N-Q 1 c81001_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)

 

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

90 Hudson Street, Jersey City, NJ 07302

(Name and address of agent for service)

 

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

 

Date of fiscal year end: 11/30

 

Date of reporting period: 2/28/2015

 
Item 1: Schedule of Investments.
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Shares
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 98.07%       
        
COMMON STOCKS 13.67%       
        
Auto Parts 0.55%         
          
Mobileye NV (Israel)*(a)   124  $4,399,520 
          
Biotechnology 0.46%         
          
Vertex Pharmaceuticals, Inc.*   31   3,702,330 
          
Building Products 0.50%         
          
RPM International, Inc.   79   3,993,450 
          
Food 0.59%         
          
WhiteWave Foods Co. (The)*   115   4,709,250 
          
Insurance: Life 0.41%         
          
Prudential Financial, Inc.   40   3,234,000 
          
Insurance: Multi-Line 0.40%         
          
Hanover Insurance Group, Inc. (The)   45   3,160,800 
          
Internet Software & Services 1.89%         
          
Alibaba Group Holding Ltd. ADR*   17   1,447,040 
Bazaarvoice, Inc.*   170   1,572,500 
GrubHub, Inc.*   95   3,990,950 
King Digital Entertainment plc (Ireland)(a)   298   4,705,420 
Rackspace Hosting, Inc.*   67   3,327,890 
Total       15,043,800 
          
Lodging 0.48%         
          
Wyndham Worldwide Corp.   41   3,787,272 
          
Miscellaneous: Financial 0.86%         
          
Alliance Data Systems Corp.*   11   3,119,312 
Ares Management LP   183   3,714,900 
Total       6,834,212 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Shares
(000)
  Fair
Value
 
Oil & Gas Products 0.55%         
          
Parsley Energy, Inc.   260  $3,755,258 
Parsley Energy, Inc. Class A*   40   596,836 
Total       4,352,094 
          
Pharmaceuticals 0.30%         
          
Achillion Pharmaceuticals, Inc.*   195   2,367,300 
          
Precious Metals 0.25%         
          
Royal Gold, Inc.   28   2,018,800 
          
Real Estate 0.85%         
          
Ares Commercial Real Estate Corp.   20   242,400 
Boston Properties, Inc.   45   6,183,450 
InfraREIT, Inc.*   12   314,592 
Total       6,740,442 
          
Restaurants 1.01%         
          
Shake Shack, Inc. Class A*   3   116,505 
Starbucks Corp.   38   3,552,430 
Yum! Brands, Inc.   54   4,379,940 
Total       8,048,875 
          
Retail: Specialty 1.10%         
          
Netflix, Inc.*   4   1,662,185 
VF Corp.   57   4,369,620 
Vince Holding Corp.*   119   2,704,870 
Total       8,736,675 
          
Semiconductors 0.94%         
          
ASML Holding NV (Netherlands)(a)   38   4,091,840 
Freescale Semiconductor Ltd.*   95   3,430,450 
Total       7,522,290 
          
Software - Applications & Systems 2.53%         
          
Cognizant Technology Solutions Corp. Class A*   70   4,373,950 
FireEye, Inc.*   126   5,578,020 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments                  Shares
(000)
  Fair
Value
 
Software - Applications & Systems (continued)                       
                        
Splunk, Inc.*                   46  $3,093,500 
VeriFone Systems, Inc.*                   106   3,730,140 
VMware, Inc. Class A*                   40   3,402,800 
Total                       20,178,410 
Total Common Stocks (cost $101,586,266)                       108,829,520 
                          
   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
     
CONVERTIBLE BONDS 68.67%                   
                    
Autos 5.10%                   
                    
Fiat Chrysler Automobiles NV (United Kingdom)(a)    7.875%   12/15/2016   $14,648   19,177,894 
Tesla Motors, Inc.   1.25%   3/1/2021    25,130   21,439,031 
Total                 40,616,925 
                    
Biotechnology 3.61%                   
                    
Array BioPharma, Inc.   3.00%   6/1/2020    1,990   2,635,506 
BioMarin Pharmaceutical, Inc.   1.50%   10/15/2020    3,400   4,679,250 
Cepheid, Inc.   1.25%   2/1/2021    5,350   5,965,250 
Clovis Oncology, Inc.   2.50%   9/15/2021    6,000   8,482,500 
Regeneron Pharmaceuticals, Inc.   1.875%   10/1/2016    1,425   7,011,891 
Total                 28,774,397 
                    
Building Products 0.25%                   
                    
Abengoa SA (Spain)†(a)    5.125%   3/5/2017    2,000   2,000,000 
                    
Commercial Services 0.44%                   
                    
Live Nation Entertainment, Inc.    2.50%   5/15/2019    3,270   3,511,163 
                    
Computers & Peripherals 1.39%                   
                    
SanDisk Corp.   0.50%   10/15/2020    10,250   11,089,219 
                    
Diversified Financials 2.75%                   
                    
Janus Capital Group, Inc.   0.75%   7/15/2018    1,660   2,590,638 
MGIC Investment Corp.   2.00%   4/1/2020    5,165   7,347,212 
PRA Group, Inc.   3.00%   8/1/2020    11,260   11,921,525 
Total                 21,859,375 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
e-Commerce 2.27%                   
                    
HomeAway, Inc.   0.125%   4/1/2019   $18,855  $18,041,878 
                    
Electronic Equipment & Instruments 1.02%                   
                    
InvenSense, Inc.   1.75%   11/1/2018    7,980   8,099,700 
                    
Entertainment 1.09%                   
                    
CenterPoint Energy, Inc.   3.943%   9/15/2029    133   8,639,592 
                    
Health Equipment & Supply 2.86%                   
                    
Alere, Inc.   3.00%   5/15/2016    5,860   6,724,350 
Fluidigm Corp.   2.75%   2/1/2034    8,705   9,640,787 
Spectranetics Corp. (The)   2.625%   6/1/2034    5,000   6,375,000 
Total                 22,740,137 
                    
Health Services 4.55%                   
                    
Carriage Services, Inc.    2.75%   3/15/2021    13,495   15,881,995 
Omnicare, Inc.   3.25%   12/15/2035    7,305   8,597,072 
Omnicare, Inc.   3.50%   2/15/2044    9,592   11,750,200 
Total                 36,229,267 
                    
Homebuilders 0.90%                   
                    
Lennar Corp.   3.25%   11/15/2021    1,845   3,985,200 
Toll Brothers Finance Corp.   0.50%   9/15/2032    3,040   3,186,300 
Total                 7,171,500 
                    
Internet Software & Services 10.52%                   
                    
Cornerstone OnDemand, Inc.   1.50%   7/1/2018    7,241   7,177,641 
LinkedIn Corp.   0.50%   11/1/2019    11,105   12,625,053 
Priceline Group, Inc. (The)   1.00%   3/15/2018    10,755   15,177,994 
Twitter, Inc.   1.00%   9/15/2021    18,680   18,201,325 
Vipshop Holdings Ltd. (China)(a)    1.50%   3/15/2019    2,290   3,144,456 
Yahoo!, Inc.   Zero Coupon    12/1/2018    25,330   27,372,231 
Total                 83,698,700 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Leisure Facilities 0.49%                   
                    
MGM Resorts International   4.25%   4/15/2015   $3,335  $3,933,216 
                    
Machinery 1.38%                   
                    
Chart Industries, Inc.   2.00%   8/1/2018    11,340   10,992,712 
                    
Miscellaneous: Energy 1.32%                   
                    
SolarCity Corp.   1.625%   11/1/2019    11,950   10,545,875 
                    
Miscellaneous: Materials 1.93%                   
                    
RTI International Metals, Inc.   1.625%   10/15/2019    15,470   15,324,969 
                    
Miscellaneous: Transportation 0.68%                   
                    
XPO Logistics, Inc.   4.50%   10/1/2017    2,000   5,442,500 
                    
Oil & Gas Products 0.68%                   
                    
Energy XXI Ltd.   3.00%   12/15/2018    13,946   5,438,940 
                    
Oil: Integrated 3.45%                   
                    
Chesapeake Energy Corp.   2.50%   5/15/2037    19,504   19,016,400 
PDC Energy, Inc.   3.25%   5/15/2016    6,295   8,443,169 
Total                 27,459,569 
                    
Pharmaceuticals 4.31%                   
                    
Gilead Sciences, Inc.   1.625%   5/1/2016    3,845   17,487,560 
Isis Pharmaceuticals, Inc.    1.00%   11/15/2021    3,465   4,227,300 
Mylan, Inc.   3.75%   9/15/2015    2,920   12,552,350 
Total                 34,267,210 
                    
Precious Metals 0.29%                   
                    
Royal Gold, Inc.   2.875%   6/15/2019    2,125   2,300,313 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Retail: Specialty 2.01%                   
                    
Restoration Hardware Holdings, Inc.    Zero Coupon    6/15/2019   $15,805  $16,032,197 
                    
Semiconductors 9.45%                   
                    
Intel Corp.   3.25%   8/1/2039    6,195   10,245,012 
Lam Research Corp.   0.50%   5/15/2016    6,225   8,446,547 
Microchip Technology, Inc.    1.625%   2/15/2025    1,900   2,028,250 
Micron Technology, Inc.   2.125%   2/15/2033    5,340   15,012,075 
Micron Technology, Inc.   3.00%   11/15/2043    10,505   12,697,919 
Rambus, Inc.   1.125%   8/15/2018    8,149   9,646,379 
SunPower Corp.   0.75%   6/1/2018    11,860   17,182,175 
Total                 75,258,357 
                    
Software - Applications & Systems 4.65%                   
                    
KEYW Holding Corp. (The)   2.50%   7/15/2019    8,000   6,505,000 
Proofpoint, Inc.   1.25%   12/15/2018    4,400   6,806,250 
PROS Holdings, Inc.   2.00%   12/1/2019    2,580   2,594,512 
salesforce.com, Inc.   0.25%   4/1/2018    8,700   10,581,375 
ServiceNow, Inc.   Zero Coupon    11/1/2018    8,680   10,497,375 
Total                 36,984,512 
                    
Steel 1.28%                   
                    
U.S. Steel Corp.   2.75%   4/1/2019    8,430   10,152,881 
Total Convertible Bonds
(cost $528,173,647)
                 546,605,104 
                    
   Dividend
Rate
           Shares
(000)
       
CONVERTIBLE PREFERRED STOCKS 15.18%                        
                         
Banks: Regional 4.06%                        
                         
Wells Fargo & Co.   7.50%           27    32,324,184  
                         
Diversified Financials 1.25%                        
                         
AMG Capital Trust II   5.15%           161    9,992,062  
                         
Diversified Metals & Mining 0.95%                        
                         
Alcoa, Inc.   5.375%           156    7,547,980  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments  Dividend
Rate
         Shares
(000)
  Fair
Value
 
Homebuilders 0.99%                        
                         
William Lyon Homes, Inc. Unit   6.50%           67  $ 7,861,438  
                         
Oil: Integrated 0.61%                        
                         
Penn Virginia Corp.   6.00%           82    4,873,875  
                         
Pharmaceuticals 3.07%                        
                         
Actavis plc   5.50%           24    24,418,800  
                         
Real Estate 1.75%                        
                         
American Tower Corp.   5.50%           138    13,921,875  
                         
Utilities: Electric 2.09%                        
                         
NextEra Energy, Inc.   5.799%           292    16,661,384  
                         
Wireless Communications Services 0.41%                        
                         
T-Mobile US, Inc.   5.50%           54    3,243,963  
Total Convertible Preferred Stocks
(cost $120,393,202)
                 120,845,561  
                         
   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
     
CORPORATE BOND 0.55%                   
                    
Banks: Regional                   
                    
Wells Fargo & Co.
(cost $4,320,000)
   0.125%   4/28/2021   $4,320   4,327,344 
                    
   Exercise
Price
   Expiration
Date
   Shares
(000)
    
WARRANT 0.00%                   
                    
Miscellaneous: Energy                   
                    
Evergreen Energy, Inc.*
(cost $0)
  $7.20    2/4/2016    182   (b)
Total Long-Term Investments
(cost $754,473,115)
                 780,607,529 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

Investments            Principal
Amount
(000)
  Fair
Value
 
SHORT-TERM INVESTMENT 4.37%                   
                    
Repurchase Agreement                   
                    
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $34,960,000 of U.S. Treasury Note at 1.625% due 4/30/2019; value: $35,484,400; proceeds: $34,785,462
(cost $34,785,462)
        $34,785  $34,785,462 
Total Investments in Securities 102.44%
(cost $789,258,577)
             815,392,991 
Liabilities in Excess of Other Assets (2.44%)                (19,391,259)
Net Assets 100.00%                $796,001,732 

 

 
ADR American Depositary Receipt.
Unit More than one class of securities traded together.
   
* Non-income producing security.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
(a) Foreign security traded in U.S. dollars.
(b) Valued at zero as of February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Common Stocks                    
Oil & Gas Products  $596,836   $3,755,258   $   $4,352,094 
Remaining Industries   104,477,426            104,477,426 
Convertible Bonds       546,605,104        546,605,104 
Convertible Preferred Stocks                    
Banks: Regional(3)   32,324,184            32,324,184 
Diversified Financials       9,992,062        9,992,062 
Diversified Metals & Mining(3)   7,547,980            7,547,980 
Homebuilders       7,861,438        7,861,438 
Oil: Integrated       4,873,875        4,873,875 
Pharmaceuticals   24,418,800            24,418,800 
Real Estate   13,921,875            13,921,875 
Utilities: Electric   16,661,384            16,661,384 
Wireless Communications Services   3,243,963            3,243,963 
Corporate Bond       4,327,344        4,327,344 
Warrant           (4)   (4)
Repurchase Agreement       34,785,462        34,785,462 
Total  $203,192,448   $612,200,543   $ (4)  $815,392,991 

 

 
(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) As of February 28, 2015, Alcoa, Inc. and Wells Fargo & Co. were categorized as Level 1 due to active market trading. During the period ended February 28, 2015, $22,454,833 was transferred from Level 2 to Level 1.
(4) Valued at zero as of February 28, 2015.

 

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, 2014  $(1)
Accrued discounts/premiums    
Realized gain (loss)    
Change in unrealized appreciation/depreciation    
Purchases    
Sales    
Net transfers in or out of Level 3    
Balance as of February 28, 2015  $(1)

 

 
      
(1) Valued at zero as of December 1, 2014 and February 28, 2015, respectively.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 107.59%                   
                    
ASSET-BACKED SECURITIES 19.09%                   
                    
Automobiles 6.98%                   
                    
Ally Auto Receivables Trust 2012-2 A3   0.74%   4/15/2016   $195  $195,196 
Ally Auto Receivables Trust 2012-5 A3   0.62%   3/15/2017    528   528,328 
Ally Auto Receivables Trust 2013-1 A3   0.63%   5/15/2017    2,536   2,536,992 
Ally Auto Receivables Trust 2013-2 A2A   0.54%   7/15/2016    684   683,574 
Ally Auto Receivables Trust 2013-SN1 A3   0.72%   5/20/2016    1,113   1,113,180 
Ally Auto Receivables Trust 2014-1 A2   0.48%   2/15/2017    4,722   4,719,130 
Ally Auto Receivables Trust 2014-2 A3   1.25%   4/15/2019    3,765   3,778,974 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%   6/8/2017    1,559   1,559,217 
AmeriCredit Automobile Receivables Trust 2013-1 A3   0.61%   10/10/2017    2,019   2,019,476 
AmeriCredit Automobile Receivables Trust 2013-2 A3   0.65%   12/8/2017    2,555   2,555,742 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%   10/11/2016    151   150,965 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%   11/8/2016    223   223,488 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%   3/8/2017    522   522,122 
BMW Vehicle Lease Trust 2013-1 A4   0.66%   6/20/2016    2,570   2,570,717 
BMW Vehicle Lease Trust 2015-1 A3   1.24%   12/20/2017    3,905   3,912,697 
California Republic Auto Receivables Trust 2014-2 A2   0.54%   3/15/2017    2,111   2,110,716 
California Republic Auto Receivables Trust 2014-4 A2   0.77%   9/15/2017    3,620   3,621,043 
Capital Auto Receivables Asset Trust 2013-1 A2   0.62%   7/20/2016    417   417,166 
Capital Auto Receivables Asset Trust 2013-2 A2   0.92%   9/20/2016    1,476   1,477,131 
CarFinance Capital Auto Trust 2014-1A A    1.46%   12/17/2018    362   361,057 
CarMax Auto Owner Trust 2012-2 A3   0.84%   3/15/2017    1,355   1,356,266 
CarMax Auto Owner Trust 2013-2 A3   0.64%   1/16/2018    666   665,297 
CarMax Auto Owner Trust 2013-3 A3   0.97%   4/16/2018    2,195   2,200,095 
CarMax Auto Owner Trust 2013-4 A2   0.52%   11/15/2016    1,154   1,154,338 
Fifth Third Auto Trust 2014-3 A3   0.96%   3/15/2019    2,900   2,898,106 
Ford Credit Auto Owner Trust 2012-D A3   0.51%   4/15/2017    753   752,966 
Ford Credit Auto Owner Trust 2013-D A2   0.45%   8/15/2016    375   375,293 
Ford Credit Auto Owner Trust 2013-D A3   0.67%   4/15/2018    310   309,733 
GM Financial Automobile Leasing Trust 2014-2A A3    1.22%   1/22/2018    2,020   2,020,717 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%   1/15/2016    179   179,060 
Honda Auto Receivables Owner Trust 2013-2 A3   0.53%   2/16/2017    1,503   1,503,229 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%   9/18/2017    3,133   3,133,163 
Hyundai Auto Lease Securitization Trust 2013-A A3    0.66%   6/15/2016    2,029   2,028,564 
Hyundai Auto Lease Securitization Trust 2013-B A2    0.75%   3/15/2016    560   560,212 
Hyundai Auto Lease Securitization Trust 2014-A A2    0.52%   7/15/2016    3,792   3,792,789 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Automobiles (continued)                   
                    
Hyundai Auto Lease Securitization Trust 2014-B A2    0.61%   2/15/2017   $3,490  $3,487,011 
Hyundai Auto Receivables Trust 2013-A A3   0.56%   7/17/2017    2,857   2,856,356 
Hyundai Auto Receivables Trust 2013-C A2   0.57%   6/15/2016    599   598,581 
Hyundai Auto Receivables Trust 2015-A A2   0.68%   10/16/2017    3,105   3,104,714 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%   2/15/2016    1,105   1,104,538 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%   9/15/2015    27   27,194 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%   7/15/2016    805   805,097 
Mercedes-Benz Auto Lease Trust 2014-A A3   0.68%   12/15/2016    3,800   3,798,818 
Nissan Auto Lease Trust 2013-A A3   0.61%   4/15/2016    1,453   1,452,417 
Nissan Auto Receivables Owner Trust 2013-A A3   0.50%   5/15/2017    745   744,752 
Porsche Innovative Lease Owner Trust 2014-1 A3    1.03%   11/20/2017    4,720   4,721,718 
Santander Drive Auto Receivables Trust 2013-4 A3   1.11%   12/15/2017    2,171   2,174,138 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%   6/15/2017    651   651,221 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%   2/15/2016    228   227,864 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%   1/20/2017    457   456,657 
World Omni Auto Receivables Trust 2013-B A2   0.48%   11/15/2016    769   769,446 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%   5/16/2016    341   341,083 
World Omni Automobile Lease Securitization Trust 2013-A A3   1.10%   12/15/2016    4,530   4,546,269 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%   9/15/2017    1,195   1,198,167 
Total                 91,052,780 
                    
Credit Cards 6.48%                   
                    
American Express Credit Account Master Trust 2005-2 A   0.273%#   10/16/2017    3,850   3,849,802 
American Express Credit Account Master Trust 2012-2 A   0.68%   3/15/2018    4,510   4,514,999 
American Express Credit Account Master Trust 2014-3 A   1.49%   4/15/2020    1,990   1,999,037 
Bank of America Credit Card Trust 2014-A3 A   0.462%#   1/15/2020    2,250   2,250,174 
Barclays Dryrock Issuance Trust 2012-2 A   0.64%   8/15/2018    1,350   1,349,998 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%   1/15/2020    3,245   3,256,186 
Chase Issuance Trust 2012-A3   0.79%   6/15/2017    5,400   5,406,388 
Chase Issuance Trust 2012-A5   0.59%   8/15/2017    5,125   5,127,857 
Chase Issuance Trust 2012-A8   0.54%   10/16/2017    1,450   1,450,102 
Chase Issuance Trust 2013-A5 A   0.47%   5/15/2017    6,850   6,851,130 
Chase Issuance Trust 2013-A8   1.01%   10/15/2018    1,850   1,852,401 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Credit Cards (continued)                   
                    
Citibank Credit Card Issuance Trust 2003-A7   4.15%   7/7/2017   $3,066  $3,107,008 
Citibank Credit Card Issuance Trust 2005-A2   4.85%   3/10/2017    3,665   3,670,858 
Citibank Credit Card Issuance Trust 2012-A1   0.55%   10/10/2017    5,140   5,140,537 
Citibank Credit Card Issuance Trust 2013-A6   1.32%   9/7/2018   3,210  3,230,416 
Discover Card Execution Note Trust 2012-B3   0.623%#   5/15/2018    1,650   1,649,089 
Discover Card Master Trust 2012-A3 A   0.86%   11/15/2017    8,250   8,258,671 
Synchrony Credit Card Master Note Trust 2010-1 A   3.69%   3/15/2018   6,360  6,370,106 
Synchrony Credit Card Master Note Trust 2011-2 A   0.653%#   5/15/2019    3,205   3,210,061 
Synchrony Credit Card Master Note Trust 2012-5 A   0.95%   6/15/2018    6,425   6,433,722 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%   8/17/2020    3,065   3,058,363 
World Financial Network Credit Card Master Trust 2014-A   0.553%#   12/15/2019    2,410   2,410,601 
Total                 84,447,506 
                    
Other 5.63%                   
                    
Ares IIIR/IVR CLO Ltd. 2007-3RA A2    0.474%#   4/16/2021    1,413   1,397,085 
Avenue CLO VI Ltd. 2007-6A A2    0.607%#   7/17/2019    1,250   1,239,664 
Avery Point IV CLO Ltd. 2014-1A A    1.776%#   4/25/2026    2,500   2,505,254 
BlueMountain CLO Ltd. 2014-3A A1    1.48%#   10/15/2026    1,900   1,894,081 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1    1.75%#   10/15/2026    2,000   2,002,722 
Carlyle Global Market Strategies CLO Ltd. 2014-4A B    2.70%#   10/15/2026    1,850   1,851,963 
Cent CDO XI Ltd. 2006-11A A1    0.516%#   4/25/2019    1,493   1,472,442 
CIFC Funding II Ltd. 2014-2A A1L    1.743%#   5/24/2026    1,300   1,300,554 
Dryden XXIII Senior Loan Fund 2012-23RA A1R    1.503%#   7/17/2023    3,500   3,477,693 
Fore CLO Ltd. 2007-1A A2    0.707%#   7/20/2019    850   844,298 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.547%#   12/20/2020    1,500   1,493,495 
Galaxy XVIII CLO Ltd. 2014-18A A    1.733%#   10/15/2026    3,500   3,487,565 
Gleneagles CLO Ltd. 2005-1A B    0.805%#   11/1/2017    600   593,230 
Harch CLO III Ltd. 2007-1A B    0.653%#   4/17/2020    750   740,505 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2    1.495%   5/16/2044    1,000   999,459 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2    1.843%   5/16/2044    1,100   1,099,515 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3    1.793%   5/15/2046    1,500   1,474,147 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Other (continued)                   
                    
HLSS Servicer Advance Receivables Backed Notes 2013-T5 AT5    1.979%   8/15/2046   $2,000  $1,985,553 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%   11/15/2046    1,500   1,488,940 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 BT7    2.229%   11/15/2046    3,500   3,507,098 
HLSS Servicer Advance Receivables Trust 2012-T2 A2    1.99%   10/15/2045    590   585,685 
HLSS Servicer Advance Receivables Trust 2012-T2 B2    2.48%   10/15/2045    865   865,148 
HLSS Servicer Advance Receivables Trust 2012-T2 D2    4.94%   10/15/2045    360   360,114 
HLSS Servicer Advance Receivables Trust 2013-T1 A2    1.495%   1/16/2046    580   572,887 
HLSS Servicer Advance Receivables Trust 2013-T1 B2    1.744%   1/16/2046    1,850   1,850,771 
HLSS Servicer Advance Receivables Trust 2013-T1 B3    2.734%   1/15/2048    1,150   1,036,045 
JFIN Revolver CLO Ltd. 2013-1A A    1.507%#   1/20/2021    2,249   2,250,996 
JFIN Revolver CLO Ltd. 2014-2A A2    1.561%#   2/20/2022    850   845,745 
KKR Financial CLO Ltd. 2007-1A A    0.607%#   5/15/2021   1,684  1,674,451 
KKR Financial CLO Ltd. 2007-1A B    1.007%#   5/15/2021    1,250   1,218,735 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%   6/20/2048    1,600   1,595,834 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2    2.377%   3/15/2047    950   954,111 
Oaktree CLO Ltd. 2014-2A A1A    1.762%#   10/20/2026    3,000   2,997,570 
Oaktree CLO Ltd. 2014-2A A2A    2.332%#   10/20/2026    2,000   1,982,877 
Octagon Investment Partners XIX Ltd. 2014-1A A    1.773%#   4/15/2026    3,000   3,006,356 
Octagon Loan Funding Ltd. 2014-1A A1    1.706%#   11/18/2026    1,275   1,273,726 
SLM Private Education Loan Trust 2010-A 2A    3.423%#   5/16/2044    1,630   1,724,718 
SLM Private Education Loan Trust 2011-B A1    1.023%#   12/16/2024    326   327,426 
SLM Private Education Loan Trust 2012-A A1    1.573%#   8/15/2025    458   463,007 
SLM Private Education Loan Trust 2012-C A1    1.272%#   8/15/2023    3,033   3,048,470 
Stone Tower CLO VI Ltd. 2007-6A A2B    0.577%#   4/17/2021    1,750   1,709,273 
Venture VIII CDO Ltd. 2007-8A A1A    0.537%#   7/22/2021    1,163   1,150,359 
Venture XVI CLO Ltd. 2014-16A A1L    1.753%#   4/15/2026    3,746   3,738,710 
Venture XVIII CLO Ltd. 2014-18A A    1.737%#   10/15/2026    2,000   1,990,952 
Westchester CLO Ltd. 2007-1A A1A    0.48%#   8/1/2022    1,304   1,293,170 
Total                 73,372,399 
Total Asset-Backed Securities
(cost $249,076,300)
                 248,872,685 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
CORPORATE BONDS 27.88%                   
                    
Automotive 0.35%                   
                    
Ford Motor Co.   6.375%   2/1/2029   $697  $854,521 
Ford Motor Co.   6.625%   10/1/2028    1,311   1,672,449 
Ford Motor Co.   7.45%   7/16/2031    670   938,311 
Kia Motors Corp. (South Korea)†(a)    3.625%   6/14/2016    1,000   1,029,180 
Total                 4,494,461 
                    
Banks: Money Center 0.01%                   
                    
Zions Bancorporation   4.50%   6/13/2023    121   127,433 
                    
Banks: Regional 3.56%                   
                    
Banco Bradesco SA    5.75%   3/1/2022    2,900   3,067,910 
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(a)    4.125%   6/6/2024    700   698,040 
Citigroup, Inc.   5.50%   9/13/2025    7,225   8,197,203 
Goldman Sachs Group, Inc. (The)   5.75%   1/24/2022    2,825   3,305,792 
Goldman Sachs Group, Inc. (The)   5.95%   1/15/2027   2,911  3,440,854 
HBOS plc (United Kingdom)†(a)    6.00%   11/1/2033    1,143   1,346,991 
ICICI Bank Ltd. (Hong Kong)†(a)    5.75%   11/16/2020    1,100   1,255,514 
JPMorgan Chase & Co.   3.875%   9/10/2024    6,901   7,048,992 
Lloyds Bank plc (United Kingdom)†(a)    6.50%   9/14/2020    3,455   4,061,957 
Macquarie Bank Ltd. (Australia)†(a)    6.625%   4/7/2021    2,231   2,623,161 
Morgan Stanley   4.10%   5/22/2023    418   432,231 
Morgan Stanley   4.35%   9/8/2026    2,281   2,380,474 
Morgan Stanley   5.00%   11/24/2025    2,610   2,879,530 
Morgan Stanley   6.00%   4/28/2015    1,100   1,108,940 
Wells Fargo & Co.   4.10%   6/3/2026    4,379   4,589,477 
Total                 46,437,066 
                    
Beverages 0.10%                   
                    
Anadolu Efes Biracilik Ve Malt Sanayii AS (Turkey)†(a)    3.375%   11/1/2022    1,000   907,500 
Corporacion Lindley SA (Peru)†(a)    4.625%   4/12/2023    354   346,035 
Total                 1,253,535 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Biotechnology Research & Production 0.41%                   
                    
Amgen, Inc.   6.40%   2/1/2039   $4,053  $5,292,363 
                    
Broadcasting 0.17%                   
                    
Cox Communications, Inc.    8.375%   3/1/2039    1,585   2,276,520 
                    
Brokers 0.64%                   
                    
Jefferies Group LLC   6.875%   4/15/2021    3,625   4,120,356 
Raymond James Financial, Inc.   8.60%   8/15/2019    3,380   4,197,551 
Total                8,317,907 
                    
Building Materials 0.02%                   
                    
Owens Corning   9.00%   6/15/2019    199   240,427 
                    
Business Services 0.23%                   
                    
Expedia, Inc.   4.50%   8/15/2024    3,000   3,031,776 
                    
Cable Services 0.29%                   
                    
Time Warner Cable, Inc.   6.55%   5/1/2037   1,602  1,938,783 
Time Warner Cable, Inc.   7.30%   7/1/2038    1,445   1,889,147 
Total                3,827,930 
                    
Chemicals 0.86%                   
                    
Albemarle Corp.   4.15%   12/1/2024    1,100   1,143,165 
Alfa SAB de CV (Mexico)†(a)    5.25%   3/25/2024    900   967,500 
Israel Chemicals Ltd. (Israel)†(a)    4.50%   12/2/2024    1,500   1,541,700 
Methanex Corp. (Canada)(a)    5.25%   3/1/2022    1,157   1,245,420 
Mexichem SAB de CV (Mexico)†(a)    4.875%   9/19/2022    550   591,525 
Montell Finance Co. BV (Netherlands)†(a)    8.10%   3/15/2027    2,300   3,172,988 
NewMarket Corp.   4.10%   12/15/2022    1,532   1,585,963 
OCP SA (Morocco)†(a)    6.875%   4/25/2044    865   980,910 
Total                11,229,171 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Communications Technology 0.28%                   
                    
Motorola Solutions, Inc.   3.75%   5/15/2022   $1,887  $1,927,365 
Motorola Solutions, Inc.   4.00%   9/1/2024    1,646   1,708,375 
Total                3,635,740 
                    
Computer Software 0.05%                   
                    
Adobe Systems, Inc.   3.25%   2/1/2025    610   615,720 
                    
Construction/Homebuilding 0.11%                  
                    
Odebrecht Finance Ltd.    5.25%   6/27/2029    800   638,000 
Odebrecht Finance Ltd.    7.125%   6/26/2042    1,030   849,750 
Total                1,487,750 
                    
Consumer Products 0.16%                   
                    
Tupperware Brands Corp.   4.75%   6/1/2021    1,998   2,142,156 
                    
Data Product, Equipment & Communications 0.10%                   
                    
Fidelity National Information Services, Inc.   5.00%   3/15/2022    1,250   1,326,204 
                    
Diversified 0.07%                   
                    
Hutchison Whampoa International 14 Ltd. (Hong Kong)†(a)    3.625%   10/31/2024   830  852,479 
                    
Drugs 0.13%                   
                    
Express Scripts Holding Co.   6.125%   11/15/2041    1,365   1,749,645 
                    
Electric: Power 0.81%                   
                    
CEZ AS (Czech Republic)†(a)    4.25%   4/3/2022    750   807,876 
Duquesne Light Holdings, Inc.    6.40%   9/15/2020    1,944   2,307,398 
E.CL SA (Chile)†(a)    4.50%   1/29/2025    960   1,005,968 
Empresas Publicas de Medellin ESP (Colombia)†(a)    7.625%   7/29/2019    1,400   1,662,500 
Entergy Corp.   5.125%   9/15/2020    2,363   2,617,793 
Texas-New Mexico Power Co.    9.50%   4/1/2019    1,650   2,098,736 
Total                10,500,271 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Electronics 0.13%                   
                    
PerkinElmer, Inc.   5.00%   11/15/2021   $1,564  $1,739,850 
                    
Electronics: Semi-Conductors/Components 0.21%                   
                    
KLA-Tencor Corp.   4.65%   11/1/2024    2,600   2,750,922 
                    
Energy Equipment & Services 0.68%                   
                    
Alta Wind Holdings LLC    7.00%   6/30/2035    991   1,128,204 
Energy Transfer Partners LP   6.625%   10/15/2036    960   1,158,439 
Energy Transfer Partners LP   7.50%   7/1/2038    1,013   1,309,561 
Energy Transfer Partners LP   9.00%   4/15/2019    1,865   2,275,951 
IFM US Colonial Pipeline 2 LLC    6.45%   5/1/2021    2,710   2,965,363 
Total                8,837,518 
                    
Engineering & Contracting Services 0.14%                   
                    
China Railway Resources Huitung Ltd. (Hong Kong)(a)    3.85%   2/5/2023    1,800   1,840,282 
                    
Financial Services 2.71%                   
                    
Air Lease Corp.   3.875%   4/1/2021   1,000  1,035,000 
Air Lease Corp.   4.25%   9/15/2024    1,275   1,316,438 
Air Lease Corp.   4.75%   3/1/2020    1,500   1,623,750 
Bank of America Corp.   4.20%   8/26/2024    5,350   5,546,259 
Bank of America Corp.   4.25%   10/22/2026    1,950   2,001,002 
Bank of America Corp.   5.875%   1/5/2021    2,095   2,451,267 
Dun & Bradstreet Corp. (The)   4.375%   12/1/2022    2,216   2,321,686 
General Electric Capital Corp.   6.75%   3/15/2032    4,461   6,201,250 
Lender Processing Services, Inc.   5.75%   4/15/2023    3,456   3,684,960 
Rio Oil Finance Trust Series 2014-1 (Brazil)†(a)    6.25%   7/6/2024    800   724,223 
Santander UK plc (United Kingdom)(a)    7.95%   10/26/2029    2,615   3,449,148 
Scottrade Financial Services, Inc.    6.125%   7/11/2021    2,177   2,356,113 
SUAM Finance BV (Curacao)†(a)    4.875%   4/17/2024    1,748   1,813,550 
Western Union Co. (The)   3.35%   5/22/2019    780   804,179 
Total                35,328,825 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Financial: Miscellaneous 0.46%                   
                    
Moody’s Corp.   4.50%   9/1/2022   $1,350  $1,459,358 
Moody’s Corp.   5.50%   9/1/2020    1,550   1,776,544 
NASDAQ OMX Group, Inc. (The)   5.55%   1/15/2020    1,450   1,615,101 
Wells Fargo Bank NA   5.85%   2/1/2037    880   1,143,009 
Total                5,994,012 
                    
Food 0.17%                   
                    
Flowers Foods, Inc.   4.375%   4/1/2022    625   667,868 
Gruma SAB de CV (Mexico)†(a)    4.875%   12/1/2024    1,500   1,588,125 
Total                2,255,993 
                    
Food/Beverage 0.03%                  
                    
Sigma Alimentos SA de CV (Mexico)†(a)    6.875%   12/16/2019    313   362,297 
                    
Government 0.05%                   
                    
Export-Import Bank of Korea (South Korea)(a)    3.75%   10/20/2016    650   677,132 
                    
Health Care 0.16%                   
                    
Zoetis, Inc.   3.25%   2/1/2023    2,088   2,082,661 
                    
Health Care Products 0.70%                   
                    
Forest Laboratories, Inc.    4.375%   2/1/2019   3,765  4,008,193 
Forest Laboratories, Inc.    5.00%   12/15/2021    3,344   3,678,226 
Medtronic, Inc.    4.375%   3/15/2035    1,255   1,369,787 
Total                9,056,206 
                    
Health Care Services 0.37%                   
                    
Omega Healthcare Investors, Inc.   4.95%   4/1/2024    607   640,385 
Omega Healthcare Investors, Inc.   5.875%   3/15/2024    2,533   2,729,307 
Senior Housing Properties Trust   6.75%   12/15/2021    1,250   1,449,660 
Total                4,819,352 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Industrial Products 0.04%                   
                    
KOC Holding AS (Turkey)†(a)    3.50%   4/24/2020   $500  $488,430 
                    
Insurance 0.69%                   
                    
Symetra Financial Corp.    6.125%   4/1/2016    965   1,005,809 
Teachers Insurance & Annuity Association of America    4.90%   9/15/2044    4,782   5,502,767 
TIAA Asset Management Finance Co. LLC    2.95%   11/1/2019    554   566,121 
Willis North America, Inc.   7.00%   9/29/2019   1,675   1,959,505 
Total                9,034,202 
                    
Leasing 0.42%                   
                    
Aviation Capital Group Corp.    6.75%   4/6/2021    1,314   1,498,050 
Aviation Capital Group Corp.    7.125%   10/15/2020    3,494   4,031,342 
Total                5,529,392 
                    
Leisure 0.12%                   
                    
Carnival plc (United Kingdom)(a)    7.875%   6/1/2027    1,230   1,606,883 
                    
Lodging 0.59%                   
                    
Host Hotels & Resorts LP   5.25%   3/15/2022    3,740   4,128,182 
Hyatt Hotels Corp.    6.875%   8/15/2019    1,554   1,794,742 
Starwood Hotels & Resorts Worldwide, Inc.   4.50%   10/1/2034    1,750   1,810,650 
Total                7,733,574 
                    
Machinery: Agricultural 0.72%                   
                    
Imperial Tobacco Finance plc (United Kingdom)†(a)    3.50%   2/11/2023   487  494,879 
Lorillard Tobacco Co.   6.875%   5/1/2020    1,184   1,409,502 
Lorillard Tobacco Co.   8.125%   6/23/2019    1,568   1,914,861 
Lorillard Tobacco Co.   8.125%   5/1/2040    1,550   2,217,894 
Viterra, Inc. (Canada)†(a)    5.95%   8/1/2020    2,950   3,314,841 
Total                9,351,977 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Manufacturing 0.18%                   
                    
Hillenbrand, Inc.   5.50%   7/15/2020   $1,595  $1,731,449 
Trinity Industries, Inc.   4.55%   10/1/2024    671   667,544 
Total                2,398,993 
                    
Media 1.17%                   
                    
21st Century Fox America, Inc.   6.20%   12/15/2034    1,268   1,641,973 
21st Century Fox America, Inc.   6.90%   8/15/2039    1,177   1,648,849 
Discovery Communications LLC   6.35%   6/1/2040    1,650   2,019,552 
Globo Comunicacao e Participacoes SA (Brazil)†(a)    4.875%   4/11/2022    3,809   3,951,837 

Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(a)

   5.307%   5/11/2022    1,855   1,958,138 
Interpublic Group of Cos., Inc. (The)   4.00%   3/15/2022    776   808,507 
Time Warner, Inc.   7.625%   4/15/2031    1,485   2,097,098 
Viacom, Inc.   4.85%   12/15/2034    1,050   1,084,181 
Total                15,210,135 
                    
Metals & Minerals: Miscellaneous 0.23%                   
                    
Barrick Gold Corp. (Canada)(a)    4.10%   5/1/2023    2,105   2,098,881 
Goldcorp, Inc. (Canada)(a)    5.45%   6/9/2044    831   865,430 
Total                2,964,311 
                    
Natural Gas 0.44%                   
                    
Fermaca Enterprises S de RL de CV (Mexico)†(a)    6.375%   3/30/2038   1,800  1,893,780 
GNL Quintero SA (Chile)†(a)    4.634%   7/31/2029    450   468,841 
Kinder Morgan, Inc.   8.05%   10/15/2030    367   453,267 
SourceGas LLC    5.90%   4/1/2017    886   949,870 
Tennessee Gas Pipeline Co. LLC   8.375%   6/15/2032    1,000   1,279,411 
Transportadora de Gas del Peru SA (Peru)†(a)    4.25%   4/30/2028    700   699,125 
Total                5,744,294 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil 0.51%                   
                    
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%   5/15/2019   $816  $890,428 
Canadian Oil Sands Ltd. (Canada)†(a)    7.90%   9/1/2021    403   431,949 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)    5.082%   12/30/2023    370   375,379 
KazMunayGas National Co. JSC (Kazakhstan)†(a)    4.875%   5/7/2025    250   225,310 
LUKOIL International Finance BV (Netherlands)†(a)    6.656%   6/7/2022    250   240,000 
Petroleos Mexicanos (Mexico)†(a)    4.25%   1/15/2025    300   302,850 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)    9.75%   8/14/2019    350   414,750 
Plains All American Pipeline LP/PAA Finance Corp.   3.60%   11/1/2024    2,315   2,380,781 
Valero Energy Corp.   10.50%   3/15/2039    830   1,375,927 
Total                6,637,374 
                    
Oil: Crude Producers 1.08%                   
                    
Apache Corp.   6.00%   1/15/2037    1,115   1,338,584 
Enbridge Energy Partners LP   9.875%   3/1/2019    2,000   2,511,516 
Enterprise Products Operating LLC   7.55%   4/15/2038    1,325   1,886,534 
Kerr-McGee Corp.   7.125%   10/15/2027    925   1,198,737 
Kerr-McGee Corp.   7.875%   9/15/2031    945   1,317,769 
Kinder Morgan, Inc.   5.30%   12/1/2034    172   182,863 
Ruby Pipeline LLC    6.00%   4/1/2022    2,980   3,201,912 
Southeast Supply Header LLC    4.25%   6/15/2024    1,086   1,104,192 
Transportadora de Gas Internacional SA ESP (Colombia)†(a)    5.70%   3/20/2022    1,250   1,346,500 
Total                14,088,607 
                    
Oil: Integrated Domestic 0.93%                   
                    
El Paso Pipeline Partners Operating Co. LLC   7.50%   11/15/2040    1,000   1,277,748 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.75%   2/1/2022    2,064   2,182,680 
Kinder Morgan Energy Partners LP   5.40%   9/1/2044    2,425   2,581,107 
Kinder Morgan Energy Partners LP   7.40%   3/15/2031    1,300   1,565,052 
Korea National Oil Corp. (South Korea)†(a)    2.875%   11/9/2015    1,600   1,623,544 
Rowan Cos., Inc.   7.875%   8/1/2019    2,548   2,842,470 
Total                12,072,601 
                    
Oil: Integrated International 1.01%                   
                    
Eni SpA (Italy)†(a)    5.70%   10/1/2040    4,800   5,499,547 
Petroleos Mexicanos (Mexico)(a)    5.50%   6/27/2044    1,650   1,683,000 
Transocean, Inc.   6.375%   12/15/2021    3,341   2,952,302 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated International (continued)                   
                    
Weatherford International Ltd.   9.875%   3/1/2039   $2,613  $3,001,140 
Total                13,135,989 
                    
Paper & Forest Products 0.42%                   
                    
Georgia-Pacific LLC   8.875%   5/15/2031    3,588   5,528,903 
                    
Real Estate Investment Trusts 0.84%                   
                    
China Overseas Finance Cayman V Ltd.   3.95%   11/15/2022    2,000   1,980,342 
EPR Properties   5.25%   7/15/2023    2,075   2,235,811 
EPR Properties   7.75%   7/15/2020    2,543   3,075,837 
Fibra Uno Trust (Mexico)†(a)    5.25%   12/15/2024    450   480,375 
Healthcare Realty Trust, Inc.   5.75%   1/15/2021    1,953   2,202,271 
Hospitality Properties Trust   4.65%   3/15/2024    925   956,106 
Total                10,930,742 
                    
Retail 1.21%                   
                    
Amazon.com, Inc.   3.80%   12/5/2024    1,810   1,903,416 
Amazon.com, Inc.   4.80%   12/5/2034    4,606   4,982,052 
El Puerto de Liverpool SAB de CV (Mexico)†(a)    3.95%   10/2/2024    460   464,025 
Family Dollar Stores, Inc.   5.00%   2/1/2021    597   631,830 
QVC, Inc.    7.375%   10/15/2020    6,350   6,635,750 
SACI Falabella (Chile)†(a)    4.375%   1/27/2025    530   545,578 
Walgreens Boots Alliance, Inc.   4.80%   11/18/2044    495   539,125 
Total                15,701,776 
                    
Savings & Loan 0.18%                   
                    
First Niagara Financial Group, Inc.   7.25%   12/15/2021    2,120   2,370,370 
                    
Steel 0.46%                   
                    
Allegheny Technologies, Inc.   6.125%   8/15/2023    1,089   1,168,580 
Allegheny Technologies, Inc.   9.375%   6/1/2019    3,975   4,794,549 
Total                5,963,129 
                    
Technology 0.30%                   
                    
Alibaba Group Holding Ltd. (China)†(a)    3.60%   11/28/2024    3,000   3,029,952 
Tencent Holdings Ltd. (China)†(a)    3.375%   5/2/2019    900   925,179 
Total                3,955,131 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Telecommunications 1.20%                   
                    
AT&T, Inc.   6.50%   9/1/2037   $1,643  $1,985,390 
Bharti Airtel International Netherlands BV (Netherlands)†(a)    5.125%   3/11/2023    850   927,929 
GTE Corp.   6.94%   4/15/2028    7,252   9,387,786 
MTN Mauritius Investments Ltd. (Mauritius)†(a)    4.755%   11/11/2024    750   750,924 
Turk Telekomunikasyon AS (Turkey)†(a)    4.875%   6/19/2024    1,250   1,266,250 
Verizon Communications, Inc.   5.85%   9/15/2035    1,105   1,317,929 
Total                15,636,208 
                    
Textile Products 0.10%                   
                    
Mohawk Industries, Inc.   6.125%   1/15/2016    1,198   1,249,651 
                    
Tobacco 0.17%                   
                    
Altria Group, Inc.   9.95%   11/10/2038   1,289  2,251,410 
                    
Utilities 0.49%                   
                    
Aquarion Co.    4.00%   8/15/2024    2,500   2,523,697 
Public Service Co. of New Mexico   7.95%   5/15/2018    1,092   1,282,902 
Williams Cos., Inc. (The)   8.75%   3/15/2032    2,210   2,608,932 
Total                6,415,531 
                    
Utilities: Electrical 0.22%                   
                    
Tennessee Valley Authority   3.50%   12/15/2042    2,795   2,829,152 
Total Corporate Bonds
(cost $350,852,192)
                363,412,369 
                    
FOREIGN GOVERNMENT OBLIGATIONS 2.42%                   
                    
Bahamas 0.05%                   
                    
Commonwealth of Bahamas†(a)    6.95%   11/20/2029    588   690,165 
                    
Bermuda 0.08%                   
                    
Bermuda Government    5.603%   7/20/2020    1,000   1,116,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Brazil 0.21%                   
                    
Federal Republic of Brazil(a)    4.25%   1/7/2025   $1,400  $1,352,750 
Federal Republic of Brazil(a)    5.00%   1/27/2045    300   272,700 
Federal Republic of Brazil†(a)    5.333%   2/15/2028    1,000   960,000 
Federal Republic of Brazil(a)    5.625%   1/7/2041    123   123,615 
Total                2,709,065 
                    
Cayman Islands 0.06%                   
                    
Cayman Islands Government    5.95%   11/24/2019    700   803,250 
                    
Chile 0.12%                   
                    
Republic of Chile(a)    3.125%   3/27/2025    1,458   1,534,545 
                    
Colombia 0.06%                   
                    
Republic of Colombia(a)    4.00%   2/26/2024    700   731,500 
                    
Indonesia 0.14%                   
                    
Perusahaan Penerbit SBSN†(a)    3.30%   11/21/2022    1,350   1,346,625 
Republic of Indonesia†(a)    5.875%   1/15/2024    400   469,000 
Total                1,815,625 
                    
Kazakhstan 0.03%                   
                    
Republic of Kazakhstan†(a)    4.875%   10/14/2044    500   445,000 
                    
Latvia 0.09%                   
                    
Republic of Latvia†(a)    5.25%   6/16/2021    988   1,132,495 
                    
Lithuania 0.20%                   
                    
Republic of Lithuania†(a)    7.375%   2/11/2020    2,097   2,574,067 
                    
Mexico 0.29%                   
                    
United Mexican States(a)    4.00%   10/2/2023   2,080  2,220,400 
United Mexican States(a)    5.55%   1/21/2045    1,350   1,614,937 
Total                3,835,337 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Panama 0.11%                   
                    
Republic of Panama(a)    4.00%   9/22/2024   $1,061  $1,122,007 
Republic of Panama(a)    4.30%   4/29/2053    275   268,813 
Total                1,390,820 
                    
Philippines 0.30%                   
                    
Republic of Philippines(a)    4.20%   1/21/2024    1,839   2,050,485 
Republic of Philippines(a)    9.50%   10/21/2024    1,220   1,835,929 
Total                3,886,414 
                    
