1,979    2,587,543 
Republic of Philippines(b)   9.50%  10/21/2024   300    442,500 
Total                3,030,043 
                   
Romania 0.02%                  
                   
Republic of Romania†(b)   6.125%  1/22/2044   282    333,465 
                   
Russia 0.32%                  
                   
Russia Eurobonds†(b)   3.625%  4/29/2015   2,310    2,346,151 
Russia Eurobonds†(b)   4.875%  9/16/2023   2,900    2,859,980 
Total               5,206,131 
                   
Slovenia 0.04%                  
                   
Republic of Slovenia†(b)   5.25%  2/18/2024   676    736,840 
                   
Trinidad And Tobago 0.01%                  
                   
Republic of Trinidad & Tobago†(b)   4.375%  1/16/2024   200    217,500 
                   
Turkey 0.21%                  
                   
Republic of Turkey(b)   5.625%  3/30/2021   3,124    3,449,833 
                   
Uruguay 0.07%                  
                   
Republic of Uruguay(b)   4.50%  8/14/2024   1,000    1,084,950 
                   
Venezuela 0.11%                  
                   
Republic of Venezuela(b)   9.375%  1/13/2034   2,389    1,821,613 
Total Foreign Government Obligations (cost $43,282,871)               44,626,182 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.89%  
                   
Federal Home Loan Mortgage Corp. K027 A2   2.637%  1/25/2023  $6,500   $6,495,424 
Federal Home Loan Mortgage Corp. K035 A2   3.458%  8/25/2023   1,324    1,398,764 
Federal Home Loan Mortgage Corp. KS01 A2   2.522%  1/25/2023   2,954    2,936,915 
Federal National Mortgage Assoc. 2013-M14 A   1.70%  8/25/2018   3,053    3,048,634 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   690    695,150 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $14,271,534)    14,574,887 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 19.04%  
                   
Federal Home Loan Mortgage Corp.   2.16%#  6/1/2043   11,702    11,869,138 
Federal Home Loan Mortgage Corp.   3.16%#  7/1/2044   3,150    3,257,800 
Federal Home Loan Mortgage Corp.   5.00%  6/1/2026   6,226    6,757,329 
Federal National Mortgage Assoc.    3.00%  5/1/2043 - 8/1/2043   21,833    21,785,035 
Federal National Mortgage Assoc. (g)   3.50%  TBA   140,790    144,699,372 
Federal National Mortgage Assoc.(g)   4.00%  TBA   51,630    54,552,341 
Federal National Mortgage Assoc.(g)   4.50%  TBA   13,930    15,012,024 
Federal National Mortgage Assoc.    5.50%  9/1/2034 - 4/1/2036   13,054    14,653,272 
Government National Mortgage Assoc.(g)   4.00%  TBA   35,790    38,144,313 
Total Government Sponsored Enterprises Pass-Throughs (cost $307,437,229)        310,730,624 
           
MUNICIPAL BONDS 1.76%                  
                   
Education 0.06%                  
                   
Univ of California Bd of Regs   6.27%  5/15/2031   855    957,617 
                   
Electric Revenue Bonds 0.09%                  
                   
American Municipal Power, Inc.   7.834%  2/15/2041   1,000    1,458,130 
                   
Miscellaneous 0.95%                  
                   
Chicago, IL   6.845%  1/1/2038   2,500    2,813,675 
Dallas Convention Center Hotel   7.088%  1/1/2042   1,550    2,015,790 
Nashville & Davidson Cnty Met   6.731%  7/1/2043   2,000    2,616,260 
San Diego Cnty Regl Arpt Auth   6.628%  7/1/2040   3,000    3,315,270 
Southern California Metro Wtr   6.538%  7/1/2039   2,405    2,767,073 
Southern California Metro Wtr   6.947%  7/1/2040   255    305,725 
Univ of Massachusetts Bldg Auth   6.573%  5/1/2039   1,500    1,675,845 
Total                15,509,638 
                   
Power 0.16%                  
                   
Los Angeles Dept Wtr & Pwr, CA   7.003%  7/1/2041   535    623,141 
Municipal Elec Auth of Georgia   7.055%  4/1/2057   1,700    1,951,362 
Total               2,574,503 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Toll Roads 0.29%                  
                   
Metropolitan Washington Arpt   7.462%  10/1/2046  $2,170   $2,991,670 
North Texas Tollway Auth   8.91%  2/1/2030   1,475    1,777,803 
Total                4,769,473 
                   
Transportation 0.15%                  
                   
Clark Cnty, NV   6.881%  7/1/2042   2,275    2,519,858 
                   
Water/Sewer 0.06%                  
                   
Chicago, IL   6.742%  11/1/2040   750    985,283 
Total Municipal Bonds (cost $26,406,551)               28,774,502 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 3.43%          
                   
Bear Stearns ALT-A Trust 2004-8 1A   0.855%#  9/25/2034   2,876    2,813,966 
Commercial Mortgage Pass-Through Certificates 2013-CR13 A4   4.194%  11/10/2023   3,640    3,934,334 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%  3/10/2031   5,643    5,476,171 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA   1.481%#  8/10/2047   5,553    467,879 
Granite Master Issuer plc 2006-3 A3 (United Kingdom)(b)   0.236%#  12/20/2054   1,393    1,380,710 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(b)   0.376%#  12/20/2054   3,366    3,343,192 
GS Mortgage Securities Corp. II 2012-TMSQ A   3.007%  12/10/2030   1,400    1,374,978 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-CBX A3   3.139%  6/15/2045   1,279    1,330,922 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C18 A3   3.578%  2/15/2047   703    734,043 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA   1.45%#  4/15/2047   5,739    359,948 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB   0.441%#  4/15/2047   1,595    44,668 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   595    587,290 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   631    622,761 
Merrill Lynch Mortgage Investors, Inc. 2006-AF2 AF1   6.25%  10/25/2036   1,912    1,737,217 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3   3.669%  2/15/2047   3,100    3,253,906 
Sequoia Mortgage Trust 2012-3 A1   3.50%  7/25/2042   850    859,735 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,166    1,076,336 
Sequoia Mortgage Trust 2012-6 A2   1.808%  12/25/2042   2,863    2,642,708 
Sequoia Mortgage Trust 2013-2 A1   1.874%  2/25/2043   2,575    2,365,575 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   1,841    1,844,555 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   1,342    1,340,685 
UBS-BAMLL Trust 2012-WRM E   4.379%#  6/10/2030   3,905    3,675,693 
Wells Fargo Commercial Mortgage Trust 2013-120B D   2.80%#  3/18/2028   7,704    7,000,255 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.438%#  7/15/2046   5,195    4,832,727 
WF-RBS Commercial Mortgage Trust 2014-C20 A3   3.635%  5/15/2047   1,711    1,785,165 
WF-RBS Commercial Mortgage Trust 2014-C20 XA   1.412%#  5/15/2047   11,392    902,186 
WF-RBS Commercial Mortgage Trust 2014-C20 XB   0.734%#  5/15/2047   2,205    114,525 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $55,983,031)        55,902,130 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS 31.27%                  
                   