Romania 0.07%                   
                    
Republic of Romania†(a)    6.125%   1/22/2044    718   936,990 
                    
Slovenia 0.04%                   
                    
Republic of Slovenia†(a)    5.25%   2/18/2024    471   538,118 
                    
Trinidad And Tobago 0.02%                   
                    
Republic of Trinidad & Tobago†(a)    4.375%   1/16/2024    200   214,000 
                    
Turkey 0.42%                   
                    
Republic of Turkey(a)    5.75%   3/22/2024    4,840   5,420,800 
                    
Uruguay 0.13%                   
                    
Republic of Uruguay(a)    4.50%   8/14/2024    1,625   1,759,063 
Total Foreign Government Obligations
(cost $30,609,737)
                31,533,504 
                    
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.25% 
                    
Federal Home Loan Mortgage Corp. Q001 XA IO   2.386%#   2/25/2032    13,045   2,639,170 
Government National Mortgage Assoc. 2014-78 A   2.20%   4/16/2047    595   598,487 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $3,181,007)
                3,237,657 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 23.96%      
                    
Federal Home Loan Mortgage Corp.   2.155%#   6/1/2043   $9,198  $9,368,608 
Federal Home Loan Mortgage Corp.   3.114%#   10/1/2044    7,352   7,656,520 
Federal Home Loan Mortgage Corp.   3.16%#   7/1/2044    4,260   4,442,217 
Federal Home Loan Mortgage Corp.   3.215%#   6/1/2044    3,141   3,280,987 
Federal Home Loan Mortgage Corp.    5.00%   11/1/2017 - 6/1/2026    3,474   3,736,561 
Federal National Mortgage Assoc.(b)    3.00%   TBA    38,905   39,634,633 
Federal National Mortgage Assoc.(b)    3.50%   TBA    27,560   28,885,786 
Federal National Mortgage Assoc.    4.00%   10/1/2040 - 6/1/2043   12,921  13,853,256 
Federal National Mortgage Assoc. (b)   4.00%   TBA    105,691   112,873,705 
Federal National Mortgage Assoc.    4.50%   4/1/2040 - 1/1/2043    46,533   50,730,764 
Federal National Mortgage Assoc.(b)    4.50%   TBA    28,024   30,462,527 
Federal National Mortgage Assoc.    5.50%   9/1/2034 - 7/1/2036    6,524   7,366,297 
Federal National Mortgage Assoc.   6.50%   1/1/2036    70   81,608 
Total Government Sponsored Enterprises Pass-Throughs
(cost $309,352,953)
                312,373,469 
                    
MUNICIPAL BONDS 0.55%                   
                    
Electric Revenue Bonds 0.13%                   
                    
American Municipal Power, Inc.   7.834%   2/15/2041    1,100   1,658,448 
                    
Power 0.15%                   
                    
Municipal Elec Auth of Georgia   7.055%   4/1/2057    1,675   1,981,492 
                    
Toll Roads 0.27%                   
                    
Metropolitan Washington Arpt   7.462%   10/1/2046    1,500   2,146,275 
North Texas Tollway Auth   8.91%   2/1/2030    1,150   1,409,026 
Total                3,555,301 
Total Municipal Bonds
(cost $6,276,852)
                7,195,241 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.68%      
                    
Bear Stearns ALT-A Trust 2004-8 1A   0.868%#   9/25/2034   $1,828  $1,780,917 
Citigroup Commercial Mortgage Trust 2014-GC21 XA IO   1.326%#   5/10/2047    24,961   2,199,757 
Commercial Mortgage Pass-Through Certificates 2013-LC6 AM   3.282%   1/10/2046    1,165   1,198,571 
Commercial Mortgage Pass-Through Certificates 2013-WWP D    3.898%   3/10/2031    4,534   4,621,644 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.315%#   8/10/2047    4,424   351,832 
Commercial Mortgage Pass-Through Certificates 2014-CR20 AM   3.938%   11/10/2047    700   742,182 
Commercial Mortgage Trust 2007-GG9 A2   5.381%   3/10/2039   353  354,331 
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(a)    0.374%#   12/20/2054    703   699,544 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(a)    0.394%#   12/20/2054    2,099   2,090,004 
GS Mortgage Securities Corp. II 2012-TMSQ A    3.007%   12/10/2030    1,100   1,108,688 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-C6 AS   4.117%   5/15/2045    1,200   1,302,004 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 AS   3.372%   12/15/2047    4,750   4,906,436 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.284%#   4/15/2047    4,948   278,780 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.284%#   4/15/2047    1,381   37,757 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C25 AS   4.065%   11/15/2047    1,200   1,286,218 
Sequoia Mortgage Trust 2012-4 A3   2.069%   9/25/2042    1,223   1,169,635 
Springleaf Mortgage Loan Trust 2012-3A A    1.57%   12/25/2059   1,223  1,224,758 
Springleaf Mortgage Loan Trust 2013-1A A    1.27%   6/25/2058    1,499   1,501,232 
Wells Fargo Commercial Mortgage Trust 2014-LC18 AS   3.808%   12/15/2047    400   420,882 
WF-RBS Commercial Mortgage Trust 2013-C12 AS   3.56%   3/15/2048    2,610   2,737,818 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.236%#   5/15/2047    9,804   732,895 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.573%#   5/15/2047    1,909   96,594 
WF-RBS Commercial Mortgage Trust 2014-C23 XA IO   0.724%#   10/15/2057    24,921   1,165,279 
WF-RBS Commercial Mortgage Trust 2014-C23 XB IO   0.307%#   10/15/2057    36,416   891,500 
WF-RBS Commercial Mortgage Trust 2014-C25 AS   3.984%#   11/15/2047    900   962,450 
WF-RBS Commercial Mortgage Trust 2014-C25 B   4.236%#   11/15/2047    1,000   1,070,289 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $34,334,223)
                34,931,997 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
U.S. TREASURY OBLIGATIONS 30.76%                   
                    
U.S. Treasury Bond   3.00%   11/15/2044   $56,850  $61,566,788 
U.S. Treasury Note   0.25%   4/15/2016    101,045   100,989,728 
U.S. Treasury Note   0.50%   7/31/2017    48,460   48,104,110 
U.S. Treasury Note   0.875%   9/15/2016    6,364   6,402,286 
U.S. Treasury Note   0.875%   4/15/2017    57,792   58,031,317 
U.S. Treasury Note   1.25%   11/30/2018    44,711   44,693,518 
U.S. Treasury Note   1.375%   2/29/2020    65,744   65,348,484 
U.S. Treasury Note   2.00%   2/15/2025    15,838   15,836,764 
Total U.S. Treasury Obligations
(cost $400,167,159)
                400,972,995 
Total Long-Term Investments
(cost $1,383,850,423)
                1,402,529,917 
                    
SHORT-TERM INVESTMENTS 12.15%                   
                    
COMMERCIAL PAPER 0.19%                   
                    
Utilities 0.11%                   
                    
Duke Energy Corp.   Zero Coupon    4/2/2015    1,500   1,499,406 
                    
Utilities: Miscellaneous 0.08%                   
                    
Enable Midstream Partners LP   Zero Coupon    3/23/2015    1,000   999,417 
Total Commercial Paper (cost $2,498,776)                2,498,823 
                    
U.S. TREASURY OBLIGATIONS 5.82%                   
                    
U.S. Treasury Note   1.25%   8/31/2015    25,382   25,526,753 
U.S. Treasury Note   2.125%   12/31/2015    49,535   50,316,712 
Total U.S. Treasury Obligations
(cost $75,830,056)
                75,843,465 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

Investments  Principal
Amount
(000)
   Fair
Value
 
REPURCHASE AGREEMENT 6.14%          
           
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $82,465,000 of U.S. Treasury Note at 1.125% due 5/31/2019; value: $81,640,350; proceeds: $80,038,248
(cost $80,038,248)
  $80,038   $80,038,248 
Total Short-Term Investments
(cost $158,367,080)
        158,380,536 
Total Investments in Securities 119.74%
(cost $1,542,217,503)
        1,560,910,453 
Liabilities in Excess of Other Assets(c) (19.74%)        (257,378,760)
Net Assets 100.00%       $1,303,531,693 

 

 
IO Interest Only.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at February 28, 2015.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.
(b) 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.
(c) Liabilities in excess of other assets include net unrealized appreciation/depreciation on futures contracts, as follows:

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized Appreciation 
U.S. 5-Year Treasury Note  June 2015  670  Long  $79,918,438   $380,930 
U.S. 10-Year Treasury Note  June 2015  329  Short   (42,045,172)   84,241 
Ultra Long U.S. Treasury Bond  June 2015  9  Long   1,514,531    35,281 
Totals           $39,387,797   $500,452 

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized Depreciation 
U.S. 2-Year Treasury Note  June 2015  75  Short  $(16,393,360)  $(35,288)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 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  $   $248,872,685   $   $248,872,685 
Corporate Bonds       363,412,369        363,412,369 
Foreign Government Obligations       31,533,504        31,533,504 
Government Sponsored Enterprises Collateralized Mortgage Obligations       3,237,657        3,237,657 
Government Sponsored Enterprises Pass-Throughs       312,373,469        312,373,469 
Municipal Bonds       7,195,241        7,195,241 
Non-Agency Commercial Mortgage-Backed Securities       34,931,997        34,931,997 
U.S. Treasury Obligations       476,816,460        476,816,460 
Commercial Paper       2,498,823        2,498,823 
Repurchase Agreement       80,038,248        80,038,248 
Total  $   $1,560,910,453   $   $1,560,910,453 
Other Financial Instruments                    
Futures Contracts                    
Assets  $500,452   $   $   $500,452 
Liabilities   (35,288)           (35,288)
Total  $465,164   $   $   $465,164 

 

 
(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND February 28, 2015

 

Investments  Shares  Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.93%         
          
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,380,784  $56,189 
Lord Abbett Developing Growth Fund, Inc.-Class I*(c)   552,638   14,496 
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I(b)   3,083,028   41,960 
Lord Abbett Securities Trust-Growth Leaders Fund-Class I*(d)   1,834,314   43,033 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   1,805,424   43,348 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(f)   2,542,500   34,171 
Lord Abbett Securities Trust-International Opportunities Fund-Class I(g)   1,337,635   22,967 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I*(g)   1,372,877   28,528 
          
Total Investments in Underlying Funds
(cost $236,414,853)
       284,692 

 

   Principal
Amount
(000)
    
SHORT-TERM INVESTMENT 0.06%         
          
Repurchase Agreement         
          
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with State Street Bank and Trust Co. collateralized by $185,000 of U.S. Treasury Note at 1.375% due 6/30/2018; value: $186,679; proceeds: $182,842
(cost $182,842)
  $183   183 
Total Investments in Securities 99.99%
(cost $236,597,695)
       284,875 
Other Assets in Excess of Liabilities 0.01%       23 
Net Assets 100.00%      $284,898 

 

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

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND February 28, 2015

The following is a summary of the inputs used as of February 28, 2015 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  $284,692   $   $   $284,692
Repurchase Agreement       183        183
Total  $284,692   $183   $   $284,875

 

 

(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 95.33%                   
                    
ASSET-BACKED SECURITY 0.04%                   
                    
Other                   
                    
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2
(cost $2,394,084)
   0.531%#   2/1/2041   $2,800  $2,495,500 
                    
             Shares
(000)
     
COMMON STOCKS 0.01%                   
                    
Metals/Minerals 0.01%                   
                    
Mirabela Nickel Ltd.*(a)           AUD8,607   571,656 
                    
Service 0.00%                   
                    
Travelport LLC            24   356,709 
Total Common Stocks
(cost $660,179)
                928,365 
                    
   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
    
CORPORATE BONDS 4.77%                   
                    
Aerospace 0.10%                   
                    
Air Canada (Canada)†(b)   7.75%   4/15/2021   $6,250   6,687,500 
                    
Chemicals 0.24%                   
                    
Grupo Idesa SA de CV (Mexico)†(b)   7.875%   12/18/2020    3,400   3,422,100 
Hexion U.S. Finance Corp.   6.625%   4/15/2020    8,950   8,592,000 
TPC Group, Inc.   8.75%   12/15/2020    4,660   4,298,850 
Total                 16,312,950 
                    
Consumer Durables 0.03%                   
                    
Avon Products, Inc.   4.60%   3/15/2020    1,965   1,838,906 
                    
Consumer Non-Durables 0.32%                   
                    
DynCorp International, Inc.   10.375%   7/1/2017    6,500   5,931,250 
Hot Topic, Inc.   9.25%   6/15/2021    5,000   5,487,500 
NES Rentals Holdings, Inc.   7.875%   5/1/2018    10,295   10,475,162 
Total                 21,893,912 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Energy 0.96%                   
                    
Bill Barrett Corp.   7.00%   10/15/2022   $1,475  $1,382,813 
Bill Barrett Corp.   7.625%   10/1/2019    1,543   1,517,926 
CrownRock LP/CrownRock Finance, Inc.   7.75%   2/15/2023    2,650   2,742,750 
EXCO Resources, Inc.   7.50%   9/15/2018    2,107   1,606,588 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(b)   7.50%   2/11/2020    7,500   5,737,500 
Gulfport Energy Corp.   7.75%   11/1/2020    2,965   3,068,775 
Light Tower Rentals, Inc.   8.125%   8/1/2019    3,935   2,872,550 
Memorial Resource Development Corp.   5.875%   7/1/2022    3,125   3,007,813 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%   11/15/2020    2,640   2,739,000 
Parsley Energy LLC/Parsley Finance Corp.   7.50%   2/15/2022    6,000   6,180,000 
Rice Energy, Inc.   6.25%   5/1/2022    5,200   5,096,000 
Rockies Express Pipeline LLC   5.625%   4/15/2020    7,275   7,656,937 
RSP Permian, Inc.   6.625%   10/1/2022    2,465   2,492,731 
Sabine Pass Liquefaction LLC   5.625%   3/1/2025    9,800   9,861,250 
Seven Generations Energy Ltd. (Canada)†(b)   8.25%   5/15/2020    8,875   9,252,187 
Total                 65,214,820 
                    
Financial 0.16%                   
                    
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC   7.875%   12/15/2020    4,075   4,217,625 
American Equity Investment Life Holding Co.   6.625%   7/15/2021    6,000   6,450,000 
Total                 10,667,625 
                    
Food & Drug 0.24%                   
                    
Albertsons Holdings LLC/Saturn Acquisition Merger Sub, Inc.   7.75%   10/15/2022    4,086   4,412,880 
Checkers Drive-In Restaurants, Inc.   11.00%   12/1/2017    5,900   6,445,750 
WhiteWave Foods Co. (The)   5.375%   10/1/2022    5,295   5,698,744 
Total                16,557,374 
                    
Food/Tobacco 0.24%                   
                    
Chiquita Brands International, Inc./Chiquita Brands LLC   7.875%   2/1/2021    993   1,093,541 
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc. (Greece)†(b)   9.875%   2/1/2020    5,405   5,702,275 
PF Chang’s China Bistro, Inc.   10.25%   6/30/2020    7,875   7,993,125 
Ruby Tuesday, Inc.   7.625%   5/15/2020    1,552   1,590,800 
Total                 16,379,741 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Forest Products 0.07%                   
                    
Rayonier AM Products, Inc.   5.50%   6/1/2024   $2,550  $2,199,375 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%   4/15/2019    2,500   2,631,250 
Total                 4,830,625 
                    
Gaming/Leisure 0.22%                   
                    
Mohegan Tribal Gaming Authority   11.00%   9/15/2018    4,601   4,624,005 
NCL Corp. Ltd.   5.25%   11/15/2019    2,660   2,746,450 
Pinnacle Entertainment, Inc.   6.375%   8/1/2021    4,183   4,465,352 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%   9/1/2018    3,250   3,404,375 
Total                 15,240,182 
                    
Housing 0.13%                   
                    
Modular Space Corp.   10.25%   1/31/2019    5,100   3,850,500 
Ply Gem Industries, Inc.   6.50%   2/1/2022    5,520   5,326,800 
Total                 9,177,300 
                    
Media/Telecommunications 0.31%                   
                    
Digicel Ltd. (Jamaica)†(b)   8.25%   9/1/2017    3,000   3,090,000 
iHeartCommunications, Inc.   5.50%   12/15/2016    9,000   8,741,250 
iHeartCommunications, Inc.   10.00%   1/15/2018    10,500   9,371,250 
Total                 21,202,500 
                    
Metals/Minerals 0.28%                   
                    
Coeur Mining, Inc.   7.875%   2/1/2021    10,000   9,000,000 
Mirabela Nickel Ltd. (Australia)(b)   1.00%   9/16/2044    50   5 
Penn Virginia Corp.   7.25%   4/15/2019    3,185   3,053,619 
Thompson Creek Metals Co., Inc.   7.375%   6/1/2018    8,250   6,847,500 
Total                 18,901,124 
                    
Retail 0.41%                   
                    
Family Tree Escrow LLC   5.25%   3/1/2020    4,903   5,148,150 
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.   7.875%   10/1/2022    7,596   7,406,100 
Rent-A-Center, Inc.   6.625%   11/15/2020    5,280   5,016,000 
Tops Holding Corp./Tops Markets LLC   8.875%   12/15/2017    6,000   6,300,000 
Toys R Us Property Co. II LLC   8.50%   12/1/2017    3,990   4,009,950 
Total                 27,880,200 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Service 0.43%                   
                    
Alliance Data Systems Corp.   6.375%   4/1/2020   $3,760  $3,924,500 
First Data Corp.   10.625%   6/15/2021    2,275   2,627,625 
Jurassic Holdings III, Inc.   6.875%   2/15/2021    5,400   4,698,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   5.875%   8/1/2021    4,532   4,316,730 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%   10/1/2017    13,600   14,076,000 
Total                 29,642,855 
                    
Transportation 0.33%                   
                    
Dynagas LNG Partners LP/Dynagas Finance, Inc. (Greece)(b)   6.25%   10/30/2019    9,340   8,265,900 
Florida East Coast Holdings Corp.   6.75%   5/1/2019    1,475   1,524,781 
GasLog Ltd.†(a)   7.00%#   6/27/2018   NOK38,000   4,932,181 
Stackpole International Intermediate/Stackpole International Powder (Luxembourg)†(b)   7.75%   10/15/2021   $7,485   7,559,850 
Total                 22,282,712 
                    
Utility 0.30%                   
                    
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(c)   11.75%   3/1/2022    9,935   10,711,724 
Illinois Power Generating Co.   7.00%   4/15/2018    7,007   6,516,510 
NSG Holdings LLC/NSG Holdings, Inc.   7.75%   12/15/2025    2,879   3,116,711 
Total                 20,344,945 
Total Corporate Bonds
(cost $337,851,646)
                 325,055,271 
                    
FLOATING RATE LOANS(d) 89.92%                   
                    
Aerospace 3.18%                   
                    
American Airlines, Inc. 2014 Class B Term Loan   4.25%   10/10/2021    9,390   9,457,138 
American Airlines, Inc. Class B Term Loan   3.75%   6/27/2019    34,325   34,332,663 
AWAS Finance Luxembourg 2012 SA Term Loan (Luxembourg)(b)   3.50%   7/16/2018    19,536   19,536,127 
DAE Aviation Holdings, Inc. 2nd Lien Initial Term Loan   7.75%   8/5/2019    13,052   12,921,480 
Delta Air Lines, Inc. 2014 Term Loan B1   3.25%   10/18/2018    30,897   30,961,348 
Doncasters U.S. Finance LLC 2nd Lien Term Loan   9.50%   10/9/2020    14,315   14,234,307 
DynCorp International, Inc. Term Loan   6.25%   7/7/2016    12,945   12,901,652 
TransDigm, Inc. Tranche C Term Loan   3.75%   2/28/2020    33,125   33,050,445 
TransDigm, Inc. Tranche D Term Loan   3.75%   6/4/2021    5,208   5,200,867 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Aerospace (continued)                   
                    
United Air Lines, Inc. Class B Term Loan   3.50%   4/1/2019   $26,243  $26,170,794 
United Air Lines, Inc. Class B1 Term Loan   3.75%   9/15/2021    17,656   17,725,578 
Total                 216,492,399 
                    
Chemicals 2.96%                   
                    
American Pacific Corp. Term Loan   7.00%   2/27/2019    13,029   13,004,502 
Axalta Coating Systems Dutch Holding B B.V. Refinanced Term Loan B   3.75%   2/1/2020    37,941   37,723,247 
EWT Holdings III Corp. 1st Lien Term Loan   4.75%   1/15/2021    19,417   19,344,035 
Huntsman International LLC 2014-1 Incremental Term Loan   3.75%   8/12/2021    30,000   30,118,800 
INEOS US Finance LLC Cash Dollar Term Loan   3.75%   5/4/2018    23,244   23,213,811 
OXEA Finance & Cy S.C.A. 1st Lien Tranche B2 Term Loan   4.25%   1/15/2020    14,659   14,255,842 
OXEA Finance & Cy S.C.A. 2nd Lien Term Loan   8.25%   7/15/2020    25,230   23,936,962 
Phibro Animal Health Corp. Term Loan B   4.00%   4/16/2021    14,900   14,834,763 
Tata Chemicals North America Term Loan   3.75%   8/7/2020    25,338   25,242,645 
Total                 201,674,607 
                    
Consumer Durables 0.25%                   
                    
Britax US Holdings, Inc. Initial Dollar Term Loan   4.50%   10/15/2020    5,507   4,185,000 
Spectrum Brands, Inc. Tranche A Term Loan   3.00%   9/4/2017    3,372   3,369,645 
Spectrum Brands, Inc. Tranche C Term Loan   3.50%   9/4/2019    4,037   4,038,052 
Tempur-Pedic International, Inc. New Term Loan B   3.50%   3/18/2020    5,519   5,520,075 
Total                 17,112,772 
                    
Consumer Non-Durables 1.12%                   
                    
Charger OpCo B.V. EUR Term Loan B1(a)   3.50%   7/23/2021   EUR11,950   13,437,105 
Charger OpCo B.V. US Term Loan B1 (Netherlands)(b)   3.50%   7/23/2021   $16,610   16,651,525 
Eastman Kodak Co. 2nd Lien Term Loan   10.75%   9/3/2020    7,365   7,414,088 
FGI Operating Co. LLC Term Loan B   5.50%   4/19/2019    15,578   15,051,941 
Vogue International LLC Tranche B1 Initial Term Loan   5.25%   2/14/2020    23,378   23,524,123 
Total                 76,078,782 
                    
Energy 3.41%                   
                    
Bayonne Energy Center, LLC Advance Term Loan B   5.00%   8/19/2021    16,692   16,678,523 
Callon Petroleum Co. 2nd Lien Term Loan   8.50%   10/8/2021    9,840   9,624,750 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.50%   5/12/2021    16,758   15,448,431 
CITGO Holding, Inc. Term Loan   9.50%   5/12/2018    2,935   2,925,226 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Energy (continued)                   
                    
CITGO Petroleum Corp. Term Loan B   4.50%   7/29/2021   $12,232  $12,071,332 
EIF Channelview Cogeneration LLC Term Loan   4.25%   5/8/2020    18,981   18,980,932 
EMG Utica LLC Term Loan   4.75%   3/27/2020    7,925   7,271,188 
Energy Transfer Equity LP 2013 Term Loan   3.25%   12/2/2019    16,995   16,588,735 
Fieldwood Energy LLC 2nd Lien Closing Date Term Loan   8.375%   9/30/2020    25,827   19,896,425 
Gates Global LLC Initial Dollar Term Loan   4.25%   7/5/2021    27,506   27,363,829 
MEG Energy Corp. New Term Loan (Canada)(b)   3.75%   3/31/2020    31,230   30,156,146 
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%   12/19/2020    12,875   13,068,125 
NGPL PipeCo LLC Term Loan   6.75%   9/15/2017    5,092   4,913,430 
Pacific Drilling SA Term Loan (Luxembourg)(b)   4.50%   6/3/2018    20   16,201 
Templar Energy LLC 2nd Lien New Term Loan   8.50%   11/25/2020    24,024   18,678,530 
Western Refining, Inc. 2013 Term Loan   4.25%   11/12/2020    19,038   18,942,971 
Total                 232,624,774 
                    
Financial 3.41%                   
                    
Alliant Holdings I LLC Initial Term Loan   5.00%   12/20/2019    19,423   19,423,116 
Alliant Holdings I LLC New 2015-2 Term Loan   5.00%   12/20/2019    941   940,417 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(b)   3.50%   3/6/2021    40,296   40,362,896 
Fly Funding II S.A.R.L Term Loan (Luxembourg)(b)   4.50%   8/9/2019    32,054   32,093,979 
Home Loan Servicing Solutions Ltd. Initial Term Loan   4.50%   6/26/2020    34,475   33,785,255 
HUB International Ltd. Initial Term Loan   4.25%   10/2/2020    17,417   17,246,377 
MIP Delaware LLC Term Loan B1 (Luxemburg)(b)   4.00%   3/9/2020    3,098   3,107,647 
National Financial Partners Corp. 2014 Specified Refinancing Term Loan   4.50%   7/1/2020    19,683   19,597,289 
Ocwen Loan Servicing Initial Term Loan   5.00%   2/15/2018    11,750   11,278,138 
PGX Holdings, Inc. 1st Lien Initial Term Loan   6.25%   9/29/2020    5,481   5,494,233 
Sedgwick Claims Management Services, Inc. 1st Lien Initial Term Loan   3.75%   3/1/2021    20,233   20,013,020 
Sedgwick Claims Management Services, Inc. 2nd Lien Initial Term Loan   6.75%   2/28/2022    19,435   19,094,620 
Walter Investment Management Corp. Tranche B Term Loan   4.75%   12/18/2020    10,598   9,829,907 
Total                 232,266,894 
                    
Food & Drug 2.71%                   
                    
Albertson’s LLC Term Loan B2   5.375%   3/21/2019    64,824   65,323,699 
Blue Buffalo Co., Ltd. Term Loan B3   3.75%   8/8/2019    15,398   15,427,010 
New Albertson’s, Inc. Term Loan B   4.75%   6/27/2021    5,491   5,494,669 
P.F. Chang’s China Bistro, Inc. Borrowing Term Loan   4.25%   6/30/2020    18,361   17,913,182 
Pantry, Inc. (The) Retired Term Loan   5.75%   8/3/2019    3,825   3,833,377 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Food & Drug (continued)                   
                    
Red Lobster Management LLC 1st Lien Initial Term Loan   6.25%   7/28/2021   $15,092  $15,106,362 
Rite Aid Corp. 2nd Lien Tranche 1 Term Loan   5.75%   8/21/2020    21,230   21,475,525 
Smart & Final, Inc. 1st Lien Term Loan   4.75%   11/15/2019    22,394   22,478,121 
Supervalu, Inc. New Term Loan   4.50%   3/21/2019    17,347   17,409,531 
Total                 184,461,476 
                    
Food/Tobacco 3.42%                   
                    
Big Heart Pet Brands Initial Term Loan   3.50%   3/9/2020    14,690   14,686,989 
Candy Intermediate Holdings, Inc. Initial Term Loan   7.50%   6/18/2018    17,901   17,878,713 
Del Monte Foods, Inc. 2nd Lien Initial Term Loan   8.25%   8/18/2021    8,000   7,300,000 
Diamond Foods, Inc. Term Loan   4.25%   8/20/2018    13,024   13,024,133 
H.J. Heinz Co. Term Loan B2   3.50%   6/5/2020    50,486   50,628,080 
Hearthside Group Holdings LLC Term Loan   4.50%   6/2/2021    17,935   18,024,537 
New HB Acquisition LLC Term Loan B   6.75%   4/9/2020    25,235   25,755,456 
New Red Finance, Inc. Term Loan B  (Canada)(b)   4.50%   12/12/2021    54,395   54,768,966 
Performance Food Group, Inc. 2nd Lien Initial Term Loan   6.25%   11/14/2019    17,459   17,502,563 
Pinnacle Foods Finance LLC New Term Loan G   3.00%   4/29/2020    13,782   13,728,109 
Total                 233,297,546 
                    
Forest Products 2.54%                   
                    
Berry Plastics Corp. Term Loan D   3.50%   2/8/2020    25,476   25,413,797 
Caraustar Industries, Inc. Term Loan   8.00%   5/1/2019    19,687   19,342,203 
CD&R Millennium Holdco 6 S.A.R.L. 1st Lien Initial Dollar Term Loan (Luxembourg)(b)   4.50%   7/31/2021    9,820   9,722,184 
CD&R Millennium Holdco 6 S.A.R.L. 2nd Lien Initial Term Loan (Luxembourg)(b)   8.25%   7/31/2022    16,195   15,805,348 
Onex Wizard Acquisition Co. II S.C.A. Initial Dollar Term Loan   5.25%   3/11/2022    11,631   11,733,818 
Onex Wizard Acquisition Co. II S.C.A. Initial Euro Term Loan(a)   5.25%   3/11/2022   EUR8,950   10,106,840 
Reynolds Group Holdings, Inc. Incremental US Term Loan   4.00%   12/1/2018   $24,618   24,737,231 
Signode Industrial Group LUX SA Initial Term Loan B   3.75%   5/1/2021    32,108   31,947,492 
Viskase Cos., Inc. Initial Term Loan   4.25%   1/30/2021    24,762   24,329,064 
Total                 173,137,977 
                    
Gaming/Leisure 7.17%                   
                    
Caesar’s Entertainment Operating Co., Inc. Term Loan B6   7.005%   3/1/2017    15,710   14,537,327 
Caesar’s Entertainment Operating Co., Inc. Term Loan B7   9.75%   1/28/2018    10,753   9,961,455 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Gaming/Leisure (continued)                   
                    
Caesar’s Entertainment Resort Properties LLC Term Loan B   7.00%   10/11/2020   $16,086  $15,558,459 
Caesar’s Growth Properties Holdings LLC 1st Lien Term Loan B   6.25%   5/8/2021    19,900   18,138,850 
Cannery Casino Resorts LLC 1st Lien Term Loan   6.00%   10/2/2018    4,245   4,138,648 
Cannery Casino Resorts LLC 2nd Lien Term Loan   10.00%   10/2/2019    23,767   19,132,435 
CCM Merger, Inc. Term Loan   4.50%   8/6/2021    17,578   17,636,504 
CityCenter Holdings LLC Term Loan B   4.25%   10/16/2020    28,635   28,692,717 
Diamond US Holding LLC Initial Term Loan   4.75%   12/17/2021    11,655   11,635,594 
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%   7/31/2020    18,000   18,371,340 
Equinox Holdings, Inc. New Initial 1st Lien Term Loan   5.00%   1/31/2020    25,439   25,582,468 
Four Seasons Holdings, Inc. 2013 1st Lien Term Loan (Canada)(b)   3.50%   6/27/2020    12,755   12,736,378 
Global Cash Access, Inc. Term Loan B   6.25%   12/18/2020    14,730   14,527,463 
Hilton Worldwide Finance LLC Initial Term Loan   3.50%   10/26/2020    56,131   56,201,449 
Las Vegas Sands LLC Term Loan B   3.25%   12/19/2020    27,038   27,077,857 
Lions Gate Entertainment Corp. Retired Term Loan (Canada)(b)   5.00%   7/17/2020    15,030   15,105,150 
MGM Resorts International Term Loan B   3.50%   12/20/2019    42,330   42,239,868 
Mohegan Tribal Gaming Authority Term Loan B   5.50%   11/19/2019    25,760   25,495,960 
Peninsula Gaming LLC Term Loan B   4.25%   11/20/2017    13,108   13,116,147 
Pinnacle Entertainment, Inc. Tranche B2 Term Loan   3.75%   8/13/2020    18,960   18,981,076 
ROC Finance LLC Funded Term Loan B   5.00%   6/20/2019    13,638   12,995,782 
Scientific Games International, Inc. Initial Term Loan   6.00%   10/18/2020    4,125   4,124,051 
Scientific Games International, Inc. Initial Term Loan B2   6.00%   10/1/2021    27,320   27,322,459 
Seminole Hard Rock Entertainment, Inc. New Term Loan B   3.50%   5/14/2020    15,760   15,602,400 
Seminole Tribe of Florida Initial Term Loan   3.00%   4/29/2020    10,032   10,037,962 
Town Sports International LLC Initial Term Loan   4.50%   11/16/2020    11,309   9,725,596 
Total                 488,675,395 
                    
Healthcare 11.10%                   
                    
Acadia Healthcare Co, Inc. Tranche B Term Loan   4.25%   2/11/2022    5,865   5,896,759 
Air Medical Group Holdings, Inc. Term Loan B1   5.00%   6/30/2018    20,541   20,605,672 
Air Medical Holdings LLC Term Loan   7.625%   5/31/2018    17,680   17,724,200 
AmSurg Corp. Initial Term Loan   3.75%   7/16/2021    16,648   16,700,279 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Healthcare (continued)                   
                    
Ardent Medical Services, Inc. 1st Lien Term Loan   6.75%   7/2/2018   $22,594  $22,674,806 
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%   1/2/2019    9,786   9,859,156 
Auris Luxembourg III S.A.R.L. Facility Term Loan B2 (Luxembourg)(b)   5.50%   1/17/2022    6,865   6,946,522 
Biomet, Inc. Dollar Term Loan B2   3.671%   7/25/2017    13,186   13,191,755 
Catalent Pharma Solutions, Inc. Dollar Term Loan   4.25%   5/20/2021    7,840   7,872,959 
CHG Healthcare Services, Inc. 1st Lien Term Loan   4.25%   11/19/2019    15,632   15,659,245 
CHG Healthcare Services, Inc. 2nd Lien Term Loan   9.00%   11/19/2020    8,012   8,051,985 
CHS/Community Health Systems, Inc. 2019 Term Loan A   2.672% - 2.761%   1/25/2019    34,757   34,387,918 
CHS/Community Health Systems, Inc. 2021 Term Loan D   4.25%   1/27/2021    51,480   51,675,367 
DaVita HealthCare Partners, Inc. Tranche B Term Loan   3.50%   6/24/2021    20,823   20,890,993 
Emdeon, Inc. Term Loan B2   3.75%   11/2/2018    26,669   26,651,986 
Grifols Worldwide Operations Ltd. US Tranche B Term Loan   3.172%   2/27/2021    24,219   24,210,094 
HCA, Inc. Tranche B4 Term Loan   3.005%   5/1/2018    36,399   36,430,837 
HCA, Inc. Tranche B5 Term Loan   2.922%   3/31/2017    9,795   9,809,742 
Iasis Healthcare LLC Term Loan B2   4.50%   5/3/2018    21,291   21,350,823 
IMS Health, Inc. Dollar Term Loan B   3.50%   3/17/2021    10,484   10,450,492 
Kindred Healthcare, Inc. New Term Loan   4.25%   4/9/2021    21,928   21,997,108 
Kinetic Concepts, Inc. Dollar Term Loan E1   4.00%   5/4/2018    30,271   30,330,934 
Mallinckrodt International Finance SA Incremental Term Loan B1 (Luxembourg)(b)   3.50%   3/19/2021    18,135   18,132,646 
Mallinckrodt International Finance SA Initial Term Loan B (Luxembourg)(b)   3.25%   3/19/2021    2,930   2,920,111 
Millennium Health LLC Tranche B Term Loan   5.25%   4/16/2021    45,260   45,542,907 
MPH Acquisition Holdings LLC Initial Term Loan   3.75%   3/31/2021    32,671   32,501,733 
National Mentor Holdings, Inc. Tranche B Term Loan   4.25%   1/31/2021    25,763   25,630,982 
Onex Carestream Finance LP 2013 1st Lien Term Loan   5.00%   6/7/2019    7,135   7,156,276 
Par Pharmaceutical Cos., Inc. Term Loan B3   4.25%   9/30/2019    5,878   5,879,351 
PharMedium Healthcare Corp. 1st Lien Initial Term Loan   4.25%   1/28/2021    18,103   17,899,569 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%   1/28/2022    3,543   3,543,315 
Quintiles Transnational Corp. Term Loan B3   3.75%   6/8/2018    7,769   7,787,566 
RPI Finance Trust Term Loan B4   3.50%   11/9/2020    5,520   5,559,109 
Salix Pharmaceuticals, Ltd. Term Loan   4.25%   1/2/2020    9,025   9,036,056 
STHI Holding Corp. Initial Term Loan   4.50%   8/6/2021    14,738   14,728,925 
Surgery Center Holdings, Inc. 2nd Lien Initial Term Loan   8.50%   11/3/2021    6,900   6,710,250 
Surgical Care Affiliates LLC Class B Extending Term Loan Facility   4.255%   12/29/2017    7,945   7,954,485 
Surgical Care Affiliates LLC Class C Incremental Term Loan   4.00%   6/29/2018    24,661   24,620,309 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Healthcare (continued)                   
                    
United Surgical Partners International, Inc. Extended Term Loan   4.25%   4/19/2017   $3,782  $3,786,086 
United Surgical Partners International, Inc. New Tranche B Term Loan   4.75%   4/3/2019    18,984   19,043,769 
Valeant Pharmaceuticals International, Inc. Series C2 Tranche B Term Loan (Canada)(b)   3.50%   12/11/2019    8,071   8,068,730 
Valeant Pharmaceuticals International, Inc. Series D2 Term Loan B (Canada)(b)   3.50%   2/13/2019    2,469   2,469,745 
Valeant Pharmaceuticals International, Inc. Series E1 Tranche B Term Loan (Canada)(b)   3.50%   8/5/2020    54,767   54,747,512 
Total                 757,089,064 
                    
Housing 1.47%                   
                    
Atkore International, Inc. 1st Lien Initial Term Loan   4.50%   4/9/2021    18,318   17,768,321 
Atkore International, Inc. 2nd Lien Initial Term Loan   7.75%   10/9/2021    8,370   7,930,575 
Cemex España S.A. EUR Facility B1 Term Loan(a)   4.502%   2/14/2017   EUR12,485   14,006,633 
Cemex España S.A. Facility A4 Term Loan (Mexico)(b)   4.673%   2/14/2017   $5,525   5,538,708 
Realogy Group LLC Extended Synthetic Commitment   0.018%   10/10/2016    2,584   2,540,077 
Realogy Group LLC Initial 2014 Term Loan B   3.75%   3/5/2020    35,857   35,883,339 
Starwood Property Trust, Inc. 1st Lien Term Loan   3.50%   4/17/2020    16,811   16,674,202 
Total                 100,341,855 
                    
Information Technology 7.23%                   
                    
AF Borrower LLC 1st Lien Initial Term Loan   6.25%   1/28/2022    17,085   17,106,356 
AF Borrower LLC 2nd Lien Initial Term Loan   10.00%   1/30/2023    5,895   5,924,475 
Applied Systems, Inc. 1st Lien Initial Term Loan   4.25%   1/25/2021    12,174   12,164,330 
Avago Technologies Cayman Ltd. Term Loan   3.75%   5/6/2021    63,083   63,244,367 
Blue Coat Systems, Inc. 2013 2nd Lien Term Loan   9.50%   6/26/2020    1,465   1,478,734 
Blue Coat Systems, Inc. New Term Loan   4.00%   5/31/2019    10,104   10,104,286 
BMC Software Finance, Inc. Initial US Term Loan   5.00%   9/10/2020    8,974   8,607,699 
CDW LLC Term Loan   3.25%   4/29/2020    17,715   17,596,841 
DealerTrack Technologies, Inc. Term Loan   3.25%   2/28/2021    24,328   24,256,640 
Dell International LLC Term Loan B   4.50%   4/29/2020    58,922   59,244,846 
Dell International LLC Term Loan C   3.75%   10/29/2018    14,632   14,678,016 
Eastman Kodak Co. Exit Term Loan   7.25%   9/3/2019    21,584   21,611,068 
Epicor Software Corp. Term Loan B2   4.00%   5/16/2018    15,041   15,054,565 
EZE Software Group LLC 1st Lien Term Loan B1   4.00%   4/6/2020    13,200   13,109,005 
EZE Software Group LLC 2nd Lien New Term Loan   7.25%   4/5/2021    18,256   17,503,290 
Freescale Semiconductor, Inc. Tranche B4 Term Loan   4.25%   2/28/2020    39,872   39,857,967 
Freescale Semiconductor, Inc. Tranche B5 Term Loan   5.00%   1/15/2021    7,994   8,045,676 
Infor (US), Inc. Tranche B3 Term Loan   3.75%   6/3/2020    6,860   6,810,677 
Infor (US), Inc. Tranche B5 Term Loan   3.75%   6/3/2020    26,341   26,156,155 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Information Technology (continued)                   
                    
ION Trading Technologies S.A.R.L. 1st Lien Initial Dollar Term Loan (Luxembourg)(b)   4.25%   6/10/2021   $5,294  $5,269,288 
ION Trading Technologies S.A.R.L. 2nd Lien Term Loan (Luxembourg)(b)   7.25%   6/10/2022    13,000   12,740,000 
Mitchell International, Inc. 2nd Lien Initial Term Loan   8.50%   10/11/2021    11,574   11,477,531 
Mitchell International, Inc. Initial Term Loan   4.50%   10/12/2020    21,248   21,163,668 
NXP B.V. Tranche D Term Loan (Netherlands)(b)   3.25%   1/11/2020    21,713   21,610,964 
Peak 10, Inc. 2nd Lien Term Loan   8.25%   6/17/2022    10,825   10,446,125 
Riverbed Technology, Inc. Term Loan B   TBD    2/25/2022    8,575   8,652,732 
Scitor Corp. Term Loan   5.00%   2/15/2017    11,577   11,548,394 
SunGard Data Systems, Inc. Tranche E Term Loan   4.00%   3/8/2020    7,575   7,588,751 
Total                 493,052,446 
                    
Manufacturing 2.92%                   
                    
Accudyne Industries Borrower S.C.A./Accudyne Industries, LLC Refinancing Term Loan   4.00%   12/13/2019    16,186   15,599,606 
Alison Bidco S.A.R.L. 1st Lien Initial Dollar Term Loan B2 (Germany)(b)   5.50%   8/29/2021    6,873   6,735,677 
Alison US LLC 1st Lien Initial Dollar Term Loan B1 (Germany)(b)   5.50%   8/29/2021    6,873   6,735,677 
Alliance Laundry Systems LLC 1st Lien Initial Term Loan   4.25%   12/10/2018    22,672   22,661,983 
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan   9.50%   12/10/2019    9,456   9,502,806 
Apex Tool Group LLC Term Loan   4.50%   1/31/2020    11,646   11,413,217 
Arris Enterprises, Inc. Term Loan Facility B   3.25%   4/17/2020    4,653   4,652,127 
Faenza Acquisition GmbH Dollar Term Loan B3 (Germany)(b)   4.25%   8/30/2020    2,406   2,404,104 
Faenza Acquisition GmbH Initial Dollar Term Loan B1 (Germany)(b)   4.25%   8/30/2020    8,146   8,141,148 
Faenza Acquisition GmbH Initial Dollar Term Loan B2 (Germany)(b)   4.25%   8/30/2020    812   811,451 
FPC Holdings, Inc. 2nd Lien Initial Term Loan   9.25%   5/19/2020    12,805   12,212,769 
Gardner Denver, Inc. Initial Dollar Term Loan   4.25%   7/30/2020    5,311   5,113,900 
Hillman Group Inc. (The) Initial Term Loan   4.50%   6/30/2021    17,026   17,061,176 
Milacron LLC Term Loan   4.00%   3/28/2020    11,937   11,788,145 
Ply Gem Industries, Inc. Term Loan   4.00%   2/1/2021    14,724   14,542,886 
Road Infrastructure Investment LLC 1st Lien 2014 Term Loan   4.25%   9/30/2021    3,368   3,279,687 
Road Infrastructure Investment LLC 2nd Lien 2014 Term Loan   7.75%   9/21/2021    6,895   6,171,025 
TI Group Automotive Systems LLC Term Loan Facility   4.25%   7/2/2021    21,567   21,575,575 
Unifrax Holding Co. New Dollar Term Loan B   4.25%   11/28/2018    12,779   12,734,299 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Manufacturing (continued)                   
                    
Unifrax Holding Co. New EUR Term Loan(a)   5.25%   11/28/2018   EUR5,549  $6,248,130 
Total                 199,385,388 
                    
Media/Telecommunications 12.85%                   
                    
Acquisitions Cogeco Cable II LP 2013 Term Loan B   3.25%   12/2/2019   $16,816   16,768,462 
Activision Blizzard, Inc. Term Loan   3.25%   10/12/2020    15,062   15,121,548 
Affinion Group, Inc. 2nd Lien Initial Term Loan   8.50%   10/31/2018    12,000   10,565,640 
Affinion Group, Inc. Tranche B Term Loan   6.75%   4/30/2018    28,330   27,007,526 
Altice Financing SA Term Loan (Luxembourg)(b)   5.50%   7/2/2019    12,740   12,872,751 
CBS Outdoor Americas Capital LLC Term Loan   3.00%   1/31/2021    8,290   8,269,275 
Cequel Communications LLC Term Loan   3.50%   2/14/2019    28,218   28,279,600 
Charter Communications Operating LLC Term Loan E   3.00%   7/1/2020    14,299   14,276,036 
Charter Communications Operating LLC Term Loan F   3.00%   1/3/2021    7,264   7,249,180 
Charter Communications Operating LLC Term Loan G   4.25%   9/10/2021    30,350   30,626,185 
Checkout Holding Corp. 2nd Lien Initial Term Loan   7.75%   4/11/2022    7,470   6,735,438 
Consolidated Communications, Inc. Initial Term Loan   4.25%   12/23/2020    16,717   16,803,596 
Crown Castle Operating Co. Extended Incremental Tranche B2 Term Loan   3.00%   1/31/2021    20,685   20,685,126 
CSC Holdings LLC Term Loan B   2.672%   4/17/2020    35,446   35,364,381 
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(b)   7.75%   7/29/2022    17,591   17,663,865 
Delta 2 (Lux) S.A.R.L. Facility B3 Term Loan (Luxembourg)(b)   4.75%   7/30/2021    52,405   52,258,039 
Eircom Finco S.A.R.L. Facility B2 Term Loan(a)   4.582%   9/30/2019   EUR25,405   27,791,370 
Fibertech Networks LLC Term Loan   4.00%   12/18/2019   $7,375   7,351,899 
Getty Images, Inc. Initial Term Loan   4.75%   10/18/2019    15,299   13,271,823 
iHeart Communications, Inc. Tranche D Term Loan   6.928%   1/30/2019    41,748   40,066,818 
Integra Telecom Holdings, Inc. 2nd Lien Initial Term Loan   9.75%   2/21/2020    5,242   5,222,342 
Integra Telecom Holdings, Inc. Term Loan B   5.25%   2/22/2019    16,603   16,553,197 
Intelsat Jackson Holdings SA Tranche B2 Term Loan (Luxembourg)(b)   3.75%   6/30/2019    21,838   21,709,157 
Level 3 Financing, Inc. Tranche B 2020 Term Loan   4.00%   1/15/2020    41,612   41,679,619 
Level 3 Financing, Inc. Tranche B-III 2019 Term Loan   4.00%   8/1/2019    9,080   9,092,984 
LTS Buyer LLC 1st Lien Term Loan B   4.00%   4/13/2020    17,324   17,226,672 
MCC Iowa LLC Tranche G Term Loan   4.00%   1/20/2020    17,515   17,515,204 
MCC Iowa LLC Tranche H Term Loan   3.25%   1/29/2021    4,900   4,886,004 
Media General, Inc. Term Loan B   4.25%   7/31/2020    9,767   9,808,458 
Mediacom Illinois LLC Tranche E Term Loan   3.15%   10/23/2017    23,284   23,215,683 
Metro-Goldwyn-Mayer, Inc. 2nd Lien Term Loan   5.125%   6/26/2020    10,605   10,551,975 
Newsday LLC Term Loan   3.672%   10/12/2016    13,295   13,270,456 
Numericable U.S. LLC Dollar Denominated Tranche B1 Term Loan   4.50%   5/21/2020    18,336   18,398,347 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Media/Telecommunications (continued)                   
                    
Numericable U.S. LLC Dollar Denominated Tranche B2 Term Loan   4.50%   5/21/2020   $15,864  $15,917,078 
SBA Senior Finance II LLC Incremental Tranche B1 Term Loan   3.25%   3/24/2021    16,915   16,830,425 
Syniverse Holdings, Inc. Tranche B Term Loan   4.00%   4/23/2019    21,939   21,720,029 
Tribune Co. Initial Term Loan   4.00%   12/27/2020    35,448   35,503,965 
Univision Communications, Inc. Replacement 1st Lien Term Loan   4.00%   3/1/2020    48,051   48,012,475 
Virgin Media Investment Holdings Ltd. Facility Term Loan B   3.50%   6/7/2020    26,775   26,745,414 
WaveDivision Holdings LLC Initial Term Loan   4.00%   10/15/2019    20,401   20,320,499 
WMG Acquisitions Corp. Tranche B Refinancing Term Loan   3.75%   7/1/2020    21,038   20,684,426 
Zayo Group LLC Term Loan   4.00%   7/2/2019    17,605   17,622,463 
Ziggo B.V. US B1 Facility Term Loan  (Netherlands)(b)   3.50%   1/15/2022    12,973   12,879,345 
Ziggo B.V. US B2 Facility Term Loan (Netherlands)(b)   3.50%   1/15/2022    8,370   8,310,284 
Ziggo B.V. US B3 Facility Term Loan (Netherlands)(b)   3.50%   1/15/2022    13,747   13,648,249 
Total                 876,353,308 
                    
Metals/Minerals 0.83%                   
                    
American Rock Salt Co. LLC 1st Lien Closing Date Term Loan   4.75%   5/20/2021    24,875   24,831,469 
Dynacast International LLC 1st Lien Initial Term Loan   5.25%   1/28/2022    11,760   11,833,500 
Dynacast International LLC 2nd Lien Initial Term Loan   9.50%   1/30/2023    3,510   3,533,742 
FMG Resources Pty Ltd. Term Loan (Australia)(b)   3.75%   6/30/2019    2,452   2,276,915 
Peabody Energy Corp. Term Loan   4.25%   9/24/2020    14,773   13,973,255 
Total                 56,448,881 
                    