U.S. Treasury Bond   3.375%  5/15/2044  $52,520   $55,552,190 
U.S. Treasury Note   0.25%  4/15/2016   201,233    200,914,649 
U.S. Treasury Note   0.875%  4/15/2017   40,204    40,295,102 
U.S. Treasury Note   0.875%  9/15/2016   15,264    15,368,940 
U.S. Treasury Note   1.25%  11/30/2018   40,026    39,671,089 
U.S. Treasury Note   1.625%  7/31/2019   100,517    100,536,601 
U.S. Treasury Note   2.125%  12/31/2015   53,781    55,125,525 
U.S. Treasury Note   2.375%  8/15/2024   2,817    2,824,702 
Total U.S. Treasury Obligations (cost $508,449,339)                510,288,798 
Total Long-Term Investments (cost $1,746,305,095)                1,781,803,289 
                   
SHORT-TERM INVESTMENT 5.99%                  
                   
REPURCHASE AGREEMENT                  
                   
Repurchase Agreement dated 8/29/2014, Zero Coupon due 9/2/2014 with Fixed Income Clearing Corp. collateralized by $50,000,000 of Federal Home Loan Mortgage Corp. at 1.00% due 8/7/2017, $1,910,000 of U.S. Treasury Note at 0.50% due 7/31/2017 and $48,415,000 of U.S. Treasury Note at 0.625% due 8/31/2017; value: $99,688,013; proceeds: $97,732,959
(cost $97,732,959)
              97,733    97,732,959 
Total Investments in Securities 115.16% (cost $1,844,038,054)        1,879,536,248 
Liabilities in Excess of Other Assets(h) (15.16%)        (247,382,088)
Net Assets 100.00%               $1,632,154,160 

 

 
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 August 31, 2014.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(b) Foreign security traded in U.S. dollars.
(c) Security has been fully or partially segregated for open reverse repurchase agreements as of August 31, 2014  (See Note 2(j)).
(d) Amount represents less than 1,000 shares.
(e) Defaulted security.
(f) Investment in non-U.S. dollar denominated securities.
(g) To-be-announced (“TBA”).  Security purchased on a forward commitment basis with an approximate principal and maturity date.  Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(h) Liabilities in Excess of Other Assets include net unrealized depreciation on forward foreign currency exchange contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

Open Forward Foreign Currency Exchange Contracts at August 31, 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
 
Brazilian real  Sell  Barclays Bank plc  11/12/2014   2,180,000   $932,596   $955,147   $(22,551)

 

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   Sell   J.P. Morgan   11/12/2014   30,425,000   $2,284,536   $2,316,218   $(31,682)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts        $(54,233)

 

Open Total Return Swap at August 31, 2014:

 

Swap Counterparty  Payment
Made By
The Fund
On
Contract
Date
   Payment To Be Received By
The Fund At Termination
Date
  Reference Entity  Notional
Amount
   Termination
Date
  Fair
Value
 
Deutsche Bank AG  $166,694   399 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $166,694   4/13/2015  $166,694 

 

Reverse Repurchase Agreement Payable as of August 31, 2014:

 

Counterparty  Principal   Collateral
Held by
Counterparty
  Interest
Rate(1)
   Trade
Date
   Maturity
Date(2)
  Fair
Value(3)
 
J.P. Morgan  $365,810   $466,000 principal, PPL Energy Supply LLC at 4.60% due 12/15/2021, $454,297 fair value  (0.50)%   6/27/2014   On Demand  $365,571 

 

 
(1) The negative interest rate on this reverse repurchase agreement results in interest income to the Fund.
(2) This reverse repurchase agreement has no stated maturity and may be terminated by either party at any time.
(3) Total fair value of reverse repurchase agreements is presented net of interest receivable of $239.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2014

 

The following is a summary of the inputs used as of August 31, 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  $   $239,837,799   $   $239,837,799 
Corporate Bonds       573,750,876        573,750,876 
Foreign Bonds       3,317,491        3,317,491 
Foreign Government Obligations       44,626,182        44,626,182 
Government Sponsored Enterprises Collateralized Mortgage Obligations       14,574,887        14,574,887 
Government Sponsored Enterprises Pass-Throughs       310,730,624        310,730,624 
Municipal Bonds       28,774,502        28,774,502 
Non-Agency Commercial Mortgage-Backed Securities       55,902,130        55,902,130 
U.S. Treasury Obligations       510,288,798        510,288,798 
Repurchase Agreements       97,732,959        97,732,959 
Total  $   $1,879,536,248   $   $1,879,536,248 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $   $   $ 
Liabilities       (54,233)       (54,233)
Reverse Repurchase Agreement                    
Assets                
Liabilities       (365,571)       (365,571)
Total Return Swap                    
Assets           166,694    166,694 
Liabilities                
Total  $   $(419,804)  $166,694   $(253,110)

 

 
(1) Refer to Note 2(o) 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 August 31, 2014.
   