Retail 5.63%                   
                    
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%   9/26/2019    29,103   29,048,409 
Burlington Coat Factory Warehouse Corp. Term Loan B3   4.25%   8/13/2021    22,117   22,144,758 
Container Store, Inc. (The) Term Loan Facility   4.25%   4/6/2019    9,225   9,213,469 
David’s Bridal, Inc. Initial Term Loan   5.25%   10/11/2019    17,335   16,728,212 
Dollar Tree, Inc. Initial Term Loan B   4.25%   3/9/2022    34,275   34,572,850 
Hudson’s Bay Co. 1st Lien Initial Term Loan (Canada)(b)   4.75%   11/4/2020    6,097   6,130,087 
J Crew Group, Inc. Initial Term Loan   4.00%   3/5/2021    8,878   8,398,953 
J.C. Penney Corp., Inc. Term Loan   5.00%   6/20/2019    19,696   19,453,567 
Jo-Ann Stores, Inc. Term Loan B   4.00%   3/16/2018    11,755   11,519,900 
Kate Spade & Co. Initial Term Loan   4.00%   4/9/2021    13,950   13,869,750 
Leslie’s Poolmart, Inc. Additional Tranche B Term Loan   4.25%   10/16/2019    19,686   19,605,569 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Retail (continued)                   
                    
Men’s Wearhouse, Inc. (The) Tranche B Term Loan   4.50%   6/18/2021   $22,300  $22,523,222 
Michaels Stores, Inc. Term Loan B   3.75%   1/28/2020    35,036   34,898,836 
Neiman Marcus Group, Inc. (The) Term Loan   4.25%   10/25/2020    23,332   23,185,130 
Party City Holdings, Inc. 2014 Replacement Term Loan   4.00%   7/27/2019    21,377   21,292,228 
PETCO Animal Supplies, Inc. New Term Loan   4.00%   11/24/2017    19,139   19,155,781 
PetSmart, Inc. Term Loan   5.00%   3/11/2022    48,990   49,383,880 
Stuart Weitzman Acquisition Co. LLC Initial Term Loan   4.50%   4/8/2020    9,807   9,807,084 
Toys ‘R’ US Property Co. I LLC Initial Term Loan   6.00%   8/21/2019    13,783   13,300,460 
Total                 384,232,145 
                    
Service 11.46%                   
                    
Acosta Holdco, Inc. Initial Term Loan   5.00%   9/26/2021    14,678   14,778,098 
ADS Waste Holdings, Inc. Tranche B2 Initial Term Loan   3.75%   10/9/2019    19,433   19,279,421 
Advantage Sales & Marketing, Inc. 1st Lien Initial Term Loan   4.25%   7/23/2021    36,352   36,240,656 
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%   7/25/2022    8,653   8,655,182 
Aramark Corp. US Term Loan F   3.25%   2/24/2021    29,264   29,195,164 
Asurion LLC 2nd Lien Term Loan   8.50%   3/3/2021    7,406   7,484,229 
Asurion LLC Incremental Tranche B1 Term Loan   5.00%   5/24/2019    19,732   19,809,844 
Asurion LLC Incremental Tranche B2 Term Loan   4.25%   7/8/2020    31,100   31,077,055 
Atlantic Aviation FBO, Inc. 2013 Term Loan   3.25%   6/1/2020    18,109   18,033,748 
AVSC Holding Corp. 1st Lien Initial Term Loan   4.50%   1/24/2021    19,802   19,843,245 
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    16,839   16,529,251 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%   12/17/2021    8,315   8,289,513 
Ceridian HCM Holding, Inc. Initial Term Loan   4.50%   9/15/2020    24,345   24,131,981 
CompuCom Systems, Inc. Term Loan   4.25%   5/11/2020    10,740   10,015,484 
DataPipe, Inc. 1st Lien Initial Term Loan   5.25%   3/15/2019    6,950   6,787,081 
DataPipe, Inc. 2nd Lien Initial Term Loan   8.50%   9/16/2019    10,600   10,175,855 
DigitalGlobe, Inc. Term Loan   3.75%   1/31/2020    13,315   13,325,228 
EnergySolutions LLC Advance Term Loan   6.75%   5/29/2020    14,068   14,208,536 
Evergreen Skills Lux S.A.R.L. 1st Lien Initial Term Loan (Luxembourg)(b)   5.75%   4/28/2021    19,330   19,173,481 
Evergreen Skills Lux S.A.R.L. 2nd Lien Initial Term Loan (Luxembourg)(b)   9.25%   4/28/2022    10,690   10,048,600 
First Data Corp. 2017 2nd New Dollar Term Loan   3.672%   3/24/2017    4,900   4,904,802 
First Data Corp. 2018 2nd New Term Loan B   3.672%   9/24/2018    8,000   8,006,240 
First Data Corp. 2018 New Dollar Term Loan   3.672%   3/23/2018    89,934   89,945,451 
Hertz Corp. (The) Letter of Credit Term Loan   1.00%   3/11/2018    14,439   14,295,068 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Service (continued)                   
                    
IG Investment Holdings LLC Extended Tranche B Term Loan   6.00%   10/31/2021   $35,535  $35,512,435 
InfoGroup, Inc. Term Loan B   7.50%   5/26/2018    17,159   16,079,891 
Interactive Data Corp. Term Loan   4.75%   5/2/2021    14,695   14,759,530 
iQor US, Inc. 1st Lien Term Loan B   6.00%   4/1/2021    16,949   16,175,919 
Kasima LLC Term Loan   3.25%   5/17/2021    40,985   40,934,063 
Landmark Aviation FBO Canada, Inc. Canadian Term Loan   4.75%   10/25/2019    380   380,050 
LM U.S. Member LLC 1st Lien Initial Term Loan   4.75%   10/25/2019    9,577   9,579,697 
LM U.S. Member LLC 2nd Lien Initial Term Loan   8.25%   1/25/2021    8,704   8,703,838 
MH Sub I LLC 1st Lien Initial Term Loan   5.00%   7/8/2021    19,404   19,387,543 
MH Sub I LLC 2nd Lien Initial Term Loan   8.50%   7/8/2022    9,722   9,454,645 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%   6/9/2021    5,546   5,462,754 
NEP/NCP Holdco, Inc. 2nd Lien Term Loan   9.50%   7/22/2020    3,490   3,385,198 
Nord Anglia Education Finance LLC Initial Term Loan   4.50%   3/31/2021    17,115   17,104,665 
PODS LLC 1st Lien Initial Term Loan   5.25%   2/2/2022    4,115   4,137,283 
PODS LLC 2nd Lien Initial Term Loan   9.25%   2/2/2023    5,390   5,430,425 
Securus Technologies Holdings, Inc. 1st Lien Initial Term Loan   4.75%   4/30/2020    10,863   10,762,036 
Sedgwick Claims Management Services, Inc. 2nd Lien Term Loan   6.75%   2/28/2022    7,840   7,702,800 
SRA International, Inc. Term Loan   6.50%   7/20/2018    23,170   23,235,279 
US Airways, Inc. Consenting Tranche B1 Term Loan   3.50%   5/23/2019    18,914   18,890,358 
Vantiv LLC Term Loan B   3.75%   6/13/2021    23,322   23,409,978 
Waste Industries USA, Inc. Initial Term Loan   4.25%   2/27/2020    3,925   3,940,523 
WP Mustang Holdings LLC 1st Lien Term Loan   5.50%   5/29/2021    24,875   24,926,864 
Total                 781,708,987 
                    
Transportation 1.53%                   
                    
FCA US LLC Tranche B Term Loan   3.25%   12/31/2018    44,236   44,212,033 
Navistar Financial Corp. 2011 Term Loan   3.188%   12/2/2016    27,972   26,992,554 
Pilot Travel Centers LLC Tranche B Initial Term Loan   4.25%   10/1/2021    7,856   7,912,792 
Velocity Pooling Vehicle LLC Original 1st Lien Term Loan   5.00%   5/14/2021    13,178   11,069,335 
YRC Worldwide, Inc. Initial Term Loan   8.25%   2/13/2019    13,942   13,837,495 
Total                 104,024,209 
                    
Utility 4.73%                   
                    
Astoria Energy LLC Advance Term Loan B   5.00%   12/24/2021    19,605   19,605,000 
Calpine Construction Finance Co. LP Term Loan B1   3.00%   5/3/2020    5,731   5,668,409 
Calpine Construction Finance Co. LP Term Loan B2   3.25%   1/31/2022    12,684   12,580,855 
Calpine Corp. Delayed Term Loan   4.00%   10/30/2020    18,810   18,841,413 
Calpine Corp. Term Loan   4.00%   4/1/2018    4,281   4,292,730 
Calpine Corp. Term Loan   4.00%   10/9/2019    20,542   20,587,648 
Dynegy, Inc. Tranche B2 Term Loan   4.00%   4/23/2020    28,045   28,031,451 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Utility (continued)                   
                    
EFS Cogen Holdings I LLC Advance Term Loan B   3.75%   12/17/2020   $7,595  $7,595,224 
Energy Future Intermediate Holding Co. LLC Term Loan   4.25%   6/19/2016    17,962   18,066,623 
Essential Power LLC Term Loan   4.75%   8/8/2019    6,860   6,892,173 
Green Energy Partners/Stonewall LLC Advance Conversion Term Loan B1   6.50%   11/13/2021    1,848   1,868,790 
La Frontera Generation LLC Term Loan   4.50%   9/30/2020    19,537   19,537,178 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%   8/21/2020    26,525   26,922,875 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%   9/14/2018    26,022   26,152,582 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%   4/3/2019    24,475   24,199,656 
Texas Competitive Electric Holdings Co. LLC 2017 Extended Term Loan   4.662%   10/10/2017    63,221   40,509,190 
Texas Competitive Electric Holdings Co., LLC Non-Extending 2014 Term Loan   4.662%   4/25/2015    65,095   41,416,694 
Total                 322,768,491 
Total Floating Rate Loans
(cost $6,207,791,357)
                 6,131,227,396 
                    
FOREIGN BONDS(a) 0.53%                   
                    
France 0.02%                   
                    
SMCP SAS   8.875%   6/15/2020   EUR1,000   1,194,586 
                    
Netherlands 0.23%                   
                    
Hema Bondco I BV   5.332%#   6/15/2019   EUR10,000   8,616,686 
United Group BV   7.875%   11/15/2020   EUR6,000   7,285,017 
Total                 15,901,703 
                    
United Kingdom 0.28%                   
                    
Care UK Health & Social Care plc   5.56%#   7/15/2019   GBP5,000   7,333,291 
Premier Foods Finance plc   5.56%#   3/16/2020   GBP8,500   12,007,299 
Total                 19,340,590 
Total Foreign Bonds
(cost $46,016,206)
                 36,436,879 
                    
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.06%        
                    
Motel 6 Trust 2015-MTL6 E
(cost $3,960,000)
   5.279%#   2/5/2030   $4,000   3,960,000 
Total Long-Term Investments
(cost $6,598,673,472)
                 6,500,103,411 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Investments  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENT 5.97%        
         
REPURCHASE AGREEMENT          
           
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $180,000,000 of Federal Home Loan Mortgage Corp. at 3.75% due 3/27/2019; $15,000,000 of U.S. Treasury Note at 1.25% due 4/30/2019; $23,515,000 of U.S. Treasury Note at 1.375% due 12/31/2018; $126,000,000 of U.S. Treasury Note at 1.625% due 3/31/2019; $33,100,000 of U.S. Treasury Note at 1.625% due 4/30/2019 and $14,395,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $414,904,676; proceeds: $406,768,516
(cost $406,768,516)
  $406,769   $406,768,516 
Total Investments in Securities 101.30% (cost $7,005,441,988)        6,906,871,927 
Liabilities in Excess of Foreign Cash and Other Assets(e) (1.30%)       (88,370,944)
Net Assets 100.00%       $6,818,500,983 

 

 
AUD Australian dollar.
CAD Canadian dollar.
EUR euro.
GBP British pound.
NOK Norwegian krone.
TBD Interest rate to be determined.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2015.
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Defaulted security.
(d) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2015.
(e) Liabilities in Excess of Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency contracts and futures contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

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  Bank of America  4/20/2015   47,710,000  $55,505,670  $53,419,832  $2,085,838 
euro  Sell  J.P. Morgan  5/13/2015   24,040,000   27,243,457   26,925,163   318,294 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts          $2,404,132 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Depreciation
 
British pound  Sell  Morgan Stanley  4/28/2015   12,310,000  $18,546,059  $18,997,478  $(451,419)

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 5-Year Treasury Note  June 2015  47  Long  $5,606,219   $26,722  
U.S. 10-Year Treasury Note  June 2015  710  Short   (90,735,781)   181,798  
Totals           $(85,129,562)  $208,520  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Security  $   $2,495,500   $   $2,495,500 
Common Stocks                    
Metals/Minerals   571,656            571,656 
Service       356,709        356,709 
Corporate Bonds                    
Metals/Minerals       18,901,119    5    18,901,124 
Remaining Industries       306,154,147        306,154,147 
Floating Rate Loans(4)                    
Aerospace       216,492,399        216,492,399 
Chemicals       201,674,607        201,674,607 
Consumer Durables       17,112,772        17,112,772 
Consumer Non-Durables       35,903,134    40,175,648    76,078,782 
Energy       232,624,774        232,624,774 
Financial       194,433,575    37,833,319    232,266,894 
Food & Drug       184,461,476        184,461,476 
Food/Tobacco       215,418,833    17,878,713    233,297,546 
Forest Products       173,137,977        173,137,977 
Gaming/Leisure       488,675,395        488,675,395 
Healthcare       731,410,379    25,678,685    757,089,064 
Housing       97,801,778    2,540,077    100,341,855 
Information Technology       470,021,615    23,030,831    493,052,446 
Manufacturing       196,169,833    3,215,555    199,385,388 
Media/Telecommunications       876,353,308        876,353,308 
Metals/Minerals       56,448,881        56,448,881 
Retail       384,232,145        384,232,145 
Service       741,649,870    40,059,117    781,708,987 
Transportation       65,962,320    38,061,889    104,024,209 
Utility       245,493,378    77,275,113    322,768,491 
Foreign Bonds       36,436,879        36,436,879 
Non-Agency Commercial Mortgage-Backed Security       3,960,000        3,960,000 
Repurchase Agreement       406,768,516        406,768,516 
Total  $571,656   $6,600,551,319   $305,748,952   $6,906,871,927 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $2,404,132   $   $2,404,132 
Liabilities       (451,419)       (451,419)
Futures Contracts                    
Assets   208,520            208,520 
Liabilities                
Unfunded Commitments                    
Assets       22,230        22,230 
Liabilities                
Total  $208,520   $1,974,943   $   $2,183,463 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND February 28, 2015

 

 
(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 February 28, 2015.
(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  Corporate Bonds   Floating
Rate Loans
 
Balance as of December 1, 2014  $50,399   $279,665,158 
Accrued discounts/premiums       204,054 
Realized gain (loss)   (69,470)   (1,468,149)
Change in unrealized appreciation/depreciation   52,943    1,348,252 
Purchases       51,809,229 
Sales   (33,867)   (37,919,750)
Net transfers in or out of Level 3       12,110,153 
Balance as of February 28, 2015  $5   $305,748,947 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 97.42%                   
                    
ASSET-BACKED SECURITIES 0.12%                   
                    
Other                   
                    
Gramercy Real Estate CDO Ltd. 2007-1A A1   0.537%#   8/15/2056   $3,879  $3,335,985 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2   0.531%#   2/1/2041    2,000   1,782,500 
Total Asset-Backed Securities
(cost $5,065,188)
                 5,118,485 

 

   Shares
(000)
    
COMMON STOCKS 6.20%         
          
Aerospace/defense 0.10%         
          
B/E Aerospace, Inc.*   67   4,240,914 
          
Automakers 0.10%         
          
Harley-Davidson, Inc.   65   4,125,693 
          
Beverages 0.17%         
          
Monster Beverage Corp.*   53   7,413,457 
          
Chemicals 0.20%         
          
Axalta Coating Systems Ltd.*   158   4,473,000 
PPG Industries, Inc.   18   4,236,840 
Total       8,709,840 
          
Discount Store 0.10%         
          
Dollar General Corp.*   59   4,284,580 
          
Electronics 0.49%         
          
Avago Technologies Ltd. (Singapore)(a)   34   4,326,318 
Broadcom Corp. Class A   95   4,308,157 
Freescale Semiconductor Ltd.*   236   8,521,960 
NXP Semiconductors NV (Netherlands)*(a)   51   4,329,645 
Total       21,486,080 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments  Shares
(000)
  Fair
Value
 
Energy: Exploration & Production 0.50%         
          
Diamondback Energy, Inc.*   58  $4,107,322 
MEG Energy Corp. (Canada)*(a)   247   4,132,623 
Memorial Resource Development Corp.*   210   4,308,987 
Parsley Energy, Inc.   393   5,679,105 
Parsley Energy, Inc. Class A*   234   3,489,129 
Total       21,717,166 
          
Food & Drug Retailers 0.10%         
          
Rite Aid Corp.*   520   4,150,398 
          
Food: Wholesale 0.35%         
          
Maple Leaf Foods, Inc. (Canada)(a)   246   4,462,209 
Mead Johnson Nutrition Co.   41   4,253,151 
WhiteWave Foods Co. (The)*   154   6,318,585 
Total       15,033,945 
          
Health Facilities 0.19%         
          
Acadia Healthcare Co., Inc.*   67   4,264,231 
VCA, Inc.*   78   4,166,496 
Total      8,430,727 
          
Health Services 0.11%         
          
Bluebird Bio, Inc.*   47   4,460,309 
Team Health Holdings, Inc.*   3   149,834 
Total      4,610,143 
          
Hotels 0.10%         
          
Hilton Worldwide Holdings, Inc.*   153   4,322,822 
          
Investments & Miscellaneous Financial Services 0.12%         
          
Penson Technologies Class A Units   4,881   1,116,000 
WisdomTree Investments, Inc.   224   4,186,560 
Total      5,302,560 
          
Machinery 0.10%         
          
Middleby Corp. (The)*   43   4,530,925 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments  Shares
(000)
  Fair
Value
 
Media: Content 0.10%         
          
Netflix, Inc.*   9  $4,274,190 
          
Metals/mining (excluding Steel) 0.11%         
          
Mirabela Nickel Ltd.*(b)  AUD8,607   571,657 
Silver Wheaton Corp. (Canada)(a)   196   4,236,260 
Total      4,807,917 
          
Oil Refining & Marketing 0.10%         
          
Tesoro Corp.   49   4,490,976 
          
Packaging 0.10%         
          
Rock-Tenn Co. Class A   63   4,331,184 
          
Personal & Household Products 0.20%         
          
Brunswick Corp.   77   4,187,328 
Harman International Industries, Inc.   33   4,513,653 
Total      8,700,981 
          
Pharmaceuticals 0.50%         
          
Alexion Pharmaceuticals, Inc.*   24   4,295,692 
BioMarin Pharmaceutical, Inc.*   39   4,218,558 
Puma Biotechnology, Inc.*   22   4,664,919 
Valeant Pharmaceuticals International, Inc.*   21   4,212,248 
Vertex Pharmaceuticals, Inc.*   37   4,406,967 
Total       21,798,384 
          
Real Estate Investment Trusts 0.07%         
          
InfraREIT, Inc.*   109   2,953,531 
          
Recreation & Travel 0.10%         
          
Norwegian Cruise Line Holdings Ltd.*   91   4,497,984 
          
Restaurants 0.57%         
          
Buffalo Wild Wings, Inc.*   23   4,395,760 
Popeyes Louisiana Kitchen, Inc.*   77   4,626,771 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments  Shares
(000)
  Fair
Value
 
Restaurants (continued)         
          
Restaurant Brands International LP Unit (Canada)(a)   105  $4,415,474 
Shake Shack, Inc. Class A*   7   284,790 
Starbucks Corp.   45   4,188,128 
Yum! Brands, Inc.   82   6,632,284 
Total       24,543,207 
          
Software/services 0.64%         
          
FireEye, Inc.*   98   4,317,653 
GrubHub, Inc.*   104   4,352,236 
King Digital Entertainment plc (Ireland)(a)   264   4,164,265 
LinkedIn Corp. Class A*   16   4,168,320 
Splunk, Inc.*   99   6,655,329 
VeriFone Systems, Inc.*   117   4,116,878 
Total       27,774,681 
          
Specialty Retail 0.39%         
          
Brown Shoe Co., Inc.   142   4,245,000 
Moncler SpA (Italy)(a)   281   4,231,161 
Restoration Hardware Holdings, Inc.*   49   4,290,470 
Skechers U.S.A., Inc. Class A*   64   4,366,411 
Total       17,133,042 
          
Support: Services 0.10%         
          
Priceline Group, Inc. (The)*   4   4,454,928 
          
Technology Hardware & Equipment 0.29%         
          
Cavium, Inc.*   63   4,321,719 
CommScope Holding Co., Inc.*   129   4,060,350 
NVIDIA Corp.   190   4,195,812 
Total       12,577,881 
          
Telecommunications: Wireless 0.10%         
          
Qorvo, Inc.*   63   4,340,554 
          
Trucking & Delivery 0.10%         
          
Old Dominion Freight Line, Inc.*   55   4,327,848 
Total Common Stocks
(cost $242,204,084)
       269,366,538 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
CONVERTIBLE BONDS 1.65%                              
                               
Gas Distribution 0.10%                              
                               
Macquarie Infrastructure Co. LLC     2.875 %     7/15/2019     $ 3,598   $ 4,252,386  
                               
Health Services 0.09%                              
                               
Omnicare, Inc.     3.50 %     2/15/2044       3,325     4,073,125  
                               
Investments & Miscellaneous Financial Services 0.09%                              
                               
PRA Group, Inc.     3.00 %     8/1/2020       3,863     4,089,951  
                               
Medical Products 0.10%                              
                               
Fluidigm Corp.     2.75 %     2/1/2034       3,985     4,413,388  
                               
Metals/Mining (Excluding Steel) 0.10%                              
                               
Royal Gold, Inc.     2.875 %     6/15/2019       3,950     4,275,875  
                               
Pharmaceuticals 0.58%                              
                               
Clovis Oncology, Inc.     2.50 %     9/15/2021       3,359     4,748,786  
Depomed, Inc.     2.50 %     9/1/2021       3,474     4,559,625  
Isis Pharmaceuticals, Inc.     1.00 %     11/15/2021       3,648     4,450,560  
Medivation, Inc.     2.625 %     4/1/2017       2,064     4,726,560  
Regeneron Pharmaceuticals, Inc.     1.875 %     10/1/2016       1,323     6,509,987  
Total                           24,995,518  
                               
Software/Services 0.44%                              
                               
ServiceNow, Inc.     Zero Coupon       11/1/2018       3,550     4,293,281  
Twitter, Inc.     1.00 %     9/15/2021       6,628     6,458,158  
Vipshop Holdings Ltd. (China)(a)     1.50 %     3/15/2019       3,217     4,417,343  
Yahoo!, Inc.     Zero Coupon       12/1/2018       3,791     4,096,650  
Total                           19,265,432  
                               
Specialty Retail 0.15%                              
                               
Restoration Hardware Holdings, Inc.     Zero Coupon       6/15/2019       6,334     6,425,051  
Total Convertible Bonds
(cost $66,032,693)
                          71,790,726  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
FLOATING RATE LOANS(c) 5.53%                              
                               
Aerospace/Defense 0.10%                              
                               
Doncasters U.S. Finance LLC 2nd Lien Term Loan     9.50 %     10/9/2020     $ 4,220   $ 4,195,885  
                               
Auto Parts & Equipment 0.12%                              
                               
Velocity Pooling Vehicle LLC Original 1st Lien Term Loan     5.00 %     5/14/2021       6,449     5,416,820  
                               
Beverages 0.09%                              
                               
Candy Intermediate Holdings, Inc. Initial Term Loan     7.50 %     6/18/2018       4,000     3,995,020  
                               
Chemicals 0.13%                              
                               
American Pacific Corp. Term Loan     7.00 %     2/27/2019       5,798     5,787,025  
                               
Diversified Capital Goods 0.09%                              
                               
Dynacast International LLC 2nd Lien Initial Term Loan     9.50 %     1/30/2023       4,100     4,127,347  
                               
Electric: Generation 0.65%                              
                               
Astoria Energy LLC Advance Term Loan B     5.00 %     12/24/2021       4,140     4,140,000  
Green Energy Partners/Stonewall LLC Advance Conversion Term Loan B1     6.50 %     11/13/2021       4,850     4,904,562  
Longview Power LLC 2017 Term Loan     7.19 %     10/31/2017       6,000     4,009,980  
Longview Power LLC 2017 Term Loan     7.19 %     10/31/2017       925     617,442  
Moxie Liberty LLC Advance Construction Term Loan B1     7.50 %     8/21/2020       5,500     5,582,500  
Panda Sherman Power LLC Advance Construction Term Loan     9.00 %     9/14/2018       3,125     3,140,625  
Panda Temple Power II LLC Advance Construction Term Loan     7.25 %     4/3/2019       5,885     5,818,794  
Total                           28,213,903  
                               
Electronics 0.13%                              
                               
Eastman Kodak Co. 2nd Lien Term Loan     10.75 %     9/3/2020       5,510     5,546,724  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Energy: Exploration & Production 0.67%                              
                               
Callon Petroleum Co. 2nd Lien Term Loan     8.50 %     10/8/2021     $ 4,650   $ 4,548,281  
Chief Exploration & Development LLC 2nd Lien Term Loan     7.50 %     5/12/2021       12,715     11,721,704  
Templar Energy LLC 2nd Lien New Term Loan     8.50 %     11/25/2020       16,240     12,626,600  
Total                           28,896,585  
                               
Gaming 0.37%                              
                               
Cannery Casino Resorts LLC 2nd Lien Term Loan     10.00 %     10/2/2019       8,476     6,823,180  
Yonkers Racing Corp. 2nd Lien Initial Term Loan     8.75 %     8/20/2020       12,065     9,450,937  
Total                           16,274,117  
                               
Health Services 0.32%                              
                               
Air Medical Holdings LLC Term Loan     7.625 %     5/31/2018       9,719     9,743,298  
CHG Healthcare Services, Inc. 2nd Lien Term Loan     9.00 %     11/19/2020       3,972     3,991,608  
Total                           13,734,906  
                               
Information Technology 0.13%                              
                               
AF Borrower LLC 2nd Lien Initial Term Loan     10.00 %     1/30/2023       5,625     5,653,125  
                               
Investments & Miscellaneous Financial Services 0.07%                              
                               
PGX Holdings, Inc. 1st Lien Initial Term Loan     6.25 %     9/29/2020       3,000     3,007,500  
                               
Machinery 0.27%                              
                               
Alison US LLC 2nd Lien Initial Term Loan     9.50 %     8/29/2022       6,500     5,904,178  
Alliance Laundry Systems LLC 2nd Lien Initial Term Loan     9.50 %     12/10/2019       5,768     5,796,623  
Total                           11,700,801  
                               
Media: Diversified 0.23%                              
                               
MH Sub I LLC 2nd Lien Initial Term Loan     8.50 %     7/8/2022       10,350     10,065,375  
                               
Medical Products 0.10%                              
                               
Verdesian Life Sciences LLC Initial Term Loan     6.00 %     7/1/2020       4,534     4,533,808  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Metals/Mining (Excluding Steel) 0.12%                              
                               
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan     8.00 %     5/20/2022     $ 4,340   $ 4,335,942  
FMG Resources Pty Ltd. Term Loan (Australia)(a)     3.75 %     6/30/2019       1,000     928,595  
Total                           5,264,537  
                               
Packaging 0.10%                              
                               
Berlin Packaging LLC 2nd Lien Initial Term Loan     7.75 %     9/30/2022       4,200     4,210,500  
                               
Personal & Household Products 0.10%                              
                               
Britax US Holdings, Inc. Initial Dollar Term Loan     4.50 %     10/15/2020       5,754     4,372,809  
                               
Recreation & Travel 0.19%                              
                               
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(a)     7.75 %     7/29/2022       4,060     4,076,910  
Equinox Holdings, Inc. 2nd Lien Initial Term Loan     9.75 %     7/31/2020       4,245     4,332,574  
Total                           8,409,484  
                               
Restaurants 0.11%                              
                               
Red Lobster Management LLC 1st Lien Initial Term Loan     6.25 %     7/28/2021       4,659     4,663,702  
                               
Software/Services 0.42%                              
                               
Blue Coat Systems, Inc. 2013 2nd Lien Term Loan     9.50 %     6/26/2020       4,650     4,693,594  
EZE Software Group LLC 2nd Lien New Term Loan     7.25 %     4/5/2021       5,610     5,378,191  
ION Trading Technologies S.A.R.L. 2nd Lien Term Loan (Luxembourg)(a)     7.25 %     6/10/2022       4,743     4,648,140  
Mitchell International, Inc. 2nd Lien Initial Term Loan     8.50 %     10/11/2021       3,675     3,644,369  
Total                           18,364,294  
                               
Specialty Retail 0.11%                              
                               
Gymboree Corp. (The) Term Loan     5.00 %     2/23/2018       6,524     4,673,728  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Support: Services 0.67%                              
                               
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan     7.50 %     7/25/2022     $ 3,950   $ 3,951,225  
AVSC Holding Corp. 2nd Lien Initial Term Loan     9.25 %     1/24/2022       1,850     1,877,750  
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan     7.50 %     12/17/2021       6,043     6,024,178  
LM U.S. Member LLC 2nd Lien Initial Term Loan     8.25 %     1/25/2021       4,055     4,055,000  
PODS LLC 1st Lien Initial Term Loan     5.25 %     2/2/2022       2,625     2,639,214  
PODS LLC 2nd Lien Initial Term Loan     9.25 %     2/2/2023       5,115     5,153,363  
WP Mustang Holdings LLC 2nd Lien Term Loan     8.50 %     5/29/2022       5,391     5,260,726  
Total                           28,961,456  
                               
Technology Hardware & Equipment 0.14%                              
                               
Riverbed Technology, Inc. Term Loan B     TBD       2/25/2022       5,875     5,928,257  
                               
Telecommunications:  Wireline Integrated & Services 0.10%                              
                               
DataPipe, Inc. 2nd Lien Initial Term Loan     8.50 %     9/16/2019       4,325     4,152,000  
Total Floating Rate Loans
(cost $248,568,707)
                          240,149,708  
                               
FOREIGN BONDS(b) 3.21%                              
                               
France 0.15%                              
                               
SMCP SAS     8.875 %     6/15/2020     EUR 5,375     6,420,900  
                               
Germany 0.15%                              
                               
CeramTec Group GmbH     8.25 %     8/15/2021     EUR 5,300     6,525,249  
                               
Italy 0.06%                              
                               
Zobele Holding SpA     7.875 %     2/1/2018     EUR 2,500     2,845,101  
                               
Jersey 0.19%                              
                               
Galaxy Finco Ltd.     7.875 %     11/15/2021     GBP 5,400     8,207,574  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Luxembourg 0.71%                              
                               
Altice SA     6.25 %     2/15/2025     EUR 2,300   $ 2,631,984  
Bilbao Luxembourg SA PIK     10.50 %     12/1/2018     EUR 4,413     5,111,537  
Boardriders SA     8.875 %     12/15/2017     EUR 7,425     7,756,402  
Matterhorn Midco & Cy SCA     7.75 %     2/15/2020     EUR 7,759     9,247,086  
Play Topco SA PIK     7.75 %     2/28/2020     EUR 5,125     5,971,706  
Total                           30,718,715  
                               
Netherlands 0.54%                              
                               
Dutch Lion BV PIK     11.25 %     6/15/2020     EUR 4,926     2,204,932  
Hema Bondco I BV     6.25 %     6/15/2019     EUR 9,025     8,508,768  
United Group BV     7.875 %     11/15/2020     EUR 8,750     10,623,982  
UPC Holding BV     6.75 %     3/15/2023     CHF 1,775     2,076,341  
Total                           23,414,023  
                               
Spain 0.19%                              
                               
Banco Popular Espanol SA     11.50 %     (d)   EUR 6,400     8,357,245  
                               
United Kingdom 1.22%                              
                               
Care UK Health & Social Care plc     5.56 %#     7/15/2019     GBP 5,700     8,359,952  
Iron Mountain Europe plc     6.125 %     9/15/2022     GBP 2,625     4,295,765  
Odeon & UCI Finco plc     9.00 %     8/1/2018     GBP 4,525     7,160,573  
Old Mutual plc     8.00 %     6/3/2021     GBP 4,330     7,735,455  
Premier Foods Finance plc     6.50 %     3/15/2021     GBP 8,150     11,890,856  
R&R Ice Cream plc     5.50 %     5/15/2020     GBP 4,950     7,829,750  
Stonegate Pub Co. Financing plc     5.75 %     4/15/2019     GBP 3,700     5,740,809  
Total                           53,013,160  
Total Foreign Bonds
(cost $158,037,427)
                          139,501,967  
                               
FOREIGN GOVERNMENT OBLIGATION(a) 0.10%                              
                               
Belize                              
                               
Republic of Belize
(cost $4,276,082)
    5.00 %     2/20/2038     $ 5,670     4,201,322  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
HIGH YIELD CORPORATE BONDS 78.99%                              
                               
Advertising 0.70%                              
                               
Affinion Investments LLC     13.50 %     8/15/2018     $ 7,879   $ 5,200,140  
Clear Channel Worldwide Holdings, Inc. Series B     7.625 %     3/15/2020       11,323     12,030,687  
Getty Images, Inc.     7.00 %     10/15/2020       5,025     3,115,500  
Southern Graphics, Inc.     8.375 %     10/15/2020       9,875     10,047,813  
Total                           30,394,140  
                               
Aerospace/Defense 0.78%                              
                               
Bombardier, Inc.(Canada)†(a)(e)     7.50 %     3/15/2025       5,302     5,341,765  
CPI International, Inc.     8.75 %     2/15/2018       5,375     5,482,500  
DynCorp International, Inc.     10.375 %     7/1/2017       4,593     4,191,113  
GenCorp, Inc.     7.125 %     3/15/2021       7,175     7,623,437  
Huntington Ingalls Industries, Inc.     5.00 %     12/15/2021       5,799     6,096,199  
Moog, Inc.     5.25 %     12/1/2022       4,830     4,999,050  
Total                           33,734,064  
                               
Air Transportation 0.81%                              
                               
Air Canada (Canada)†(a)     7.75 %     4/15/2021       4,366     4,671,620  
Air Canada (Canada)†(a)     8.75 %     4/1/2020       6,275     6,973,094  
American Airlines Group, Inc.     5.50 %     10/1/2019       5,289     5,553,450  
Avianca Holdings SA/Avianca Leasing LLC/Grupo Taca Holdings Ltd. (Panama)†(a)     8.375 %     5/10/2020       5,525     5,711,469  
Gol LuxCo SA (Luxembourg)†(a)     8.875 %     1/24/2022       4,050     3,452,625  
Hawaiian Airlines 2013-1B Pass-Through Certificates     4.95 %     1/15/2022       3,775     3,709,045  
United Continental Holdings, Inc.     6.00 %     12/1/2020       4,975     5,285,937  
Total                           35,357,240  
                               
Auto Parts & Equipment 1.41%                              
                               
Affinia Group, Inc.     7.75 %     5/1/2021       1,756     1,835,020  
American Axle & Manufacturing, Inc.     6.625 %     10/15/2022       6,000     6,562,500  
Chassix, Inc.     9.25 %     8/1/2018       7,964     5,813,720  
Commercial Vehicle Group, Inc.     7.875 %     4/15/2019       3,775     3,916,562  
Gates Global LLC/Gates Global Co.     6.00 %     7/15/2022       5,500     5,307,500  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Auto Parts & Equipment (continued)                              
                               
International Automotive Components Group SA (Luxembourg)†(a)     9.125 %     6/1/2018     $ 2,283   $ 2,322,953  
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.     7.875 %     10/1/2022       9,915     9,667,125  
MPG Holdco I, Inc.     7.375 %     10/15/2022       9,413     10,095,442  
Nexteer Automotive Group Ltd.     5.875 %     11/15/2021       4,097     4,214,789  
Stackpole International Intermediate/Stackpole International Powder (Luxembourg)†(a)     7.75 %     10/15/2021       11,495     11,609,950  
Total                           61,345,561  
                               
Automakers 0.41%                              
                               
General Motors Corp.(f)           (d)     8,500     850  
J.B. Poindexter & Co., Inc.     9.00 %     4/1/2022       8,810     9,646,950  
Oshkosh Corp.     5.375 %     3/1/2022       5,350     5,510,500  
Oshkosh Corp.†(e)     5.375 %     3/1/2025       2,546     2,609,650  
Total                           17,767,950  
                               
Banking 1.82%                              
                               
Banco Bilbao Vizcaya Argentaria SA (Spain)(a)     9.00 %     (d)     10,200     11,143,500  
Commerzbank AG (Germany)†(a)     8.125 %     9/19/2023       7,025     8,509,031  
Credit Suisse Group AG (Switzerland)†(a)     7.50 %     (d)     1,675     1,800,625  
Dresdner Funding Trust I     8.151 %     6/30/2031       5,442     6,666,450  
Lloyds Bank plc (United Kingdom)†(a)     12.00 %     (d)     6,252     9,002,880  
Lloyds Banking Group plc (United Kingdom)(a)     7.50 %     (d)     8,100     8,505,000  
National Savings Bank (Sri Lanka)†(a)     5.15 %     9/10/2019       3,900     3,840,915  
National Savings Bank (Sri Lanka)†(a)     8.875 %     9/18/2018       5,050     5,555,000  
Popular, Inc.     7.00 %     7/1/2019       11,820     11,938,200  
Synovus Financial Corp.     7.875 %     2/15/2019       10,855     12,198,306  
Washington Mutual Bank(g)     6.875 %     6/15/2011       10,000     1,000  
Total                           79,160,907  
                               
Beverages 0.66%                              
                               
Central American Bottling Corp. (Guatemala)†(a)     6.75 %     2/9/2022       8,175     8,624,625  
Constellation Brands, Inc.     6.00 %     5/1/2022       8,000     9,200,000  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Beverages (continued)                              
                               
Cott Beverages, Inc.     5.375 %     7/1/2022     $ 1,750   $ 1,618,750  
Cott Beverages, Inc.     6.75 %     1/1/2020       4,482     4,493,205  
San Miguel Corp. (Philippines)(a)     4.875 %     4/26/2023       5,196     4,838,515  
Total                           28,775,095  
                               
Brokerage 0.15%                              
                               
Scottrade Financial Services, Inc.     6.125 %     7/11/2021       5,992     6,484,992  
                               
Building & Construction 1.40%                              
                               
Ashton Woods USA LLC/Ashton Woods Finance Co.     6.875 %     2/15/2021       8,918     7,981,610  
Brookfield Residential Properties, Inc. (Canada)†(a)     6.50 %     12/15/2020       14,125     14,831,250  
K. Hovnanian Enterprises, Inc.     5.00 %     11/1/2021       9,465     8,281,875  
Toll Brothers Finance Corp.     4.375 %     4/15/2023       8,075     8,196,125  
WCI Communities, Inc.     6.875 %     8/15/2021       4,687     4,804,175  
William Lyon Homes, Inc.     7.00 %     8/15/2022       3,391     3,450,342  
William Lyon Homes, Inc.     8.50 %     11/15/2020       12,421     13,476,785  
Total                           61,022,162  
                               
Building Materials 1.63%                              
                               
Associated Asphalt Partners LLC/Road Holdings III LLC/Associated Asphalt Finance     8.50 %     2/15/2018       4,452     4,296,180  
Building Materials Corp. of America     5.375 %     11/15/2024       5,574     5,769,090  
CIMPOR Financial Operations BV (Netherlands)†(a)     5.75 %     7/17/2024       5,950     4,730,250  
CPG Merger Sub LLC     8.00 %     10/1/2021       7,095     7,183,687  
Hillman Group, Inc. (The)     6.375 %     7/15/2022       6,233     6,108,340  
James Hardie International Finance Ltd. (Ireland)†(a)     5.875 %     2/15/2023       8,075     8,286,969  
NCI Building Systems, Inc.     8.25 %     1/15/2023       4,483     4,684,735  
New Enterprise Stone & Lime Co., Inc.     11.00 %     9/1/2018       3,048     2,788,920  
Ply Gem Industries, Inc.     6.50 %     2/1/2022       5,472     5,318,586  
Roofing Supply Group LLC/Roofing Supply Finance, Inc.     10.00 %     6/1/2020       5,850     5,864,625  
Summit Materials LLC/Summit Materials Finance Corp.     10.50 %     1/31/2020       5,497     6,094,799  
USG Corp.     5.50 %     3/1/2025       3,831     3,926,775  
USG Corp.     5.875 %     11/1/2021       5,559     5,850,848  
Total                           70,903,804  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Cable & Satellite Television 5.78%                              
                               
Altice Financing SA (Luxembourg)†(a)     6.50 %     1/15/2022     $ 3,375   $ 3,501,563  
Altice Financing SA (Luxembourg)†(a)     6.625 %     2/15/2023       5,975     6,251,344  
Altice Finco SA (Luxembourg)†(a)     7.625 %     2/15/2025       2,725     2,842,202  
Altice Finco SA (Luxembourg)†(a)     8.125 %     1/15/2024       3,100     3,299,640  
Altice Finco SA (Luxembourg)†(a)     9.875 %     12/15/2020       13,775     15,393,562  
Altice SA (Luxembourg)†(a)     7.625 %     2/15/2025       5,000     5,187,500  
Altice SA (Luxembourg)†(a)     7.75 %     5/15/2022       10,700     11,074,500  
Cablevision Systems Corp.     5.875 %     9/15/2022       9,310     9,670,762  
CCO Holdings LLC/CCO Holdings Capital Corp.     5.25 %     3/15/2021       7,361     7,609,434  
CCO Holdings LLC/CCO Holdings Capital Corp.     6.625 %     1/31/2022       5,249     5,649,236  
CCOH Safari LLC     5.50 %     12/1/2022       6,293     6,521,121  
CCOH Safari LLC     5.75 %     12/1/2024       10,364     10,752,650  
Cogeco Cable, Inc. (Canada)†(a)     4.875 %     5/1/2020       5,100     5,221,125  
CSC Holdings LLC     5.25 %     6/1/2024       1,234     1,263,308  
DISH DBS Corp.     5.125 %     5/1/2020       6,790     6,866,387  
DISH DBS Corp.     5.875 %     7/15/2022       24,710     25,080,650  
Harron Communications LP/Harron Finance Corp.     9.125 %     4/1/2020       7,445     8,180,194  
Mediacom LLC/Mediacom Capital Corp.     7.25 %     2/15/2022       4,308     4,674,180  
Numericable-SFR (France)†(a)     6.00 %     5/15/2022       19,325     19,687,344  
RCN Telecom Services LLC/RCN Capital Corp.     8.50 %     8/15/2020       8,640     9,201,600  
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(a)     5.50 %     1/15/2023       11,755     12,460,300  
Unitymedia KabelBW GmbH (Germany)†(a)     6.125 %     1/15/2025       12,900     13,722,375  
UPCB Finance V Ltd.     7.25 %     11/15/2021       7,125     7,837,500  
Virgin Media Finance plc (United Kingdom)†(a)     6.00 %     10/15/2024       3,250     3,505,938  
Virgin Media Secured Finance plc (United Kingdom)†(a)     5.375 %     4/15/2021       10,475     11,129,687  
VTR Finance BV (Netherlands)†(a)     6.875 %     1/15/2024       15,810     16,600,500  
Wave Holdco LLC/Wave Holdco Corp. PIK     8.25 %     7/15/2019       3,340     3,440,200  
WaveDivision Escrow LLC/WaveDivision Escrow Corp.     8.125 %     9/1/2020       10,670     11,576,950  
Ziggo Bond Finance BV (Netherlands)†(a)     5.875 %     1/15/2025       2,930     3,076,500  
Total                           251,278,252  
                               
Chemicals 1.06%                              
                               
Celanese US Holdings LLC     5.875 %     6/15/2021       3,975     4,342,688  
Grupo Idesa SA de CV (Mexico)†(a)     7.875 %     12/18/2020       7,225     7,271,962  
Hexion U.S. Finance Corp.     6.625 %     4/15/2020       6,810     6,537,600  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Chemicals (continued)                              
                               
Huntsman International LLC     5.125 %     11/15/2022     $ 4,509   $ 4,644,270  
Momentive Performance Materials, Inc.     10.00 %     10/15/2020       3,105     62,100  
NOVA Chemicals Corp. (Canada)†(a)     5.00 %     5/1/2025       3,147     3,331,886  
PSPC Escrow Corp.     6.50 %     2/1/2022       6,562     6,947,517  
SPCM SA (France)†(a)     6.00 %     1/15/2022       8,175     8,583,750  
TPC Group, Inc.     8.75 %     12/15/2020       4,485     4,137,413  
Total                           45,859,186  
                               
Consumer/Commercial/Lease Financing 2.48%                              
                               
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust (Ireland)†(a)     3.75 %     5/15/2019       4,250     4,366,875  
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust (Ireland)†(a)     5.00 %     10/1/2021       21,865     23,805,519  
Aircastle Ltd.     5.50 %     2/15/2022       4,161     4,473,075  
CIT Group, Inc.     5.00 %     8/15/2022       11,865     12,643,700  
CIT Group, Inc.     5.375 %     5/15/2020       9,610     10,354,775  
CIT Group, Inc.     6.00 %     4/1/2036       2,410     2,530,500  
International Lease Finance Corp.     8.25 %     12/15/2020       7,000     8,715,000  
International Lease Finance Corp.     8.625 %     1/15/2022       2,000     2,597,500  
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.     5.875 %     8/1/2021       5,335     5,081,587  
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.     7.375 %     10/1/2017       8,460     8,756,100  
National Financial Partners Corp.     9.00 %     7/15/2021       7,505     7,842,725  
Ocwen Financial Corp.     6.625 %     5/15/2019       5,888     5,240,320  
OneMain Financial Holdings, Inc.     6.75 %     12/15/2019       3,750     3,965,625  
Springleaf Finance Corp.     5.25 %     12/15/2019       7,370     7,535,825  
Total                           107,909,126  
                               
Diversified Capital Goods 0.58%                              
                               
Artesyn Embedded Technologies, Inc.     9.75 %     10/15/2020       6,755     6,484,800  
Constellation Enterprises LLC     10.625 %     2/1/2016       4,645     4,340,172  
Griffon Corp.     5.25 %     3/1/2022       1,872     1,850,940  
NANA Development Corp.     9.50 %     3/15/2019       7,850     7,261,250  
Unifrax I LLC/Unifrax Holding Co.     7.50 %     2/15/2019       5,237     5,315,555  
Total                           25,252,717  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Electric: Generation 1.55%                              
                               
Borger Energy Associates LP/Borger Funding Corp.     7.26 %     12/31/2022     $ 843   $ 851,124  
Dynegy Finance I, Inc./Dynegy Finance II, Inc.     7.375 %     11/1/2022       4,635     4,913,100  
Dynegy Finance I, Inc./Dynegy Finance II, Inc.     7.625 %     11/1/2024       4,600     4,887,500  
Elwood Energy LLC     8.159 %     7/5/2026       8,630     9,665,091  
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(g)     10.00 %     12/1/2020       15,040     1,504,000  
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(g)     11.25 %     12/1/2018       2,850     3,256,125  
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(g)     11.75 %     3/1/2022       13,990     15,083,746  
Illinois Power Generating Co.     7.00 %     4/15/2018       10,249     9,531,570  
Illinois Power Generating Co.     7.95 %     6/1/2032       3,651     3,194,625  
NSG Holdings LLC/NSG Holdings, Inc.     7.75 %     12/15/2025       7,851     8,498,231  
Red Oak Power LLC     8.54 %     11/30/2019       5,451     5,832,374  
Total                           67,217,486  
                               
Electric: Integrated 0.57%                              
                               
AES El Salvador Trust II (Panama)†(a)     6.75 %     3/28/2023       3,220     3,010,700  
PPL Energy Supply LLC     4.60 %     12/15/2021       10,600     9,818,716  
RJS Power Holdings LLC     5.125 %     7/15/2019       11,997     11,877,030  
Total                           24,706,446  
                               
Electronics 0.30%                              
                               
Flextronics International Ltd.     5.00 %     2/15/2023       4,300     4,558,000  
Sensata Technologies BV (Netherlands)†(a)     5.625 %     11/1/2024       7,926     8,530,358  
Total                           13,088,358  
                               
Energy: Exploration & Production 6.05%                              
                               
Afren plc (United Kingdom)†(a)     6.625 %     12/9/2020       4,925     1,989,700  
Afren plc (United Kingdom)†(a)     10.25 %     4/8/2019       3,450     1,411,050  
Afren plc (United Kingdom)†(a)     11.50 %     2/1/2016       4,400     1,881,880  
Antero Resources Finance Corp.     5.375 %     11/1/2021       7,525     7,609,656  
Bill Barrett Corp.     7.00 %     10/15/2022       6,846     6,418,125  
Bonanza Creek Energy, Inc.     6.75 %     4/15/2021       5,965     5,875,525  
California Resources Corp.     5.00 %     1/15/2020       19,238     17,747,055  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Energy: Exploration & Production (continued)                              
                               
Carrizo Oil & Gas, Inc.     7.50 %     9/15/2020     $ 3,447   $ 3,537,484  
Chesapeake Energy Corp.     4.875 %     4/15/2022       2,625     2,605,313  
Chesapeake Energy Corp.     5.75 %     3/15/2023       5,000     5,243,750  
Concho Resources, Inc.     5.50 %     4/1/2023       10,833     11,266,320  
CrownRock LP/CrownRock Finance, Inc.     7.125 %     4/15/2021       9,000     9,045,000  
CrownRock LP/CrownRock Finance, Inc.     7.75 %     2/15/2023       2,650     2,742,750  
Diamondback Energy, Inc.     7.625 %     10/1/2021       5,461     5,761,355  
EXCO Resources, Inc.     8.50 %     4/15/2022       6,337     4,721,065  
Genel Energy Finance plc  (United Kingdom)†(a)     7.50 %     5/14/2019       4,200     3,685,500  
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)     7.50 %     2/11/2020       4,083     3,123,495  
Gulfport Energy Corp.     7.75 %     11/1/2020       3,200     3,312,000  
Gulfport Energy Corp.     7.75 %     11/1/2020       6,115     6,329,025  
Hilcorp Energy I LP/Hilcorp Finance Co.     5.00 %     12/1/2024       7,849     7,436,927  
Kosmos Energy Ltd.     7.875 %     8/1/2021       11,225     10,607,625  
Legacy Reserves LP/Legacy Reserves Finance Corp.     6.625 %     12/1/2021       5,345     4,329,450  
Legacy Reserves LP/Legacy Reserves Finance Corp.     8.00 %     12/1/2020       6,000     5,220,000  
MEG Energy Corp. (Canada)†(a)     6.50 %     3/15/2021       8,140     7,916,150  
MEG Energy Corp. (Canada)†(a)     7.00 %     3/31/2024       12,250     11,989,687  
Memorial Resource Development Corp.     5.875 %     7/1/2022       8,513     8,193,762  
Newfield Exploration Co.     5.75 %     1/30/2022       6,745     7,099,113  
Oasis Petroleum, Inc.     6.50 %     11/1/2021       5,000     4,821,875  
Oasis Petroleum, Inc.     6.875 %     3/15/2022       6,275     6,180,875  
Parsley Energy LLC/Parsley Finance Corp.     7.50 %     2/15/2022       9,321     9,600,630  
PDC Energy, Inc.     7.75 %     10/15/2022       5,642     5,895,890  
Penn Virginia Corp.     8.50 %     5/1/2020       6,350     6,254,750  
Rice Energy, Inc.     6.25 %     5/1/2022       9,340     9,153,200  
Rosetta Resources, Inc.     5.875 %     6/1/2022       6,450     6,224,250  
RSP Permian, Inc.     6.625 %     10/1/2022       6,638     6,712,678  
Seven Generations Energy Ltd. (Canada)†(a)     8.25 %     5/15/2020       26,611     27,741,967  
SM Energy Co.     6.50 %     11/15/2021       3,975     4,114,125  
Triangle USA Petroleum Corp.     6.75 %     7/15/2022       5,665     4,673,625  
Tullow Oil plc (United Kingdom)†(a)     6.00 %     11/1/2020       1,720     1,552,300  
Tullow Oil plc (United Kingdom)†(a)     6.25 %     4/15/2022       2,995     2,650,575  
Total                           262,675,502  
                               
Food & Drug Retailers 0.76%                              
                               
Albertsons Holdings LLC/Saturn Acquisition Merger Sub, Inc.     7.75 %     10/15/2022       5,266     5,687,280  
New Albertson’s, Inc.     7.75 %     6/15/2026       4,098     3,872,610  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Food & Drug Retailers (continued)                              
                               
Rite Aid Corp.     6.75 %     6/15/2021     $ 3,615   $ 3,859,012  
Rite Aid Corp.     7.70 %     2/15/2027       10,350     11,773,125  
Tops Holding II Corp.     8.75 %     6/15/2018       7,964     7,764,900  
Total                           32,956,927  
                               
Food: Wholesale 3.48%                              
                               
Big Heart Pet Brands     7.625 %     2/15/2019       3,910     3,995,043  
Bumble Bee Holdco SCA PIK (Luxembourg)†(a)     9.625 %     3/15/2018       5,625     5,835,937  
Bumble Bee Holdings, Inc.     9.00 %     12/15/2017       2,147     2,257,034  
Chiquita Brands International, Inc./Chiquita Brands LLC     7.875 %     2/1/2021       1,524     1,678,305  
Comfeed Finance BV (Netherlands)†(a)     6.00 %     5/2/2018       2,750     2,543,750  
Diamond Foods, Inc.     7.00 %     3/15/2019       12,580     12,894,500  
ESAL GmbH (Austria)†(a)     6.25 %     2/5/2023       4,725     4,595,062  
FAGE Dairy Industry SA/FAGE USA Dairy Industry, Inc. (Greece)†(a)     9.875 %     2/1/2020       5,815     6,134,825  
Gruma SAB de CV (Mexico)†(a)     4.875 %     12/1/2024       3,175     3,361,531  
Hearthside Group Holdings LLC/Hearthside Finance Co.     6.50 %     5/1/2022       8,965     9,032,237  
HJ Heinz Co.     4.875 %     2/15/2025       20,568     20,722,260  
JBS Investments GmbH (Austria)†(a)     7.25 %     4/3/2024       6,850     7,004,125  
JBS Investments GmbH (Austria)†(a)     7.75 %     10/28/2020       2,075     2,194,313  
JBS USA LLC/JBS USA Finance, Inc.     5.875 %     7/15/2024       11,379     11,393,224  
KeHE Distributors LLC/KeHE Finance Corp.     7.625 %     8/15/2021       9,250     9,897,500  
Land O’Lakes Capital Trust I     7.45 %     3/15/2028       2,946     3,122,760  
Land O’Lakes, Inc.     6.00 %     11/15/2022       6,422     6,967,870  
MHP SA (Ukraine)†(a)     8.25 %     4/2/2020       6,650     4,189,500  
Smithfield Foods, Inc.     6.625 %     8/15/2022       389     424,496  
Southern States Cooperative, Inc.     10.00 %     8/15/2021       4,369     4,128,705  
Tonon Luxembourg SA (Luxembourg)†(a)     10.50 %     5/14/2024       5,275     3,033,125  
WhiteWave Foods Co. (The)     5.375 %     10/1/2022       24,055     25,889,194  
Total                           151,295,296  
                               
Forestry/Paper 1.22%                              
                               
Boise Cascade Co.     6.375 %     11/1/2020       6,000     6,330,000  
Cascades, Inc. (Canada)†(a)     5.50 %     7/15/2022       5,266     5,443,727  
Clearwater Paper Corp.     4.50 %     2/1/2023       3,279     3,279,000  
Mercer International, Inc. (Canada)†(a)     7.75 %     12/1/2022       13,990     14,724,475  
Millar Western Forest Products Ltd. (Canada)(a)     8.50 %     4/1/2021       5,610     5,834,400  
Neenah Paper, Inc.     5.25 %     5/15/2021       9,205     9,297,050  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Forestry/Paper (continued)                              
                               
PH Glatfelter Co.     5.375 %     10/15/2020     $ 3,700   $ 3,811,000  
Rayonier AM Products, Inc.     5.50 %     6/1/2024       4,825     4,161,563  
Total                           52,881,215  
                               
Gaming 3.17%                              
                               
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties     11.00 %     10/1/2021       4,460     3,969,400  
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc.     9.375 %     5/1/2022       16,352     13,490,400  
CCM Merger, Inc.     9.125 %     5/1/2019       3,621     3,955,943  
Churchill Downs, Inc.     5.375 %     12/15/2021       6,182     6,290,185  
Cleopatra Finance Ltd. (Jersey)†(a)     6.50 %     2/15/2025       6,100     6,092,375  
Graton Economic Development Authority     9.625 %     9/1/2019       8,172     9,070,920  
Greektown Holdings LLC/Greektown Mothership Corp.     8.875 %     3/15/2019       4,204     4,508,790  
MCE Finance Ltd. (Macao)†(a)     5.00 %     2/15/2021       8,140     7,895,800  
MGM Resorts International     6.00 %     3/15/2023       10,400     10,868,000  
Mohegan Tribal Gaming Authority     9.75 %     9/1/2021       11,525     12,360,562  
Penn National Gaming, Inc.     5.875 %     11/1/2021       5,547     5,533,132  
Pinnacle Entertainment, Inc.     6.375 %     8/1/2021       3,575     3,816,313  
Pinnacle Entertainment, Inc.     7.75 %     4/1/2022       4,685     5,071,513  
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.     9.50 %     6/15/2019       4,004     4,264,260  
ROC Finance LLC/ROC Finance 1 Corp.     12.125 %     9/1/2018       6,965     7,295,837  
Scientific Games International, Inc.     7.00 %     1/1/2022       4,129     4,273,515  
Scientific Games International, Inc.     10.00 %     12/1/2022       3,531     3,478,035  
Shingle Springs Tribal Gaming Authority     9.75 %     9/1/2021       10,754     12,152,020  
Station Casinos LLC     7.50 %     3/1/2021       4,052     4,376,160  
Studio City Finance Ltd. (Hong Kong)†(a)     8.50 %     12/1/2020       3,378     3,521,565  
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.     6.375 %     6/1/2021       5,800     5,597,000  
Total                           137,881,725  
                               
Gas Distribution 3.65%                              
                               
Energy Transfer Equity LP     5.875 %     1/15/2024       3,750     4,031,250  
Genesis Energy LP     5.625 %     6/15/2024       2,985     2,790,975  
Hiland Partners LP/Hiland Partners Finance Corp.     5.50 %     5/15/2022       2,993     3,127,685  
Holly Energy Partners LP/Holly Energy Finance Corp.     6.50 %     3/1/2020       4,560     4,468,800  
IFM US Colonial Pipeline 2 LLC     6.45 %     5/1/2021       4,700     5,142,881  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Gas Distribution (continued)                              
                               
Kinder Morgan, Inc.     8.05 %     10/15/2030     $ 5,005   $ 6,181,475  
LBC Tank Terminals Holding Netherlands BV (Belgium)†(a)     6.875 %     5/15/2023       3,805     3,938,175  
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.     4.875 %     12/1/2024       2,410     2,488,325  
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.     6.25 %     6/15/2022       8,657     9,219,705  
NGPL PipeCo LLC     9.625 %     6/1/2019       5,323     5,362,923  
Regency Energy Partners LP/Regency Energy Finance Corp.     5.00 %     10/1/2022       3,923     4,177,995  
Regency Energy Partners LP/Regency Energy Finance Corp.     5.875 %     3/1/2022       14,160     15,540,600  
Rockies Express Pipeline LLC     5.625 %     4/15/2020       6,859     7,219,097  
Rockies Express Pipeline LLC     6.875 %     4/15/2040       4,437     4,891,793  
Rockies Express Pipeline LLC     7.50 %     7/15/2038       1,268     1,470,880  
Sabine Pass Liquefaction LLC     5.625 %     3/1/2025       6,820     6,862,625  
Sabine Pass Liquefaction LLC     5.75 %     5/15/2024       11,650     11,970,375  
Sabine Pass Liquefaction LLC     6.25 %     3/15/2022       19,863     20,980,294  
SemGroup Corp.     7.50 %     6/15/2021       6,190     6,530,450  
Southern Star Central Corp.     5.125 %     7/15/2022       8,106     8,369,445  
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.     7.50 %     7/1/2021       3,450     3,648,375  
Targa Resources Partners LP/Targa Resources Partners Finance Corp.     5.25 %     5/1/2023       6,236     6,391,900  
Tesoro Logistics LP/Tesoro Logistics Finance Corp.     5.50 %     10/15/2019       2,775     2,941,500  
Tesoro Logistics LP/Tesoro Logistics Finance Corp.     6.125 %     10/15/2021       3,425     3,647,625  
Tesoro Logistics LP/Tesoro Logistics Finance Corp.     6.25 %     10/15/2022       6,580     7,007,700  
Total                           158,402,848  
                               
Health Facilities 3.70%                              
                               
Acadia Healthcare Co., Inc.     5.125 %     7/1/2022       3,365     3,398,650  
Acadia Healthcare Co., Inc.     5.625 %     2/15/2023       5,042     5,231,075  
Acadia Healthcare Co., Inc.     6.125 %     3/15/2021       7,550     7,889,750  
Amsurg Corp.     5.625 %     11/30/2020       5,075     5,309,719  
CHS/Community Health Systems, Inc.     6.875 %     2/1/2022       13,030     13,999,106  
CHS/Community Health Systems, Inc.     8.00 %     11/15/2019       2,695     2,890,388  
CTR Partnership LP/CareTrust Capital Corp.     5.875 %     6/1/2021       5,085     5,212,125  
DaVita HealthCare Partners, Inc.     5.125 %     7/15/2024       5,952     6,186,360  
HCA, Inc.     5.375 %     2/1/2025       5,680     6,049,200  
HCA, Inc.     5.875 %     3/15/2022       12,311     13,868,341  
HCA, Inc.     6.50 %     2/15/2020       5,950     6,783,000  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Health Facilities (continued)                              
                               
HCA, Inc.     7.50 %     12/15/2023     $ 7,278   $ 8,315,115  
HCA, Inc.     8.36 %     4/15/2024       10,088     12,105,600  
HealthSouth Corp.     5.75 %     11/1/2024       3,804     3,994,200  
Kindred Healthcare, Inc.     6.375 %     4/15/2022       4,985     5,009,925  
Kindred Healthcare, Inc.     8.00 %     1/15/2020       3,500     3,815,000  
LifePoint Hospitals, Inc.     5.50 %     12/1/2021       3,114     3,324,195  
MPT Operating Partnership LP/MPT Finance Corp.     6.375 %     2/15/2022       8,390     9,145,100  
Sabra Health Care LP/Sabra Capital Corp.     5.375 %     6/1/2023       5,290     5,620,625  
Sabra Health Care LP/Sabra Capital Corp.     5.50 %     2/1/2021       5,650     6,045,500  
Select Medical Corp.     6.375 %     6/1/2021       3,775     3,812,750  
Tenet Healthcare Corp.     6.00 %     10/1/2020       9,700     10,573,000  
Tenet Healthcare Corp.     8.125 %     4/1/2022       10,615     12,048,025  
Total                           160,626,749  
                               
Health Services 0.59%                              
                               
Catamaran Corp.     4.75 %     3/15/2021       3,775     3,940,156  
Emdeon, Inc.     11.00 %     12/31/2019       2,475     2,725,594  
Envision Healthcare Corp.     5.125 %     7/1/2022       3,282     3,425,588  
Omnicare, Inc.     4.75 %     12/1/2022       2,825     2,962,719  
Omnicare, Inc.     5.00 %     12/1/2024       1,934     2,045,205  
Service Corp. International/US     5.375 %     1/15/2022       5,900     6,224,500  
StoneMor Partners LP/Cornerstone Family Services of WV     7.875 %     6/1/2021       4,187     4,406,817  
Total                           25,730,579  
                               
Hotels 0.36%                              
                               
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp.     5.625 %     10/15/2021       8,550     9,116,438  
Playa Resorts Holding BV (Netherlands)†(a)     8.00 %     8/15/2020       6,000     5,970,000  
RHP Hotel Properties LP/RHP Finance Corp.     5.00 %     4/15/2021       500     513,750  
Total                           15,600,188  
                               
Insurance Brokerage 0.30%                              
                               
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC     7.875 %     12/15/2020       7,287     7,542,045  
Hockey Merger Sub 2, Inc.     7.875 %     10/1/2021       5,125     5,278,750  
Total                           12,820,795  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Integrated Energy 0.11%                              
                               
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(a)     4.199 %     3/6/2022     $ 6,000   $ 4,672,500  
                               
Investments & Miscellaneous Financial Services 0.22%                              
                               
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.     5.875 %     3/15/2022       8,800     9,460,000  
                               
Life Insurance 0.50%                              
                               
American Equity Investment Life Holding Co.     6.625 %     7/15/2021       13,550     14,566,250  
CNO Financial Group, Inc.     6.375 %     10/1/2020       6,550     6,975,750  
Total                           21,542,000  
                               
Machinery 0.59%                              
                               
Cleaver-Brooks, Inc.     8.75 %     12/15/2019       3,930     4,038,075  
CNH Industrial Capital LLC     3.375 %     7/15/2019       4,200     4,179,000  
Gardner Denver, Inc.     6.875 %     8/15/2021       4,215     4,109,625  
Milacron LLC/Mcron Finance Corp.     7.75 %     2/15/2021       8,371     8,789,550  
Waterjet Holdings, Inc.     7.625 %     2/1/2020       4,534     4,726,695  
Total                           25,842,945  
                               
Managed Care 0.35%                              
                               
Centene Corp.     4.75 %     5/15/2022       8,700     8,993,625  
MPH Acquisition Holdings LLC     6.625 %     4/1/2022       5,930     6,315,450  
Total                           15,309,075  
                               
Media: Content 2.01%                              
                               
AMC Networks, Inc.     4.75 %     12/15/2022       23,285     23,517,850  
Belo Corp.     7.25 %     9/15/2027       7,195     7,842,550  
Belo Corp.     7.75 %     6/1/2027       1,095     1,226,400  
iHeartCommunications, Inc.     9.00 %     12/15/2019       4,400     4,361,500  
iHeartCommunications, Inc.     10.00 %     1/15/2018       11,005     9,821,962  
iHeartCommunications, Inc.     11.25 %     3/1/2021       6,325     6,538,469  
LIN Television Corp.     6.375 %     1/15/2021       5,211     5,399,899  
Netflix, Inc.     5.375 %     2/1/2021       3,800     3,923,500  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Media: Content (continued)                              
                               
Netflix, Inc.     5.875 %     2/15/2025     $ 13,782   $ 14,316,052  
Univision Communications, Inc.     5.125 %     2/15/2025       6,306     6,400,590  
Univision Communications, Inc.     8.50 %     5/15/2021       3,500     3,771,250  
Total                           87,120,022  
                               
Media: Diversified 0.10%                              
                               
Block Communications, Inc.     7.25 %     2/1/2020       4,145     4,310,800  
                               
Medical Products 1.41%                              
                               
Fresenius Medical Care US Finance II, Inc.     5.875 %     1/31/2022       12,135     13,682,212  
Fresenius Medical Care US Finance, Inc.     5.75 %     2/15/2021       5,101     5,674,863  
Grifols Worldwide Operations Ltd. (Ireland)†(a)     5.25 %     4/1/2022       3,550     3,647,625  
Kinetic Concepts, Inc./KCI USA, Inc.     10.50 %     11/1/2018       5,038     5,522,908  
Kinetic Concepts, Inc./KCI USA, Inc.     12.50 %     11/1/2019       4,275     4,745,250  
Mallinckrodt International Finance SA (Luxembourg)(a)     4.75 %     4/15/2023       14,773     14,514,472  
Mallinckrodt International Finance SA/Mallinckrodt CB LLC (Luxembourg)†(a)     5.75 %     8/1/2022       12,895     13,652,581  
Total                           61,439,911  
                               
Metals/Mining (Excluding Steel) 3.32%                              
                               
Alcoa, Inc.     5.125 %     10/1/2024       8,759     9,543,482  
Aleris International, Inc.     7.625 %     2/15/2018       3,839     3,843,799  
Aleris International, Inc.     7.875 %     11/1/2020       3,542     3,488,870  
ALROSA Finance SA (Luxembourg)†(a)     7.75 %     11/3/2020       8,950     8,726,250  
AuRico Gold, Inc. (Canada)†(a)     7.75 %     4/1/2020       6,325     6,230,125  
Boart Longyear Management Pty Ltd. (Australia)†(a)     10.00 %     10/1/2018       5,125     5,406,875  
Century Aluminum Co.     7.50 %     6/1/2021       6,667     7,100,355  
Coeur Mining, Inc.     7.875 %     2/1/2021       12,342     11,107,800  
Compass Minerals International, Inc.     4.875 %     7/15/2024       10,230     10,204,425  
Constellium NV (Netherlands)†(a)     5.75 %     5/15/2024       13,228     12,599,670  
Emeco Pty Ltd. (Australia)†(a)     9.875 %     3/15/2019       6,550     5,010,750  
FMG Resources August 2006 Pty Ltd. (Australia)†(a)     6.875 %     4/1/2022       5,091     4,276,440  
Imperial Metals Corp. (Canada)†(a)     7.00 %     3/15/2019       9,759     9,319,845  
Kissner Milling Co. Ltd. (Canada)†(a)     7.25 %     6/1/2019       5,760     5,889,600  
Lundin Mining Corp. (Canada)†(a)     7.875 %     11/1/2022       3,712     3,851,200  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Metals/Mining (Excluding Steel) (continued)                              
                               
Mirabela Nickel Ltd. (Australia)(a)     1.00 %     9/16/2044     $ 50   $ 5  
New Gold, Inc. (Canada)†(a)     6.25 %     11/15/2022       8,447     8,404,765  
New Gold, Inc. (Canada)†(a)     7.00 %     4/15/2020       1,030     1,069,913  
Peabody Energy Corp.     6.50 %     9/15/2020       6,725     5,724,656  
Peabody Energy Corp.     7.375 %     11/1/2016       2,003     2,113,165  
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp.     7.375 %     2/1/2020       4,549     4,753,705  
Thompson Creek Metals Co., Inc.     7.375 %     6/1/2018       4,924     4,086,920  
Thompson Creek Metals Co., Inc.     9.75 %     12/1/2017       3,881     4,026,538  
Walter Energy, Inc.†(h)     9.50 %     10/15/2019       7,640     5,118,800  
Wise Metals Group LLC/Wise Alloys Finance Corp.     8.75 %     12/15/2018       2,259     2,459,486  
Total                           144,357,439  
                               
Oil Field Equipment & Services 0.47%                              
                               
Basic Energy Services, Inc.     7.75 %     10/15/2022       7,000     5,250,000  
Gulfmark Offshore, Inc.     6.375 %     3/15/2022       7,777     6,474,352  
Pioneer Energy Services Corp.     6.125 %     3/15/2022       7,765     5,998,463  
Seventy Seven Energy, Inc.     6.50 %     7/15/2022       5,335     2,800,875  
Total                           20,523,690  
                               
Oil Refining & Marketing 0.64%                              
                               
Citgo Holding, Inc.     10.75 %     2/15/2020       10,559     10,822,975  
CVR Refining LLC/Coffeyville Finance, Inc.     6.50 %     11/1/2022       6,760     6,827,600  
Northern Tier Energy LLC/Northern Tier Finance Corp.     7.125 %     11/15/2020       9,909     10,280,587  
Total                           27,931,162  
                               
Packaging 1.76%                              
                               
Ball Corp.     5.00 %     3/15/2022       9,142     9,599,100  
BWAY Holding Co.     9.125 %     8/15/2021       1,038     1,084,710  
Coveris Holdings SA (Luxembourg)†(a)     7.875 %     11/1/2019       10,150     10,353,000  
Graphic Packaging International, Inc.     4.75 %     4/15/2021       6,975     7,288,875  
Graphic Packaging International, Inc.     4.875 %     11/15/2022       2,880     3,002,400  
Pactiv LLC     7.95 %     12/15/2025       5,375     5,482,500  
PaperWorks Industries, Inc.     9.50 %     8/15/2019       5,087     5,182,381  
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA     5.75 %     10/15/2020       5,290     5,508,213  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Packaging (continued)                              
                               
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA     8.25 %     2/15/2021     $ 16,550   $ 17,501,625  
Sealed Air Corp.     4.875 %     12/1/2022       4,474     4,619,405  
Sealed Air Corp.     5.125 %     12/1/2024       1,524     1,596,390  
Signode Industrial Group Lux SA/Signode Industrial Group US, Inc.     6.375 %     5/1/2022       5,168     5,116,320  
Total                           76,334,919  
                               
Personal & Household Products 1.17%                              
                               
American Greetings Corp.     7.375 %     12/1/2021       4,620     4,954,950  
Avon Products, Inc.     5.00 %     3/15/2023       9,006     8,204,466  
Brunswick Corp.     4.625 %     5/15/2021       9,585     9,704,812  
Century Intermediate Holding Co. 2 PIK     9.75 %     2/15/2019       9,325     9,966,094  
Elizabeth Arden, Inc.     7.375 %     3/15/2021       6,909     6,252,645  
FGI Operating Co. LLC/FGI Finance, Inc.     7.875 %     5/1/2020       10,126     7,594,500  
Serta Simmons Holdings LLC     8.125 %     10/1/2020       3,873     4,144,110  
Total                           50,821,577  
                               
Pharmaceuticals 1.12%                              
                               
Par Pharmaceutical Cos., Inc.     7.375 %     10/15/2020       9,732     10,364,580  
Salix Pharmaceuticals Ltd.     6.50 %     1/15/2021       7,145     8,020,263  
Valeant Pharmaceuticals International, Inc.     5.50 %     3/1/2023       3,438     3,489,570  
Valeant Pharmaceuticals International, Inc.     6.375 %     10/15/2020       25,354     26,780,162  
Total                           48,654,575  
                               
Printing & Publishing 0.23%                              
                               
RR Donnelley & Sons Co.     7.00 %     2/15/2022       2,975     3,272,500  
RR Donnelley & Sons Co.     7.875 %     3/15/2021       5,760     6,595,200  
Total                           9,867,700  
                               
Rail 0.45%                              
                               
Florida East Coast Holdings Corp.     6.75 %     5/1/2019       8,436     8,720,715  
Florida East Coast Holdings Corp.     9.75 %     5/1/2020       5,085     4,983,300  
Watco Cos. LLC/Watco Finance Corp.     6.375 %     4/1/2023       5,575     5,630,750  
Total                           19,334,765  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Real Estate Development & Management 0.30%                              
                               
CBRE Services, Inc.     5.00 %     3/15/2023     $ 12,250   $ 12,923,750  
                               
Real Estate Investment Trusts 0.41%                              
                               
China South City Holdings Ltd. (Hong Kong)(a)     8.25 %     1/29/2019       2,475     2,363,006  
China South City Holdings Ltd. (Hong Kong)(a)     13.50 %     10/17/2017       6,012     6,283,742  
Qualitytech LP/QTS Finance Corp.     5.875 %     8/1/2022       5,777     5,964,753  
Vingroup JSC (Vietnam)†(a)     11.625 %     5/7/2018       2,875     3,054,688  
Total                           17,666,189  
                               
Recreation & Travel 0.95%                              
                               
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp.     5.25 %     3/15/2021       7,734     7,975,301  
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp.     5.375 %     6/1/2024       2,961     3,023,921  
NCL Corp. Ltd.     5.25 %     11/15/2019       4,064     4,196,080  
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.     8.875 %     4/15/2017       6,437     6,617,719  
Royal Caribbean Cruises Ltd.     7.50 %     10/15/2027       6,800     8,075,000  
Viking Cruises Ltd.     8.50 %     10/15/2022       10,039     11,268,777  
Total                           41,156,798  
                               
Restaurants 0.61%                              
                               
Checkers Drive-In Restaurants, Inc.     11.00 %     12/1/2017       7,741     8,457,042  
PF Chang’s China Bistro, Inc.     10.25 %     6/30/2020       7,855     7,972,825  
Ruby Tuesday, Inc.     7.625 %     5/15/2020       3,685     3,777,125  
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC     5.875 %     5/15/2021       5,830     5,873,725  
Wendy’s International LLC     7.00 %     12/15/2025       394     411,730  
Total                           26,492,447  
                               
Software/Services 2.68%                              
                               
Alliance Data Systems Corp.     5.375 %     8/1/2022       9,443     9,443,000  
Alliance Data Systems Corp.     6.375 %     4/1/2020       10,280     10,729,750  
Aspect Software, Inc.     10.625 %     5/15/2017       2,713     2,489,178  
Audatex North America, Inc.     6.125 %     11/1/2023       8,630     9,190,950  
Ceridian HCM Holding, Inc.     11.00 %     3/15/2021       7,451     7,776,981  
First Data Corp.     11.25 %     1/15/2021       19,694     22,549,630  
First Data Corp.     11.75 %     8/15/2021       10,363     12,124,710  
iGATE Corp.     4.75 %     4/15/2019       4,014     4,094,280  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Software/Services (continued)                              
                               
Infinity Acquisition LLC/Infinity Acquisition Finance Corp.     7.25 %     8/1/2022     $ 10,230   $ 9,539,475  
MSCI, Inc.     5.25 %     11/15/2024       6,074     6,347,330  
SRA International, Inc.     11.00 %     10/1/2019       6,275     6,808,375  
SunGard Data Systems, Inc.     6.625 %     11/1/2019       7,385     7,717,325  
Syniverse Holdings, Inc.     9.125 %     1/15/2019       3,932     4,099,110  
VeriSign, Inc.     4.625 %     5/1/2023       3,668     3,686,340  
Total                           116,596,434  
                               
Specialty Retail 3.39%                              
                               
Argos Merger Sub, Inc.†(e)     7.125 %     3/15/2023       10,602     10,999,575  
Asbury Automotive Group, Inc.     6.00 %     12/15/2024       11,215     11,803,787  
Chinos Intermediate Holdings Class A, Inc. PIK     7.75 %     5/1/2019       4,675     4,137,375  
Claire’s Stores, Inc.(h)     8.875 %     3/15/2019       9,298     5,857,740  
Claire’s Stores, Inc.     9.00 %     3/15/2019       5,930     5,596,438  
CST Brands, Inc.     5.00 %     5/1/2023       6,394     6,633,775  
DBP Holding Corp.     7.75 %     10/15/2020       7,875     7,245,000  
Dufry Finance SCA (Luxembourg)†(a)     5.50 %     10/15/2020       6,625     6,932,638  
Family Tree Escrow LLC     5.75 %     3/1/2023       9,150     9,676,125  
First Cash Financial Services, Inc.     6.75 %     4/1/2021       6,601     6,873,291  
Hot Topic, Inc.     9.25 %     6/15/2021       12,385     13,592,537  
Men’s Wearhouse, Inc. (The)     7.00 %     7/1/2022       4,822     5,099,265  
Neiman Marcus Group Ltd. LLC     8.00 %     10/15/2021       14,600     15,421,250  
Pacific Emerald Pte Ltd. (Singapore)(a)     9.75 %     7/25/2018       3,200     3,440,000  
Pantry, Inc. (The)     8.375 %     8/1/2020       2,548     2,815,540  
Party City Holdings, Inc.     8.875 %     8/1/2020       125     137,188  
Perry Ellis International, Inc.     7.875 %     4/1/2019       2,500     2,587,500  
Rent-A-Center, Inc.     6.625 %     11/15/2020       4,379     4,160,050  
Sally Holdings LLC/Sally Capital, Inc.     5.75 %     6/1/2022       5,304     5,675,280  
Springs Industries, Inc.     6.25 %     6/1/2021       5,895     5,791,838  
Toys R Us Property Co. II LLC     8.50 %     12/1/2017       3,975     3,994,875  
William Carter Co. (The)     5.25 %     8/15/2021       8,528     8,973,588  
Total                           147,444,655  
                               
Steel Producers/Products 1.01%                              
                               
AK Steel Corp.     8.375 %     4/1/2022       6,863     6,142,385  
Allegheny Technologies, Inc.     6.125 %     8/15/2023       5,798     6,221,694  
ArcelorMittal (Luxembourg)(a)     10.60 %     6/1/2019       10,500     13,006,875  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Steel Producers/Products (continued)                              
                               
Steel Dynamics, Inc.     5.125 %     10/1/2021     $ 6,290   $ 6,447,250  
Steel Dynamics, Inc.     5.50 %     10/1/2024       5,318     5,530,720  
United States Steel Corp.     7.375 %     4/1/2020       6,225     6,652,969  
Total                           44,001,893  
                               
Support: Services 1.83%                              
                               
ADT Corp. (The)     4.125 %     6/15/2023       8,835     8,437,425  
APX Group, Inc.     6.375 %     12/1/2019       5,153     5,191,647  
BlueLine Rental Finance Corp.     7.00 %     2/1/2019       3,784     3,935,360  
Compiler Finance Sub, Inc.     7.00 %     5/1/2021       9,023     6,812,365  
Corrections Corp. of America     4.625 %     5/1/2023       5,371     5,397,855  
IHS, Inc.     5.00 %     11/1/2022       3,914     3,997,173  
Jurassic Holdings III, Inc.     6.875 %     2/15/2021       8,477     7,374,990  
Light Tower Rentals, Inc.     8.125 %     8/1/2019       7,355     5,369,150  
Modular Space Corp.     10.25 %     1/31/2019       7,868     5,940,340  
NES Rentals Holdings, Inc.     7.875 %     5/1/2018       6,525     6,639,187  
Sotheby’s     5.25 %     10/1/2022       11,110     10,915,575  
United Rentals North America, Inc.     7.625 %     4/15/2022       5,190     5,791,054  
Vander Intermediate Holding II Corp. PIK     9.75 %     2/1/2019       3,775     3,822,188  
Total                           79,624,309  
                               
Technology Hardware & Equipment 0.88%                              
                               
CDW LLC/CDW Finance Corp.     5.00 %     9/1/2023       7,680     7,737,600  
CDW LLC/CDW Finance Corp.     5.50 %     12/1/2024       5,476     5,708,730  
CDW LLC/CDW Finance Corp.     6.00 %     8/15/2022       2,256     2,419,560  
CommScope, Inc.     5.00 %     6/15/2021       5,550     5,647,125  
Dell, Inc.     7.10 %     4/15/2028       3,685     4,012,044  
Denali Borrower LLC/Denali Finance Corp.     5.625 %     10/15/2020       9,540     10,183,950  
Project Homestake Merger Corp.†(e)     8.875 %     3/1/2023       2,618     2,618,000  
Total                           38,327,009  
                               
Telecommunications:  Wireline Integrated & Services 1.46%                              
                               
Cogent Communications Group, Inc.     5.375 %     3/1/2022       7,592     7,667,920  
Consolidated Communications, Inc.     6.50 %     10/1/2022       4,949     4,961,373  
Consolidated Communications, Inc.     10.875 %     6/1/2020       6,463     7,311,269  
Dycom Investments, Inc.     7.125 %     1/15/2021       5,485     5,786,675  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Telecommunications:  Wireline Integrated & Services (continued)                              
                               
Equinix, Inc.     4.875 %     4/1/2020     $ 7,090   $ 7,409,050  
Frontier Communications Corp.     6.875 %     1/15/2025       7,900     7,939,500  
Frontier Communications Corp.     8.50 %     4/15/2020       10,460     11,872,100  
Zayo Group LLC/Zayo Capital, Inc.     6.00 %     4/1/2023       10,095     10,372,612  
Total                           63,320,499  
                               
Telecommunications: Integrated/Services 0.41%                              
                               
Columbus International, Inc. (Barbados)†(a)     7.375 %     3/30/2021       7,050     7,428,938  
Telecom Italia SpA (Italy)†(a)     5.303 %     5/30/2024       9,950     10,536,652  
Total                           17,965,590  
                               
Telecommunications: Satellite 0.96%                              
                               
Hughes Satellite Systems Corp.     6.50 %     6/15/2019       5,460     5,992,350  
Inmarsat Finance plc (United Kingdom)†(a)     4.875 %     5/15/2022       9,600     9,793,920  
Intelsat Jackson Holdings SA (Luxembourg)(a)     6.625 %     12/15/2022       8,710     8,557,575  
Intelsat Luxembourg SA (Luxembourg)(a)     7.75 %     6/1/2021       18,428     17,138,040  
Total                           41,481,885  
                               
Telecommunications: Wireless 2.54%                              
                               
Comcel Trust     6.875 %     2/6/2024       14,425     15,430,422  
Digicel Group Ltd. (Jamaica)†(a)     7.125 %     4/1/2022       8,435     8,055,425  
Digicel Ltd. (Jamaica)†(a)     6.75 %     3/1/2023       5,710     5,774,238  
SBA Communications Corp.     4.875 %     7/15/2022       8,300     8,320,750  
T-Mobile USA, Inc.     6.625 %     11/15/2020       11,275     11,937,406  
T-Mobile USA, Inc.     6.731 %     4/28/2022       14,805     15,822,844  
T-Mobile USA, Inc.     6.836 %     4/28/2023       21,230     22,769,175  
Wind Acquisition Finance SA (Italy)†(a)     4.75 %     7/15/2020       4,750     4,809,375  
Wind Acquisition Finance SA (Italy)†(a)     7.375 %     4/23/2021       16,625     17,373,125  
Total                           110,292,760  
                               
Theaters & Entertainment 0.42%                              
                               
Activision Blizzard, Inc.     5.625 %     9/15/2021       12,185     13,068,413  
Production Resource Group, Inc.     8.875 %     5/1/2019       7,545     5,319,225  
Total                           18,387,638  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Transportation: Infrastructure/Services 1.17%                              
                               
Dynagas LNG Partners LP/Dynagas Finance, Inc. (Greece)(a)     6.25 %     10/30/2019     $ 9,492   $ 8,400,420  
GasLog Ltd.†(b)     7.00 %#     6/27/2018     NOK 29,000     3,764,033  
Marquette Transportation Co. LLC/Marquette Transportation Finance Corp.     10.875 %     1/15/2017     $ 2,290     2,370,150  
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a)     5.875 %     8/12/2020       6,730     7,209,916  
Overseas Shipholding Group, Inc.     8.125 %     3/30/2018       2,936     2,950,680  
Ship Finance International Ltd.(b)     5.60 %#     3/19/2019     NOK 42,000     5,067,799  
Stena AB (Sweden)†(a)     7.00 %     2/1/2024     $ 4,825     4,812,938  
Ultrapetrol Bahamas Ltd. (Bahamas)(a)     8.875 %     6/15/2021       6,354     6,290,460  
XPO Logistics, Inc.     7.875 %     9/1/2019       9,525     10,161,984  
Total                           51,028,380  
                               
Trucking & Delivery 0.15%                              
                               
DH Services Luxembourg Sarl (Luxembourg)†(a)     7.75 %     12/15/2020       5,990     6,304,475  
Total High Yield Corporate Bonds
(cost $3,436,009,745)
              3,431,667,101  
                               
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 1.17%            
                               
Citigroup Commercial Mortgage Trust 2015-101A F     4.625 %     1/14/2043       19,000     14,328,502  
Citigroup Commercial Mortgage Trust 2015-101A G     4.625 %     1/14/2043       4,000     2,876,138  
Merrill Lynch Mortgage Trust 2006-C1 F     5.659 %#     5/12/2039       10,500     1,215,947  
Morgan Stanley Capital I Trust 2005-IQ9 G     5.51 %     7/15/2056       2,000     2,080,133  
Motel 6 Trust 2015-MTL6 E†(e)     5.279 %     2/5/2030       5,750     5,692,500  
Motel 6 Trust 2015-MTL6 F(e)     5.00 %     2/5/2030       9,750     9,408,750  
Wachovia Bank Commercial Mortgage Trust 2006-WL7A J     0.773 %#     9/15/2021       15,876     15,093,567  
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $50,970,563)
          50,695,537  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investments   Dividend
Rate
    Maturity
Date
    Shares
(000)
  Fair
Value
 
PREFERRED STOCKS 0.45%                              
                               
Banking 0.17%                              
                               
Texas Capital Bancshares, Inc.     6.50 %             293   $ 7,180,950  
                               
Pharmaceuticals 0.28%                              
                               
Actavis plc     5.50 %             12     12,312,000  
Total Preferred Stocks
(cost $19,291,160)
                          19,492,950  
Total Long-Term Investments
(cost $4,230,455,649)
              4,231,984,334  
                               
    Interest
Rate
          Principal
Amount
(000)
     
SHORT-TERM INVESTMENTS 3.03%                              
                               
FLOATING RATE LOANS(c) 0.50%                              
                               
Food & Drug Retailers 0.26%                              
                               
Rite Aid Corp. Bridge Term Loan     TBD       2/23/2016     $ 11,250     11,250,000  
                               
Software/Services 0.24%                              
                               
SS&C Technologies, Inc./Sunshine Acquisition II, Inc. Debt Bridge Facility Term Loan     TBD       2/19/2016       10,500     10,500,000  
Total Floating Rate Loans
(cost $21,750,000)
                          21,750,000  
                               
REPURCHASE AGREEMENT 2.53%                              
                               
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $111,275,000 of U.S. Treasury Note at 1.50% due 5/31/2019 value: $111,970,469; proceeds: $109,774,105
(cost $109,774,105)
    109,774     109,774,105  
                               
Total Short-Term Investments
(cost $131,524,105)
                          131,524,105  
Total Investments in Securities 100.45%
(cost $4,361,979,754)
          4,363,508,439  
Liabilities in Excess of Foreign Cash and Other Assets(i) (0.45%)           (19,380,212 )
Net Assets 100.00%                         $ 4,344,128,227  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

 
AUD Australian dollar.
CHF Swiss franc.
EUR euro.
GBP British pound.
NOK Norwegian krone.
PIK Payment-in-kind.
TBD Interest rate to be determined.
Units More than one class of securities traded together.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at February 28, 2015.
* Non-income producing security.
(a) Foreign security traded in U.S. dollars.
(b) Investment in non-U.S. dollar denominated securities.
(c) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2015.
(d) Security is perpetual in nature and has no stated maturity.
(e) Securities purchased on a when-issued basis (See Note 2(f)).
(f) Stub Rights issued in connection with a plan of reorganization.
(g) Defaulted security.
(h) Security has been fully or partially segregated for open reverse repurchase agreements as of February 28, 2015 (See Note 2(j)).
(i) 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 February 28, 2015:

 

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  Morgan Stanley  4/20/2015   1,825,000   $2,825,625   $2,816,618   $9,007 
Canadian dollar  Sell  Bank of America  5/19/2015   17,585,000    14,094,000    14,052,176    41,824 
euro  Sell  Goldman Sachs  5/13/2015   1,785,000    2,041,868    1,999,200    42,668 
euro  Sell  J.P. Morgan  5/13/2015   371,000    420,182    415,520    4,662 
euro  Sell  Morgan Stanley  5/13/2015   1,000,000    1,131,060    1,120,000    11,060 
euro  Sell  Morgan Stanley  5/13/2015   2,300,000    2,601,438    2,576,000    25,438 
euro  Sell  Morgan Stanley  5/13/2015   17,221,250    19,502,422    19,287,802    214,620 
euro  Sell  Morgan Stanley  5/13/2015   662,000    750,300    741,440    8,860 
euro  Sell  Morgan Stanley  5/13/2015   17,221,250    19,506,209    19,287,802    218,407 
euro  Sell  Morgan Stanley  5/13/2015   765,000    867,000    856,800    10,200 
euro  Sell  Morgan Stanley  5/13/2015   17,221,250    19,504,497    19,287,802    216,695 
euro  Sell  Morgan Stanley  5/13/2015   920,000    1,043,946    1,030,400    13,546 
euro  Sell  Morgan Stanley  5/13/2015   570,000    647,871    638,400    9,471 
euro  Sell  Morgan Stanley  5/13/2015   1,670,000    1,895,251    1,870,400    24,851 
euro  Sell  Morgan Stanley  5/13/2015   17,221,250    19,504,316    19,287,802    216,514 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $1,067,823 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Canadian dollar  Buy  Bank of America  5/19/2015   420,000   $335,887   $335,622   $(265)
Canadian dollar  Buy  Bank of America  5/19/2015   1,485,000    1,187,782    1,186,664    (1,118)
euro  Buy  Morgan Stanley  5/13/2015   305,000    348,467    341,600    (6,867)
euro  Buy  UBS AG  5/13/2015   5,890,000    6,713,440    6,596,801    (116,639)
British pound  Sell  Bank of America  4/20/2015   17,480,000    26,510,290    26,977,796    (467,506)
British pound  Sell  Bank of America  4/20/2015   17,480,000    26,513,979    26,977,796    (463,817)
British pound  Sell  Morgan Stanley  4/20/2015   1,800,000    2,745,574    2,778,034    (32,460)
British pound  Sell  UBS AG  4/20/2015   970,000    1,474,274    1,497,052    (22,778)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts        $(1,111,450)

 

Credit Default Swaps - Sell Protection at February 28, 2015(1):

 

Referenced
Issuer
  Fund
Receives
   Termination
Date
  Original
Notional
Amount
  Fair
Value(2)
  Payments
Upfront(3)
  Unrealized
Appreciation
  Credit
Default
Swap
Agreements
Receivable at
Fair Value(4)
 
New Albertson’s, Inc.(5)   5.00%  3/20/2019  $3,000,000  $3,223,342  $84,733  $308,074  $223,342 

 

 
(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) Includes upfront payments received.
(5) Swap Counterparty: Citibank.

 

Reverse Repurchase Agreements Payable as of February 28, 2015:

 

Counterparty  Principal   Collateral
Held by
Counterparty
  Interest
Rate(1)
   Trade
Date
  Maturity
Date(2)
  Fair
Value(3)
 
J.P. Morgan  $3,507,000   $7,000,000 principal, Claire’s Stores, Inc. at 8.875% due 3/15/2019, $4,410,000 fair value   (2.00)%  2/12/2015  On Demand  $3,503,688 
J.P. Morgan   3,905,950   $7,640,000 principal, Walter Energy, Inc. at 9.50% due 10/15/2019, $5,118,800 fair value   (5.75)%  2/5/2015  On Demand   3,890,847 
Total Reverse Repurchase Agreements         $7,394,535 

 

 
(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 $18,415.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $5,118,485   $   $5,118,485 
Common Stocks                    
Electronics(3)   12,830,117    8,655,963        21,486,080 
Energy: Exploration & Production   16,038,061    5,679,105        21,717,166 
Investments & Miscellaneous Financial Services   4,186,560        1,116,000    5,302,560 
Remaining Industries   220,860,732            220,860,732 
Convertible Bonds       71,790,726        71,790,726 
Floating Rate Loans(4)                    
Aerospace/Defense       4,195,885        4,195,885 
Auto Parts & Equipment           5,416,820    5,416,820 
Beverages           3,995,020    3,995,020 
Chemicals       5,787,025        5,787,025 
Diversified Capital Goods       4,127,347        4,127,347 
Electric: Generation       13,671,984    14,541,919    28,213,903 
Electronics       5,546,724        5,546,724 
Energy: Exploration & Production       28,896,585        28,896,585 
Food & Drug Retailers       11,250,000        11,250,000 
Gaming       16,274,117        16,274,117 
Health Services       3,991,608    9,743,298    13,734,906 
Information Technology           5,653,125    5,653,125 
Investments & Miscellaneous Financial Services       3,007,500        3,007,500 
Machinery       11,700,801        11,700,801 
Media: Diversified       10,065,375        10,065,375 
Medical Products           4,533,808    4,533,808 
Metals/Mining (Excluding Steel)       5,264,537        5,264,537 
Packaging       4,210,500        4,210,500 
Personal & Household Products       4,372,809        4,372,809 
Recreation & Travel       8,409,484        8,409,484 
Restaurants       4,663,702        4,663,702 
Software/Services       28,864,294        28,864,294 
Specialty Retail       4,673,728        4,673,728 
Support: Services       23,028,706    5,932,750    28,961,456 
Technology Hardware & Equipment       5,928,257        5,928,257 
Telecommunications:  Wireline Integrated & Services       4,152,000        4,152,000 
Foreign Bonds       139,501,967        139,501,967 
Foreign Government Obligation       4,201,322        4,201,322 
High Yield Corporate Bonds                    
Automakers       17,767,100    850    17,767,950 
Banking       79,159,907    1,000    79,160,907 
Metals/Mining (Excluding Steel)       144,357,434    5    144,357,439 
Remaining Industries       3,190,380,805        3,190,380,805 
Non-Agency Commercial Mortgage-Backed Securities       50,695,537        50,695,537 
Preferred Stocks(5)   19,492,950            19,492,950 
Repurchase Agreement       109,774,105        109,774,105 
Total  $273,408,420   $4,039,165,424   $50,934,595   $4,363,508,439 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND February 28, 2015

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Other Financial Instruments                    
Credit Default Swap                    
Assets  $   $223,342   $   $223,342 
Liabilities                
Forward Foreign Currency Exchange Contracts                    
Assets       1,067,823        1,067,823 
Liabilities       (1,111,450)       (1,111,450)
Reverse Repurchase Agreements                    
Assets       7,394,535        7,394,535 
Liabilities                
Unfunded Commitments                    
Assets       3,867        3,867 
Liabilities                
Total  $   $7,578,117   $   $7,578,117 

 

 
(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) As of February 28, 2015, Avago Technologies Ltd. and NXP Semiconductors NV were categorized as level 2 due to limited market activity resulting in observable input pricing. During the period ended February 28, 2015, $4,380,460 and $4,287,331, respectively, were transferred from level 1 to level 2.
(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.
(5) As of February 28, 2015, Texas Capital Bancshares, Inc. was categorized as Level 1 due to active market trading. During the period ended February 28, 2015, $7,189,743 was transferred from level 2 to level 1.