  The following is a reconciliation of investments with unobservable inputs (Level 3) that were used in determining fair value:

 

  Investment Type  Total Return
Swap
   
  Balance as of December 1, 2013  $   
  Accrued discounts/premiums      
  Realized gain (loss)      
  Change in unrealized appreciation/depreciation      
  Purchases   166,694   
  Sales      
  Net transfers in or out of Level 3      
  Balance as of August 31, 2014  $166,694   

 

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”), Lord Abbett Multi-Asset Growth Fund (“Multi-Asset Growth Fund”), Lord Abbett Multi-Asset Income Fund (“Multi-Asset Income 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. 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. Exchange traded options and futures contracts are valued at the last sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Swaps are valued daily using independent pricing services or quotations from broker/dealer to the extent available. Forward foreign currency exchange contracts are valued using daily forward exchange rates. 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 the fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the Pricing Committee and employs techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.

 

Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value.
 

Notes to Schedule of Investments (unaudited)(continued)

 

(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 soley 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 August 31, 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 in lieu of 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 August 31, 2014, Floating Rate Fund, Income Fund, Inflation Focused Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund, Multi-Asset Income 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 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.
 

Notes to Schedule of Investments (unaudited)(continued)

 

(j)Reverse Repurchase Agreements-Each Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, a Fund sells a security to a securities dealer or bank for cash and also agrees to repurchase the same security later at a set price. Reverse repurchase agreements expose the Fund to credit risk (that is, the risk that the counterparty will fail to resell the security to the Fund). Engaging in reverse repurchase agreements also may involve the use of leverage, in that the Fund may reinvest the cash it receives in additional securities. Reverse repurchase agreements involve the risk that the market value of the securities to be repurchased by the Fund may decline below the repurchase price. As of August 31, 2014, High Yield Fund, Income Fund, and Total Return Fund had an open reverse repurchase agreement.

 

(k)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 August 31, 2014, the following Funds had unfunded loan commitments:

 

Security Name  Fund Name                 
   Floating Rate
Fund
   High Yield Fund   Income
Fund
   Inflation
Focused
Fund
   Short Duration
Income Fund
 
Allied Security Holdings LLC 1st Lien Delayed Draw Term Loan  $11,475,744   $   $   $   $ 
Allied Security Holdings LLC 2nd Lien Delayed Draw Term Loan   8,397,658                 
Level 3 Financing, Inc. Bridge Term Loan       8,700,000    500,000    298,000    10,000,000 
MH Sub I LLC 1st Lien Delayed Draw Term Loan   2,415,980                 
New Albertson’s, Inc. Bridge Term Loan       25,000,000             
William Lyon Homes Bridge Term Loan       25,000,000             
Ziggo B.V. EUR B2 Facility Term Loan   750,000                 
Ziggo B.V. EUR B3 Facility Term Loan   15,350,000                 
Ziggo B.V. EUR B4 Facility Term Loan   10,850,000                 
Total  $49,239,382   $58,700,000   $500,000   $298,000   $10,000,000 
 

Notes to Schedule of Investments (unaudited)(continued)

 

(l)Inflation-Linked Derivatives-Inflation Focused Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income 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.

 

(m)Credit Default Swaps-High Yield Fund, Inflation Focused Fund and Short Duration Income 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 the period, High Yield Fund, 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.

 

(n)Total Return Swaps-Each Fund may enter into total return swap agreements to obtain exposure to a security or market without owning such security or investing directly in that market. Each Fund may agree to make payments that are the equivalent of interest in exchange for the right to receive payments equivalent to any appreciation in the value of an underlying security, index or other asset, as well as receive payments equivalent to any distributions made on that asset, over the term of the swap. If the value of the asset underlying a total return swap declines over the term of the swap, each Fund also may be required to pay an amount equal to that decline in value to their counterparty.
 

Notes to Schedule of Investments (unaudited)(continued)

 

(o)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 August 31, 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.

 

3.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 August 31, 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, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund, Multi-Asset Income Fund and Short Duration Income Fund entered into U.S. Treasury futures contracts for the period ended August 31, 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.

 

Inflation Focused Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income Fund entered into CPI swaps for the period ended August 31, 2014 (as described in note 2(l)) to speculate the rate of inflation in the U.S. economy. Each Fund’s use of CPI swaps involves the risk that Lord Abbett will not accurately predict expectations of inflation or interest rates, and each Fund’s returns could be reduced as a result. Each Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on CPI swaps.

 

High Yield Fund, Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps for the period ended August 31, 2014 (as described in note 2(m)) 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. Each 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.
 

Notes to Schedule of Investments (unaudited)(continued)

 

Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund entered into a total return swap for the period ended August 31, 2014 (as described in note 2(n)) to obtain exposure to an issuer (the Reference Entity). Each Fund’s use of total return swaps involve the risk that Lord Abbett will not accurately predict expectations of market value of the Reference Entity, and each Fund’s returns could be reduced as a result. Each Fund’s risk of loss from counterparty credit risk is the notional value of the contract.

 

As of August 31, 2014, the Convertible Fund, Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund, Multi-Asset Income Fund, Short Duration Income Fund and Total Return Fund had the following derivatives at fair value, grouped into appropriate risk categories that illustrate the Funds use of derivative instruments:

 

Convertible Fund   Floating Rate Fund         
              
Asset Derivatives  Forward
Foreign
Currency
Exchange
Contracts
   Interest Rate
Contracts
   Forward
Foreign
Currency
Exchange
Contracts
         
Forward Foreign Currency Exchange Contracts  $235,309       $6,142,376         
Futures Contracts      $72,068             
Liability Derivatives                       
Forward Foreign Currency Exchange Contracts  $3,249       $128,946         
Futures Contracts      $314,971             
                        
High Yield Fund                  
                   
Asset Derivatives  Forward
Foreign
Currency
Exchange
Contracts
   Credit
Contracts
                 
Forward Foreign Currency Exchange Contracts  $4,184,416                     
Liability Derivatives                          
Credit Default Swaps      $411,206                 
Forward Foreign Currency Exchange Contracts  $78,453                     
                           
       Income Fund         
                 
Asset Derivatives  Interest Rate
Contracts
   Forward Foreign Currency Exchange Contracts   Credit
Contracts
         