 

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, 2014  $1,116,000   $47,317,370   $52,181 
Accrued discounts/premiums       7,713     
Realized gain (loss)       (76,669)   (61,306)
Change in unrealized appreciation/depreciation       (49,642)   40,867 
Purchases       16,065,279     
Sales       (9,915,930)   (29,887)
Net transfers in or out of Level 3       (3,531,381)    
Balance as of February 28, 2015  $1,116,000   $49,816,740   $1,855 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 98.74%                    
                     
ASSET-BACKED SECURITIES 11.70%                    
                     
Automobiles 3.34%                      
                       
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%   10/11/2016   $ 116  $ 115,689  
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%   11/8/2016     332    332,291  
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%   3/8/2017     1,495    1,494,574  
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%   9/10/2018     2,340    2,339,999  
BMW Vehicle Lease Trust 2013-1 A4   0.66%   6/20/2016     2,770    2,770,773  
BMW Vehicle Lease Trust 2015-1 A3   1.24%   12/20/2017     6,495    6,507,802  
CarMax Auto Owner Trust 2013-3 A3   0.97%   4/16/2018     1,500    1,503,482  
CarMax Auto Owner Trust 2013-4 A2   0.52%   11/15/2016     1,723    1,722,869  
CarMax Auto Owner Trust 2013-4 A3   0.80%   7/16/2018     1,870    1,868,554  
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%   5/15/2019     5,525    5,540,802  
Ford Credit Auto Owner Trust 2012-D A3   0.51%   4/15/2017     3,021    3,021,045  
Ford Credit Auto Owner Trust 2013-D A2   0.45%   8/15/2016     544    544,121  
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%   1/22/2018     3,040    3,041,079  
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%   1/15/2016     284    284,284  
Honda Auto Receivables Owner Trust 2013-1 A3   0.48%   11/21/2016     1,568    1,567,910  
Honda Auto Receivables Owner Trust 2013-2 A3   0.53%   2/16/2017     2,723    2,722,750  
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%   6/15/2016     1,051    1,051,374  
Hyundai Auto Lease Securitization Trust 2013-B A2   0.75%   3/15/2016     1,408    1,408,053  
Hyundai Auto Lease Securitization Trust 2014-A A2   0.52%   7/15/2016     476    476,371  
Hyundai Auto Receivables Trust 2013-A A3   0.56%   7/17/2017     1,440    1,439,844  
Hyundai Auto Receivables Trust 2013-C A2   0.57%   6/15/2016     1,073    1,072,711  
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%   2/15/2016     757    756,885  
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%   9/15/2015     40    40,479  
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%   7/15/2016     2,535    2,535,305  
Nissan Auto Lease Trust 2013-A A3   0.61%   4/15/2016     11,702    11,700,744  
Nissan Auto Receivables Owner Trust 2013-A A3   0.50%   5/15/2017     1,413    1,413,269  
Porsche Innovative Lease Owner Trust 2013-1 A3   0.70%   8/22/2016     2,353    2,355,180  
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%   11/20/2017     4,865    4,866,771  
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%   6/15/2017     1,987    1,986,361  
Santander Drive Auto Receivables Trust 2013-4 A3   1.11%   12/15/2017     1,665    1,667,355  
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%   6/15/2017     1,467    1,466,848  
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%   2/15/2016    339   339,338 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%    5/16/2016     2,281    2,282,822 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%    9/15/2017     1,795    1,799,758 
Total                   74,037,492 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Credit Cards 3.99%                      
                       
American Express Credit Account Master Trust 2005-2 A   0.273%#    10/16/2017    $4,600   $4,599,763 
American Express Credit Account Master Trust 2012-2 A   0.68%    3/15/2018     3,500    3,503,880 
American Express Credit Account Master Trust 2013-1 A   0.593%#    2/16/2021     3,825    3,837,137 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%    1/15/2020     5,510    5,528,993 
Chase Issuance Trust 2006-A2   5.16%    4/16/2018     5,299    5,526,460 
Chase Issuance Trust 2012-A3   0.79%    6/15/2017     6,085    6,092,199 
Chase Issuance Trust 2013-A5 A   0.47%    5/15/2017     3,500    3,500,578 
Chase Issuance Trust 2014-A6   1.26%    7/15/2019     7,465    7,465,750 
Citibank Credit Card Issuance Trust 2003-A7   4.15%    7/7/2017     6,000    6,080,250 
Citibank Credit Card Issuance Trust 2005-A2   4.85%    3/10/2017     6,102    6,111,754 
Citibank Credit Card Issuance Trust 2013-A4   0.592%#    7/24/2020     1,245    1,248,724 
Citibank Credit Card Issuance Trust 2013-A6   1.32%    9/7/2018     6,992    7,036,469 
Discover Card Master Trust 2012-A3 A   0.86%    11/15/2017     8,800    8,809,482 
Synchrony Credit Card Master Note Trust 2011-2 A   0.653%#    5/15/2019     5,900    5,909,316 
Synchrony Credit Card Master Note Trust 2012-5 A   0.95%    6/15/2018     8,070    8,080,955 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%    8/17/2020     5,200    5,188,739 
Total                   88,520,449 
                       
Other 4.37%                      
                       
Avenue CLO VI Ltd. 2007-6A A2   0.607%#    7/17/2019     3,000    2,975,195 
Avery Point IV CLO Ltd. 2014-1A A   1.776%#    4/25/2026     5,000    5,010,507 
BlueMountain CLO Ltd. 2014-3A A1   1.48%#    10/15/2026     3,000    2,990,654 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1   1.75%#    10/15/2026     2,000    2,002,722 
Carlyle Global Market Strategies CLO Ltd. 2014-4A B   2.70%#    10/15/2026     3,025    3,028,209 
CIFC Funding II Ltd. 2014-2A A1L   1.743%#    5/24/2026     4,250    4,251,810 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.503%#    7/17/2023     7,500    7,452,199 
Fortress Credit BSL II Ltd. 2013-2A A1F   1.757%#    10/19/2025     4,500    4,459,214 
Galaxy XVIII CLO Ltd. 2014-18A A   1.733%#    10/15/2026     4,750    4,733,124 
Gleneagles CLO Ltd. 2005-1A B   0.805%#    11/1/2017     4,050    4,004,301 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2   1.147%    5/16/2044     6,232    6,185,858 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2   1.495%   5/16/2044    1,500  1,499,189 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 C2   1.843%   5/16/2044    1,000   999,559 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Other (continued)                      
                       
HLSS Servicer Advance Receivables Trust 2012-T2 A2   1.99%   10/15/2045   $9,195  $9,127,748 
JFIN Revolver CLO Ltd. 2014-2A A2   1.561%#   2/20/2022    4,000   3,979,975 
Oaktree CLO Ltd. 2014-2A A1A   1.762%#   10/20/2026   3,500   3,497,165 
Oaktree CLO Ltd. 2014-2A A2A   2.332%#   10/20/2026    2,450   2,429,025 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.773%#   4/15/2026    6,450   6,463,666 
Octagon Loan Funding Ltd. 2014-1A A1   1.706%#   11/18/2026    2,500   2,497,502 
OZLM VII Ltd. 2014-7A A1B   1.747%#   7/17/2026    3,500   3,503,181 
SLM Private Education Loan Trust 2011-B A1   1.023%#   12/16/2024    865   867,679 
SLM Private Education Loan Trust 2012-C A1   1.272%#   8/15/2023    1,118   1,124,198 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.577%#   4/17/2021    2,000   1,953,455 
Venture XVII CLO Ltd. 2014-17A A   1.733%#   7/15/2026    6,000   5,982,352 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#   10/15/2026    2,250   2,239,821 
Westchester CLO Ltd. 2007-1A A1A   0.48%#   8/1/2022    3,726   3,694,772 
Total                96,953,080 
Total Asset-Backed Securities
(cost $259,794,415)
                259,511,021 
                    
CORPORATE BONDS 75.81%                   
                    
Advertising 0.12%                   
                    
Alliance Data Systems Corp.   5.375%   8/1/2022    1,098   1,098,000 
Alliance Data Systems Corp.   6.375%   4/1/2020    1,500   1,565,625 
Total                2,663,625 
                    
Aerospace/Defense 0.39%                  
                    
Exelis, Inc.   5.55%   10/1/2021    7,800   8,604,164 
                    
Air Transportation 0.47%                   
                    
Air Canada (Canada)†(a)   7.75%   4/15/2021    1,973   2,111,110 
American Airlines 2013-2 Class B Pass-Through Trust   5.60%   7/15/2020    2,281   2,389,059 
United Airlines 2014-2 Class A Pass Through Trust   3.75%   9/3/2026    5,000   5,187,500 
US Airways Group, Inc.   6.125%   6/1/2018    800   849,000 
Total                10,536,669 
                    
Apparel 0.33%                   
                    
PVH Corp.   7.75%   11/15/2023    5,967   7,363,564 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Auto Parts: Original Equipment 0.57%                   
                    
Accuride Corp.   9.50%   8/1/2018   $1,931  $2,003,412 
Hertz Corp. (The)   7.375%   1/15/2021    45   47,588 
Hertz Corp. (The)   7.50%   10/15/2018    4,768   4,946,800 
International Automotive Components Group SA (Luxembourg)†(a)    9.125%   6/1/2018    2,000   2,035,000 
Nexteer Automotive Group Ltd.   5.875%   11/15/2021    900   925,875 
Schaeffler Holding Finance BV PIK (Netherlands)†(a)    6.875%   8/15/2018    2,450   2,578,625 
Total                12,537,300 
                    
Automotive 1.19%                   
                    
Ford Motor Co.   6.375%   2/1/2029    7,250   8,888,486 
Ford Motor Co.   6.625%   10/1/2028    4,575   5,836,350 
Ford Motor Co.   7.45%   7/16/2031    2,750   3,851,276 
General Motors Co.   5.00%   4/1/2035   2,543   2,754,542 
General Motors Financial Co., Inc.   4.00%   1/15/2025    4,950   5,082,620 
Total                26,413,274 
                    
Banks: Money Center 1.43%                   
                    
Bank of America Corp.   6.25%   (b)   8,010   8,280,338 
PNC Financial Services Group, Inc. (The)   4.482%#   (b)   21,775   21,938,312 
Santander Bank NA   8.75%   5/30/2018    1,000   1,182,725 
Zions Bancorporation   4.50%   6/13/2023    272   286,461 
Total                31,687,836 
                    
Banks: Regional 3.91%                   
                    
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(a)    4.125%   6/6/2024    1,100   1,096,920 
Citigroup, Inc.   5.95%   (b)   11,001   11,152,264 
Goldman Sachs Group, Inc. (The)   5.75%   1/24/2022    2,000   2,340,384 
Goldman Sachs Group, Inc. (The)   5.95%   1/15/2027    8,215   9,710,278 
Goldman Sachs Group, Inc. (The)   6.75%   10/1/2037    4,330   5,611,935 
HBOS plc (United Kingdom)†(a)    6.00%   11/1/2033    5,700   6,717,279 
JPMorgan Chase & Co.   6.75%   (b)   10,000   10,846,800 
Macquarie Bank Ltd. (Australia)†(a)    6.625%   4/7/2021    5,946   6,991,176 
Morgan Stanley   4.35%   9/8/2026    2,100   2,191,581 
Morgan Stanley   5.00%   11/24/2025    7,225   7,971,111 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Banks: Regional (continued)                   
                    
People’s United Bank   4.00%   7/15/2024   $4,750  $4,866,176 
Popular, Inc.   7.00%   7/1/2019    1,250   1,262,500 
Synovus Financial Corp.   7.875%   2/15/2019    1,231   1,383,336 
Wells Fargo & Co.   4.10%   6/3/2026    5,894   6,177,295 
Wells Fargo & Co.   5.875%   (b)   7,900   8,334,500 
Total                86,653,535 
                    
Beverages 0.27%                   
                    
Beam Suntory, Inc.   6.625%   7/15/2028    755   898,010 
Central American Bottling Corp. (Guatemala)†(a)    6.75%   2/9/2022    4,920   5,190,600 
Total                6,088,610 
                    
Biotechnology Research & Production 1.06%                   
                    
Amgen, Inc.   6.40%   2/1/2039    15,251   19,914,588 
STHI Holding Corp.   8.00%   3/15/2018    3,529   3,683,394 
Total                23,597,982 
                    
Broadcasting 0.38%                   
                    
Cox Communications, Inc.   8.375%   3/1/2039    5,853   8,406,605 
                    
Brokers 0.61%                   
                    
Jefferies Group LLC   6.875%   4/15/2021    11,895   13,520,452 
                    
Building Materials 0.15%                   
                    
Cimento Tupi SA (Brazil)†(a)    9.75%   5/11/2018    465   260,400 
Cimento Tupi SA (Brazil)(a)   9.75%   5/11/2018    47   26,320 
Nortek, Inc.   10.00%   12/1/2018    250   264,688 
Owens Corning   9.00%   6/15/2019   1,838   2,220,629 
Votorantim Cimentos SA (Brazil)†(a)    7.25%   4/5/2041    600   603,000 
Total                3,375,037 
                    
Business Services 0.95%                   
                    
Chicago Parking Meters LLC   5.489%   12/30/2020    3,147   3,417,881 
Expedia, Inc.   4.50%   8/15/2024    7,500   7,579,440 
Expedia, Inc.   5.95%   8/15/2020    5,945   6,685,147 
Jaguar Holding Co. I PIK   9.375%   10/15/2017    3,350   3,437,519 
Total                21,119,987 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Cable Services 0.99%                   
                    
Historic TW, Inc.   9.15%   2/1/2023   $4,176  $5,756,219 
Time Warner Cable, Inc.   6.55%   5/1/2037    6,128   7,416,271 
Time Warner Cable, Inc.   7.30%   7/1/2038    6,750   8,824,734 
Total                21,997,224 
                    
Chemicals 1.72%                   
                    
Albemarle Corp.   4.15%   12/1/2024    2,000   2,078,482 
Dow Chemical Co. (The)   9.40%   5/15/2039    750   1,246,294 
Grupo Idesa SA de CV (Mexico)†(a)    7.875%   12/18/2020    2,800   2,818,200 
Ineos Finance plc (United Kingdom)†(a)    7.50%   5/1/2020    1,850   1,970,250 
Ineos Finance plc (United Kingdom)†(a)    8.375%   2/15/2019    1,350   1,444,837 
Methanex Corp. (Canada)(a)   5.25%   3/1/2022    2,222   2,391,810 
Montell Finance Co. BV (Netherlands)†(a)    8.10%   3/15/2027    9,245   12,754,032 
NewMarket Corp.   4.10%   12/15/2022    4,000   4,140,896 
NOVA Chemicals Corp. (Canada)†(a)    5.00%   5/1/2025    1,380   1,461,075 
Yara International ASA (Norway)†(a)    7.875%   6/11/2019    6,642   7,908,105 
Total                38,213,981 
                    
Coal 0.19%                   
                    
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%   12/15/2019    1,500   1,530,000 
CONSOL Energy, Inc.   8.25%   4/1/2020    342   357,818 
Penn Virginia Corp.   7.25%   4/15/2019    2,500   2,396,875 
Total                4,284,693 
                    
Communications & Media 0.22%                   
                    
Digicel Ltd. (Jamaica)†(a)(c)    6.75%   3/1/2023    924   934,395 
Digicel Ltd. (Jamaica)†(a)    8.25%   9/1/2017    3,750   3,862,500 
Total                4,796,895 
                    
Communications Services 0.16%                   
                    
CenturyLink, Inc.   6.875%   1/15/2028    3,500   3,657,500 
                    
Communications Technology 0.30%                   
                    
Motorola Solutions, Inc.   3.75%   5/15/2022    3,401   3,473,751 
Motorola Solutions, Inc.   4.00%   9/1/2024    2,977   3,089,813 
Total                6,563,564 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Computer Hardware 0.23%                   
                    
Dell, Inc.   7.10%   4/15/2028   $788  $857,935 
DynCorp International, Inc.   10.375%   7/1/2017    2,350   2,144,375 
Leidos, Inc.   7.125%   7/1/2032    1,980   2,086,506 
Total                5,088,816 
                    
Computer Service 0.04%                   
                    
Sensata Technologies BV (Netherlands)†(a)    5.625%   11/1/2024    819   881,449 
                    
Computer Software 0.58%                   
                    
Aspect Software, Inc.   10.625%   5/15/2017    2,350   2,156,125 
First Data Corp.   8.25%   1/15/2021    190   204,725 
First Data Corp.   11.75%   8/15/2021    993   1,161,810 
First Data Corp.   12.625%   1/15/2021    2,280   2,730,300 
Sophia LP/Sophia Finance, Inc.   9.75%   1/15/2019    2,000   2,142,500 
SRA International, Inc.   11.00%   10/1/2019    2,381   2,583,385 
SunGard Data Systems, Inc.   7.375%   11/15/2018    1,900   1,980,750 
Total                12,959,595 
                    
Construction/Homebuilding 0.03%                  
                    
Odebrecht Finance Ltd.   5.25%   6/27/2029    900   717,750 
                    
Consumer Products 0.51%                   
                    
Avon Products, Inc.   4.60%   3/15/2020    7,125   6,667,789 
Tupperware Brands Corp.   4.75%   6/1/2021    4,250   4,556,637 
Total                11,224,426 
                    
Containers 0.56%                   
                    
Coveris Holdings SA (Luxembourg)†(a)    7.875%   11/1/2019    2,625   2,677,500 
Crown Cork & Seal Co., Inc.   7.375%   12/15/2026    200   228,500 
Crown Cork & Seal Co., Inc.   7.50%   12/15/2096    4,875   4,704,375 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%   5/15/2018    4,200   4,352,250 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%   4/15/2019    500   526,250 
Total                12,488,875 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Copper 0.17%                   
                    
Freeport-McMoRan Corp.   7.125%   11/1/2027   $2,150  $2,377,930 
Freeport-McMoRan Corp.   9.50%   6/1/2031    1,053   1,305,476 
Total                3,683,406 
                    
Data Product, Equipment & Communications 0.33%                   
                    
Fidelity National Information Services, Inc.   5.00%   3/15/2022    6,875   7,294,121 
                    
Diversified 0.64%                   
                    
Alphabet Holding Co., Inc. PIK   7.75%   11/1/2017    5,008   4,932,880 
Brixmor Operating Partnership LP   3.85%   2/1/2025    3,750   3,802,391 
Hutchison Whampoa International 14 Ltd. (Hong Kong)†(a)    3.625%   10/31/2024    1,190   1,222,229 
James Hardie International Finance Ltd. (Ireland)†(a)    5.875%   2/15/2023    4,000   4,105,000 
San Miguel Corp. (Philippines)(a)    4.875%   4/26/2023    250   232,800 
Total                14,295,300 
                    
Drugs 0.85%                   
                    
Capsugel SA PIK (Luxembourg)†(a)    7.00%   5/15/2019    4,375   4,465,234 
Express Scripts Holding Co.   6.125%   11/15/2041    5,500   7,049,850 
Perrigo Finance plc (Ireland)(a)   3.90%   12/15/2024    5,250   5,450,461 
Perrigo Finance plc (Ireland)(a)   4.90%   12/15/2044    1,100   1,185,564 
Valeant Pharmaceuticals International, Inc.   7.00%   10/1/2020    716   755,380 
Total                18,906,489 
                    
Electric: Power 2.65%                   
                    
AES El Salvador Trust II (Panama)†(a)    6.75%   3/28/2023    1,060   991,100 
American Transmission Systems, Inc.   5.00%   9/1/2044    5,988   6,880,805 
Appalachian Power Co.   7.00%   4/1/2038    2,985   4,283,908 
CEZ AS (Czech Republic)†(a)    4.25%   4/3/2022    1,700   1,831,186 
Dominion Resources, Inc.   5.75%   10/1/2054    6,940   7,404,647 
Duquesne Light Holdings, Inc.   6.25%   8/15/2035    2,650   3,356,956 
Duquesne Light Holdings, Inc.   6.40%   9/15/2020    920   1,091,978 
E.CL SA (Chile)†(a)   4.50%   1/29/2025    850   890,701 
Entergy Corp.   5.125%   9/15/2020    4,757   5,269,928 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Electric: Power (continued)                   
                    
Exelon Generation Co. LLC   4.25%   6/15/2022   $8,975  $9,423,535 
NiSource Finance Corp.   6.25%   12/15/2040    1,000   1,308,941 
PPL Energy Supply LLC   4.60%   12/15/2021    806   746,593 
PPL WEM Holdings Ltd. (United Kingdom)†(a)    5.375%   5/1/2021    4,540   5,192,843 
Red Oak Power LLC   8.54%   11/30/2019    1,975   2,113,505 
RJS Power Holdings LLC   5.125%   7/15/2019    484   479,160 
Trans-Allegheny Interstate Line Co.   3.85%   6/1/2025    7,265   7,598,892 
Total                58,864,678 
                    
Electronics 0.25%                   
                    
PerkinElmer, Inc.   5.00%   11/15/2021    4,950   5,506,558 
                    
Electronics: Semi-Conductors/Components 0.39%                   
                    
Freescale Semiconductor, Inc.   10.75%   8/1/2020    851   928,122 
KLA-Tencor Corp.   4.65%   11/1/2024    7,250   7,670,841 
Total                8,598,963 
                    
Energy Equipment & Services 1.19%                   
Alta Wind Holdings LLC   7.00%   6/30/2035    2,318   2,638,616 
Cameron International Corp.   7.00%   7/15/2038    1,666   2,060,106 
Energy Transfer Partners LP   6.625%   10/15/2036    4,080   4,923,364 
Energy Transfer Partners LP   7.50%   7/1/2038    5,000   6,463,775 
Energy Transfer Partners LP   8.25%   11/15/2029    1,966   2,729,773 
IFM US Colonial Pipeline 2 LLC   6.45%   5/1/2021    6,975   7,632,254 
Total                26,447,888 
                    
Engineering & Contracting Services 0.06%                   
                    
New Enterprise Stone & Lime Co., Inc.   11.00%   9/1/2018    1,500   1,372,500 
                    
Entertainment 1.28%                   
                    
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%   1/15/2019    9,028   9,411,690 
CCO Holdings LLC/CCO Holdings Capital Corp.   7.25%   10/30/2017    159   165,757 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%   4/15/2017    3,515   3,613,684 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%   6/15/2019    1,553   1,653,945 
Seminole Tribe of Florida, Inc.   6.535%   10/1/2020    4,410   4,873,050 
Shingle Springs Tribal Gaming Authority   9.75%   9/1/2021    1,350   1,525,500 
Viacom, Inc.   6.875%   4/30/2036    4,673   5,884,662 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Entertainment (continued)               
                
WMG Holdings Corp.   13.75%   10/1/2019   $500  $550,000 
WMG Holdings Corp.   13.75%   10/1/2019    600   660,000 
Total                28,338,288 
                    
Financial Services 3.96%                   
                    
Air Lease Corp.   3.875%   4/1/2021    3,365   3,482,775 
Air Lease Corp.   4.25%   9/15/2024    1,817   1,876,052 
Air Lease Corp.   4.75%   3/1/2020    7,070   7,653,275 
American Express Co.   3.625%   12/5/2024    2,965   3,036,305 
Bank of America Corp.   4.20%   8/26/2024    7,460   7,733,663 
Bank of America Corp.   4.25%   10/22/2026    3,150   3,232,388 
Dun & Bradstreet Corp. (The)   4.375%   12/1/2022    6,000   6,286,152 
General Electric Capital Corp.   7.125%   (b)   3,500   4,134,375 
Graton Economic Development Authority   9.625%   9/1/2019    400   444,000 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%   10/1/2017    1,500   1,552,500 
Legacy Reserves LP/Legacy Reserves Finance Corp.   6.625%   12/1/2021    1,595   1,291,950 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%   12/1/2020    1,200   1,044,000 
Lender Processing Services, Inc.   5.75%   4/15/2023    8,547   9,113,239 
Macquarie Group Ltd. (Australia)†(a)    6.00%   1/14/2020    2,953   3,354,440 
MU Finance plc (United Kingdom)†(a)    8.375%   2/1/2017    3,322   3,413,295 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%   10/1/2020    2,000   2,020,000 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.625%   3/15/2020    575   600,875 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%   3/15/2022    1,120   1,204,000 
Rio Oil Finance Trust Series 2014-1 (Brazil)†(a)    6.25%   7/6/2024    3,600   3,259,004 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%   9/1/2018    2,318   2,428,105 
Santander UK plc (United Kingdom)(a)    7.95%   10/26/2029    6,980   9,206,522 
Scottrade Financial Services, Inc.   6.125%   7/11/2021    9,304   10,069,487 
Western Union Co. (The)   3.35%   5/22/2019    1,370   1,412,469 
Total                87,848,871 
                    
Financial: Miscellaneous 0.24%                   
                    
NASDAQ OMX Group, Inc. (The)   4.25%   6/1/2024    4,975   5,218,850 
                    
Food 1.71%                   
                    
Big Heart Pet Brands   7.625%   2/15/2019    3,178   3,247,121 
Bumble Bee Holdco SCA PIK (Luxembourg)†(a)    9.625%   3/15/2018    850   881,875 
Cosan Luxembourg SA (Luxembourg)†(a)    5.00%   3/14/2023    1,800   1,611,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Food (continued)                   
                    
Diamond Foods, Inc.   7.00%   3/15/2019   $1,015  $1,040,375 
Flowers Foods, Inc.   4.375%   4/1/2022    4,900   5,236,086 
Gruma SAB de CV (Mexico)†(a)    4.875%   12/1/2024   1,250  1,323,438 
H.J. Heinz Finance Co.   6.75%   3/15/2032    965   1,037,375 
H.J. Heinz Finance Co.   7.125%   8/1/2039    1,585   1,747,462 
JBS Investments GmbH (Austria)†(a)    7.25%   4/3/2024    2,300   2,351,750 
Land O’Lakes Capital Trust I   7.45%   3/15/2028    2,700   2,862,000 
Shearer’s Foods LLC/Chip Finance Corp.   9.00%   11/1/2019    1,625   1,789,531 
Southern States Cooperative, Inc.   10.00%   8/15/2021    1,000   945,000 
Tesco plc (United Kingdom)†(a)    6.15%   11/15/2037    4,050   4,323,999 
US Foods, Inc.   8.50%   6/30/2019    7,569   7,956,911 
WhiteWave Foods Co. (The)   5.375%   10/1/2022    1,370   1,474,463 
Total                37,828,386 
                    
Gaming 0.85%                   
                    
Activision Blizzard, Inc.   6.125%   9/15/2023    7,147   7,924,236 
CCM Merger, Inc.   9.125%   5/1/2019    2,000   2,185,000 
Isle of Capri Casinos, Inc.   7.75%   3/15/2019    595   620,288 
Mohegan Tribal Gaming Authority   11.00%   9/15/2018    4,068   4,088,340 
Pinnacle Entertainment, Inc.   7.50%   4/15/2021    1,350   1,436,062 
Pinnacle Entertainment, Inc.   8.75%   5/15/2020    2,481   2,629,860 
Total                18,883,786 
                    
Health Care 0.40%                   
                    
Zoetis, Inc.   3.25%   2/1/2023    8,885   8,862,281 
                    
Health Care Products 1.22%                   
                    
Biomet, Inc.   6.50%   10/1/2020    2,185   2,318,831 
Forest Laboratories, Inc.   4.375%   2/1/2019    12,870   13,701,312 
Forest Laboratories, Inc.   5.00%   12/15/2021    5,175   5,692,231 
Immucor, Inc.   11.125%   8/15/2019    2,885   3,104,981 
Medtronic, Inc.   4.375%   3/15/2035    2,090   2,281,160 
Total                27,098,515 
                    
Health Care Services 1.58%                   
                    
Capella Healthcare, Inc.   9.25%   7/1/2017    1,025   1,067,922 
CHS/Community Health Systems, Inc.   8.00%   11/15/2019    225   241,313 
DaVita HealthCare Partners, Inc.   6.625%   11/1/2020    4,500   4,761,562 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Health Care Services (continued)                   
                    
Emdeon, Inc.   11.00%   12/31/2019   $1,725  $1,899,656 
Fresenius Medical Care US Finance II, Inc.   5.875%   1/31/2022    8,755   9,871,262 
Gentiva Health Services, Inc.   11.50%   9/1/2018   750  795,938 
Omega Healthcare Investors, Inc.   4.95%   4/1/2024    1,315   1,387,325 
Omega Healthcare Investors, Inc.   5.875%   3/15/2024    2,873   3,095,658 
Omega Healthcare Investors, Inc.   6.75%   10/15/2022    4,942   5,238,520 
Senior Housing Properties Trust   6.75%   12/15/2021    5,741   6,657,998 
Total                35,017,154 
                    
Hospital Management 0.07%                   
                    
HealthSouth Corp.   8.125%   2/15/2020    1,000   1,047,500 
United Surgical Partners International, Inc.   9.00%   4/1/2020    500   538,750 
Total                1,586,250 
                    
Household Equipment/Products 0.02%                   
                    
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(a)    4.25%   5/9/2020    375   367,969 
                    
Industrial Products 0.13%                   
                    
KOC Holding AS (Turkey)†(a)    3.50%   4/24/2020    1,000   976,860 
PPL WW Holdings Ltd. (United Kingdom)†(a)    7.25%   12/15/2017    1,750   1,938,067 
Total                2,914,927 
                    
Insurance 3.00%                   
                    
Alleghany Corp.   4.90%   9/15/2044    3,545   3,779,544 
Aon Corp.   8.205%   1/1/2027    7,745   10,142,596 
CNO Financial Group, Inc.   6.375%   10/1/2020    3,387   3,607,155 
Protective Life Corp.   8.45%   10/15/2039    4,100   6,209,089 
Prudential Financial, Inc.   5.625%   6/15/2043    17,852   18,967,750 
Symetra Financial Corp.   4.25%   7/15/2024    4,950   5,156,965 
Teachers Insurance & Annuity Association of America   4.90%   9/15/2044    11,330   13,037,714 
TIAA Asset Management Finance Co. LLC   2.95%   11/1/2019    1,000   1,021,879 
Trinity Acquisition plc (United Kingdom)(a)    4.625%   8/15/2023    3,201   3,407,682 
Willis North America, Inc.   7.00%   9/29/2019    989   1,156,986 
Total                66,487,360 
                    
Investment Management Companies 0.31%                   
                    
Affiliated Managers Group, Inc.   3.50%   8/1/2025    6,910   6,891,018 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Leasing 0.78%                   
                    
Aviation Capital Group Corp.   6.75%   4/6/2021   $5,750  $6,555,391 
Aviation Capital Group Corp.   7.125%   10/15/2020    3,750   4,326,712 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.375%   2/1/2022    6,397   6,386,637 
Total                17,268,740 
                    
Leisure 0.90%                   
                    
Carnival plc (United Kingdom)(a)   7.875%   6/1/2027    5,500   7,185,250 
Central Garden & Pet Co.   8.25%   3/1/2018    1,333   1,369,658 
Royal Caribbean Cruises Ltd.   7.50%   10/15/2027    7,939   9,427,562 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   5.375%   3/15/2022    1,975   2,084,859 
Total                20,067,329 
                    
Lodging 1.28%                   
                    
Host Hotels & Resorts LP   5.25%   3/15/2022    5,425   5,988,072 
Host Hotels & Resorts LP   6.00%   10/1/2021    3,835   4,425,440 
Hyatt Hotels Corp.   6.875%   8/15/2019    5,804   6,703,144 
Marina District Finance Co., Inc.   9.875%   8/15/2018    3,500   3,705,625 
Starwood Hotels & Resorts Worldwide, Inc.   4.50%   10/1/2034    5,000   5,173,285 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%   6/1/2021    2,450   2,364,250 
Total                28,359,816 
                    
Machinery: Agricultural 1.18%                   
                    
Imperial Tobacco Finance plc (United Kingdom)†(a)    3.50%   2/11/2023    8,000   8,129,432 
Lorillard Tobacco Co.   6.875%   5/1/2020    1,665   1,982,113 
Lorillard Tobacco Co.   8.125%   6/23/2019    2,615   3,193,469 
Lorillard Tobacco Co.   8.125%   5/1/2040    3,214   4,598,909 
MHP SA (Ukraine)†(a)    8.25%   4/2/2020    3,825   2,409,750 
Viterra, Inc. (Canada)†(a)    5.95%   8/1/2020    5,250   5,899,294 
Total                26,212,967 
                    
Machinery: Industrial/Specialty 0.06%                   
                    
Cleaver-Brooks, Inc.   8.75%   12/15/2019    1,300   1,335,750 
                    
Machinery: Oil Well Equipment & Services 0.26%                   
                    
Oceaneering International, Inc.   4.65%   11/15/2024    5,725   5,735,007 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Manufacturing 0.58%                   
                    
Hillenbrand, Inc.   5.50%   7/15/2020   $3,538  $3,840,669 
Trinity Industries, Inc.   4.55%   10/1/2024    9,025   8,978,512 
Total                12,819,181 
                    
Media 2.73%                   
                    
21st Century Fox America, Inc.   6.75%   1/9/2038    13,671   18,084,833 
21st Century Fox America, Inc.   6.90%   8/15/2039    1,000   1,400,891 
Discovery Communications LLC   6.35%   6/1/2040    5,960   7,294,867 
Gannett Co., Inc.   7.125%   9/1/2018    2,000   2,077,500 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(a)    5.307%#   5/11/2022    4,595   4,850,482 
Harron Communications LP/Harron Finance Corp.   9.125%   4/1/2020    2,250   2,472,187 
Interpublic Group of Cos., Inc. (The)   4.00%   3/15/2022    4,461   4,647,876 
Time Warner, Inc.   7.625%   4/15/2031    9,500   13,415,776 
Viacom, Inc.   4.85%   12/15/2034    2,965   3,061,520 
Videotron Ltd. (Canada)(a)    9.125%   4/15/2018    105   108,150 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%   7/15/2019    3,000   3,187,500 
Total                60,601,582 
                    
Merchandising 0.18%                   
                    
Kemet Corp.   10.50%   5/1/2018    3,785   3,898,550 
                    
Metals & Minerals: Miscellaneous 1.11%                   
                    
Barrick Gold Corp. (Canada)(a)    4.10%   5/1/2023    12,325   12,289,171 
Goldcorp, Inc. (Canada)(a)   5.45%   6/9/2044    2,500   2,603,580 
KGHM International Ltd. (Canada)†(a)    7.75%   6/15/2019    394   408,775 
New Gold, Inc. (Canada)†(a)    6.25%   11/15/2022    2,000   1,990,000 
New Gold, Inc. (Canada)†(a)    7.00%   4/15/2020    1,250   1,298,438 
Yamana Gold, Inc. (Canada)(a)    4.95%   7/15/2024    5,960   5,947,871 
Total                24,537,835 
                    
Natural Gas 1.32%                   
                    
Bill Barrett Corp.   7.625%   10/1/2019    3,100   3,049,625 
Dominion Gas Holdings LLC(d)    4.60%   12/15/2044    3,411   3,737,969 
Fermaca Enterprises S de RL de CV (Mexico)†(a)    6.375%   3/30/2038    2,600   2,735,460 
GNL Quintero SA (Chile)†(a)    4.634%   7/31/2029    1,000   1,041,869 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Natural Gas (continued)                   
                    
Kinder Morgan, Inc.   7.75%   1/15/2032   $2,500  $3,135,735 
Kinder Morgan, Inc.   7.80%   8/1/2031    2,350   2,913,598 
Kinder Morgan, Inc.   8.05%   10/15/2030    1,135   1,401,793 
SourceGas LLC   5.90%   4/1/2017    4,150   4,449,165 
Southern Star Central Corp.   5.125%   7/15/2022    2,000   2,065,000 
Southern Star Central Gas Pipeline, Inc.   6.00%   6/1/2016    2,000   2,094,352 
Tennessee Gas Pipeline Co. LLC   8.375%   6/15/2032    2,000   2,558,822 
Total                29,183,388 
                    
Oil 2.71%                   
                    
Afren plc (United Kingdom)†(a)    6.625%   12/9/2020    1,000   404,000 
Afren plc (United Kingdom)†(a)    10.25%   4/8/2019    2,100   858,900 
Canadian Oil Sands Ltd. (Canada)†(a)    7.90%   9/1/2021    1,250   1,339,794 
Chaparral Energy, Inc.   8.25%   9/1/2021    2,917   2,275,260 
Continental Resources, Inc.   7.125%   4/1/2021    2,000   2,102,500 
DCP Midstream LLC   5.85%   5/21/2043    5,000   4,037,500 
DCP Midstream LLC   9.75%   3/15/2019    5,000   5,544,700 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)    5.082%   12/30/2023    772   783,223 
Energy XXI Gulf Coast, Inc.   7.75%   6/15/2019    1,710   914,850 
GeoPark Latin America Ltd. Agencia en Chile (Chile)†(a)    7.50%   2/11/2020    2,100   1,606,500 
Gulfport Energy Corp.   7.75%   11/1/2020    2,385   2,468,475 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%   4/15/2021    2,525   2,644,937 
Hilcorp Energy I LP/Hilcorp Finance Co.   8.00%   2/15/2020    1,000   1,030,000 
Kodiak Oil & Gas Corp.   5.50%   2/1/2022    2,965   3,009,475 
Kodiak Oil & Gas Corp.   8.125%   12/1/2019    3,250   3,404,375 
MEG Energy Corp. (Canada)†(a)    6.375%   1/30/2023    2,594   2,477,270 
MEG Energy Corp. (Canada)†(a)    6.50%   3/15/2021    3,000   2,917,500 
Memorial Resource Development Corp.   5.875%   7/1/2022    1,144   1,101,100 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%   4/12/2017    750   342,113 
Petroleos de Venezuela SA (Venezuela)†(a)    8.50%   11/2/2017    1,427   944,103 
Petroleos Mexicanos (Mexico)†(a)    4.25%   1/15/2025    385   388,658 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)    9.75%   8/14/2019    1,000   1,185,000 
Pioneer Energy Services Corp.   6.125%   3/15/2022    2,250   1,738,125 
Plains All American Pipeline LP/PAA Finance Corp.   3.60%   11/1/2024    1,750   1,799,726 
Rice Energy, Inc.   6.25%   5/1/2022    2,385   2,337,300 
RSP Permian, Inc.   6.625%   10/1/2022    1,190   1,203,387 
SEACOR Holdings, Inc.   7.375%   10/1/2019    1,540   1,593,900 
Seven Generations Energy Ltd. (Canada)†(a)    8.25%   5/15/2020    2,000   2,085,000 
Seventy Seven Energy, Inc.   6.50%   7/15/2022    1,095   574,875 
Valero Energy Corp.   10.50%   3/15/2039    4,095   6,788,458 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil (continued)                   
                    
Whiting Petroleum Corp.   6.50%   10/1/2018   $250  $255,625 
Total                60,156,629 
                    
Oil: Crude Producers 3.40%                   
                    
Alberta Energy Co., Ltd. (Canada)(a)    8.125%   9/15/2030    4,965   6,561,595 
Apache Corp.   6.00%   1/15/2037    2,528   3,034,925 
Enbridge Energy Partners LP   8.05%   10/1/2037    5,040   5,443,200 
Enterprise Products Operating LLC   7.55%   4/15/2038    8,178   11,643,828 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%   12/15/2018    500   518,750 
Kerr-McGee Corp.   7.125%   10/15/2027    3,100   4,017,389 
Kerr-McGee Corp.   7.875%   9/15/2031    2,300   3,207,269 
Kinder Morgan, Inc.   5.30%   12/1/2034    532   565,601 
Midcontinent Express Pipeline LLC   6.70%   9/15/2019    6,700   7,319,750 
Murphy Oil Corp.   3.70%   12/1/2022    3,156   2,976,184 
OGX Austria GmbH (Austria)†(a)(e)    8.50%   6/1/2018    1,800   13,680 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%   9/1/2020    3,500   3,823,750 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%   3/1/2022    1,894   2,078,665 
Ruby Pipeline LLC   6.00%   4/1/2022    9,231   9,918,405 
Sabine Oil & Gas Corp.   7.25%   6/15/2019    1,500   505,313 
Sabine Pass Liquefaction LLC   6.25%   3/15/2022    6,000   6,337,500 
Southeast Supply Header LLC   4.25%   6/15/2024    6,450   6,558,044 
W&T Offshore, Inc.   8.50%   6/15/2019    1,200   834,000 
Total                 75,357,848 
                    
Oil: Integrated Domestic 2.98%                   
                    
Buckeye Partners LP   4.875%   2/1/2021    5,950   6,326,016 
Carrizo Oil & Gas, Inc.   8.625%   10/15/2018    3,000   3,135,000 
El Paso Pipeline Partners Operating Co. LLC   7.50%   11/15/2040    5,486   7,009,726 
Enterprise Products Operating LLC(f)    8.375%   8/1/2066    8,000   8,475,576 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.50%   11/15/2020    450   477,841 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.625%   5/1/2021    1,500   1,582,500 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.75%   2/1/2022    9,125   9,649,687 
Hess Corp.   7.125%   3/15/2033    1,650   2,059,334 
Kinder Morgan Energy Partners LP   5.40%   9/1/2044    3,500   3,725,309 
Kinder Morgan Energy Partners LP   6.95%   1/15/2038    7,360   8,954,308 
Kinder Morgan Energy Partners LP   7.30%   8/15/2033    600   734,235 
Kinder Morgan Energy Partners LP   7.40%   3/15/2031    1,583   1,905,752 
Newfield Exploration Co.   6.875%   2/1/2020    3,000   3,097,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated Domestic (continued)                   
                    
Rowan Cos., Inc.   7.875%   8/1/2019   $8,000  $8,924,552 
Total                66,057,336 
                    
Oil: Integrated International 1.35%                       
                        
Eni SpA (Italy)†(a)    5.70%   10/1/2040   9,705   11,119,397 
Transocean, Inc.   6.375%   12/15/2021   11,700   10,338,799 
Weatherford International Ltd.   9.875%   3/1/2039   7,475   8,585,351 
Total                 30,043,547 
                    
Paper & Forest Products 1.03%                   
                    
Cascades, Inc. (Canada)(a)    7.875%   1/15/2020    1,050   1,099,875 
Exopack Holding Corp.   10.00%   6/1/2018    1,750   1,855,000 
Georgia-Pacific LLC   8.875%   5/15/2031    8,975   13,829,963 
Mercer International, Inc. (Canada)†(a)    7.75%   12/1/2022    3,825   4,025,813 
Potlatch Corp.   7.50%   11/1/2019    1,740   2,001,000 
Total                22,811,651 
                    
Railroads 0.26%                   
                    
Anadarko Holding Co.   7.95%   4/15/2029    4,307   5,832,152 
                    
Real Estate Investment Trusts 3.06%                   
                    
ARC Properties Operating Partnership LP   3.00%   2/6/2019    10,580   10,136,254 
China South City Holdings Ltd. (Hong Kong)(a)    8.25%   1/29/2019    1,000   954,750 
DDR Corp.   3.625%   2/1/2025    2,470   2,472,623 
DDR Corp.   7.875%   9/1/2020    2,739   3,409,691 
Digital Realty Trust LP   5.875%   2/1/2020    3,500   3,946,660 
EPR Properties   5.25%   7/15/2023    3,013   3,246,504 
EPR Properties   7.75%   7/15/2020    8,000   9,676,248 
HCP, Inc.   3.40%   2/1/2025    4,600   4,524,974 
Healthcare Realty Trust, Inc.   5.75%   1/15/2021    5,274   5,947,147 
Hospitality Properties Trust   4.65%   3/15/2024    4,500   4,651,326 
Iron Mountain, Inc.   8.375%   8/15/2021    987   1,030,675 
Kilroy Realty LP   6.625%   6/1/2020    6,000   7,036,308 
Potlatch Corp.   6.95%   12/15/2015    500   523,125 
SL Green Realty Corp.   4.50%   12/1/2022    723   744,249 
SL Green Realty Corp.   7.75%   3/15/2020    862   1,033,722 
Vornado Realty LP   5.00%   1/15/2022    5,375   5,957,075 
Weyerhaeuser Co.   8.50%   1/15/2025    1,875   2,514,992 
Total                67,806,323 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Retail 2.63%                   
                    
Academy Ltd./Academy Finance Corp.   9.25%   8/1/2019   $500  $530,000 
Amazon.com, Inc.   3.80%   12/5/2024    2,965   3,118,027 
Amazon.com, Inc.   4.80%   12/5/2034    11,315   12,238,802 
Chinos Intermediate Holdings Class A, Inc. PIK   7.75%   5/1/2019    4,650   4,115,250 
DBP Holding Corp.   7.75%   10/15/2020    1,025   943,000 
Family Dollar Stores, Inc.   5.00%   2/1/2021    821   868,899 
Family Tree Escrow LLC   5.75%   3/1/2023    1,500   1,586,250 
Macy’s Retail Holdings, Inc.   4.50%   12/15/2034    8,165   8,604,285 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK   7.50%   8/1/2018    757   777,817 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK   8.00%   6/15/2018    3,250   3,241,875 
PETCO Holdings, Inc. PIK   8.50%   10/15/2017    2,500   2,581,250 
QVC, Inc.   5.125%   7/2/2022    2,125   2,255,877 
QVC, Inc.   7.375%   10/15/2020    15,676   16,381,420 
Walgreens Boots Alliance, Inc.   4.80%   11/18/2044    985   1,072,804 
Total                58,315,556 
                    
Retail: Specialty 0.02%                   
                    
Petco Animal Supplies, Inc.   9.25%   12/1/2018    500   525,000 
                    
Savings & Loan 0.28%                   
                    
First Niagara Financial Group, Inc.   7.25%   12/15/2021    5,498   6,147,308 
                    
Steel 0.73%                   
                    
Allegheny Technologies, Inc.   6.125%   8/15/2023    3,425   3,675,286 
Allegheny Technologies, Inc.   9.375%   6/1/2019    6,325   7,629,063 
GTL Trade Finance, Inc.   7.25%   4/16/2044    1,000   954,700 
Vale Overseas Ltd. (Brazil)(a)    6.875%   11/10/2039    4,000   3,980,360 
Total                16,239,409 
                    
Technology 0.50%                   
                    
Alibaba Group Holding Ltd. (China)†(a)    3.60%   11/28/2024    5,200   5,251,917 
VeriSign, Inc.   4.625%   5/1/2023    5,850   5,879,250 
Total                11,131,167 
                    
Telecommunications 5.87%                   
                    
Altice Financing SA (Luxembourg)†(a)    6.50%   1/15/2022    2,700   2,801,250 
AT&T, Inc.   6.30%   1/15/2038    15,775   18,637,879 
AT&T, Inc.   6.50%   9/1/2037    9,091   10,985,501 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Telecommunications (continued)                   
                    
Block Communications, Inc.   7.25%   2/1/2020   $500  $520,000 
Cincinnati Bell, Inc.   8.75%   3/15/2018    3,500   3,584,000 
Claro SA (Brazil)(a)    7.50%   1/27/2020    600   621,300 
Consolidated Communications, Inc.   10.875%   6/1/2020    3,600   4,072,500 
Digicel Group Ltd. (Jamaica)†(a)    7.125%   4/1/2022    1,750   1,671,250 
GTE Corp.   6.94%   4/15/2028    38,728   50,133,783 
GTE Corp.   8.75%   11/1/2021    1,105   1,444,543 
Intelsat Jackson Holdings SA (Luxembourg)(a)    7.25%   4/1/2019    3,043   3,160,916 
Intelsat Jackson Holdings SA (Luxembourg)(a)    7.25%   10/15/2020    1,000   1,042,500 
Level 3 Communications, Inc.   8.875%   6/1/2019    985   1,047,794 
Millicom International Cellular SA (Luxembourg)†(a)    4.75%   5/22/2020    3,075   3,013,500 
Orange SA (France)(a)    9.00%   3/1/2031    2,545   3,916,732 
Turk Telekomunikasyon AS (Turkey)†(a)    4.875%   6/19/2024    3,660   3,707,580 
U.S. Cellular Corp.   6.70%   12/15/2033    3,387   3,269,901 
Verizon Communications, Inc.   5.85%   9/15/2035    12,400   14,789,430 
Windstream Corp.   8.125%   9/1/2018    1,750   1,830,938 
Total                130,251,297 
                    
Telephone-Long Distance 0.14%                   
                    
Qwest Capital Funding, Inc.   6.875%   7/15/2028    3,005   3,107,170 
                    
Tobacco 0.67%                   
                    
Altria Group, Inc.   9.95%   11/10/2038    8,569   14,966,898 
                    
Transportation: Miscellaneous 0.23%                   
                    
Air Medical Group Holdings, Inc.   9.25%   11/1/2018    445   469,475 
Marquette Transportation Co. LLC/Marquette Transportation Finance Corp.   10.875%   1/15/2017    3,175   3,286,125 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a)    5.875%   8/12/2020    1,350   1,446,269 
Total                5,201,869 
                    
Utilities 0.70%                   
                    
Aquarion Co.   4.00%   8/15/2024    7,250   7,318,723 
Williams Cos., Inc. (The)   8.75%   3/15/2032    6,890   8,133,728 
Total                15,452,451 
                    
Utilities: Electrical 0.14%                   
                    
Puget Sound Energy, Inc.(g)    6.974%   6/1/2067    3,088   3,145,900 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Wholesale 0.07%                   
                    
Interline Brands, Inc. PIK   10.00%   11/15/2018   $1,484  $1,565,620 
Total Corporate Bonds
(cost $1,633,928,598)
                1,681,892,242 
                    
FLOATING RATE LOANS(h) 1.93%                   
                    
Banks: Money Center 0.11%                   
                    
Ocwen Loan Servicing Initial Term Loan   5.00%   2/15/2018    2,464   2,365,009 
                    
Energy Equipment & Services 0.18%                   
                    
Crestwood Holdings LLC Term Loan B1   7.00%   6/19/2019    820   774,507 
Fieldwood Energy LLC 2nd Lien Closing Date Term Loan   8.375%   9/30/2020    142   109,391 
Templar Energy LLC 2nd Lien New Term Loan   8.50%   11/25/2020    4,000   3,110,000 

Total

                3,993,898 
                    
Food 0.01%                   
                    
New HB Acquisition LLC Term Loan B   6.75%   4/9/2020    323   329,217 
                    
Gaming 0.47%                   
                    
Las Vegas Sands LLC Term Loan B   3.25%   12/19/2020    6,678   6,687,296 
Seminole Tribe of Florida Initial Term Loan   3.00%   4/29/2020    3,736   3,738,787 
Total                10,426,083 
                    
Health Care 0.19%                   
                    
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%   1/2/2019    357   359,823 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%   1/28/2022    2,769   2,769,000 
Thermo Fisher Scientific, Inc. Committed Term Loan   1.641%   1/31/2017    1,221   1,219,894 
Total                4,348,717 
                    