Forward Foreign Currency Exchange Contracts      $2,459,181             
Futures Contracts  $1,035,965                 
Total Return Swap          $174,215         
Liability Derivatives                       
Forward Foreign Currency Exchange Contracts      $2,794,361             
Futures Contracts  $1,727,645                 
 

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 
CPI Swaps          $863,620     
Credit Default Swaps              $263,656 
Forward Foreign Currency Exchange Contracts      $118,268         
Futures Contracts  $102,555             
Total Return Swap              $21,725 
Liability Derivatives                    
CPI Swaps          $44,966,848     
Forward Foreign Currency Exchange Contracts      $4,744         
                     
Multi-Asset Balanced Opportunity Fund Multi-Asset Growth Fund 
    
Liability Derivatives  Interest Rate Contracts   Inflation Linked Contracts   Interest Rate Contracts   Inflation Linked Contracts 
CPI Swaps      $76,582       $41,772 
Futures Contracts  $26,421       $6,291     
                     
Multi-Asset Income Fund                 
                  
Liability Derivatives  Interest Rate Contracts   Inflation Linked Contracts                 
CPI Swaps      $85,865                 
Futures Contracts  $25,581                     
                     
    Short Duration Income Fund         
              
Asset Derivatives  Interest Rate Contracts   Forward Foreign Currency Exchange Contracts   Credit Contracts         
Forward Foreign Currency Exchange Contracts      $3,464,895             
Futures Contracts  $3,798,667                 
Total Return Swap          $3,007,604         
Liability Derivatives                       
Credit Default Swaps          $2,077,375         
Forward Foreign Currency Exchange Contracts      $47,036             
 

Notes to Schedule of Investments (unaudited)(continued)

 

   Total Return Fund                 
                     
Asset Derivatives  Forward Foreign Currency Exchange Contracts   Credit Contracts                 
Total Return Swap      $166,694                 
Liability Derivatives                          
Forward Foreign Currency Exchange Contracts  $54,233                     

 

4.FEDERAL TAX INFORMATION

 

As of August 31, 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  $766,349,747  $1,536,013,909  $216,864,685 
Gross unrealized gain   53,708,260   21,026,021   59,084,566 
Gross unrealized loss   (11,833,535)  (1,302,379)   
Net unrealized security gain  $41,874,725  $19,723,642  $59,084,566 
              
   Floating Rate Fund  High Yield Fund  Income Fund 
Tax cost  $8,088,287,066  $3,636,467,796  $1,976,561,146 
Gross unrealized gain   39,257,307   108,262,491   69,847,529 
Gross unrealized loss   (63,460,458)  (25,908,521)  (6,261,319)
Net unrealized security gain (loss)  $(24,203,151) $82,353,970  $63,586,210 
              
   Inflation Focused Fund  Multi-Asset Balanced
Opportunity Fund
  Multi-Asset Growth Fund 
Tax cost  $1,065,188,969  $1,832,177,004  $983,333,768 
Gross unrealized gain   6,537,089   227,627,417   135,762,209 
Gross unrealized loss   (13,159,906)  (2,078,813)  (235,435)
Net unrealized security gain (loss)  $(6,622,817) $225,548,604  $135,526,774 
              
   Multi-Asset Income Fund  Short Duration Income
Fund
  Total Return Fund 
Tax cost  $2,297,180,410  $36,786,586,494  $1,850,870,992 
Gross unrealized gain   56,914,920   289,477,676   33,575,989 
Gross unrealized loss   (3,512,649)  (478,125,083)  (4,910,733)
Net unrealized security gain (loss)  $53,402,271  $(188,647,407) $28,665,256 

 

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

 

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 August 31, 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 8/31/2014
  Fair Value
at
8/31/2014
  Net Realized
Gain
12/1/2013 to
8/31/2014
  Dividend
Income
12/1/2013 to
8/31/2014
 
Lord Abbett Affiliated Fund, Inc.-Class I   3,405,980     330,646     (432,300)    3,304,326    $55,347,466    $2,805,147  $1,077,350 
Lord Abbett Developing Growth Fund, Inc. - Class I   472,562   24,954   (17,173)  480,343   13,598,511   285,441    
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I   2,661,016   102,231   (187,653)  2,575,594   41,724,620   705,162    
Lord Abbett Securities Trust-Growth Leaders Fund-Class I   1,913,999   103,145   (206,595)  1,810,549   41,515,895   2,390,166   11,670 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   1,437,277   303,889   (96,084)  1,645,082   41,702,826   7,263,177(a)   
Lord Abbett Securities Trust-International Core Equity Fund-Class I   2,225,700   295,752   (178,877)  2,342,575   33,053,735   1,060,679   692,464 
Lord Abbett Securities Trust - International Opportunities Fund - Class I   1,195,860   66,711   (45,900)  1,216,671   21,595,903   523,502   321,058 
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   1,288,773   23,048   (80,451)  1,231,370   27,410,294   758,593    
Total                  $275,949,250  $15,791,867  $2,102,542 

 

 

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

 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Balanced Opportunity Fund

 

Affiliated Issuer  Balance of
Shares Held
at 11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares Held
at 8/31/2014
  Fair Value
at
8/31/2014
  Net Realized
Gain (Loss)
12/1/2013 to
8/31/2014
  Dividend
Income
12/1/2013 to
8/31/2014
 
Lord Abbett Affiliated Fund, Inc.-Class I   4,693,534     6,570,904     (8,543,660)    2,720,778    $45,573,039    $18,785,553  $1,372,175 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund - Class I   7,501,426   862,965      8,364,391   193,970,223       
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund - Class I   8,946,428   2,082,975      11,029,403   254,999,797       
Lord Abbett Investment Trust-Convertible Fund-Class I   14,930,608   7,970,859   (7,842,251)  15,059,216   207,515,992   36,026,045(a)  3,728,987 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   7,312,511   3,517,204   (2,544,296)  8,285,419   91,802,440   (299,661)  1,920,132 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund - Class I   23,492,987   10,938,284   (6,844,084)  27,587,187   173,247,537   430,679   3,301,054 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I      1,007,918      1,007,918   417,631,879       
Lord Abbett Investment Trust-High Yield Fund - Class I   38,485,186   14,788,790   (1,265,025)  52,008,951      13,164,312(b)  14,890,408 
Lord Abbett Municipal Income Fund-High Yield Municipal Bond Fund-Class I   1,605,789   575,271   (2,181,060)     25,550,733   431,605   313,045 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I      1,469,577      1,469,577   20,544,684      129,625 
Lord Abbett Securities Trust-International Dividend Income Fund - Class I   27,769,979   10,017,178   (8,371,907)  29,415,250   275,915,045   14,023,865   11,570,925 
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   11,992,341   107,823   (1,886,610)  10,213,554   256,768,754   12,746,594   1,958,349 
Lord Abbett Investment Trust-Short Duration Income Fund - Class I   18,721,978   35,270,612   (33,362,709)  20,629,881   93,453,361   (833,492)(c)  2,901,849 
Total                  $2,056,973,484  $94,475,500  $42,086,549 

 

 

(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.

 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Growth Fund

 

Affiliated Issuer  Balance of
Shares Held
at 11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares Held
at 8/31/2014
  Fair Value
at
8/31/2014
  Net Realized
Gain (Loss)
12/1/2013 to
8/31/2014
  Dividend
Income
12/1/2013 to
8/31/2014
 
Lord Abbett Affiliated Fund, Inc.-Class I   4,646,216     2,335,179     (1,605,561)    5,375,834    $90,045,218    $7,430,726  $1,376,421 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I   5,766,156   11,550      5,777,706   133,984,998       
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   5,287,007   2,757,543      8,044,550   185,989,992       
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   3,636,109   1,708,009   (1,392,016)  3,952,102   43,789,286   (139,826)  932,235 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I      549,017      549,017   13,917,585       
Lord Abbett Investment Trust-High Yield Fund-Class I   20,842,042   8,362,763   (727,985)  28,476,820   228,668,862   5,846,075(a)  8,097,093 
Lord Abbett Municipal Income Fund, Inc.-High Yield Municipal Bond Fund-Class I   1,720,001   174,715   (1,894,716)        382,949   300,998 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I      804,449   (8,634)  795,815   11,125,499   (604)  69,981 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   19,525,816   6,346,628   (5,089,678)  20,782,766   194,942,348   5,854,508   8,142,278 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   9,557,114   391,976   (2,629,164)  7,319,926   184,022,933   25,140,653   1,560,677 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   11,067,377   11,102,207   (15,532,376)  6,637,208   30,066,552   (688,591)(b)  1,359,438 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I   672,772      (672,772)        4,827,221    
Total                  $1,116,553,273  $48,653,111  $21,839,121 

 

 

(a) Includes $5,619,771 of distributed capital gains.

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

 

Notes to Schedule of Investments (unaudited)(concluded)

 

Multi-Asset Income Fund

 

Affiliated Issuer  Balance of
Shares Held
at 11/30/2013
  Gross
Additions
  Gross
Sales
  Balance of
Shares Held
at 8/31/2014
  Fair Value
at
8/31/2014
  Net Realized
Gain (Loss)
12/1/2013 to
8/31/2014
  Dividend
Income
12/1/2013 to
8/31/2014
 
Lord Abbett Affiliated Fund, Inc.-Class I   1,556,417     7,813,111     (6,957,942)    2,411,586    $40,394,067    $3,832,392  $685,219 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I   388,375      (388,375)        2,159,850    
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   3,174,441   1,596,983      4,771,424   110,315,323       
Lord Abbett Investment Trust-Convertible Fund-Class I   11,287,985   12,846,010   (7,127,144)  17,006,851   234,354,404   29,077,816(a)  3,159,871 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   5,318,843   6,717,175   (2,544,583)  9,491,435   105,165,103   (27,739)  1,817,453 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I   17,132,826   20,600,096   (6,077,635)  31,655,287   198,795,204   (1,401,955)  3,125,625 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I      1,141,531      1,141,531   28,937,819       
Lord Abbett Investment Trust-High Yield Fund-Class I   43,940,641   45,927,852   (840,784)  89,027,709   714,892,498   12,508,277(b)  22,201,805 
Lord Abbett Municipal Income Fund, Inc.-High Yield Municipal Bond Fund-Class I   1,454,439   788,282   (2,242,721)        458,831   292,495 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I      1,672,020      1,672,020   23,374,844      139,228 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   12,869,903   17,346,015   (9,010,206)  21,205,712   198,909,581   11,594,725   7,582,262 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   3,154,278   1,443,062      4,597,340   115,577,120      515,094 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   68,837,720   90,967,168   (32,806,927)  126,997,961   575,300,761   (1,476,255)(c)  13,279,166 
Total                  $2,346,016,724  $56,725,942  $52,798,218 

 

 

(a) Includes $10,679,423 of distributed capital gains.

(b) Includes $12,177,740 of distributed capital gains.

(c) Includes $438,147 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 August 31, 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   20.06%
Lord Abbett Developing Growth Fund, Inc. - Class I   4.93%
Lord Abbett Securities Trust - Fundamental Equity Fund - Class I   15.12%
Lord Abbett Securities Trust - Growth Leaders Fund - Class I   15.04%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   15.11%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   11.98%
Lord Abbett Securities Trust - International Opportunities Fund - Class I   7.83%
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   9.93%

 

Multi-Asset Balanced Opportunity Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   2.22%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   9.43%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   12.40%
Lord Abbett Investment Trust - Convertible Fund - Class I   10.09%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   4.46%
Lord Abbett Global Fund, Inc. Emerging Markets Currency Fund - Class I   8.42%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.24%
Lord Abbett Investment Trust - High Yield Fund - Class I    20.30%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I   1.00%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   13.42%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   12.48%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   4.54%

 

Multi-Asset Growth Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   8.06%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   12.00%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   16.66%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I    3.92%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.25%
Lord Abbett Investment Trust - High Yield Fund - Class I   20.48%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I    1.00%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   17.46%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   16.48%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   2.69%
 