Media 0.07%                   
                    
AMC Networks, Inc. Term Loan A   1.921%   12/16/2019    1,475   1,466,519 
                    
Metals & Minerals: Miscellaneous 0.15%                   
                    
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%   5/20/2022    3,250   3,246,961 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments   Interest
Rate
    Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Services 0.35%                              
                               
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan     7.50 %     7/25/2022     $ 1,500   $ 1,500,465  
Kasima LLC Term Loan     3.25 %     5/17/2021       3,991     3,986,027  
Neff Rental LLC 2nd Lien Closing Date Term Loan     7.25 %     6/9/2021       2,327     2,292,438  
Total                         7,778,930  
                               
Technology 0.07%                              
                               
Avago Technologies Cayman Ltd. Term Loan     3.75 %     5/6/2021       1,475     1,478,776  
                               
Telecommunications 0.12%                              
                               
Activision Blizzard, Inc. Term Loan     3.25 %     10/12/2020       2,646     2,656,562  
                               
Utilities 0.21%                              
                               
Moxie Liberty LLC Advance Construction Term Loan B1     7.50 %     8/21/2020       1,367     1,387,505  
Panda Sherman Power LLC Advance Construction Term Loan     9.00 %     9/14/2018       151     151,755  
Panda Temple Power II LLC Advance Construction Term Loan     7.25 %     4/3/2019       2,150     2,125,813  
Windsor Financing LLC Facility B Term Loan     6.25 %     12/5/2017       1,115     1,120,295  
Total                         4,785,368  
Total Floating Rate Loans
(cost $43,618,460)
                        42,876,040  
                               
FOREIGN BONDS(i) 0.86%                              
                               
Brazil 0.03%                              
                               
BRF SA     7.75 %     5/22/2018   BRL 2,500     744,166  
                               
France 0.01%                              
                               
Europcar Groupe SA     9.375 %     4/15/2018   EUR 275     323,252  
                               
Italy 0.01%                              
                               
Zobele Holding SpA     7.875 %     2/1/2018   EUR 200     227,608  
                               
Mexico 0.20%                              
                               
Cemex SAB de CV     4.75 %     1/11/2022   EUR 2,000     2,309,764  
Red de Carreteras de Occidente S.A.P.I.B. de CV     9.00 %     6/10/2028   MXN 31,250     2,020,700  
Total                         4,330,464  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
United Kingdom 0.61%                   
                    
Iron Mountain Europe plc   6.125%   9/15/2022  GBP1,600  $2,618,371 
Old Mutual plc   8.00%   6/3/2021  GBP5,000   8,932,396 
R&R Ice Cream plc PIK   9.25%   5/15/2018   EUR1,750   1,997,661  
Total                13,548,428  
Total Foreign Bonds
(cost $20,309,125)
                19,173,918  
                     
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.45%                    
                     
Argentina 0.04%                    
                     
City of Buenos Aires   9.95%   3/1/2017   $500   522,500  
Provincia de Neuquen   7.875%   4/26/2021    152   150,480  
Republic of Argentina(e)    8.28%   12/31/2033    210   212,409 
Total                885,389 
                    
Brazil 0.08%                   
                    
Federal Republic of Brazil   5.333%   2/15/2028    2,000   1,920,000 
                    
Dominican Republic 0.04%                   
                    
Dominican Republic   7.50%   5/6/2021    900   1,019,250 
                    
Ghana 0.13%                   
                    
Republic of Ghana   7.875%   8/7/2023    2,900   2,828,950 
                    
Indonesia 0.10%                   
                    
Perusahaan Penerbit SBSN   3.30%   11/21/2022    1,200   1,197,000 
Perusahaan Penerbit SBSN   4.00%   11/21/2018    900   949,500 
Total                2,146,500 
                    
Panama 0.02%                   
                    
Republic of Panama   4.30%   4/29/2053    375   366,562 
                    
Russia 0.03%                   
                    
Russia Eurobonds   4.875%   9/16/2023    800   720,800 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Venezuela 0.01%                   
                    
Republic of Venezuela   9.375%   1/13/2034   $450  $175,500 
Total Foreign Government Obligations
(cost $10,410,555)
                10,062,951 
                    
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.06%
                    
Federal Home Loan Mortgage Corp. 73 G IO   1095.35%(j)   10/15/2020    (k)  1,590 
Federal Home Loan Mortgage Corp. 141 A PO   Zero Coupon    7/1/2022    6   5,710 
Federal Home Loan Mortgage Corp. 181 F IO   494.14%(j)   8/15/2021    (k)  2,528 
Federal Home Loan Mortgage Corp. 1020 S IO   900.95%(j)   12/15/2020    (k)  964 
Federal Home Loan Mortgage Corp. 1032 O IO   544.714%(j)   12/15/2020    (k)  1,379 
Federal Home Loan Mortgage Corp. 1046 I IO   1009.00%(j)   2/15/2021    (k)  945 
Federal Home Loan Mortgage Corp. 1049 N IO   1010.50%(j)   2/15/2021    (k)  1,061 
Federal Home Loan Mortgage Corp. 1058 I IO   1008.50%(j)   4/15/2021    (k)  438 
Federal Home Loan Mortgage Corp. 1059 U IO   409.00%(j)   4/15/2021    (k)  869 
Federal Home Loan Mortgage Corp. 1066 S IO   1195.607%(j)   4/15/2021    (k)  2,835 
Federal Home Loan Mortgage Corp. 1082 D IO   1007.78%(j)   5/15/2021    (k)  3,787 
Federal Home Loan Mortgage Corp. 1095 A PO   Zero Coupon    6/15/2021    10   10,110 
Federal Home Loan Mortgage Corp. 1137 M IO   1185.497%(j)   9/15/2021    (k)  1,133 
Federal Home Loan Mortgage Corp. 1148 F PO   Zero Coupon    10/15/2021    17   16,775 
Federal Home Loan Mortgage Corp. 1180 G IO   1008.40%(j)   11/15/2021    (k)  657 
Federal Home Loan Mortgage Corp. 1200 IB IO   1007.00%(j)   2/15/2022    (k)  267 
Federal Home Loan Mortgage Corp. 1241 X IO   982.654%(j)   4/15/2022    (k)  346 
Federal Home Loan Mortgage Corp. 1363 B PO   Zero Coupon    8/15/2022    44   42,894 
Federal Home Loan Mortgage Corp. 1372 C PO   Zero Coupon    9/15/2022    19   18,143 
Federal National Mortgage Assoc. 94 2 IO   9.50%(j)   8/25/2021    4   794 
Federal National Mortgage Assoc. 133 1 PO   Zero Coupon    4/25/2022    2   2,122 
Federal National Mortgage Assoc. 1991-158 E IO   1008.00%(j)   12/25/2021    (k)  800 
Government National Mortgage Assoc. 2013-48 IO   0.61%#(j)   7/16/2054    21,010   1,209,799 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $1,268,123)
        1,325,946 
                    
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 3.03%
                    
Federal National Mortgage Assoc.(l)    3.50%   TBA    4,640   4,863,209 
Federal National Mortgage Assoc. (l)   4.00%     TBA    58,458   62,389,595 
Total Government Sponsored Enterprises Pass-Throughs
(cost $66,886,332)
             67,252,804 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
MUNICIPAL BONDS 1.91%                   
                    
Electric Revenue Bonds 0.41%                   
                    
American Municipal Power, Inc.   7.334%   2/15/2028   $1,100  $1,457,907 
American Municipal Power, Inc.   7.834%   2/15/2041    5,000   7,538,400 
Total                8,996,307 
                    
Miscellaneous 0.51%                   
                    
New York City Indus Dev Agy   11.00%   3/1/2029    8,259   11,328,292 
                    
Power 0.25%                   
                    
Guam Pwr Auth   7.50%   10/1/2015    535   536,321 
Municipal Elec Auth of Georgia   7.055%   4/1/2057    4,250   5,027,665 
Total                5,563,986 
                    
Toll Roads 0.74%                   
                    
Metropolitan Washington Arpt   7.462%   10/1/2046    810   1,158,989 
Metropolitan Washington Arpt   8.00%   10/1/2047    3,705   5,249,689 
North Texas Tollway Auth   8.41%   2/1/2030    1,950   2,349,496 
North Texas Tollway Auth   8.91%   2/1/2030    6,250   7,657,750 
Total                16,415,924 
Total Municipal Bonds
(cost $39,481,881)
                42,304,509 
                    
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.84%          
                    
Banc of America Commercial Mortgage Trust 2007-2 AM   5.597%#   4/10/2049    8,245   8,894,483 
Banc of America Large Loan Trust 2009-FDG C   7.524%   1/25/2042    1,325   1,446,931 
Barclays Commercial Mortgage Securities Trust 2013-TYSN E   3.708%   9/5/2032    1,500   1,490,893 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%   3/10/2031    5,100   5,198,586 
Commercial Mortgage Pass-Through Certificates 2014-CR20 AM   3.938%   11/10/2047    1,274   1,350,771 
Commercial Mortgage Pass-Through Certificates 2014-UBS5 B   4.514%   9/10/2047    3,500   3,794,812 
Commercial Mortgage Trust 2007-GG9 A2   5.381%   3/10/2039    369   370,437 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   5.903%#   9/15/2039    1,300   1,410,417 
Credit Suisse Mortgage Capital Certificates 2014-2R 22A1   3.00%   7/27/2036    459   447,327 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)         
                    
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(a)    2.207%#   10/18/2054   $1,250  $1,260,158 
GS Mortgage Securities Corp. II 2013-KING B   3.241%   12/10/2027    2,500   2,583,666 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.765%#   6/10/2046    29,276   2,676,366 
GS Mortgage Securities Trust 2013-GC12 XB IO   0.544%#   6/10/2046    47,400   1,967,811 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.283%#   4/15/2047    6,792   382,623 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.284%#   4/15/2047    1,896   51,837 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C25 AS   4.065%   11/15/2047    2,076   2,225,158 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B   5.641%#   3/18/2051    3,810   4,074,795 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%   10/25/2036    1,815   1,625,198 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%   6/27/2037    816   802,183 
Motel 6 Trust 2015-MTL6 A2(c)    2.605%   2/5/2030    4,222   4,222,000 
Sequoia Mortgage Trust 2012-4 A3   2.069%   9/25/2042    1,165   1,113,938 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%   12/25/2059    1,525   1,527,678 
UBS-Barclays Commercial Mortgage Trust 2012-C3 B   4.365%   8/10/2049    840   903,604 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%   7/15/2045    1,774   1,876,505 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%   10/15/2048    3,103   3,294,303 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.301%#   7/15/2046    2,256   2,173,085 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%   6/15/2045    1,670   1,684,661 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.234%#   5/15/2047    13,439   1,004,620 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.573%#   5/15/2047    2,617   132,419 
WF-RBS Commercial Mortgage Trust 2014-C25 AS   3.984%#   11/15/2047    1,250   1,336,736 
WF-RBS Commercial Mortgage Trust 2014-C25 B   4.236%#   11/15/2047    1,500   1,605,433 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $61,717,001)
             62,929,434 
                    
   Dividend
Rate
           Shares
(000)
    
PREFERRED STOCK 0.15%                   
                    
Utilities                      
                       
SCE Trust III
(cost $2,990,000)
   5.75%          120    3,348,800 
Total Long-Term Investments
(cost $2,140,404,490)
                   2,190,677,665 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Investment  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
SHORT-TERM INVESTMENTS 4.20%               
                
COMMERCIAL PAPER 0.32%               
                
Utilities 0.18%                   
                    
Duke Energy Corp.   Zero Coupon    4/2/2015   $4,000  $3,998,416 
                    
Utilities: Miscellaneous 0.14%                   
Enable Midstream Partners LP   Zero Coupon    3/23/2015    3,000   2,998,250 
Total Commercial Paper
(cost $6,996,531)
                6,996,666 
                    
CORPORATE BOND 0.14%                   
                    
Real Estate Investment Trusts                   
                    
DDR Corp.
(cost $3,020,164)
   5.50%   5/1/2015    3,000   3,020,790 
                    
FLOATING RATE LOAN(h) 0.09%                   
                    
Drugs                   
                    
Rite Aid Corp. Bridge Term Loan
(cost $2,100,000)
   TBD   2/23/2016    2,100   2,100,000 
                    
REPURCHASE AGREEMENT 3.65%                   
                    
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $76,545,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $82,590,371; proceeds: $80,967,865
(cost $80,967,865)
           80,968   80,967,865 
Total Short-Term Investments
(cost $93,084,560)
                93,085,321 
Total Investments in Securities 102.94%
(cost $2,233,489,050)
                2,283,762,986 
Liabilities in Excess of Foreign Cash & Other Assets(m) (2.94%)               (65,148,782)
Net Assets 100.00%              $2,218,614,204 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

 
BRL Brazilian real.
EUR euro.
GBP British pound.
MXN Mexican peso.
IO Interest Only.
PIK Payment-in-kind.
PO Principal Only.
TBD Interest rate to be determined.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2015.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.
(b) Security is perpetual in nature and has no stated maturity.
(c) Securities purchased on a when-issued basis (See Note 2(f)).
(d) Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of February 28, 2015.
(e) Defaulted security.
(f) 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.
(g) 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.
(h) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2015.
(i) Investment in non-U.S. dollar denominated securities.
(j) IOettes. These securities represent the right to receive interest payments on an underlying pool of mortgages with similar features as those associated with IO securities. Unlike IO’s, however, a nominal amount of principal is assigned to an IOette. This amount is very small in relation to the interest flow that constitutes almost all of the IOette cash flow. The stated price and coupon are linked to that small principal amount and therefore appear unusually large.
(k) Amount is less than $1,000.
(l) To-be-announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(m) Liabilities in Excess of Foreign Cash & Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and fair value of total return swap as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

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   Citibank N.A.   3/10/2015   74,800,000   $ 8,025,751   $ 8,548,701   $ 522,950  
Argentine peso   Buy   J.P. Morgan   4/13/2015   50,750,000       5,474,059       5,686,787     212,728  
Argentine peso   Buy   J.P. Morgan   5/12/2015   26,200,000       2,829,038       2,871,687     42,649  
Brazilian real   Buy   Morgan Stanley   5/12/2015   705,000       240,303       243,360     3,057  
Brazilian real   Buy   Morgan Stanley   5/12/2015   585,000       199,271       201,937     2,666  
Chilean peso   Buy   Bank of America   3/10/2015   270,000,000       434,084       437,357     3,273  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty   Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
Chilean peso   Buy   Bank of America   5/12/2015   1,098,000,000   $   1,737,039   $ 1,769,334 $ 32,295  
Chilean peso   Buy   Goldman Sachs   5/12/2015   96,600,000       152,663       155,663     3,000  
Chilean peso   Buy   Morgan Stanley   4/13/2015   1,315,000,000       2,121,721       2,124,221     2,500  
Hungarian forint   Buy   Goldman Sachs   4/13/2015   681,700,000       2,472,055       2,515,674     43,619  
Hungarian forint   Buy   Morgan Stanley   5/12/2015   90,300,000       332,842       333,016     174  
Indian rupee   Buy   Goldman Sachs   3/10/2015   312,100,000       4,984,667       5,059,577     74,910  
Indian rupee   Buy   J.P. Morgan   3/10/2015   29,850,000       460,534       483,910     23,376  
Indian rupee   Buy   J.P. Morgan   3/10/2015   137,800,000       2,198,749       2,233,930     35,181  
Indian rupee   Buy   J.P. Morgan   5/12/2015   406,000,000       6,475,279       6,519,959     44,680  
Indian rupee   Buy   Morgan Stanley   4/13/2015   33,000,000       526,232       532,252     6,020  
Indian rupee   Buy   Morgan Stanley   4/13/2015   305,000,000       4,736,393       4,919,298     182,905  
Indian rupee   Buy   Morgan Stanley   5/12/2015   13,790,000       218,656       221,454     2,798  
Indonesian rupiah   Buy   J.P. Morgan   3/10/2015   8,240,000,000       625,854       633,533     7,679  
Mexican peso   Buy   Bank of America   4/13/2015   4,955,000       328,978       331,025     2,047  
Mexican peso   Buy   Goldman Sachs   5/12/2015   3,290,000       218,728       219,393     665  
Mexican peso   Buy   J.P. Morgan   5/12/2015   17,685,000       1,177,044       1,179,322     2,278  
Philippine peso   Buy   Bank of America   3/10/2015   280,900,000       6,276,394       6,372,071     95,677  
Philippine peso   Buy   Bank of America   5/12/2015   83,500,000       1,889,440       1,892,632     3,192  
Philippine peso   Buy   Barclays Bank plc   3/10/2015   25,600,000       570,677       580,723     10,046  
Philippine peso   Buy   Barclays Bank plc   4/13/2015   20,350,000       459,783       461,552     1,769  
Philippine peso   Buy   Morgan Stanley   4/13/2015   307,300,000       6,785,911       6,969,778     183,867  
Polish zloty   Buy   Deutsche Bank AG   5/12/2015   1,155,000       310,549       310,789     240  
Polish zloty   Buy   Goldman Sachs   4/13/2015   8,750,000       2,330,702       2,356,786     26,084  
Russian ruble   Buy   Barclays Bank plc   5/12/2015   15,600,000       243,317       244,105     788  
Russian ruble   Buy   J.P. Morgan   4/13/2015   191,500,000       3,019,076       3,043,463     24,387  
Russian ruble   Buy   J.P. Morgan   5/12/2015   75,975,000       1,079,957       1,188,836     108,879  
South African rand  Buy  Deutsche Bank AG  3/10/2015  1,235,000    105,567    105,758   191 
South African rand  Buy  Deutsche Bank AG  4/13/2015  30,665,000    2,606,574    2,611,605   5,031 
South African rand  Buy  Deutsche Bank AG  4/13/2015  80,700,000    6,862,990    6,872,868   9,878 
South African rand  Buy  Deutsche Bank AG  5/12/2015  2,355,000    199,419    199,626   207 
South African rand  Buy  J.P. Morgan  3/10/2015  76,700,000    6,546,666    6,568,130   21,464 
South Korean won  Buy  Goldman Sachs  3/10/2015  3,990,000,000    3,567,437    3,624,190   56,753 
South Korean won  Buy  J.P. Morgan  5/12/2015  195,000,000    175,481    176,594   1,113 
Thai baht  Buy  Bank of America  3/10/2015  21,900,000    662,132    677,178   15,046 
Thai baht  Buy  Bank of America  4/10/2015  145,100,000    4,431,211    4,479,357   48,146 
Thai baht  Buy  Bank of America  4/10/2015  15,125,000    460,707    466,921   6,214 
Thai baht  Buy  Bank of America  4/10/2015  32,500,000    981,428    1,003,302   21,874 
Thai baht  Buy  J.P. Morgan  3/10/2015  286,700,000    8,594,125    8,865,163   271,038 
Thai baht  Buy  Morgan Stanley  5/12/2015  35,150,000    1,071,646    1,083,306   11,660 
Brazilian real  Sell  Goldman Sachs  4/13/2015  5,890,000    2,083,649    2,050,203   33,446 
British pound  Sell  Goldman Sachs  3/11/2015  3,940,000    6,166,583    6,082,457   84,126 
euro  Sell  Bank of America  4/20/2015  2,315,000    2,692,871    2,592,021   100,850 
euro  Sell  J.P. Morgan  3/10/2015  1,100,000    1,352,519    1,231,040   121,479 
euro  Sell  J.P. Morgan  4/13/2015  2,790,000    3,292,810    3,123,579   169,231 
euro  Sell  Morgan Stanley  4/13/2015  215,000    242,575    240,706   1,869 
euro  Sell  Morgan Stanley  5/13/2015  718,750    814,037    805,000   9,037 
euro  Sell  Morgan Stanley  5/13/2015  718,750    813,957    805,000   8,957 
euro  Sell  Morgan Stanley  5/13/2015  718,750    814,044    805,000   9,044 
euro  Sell  Morgan Stanley  5/13/2015  718,750    814,116    805,000   9,116 
Hungarian forint  Sell  Deutsche Bank AG  4/13/2015  330,000,000    1,222,586    1,217,797   4,789 
Malaysian ringgit  Sell  Barclays Bank plc  5/12/2015  7,920,000    2,194,027    2,179,079   14,948 
Peruvian Nuevo sol  Sell  J.P. Morgan  5/12/2015  6,820,000    2,193,631    2,179,697   13,934 
Singapore dollar  Sell  Citibank N.A.  3/10/2015  445,000    328,250    326,460   1,790 
Singapore dollar  Sell  Deutsche Bank AG  3/10/2015  2,670,000    2,019,354    1,958,760   60,594 
Singapore dollar  Sell  J.P. Morgan  3/10/2015  2,830,000    2,156,281    2,076,139   80,142 
Turkish lira  Sell  J.P. Morgan  3/10/2015  3,890,000    1,554,798    1,547,704   7,094 
Turkish lira  Sell  J.P. Morgan  4/13/2015  1,455,000    576,562    573,790   2,772 
Turkish lira  Sell  UBS AG  3/10/2015  5,170,000    2,079,478    2,056,975   22,503 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts            $2,930,715 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

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  Buy  Goldman Sachs  3/10/2015  10,345,000   $3,899,947   $3,636,523  $(263,424)
Brazilian real  Buy  J.P. Morgan  4/13/2015  19,280,000    6,961,043    6,711,022   (250,021)
Brazilian real  Buy  J.P. Morgan  4/13/2015  1,020,000    372,385    355,043   (17,342)
Brazilian real  Buy  Morgan Stanley  3/10/2015  795,000    292,850    279,462   (13,388)
Brazilian real  Buy  Morgan Stanley  5/12/2015  16,800,000    5,956,602    5,799,209   (157,393)
Chilean peso  Buy  Bank of America  3/10/2015  6,390,000,000    10,374,219    10,350,776   (23,443)
Colombian peso  Buy  Bank of America  3/10/2015  1,235,000,000    504,508    493,709   (10,799)
Colombian peso  Buy  Bank of America  5/12/2015  476,500,000    196,800    189,316   (7,484)
Colombian peso  Buy  Goldman Sachs  3/10/2015  11,155,000,000    4,831,096    4,459,369   (371,727)
Colombian peso  Buy  J.P. Morgan  3/10/2015  830,000,000    340,351    331,804   (8,547)
Colombian peso  Buy  Morgan Stanley  5/12/2015  11,400,000,000    4,730,291    4,529,288   (201,003)
Colombian peso  Buy  Morgan Stanley  5/12/2015  6,550,000,000    2,717,955    2,602,354   (115,601)
euro  Buy  Citibank N.A.  4/20/2015  1,605,000    1,797,640    1,797,060   (580)
euro  Buy  Goldman Sachs  4/20/2015  40,000    45,715    44,786   (929)
euro  Buy  J.P. Morgan  3/10/2015  1,100,000    1,243,244    1,231,040   (12,204)
euro  Buy  J.P. Morgan  4/13/2015  2,655,000    3,033,372    2,972,438   (60,934)
euro  Buy  J.P. Morgan  4/13/2015  350,000    395,696    391,847   (3,849)
euro  Buy  J.P. Morgan  5/13/2015  1,110,000    1,268,203    1,243,200   (25,003)
Hungarian forint  Buy  Citibank N.A.  5/12/2015  35,425,000    131,497    130,643   (854)
Hungarian forint  Buy  Deutsche Bank AG  3/10/2015  63,200,000    249,867    233,458   (16,409)
Hungarian forint  Buy  J.P. Morgan  4/13/2015  1,115,000,000    4,148,365    4,114,678   (33,687)
Hungarian forint  Buy  J.P. Morgan  5/12/2015  679,000,000    2,523,866    2,504,072   (19,794)
Hungarian forint  Buy  Morgan Stanley  3/10/2015  1,205,000,000    4,823,763    4,451,223   (372,540)
Indonesian rupiah  Buy  Bank of America  4/13/2015  33,625,000,000    2,611,772    2,556,756   (55,016)
Indonesian rupiah  Buy  Goldman Sachs  5/12/2015  106,450,000,000    8,280,825    8,031,942   (248,883)
Indonesian rupiah  Buy  J.P. Morgan  3/10/2015  28,250,000,000    2,260,724    2,172,003   (88,721)
Indonesian rupiah  Buy  J.P. Morgan  3/10/2015  4,000,000,000    310,680    307,540   (3,140)
Indonesian rupiah  Buy  J.P. Morgan  3/10/2015  79,800,000,000    6,379,917    6,135,428   (244,489)
Indonesian rupiah  Buy  Morgan Stanley  4/13/2015  8,800,000,000    681,168    669,129   (12,039)
Indonesian rupiah  Buy  Morgan Stanley  5/12/2015  2,880,000,000    219,913    217,304   (2,609)
Indonesian rupiah  Buy  Morgan Stanley  5/12/2015  2,280,000,000    175,236    172,032   (3,204)
Malaysian ringgit  Buy  Goldman Sachs  5/12/2015  7,920,000    2,216,540    2,179,079   (37,461)
Mexican peso  Buy  Deutsche Bank AG  5/12/2015  32,800,000    2,188,571    2,187,265   (1,306)
Mexican peso  Buy  J.P. Morgan  3/10/2015  10,800,000    748,729    723,196   (25,533)
Mexican peso  Buy  J.P. Morgan  3/10/2015  1,875,000    126,782    125,555   (1,227)
Mexican peso  Buy  J.P. Morgan  3/10/2015  4,440,000    299,422    297,314   (2,108)
Mexican peso  Buy  J.P. Morgan  4/13/2015  33,000,000    2,240,252    2,204,606   (35,646)
Mexican peso  Buy  J.P. Morgan  4/13/2015  82,920,000    5,631,431    5,539,574   (91,857)
Mexican peso  Buy  J.P. Morgan  5/12/2015  79,350,000    5,352,450    5,291,446   (61,004)
Polish zloty  Buy  Barclays Bank plc  4/13/2015  9,985,000    2,735,524    2,689,430   (46,094)
Polish zloty  Buy  Deutsche Bank AG  3/10/2015  1,210,000    353,841    326,334   (27,507)
Polish zloty  Buy  Goldman Sachs  3/10/2015  1,815,000    533,719    489,502   (44,217)
Polish zloty  Buy  Goldman Sachs  5/12/2015  570,000    153,873    153,377   (496)
Polish zloty  Buy  J.P. Morgan  5/12/2015  28,275,000    7,737,943    7,608,285   (129,658)
Russian ruble  Buy  J.P. Morgan  3/10/2015  438,800,000    7,863,799    7,097,001   (766,798)
Russian ruble  Buy  Morgan Stanley  3/10/2015  23,650,000    394,722    382,507   (12,215)
South African rand  Buy  Goldman Sachs  5/12/2015  13,175,000    1,133,318    1,116,802   (16,516)
South African rand  Buy  J.P. Morgan  5/12/2015  2,320,000    197,314    196,659   (655)
South African rand  Buy  Morgan Stanley  5/12/2015  17,530,000    1,527,345    1,485,961   (41,384)
South Korean won  Buy  J.P. Morgan  4/13/2015  6,860,000,000    6,226,119    6,219,447   (6,672)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
 Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
  Unrealized
Depreciation
 
South Korean won  Buy  J.P. Morgan  5/12/2015  1,455,000,000    1,333,407    1,317,660   (15,747)
South Korean won  Buy  Morgan Stanley  3/10/2015  395,000,000    359,019    358,786   (233)
Turkish lira  Buy  Barclays Bank plc  5/12/2015  4,425,000    1,776,623    1,732,721   (43,902)
Turkish lira  Buy  Deutsche Bank AG  3/10/2015  5,690,000    2,494,384    2,263,866   (230,518)
Turkish lira  Buy  Deutsche Bank AG  4/13/2015  13,136,000    5,632,428    5,180,281   (452,147)
Turkish lira  Buy  Deutsche Bank AG  4/13/2015  6,568,000    2,813,548    2,590,140   (223,408)
Turkish lira  Buy  Deutsche Bank AG  4/13/2015  13,136,000   $5,633,631   $5,180,281  $(453,350)
Turkish lira  Buy  Goldman Sachs  4/13/2015  1,210,000    501,424    477,173   (24,251)
Turkish lira  Buy  J.P. Morgan  3/10/2015  1,675,000    728,331    666,428   (61,903)
Turkish lira  Buy  J.P. Morgan  3/10/2015  540,000    230,713    214,848   (15,865)
Turkish lira  Buy  J.P. Morgan  5/12/2015  330,000    130,494    129,220   (1,274)
Turkish lira  Buy  Morgan Stanley  3/10/2015  1,155,000    480,716    459,537   (21,179)
Australian dollar  Sell  J.P. Morgan  6/10/2015  2,825,000    2,190,618    2,195,311   (4,693)
British pound  Sell  Bank of America  4/20/2015  1,767,500    2,680,603    2,727,875   (47,272)
British pound  Sell  Bank of America  4/20/2015  1,767,500    2,680,976    2,727,875   (46,899)
British pound  Sell  J.P. Morgan  4/20/2015  100,000    150,125    154,335   (4,210)
Chilean peso  Sell  J.P. Morgan  3/10/2015  2,545,000,000    4,006,927    4,122,492   (115,565)
Israeli new shekel  Sell  Citibank N.A.  4/27/2015  8,660,000    2,158,659    2,174,604   (15,945)
Philippine peso  Sell  Bank of America  3/10/2015  123,850,000    2,789,352    2,809,473   (20,121)
Philippine peso  Sell  J.P. Morgan  3/10/2015  88,500,000    1,995,535    2,007,577   (12,042)
Russian ruble  Sell  Goldman Sachs  3/10/2015  131,900,000    1,957,214    2,133,305   (176,091)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts          $(5,980,025)

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Appreciation
 
U.S. 5-Year Treasury Note   June 2015    4,453    Long   $531,159,406   $2,426,762 
Ultra Long U.S. Treasury Bond   June 2015    287    Long    48,296,719    920,526 
U.S. 10-Year Treasury Note   June 2015    3,826    Short   (488,950,844)  987,518 
Totals             $90,505,281   $4,334,806 

 

Open Total Return Swap at February 28, 2015:

 

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  $171,290  410 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $171,290  4/15/2015   $81,860 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 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  $   $259,511,021   $   $259,511,021 
Corporate Bonds       1,684,913,032        1,684,913,032 
Floating Rate Loans(4)                    
Banks: Money Center       2,365,009        2,365,009 
Drugs       2,100,000        2,100,000 
Energy Equipment & Services       3,993,898        3,993,898 
Food       329,217        329,217 
Gaming       10,426,083        10,426,083 
Health Care       4,348,717        4,348,717 
Media       1,466,519        1,466,519 
Metals & Minerals: Miscellaneous       3,246,961        3,246,961 
Services       7,778,930        7,778,930 
Technology       1,478,776        1,478,776 
Telecommunications       2,656,562        2,656,562 
Utilities       1,120,295    3,665,073    4,785,368 
Foreign Bonds       19,173,918        19,173,918 
Foreign Government Obligations       10,062,951        10,062,951 
Government Sponsored Enterprises Collateralized Mortgage Obligations       1,325,946        1,325,946 
Government Sponsored Enterprises Pass-Throughs       67,252,804        67,252,804 
Municipal Bonds       42,304,509        42,304,509 
Non-Agency Commercial Mortgage-Backed Securities       62,929,434        62,929,434 
Preferred Stock   3,348,800            3,348,800 
Commercial Paper       6,996,666        6,996,666 
Repurchase Agreement       80,967,865        80,967,865 
Total  $3,348,800   $2,276,749,113   $3,665,073   $2,283,762,986 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $2,930,715   $   $2,930,715 
Liabilities       (5,980,025)       (5,980,025)
Futures Contracts                    
Assets   4,334,806            4,334,806 
Liabilities                
Total Return Swap                    
Assets           81,860    81,860 
Liabilities                
Total  $4,334,806   $(3,049,310)  $81,860   $1,367,356 

 

 
(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 February 28, 2015.
(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 February 28, 2015

 

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, 2014  $2,462,104   $171,290 
Accrued discounts/premiums   (1,908)    
Realized gain (loss)   2,486     
Change in unrealized appreciation/depreciation   (44,309)   (89,430)
Purchases   375,821     
Sales   (152,510)    
Net transfers in or out of Level 3   1,023,389     
Balance as of February 28, 2015  $3,665,073   $81,860 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
                    
LONG-TERM INVESTMENTS 90.67%                   
                    
ASSET-BACKED SECURITIES 12.41%                   
                    
Automobiles 4.84%                   
                    
Ally Auto Receivables Trust 2013-2 A3   0.79%   1/15/2018   $485  $484,975 
Ally Auto Receivables Trust 2014-1 A3   0.97%   10/15/2018    4,555   4,550,153 
Ally Auto Receivables Trust 2014-2 A3   1.25%   4/15/2019    3,160   3,171,728 
AmeriCredit Automobile Receivables Trust 2013-1 B   1.07%   3/8/2018    819   820,731 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%   9/10/2018    685   688,722 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%   9/10/2018    1,600   1,599,999 
BMW Vehicle Lease Trust 2014-1 A3   0.73%   2/21/2017    1,370   1,369,197 
California Republic Auto Receivables Trust 2013-1 A2    1.41%   9/17/2018    828   831,737 
California Republic Auto Receivables Trust 2013-2 A2   1.23%   3/15/2019    1,111   1,114,340 
California Republic Auto Receivables Trust 2014-1 A3   0.85%   5/15/2018    280   280,042 
California Republic Auto Receivables Trust 2014-2 A3   0.91%   8/15/2018    1,120   1,119,380 
California Republic Auto Receivables Trust 2014-3 A3   1.09%   11/15/2018    2,120   2,120,788 
CarMax Auto Owner Trust 2013-4 A3   0.80%   7/16/2018    710   709,451 
Chrysler Capital Auto Receivables Trust 2014-BA A3    1.27%   5/15/2019    1,115   1,118,189 
Fifth Third Auto Trust 2014-2 A3   0.89%   11/15/2018    1,825   1,823,640 
Ford Credit Auto Owner Trust 2013-D A3   0.67%   4/15/2018    1,500   1,498,706 
Ford Credit Auto Owner Trust 2014-B A3   0.90%   10/15/2018    1,490   1,490,671 
GM Financial Automobile Leasing Trust 2014-2A A3    1.22%   1/22/2018    1,640   1,640,582 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%   9/18/2017    1,607   1,607,084 
Mercedes-Benz Auto Receivables Trust 2014-1 A3   0.87%   10/15/2018    1,300   1,298,399 
Nissan Auto Lease Trust 2014-A A3   0.80%   2/15/2017    1,225   1,223,300 
Porsche Innovative Lease Owner Trust 2014-1 A3    1.03%   11/20/2017    3,960   3,961,441 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%   5/15/2018    1,124   1,123,903 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%   4/20/2018    1,929   1,925,589 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%   9/15/2017    970   972,571 
Total                 38,545,318 
                    
Credit Cards 0.78%                   
                    
Citibank Credit Card Issuance Trust 2013-A4   0.592%#   7/24/2020    565   566,690 
Discover Card Execution Note Trust 2011-A4   0.523%#   5/15/2019    1,125   1,127,384 
Synchrony Credit Card Master Note Trust 2011-2 A   0.653%#   5/15/2019    2,290   2,293,616 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%   8/17/2020    335   334,275 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Credit Cards (continued)                   
                    
World Financial Network Credit Card Master Trust 2013-B A   0.91%   3/16/2020   $1,750  $1,749,525 
World Financial Network Credit Card Master Trust 2014-A   0.553%#   12/15/2019   165  165,041 
Total                 6,236,531 
                    
Home Equity 0.59%                   
                    
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.328%#   5/25/2036    1,545   1,423,480 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.238%#   12/25/2036    9   9,357 
Home Equity Asset Trust 2006-7 2A2   0.278%#   1/25/2037    814   806,337 
Home Equity Asset Trust 2006-8 2A2   0.278%#   3/25/2037    1,916   1,893,596 
New Century Home Equity Loan Trust 2005-A A6   4.954%   8/25/2035    369   363,692 
Option One Mortgage Loan Trust 2005-1 A4   0.968%#   2/25/2035    168   165,357 
Total                 4,661,819 
                    
Other 6.20%                   
                    
Ares IIIR/IVR CLO Ltd. 2007-3RA A2    0.474%#   4/16/2021    856   846,718 
Avenue CLO VI Ltd. 2007-6A A2    0.607%#   7/17/2019    500   495,866 
BlueMountain CLO Ltd. 2014-3A A1    1.48%#   10/15/2026    500   498,442 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1    1.75%#   10/15/2026    1,375   1,376,871 
Cedar Funding IV CLO Ltd. 2014-4A A1    1.731%#   10/23/2026    2,630   2,624,200 
Cent CDO XI Ltd. 2006-11A A1    0.516%#   4/25/2019    1,119   1,104,332 
CIFC Funding II Ltd. 2014-2A A1L    1.743%#   5/24/2026    850   850,362 
CIT Mortgage Loan Trust 2007-1 2A2    1.421%#   10/25/2037    214   213,844 
Crown Point CLO Ltd. 2012-1A A1LB    1.761%#   11/21/2022    978   979,131 
Dryden XXIII Senior Loan Fund 2012-23RA A1R    1.503%#   7/17/2023    2,000   1,987,253 
FBR Securitization Trust 2005-4 AV24   0.868%#   10/25/2035    945   837,591 
Fortress Credit BSL Ltd. 2013-1A A    1.433%#   1/19/2025    2,500   2,468,679 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.547%#   12/20/2020    500   497,832 
Galaxy XVIII CLO Ltd. 2014-18A A    1.733%#   10/15/2026    1,000   996,447 
Gleneagles CLO Ltd. 2005-1A B    0.805%#   11/1/2017    1,000   988,716 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%   5/16/2044    1,000   992,596 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2    1.495%   5/16/2044    750   749,594 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Other (continued)               
                
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3    1.793%   5/15/2046   $1,000  $982,764 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%   5/15/2046    1,000   990,962 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%   11/15/2046    800   794,102 
HLSS Servicer Advance Receivables Trust 2012-T2 A2    1.99%   10/15/2045    1,100   1,091,955 
HLSS Servicer Advance Receivables Trust 2013-T1 A2    1.495%   1/16/2046    2,750   2,716,274 
Jasper CLO Ltd. 2005-1A A    0.525%#   8/1/2017    172   172,020 
JFIN Revolver CLO Ltd. 2013-1A A    1.507%#   1/20/2021    750   750,332 
Landmark VII CDO Ltd. 2006-7A A3L    1.003%#   7/15/2018    500   495,200 
Morgan Stanley Capital I, Inc. 2006-HE1 A3   0.348%#   1/25/2036    106   105,951 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%   6/20/2048    1,300   1,296,615 
Nautique Funding Ltd. 2006-1A A1A    0.503%#   4/15/2020   628   624,226 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2    2.377%   3/15/2047    600   602,596 
Oaktree CLO Ltd. 2014-2A A1A    1.762%#   10/20/2026    1,300   1,298,947 
Octagon Investment Partners XIX Ltd. 2014-1A A    1.773%#   4/15/2026    2,500   2,505,297 
Octagon Loan Funding Ltd. 2014-1A A1    1.706%#   11/18/2026    750   749,251 
OHA Park Avenue CLO I Ltd. 2007-1A A1B    0.471%#   3/14/2022    663   655,815 
OZLM VII Ltd. 2014-7A A1B    1.747%#   7/17/2026    1,550   1,551,409 
OZLM VIII Ltd. 2014-8A A1A    1.715%#   10/17/2026    1,990   1,987,107 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(a)    0.513%#   4/15/2020    313   312,505 
Red River CLO Ltd. 1A A    0.525%#   7/27/2018    346   344,075 
SLM Private Education Loan Trust 2010-A 2A    3.423%#   5/16/2044    1,013   1,071,489 
SLM Private Education Loan Trust 2012-A A1    1.573%#   8/15/2025    452   456,833 
SLM Private Education Loan Trust 2013-B A1    0.822%#   7/15/2022    1,239   1,241,417 
SLM Student Loan Trust 2011-1 A1   0.691%#   3/25/2026    314   314,873 
Stone Tower CLO V Ltd. 2006-5A A2B    0.584%#   7/16/2020    2,500   2,459,060 
Stone Tower CLO VI Ltd. 2007-6A A2B    0.577%#   4/17/2021    900   879,055 
Venture XVII CLO Ltd. 2014-17A A    1.733%#   7/15/2026    1,500   1,495,588 
Venture XVIII CLO Ltd. 2014-18A A    1.737%#   10/15/2026    1,250   1,244,345 
Westchester CLO Ltd. 2007-1A A1A    0.48%#   8/1/2022    931   923,693 
Westgate Resorts LLC 2014-1A A    2.15%   12/20/2026    592   586,260 
Westgate Resorts LLC 2014-1A B    3.25%   12/20/2026    236   234,760 
Total                 49,443,250 
Total Asset-Backed Securities
(cost $98,691,412)
               98,886,918 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
CORPORATE BONDS 39.36%                   
                    
Aerospace/Defense 0.17%                  
                    
Exelis, Inc.   4.25%   10/1/2016   $1,078  $1,112,447 
Litton Industries, Inc.   6.75%   4/15/2018    200   228,327 
Total                 1,340,774 
                    
Air Transportation 0.06%                   
                    
Continental Airlines 1997-1 Class A Pass-Through Trust   7.461%   10/1/2016    2   2,450 
US Airways 2012-1 Class C Pass-Through Trust   9.125%   10/1/2015    438   451,407 
Total                 453,857 
                    
Auto Parts: Original Equipment 0.98%                   
                    
Accuride Corp.   9.50%   8/1/2018    561   582,038 
Continental Rubber of America Corp.    4.50%   9/15/2019    2,759   2,871,531 
Delphi Corp.   6.125%   5/15/2021    2,284   2,489,907 
Hertz Corp. (The)   7.50%   10/15/2018    625   648,437 
International Automotive Components Group SA (Luxembourg)†(a)    9.125%   6/1/2018    353   359,178 
Schaeffler Holding Finance BV PIK (Netherlands)†(a)    6.875%   8/15/2018    800   842,000 
Total                 7,793,091 
                
Automotive 0.18%                   
                    
Ford Motor Credit Co. LLC   4.207%   4/15/2016    1,000   1,032,332 
Hyundai Capital Services, Inc. (South Korea)†(a)    6.00%   5/5/2015    200   201,757 
Kia Motors Corp. (South Korea)†(a)    3.625%   6/14/2016    200   205,836 
Total                 1,439,925 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Banks: Money Center 0.65%                   
                    
Akbank TAS (Turkey)†(a)    3.875%   10/24/2017   $150  $152,598 
Bank of America Corp.   5.25%   12/1/2015    800   823,854 
Bank of America Corp.   5.42%   3/15/2017    379   406,284 
Bank of America Corp.   5.75%   8/15/2016    1,500   1,589,946 
BBVA Banco Continental SA (Peru)†(a)    2.25%   7/29/2016    600   607,500 
Export-Import Bank of Korea (South Korea)(a)    1.093%#   9/17/2016    400   401,868 
Export-Import Bank of Korea (South Korea)(a)    3.75%   10/20/2016    200   208,348 
Industrial & Commercial Bank of China Ltd.   2.351%   11/13/2017    500   502,901 
Wilmington Trust Corp.   8.50%   4/2/2018    350   412,084 
Zions Bancorporation   5.50%   11/16/2015    77   78,067 
Total                 5,183,450 
                    
Banks: Regional 2.30%                   
                    
Associated Banc-Corp.   5.125%   3/28/2016    1,550   1,613,239 
Banco de Credito e Inversiones (Chile)†(a)    3.00%   9/13/2017    200   205,209 
Banco del Estado de Chile COD   2.03%   4/2/2015    100   100,000 
Banco do Brasil SA   3.875%   1/23/2017    200   204,500 
Banco Santander Chile (Chile)†(a)    2.11%#   6/7/2018    1,000   1,022,500 
Bank of America Corp.   5.70%   5/2/2017    700   757,771 
Bank of America Corp.   6.05%   5/16/2016    1,500   1,582,056 
Bank of America Corp.   10.20%   7/15/2015    750   775,708 
Bank of America NA   5.30%   3/15/2017    700   751,780 
Citigroup, Inc.   5.50%   2/15/2017    897   963,376 
Discover Bank   8.70%   11/18/2019    796   979,270 
Export-Import Bank of China (The) (China)†(a)    2.50%   7/31/2019    500   501,785 
Fifth Third Bancorp   5.45%   1/15/2017    100   107,331 
First Midwest Bancorp, Inc.   5.875%   11/22/2016    125   132,183 
HBOS plc (United Kingdom)†(a)    6.75%   5/21/2018    2,600   2,917,132 
ING Bank NV (Netherlands)†(a)    5.125%   5/1/2015    200   201,378 
Korea Development Bank (The) (South Korea)(a)    0.882%#    1/22/2017    500   499,989 
Korea Exchange Bank (South Korea)†(a)    2.50%   6/12/2019    300   301,620 
Macquarie Bank Ltd. (Australia)†(a)    5.00%   2/22/2017    155   165,659 
Popular, Inc.   7.00%   7/1/2019    200   202,000 
Royal Bank of Scotland plc (The) (United Kingdom)(a)    9.50%   3/16/2022    1,373   1,555,967 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Banks: Regional (continued)               
                
Swedbank Hypotek AB (Sweden)†(a)    2.95%   3/28/2016   $170  $174,110 
Turkiye Halk Bankasi AS (Turkey)†(a)    4.75%   6/4/2019    300   302,610 
Turkiye Halk Bankasi AS (Turkey)†(a)    4.875%   7/19/2017    1,200   1,240,512 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)    3.75%   4/15/2018    300   296,596 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)    5.75%   4/24/2017    500   520,000 
Valley National Bank   5.00%   7/15/2015    250   253,172 

Total

                 18,327,453 
                
Beverages 0.00%                   
                    
Central American Bottling Corp. (Guatemala)†(a)    6.75%   2/9/2022    30   31,650 
                    
Biotechnology Research & Production 0.20%                   
                    
STHI Holding Corp.    8.00%   3/15/2018    1,544   1,611,550 
                    
Brokers 0.78%                   
                    
Jefferies Group LLC   3.875%   11/9/2015    500   508,205 
Jefferies Group LLC   5.125%   4/13/2018    200   211,642 
Jefferies Group LLC   5.50%   3/15/2016    200   206,572 
Jefferies Group LLC   8.50%   7/15/2019    2,941   3,527,112 
Raymond James Financial, Inc.   8.60%   8/15/2019    1,400   1,738,631 
Total                 6,192,162 
                    
Building Materials 0.38%                   
                    
Ainsworth Lumber Co., Ltd. (Canada)†(a)    7.50%   12/15/2017    1,287   1,348,133 
Cemex SAB de CV (Mexico)†(a)    5.003%#    10/15/2018    500   523,750 
Cimento Tupi SA (Brazil)†(a)    9.75%   5/11/2018    195   109,200 
Martin Marietta Materials, Inc.   1.357%#    6/30/2017    300   298,598 
Martin Marietta Materials, Inc.   6.60%   4/15/2018    400   452,960 
Nortek, Inc.   10.00%   12/1/2018    75   79,406 
Owens Corning   6.50%   12/1/2016    12   12,936 
Owens Corning   9.00%   6/15/2019    148   178,810 
Total                 3,003,793 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Business Services 0.40%                   
                    
Expedia, Inc.   7.456%   8/15/2018   $1,396  $1,616,229 
Jaguar Holding Co. I PIK    9.375%   10/15/2017    975   1,000,472 
NES Rentals Holdings, Inc.    7.875%   5/1/2018    550   559,625 
Total                 3,176,326 
                    
Cable Services 0.03%                   
                    
Time Warner Cable, Inc.   8.75%   2/14/2019    200   247,310 
                    
Chemicals 1.02%                   
                    
Ineos Finance plc (United Kingdom)†(a)    7.50%   5/1/2020    360   383,400 
Ineos Finance plc (United Kingdom)†(a)    8.375%   2/15/2019    2,000   2,140,500 
Methanex Corp. (Canada)(a)    6.00%   8/15/2015    1,000   1,025,143 
Nufarm Australia Ltd. (Australia)†(a)    6.375%   10/15/2019    195   200,606 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%   4/1/2020    1,728   1,866,240 
Rockwood Specialties Group, Inc.   4.625%   10/15/2020    1,500   1,564,500 
Yara International ASA (Norway)†(a)    7.875%   6/11/2019    825   982,263 
Total                 8,162,652 
                    
Coal 0.41%                   
                    
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%   12/15/2019    975   994,500 
CONSOL Energy, Inc.   8.25%   4/1/2020    1,000   1,046,250 
Penn Virginia Corp.   7.25%   4/15/2019    1,320   1,265,550 
Total                 3,306,300 
                
Communications & Media 0.32%                   
                    
Digicel Ltd. (Jamaica)†(a)    8.25%   9/1/2017    2,450   2,523,500 
                    
Computer Hardware 0.15%                   
                    
DynCorp International, Inc.   10.375%   7/1/2017    1,023   933,487 
Seagate HDD Cayman   6.875%   5/1/2020    250   260,625 
Total                 1,194,112 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Computer Software 0.58%                   
                    
Aspect Software, Inc.   10.625%   5/15/2017   $1,090  $1,000,075 
First Data Corp.   12.625%   1/15/2021    1,315   1,574,712 
Sophia LP/Sophia Finance, Inc.    9.75%   1/15/2019    323   346,014 
SRA International, Inc.   11.00%   10/1/2019    533   578,305 
SunGard Data Systems, Inc.   7.375%   11/15/2018    1,111   1,158,218 
Total                 4,657,324 
                    