Investments in Underlying Funds (unaudited)(continued)

 

Multi-Asset Income Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   1.72%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   4.70%
Lord Abbett Investment Trust - Convertible Fund - Class I   9.99%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   4.48%
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   8.48%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.23%
Lord Abbett Investment Trust-High Yield Fund-Class I   30.47%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I   1.00%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   8.48%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   4.93%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   24.52%

 

The Ten Largest Holdings and the Holdings by Sector, as of August 31, 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 
JPMorgan Chase & Co.   4.08%
Chevron Corp.   3.72%
Pfizer, Inc.   3.54%
Cisco Systems, Inc.   3.40%
Wal-Mart Stores, Inc.   2.66%
Intel Corp.   2.59%
Bristol-Myers Squibb Co.   2.57%
International Business Machines Corp.   2.43%
Altria Group, Inc.   2.17%
AT&T, Inc.   2.13%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.50%
Consumer Staples   10.31%
Energy   10.92%
Financials   20.97%
Health Care   11.21%
Industrials   10.95%
Information Technology   12.95%
Materials   4.43%
Telecommunication Services   4.07%
Utilities   5.25%
Repurchase Agreement   0.44%
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.   4.20%
Chevron Corp.   4.06%
Pfizer, Inc.   3.76%
Exxon Mobil Corp.   3.17%
Citigroup, Inc.   3.10%
AT&T, Inc.   2.34%
Allstate Corp. (The)   2.27%
Morgan Stanley   2.20%
Aetna, Inc.   2.20%
Raytheon Co.   2.11%
      
Holdings by Sector*  % of Investments 
Consumer Discretionary   6.65%
Consumer Staples   6.64%
Energy   13.62%
Financials   29.28%
Health Care   12.71%
Industrials   10.20%
Information Technology   8.77%
Materials   3.41%
Telecommunication Services   2.73%
Utilities   5.54%
Repurchase Agreement   0.45%
Total   100.00%

 

 

*A sector may comprise several industries.

 

Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Whirlpool Corp.   2.35%
XL Group plc (Ireland)   2.30%
Cigna Corp.   2.28%
CF Industries Holdings, Inc.   2.17%
Kohl’s Corp.   2.15%
Invesco Ltd.   2.10%
Everest Re Group Ltd.   2.07%
Bunge Ltd.   2.03%
St. Jude Medical, Inc.   1.99%
Avnet, Inc.   1.91%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   9.88%
Consumer Staples   2.99%
Energy   5.98%
Financials   32.57%
Health Care   8.59%
Industrials   10.16%
Information Technology   11.06%
Materials   7.10%
Utilities   11.17%
Repurchase Agreement   0.50%
Total   100.00%

 

 

*A sector may comprise several industries.

 

Lord Abbett Investment Trust – Convertible Fund

 

Ten Largest Holdings  % of Investments 
Clearwire Communications LLC/Clearwire Finance, Inc., 8.25%, 12/1/2040   3.03%
Salesforce.com, Inc., 0.25%, 4/1/2018   2.26%
Tesla Motors, Inc., 1.25%, 3/1/2021   2.23%
Omnicare, Inc., 3.50%, 2/15/2044   2.12%
Gilead Sciences, Inc., 1.625%, 5/1/2016   2.10%
Salix Pharmaceuticals Ltd., 1.50%, 3/15/2019   2.10%
Micron Technology, Inc., 2.125%, 2/15/2033   2.01%
Yahoo!, Inc., Zero Coupon, 12/1/2018   1.95%
Intel Corp., 3.25%, 8/1/2039   1.94%
RTI International Metals, Inc., 1.625%, 10/15/2019   1.91%
      
Holdings by Sector*   % of Investments 
Consumer Discretionary   10.54%
Energy   6.27%
Financials   12.84%
Healthcare   19.61%
Industrials   4.93%
Materials   4.20%
Media   0.77%
Technology   29.25%
Telecommunications   4.81%
Transportation   3.40%
Utilities   2.32%
Repurchase Agreement   1.06%
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   8.24%
Federal National Mortgage Assoc., 3.50%, TBA   5.02%
U.S. Treasury Note, 1.625%, 7/31/2019   4.67%
U.S. Treasury Note, 1.25%, 11/30/2018   4.02%
Federal National Mortgage Assoc., 4.00%, TBA   3.86%
U.S. Treasury Note, 2.125%, 12/31/2015   3.79%
U.S. Treasury Bond, 3.375%, 5/15/2044   3.62%
Government National Mortgage Assoc., 4.00%, TBA   3.56%
U.S. Treasury Note, 0.875%, 4/15/2017   3.40%
U.S. Treasury Note, 0.375%, 3/15/2015   3.36%

 

Holdings by Sector*  % of Investments 
Auto   0.28%
Basic Industry   0.44%
Consumer Cyclicals   1.44%
Consumer Discretionary   0.17%
Consumer Services   0.89%
Consumer Staples   0.45%
Energy   2.39%
Financial Service   24.70%
Foreign Government   0.82%
Health Care   0.79%
Integrated Oil   1.44%
Materials and Processing   1.85%
Municipal   1.57%
Producer Durables   0.55%
Technology   0.36%
Telecommunications   0.80%
Transportation   0.71%
U.S. Government   52.25%
Utilities   1.93%
Repurchase Agreement   6.17%
Total   100.00%

 

 

*A sector may comprise several industries

 

Lord Abbett Developing Growth Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Cavium, Inc.   1.62%
Team Health Holdings, Inc.   1.60%
Puma Biotechnology, Inc.   1.57%
Kodiak Oil & Gas Corp.   1.55%
Receptos, Inc.   1.40%
Springleaf Holdings, Inc.   1.39%
Cognex Corp.   1.39%
comScore, Inc   1.37%
DexCom, Inc.   1.36%
Mattress Firm Holding Corp.   1.33%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   15.69%
Consumer Staples   2.59%
Energy   4.75%
Financials   5.24%
Health Care   23.29%
Industrials   11.12%
Information Technology   32.30%
Materials   3.01%
Repurchase Agreement   2.01%
Total  100.00%

 

 

*A sector may comprise several industries

 

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

 

Ten Largest Holdings  % of Investments 
US Bank NA, 3.778%, 4/29/2020   1.02%
Western Union Co. (The), 1.234%, 8/21/2015   1.01%
Amgen, Inc., 1.875%, 11/15/2014   1.00%
QVC, Inc., 7.375%, 10/15/2020   0.85%
Plains Exploration & Production Co., 7.625%, 4/1/2020   0.81%
Host Hotels & Resorts LP, 6.00%, 11/1/2020   0.76%
Laclede Group, Inc., 0.982%, 8/15/2017   0.72%
Wachovia Bank Commercial Mortgage Trust 2005-C21 D, 5.414%, 10/15/2044   0.71%
Midcontinent Express Pipeline LLC, 5.450%, 9/15/2014   0.70%
Crosstex Energy LP/Crosstex Energy Finance Corp., 7.125%, 6/1/2022   0.67%

 

Holdings by Sector*  % of Investments 
Asset Backed   17.10%
Automotive   0.84%
Banking   6.62%
Basic Industry   2.31%
Capital Goods   1.41%
Consumer Cyclical   3.27%
Consumer Non-Cyclical   1.41%
Consumer Services   1.11%
Consumer Staples   0.10%
Energy   10.92%
Financial Services   3.54%
Foreign Government   0.04%
Healthcare   4.01%
Insurance   0.84%
Media   0.47%
Mortgage Backed   32.97%
Municipal   0.15%
Real Estate   3.04%
Services   4.16%
Technology & Electronics   1.81%
Telecommunications   1.04%
Utility   2.84%
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.   3.69%
Hewlett-Packard Co.   2.86%
Capital One Financial Corp.   2.51%
Intel Corp.   2.42%
General Dynamics Corp.   2.42%
Exxon Mobil Corp.   2.39%
Chevron Corp.   2.36%
Eli Lilly & Co.   2.34%
Cisco Systems, Inc.   2.22%
Allstate Corp. (The)   2.21%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.60%
Consumer Staples   7.01%
Energy   12.75%
Financials   28.46%
Health Care   14.09%
Industrials   8.39%
Information Technology   11.59%
Materials   2.31%
Telecommunication Services   1.77%
Utilities   3.99%
Repurchase Agreement   1.04%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Securities Trust – Growth Leaders Fund

 

Ten Largest Holdings  % of Investments 
Facebook, Inc. Class A   4.75%
Google, Inc. Class A   4.30%
Apple, Inc.   4.03%
Gilead Sciences, Inc.   2.62%
Microsoft Corp.   1.99%
Biogen Idec, Inc.   1.80%
Twitter, Inc.   1.55%
Celgene Corp.   1.54%
Home Depot, Inc. (The)   1.53%
LinkedIn Corp. Class A   1.51%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   18.30%
Consumer Staples   4.41%
Energy   3.53%
Financials   5.41%
Health Care   18.84%
Industrials   10.12%
Information Technology   35.64%
Materials   2.41%
Utilities   1.01%
Repurchase Agreement   0.33%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Affiliated Managers Group, Inc.   2.02%
Mead Johnson Nutrition Co.   1.78%
LinkedIn Corp. Class A   1.75%
Starwood Hotels & Resorts Worldwide, Inc.   1.74%
Ralph Lauren Corp.   1.71%
Envision Healthcare Holdings, Inc.   1.67%
IHS, Inc. Class A   1.62%
Moody’s Corp.   1.55%
VF Corp.   1.55%
Roper Industries, Inc.   1.55%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   22.21%
Consumer Staples   4.74%
Energy   5.65%
Financials   11.56%
Health Care   16.25%
Industrials   15.92%
Information Technology   20.39%
Materials   1.98%
Telecommunication Services   1.14%
Repurchase Agreement   0.16%
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   0.94%
Seven Generations Energy Ltd., 8.25%, 5/15/2020   0.61%
First Data Corp., 12.625%, 1/15/2021   0.61%
DISH DBS Corp., 5.875%, 7/15/2022   0.58%
Sabine Pass Liquefaction LLC, 6.25%, 3/15/2022   0.58%
Hema Bondco I BV, 6.25%, 6/15/2019   0.50%
Valeant Pharmaceuticals International, Inc., 6.375%, 10/15/2020   0.49%
AMC Networks, Inc., 4.75%, 12/15/2022   0.46%
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc., 11.75%, 3/1/2022   0.46%
Intelsat Luxembourg SA, 7.75%, 6/1/2021   0.45%
      
Holdings by Sector*  % of Investments 
Asset Backed   0.14%
Automotive   1.54%
Banking   2.72%
Basic Industry   8.79%
Capital Goods   4.18%
Commercial Mortgage Backed   0.08%
Consumer Cyclical   6.92%
Consumer Non-Cyclical   5.53%
Energy   13.13%
Financial Services   2.96%
Foreign Government   0.10%
Healthcare   9.27%
Insurance   0.97%
Media   8.85%
Metals/Mining Excluding Steel   0.24%
Real Estate   0.37%
Services   12.35%
Technology & Electronics   6.55%
Telecommunications   6.55%
Utility   3.24%
Repurchase Agreement   5.52%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Investment Trust – Inflation Focused Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 0.375%, 3/15/2015   2.79%
U.S. Treasury Note, 2.125%, 12/31/2015   1.11%
LB-UBS Commercial Mortgage Trust 2006-C7 AM, 0.70%, 11/15/2038   0.83%
QVC, Inc., 7.50%, 10/1/2019   0.74%
Banc of America Re-REMIC Trust 2014-IP A, 2.808%, 6/15/2028   0.62%
Host Hotels & Resorts LP, 6.00%, 11/1/2020   0.60%
GS Mortgage Securities Trust 2012-GC6 XA, 2.328%, 1/10/2045   0.57%
Air Lease Corp., 5.625%, 4/1/2017   0.57%
Citigroup, Inc., 5.50%, 2/15/2017   0.57%
Government National Mortgage Assoc. 2014-64 A, 2.20%, 2/16/2045   0.55%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Auto   0.87%
Basic Industry   0.61%
Capital Goods   0.08%
Consumer Cyclical   4.93%
Consumer Discretionary   1.72%
Consumer Non-Cyclical   0.04%
Consumer Services   1.80%
Consumer Staples   1.13%
Energy   7.77%
Financial Services   50.65%
Foreign Government   0.21%
Healthcare   4.08%
Integrated Oils   2.54%
Materials and Processing   3.04%
Municipal   0.08%
Producer Durables   0.72%
Technology   1.53%
Telecommunications   2.19%
Transportation   1.32%
U.S. Government   11.06%
Utilities   1.52%
Repurchase Agreement   2.11%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Securities Trust – International Core Equity Fund