Consumer Products 0.23%                   
                    
Avon Products, Inc.   2.375%   3/15/2016    700   703,500 
Avon Products, Inc.   4.60%   3/15/2020    1,181   1,105,215 
Total                 1,808,715 
                    
Containers 0.37%                   
                    
Coveris Holdings SA (Luxembourg)†(a)    7.875%   11/1/2019    200   204,000 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   7.125%   4/15/2019    100   104,062 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%   5/15/2018    1,800   1,865,250 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%   4/15/2019    200   210,500 
Tekni-Plex, Inc.    9.75%   6/1/2019    524   571,160 
Total                 2,954,972 
                    
Copper 0.01%                   
                    
Southern Copper Corp.   6.375%   7/27/2015    100   102,250 
                    
Diversified 0.22%                   
                    
Alphabet Holding Co., Inc. PIK   7.75%   11/1/2017    1,820   1,792,700 
                    
Drugs 0.78%                   
                    
Capsugel SA PIK (Luxembourg)†(a)    7.00%   5/15/2019    929   948,161 
Mylan, Inc.    7.875%   7/15/2020    4,994   5,283,382 
Total                 6,231,543 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Electric: Power 0.36%                   
                    
Cleveland Electric Illuminating Co. (The)   8.875%   11/15/2018   $150  $184,922 
Entergy Corp.   3.625%   9/15/2015    100   101,333 
Entergy Corp.   4.70%   1/15/2017    1,891   1,998,785 
Pennsylvania Electric Co.   6.05%   9/1/2017    100   110,974 
RJS Power Holdings LLC    5.125%   7/15/2019    500   495,000 
Total                 2,891,014 
                    
Electronics 0.14%                   
                    
Jabil Circuit, Inc.   7.75%   7/15/2016    500   540,000 
Jabil Circuit, Inc.   8.25%   3/15/2018    525   609,000 
Total                 1,149,000 
                    
Electronics: Semi-Conductors/Components 0.35%                   
                    
Freescale Semiconductor, Inc.   10.75%   8/1/2020    367   400,259 
KLA-Tencor Corp.   2.375%   11/1/2017    1,248   1,266,588 
KLA-Tencor Corp.   3.375%   11/1/2019    1,100   1,142,097 
Total                 2,808,944 
                    
Energy Equipment & Services 1.07%                   
                    
Copano Energy LLC/Copano Energy Finance Corp.   7.125%   4/1/2021    3,055   3,304,982 
Energy Transfer Partners LP   9.00%   4/15/2019    2,327   2,839,752 
Energy Transfer Partners LP   9.70%   3/15/2019    1,773   2,221,429 
Greenko Dutch BV (Netherlands)†(a)    8.00%   8/1/2019    200   191,500 
Total                 8,557,663 
                    
Engineering & Contracting Services 0.08%                   
                    
New Enterprise Stone & Lime Co., Inc.   11.00%   9/1/2018    675   617,625 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Entertainment 0.84%                   
                    
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%   1/15/2019   $2,366  $2,466,555 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.    8.875%   4/15/2017    1,375   1,413,603 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    9.50%   6/15/2019    621   661,365 
Seminole Tribe of Florida, Inc.    6.535%   10/1/2020    575   635,375 
Seminole Tribe of Florida, Inc.    7.804%   10/1/2020    400   442,000 
Shingle Springs Tribal Gaming Authority    9.75%   9/1/2021    700   791,000 
WMG Holdings Corp.    13.75%   10/1/2019    100   110,000 
WMG Holdings Corp.   13.75%   10/1/2019    150   165,000 
Total                 6,684,898 
                    
Financial Services 3.28%                   
                    
Air Lease Corp.   4.50%   1/15/2016    1,400   1,437,625 
Air Lease Corp.   5.625%   4/1/2017    4,603   4,936,717 
Banco de Credito del Peru (Peru)†(a)    2.75%   1/9/2018    107   107,803 
Bank of America Corp.   7.80%   9/15/2016    2,850   3,119,353 
Countrywide Financial Corp.   6.25%   5/15/2016    2,400   2,536,222 
Dun & Bradstreet Corp. (The)   2.875%   11/15/2015    1,650   1,671,627 
Dun & Bradstreet Corp. (The)   3.25%   12/1/2017    754   779,345 
Fidelity National Financial, Inc.   6.60%   5/15/2017    875   958,141 
Graton Economic Development Authority    9.625%   9/1/2019    650   721,500 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%   10/1/2017    225   232,875 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%   12/1/2020    325   282,750 
Lloyds Bank plc (United Kingdom)(a)    9.875%   12/16/2021    275   313,500 
Macquarie Group Ltd. (Australia)†(a)    6.00%   1/14/2020    1,723   1,957,230 
Macquarie Group Ltd. (Australia)†(a)    7.625%   8/13/2019    116   139,784 
MU Finance plc (United Kingdom)†(a)    8.375%   2/1/2017    1,370   1,407,544 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%   5/1/2019    1,200   1,284,000 
ROC Finance LLC/ROC Finance 1 Corp.    12.125%   9/1/2018    816   854,760 
SteelRiver Transmission Co. LLC    4.71%   6/30/2017    579   606,154 
TC Ziraat Bankasi AS (Turkey)†(a)    4.25%   7/3/2019    200   200,396 
Utility Contract Funding LLC    7.944%   10/1/2016    849   890,831 
Western Union Co. (The)   2.875%   12/10/2017    1,000   1,025,228 
Western Union Co. (The)   3.35%   5/22/2019    625   644,374 
Total                 26,107,759 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Financial: Miscellaneous 0.24%                   
                    
Kayne Anderson MLP Investment Co.   1.495%#    8/19/2016   $1,700  $1,699,346 
NASDAQ OMX Group, Inc. (The)   5.25%   1/16/2018    203   222,044 
Total                 1,921,390 
                    
Food 1.00%                   
                    
Big Heart Pet Brands   7.625%   2/15/2019    1,364   1,393,667 
Minerva Luxembourg SA (Luxembourg)†(a)    12.25%   2/10/2022    200   224,000 
Southern States Cooperative, Inc.    10.00%   8/15/2021    400   378,000 
Tesco plc (United Kingdom)†(a)    5.50%   11/15/2017    2,250   2,419,209 
US Foods, Inc.   8.50%   6/30/2019    2,691   2,828,914 
Want Want China Finance Ltd. (China)†(a)    1.875%   5/14/2018    700   691,364 
Total                 7,935,154 
                    
Gaming 0.39%                   
                    
CCM Merger, Inc.    9.125%   5/1/2019    1,050   1,147,125 
Mohegan Tribal Gaming Authority    11.00%   9/15/2018    975   979,875 
Pinnacle Entertainment, Inc.   7.50%   4/15/2021    257   273,384 
Pinnacle Entertainment, Inc.   8.75%   5/15/2020    673   713,380 
Total                 3,113,764 
                    
Health Care 0.09%                   
                    
Perrigo Co. plc (Ireland)(a)    2.30%   11/8/2018    200   202,128 
Zoetis, Inc.   1.15%   2/1/2016    500   500,670 
Total                 702,798 
                    
Health Care Products 0.92%                   
                    
Biomet, Inc.   6.50%   10/1/2020    1,475   1,565,344 
Biomet, Inc.   6.50%   8/1/2020    1,250   1,337,500 
Forest Laboratories, Inc.    4.375%   2/1/2019    3,204   3,410,956 
Immucor, Inc.   11.125%   8/15/2019    876   942,795 
Life Technologies Corp.   6.00%   3/1/2020    74   85,128 
Total                 7,341,723 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Health Care Services 1.70%                   
                    
DaVita HealthCare Partners, Inc.   6.625%   11/1/2020   $1,726  $1,826,324 
Emdeon, Inc.   11.00%   12/31/2019    445   490,056 
Gentiva Health Services, Inc.   11.50%   9/1/2018    150   159,187 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%   5/15/2019    1,400   1,461,250 
Omega Healthcare Investors, Inc.   6.75%   10/15/2022    3,834   4,064,040 
Omega Healthcare Investors, Inc.   7.50%   2/15/2020    3,486   3,644,125 
Senior Housing Properties Trust   3.25%   5/1/2019    544   551,699 
Senior Housing Properties Trust   4.30%   1/15/2016    800   815,226 
Senior Housing Properties Trust   6.75%   4/15/2020    450   512,361 
Total                 13,524,268 
                    
Hospital Management 0.03%                   
                    
United Surgical Partners International, Inc.   9.00%   4/1/2020    200   215,500 
                    
Industrial Products 0.07%                   
                    
PPL WW Holdings Ltd. (United Kingdom)†(a)    7.25%   12/15/2017    525   581,420 
                    
Insurance 0.67%                   
                    
CNO Financial Group, Inc.    6.375%   10/1/2020    600   639,000 
Kemper Corp.   6.00%   11/30/2015    700   725,508 
TIAA Asset Management Finance Co. LLC    2.95%   11/1/2019    786   803,197 
Willis Group Holdings plc (United Kingdom)(a)    4.125%   3/15/2016    1,375   1,413,460 
Willis North America, Inc.   6.20%   3/28/2017    1,625   1,744,035 
Total                 5,325,200 
                    
Investment Management Companies 0.27%                   
                    
Lazard Group LLC   6.85%   6/15/2017    1,000   1,113,889 
Leucadia National Corp.   8.125%   9/15/2015    1,000   1,036,280 
Total                 2,150,169 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Leasing 0.58%                   
                    
Aviation Capital Group Corp.    3.875%   9/27/2016   $500  $512,197 
Aviation Capital Group Corp.    4.625%   1/31/2018    2,000   2,091,726 
Aviation Capital Group Corp.    7.125%   10/15/2020    341   393,442 
International Lease Finance Corp.    7.125%   9/1/2018    1,425   1,624,500 
Total                 4,621,865 
                    
Leisure 0.09%                   
                    
Central Garden & Pet Co.   8.25%   3/1/2018    667   685,342 
                    
Lodging 1.58%                   
                    
Grupo Posadas SAB de CV (Mexico)†(a)    7.875%   11/30/2017    361   355,585 
Host Hotels & Resorts LP   5.875%   6/15/2019    4,356   4,535,759 
Host Hotels & Resorts LP   6.00%   11/1/2020    5,811   6,148,573 
Hyatt Hotels Corp.    6.875%   8/15/2019    50   57,746 
Marina District Finance Co., Inc.   9.875%   8/15/2018    883   934,876 
Studio City Finance Ltd. (Hong Kong)†(a)    8.50%   12/1/2020    541   563,992 
Total                 12,596,531 
                
Machinery: Agricultural 0.16%                   
                    
Lorillard Tobacco Co.   6.875%   5/1/2020    837   996,414 
Lorillard Tobacco Co.   8.125%   6/23/2019    218   266,224 
Total                 1,262,638 
                    
Machinery: Industrial/Specialty 0.01%                   
                    
Cleaver-Brooks, Inc.    8.75%   12/15/2019    75   77,062 
                    
Machinery: Oil Well Equipment & Services 0.06%                   
                    
National Oilwell Varco, Inc.   6.125%   8/15/2015    500   500,255 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Media 0.35%                   
                    
Columbus International, Inc. (Barbados)†(a)    7.375%   3/30/2021   $200  $210,750 
Gannett Co., Inc.   7.125%   9/1/2018    450   467,437 
Harron Communications LP/Harron Finance Corp.    9.125%   4/1/2020    400   439,500 
Sirius XM Radio, Inc.    5.25%   8/15/2022    150   160,500 
Videotron Ltd. (Canada)(a)    9.125%   4/15/2018    73   75,190 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%   7/15/2019    1,364   1,449,250 
Total                 2,802,627 
                    
Merchandising 0.11%                   
                    
Kemet Corp.   10.50%   5/1/2018    827   851,810 
                    
Metal Fabricating 0.13%                   
                    
Edgen Murray Corp.    8.75%   11/1/2020    696   762,990 
Glencore Canada Corp. (Canada)(a)    5.50%   6/15/2017    200   214,949 
Glencore Canada Corp. (Canada)(a)    6.00%   10/15/2015    25   25,726 
Total                 1,003,665 
                    
Metals & Minerals: Miscellaneous 0.70%                   
                    
Anglo American Capital plc (United Kingdom)†(a)    1.203%#    4/15/2016    250   249,922 
AngloGold Ashanti Holdings plc (Isle Of Man)(a)    8.50%   7/30/2020    200   221,230 
Barrick Gold Corp. (Canada)(a)    2.90%   5/30/2016    50   50,422 
Barrick Gold Corp. (Canada)(a)    6.95%   4/1/2019    241   279,666 
Glencore Finance Canada Ltd. (Canada)†(a)    3.60%   1/15/2017    838   866,084 
KGHM International Ltd. (Canada)†(a)    7.75%   6/15/2019    300   311,250 
Kinross Gold Corp. (Canada)(a)    3.625%   9/1/2016    2,500   2,523,953 
New Gold, Inc. (Canada)†(a)    7.00%   4/15/2020    1,038   1,078,223 
Total                 5,580,750 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Natural Gas 0.23%                   
                    
Bill Barrett Corp.   7.625%   10/1/2019   $100  $98,375 
Kinder Morgan, Inc.   7.00%   6/15/2017    850   945,030 
Kinder Morgan, Inc.   7.25%   6/1/2018    550   628,475 
Southern Star Central Gas Pipeline, Inc.    6.00%   6/1/2016    110   115,189 
Tennessee Gas Pipeline Co. LLC   7.50%   4/1/2017    50   55,709 
Total                 1,842,778 
                    
Oil 2.50%                   
                    
Afren plc (United Kingdom)†(a)    6.625%   12/9/2020    200   80,800 
Afren plc (United Kingdom)†(a)    10.25%   4/8/2019    200   81,800 
Afren plc (United Kingdom)†(a)    11.50%   2/1/2016    400   171,080 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%   10/15/2020    538   443,850 
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%   5/15/2019    724   790,037 
Chaparral Energy, Inc.   8.25%   9/1/2021    528   411,840 
Chaparral Energy, Inc.   9.875%   10/1/2020    780   639,600 
CNPC General Capital Ltd. (China)†(a)    1.45%   4/16/2016    400   400,361 
CNPC General Capital Ltd. (China)†(a)    2.75%   4/19/2017    200   203,591 
Continental Resources, Inc.   7.125%   4/1/2021    2,299   2,416,824 
Continental Resources, Inc.   7.375%   10/1/2020    3,209   3,389,506 
DCP Midstream LLC    9.75%   3/15/2019    875   970,322 
Energy XXI Gulf Coast, Inc.   7.75%   6/15/2019    595   318,325 
Harvest Operations Corp. (Canada)†(a)    2.125%   5/14/2018    200   201,187 
Hilcorp Energy I LP/Hilcorp Finance Co.    7.625%   4/15/2021    625   654,687 
Hilcorp Energy I LP/Hilcorp Finance Co.    8.00%   2/15/2020    1,075   1,107,250 
Kodiak Oil & Gas Corp.   5.50%   1/15/2021    700   710,500 
Kodiak Oil & Gas Corp.   5.50%   2/1/2022    513   520,695 
Kodiak Oil & Gas Corp.   8.125%   12/1/2019    1,334   1,397,365 
MEG Energy Corp. (Canada)†(a)    6.50%   3/15/2021    500   486,250 
Panhandle Eastern Pipeline Co. LP   7.00%   6/15/2018    500   568,342 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%   4/12/2017    100   45,615 
Petroleos de Venezuela SA (Venezuela)†(a)    8.50%   11/2/2017    830   549,128 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)    5.832%   9/30/2016    379   394,160 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(a)    3.149%   3/6/2017    700   639,919 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil (continued)               
                
Seven Generations Energy Ltd. (Canada)†(a)    8.25%   5/15/2020   $425  $443,063 
Seventy Seven Operating LLC   6.625%   11/15/2019    646   521,645 
Sinopec Group Overseas Development 2013 Ltd.    2.50%   10/17/2018    500   505,522 
Sinopec Group Overseas Development 2014 Ltd.    1.032%#    4/10/2017    700   698,890 
Woodside Finance Ltd. (Australia)†(a)    8.75%   3/1/2019    100   122,856 
Total                 19,885,010 
                    
Oil: Crude Producers 1.38%                   
                    
Access Midstream Partners LP/ACMP Finance Corp.   5.875%   4/15/2021    3,485   3,652,451 
AK Transneft OJSC via TransCapitalInvest Ltd. (Ireland)†(a)    8.70%   8/7/2018    200   207,000 
Cimarex Energy Co.   5.875%   5/1/2022    260   276,900 
Enbridge Energy Partners LP   5.20%   3/15/2020    300   328,918 
EnLink Midstream Partners LP/EnLink Midstream Finance Corp.   7.125%   6/1/2022    1,931   2,206,167 
EPL Oil & Gas, Inc.   8.25%   2/15/2018    250   180,625 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%   12/15/2018    550   570,625 
Kinder Morgan Finance Co. LLC   5.70%   1/5/2016    400   414,576 
Midcontinent Express Pipeline LLC    6.70%   9/15/2019    597   652,222 
OGX Austria GmbH (Austria)†(a)(b)    8.50%   6/1/2018    225   1,710 
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp.   8.375%   6/1/2020    433   479,547 
Regency Energy Partners LP/Regency Energy Finance Corp.    8.375%   6/1/2019    450   477,000 
Sabine Oil & Gas Corp.   7.25%   6/15/2019    775   261,078 
Sabine Pass LNG LP   6.50%   11/1/2020    356   369,350 
Sunoco Logistics Partners Operations LP   6.125%   5/15/2016    100   104,013 
Sunoco, Inc.   5.75%   1/15/2017    250   267,903 
W&T Offshore, Inc.   8.50%   6/15/2019    810   562,950 
Total                11,013,035 
                    
Oil: Integrated Domestic 1.57%                   
                    
Buckeye Partners LP   4.875%   2/1/2021    250   265,799 
Buckeye Partners LP   6.05%   1/15/2018    225   247,696 
Carrizo Oil & Gas, Inc.   8.625%   10/15/2018    1,112   1,162,040 
Colorado Interstate Gas Co. LLC   6.80%   11/15/2015    1,750   1,819,993 
El Paso Pipeline Partners Operating Co. LLC   4.10%   11/15/2015    1,000   1,021,585 
El Paso Pipeline Partners Operating Co. LLC   6.50%   4/1/2020    1,312   1,509,994 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated Domestic (continued)                   
                    
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.50%   11/15/2020   $1,242  $1,318,843 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.625%   5/1/2021    1,349   1,423,195 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.75%   2/1/2022    544   575,280 
Newfield Exploration Co.   6.875%   2/1/2020    1,909   1,971,042 
Rowan Cos., Inc.   7.875%   8/1/2019    825   920,344 
Texas Gas Transmission LLC   4.60%   6/1/2015    305   307,352 
Total                 12,543,163 
                    
Oil: Integrated International 1.04%                   
                    
Petrobras Global Finance BV (Netherlands)(a)    1.881%#    5/20/2016    700   666,750 
Petrobras Global Finance BV (Netherlands)(a)    2.393%#    1/15/2019    200   171,000 
Petrobras Global Finance BV (Netherlands)(a)    2.603%#    3/17/2017    2,200   2,007,500 
Petrobras Global Finance BV (Netherlands)(a)    3.50%   2/6/2017    200   188,200 
Petrobras Global Finance BV (Netherlands)(a)    3.875%   1/27/2016    550   541,849 
Petroleos Mexicanos (Mexico)(a)    2.277%#    7/18/2018    800   822,624 
Transocean, Inc.   6.375%   12/15/2021    1,000   883,658 
Weatherford International Ltd.   9.625%   3/1/2019    2,675   3,023,812 
Total                8,305,393 
                    
Paper & Forest Products 0.38%                   
                    
Cascades, Inc. (Canada)(a)    7.875%   1/15/2020    1,120   1,173,200 
Exopack Holding Corp.    10.00%   6/1/2018    1,250   1,325,000 
Mercer International, Inc. (Canada)†(a)    7.00%   12/1/2019    500   523,750 
Total                3,021,950 
                    
Production Technology Equipment 0.04%                   
                    
CNOOC Finance 2013 Ltd. (Hong Kong)(a)    1.75%   5/9/2018    300   296,083 
                    
Publishing 0.02%                   
                    
21st Century Fox America, Inc.   7.60%   10/11/2015    175   181,979 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Real Estate Investment Trusts 1.74%                   
                    
American Tower Corp.    7.25%   5/15/2019   $2,525  $2,946,758 
ARC Properties Operating Partnership LP   2.00%   2/6/2017    500   487,543 
ARC Properties Operating Partnership LP   3.00%   2/6/2019    3,165   3,032,254 
DDR Corp.   5.50%   5/1/2015    250   251,732 
DDR Corp.   7.50%   7/15/2018    481   561,416 
DDR Corp.   9.625%   3/15/2016    130   141,096 
Digital Realty Trust LP   4.50%   7/15/2015    1,030   1,034,285 
Digital Realty Trust LP   5.875%   2/1/2020    1,794   2,022,945 
Duke Realty LP   5.50%   3/1/2016    400   417,081 
EPR Properties   7.75%   7/15/2020    1,100   1,330,484 
Healthcare Realty Trust, Inc.   6.50%   1/17/2017    302   329,413 
Hospitality Properties Trust   6.30%   6/15/2016    500   519,117 
Kilroy Realty LP   4.80%   7/15/2018    494   531,725 
Reckson Operating Partnership LP   6.00%   3/31/2016    250   261,642 
Total                 13,867,491 
                    
Restaurants 0.33%                   
                    
Darden Restaurants, Inc.   6.45%   10/15/2017    2,349   2,611,092 
                    
Retail 1.18%                   
                    
Academy Ltd./Academy Finance Corp.    9.25%   8/1/2019    298   315,880 
Chinos Intermediate Holdings Class A, Inc. PIK    7.75%   5/1/2019    1,505   1,331,925 
DBP Holding Corp.    7.75%   10/15/2020    335   308,200 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK    7.50%   8/1/2018    470   482,925 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK    8.00%   6/15/2018    500   498,750 
Party City Holdings, Inc.   8.875%   8/1/2020    650   713,375 
PETCO Holdings, Inc. PIK    8.50%   10/15/2017    1,048   1,082,060 
QVC, Inc.    7.375%   10/15/2020    4,475   4,676,375 
Total                 9,409,490 
                    
Savings & Loan 0.03%                   
                    
Santander Holdings USA, Inc.   4.625%   4/19/2016    250   259,420 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Security Services 0.04%                   
                    
Smith & Wesson Holding Corp.    5.875%   6/15/2017   $300  $305,250 
                    
Specialty Retail 0.01%                   
                    
Petco Animal Supplies, Inc.    9.25%   12/1/2018    100   105,000 
                    
Steel 0.40%                   
                    
Allegheny Technologies, Inc.   9.375%   6/1/2019    1,166   1,406,401 
Glencore Funding LLC    1.421%#    5/27/2016    1,050   1,054,165 
Glencore Funding LLC    1.70%   5/27/2016    500   501,982 
Vale Overseas Ltd. (Brazil)(a)    6.25%   1/11/2016    200   207,920 
Total                3,170,468 
                    
Technology 0.49%                   
                    
Alibaba Group Holding Ltd. (China)†(a)    1.625%   11/28/2017    1,000   1,000,165 
Alibaba Group Holding Ltd. (China)†(a)    2.50%   11/28/2019    1,548   1,539,429 
Baidu, Inc. (China)(a)    2.25%   11/28/2017    200   201,175 
Baidu, Inc. (China)(a)    2.75%   6/9/2019    200   200,612 
Baidu, Inc. (China)(a)    3.25%   8/6/2018    500   515,732 
Fiserv, Inc.   6.80%   11/20/2017    425   480,683 
Total                 3,937,796 
                    
Telecommunications 1.37%                   
                    
AT&T, Inc.   2.95%   5/15/2016    3,000   3,063,867 
Block Communications, Inc.    7.25%   2/1/2020    650   676,000 
Cincinnati Bell, Inc.   8.75%   3/15/2018    955   977,920 
Claro SA (Brazil)(a)    7.50%   1/27/2020    413   427,662 
Consolidated Communications, Inc.   10.875%   6/1/2020    1,400   1,583,750 
Embarq Corp.   7.082%   6/1/2016    175   187,184 
Intelsat Jackson Holdings SA (Luxembourg)(a)    7.25%   4/1/2019    1,328   1,379,460 
Level 3 Communications, Inc.   8.875%   6/1/2019    500   531,875 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Telecommunications (continued)                   
                    
Qwest Corp.   7.625%   6/15/2015   $531  $539,518 
Sable International Finance Ltd.    8.75%   2/1/2020    750   813,750 
Turk Telekomunikasyon AS (Turkey)†(a)    3.75%   6/19/2019    650   653,656 
Windstream Corp.   8.125%   9/1/2018    75   78,469 
Total                 10,913,111 
                    
Telephone-Long Distance 0.08%                   
                    
America Movil SAB de CV (Mexico)(a)    1.241%#    9/12/2016    600   604,760 
                    
Textile Products 0.13%                   
                    
Polymer Group, Inc.   7.75%   2/1/2019    990   1,034,550 
                    
Tobacco 0.08%                   
                    
Reynolds American, Inc.   7.75%   6/1/2018    525   612,467 
                    
Transportation: Miscellaneous 0.29%                   
                    
Air Medical Group Holdings, Inc.   9.25%   11/1/2018    822   867,210 
Kazakhstan Temir Zholy Finance BV (Netherlands)(a)    7.00%   5/11/2016    300   313,875 
Marquette Transportation Co. LLC/Marquette Transportation Finance Corp.   10.875%   1/15/2017    700   724,500 
Transnet SOC Ltd. (South Africa)†(a)    4.50%   2/10/2016    400   410,150 
Total                 2,315,735 
                    
Truckers 0.07%                   
                    
Con-way, Inc.   7.25%   1/15/2018    463   524,547 
                    
Utilities 0.23%                   
                    
Origin Energy Finance Ltd. (Australia)†(a)    3.50%   10/9/2018    1,100   1,119,191 
Public Service Co. of New Mexico   7.95%   5/15/2018    635   746,010 
Total                 1,865,201 
                    
Utilities: Electrical 0.05%                   
                    
Israel Electric Corp. Ltd. (Israel)†(a)    6.70%   2/10/2017    400   431,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Utilities: Miscellaneous 0.04%                   
                    
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.   6.75%   11/1/2020   $280  $297,500 
                    
Wholesale 0.15%                   
                    
Interline Brands, Inc. PIK   10.00%   11/15/2018    1,113   1,174,215 
Total Corporate Bonds
(cost $316,880,662)
                 313,674,727 
                    
FLOATING RATE LOANS(c) 3.88%                   
                    
Aerospace/Defense 0.32%                   
                    
Alliant Techsystems, Inc. Term Loan B   3.50%   11/1/2020    498   499,477 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(a)    3.50%   3/6/2021    2,083   2,086,468 
Total                 2,585,945 
                    
Apparel 0.04%                   
                    
PVH Corp. Tranche B Term Loan   3.25%   2/13/2020    299   301,571 
                    
Banks: Money Center 0.08%                   
                    
Ocwen Loan Servicing Initial Term Loan   5.00%   2/15/2018    666   638,872 
                    
Consumer Products 0.11%                   
                    
Hanesbrands, Inc. Initial New EUR Term Loan(d)    3.50%   8/27/2021   EUR797   898,009 
                    
Containers 0.03%                   
                    
Owens-Brockway Glass Container, Inc. Tranche B Term Loan   1.921%   5/19/2016   $212   212,143 
                    
Drugs 0.03%                   
                    
Actavis, Inc. 3 Year Term Loan   1.672%   10/1/2016    247   246,496 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Energy Equipment & Services 0.09%                   
                    
Crestwood Holdings LLC Term Loan B1   7.00%   6/19/2019   $302  $285,089 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%   3/28/2019    103   64,128 
Templar Energy LLC 2nd Lien New Term Loan   8.50%   11/25/2020    425   330,437 
Total                 679,654 
                    
Food 0.10%                   
                    
Aramark Corp. Term Loan E   3.25%   9/7/2019    713   712,692 
New HB Acquisition LLC Term Loan B   6.75%   4/9/2020    124   126,622 
Total                 839,314 
                    
Gaming 0.45%                   
                    
Las Vegas Sands LLC Term Loan B   3.25%   12/19/2020    1,933   1,935,326 
Seminole Tribe of Florida Initial Term Loan   3.00%   4/29/2020    1,633   1,634,380 
Total                 3,569,706 
                    
Health Care 0.89%                   
                    
Amgen, Inc. Term Loan   1.255%   9/18/2018    550   549,590 
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%   1/2/2019    107   107,947 
Capsugel Holdings US, Inc. Initial Term Loan   3.50%   8/1/2018    187   186,383 
Express Scripts Holding Co. Term Loan   1.922%   8/29/2016    431   430,317 
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   1.63%   10/30/2017    1,296   1,296,329 
Fresenius US Finance I, Inc. Tranche B Term Loan (Germany)(a)    2.211%   8/7/2019    2,205   2,209,287 
Mallinckrodt International Finance SA Incremental Term Loan B1 (Luxembourg)(a)    3.50%   3/19/2021    300   300,233 
Mallinckrodt International Finance SA Initial Term Loan B (Luxembourg)(a)    3.25%   3/19/2021    1,437   1,432,600 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%   1/28/2022    247   247,000 
Thermo Fisher Scientific, Inc. Committed Term Loan   1.643%   1/31/2017    353   352,280 
Total                 7,111,966 
                    
Health Care Products 0.07%                   
                    
Biomet, Inc. Dollar Term Loan B2   3.671%   7/25/2017    596   595,965 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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    $94,100 
                      
Media 0.22%                     
                      
AMC Networks, Inc. Term Loan A   1.925%   12/16/2019    1,750     1,739,937 
                      
Metals & Minerals: Miscellaneous 0.01%                     
                      
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%   5/20/2022    100     99,907 
                      
Services 0.42%                     
                      
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%   7/25/2022    350     350,108 
Hertz Corp. (The) Letter of Credit Term Loan   1.00%   3/11/2018    913     903,870 
Kasima LLC Term Loan   3.25%   5/17/2021    1,937     1,934,344 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%   6/9/2021    125     123,082 
Total                   3,311,404 
                      
Technology 0.38%                     
                      
Avago Technologies Cayman Ltd. Term Loan   3.75%   5/6/2021    2,486     2,491,993 
Sensata Technologies B.V. Third Amendment Term Loan (Netherlands)(a)    3.50%   10/14/2021    499     501,865 
Total                   2,993,858 
                      
Telecommunications 0.31%                     
                      
Activision Blizzard, Inc. Term Loan   3.25%   10/12/2020    2,237     2,246,094 
American Tower Corp. Term Loan A   1.43%   1/3/2019    250     249,375 
Total                   2,495,469 
                      
Utilities 0.27%                    
                     
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%   8/21/2020    636    645,540 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%   9/14/2018    199    199,775 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Utilities (continued)                    
                     
Panda Temple Power II LLC Advance Construction Term Loan   7.25%   4/3/2019   $350   $346,063 
Texas Competitive Electric Holdings Co. LLC DIP 2014 Delayed Draw Term Loan   3.75%   5/5/2016    583    587,011 
Windsor Financing LLC Facility B Term Loan   6.25%   12/5/2017    357    358,494 
Total                  2,136,883 
                     
Utilities: Miscellaneous 0.05%                    
                     
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%   12/19/2020    356    361,340 
Total Floating Rate Loans
(cost $31,185,073)
                  30,912,539 
                     
FOREIGN BONDS(d) 0.12%                    
                     
France 0.02%                    
                     
Europcar Groupe SA    9.375%   4/15/2018   EUR100    117,546 
                     
Italy 0.02%                    
                     
Zobele Holding SpA    7.875%   2/1/2018   EUR150    170,706 
                     
Luxembourg 0.04%                    
                     
Matterhorn Mobile SA    6.75%   5/15/2019   CHF300    331,987 
                     
United Kingdom 0.04%                    
                     
Old Mutual plc   7.125%   10/19/2016   GBP56    93,811 
R&R Ice Cream plc PIK    9.25%   5/15/2018   EUR200    228,304 
Total                  322,115 
Total Foreign Bonds
(cost $1,076,677)
                  942,354 
                     
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.27%                   
                     
Argentina 0.04%                    
                     
City of Buenos Aires    9.95%   3/1/2017   $200    209,000 
Provincia de Neuquen    7.875%   4/26/2021    114    112,860 
Total                  321,860 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Brazil 0.10%                    
                     
Federal Republic of Brazil   8.00%   1/15/2018   $733   $793,834 
                     
Dominican Republic 0.01%                    
                     
Dominican Republic    9.04%   1/23/2018    79    85,777 
                     
Gabon 0.00%                    
                     
Republic of Gabon    6.375%   12/12/2024    (e)   873 
                     
Indonesia 0.03%                    
                     
Perusahaan Penerbit SBSN    4.00%   11/21/2018    200    211,000 
                     
Mexico 0.01%                                
                                 
United Mexican States     6.625 %     3/3/2015       50       50,000  
                                 
Mongolia 0.02%                                
                                 
Republic of Mongolia     4.125 %     1/5/2018       200       186,500  
                                 
Peru 0.01%                                
                                 
Republic of Peru     8.375 %     5/3/2016       100       108,500  
                                 
Poland 0.02%                                
                                 
Republic of Poland     5.00 %     10/19/2015       175       180,346  
                                 
South Africa 0.03%                                
                                 
ZAR Sovereign Capital Fund     3.903 %     6/24/2020       200       205,250  
Total Foreign Government Obligations
(cost $2,146,250)
                    2,143,940  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments   Interest
Rate
      Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 2.38%      
                               
Federal Home Loan Mortgage Corp. 2011-K704 B     4.533 %#     10/25/2030     $ 2,800   $ 3,008,653  
Federal Home Loan Mortgage Corp. 2012-K705 C     4.162 %#     9/25/2044       135     139,896  
Federal Home Loan Mortgage Corp. 2012-K706 B     4.027 %#     11/25/2044       300     316,727  
Federal Home Loan Mortgage Corp. 2012-K707 B     3.883 %#     1/25/2047       100     104,611  
Federal Home Loan Mortgage Corp. 2012-K708 C     3.759 %#     2/25/2045       500     510,979  
Federal Home Loan Mortgage Corp. 2012-K709 B     3.741 %#     4/25/2045       1,225     1,283,042  
Federal Home Loan Mortgage Corp. 2012-K710 B     3.819 %#     6/25/2047       200     209,244  
Federal Home Loan Mortgage Corp. 2012-K711 B     3.562 %#     8/25/2045       1,446     1,504,475  
Federal Home Loan Mortgage Corp. 2013-K712 B     3.368 %#     5/25/2045       300     307,688  
Federal Home Loan Mortgage Corp. 2013-K713 B     3.165 %#     4/25/2046       800     812,672  
Government National Mortgage Assoc. 2013-162 A     2.75 %     9/16/2046       141     141,280  
Government National Mortgage Assoc. 2013-171 IO     1.141 %#     6/16/2054       9,794     853,072  
Government National Mortgage Assoc. 2013-193 IO     1.12 %#     1/16/2055       3,694     316,169  
Government National Mortgage Assoc. 2014-15 IO     1.059 %#     8/16/2054       9,857     773,789  
Government National Mortgage Assoc. 2014-64 IO     1.308 %#     12/16/2054       59,172     5,425,084  
Government National Mortgage Assoc. 2014-70 A     2.50 %     3/16/2049       49     49,959  
Government National Mortgage Assoc. 2014-78 A     2.20 %     4/16/2047       416     418,543  
Government National Mortgage Assoc. 2014-112 A   3.00%    1/16/2048     496   512,180 
Government National Mortgage Assoc. 2014-135 AS   2.30%    2/16/2047     722   723,818 
Government National Mortgage Assoc. 2015-19 AD   2.90%    10/16/2055     500   507,680 
Government National Mortgage Assoc. 2015-22 AS   2.90%    1/16/2049     1,053   1,074,924 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $18,751,035)
   18,994,485 
                      
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 4.65%           
                      
Federal Home Loan Mortgage Corp.   2.202%#    6/1/2038     203   215,110 
Federal Home Loan Mortgage Corp.   2.251%#    12/1/2037     488   520,076 
Federal Home Loan Mortgage Corp.   2.271%#    2/1/2038     612   653,115 
Federal Home Loan Mortgage Corp.   2.274%#    12/1/2035     322   343,013 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)           
            
Federal Home Loan Mortgage Corp.   2.279%#    4/1/2037    $179  $189,843 
Federal Home Loan Mortgage Corp.   2.299%#    7/1/2034     454   482,750 
Federal Home Loan Mortgage Corp.   2.309%#    12/1/2036     484   518,849 
Federal Home Loan Mortgage Corp.   2.321%#    10/1/2038     135   144,495 
Federal Home Loan Mortgage Corp.   2.331%#    2/1/2035     869   924,563 
Federal Home Loan Mortgage Corp.   2.353%#    10/1/2039     222   236,214 
Federal Home Loan Mortgage Corp.   2.359%#    6/1/2038     144   153,851 
Federal Home Loan Mortgage Corp.   2.373%#    5/1/2036     171   181,996 
Federal Home Loan Mortgage Corp.   2.489%#    9/1/2036     437   470,135 
Federal Home Loan Mortgage Corp.   2.508%#    12/1/2039     867   922,117 
Federal Home Loan Mortgage Corp.   2.543%#    2/1/2037     362   389,402 
Federal Home Loan Mortgage Corp.   2.631%#    12/1/2035     764   821,030 
Federal Home Loan Mortgage Corp.   3.099%#    10/1/2043     3,153   3,261,210 
Federal Home Loan Mortgage Corp.   3.16%#    11/1/2043     3,828   3,999,172 
Federal National Mortgage Assoc.   1.90%#    6/1/2038     780   830,624 
Federal National Mortgage Assoc.   2.021%#    2/1/2036     331   351,313 
Federal National Mortgage Assoc.   2.022%#    10/1/2035     728   773,329 
Federal National Mortgage Assoc.   2.023%#    12/1/2035     635   671,773 
Federal National Mortgage Assoc.   2.067%#    1/1/2036     1,303   1,383,777 
Federal National Mortgage Assoc.   2.099%#    3/1/2039     323   342,928 
Federal National Mortgage Assoc.(f)   2.125%#    11/1/2036     2,437   2,591,908 
Federal National Mortgage Assoc.   2.162%#    8/1/2037     37   39,156 
Federal National Mortgage Assoc.   2.187%#    3/1/2038     675   718,200 
Federal National Mortgage Assoc.   2.203%#    9/1/2038     354   377,325 
Federal National Mortgage Assoc.   2.218%#    1/1/2038     527   561,177 
Federal National Mortgage Assoc.   2.227%#    8/1/2038     176   187,232 
Federal National Mortgage Assoc.   2.233%#    11/1/2038     1,314   1,399,142 
Federal National Mortgage Assoc.   2.333%#    1/1/2038     449   479,471 
Federal National Mortgage Assoc.   2.36%#    3/1/2038     179   193,009 
Federal National Mortgage Assoc.   2.468%#    12/1/2038     196   210,135 
Federal National Mortgage Assoc.   2.58%    11/1/2018     498   513,900 
Federal National Mortgage Assoc.   2.897%#    6/1/2042     4,218   4,399,059 
Federal National Mortgage Assoc.   2.939%#    5/1/2042     4,616   4,791,602 
Federal National Mortgage Assoc.   3.365%#    12/1/2040     509   540,253 
Federal National Mortgage Assoc.   3.408%#    12/1/2040     871   926,008 
Federal National Mortgage Assoc.   3.453%#    10/1/2040     348   369,766 
Total Government Sponsored Enterprises Pass-Throughs
(cost $36,915,255)
   37,078,028 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
MUNICIPAL BONDS 0.08%                     
                      
Miscellaneous 0.01%                     
                      
New Jersey Econ Dev Auth (AGM)   Zero Coupon     2/15/2019    $100  $90,236 
                      
Nursing Home 0.06%                     
                      
New Jersey Econ Dev Auth   2.421%    6/15/2018     500   500,950 
                      
Power 0.01%                     
                      
Guam Pwr Auth   7.50%    10/1/2015     35   35,086 
Total Municipal Bonds
(cost $628,425)
                   626,272 
                      
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 24.44%         
                      
Americold LLC Trust 2010-ARTA A1   3.847%    1/14/2029     277   290,097 
BAMLL Commercial Mortgage Securities Trust 2014-IP A   2.717%#    6/15/2028     6,387   6,558,529 
BAMLL Commercial Mortgage Securities Trust 2014-IP B   2.717%#    6/15/2028     350   356,257 
BAMLL Commercial Mortgage Securities Trust 2014-IP C   2.717%#    6/15/2028     620   626,904 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%    10/10/2045     2,000   2,117,754 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.597%#    4/10/2049     2,500   2,696,933 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.575%#    6/10/2049     500   539,467 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%    6/10/2049     700   747,985 
Banc of America Large Loan, Inc. 2006-277A PAD   4.85%#    10/10/2045     208   213,335 
Banc of America Large Loan, Inc. 2006-277A PAE   4.894%#    10/10/2045     233   239,044 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.594%#    6/24/2050     1,000   1,066,500 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%    12/16/2043     379   399,904 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   5.938%#    2/15/2051     230   247,361 
Barclays Commercial Mortgage Securities Trust 2013-TYSN E   3.708%    9/5/2032     450   447,268 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR5 F   5.483%    7/11/2042     1,145   1,226,371 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E   5.406%    11/11/2041     595   659,275 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments   Interest
Rate
     Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                      
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F   5.71%#    11/11/2041    $595  $660,367 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW16 AM   5.707%#    6/11/2040     2,000   2,176,292 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW17 AM   5.878%#    6/11/2050     2,000   2,193,040 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2   5.008%    9/15/2027     172   186,388 
BWAY Mortgage Trust 2013-1515 XB IO   0.403%#    3/10/2033     47,800   1,785,234 
CFCRE Commercial Mortgage Trust 2011-C1 A2   3.759%    4/15/2044     2,617   2,666,928 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A   1.106%#    6/15/2031     250   249,893 
CG-CCRE Commercial Mortgage Trust 2014-FL1 XCP IO   1.515%#    6/15/2031     4,500   52,968 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.703%#    12/10/2049     4,000   4,268,404 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%    12/19/2039     160   169,435 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%    4/10/2046     750   757,302 
Citigroup Commercial Mortgage Trust 2013-SMP C   2.738%    1/12/2030     250   253,750 
Citigroup Commercial Mortgage Trust 2013-SMP D   2.912%#    1/12/2030     500   505,812 
Citigroup Commercial Mortgage Trust 2014-388G B   1.222%#    6/15/2033     452   450,877 
Citigroup Commercial Mortgage Trust 2014-388G C   1.572%#    6/15/2033     250   250,483 
Citigroup Commercial Mortgage Trust 2014-388G XCP IO   0.643%#    6/15/2033     20,000   122,000 
Citigroup Commercial Mortgage Trust 2014-GC23 XB IO   0.227%#    7/10/2047     3,452   72,043 
Citigroup Mortgage Loan Trust 2013-2 2A1   0.278%#    10/25/2036     605   585,691 
Citigroup Mortgage Loan Trust 2013-2 5A1   0.308%#    7/25/2036     575   544,764 
Citigroup Mortgage Loan Trust 2013-3 1A1   0.79%#    7/25/2036     738   711,347 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AM   5.461%#    4/15/2047     220   235,389 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%    4/15/2047     2,000   2,144,440 
Commercial Mortgage Pass-Through Certificates 2001-J2A F   7.142%#    7/16/2034     100   108,950 
Commercial Mortgage Pass-Through Certificates 2001-J2A G   7.142%#    7/16/2034     950   1,024,851 
Commercial Mortgage Pass-Through Certificates 2004-LB2A E   5.357%    3/10/2039     1,100   1,235,409 
Commercial Mortgage Pass-Through Certificates 2004-LB2A G   5.54%    3/10/2039     750   847,325 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1   3.156%    7/10/2046     1,101   1,108,383 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)        
                      
Commercial Mortgage Pass-Through Certificates 2010-C1 C   5.786%#    7/10/2046    $100  $115,685 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X IO   1.399%#    2/10/2029     12,000   294,984 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%    5/15/2045     21   21,093 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA IO   1.96%#    10/15/2045     5,791   589,803 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%    10/5/2030     806   799,022 
Commercial Mortgage Pass-Through Certificates 2012-MVP A   2.112%#    11/17/2026     137   136,659 
Commercial Mortgage Pass-Through Certificates 2012-MVP B   1.60%#    11/17/2026     1,519   1,519,298 
Commercial Mortgage Pass-Through Certificates 2012-MVP C   2.317%#    11/17/2026     405   405,805 
Commercial Mortgage Pass-Through Certificates 2012-MVP D   3.167%#    11/17/2026     1,300   1,306,412 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%    3/10/2046     500   505,933 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA IO   1.534%#    3/10/2046     11,476   914,688 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA IO   0.734%#    6/10/2046     19,625   710,485 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%    4/12/2035     84   82,563 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.315%#    8/10/2047     3,642   289,632 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C   2.122%#    7/13/2031     1,500   1,507,399 
Commercial Mortgage Pass-Through Certificates 2014-FL4 XCP IO   0.224%#    9/13/2015     3,144   3,842 
Commercial Mortgage Pass-Through Certificates 2014-KYO A   1.072%#    6/11/2027     1,115   1,111,663 
Commercial Mortgage Pass-Through Certificates 2014-KYO B   1.473%#    6/11/2027     1,000   997,737 
Commercial Mortgage Pass-Through Certificates 2014-KYO C   1.823%#    6/11/2027     600   599,434 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A   1.322%#    6/15/2034     652   651,090 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B   1.922%#    6/15/2034     521   520,129 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                      
Commercial Mortgage Pass-Through Certificates 2014-SAVA C   2.572%#    6/15/2034    $621  $621,545 
Commercial Mortgage Pass-Through Certificates 2014-SAVA XCP IO   3.386%#    6/15/2034     11,400   503,128 
Commercial Mortgage Trust 2006-GG7 AM   5.787%#    7/10/2038     2,475   2,598,619 
Credit Suisse Commercial Mortgage Trust 2006-C4 AM   5.509%    9/15/2039     2,000   2,109,836 
Credit Suisse Commercial Mortgage Trust 2008-C1 AM   5.971%#    2/15/2041     1,035   1,134,044 
Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E   5.736%#    5/15/2036     500   543,259 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A   5.384%    5/15/2023     100   107,910 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   5.895%#    9/15/2039     225   244,111 
Credit Suisse Mortgage Capital Certificates 2014-ICE X1CP IO   1.686%    4/15/2027     3,250   62,300 
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO   0.552%#    9/15/2037     40,000   2,056,840 
DBRR Trust 2013-EZ2 A   0.853%#    2/25/2045     82   81,693 
DBUBS Mortgage Trust 2011-LC1A A1   3.742%    11/10/2046     3,918   3,996,967 
DBUBS Mortgage Trust 2011-LC1A A2   4.528%    11/10/2046     100   108,003 
DBUBS Mortgage Trust 2011-LC1A A3   5.002%    11/10/2046     1,000   1,137,114 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%    7/10/2044     547   572,054 
DBUBS Mortgage Trust 2011-LC3A A3   4.638%    8/10/2044     500   542,581 
Del Coronado Trust 2013 HDC A   0.972%#    3/15/2026     400   399,878 
Del Coronado Trust 2013 HDC B   1.472%#    3/15/2026     1,000   999,991 
Del Coronado Trust 2013 HDC C   1.772%#    3/15/2026     500   499,965 
Del Coronado Trust 2013 HDC E   2.822%#    3/15/2026     500   499,761 
EQTY Mortgage Trust 2014-INNS C   1.771%#    5/8/2031     100   99,273 
EQTY Mortgage Trust 2014-INNS XCP IO   1.675%#    5/8/2031     8,514   29,567 
Extended Stay America Trust 2013-ESFL DFL   3.311%#    12/5/2031     130   130,153 
Extended Stay America Trust 2013-ESH5 B5   2.278%    12/5/2031     1,700   1,692,286 
Extended Stay America Trust 2013-ESH7 B7   3.604%    12/5/2031     1,100   1,133,179 
Extended Stay America Trust 2013-ESH7 C7   3.902%    12/5/2031     1,762   1,808,354 
Extended Stay America Trust 2013-ESH7 D7   5.053%#    12/5/2031     900   933,873 
Fosse Master Issuer plc 2012-1A 2B1 (United Kingdom)†(a)   2.207%#    10/18/2054     250   252,032 
Granite Master Issuer plc 2005-1 A4 (United Kingdom)(a)   0.374%#    12/20/2054     337   335,552 
Granite Master Issuer plc 2005-2 A6 (United Kingdom)(a)   0.434%#    12/20/2054     384   384,048 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                      
Granite Master Issuer plc 2006-3 A7 (United Kingdom)(a)   0.374%#    12/20/2054    $557  $554,935 
Granite Master Issuer plc 2007-1 3A1 (United Kingdom)(a)   0.374%#    12/20/2054     335   333,450 
GS Mortgage Securities Corp. II 2012-GCJ9 XA IO   2.354%#    11/10/2045     1,940   225,969 
GS Mortgage Securities Corp. II 2013-KING B   3.241%    12/10/2027    1,395  1,441,686 
GS Mortgage Securities Corp. II 2013-KING C   3.436%#    12/10/2027     1,950   2,000,927 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%    6/5/2031     1,795   1,865,833 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%    6/5/2031     1,400   1,469,183 
GS Mortgage Securities Trust 2006-GG8 AM   5.591%    11/10/2039     505   535,645 
GS Mortgage Securities Trust 2009-RR1 MLB   5.147%    12/14/2049     500   529,107 
GS Mortgage Securities Trust 2010-C1 D   6.038%#    8/10/2043     100   110,643 
GS Mortgage Securities Trust 2010-C2 A1   3.849%    12/10/2043     887   907,583 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.765%#    6/10/2046     25,289   2,311,811 
H/2 Asset Funding 2014-1 Ltd.   2.101%    3/19/2037     1,000   996,148 
HILT Mortgage Trust 2014-ORL B   1.372%#    7/15/2029     100   99,191 
HILT Mortgage Trust 2014-ORL C   1.772%#    7/15/2029     500   492,997 
HILT Mortgage Trust 2014-ORL XCP IO   1.104%#    7/15/2029     1,000   9,797 
Irvine Core Office Trust 2013-IRV A1   2.068%    5/15/2048     1,990   1,988,993 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AM   5.466%    6/12/2047     1,000   1,062,888 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%    6/12/2047     265   282,616 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.694%#    2/12/2049     385   407,417 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C   7.446%#    12/5/2027     1,000   1,217,433 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2   3.616%    11/15/2043     3,000   3,150,786 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-LC9 A2   1.677%    12/15/2047     582   585,399 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA IO   1.311%#    12/15/2047     13,772   954,662 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA IO   0.891%#    7/15/2045     7,323   289,814 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D   2.523%#    4/15/2028     753   752,721 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B   1.323%#    4/15/2030     900   899,626 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                      
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C   1.673%#    4/15/2030    $1,650  $1,649,103 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA IO   1.569%#    4/15/2046     1,977   169,441 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A   1.073%#    4/15/2027     115   115,033 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B   1.423%#    4/15/2027     250   249,898 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%    4/15/2047     1,217   1,268,234 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.284%#    4/15/2047     3,558   200,464 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.284%#    4/15/2047     1,000   27,340 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 XA IO   1.091%#    11/15/2047     3,216   219,560 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%    6/10/2027     2,703   2,800,895 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY B   3.771%    6/10/2027     535   553,233 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY C   3.805%#    6/10/2027     373   379,768 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA IO   0.376%#    6/10/2027     2,906   48,851 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB IO   0.034%#    6/10/2027     1,292   4,512 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 D   3.273%#    12/15/2030     500   496,472 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A   1.093%#    6/15/2029     865   863,492 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C   1.873%#    6/15/2029     200   199,523 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN XCP IO   0.09%#    12/15/2015     25,000   17,788 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B   5.64%#    3/18/2051     1,395   1,491,953 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2010-RR1 JPB   5.784%#    6/18/2049     372   396,638 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD B  2.857%#    11/14/2027     410   416,372 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD MRC   2.857%#    11/14/2027     329   336,227 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)        
         