 

Ten Largest Holdings  % of Investments 
Heineken Holding NV   2.19%
Roche Holding AG   2.17%
Hitachi Ltd.   1.96%
DNB ASA   1.83%
Royal Dutch Shell plc ADR   1.76%
Siemens AG Registered Shares   1.75%
Prudential plc   1.75%
Sumitomo Corp.   1.74%
SJM Holdings Ltd.   1.68%
SK Telecom Co., Ltd.   1.64%

 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   9.76%
Consumer Staples   8.07%
Energy   6.51%
Financials   25.20%
Health Care   9.54%
Industrials   15.79%
Information Technology   7.04%
Materials+   5.01%
Telecommunication Services   5.03%
Utilities   6.09%
Repurchase Agreement   1.96%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Securities Trust – International Dividend Income Fund

 

Ten Largest Holdings  % of Investments 
National Australia Bank Ltd.   2.47%
Royal Dutch Shell plc ADR   2.24%
TeliaSonera AB   2.01%
AstraZeneca plc   1.99%
Baytex Energy Corp.   1.80%
HSBC Holdings plc   1.79%
Total SA ADR   1.76%
SJM Holdings Ltd.   1.74%
BP plc   1.74%
Spark Infrastructure Group   1.73%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.77%
Consumer Staples   5.03%
Energy   11.79%
Financials   24.92%
Health Care   7.63%
Industrials   9.40%
Information Technology   2.56%
Materials   2.65%
Telecommunication Services   9.84%
Utilities   16.95%
Repurchase Agreement   0.46%
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 
Arrow Global Group plc   1.74%
SKS Microfinance Ltd.   7.73%
Gerresheimer AG   1.64%
Michael Page International plc   1.62%
Sun Hung Kai & Co., Ltd.   1.61%
Ashmore Group plc   1.56%
Arcadis NV   1.55%
CT Environmental Group Ltd.   1.51%
Howden Joinery Group plc   1.49%
SCSK Corp.   1.49%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   16.31%
Consumer Staples   5.51%
Energy   4.56%
Financials   21.86%
Health Care   5.60%
Industrials   20.61%
Information Technology   14.40%
Materials   4.02%
Telecommunication Services   0.63%
Utilities   5.33%
Repurchase Agreement   1.17%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Mid Cap Stock Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Hartford Financial Services Group, Inc. (The)   2.09%
Invesco Ltd.   2.00%
Cimarex Energy Co.   1.95%
M&T Bank Corp.   1.92%
SunTrust Banks, Inc.   1.91%
XL Group plc   1.88%
Lincoln National Corp.   1.75%
Fidelity National Information Services, Inc.   1.62%
Jones Lang LaSalle, Inc.   1.62%
Armstrong World Industries, Inc.   1.54%

 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.02%
Consumer Staples   2.55%
Energy   8.82%
Financials   31.50%
Health Care   10.65%
Industrials   12.80%
Information Technology   9.07%
Materials   7.91%
Utilities   7.83%
Repurchase Agreement   0.85%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Investment Trust – Short Duration Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 0.375%, 3/15/2015   2.53%
U.S. Treasury Note, 2.125%, 12/31/2015   1.04%
QVC, Inc., 7.50%, 10/9/2019   0.81%
Air Lease Corp., 5.625%, 4/1/2017   0.75%
Host Hotels & Resorts LP, 6.00%, 11/1/2020   0.59%
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM, 5.591%, 4/15/2047   0.59%
Banc of America Re-REMIC Trust 2014-IP A, 2.808%, 6/15/2028   0.57%
Host Hotels & Resorts LP, 5.875%, 6/15/2019   0.50%
Ally Auto Receivables Trust 2014-1 A3, 0.97%, 10/15/2018   0.47%
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM, 5.491%, 8/12/2048   0.47%
 

Investments in Underlying Funds (unaudited)(concluded)

 

Holdings by Sector*  % of Investments 
Auto   1.01%
Basic Industry   0.58%
Capital Goods   0.07%
Consumer Cyclicals   4.67%
Consumer Discretionary   1.70%
Consumer Non-Cyclical   0.04%
Consumer Services   1.79%
Consumer Staples   1.11%
Energy   7.80%
Financial Services   51.64%
Foreign Government   0.42%
Health Care   4.23%
Integrated Oils   2.76%
Materials and Processing   3.06%
Municipal   0.11%
Producer Durables   0.73%
Technology   1.73%
Telecommunications   1.74%
Transportation   1.17%
U.S. Government   9.76%
Utilities   1.93%
Repurchase Agreement   1.95%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Securities Trust – Value Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Akamai Technologies, Inc.   2.15%
Ryder System, Inc.   1.87%
HCC Insurance Holdings, Inc.   1.86%
Marvell Technology Group Ltd.   1.79%
PacWest Bancorp   1.78%
Jarden Corp.   1.63%
American Water Works Co., Inc.   1.55%
Reliance Steel & Aluminum Co.   1.48%
Portland General Electric Co.   1.48%
Comerica, Inc.   1.46%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   11.65%
Consumer Staples   2.08%
Energy   7.95%
Financials   26.05%
Health Care   8.33%
Industrials   14.16%
Information Technology   14.69%
Materials   7.87%
Utilities   5.78%
Repurchase Agreement   1.44%
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: October 27, 2014

 

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

 

Date: October 27, 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: October 27, 2014

 

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

 

Date: October 27, 2014