LB-UBS Commercial Mortgage Trust 2006-C4 AM  5.858%#    6/15/2038    $3,000  $3,164,426 
LB-UBS Commercial Mortgage Trust 2006-C7 AM  5.378%    11/15/2038     6,000   6,340,458 
LB-UBS Commercial Mortgage Trust 2007-C1 AM  5.455%    2/15/2040     3,443   3,685,041 
LSTAR Commercial Mortgage Trust 2014-2 A1   1.519%    1/20/2041    207  207,654 
LSTAR Commercial Mortgage Trust 2014-2 XA IO  1.033%#    1/20/2041     3,218   111,093 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%    10/25/2036     119   116,931 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%    10/25/2036     100   97,875 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%    12/12/2049     788   836,575 
Morgan Stanley Capital I Trust 2007-HQ12 AM   5.698%#    4/12/2049     2,256   2,406,432 
Morgan Stanley Capital I Trust 2007-IQ15 AM   5.907%#    6/11/2049     2,267   2,431,832 
Morgan Stanley Capital I Trust 2012-C4 XA IO   2.631%#    3/15/2045     21,005   2,104,299 
Morgan Stanley Capital I Trust 2012-STAR A1   2.084%    8/5/2034     472   469,263 
Morgan Stanley Capital I Trust 2014-CPT XA IO   0.089%#    7/13/2029     60,000   444,216 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.796%#    8/12/2045     5,000   5,376,945 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.408%#    6/26/2036     133   132,290 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%    3/27/2051     875   873,527 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.018%#    8/25/2029     1,180   1,197,544 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.168%#    8/25/2029     1,250   1,271,875 
PFP III Ltd. 2014-1 AS   1.822%#    6/14/2031     500   499,306 
PFP III Ltd. 2014-1 B   2.522%#    6/14/2031     500   499,621 
PFP III Ltd. 2014-1 C   3.072%#    6/14/2031     1,000   1,000,211 
Prima Capital Ltd.   2.214%    5/24/2021     2,736   2,734,297 
RAIT Trust 2014-FL2 B   2.323%#    5/13/2031     500   494,905 
RBSCF Trust 2010-RR3 MSCB   5.907%#    6/16/2049     3,010   3,283,301 
RBSCF Trust 2010-RR3 WBTB   5.942%#    2/16/2051     930   1,000,191 
RBSSP Resecuritization Trust 2013-1 3A1   0.278%#    1/26/2037     264   254,127 
RBSSP Resecuritization Trust 2013-3 1A1   0.33%#    11/26/2036     768   733,791 
RBSSP Resecuritization Trust 2013-3 2A1   0.328%#    11/26/2036     656   605,748 
RCMC LLC 2012-CRE1 A   5.624%    11/15/2044     485   498,073 
ReadyCap Commercial Mortgage Trust 2014-1A A   3.01%    6/25/2055     1,207   1,219,317 
Resource Capital Corp. Ltd. 2014-CRE2 A   1.223%#    4/15/2032     450   447,994 
RREF LLC 2013-LT3   2.50%    6/20/2028     110   110,148 
Sequoia Mortgage Trust 2012-4 A2   3.00%    9/25/2042     204   201,732 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%    12/25/2059     324   324,713 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%    6/25/2058     848   848,878 
Starwood Property Mortgage Trust 2013-FV1 C   2.772%#    8/11/2028     500   500,634 
Starwood Property Mortgage Trust 2013-FV1 D   3.672%#    8/11/2028     340   340,452 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%    12/25/2035     139   139,256 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                      
UBS-Barclays Commercial Mortgage Trust 2013-C5 A2   2.137%    3/10/2046    $2,900  $2,938,431 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO   1.114%#    3/10/2046     11,695   761,637 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA IO   1.33%#    4/10/2046     19,609   1,513,430 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%    1/10/2045     205   210,232 
Vornado DP LLC Trust 2010-VNO A1   2.97%    9/13/2028     303   314,868 
Wachovia Bank Commercial Mortgage Trust 2005-C22 AM   5.319%#    12/15/2044     500   512,557 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%    7/15/2045     410   433,691 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%    11/15/2048     1,233   1,309,618 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H   0.573%#    9/15/2021     504   492,884 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%    12/15/2043     2,155   2,293,040 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%    4/15/2047     5,300   5,674,193 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 A2   0.313%#    6/15/2020     1,738   1,727,635 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 D   0.473%#    6/15/2020     600   588,209 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%    10/15/2045     250   252,688 
Wells Fargo Commercial Mortgage Trust 2014-TISH C   2.006%#    2/15/2027     250   248,140 
Wells Fargo Resecuritization Trust 2012-IO A   1.75%    8/20/2021     136   136,156 
WF-RBS Commercial Mortgage Trust 2011-C2 A2   3.791%    2/15/2044     1,000   1,016,668 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%    2/15/2044     950   1,026,602 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%    11/15/2044     1,350   1,425,528 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%    12/15/2045     267   268,992 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%    6/15/2045     456   460,200 
WF-RBS Commercial Mortgage Trust 2012-C7 XA IO   1.569%#    6/15/2045     12,466   1,065,342 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%    8/15/2045     804   813,349 
WF-RBS Commercial Mortgage Trust 2013-C13 XA IO   1.453%#    5/15/2045     12,703   1,026,115 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.236%#    5/15/2047     7,026   525,231 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.573%#    5/15/2047     1,368   69,220 
WF-RBS Commercial Mortgage Trust 2014-C21 XB IO   0.609%#    8/15/2047     15,000   820,988 
Total Non-Agency Commercial Mortgage-Backed Securities
(cost $197,151,255)
                 194,814,693 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
U.S. TREASURY OBLIGATIONS 3.08%                     
                      
U.S. Treasury Note   0.375%    3/15/2015    $1,762  $1,762,000 
U.S. Treasury Note   2.125%    12/31/2015     22,440   22,794,126 
Total U.S. Treasury Obligations
(cost $24,549,977)
                   24,556,126 
Total Long-Term Investments
(cost $727,976,021)
                   722,630,082 
                      
SHORT-TERM INVESTMENTS 7.79%                     
                      
COMMERCIAL PAPER 0.62%                     
                      
Supermarkets                     
                      
Tesco Treasury Services plc
(cost $4,979,931)
   Zero Coupon     8/18/2015     5,000   4,908,752 
                   
CORPORATE BONDS 1.26%                  
                   
Automotive 0.19%                     
                      
Ford Motor Credit Co. LLC   12.00%    5/15/2015     1,500   1,533,753 
                      
Banks: Regional 0.05%                     
                      
Royal Bank of Scotland Group plc (United Kingdom)(a)  2.55%    9/18/2015     365   368,309 
                      
Computer Hardware 0.03%                     
                      
Hewlett-Packard Co.   2.35%    3/15/2015     250   250,149 
                      
Computer Technology 0.02%                     
                      
EQT Corp.   5.00%    10/1/2015     123   125,801 
                      
Containers 0.04%                     
                      
Brambles USA, Inc.   3.95%    4/1/2015     303   303,672 
                      
Diversified Materials & Processing 0.03%                     
                      
Kilroy Realty LP   5.00%    11/3/2015     273   280,084 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Electric: Power 0.25%                     
                      
CenterPoint Energy, Inc.   6.85%    6/1/2015    $600  $609,061 
LG&E and KU Energy LLC   2.125%    11/15/2015     550   554,542 
Pepco Holdings, Inc.   2.70%    10/1/2015     831   839,439 
Total                   2,003,042 
                      
Leisure 0.06%                     
                      
Carnival Corp.   1.20%    2/5/2016     450   451,362 
                      
Manufacturing 0.12%                     
                      
Pentair Finance SA (Luxembourg)(a)   1.35%    12/1/2015     1,000   1,002,881 
                      
Metals & Minerals: Miscellaneous 0.03%                     
                      
Glencore Finance Canada Ltd. (Canada)†(a)   2.05%    10/23/2015     250   251,375 
                      
Milling: Fruit & Grain Processing 0.03%                     
                      
Ingredion, Inc.   3.20%    11/1/2015     250   253,403 
                      
Oil 0.13%                     
                      
Noble Holding International Ltd.(a)   3.45%    8/1/2015     1,017   1,025,451 
                      
Oil: Crude Producers 0.03%                     
                      
Gulfstream Natural Gas System LLC   5.56%    11/1/2015     200   205,429 
                      
Savings & Loan 0.25%                     
                      
Santander Holdings USA, Inc.   3.00%    9/24/2015     2,000   2,019,110 
Total Corporate Bonds
(cost $10,078,561)
                   10,073,821 
                      
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.00%           
                      
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH XCP IO
(cost $0)
   Zero Coupon     5/15/2015     6,385   96 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investments           Principal
Amount
(000)
  Fair
Value
 
REPURCHASE AGREEMENT 5.91%                         
                          
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $47,310,000 of U.S. Treasury Note at 1.625% due 4/30/2019; value: $48,019,650; proceeds: $47,075,416
(cost $47,075,416)
    $47,075  $47,075,416 
Total Short-Term Investments
(cost $62,133,908)
                 62,058,085 
Total Investments in Securities 98.46%
(cost $790,109,929)
             784,688,167 
Cash, Foreign Cash & Other Assets in Excess of Liabilities(g) 1.54%              12,293,846 
Net Assets 100.00%                      $796,982,013 

 

 
CHF Swiss franc.
EUR euro.
GBP British pound.
AGM Assured Guaranty Municipal Corporation
COD Certificate of Deposit.
IO Interest Only.
PIK Payment-in-kind.
 
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2015.
(a) Foreign security traded in U.S. dollars.
(b) Defaulted security.
(c) 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 February 28, 2015.
(d) Investment in non-U.S. dollar denominated securities.
(e) Amount represents less than 1,000 shares.
(f) Security has been fully/partially segregated to cover margin requirements for open futures contracts as of February 28, 2015 (See Note 2(e)).
(g) Cash, Foreign Cash & Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts, swaps and the fair value of total return swap as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

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  5/13/2015   571,250   $646,988   $639,800   $7,188 
euro  Sell  Morgan Stanley  5/13/2015   571,250    647,045    639,800    7,245 
euro  Sell  Morgan Stanley  5/13/2015   571,250    646,919    639,800    7,119 
euro  Sell  Morgan Stanley  5/13/2015   571,250    646,982    639,800    7,182 
Swiss franc  Sell  Morgan Stanley  5/19/2015   310,000    333,149    326,172    6,977 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $35,711 

 

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  Morgan Stanley  5/13/2015   595,000   $666,584   $666,400   $(184)
euro  Buy  Goldman Sachs  5/13/2015   475,000    543,033    532,000    (11,033)
British pound  Sell  Bank of America  4/20/2015   30,000    45,498    46,301    (803)
British pound  Sell  Bank of America  4/20/2015   30,000    45,505    46,301    (796)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts    $(12,816)

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  June 2015  862  Long  $188,414,345   $281,328 

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  June 2015  118  Short  $(14,075,188)  $(29,708)

 

Open Consumer Price Index (“CPI”) Swaps at February 28, 2015:

 

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
 
Bank of America  CPI Urban
Consumer NSA
  1.6635 %  10/23/2017  $20,000,000   $20,250,338   $250,338 
Barclays Bank plc  CPI Urban
Consumer NSA
  2.145 %  2/6/2019   30,000,000    30,884,875    884,875 
Barclays Bank plc  CPI Urban
Consumer NSA
  2.0925 %  4/1/2019   25,000,000    25,698,729    698,729 
Barclays Bank plc  CPI Urban
Consumer NSA
  1.7625 %  12/4/2019   20,000,000    20,175,874    175,874 
Barclays Bank plc  CPI Urban
Consumer NSA
  1.6725 %  9/26/2016   30,000,000    30,541,677    541,677 
Barclays Bank plc  CPI Urban
Consumer NSA
  1.4225 %  11/28/2016   30,000,000    30,280,541    280,541 
Barclays Bank plc  1.960%  CPI Urban
Consumer NSA
   2/5/2025   10,000,000    10,061,908    61,908 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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
 
Credit Suisse  CPI Urban
Consumer NSA
   1.700 %  11/21/2015  $20,000,000   $20,346,035   $346,035 
Deutsche Bank AG  CPI Urban
Consumer NSA
   2.200 %  5/27/2019   30,000,000    31,047,493    1,047,493 
Deutsche Bank AG  CPI Urban
Consumer NSA
   1.790 %  1/2/2016   20,000,000    20,334,920    334,920 
Deutsche Bank AG  CPI Urban
Consumer NSA
   1.720 %  12/5/2019   20,000,000    20,132,046    132,046 
Deutsche Bank AG  CPI Urban
Consumer NSA
   1.690 %  12/12/2015   30,000,000    30,488,385    488,385 
Deutsche Bank AG  CPI Urban
Consumer NSA
   1.506 %  10/30/2016   40,000,000    40,469,325    469,325 
Goldman Sachs  CPI Urban
Consumer NSA
   2.3125 %  9/30/2024   30,000,000    31,227,151    1,227,151 
Goldman Sachs  CPI Urban
Consumer NSA
   1.9575 %  1/17/2017   40,000,000    40,809,146    809,146 
Goldman Sachs  CPI Urban
Consumer NSA
   1.795 %  1/9/2016   40,000,000    40,665,317    665,317 
Goldman Sachs & Co.  CPI Urban
Consumer NSA
   2.0625 %  12/8/2024   15,000,000    15,169,313    169,313 
J.P. Morgan  CPI Urban
Consumer NSA
   1.908 %  11/7/2019   20,000,000    20,335,852    335,852 
Morgan Stanley  CPI Urban
Consumer NSA
   2.7975 %  6/28/2043   15,000,000    17,835,882    2,835,882 
Morgan Stanley  CPI Urban
Consumer NSA
   2.5225 %  10/31/2023   15,000,000    16,017,208    1,017,208 
Morgan Stanley  CPI Urban
Consumer NSA
   2.415 %  7/2/2023   15,000,000    15,874,972    874,972 
Unrealized Appreciation on CPI Swaps                 $13,646,987 
                          
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   $14,168,312   $(831,688)
Bank of America  2.445 %  CPI Urban
Consumer NSA
   4/24/2023   40,000,000    37,800,384    (2,199,616)
Bank of America  2.460 %  CPI Urban
Consumer NSA
   4/23/2023  30,000,000   28,308,676   (1,691,324)
Bank of America  2.555 %  CPI Urban
Consumer NSA
   7/15/2018   5,000,000    4,614,614    (385,386)
Bank of America  2.590 %  CPI Urban
Consumer NSA
   6/26/2023   40,000,000    37,246,091    (2,753,909)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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   $3,574,339   $(425,661)
Bank of America  2.825 %  CPI Urban
Consumer NSA
  7/22/2023   5,000,000    4,335,798    (664,202)
Barclays Bank plc  2.344 %  CPI Urban
Consumer NSA
  8/1/2019   40,000,000    38,279,300    (1,720,700)
Barclays Bank plc  2.529 %  CPI Urban
Consumer NSA
  7/8/2022   30,000,000    28,154,396    (1,845,604)
Barclays Bank plc  2.620 %  CPI Urban
Consumer NSA
  10/18/2019   15,000,000    13,880,387    (1,119,613)
Barclays Bank plc  2.7425 %  CPI Urban
Consumer NSA
  9/14/2024   15,000,000    13,400,922    (1,599,078)
Barclays Bank plc  2.945 %  CPI Urban
Consumer NSA
  3/5/2038   15,000,000    11,845,133    (3,154,867)
Credit Suisse  2.525 %  CPI Urban
Consumer NSA
  1/11/2019   15,000,000    14,005,990    (994,010)
Credit Suisse  2.560 %  CPI Urban
Consumer NSA
  6/27/2020   5,000,000    4,567,387    (432,613)
Credit Suisse  2.6713 %  CPI Urban
Consumer NSA
  4/11/2022   30,000,000    27,382,554    (2,617,446)
Credit Suisse  2.864 %  CPI Urban
Consumer NSA
  3/22/2032   8,000,000    6,640,591    (1,359,409)
Deutsche Bank AG  2.145 %  CPI Urban
Consumer NSA
  2/8/2016   6,000,000    5,777,544    (222,456)
Deutsche Bank AG  2.1775 %  CPI Urban
Consumer NSA
  4/22/2018   30,000,000    28,779,612    (1,220,388)
Deutsche Bank AG  2.1925 %  CPI Urban
Consumer NSA
  8/16/2017   10,000,000    9,595,431    (404,569)
Deutsche Bank AG  2.340 %  CPI Urban
Consumer NSA
  6/17/2016   5,000,000    4,754,469    (245,531)
Deutsche Bank AG  2.3825 %  CPI Urban
Consumer NSA
  5/23/2020   40,000,000    37,688,985    (2,311,015)
Deutsche Bank AG  2.385 %  CPI Urban
Consumer NSA
  1/24/2021   7,000,000    6,528,491    (471,509)
Deutsche Bank AG  2.4375 %  CPI Urban
Consumer NSA
  6/7/2021   20,000,000    18,750,070    (1,249,930)
Deutsche Bank AG  2.440 %  CPI Urban
Consumer NSA
  4/11/2020   8,000,000    7,443,715    (556,285)
Deutsche Bank AG  2.465 %  CPI Urban
Consumer NSA
  11/30/2031   5,000,000    4,566,530    (433,470)
Deutsche Bank AG  2.4925 %  CPI Urban
Consumer NSA
  5/16/2016   4,000,000    3,787,292    (212,708)
Deutsche Bank AG  2.500 %  CPI Urban
Consumer NSA
  9/4/2021   10,000,000    9,278,229    (721,771)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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  2.505 %  CPI Urban
Consumer NSA
  12/7/2031  $5,000,000   $4,526,500   $(473,500)
Deutsche Bank AG  2.5175 %  CPI Urban
Consumer NSA
  4/17/2026   15,000,000    14,041,823    (958,177)
Deutsche Bank AG  2.590 %  CPI Urban
Consumer NSA
  5/13/2016   12,000,000    11,303,447    (696,553)
Deutsche Bank AG  2.6075 %  CPI Urban
Consumer NSA
  6/13/2020   5,000,000    4,549,548    (450,452)
Deutsche Bank AG  2.615 %  CPI Urban
Consumer NSA
  1/4/2020  15,000,000   13,826,372   (1,173,628)
Deutsche Bank AG  2.640 %  CPI Urban
Consumer NSA
  12/17/2020   15,000,000    13,712,388    (1,287,612)
Deutsche Bank AG  2.695 %  CPI Urban
Consumer NSA
  10/29/2021   9,000,000    8,167,590    (832,410)
Deutsche Bank AG  2.700 %  CPI Urban
Consumer NSA
  7/11/2019   6,000,000    5,426,886    (573,114)
Deutsche Bank AG  2.710 %  CPI Urban
Consumer NSA
  10/11/2020   15,000,000    13,702,793    (1,297,207)
Deutsche Bank AG  2.730 %  CPI Urban
Consumer NSA
  10/25/2021   15,000,000    13,568,892    (1,431,108)
Deutsche Bank AG  2.730 %  CPI Urban
Consumer NSA
  2/4/2021   15,000,000    13,665,099    (1,334,901)
Deutsche Bank AG  2.745 %  CPI Urban
Consumer NSA
  3/20/2022   30,000,000    27,201,318    (2,798,682)
Deutsche Bank AG  2.7475 %  CPI Urban
Consumer NSA
  2/26/2022   30,000,000    27,169,947    (2,830,053)
Deutsche Bank AG  2.750 %  CPI Urban
Consumer NSA
  3/30/2032   6,000,000    5,133,238    (866,762)
Deutsche Bank AG  2.7525 %  CPI Urban
Consumer NSA
  8/2/2021   8,000,000    7,085,711    (914,289)
Deutsche Bank AG  2.779 %  CPI Urban
Consumer NSA
  3/12/2022   25,000,000    22,578,251    (2,421,749)
Deutsche Bank AG  3.010 %  CPI Urban
Consumer NSA
  2/15/2033   15,000,000    12,098,145    (2,901,855)
Goldman Sachs  2.4475 %  CPI Urban
Consumer NSA
  4/24/2023   30,000,000    28,343,339    (1,656,661)
Goldman Sachs  2.497 %  CPI Urban
Consumer NSA
  5/2/2021   30,000,000    27,866,011    (2,133,989)
Goldman Sachs  2.5375 %  CPI Urban
Consumer NSA
  4/17/2021   8,000,000    7,344,911    (655,089)
Goldman Sachs  2.675 %  CPI Urban
Consumer NSA
  12/13/2020   15,000,000    13,665,607    (1,334,393)
Goldman Sachs  2.7725 %  CPI Urban
Consumer NSA
  4/3/2023   20,000,000    17,991,714    (2,008,286)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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
 
Goldman Sachs  2.945 %  CPI Urban
Consumer NSA
  1/16/2038  $15,000,000   $11,782,747   $(3,217,253)
Goldman Sachs  2.980 %  CPI Urban
Consumer NSA
  2/7/2033   10,000,000    8,128,087    (1,871,913)
J.P. Morgan  2.074 %  CPI Urban
Consumer NSA
  11/21/2023   35,000,000    34,401,019    (598,981)
J.P. Morgan  2.4975 %  CPI Urban
Consumer NSA
  4/26/2020   9,000,000    8,325,047    (674,953)
J.P. Morgan  2.5275 %  CPI Urban
Consumer NSA
  5/9/2021   10,000,000    9,181,043    (818,957)
J.P. Morgan  2.549 %  CPI Urban
Consumer NSA
  7/23/2023   30,000,000    28,038,705    (1,961,295)
J.P. Morgan  2.6075 %  CPI Urban
Consumer NSA
  6/3/2020   5,000,000    4,553,874    (446,126)
J.P. Morgan  2.680 %  CPI Urban
Consumer NSA
  2/28/2021   20,000,000    18,334,631    (1,665,369)
J.P. Morgan  2.7175 %  CPI Urban
Consumer NSA
  5/13/2020   12,000,000    10,832,373    (1,167,627)
J.P. Morgan  2.730 %  CPI Urban
Consumer NSA
  9/20/2021   15,000,000    13,601,248    (1,398,752)
J.P. Morgan  2.7563 %  CPI Urban
Consumer NSA
  3/25/2022   30,000,000    27,173,078    (2,826,922)
J.P. Morgan  2.810 %  CPI Urban
Consumer NSA
  3/28/2032   7,000,000   5,895,478   (1,104,522)
J.P. Morgan  2.815 %  CPI Urban
Consumer NSA
  4/5/2032   5,000,000    4,204,799    (795,201)
J.P. Morgan  2.815 %  CPI Urban
Consumer NSA
  5/4/2020   4,000,000    3,576,399    (423,601)
J.P. Morgan  2.955 %  CPI Urban
Consumer NSA
  7/15/2026   5,000,000    4,166,741    (833,259)
Morgan Stanley  2.265 %  CPI Urban
Consumer NSA
  6/22/2016   5,000,000    4,772,224    (227,776)
Morgan Stanley  2.5475 %  CPI Urban
Consumer NSA
  4/20/2021   8,000,000    7,336,315    (663,685)
Morgan Stanley  2.555 %  CPI Urban
Consumer NSA
  2/11/2018   20,000,000    18,827,846    (1,172,154)
Morgan Stanley  2.6725 %  CPI Urban
Consumer NSA
  1/28/2021   15,000,000    13,729,215    (1,270,785)
Morgan Stanley  2.735 %  CPI Urban
Consumer NSA
  5/13/2019   12,000,000    10,892,585    (1,107,415)
Morgan Stanley  2.7875 %  CPI Urban
Consumer NSA
  6/8/2026   5,000,000    4,321,463    (678,537)
Wells Fargo  1.690 %  CPI Urban
Consumer NSA
  6/1/2015   8,000,000    7,822,435    (177,565)
Wells Fargo  2.3925 %  CPI Urban
Consumer NSA
  6/26/2019   30,000,000    28,662,333    (1,337,667)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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
 
Wells Fargo  2.410 %  CPI Urban
Consumer NSA
  6/20/2021  $10,000,000   $9,284,419   $(715,581)
Wells Fargo  2.560 %  CPI Urban
Consumer NSA
  5/2/2021   10,000,000    9,154,564    (845,436)
Wells Fargo  2.6275 %  CPI Urban
Consumer NSA
  10/5/2019   15,000,000    13,899,178    (1,100,822)
Wells Fargo  2.645 %  CPI Urban
Consumer NSA
  12/27/2020   15,000,000    13,709,395    (1,290,605)
Wells Fargo  2.7325 %  CPI Urban
Consumer NSA
  2/19/2021   20,000,000    18,233,392    (1,766,608)
Wells Fargo  2.745 %  CPI Urban
Consumer NSA
  2/21/2022   25,000,000    22,639,900    (2,360,100)
Unrealized Depreciation on CPI Swaps            $(97,394,695)

 

Credit Default Swaps on Indexes - Sell Protection at  February 28, 2015(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  $274,973  $299,193  $15,588  $14,781  $807 
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   500,000   458,288   498,655   11,760   10,415   1,345 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   1,000,000   955,677   996,450   34,148   30,598   3,550 
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   2,000,000   1,911,353   1,992,900   70,067   62,967   7,100 
Markit CMBX.
NA.AAA.4(6)
   .35%  2/17/2051   500,000   482,707   498,928   37,843   36,771   1,072 
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   300,000   276,276   299,192   15,593   14,785   808 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

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(7)
  .07%   3/15/2049  $ 500,000  $ 460,460  $498,654  $25,988  $24,642  $1,346 
Markit CMBX.
NA.AAA.3(7)
  .08%   12/13/2049    100,000    92,092   99,645   7,464   7,109   355 
Markit CMBX.
NA.AAA.2(8)
  .07%   3/15/2049    1,500,000    1,374,863   1,495,963   40,556   36,519   4,037 
Markit CMBX.
NA.AAA.3(8)
  .08%   12/13/2049    200,000    191,135   199,290   15,967   15,257   710 
Markit CMBX.
NA.AAA.3(8)
  .08%   12/13/2049    500,000    477,838   498,225   39,930   38,155   1,775 
                         $314,904  $291,999  $22,905 

 

 
(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 $291,999. 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 February 28, 2015

 

Open Total Return Swap at February 28, 2015:

 

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  $21,307   51 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $21,307   4/15/2015  $10,183 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund's investments carried at fair value(1):

 

Investment Type(2)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Asset-Backed Securities  $   $98,886,918   $   $98,886,918 
Corporate Bonds       323,748,548        323,748,548 
Floating Rate Loans(3)                    
Aerospace/Defense       2,585,945        2,585,945 
Apparel       301,571        301,571 
Banks: Money Center       638,872        638,872 
Consumer Products       898,009        898,009 
Containers       212,143        212,143 
Drugs       246,496        246,496 
Energy Equipment & Services       679,654        679,654 
Food       839,314        839,314 
Gaming       3,569,706        3,569,706 
Health Care       7,111,966        7,111,966 
Health Care Products       595,965        595,965 
Leisure       94,100        94,100 
Media       1,739,937        1,739,937 
Metals & Minerals: Miscellaneous       99,907        99,907 
Services       3,311,404        3,311,404 
Technology       2,993,858        2,993,858 
Telecommunications       2,495,469        2,495,469 
Utilities       587,011    1,549,872    2,136,883 
Utilities: Miscellaneous       361,340        361,340 
Foreign Bonds       942,354        942,354 
Foreign Government Obligations       2,143,940        2,143,940 
Government Sponsored Enterprises Collateralized Mortgage Obligations       18,994,485        18,994,485 
Government Sponsored Enterprises Pass-Throughs       37,078,028        37,078,028 
Municipal Bonds       626,272        626,272 
Non-Agency Commercial Mortgage-Backed Securities       194,814,789        194,814,789 
U.S. Treasury Obligations       24,556,126        24,556,126 
Commercial Paper       4,908,752        4,908,752 
Repurchase Agreement       47,075,416        47,075,416 
Total  $   $783,138,295   $1,549,872   $784,688,167 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST – INFLATION FOCUSED FUND February 28, 2015

 

Investment Type(2)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Other Financial Instruments                    
CPI Swaps                    
Assets  $   $13,646,987   $   $13,646,987 
Liabilities       (97,394,695)       (97,394,695)
Credit Default Swaps                    
Assets                
Liabilities       (22,905)       (22,905)
Forward Foreign Currency Exchange Contracts                    
Assets       35,711        35,711 
Liabilities       (12,816)       (12,816)
Futures Contracts                    
Assets   281,328            281,328 
Liabilities   (29,708)           (29,708)
Total Return Swap                    
Assets           10,183    10,183 
Liabilities                
Total  $251,620   $(83,747,718)  $10,183   $(83,485,915)

 

 
(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) 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, 2014  $2,183,103   $21,307 
Accrued discounts/premiums   (639)    
Realized gain (loss)   959     
Change in unrealized appreciation/depreciation   (8,770)   (11,124)
Purchases   99,248     
Sales   (65,152)    
Net transfers in or out of Level 3   (658,877)    
Balance as of February 28, 2015  $1,549,872   $10,183 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND February 28, 2015

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.67%          
           
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(b)   9,400,117   $199,658 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(b)   12,278,931    270,628 
Lord Abbett Investment Trust-Convertible Fund-Class I(c)   17,189,415    213,321 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   5,770,000    64,393 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(e)   30,187,793    170,561 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(f)   1,025,717    24,627 
Lord Abbett Investment Trust-High Yield Fund-Class I(g)   71,074,115    543,006 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(h)   40,992,278    336,547 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(i)   9,372,779    247,066 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(j)   16,651,485    74,266 
Total Investments in Underlying Funds
(cost $2,028,616,707)
        2,144,073 
           
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.28%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $6,030,000 of U.S. Treasury Note at 1.50% due 5/31/2019; value: $6,067,688; proceeds: $5,944,051
(cost $5,944,051)
  $5,944    5,944 
Total Investments in Securities 99.95%
(cost $2,034,560,758)
        2,150,017 
Other Assets in Excess of Liabilities(k) 0.05%        1,097 
Net Assets 100.00%       $2,151,114 

 

 

*   Non-income producing security.
(a)   Affiliated issuers (See Note 5).
(b)   Fund investment objective is total return.
(c)   Fund investment objective is to seek current income and the opportunity for capital appreciation to produce a high total return.
(d)   Fund investment objective is to seek income and capital appreciation to produce a high total return.
(e)   Fund investment objective is to seek high total return.
(f)   Fund investment objective is capital appreciation.
(g)   Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.
(h)   Fund investment objective is to seek a high level of 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)   Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts as follows:

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND February 28, 2015

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
  U.S. $
Current
Value
  Unrealized
Appreciation
 
Brazilian real  Buy  Goldman Sachs  5/20/2015  4,655,000  $1,600,986  $1,602,630  $1,644 
Indian rupee  Buy  Bank of America  5/20/2015  33,537,000   534,105   537,926   3,821 
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015  7,793,000   2,136,345   2,142,612   6,267 
Thai baht  Buy  Morgan Stanley  5/12/2015  52,403,000   1,600,580   1,615,035   14,455 
Australian dollar  Sell  Morgan Stanley  5/27/2015  23,336,000   18,333,354   18,148,090   185,264 
British pound  Sell  Morgan Stanley  5/27/2015  9,993,000   15,474,691   15,418,762   55,929 
British pound  Sell  Morgan Stanley  5/27/2015  1,239,000   1,911,932   1,911,723   209 
Canadian dollar  Sell  Morgan Stanley  5/27/2015  3,040,000   2,444,675   2,429,034   15,641 
Canadian dollar  Sell  Morgan Stanley  5/27/2015  1,533,000   1,225,305   1,224,904   401 
euro  Sell  Bank of America  5/27/2015  1,311,000   1,490,869   1,468,595   22,274 
euro  Sell  Morgan Stanley  5/27/2015  18,862,000   21,454,410   21,129,403   325,007 
euro  Sell  Morgan Stanley  5/27/2015  2,607,000   2,973,843   2,920,388   53,455 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts  $684,367 
                          
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  Morgan Stanley  5/27/2015  1,881,000  $2,134,220  $2,107,115  $(27,105)
South African rand  Buy  Goldman Sachs  5/20/2015  12,430,000   1,066,479   1,052,266   (14,213)
Turkish lira  Buy  Goldman Sachs  5/20/2015  4,035,000   1,600,808   1,577,073   (23,735)
Australian dollar  Sell  Morgan Stanley  5/27/2015  1,650,000   1,278,390   1,283,183   (4,793)
Australian dollar  Sell  Morgan Stanley  5/27/2015  3,279,000   2,549,402   2,550,034   (632)
British pound  Sell  Bank of America  5/27/2015  623,000   959,456   961,262   (1,806)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(72,284)

 

Open Futures Contracts at February 28, 2015:

 

Type   Expiration   Contracts   Position   Fair Value   Unrealized
Depreciation
 
E-Mini S&P 500 Index   March 2015   15   Short   $ (1,577,100)   $ (70,532 )

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 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  $2,144,073   $   $   $2,144,073 
Repurchase Agreement       5,944        5,944 
Total  $2,144,073   $5,944   $   $2,150,017 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $684   $   $684 
Liabilities       (72)       (72)
Futures Contracts                    
Assets                
Liabilities   (70)           (70)
Total  $(70)  $612   $   $542 

 

 

(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND February 28, 2015

 

       Fair 
       Value 
Investments  Shares   (000) 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.43%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   2,600,355   $43,218 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   6,746,834    143,303 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   8,943,266    197,110 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   2,367,832    26,425 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   620,800    14,905 
Lord Abbett Investment Trust-High Yield Fund-Class I(f)   40,669,240    310,713 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(g)   30,602,398    251,246 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(h)   7,549,066    198,993 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(i)   5,978,899    26,666 
Total Investments in Underlying Funds
(cost $1,133,834,357)
        1,212,579 

 

   Principal     
   Amount     
   (000)    
SHORT-TERM INVESTMENT 0.36%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $4,145,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $4,472,364; proceeds: $4,381,023
(cost $4,381,023)
  $4,381    4,381 
Total Investments in Securities 99.79%
(cost $1,138,215,380)
        1,216,960 
Other Assets in Excess of Liabilities(j) 0.21%        2,611 
Net Assets 100.00%       $1,219,571 

 

 

* 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.
(g) Fund investment objective is to seek a high level of total return.
(h) Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(i) Fund investment objective is to seek a high level of income consistent with preservation of capital.
(j) 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 - MULTI-ASSET GROWTH FUND February 28, 2015

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Brazilian real  Buy  Credit Suisse  5/20/2015   2,682,000   $909,399   $923,363   $13,964 
Brazilian real  Buy  Goldman Sachs  5/20/2015   2,656,000    903,017    914,412    11,395 
Brazilian real  Buy  Goldman Sachs  5/20/2015   2,632,000    905,219    906,149    930 
Brazilian real  Buy  Morgan Stanley  5/20/2015   5,236,000    1,801,108    1,802,658    1,550 
Indian rupee  Buy  Bank of America  5/20/2015   18,973,000    301,254    304,323    3,069 
Indian rupee  Buy  Bank of America  5/20/2015   18,966,000    302,050    304,210    2,160 
Indian rupee  Buy  Morgan Stanley  5/20/2015   37,889,000    600,165    607,731    7,566 
Indian rupee  Buy  Morgan Stanley  5/20/2015   18,942,000    302,941    303,825    884 
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015   8,777,000    2,398,579    2,413,153    14,574 
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015   4,412,000    1,202,213    1,213,038    10,825 
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015   4,407,000    1,208,119    1,211,663    3,544 
South African rand  Buy  Morgan Stanley  5/20/2015   7,121,000    601,448    602,831    1,383 
Thai baht  Buy  Morgan Stanley  5/12/2015   59,130,000    1,799,452    1,822,357    22,905 
Thai baht  Buy  Morgan Stanley  5/12/2015   29,555,000    900,518    910,871    10,353 
Thai baht  Buy  Morgan Stanley  5/12/2015   29,635,000    905,162    913,336    8,174 
Thai baht  Buy  Morgan Stanley  5/12/2015   29,470,000    906,212    908,251    2,039 
Australian dollar  Sell  Morgan Stanley  5/27/2015   24,116,000    18,946,142    18,754,686    191,456 
British pound  Sell  Morgan Stanley  5/27/2015   700,000    1,080,187    1,080,069    118 
British pound  Sell  Morgan Stanley  5/27/2015   10,323,000    15,985,714    15,927,938    57,776 
Canadian dollar  Sell  Morgan Stanley  5/27/2015   1,717,000    1,380,759    1,371,925    8,834 
Canadian dollar  Sell  Morgan Stanley  5/27/2015   866,000    692,181    691,955    226 
euro  Sell  Morgan Stanley  5/27/2015   19,707,000    22,415,548    22,075,981    339,567 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts  $713,292

 

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  Bank of America  5/27/2015   317,000   $360,492   $355,107   $(5,385)
euro  Buy  Morgan Stanley  5/27/2015   1,081,000    1,211,753    1,210,947    (806)
euro  Buy  Morgan Stanley  5/27/2015   1,064,000    1,207,235    1,191,904    (15,331)
euro  Buy  Morgan Stanley  5/27/2015   631,000    719,791    706,853    (12,938)
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015   4,392,000    1,212,098    1,207,539    (4,559)
South African rand  Buy  Goldman Sachs  5/20/2015   7,030,000    603,165    595,127    (8,038)
South African rand  Buy  Morgan Stanley  5/20/2015   14,104,000    1,200,149    1,193,979    (6,170)
South African rand  Buy  Morgan Stanley  5/20/2015   7,077,000    605,721    599,106    (6,615)
Turkish lira  Buy  Citibank  5/20/2015   2,263,000    901,874    884,490    (17,384)
Turkish lira  Buy  Goldman Sachs  5/20/2015   4,487,000    1,799,829    1,753,737    (46,092)
Turkish lira  Buy  Goldman Sachs  5/20/2015   2,282,000    905,339    891,916    (13,423)
Turkish lira  Buy  Morgan Stanley  5/20/2015   2,320,000    908,277    906,768    (1,509)
Australian dollar  Sell  Morgan Stanley  5/27/2015   932,000    722,097    724,804    (2,707)
Australian dollar  Sell  Morgan Stanley  5/27/2015   1,852,000    1,439,918    1,440,275    (357)
British pound  Sell  Bank of America  5/27/2015   352,000    542,100    543,121    (1,021)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(142,335)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 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  $1,212,579   $   $   $1,212,579 
Repurchase Agreement       4,381        4,381 
Total  $1,212,579   $4,381   $   $1,216,960 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $713   $   $713 
Liabilities       (142)       (142)
Total  $   $571   $   $571 

 

 

(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND February 28, 2015

 

      Fair 
       Value 
Investments  Shares   (000) 
INVESTMENTS IN UNDERLYING FUNDS(a) 99.72%          
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(b)   5,405,458   $119,136 
Lord Abbett Investment Trust-Convertible Fund-Class I(c)   20,090,402    249,322 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   6,148,562    68,618 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(e)   34,944,793    197,438 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(f)   1,394,352    33,479 
Lord Abbett Investment Trust-High Yield Fund-Class I(g)   116,613,400    890,926 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(h)   32,823,995    269,485 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(i)   3,474,265    91,582 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(j)   129,560,334    577,839 
Total Investments in Underlying Funds
(cost $2,566,949,903)
        2,497,825 

 

   Principal     
   Amount     
   (000)     
SHORT-TERM INVESTMENT 0.17%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $4,055,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $4,375,256; proceeds: $4,284,913
(cost $4,284,913)
  $4,285    4,285 
Total Investments in Securities 99.89%
(cost $2,571,234,816)
        2,502,110 
Other Assets in Excess of Liabilities(k) 0.11%        2,677 
Net Assets 100.00%       $2,504,787 

 

 

* Non-income producing security.
(a) Affiliated issuers (See Note 5).
(b) Fund investment objective is total return.
(c) Fund investment objective is to seek current income and the opportunity for capital appreciation to produce a high total return.
(d) Fund investment objective is to seek income and capital appreciation to produce a high total return.
(e) Fund investment objective is to seek high total return.
(f) Fund investment objective is capital appreciation.
(g) Fund investment objective is to seek high current income and the opportunity for capital appreciation to produce a high total return.
(h) Fund investment objective is to seek a high level of 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) Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts as follows:

 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND February 28, 2015

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Brazilian real  Buy  Goldman Sachs  5/20/2015   5,410,000   $1,860,652   $1,862,563   $1,911 
Indian rupee  Buy  Bank of America  5/20/2015   38,974,000    620,694    625,134    4,440 
Malaysian ringgit  Buy  Morgan Stanley  5/20/2015   9,056,000    2,482,579    2,489,862    7,283 
Thai baht  Buy  Morgan Stanley  5/12/2015   60,900,000    1,860,110    1,876,908    16,798 
Australian dollar  Sell  Morgan Stanley  5/27/2015   25,474,000    20,013,022    19,810,784    202,238 
British pound  Sell  Morgan Stanley  5/27/2015   1,442,000    2,225,186    2,224,943    243 
British pound  Sell  Morgan Stanley  5/27/2015   10,899,000    16,877,680    16,816,680    61,000 
Canadian dollar  Sell  Morgan Stanley  5/27/2015   1,783,000    1,425,126    1,424,661    465 
Canadian dollar  Sell  Morgan Stanley  5/27/2015   3,538,000    2,845,151    2,826,948    18,203 
euro  Sell  Bank of America  5/27/2015   1,526,000    1,735,367    1,709,441    25,926 
euro  Sell  Morgan Stanley  5/27/2015   20,554,000    23,378,960    23,024,799    354,161 
euro  Sell  Morgan Stanley  5/27/2015   3,034,000    3,460,928    3,398,717    62,211 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts   $754,879 

 

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  Morgan Stanley  5/27/2015   2,186,000   $2,480,278   $2,448,779   $(31,499)
South African rand  Buy  Goldman Sachs  5/20/2015   14,445,000    1,239,363    1,222,847    (16,516)
Turkish lira  Buy  Goldman Sachs  5/20/2015   4,689,000    1,860,270    1,832,688    (27,582)
Australian dollar  Sell  Morgan Stanley  5/27/2015   1,920,000    1,487,582    1,493,158    (5,576)
Australian dollar  Sell  Morgan Stanley  5/27/2015   3,816,000    2,966,915    2,967,651    (736)
British pound  Sell  Bank of America  5/27/2015   724,000    1,115,002    1,117,101    (2,099)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(84,008)

 

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
E-Mini S&P 500 Index  March 2015  74  Short  $(7,780,360)  $(347,956)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 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  $2,497,825   $   $   $2,497,825 
Repurchase Agreement       4,285        4,285 
Total  $2,497,825   $4,285   $   $2,502,110 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $755   $   $755 
Liabilities       (84)       (84)
Futures Contracts                    
Assets                
Liabilities   (348)           (348)
Total  $(348)  $671   $   $323 

 

 

(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
 Fair
Value
 
LONG-TERM INVESTMENTS 96.92%                       
                        
ASSET-BACKED SECURITIES 13.47%                       
                        
Automobiles 5.27%                       
                        
Ally Auto Receivables Trust 2013-2 A3    0.79%    1/15/2018    $ 18,350 $ 18,349,064 
Ally Auto Receivables Trust 2014-1 A3    0.97%    10/15/2018      172,635   172,451,316 
Ally Auto Receivables Trust 2014-2 A3    1.25%    4/15/2019      110,180   110,588,933 
AmeriCredit Automobile Receivables Trust 2012-4 A3    0.67%    6/8/2017      16,991   16,993,178 
AmeriCredit Automobile Receivables Trust 2012-5 A3    0.62%    6/8/2017      10,073   10,074,822 
AmeriCredit Automobile Receivables Trust 2013-1 A3    0.61%    10/10/2017      33,944   33,953,112 
AmeriCredit Automobile Receivables Trust 2013-1 B    1.07%    3/8/2018      16,424   16,458,720 
AmeriCredit Automobile Receivables Trust 2013-3 B    1.58%    9/10/2018      19,125   19,228,906 
AmeriCredit Automobile Receivables Trust 2013-5 A3    0.90%    9/10/2018      42,900   42,899,979 
BMW Vehicle Lease Trust 2014-1 A3    0.73%    2/21/2017      47,375   47,347,215 
California Republic Auto Receivables Trust 2013-1 A2     1.41%    9/17/2018      25,400   25,514,887 
California Republic Auto Receivables Trust 2013-2 A2    1.23%    3/15/2019      39,213   39,325,749 
California Republic Auto Receivables Trust 2014-1 A3    0.85%    5/15/2018      10,950   10,951,637 
California Republic Auto Receivables Trust 2014-2 A3    0.91%    8/15/2018      42,000   41,976,732 
California Republic Auto Receivables Trust 2014-3 A3    1.09%    11/15/2018      37,630   37,643,980 
California Republic Auto Receivables Trust 2014-4 A3    1.27%    1/15/2019      48,645   48,588,766 
Capital Auto Receivables Asset Trust 2013-1 A2    0.62%    7/20/2016      7,858   7,858,098 
Capital Auto Receivables Asset Trust 2013-4 A1    0.554%#    3/21/2016      30,283   30,292,511 
Capital Auto Receivables Asset Trust 2013-4 A2    0.85%    2/21/2017      42,550   42,547,149 
CarFinance Capital Auto Trust 2013-1A A     1.65%    7/17/2017      651   651,422 
CarMax Auto Owner Trust 2013-3 A3    0.97%    4/16/2018      4,045   4,054,389 
CarMax Auto Owner Trust 2013-4 A3    0.80%    7/16/2018      60,875   60,827,944 
CarMax Auto Owner Trust 2014-2 A3    0.98%    1/15/2019      81,625   81,527,336 
Chrysler Capital Auto Receivables Trust 2013-AA A3     0.91%    4/16/2018      15,560   15,596,364 
Chrysler Capital Auto Receivables Trust 2014-BA A3     1.27%    5/15/2019      51,255   51,401,589 
Fifth Third Auto Trust 2014-2 A3    0.89%    11/15/2018      68,250   68,199,154 
Fifth Third Auto Trust 2014-3 A3    0.96%    3/15/2019      84,995   84,939,498 
Ford Credit Auto Owner Trust 2013-D A3    0.67%    4/15/2018      69,505   69,445,052 
Ford Credit Auto Owner Trust 2014-B A3    0.90%    10/15/2018      51,445   51,468,150 
GM Financial Automobile Leasing Trust 2014-2A A3     1.22%    1/22/2018      57,260   57,280,327 
Honda Auto Receivables Owner Trust 2013-4 A3    0.69%    9/18/2017      54,267   54,269,822 
Hyundai Auto Receivables Trust 2014-B A3    0.90%    12/17/2018      69,825   69,754,686 
Mercedes-Benz Auto Receivables Trust 2014-1 A3   0.87%    10/15/2018     44,930   44,874,669 
Nissan Auto Lease Trust 2014-A A3   0.80%    2/15/2017     42,340   42,281,253 
Nissan Auto Receivables Owner Trust 2013-C A3   0.67%    8/15/2018     55,375   55,302,237 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%    11/20/2017     140,820   140,871,259 
Santander Drive Auto Receivables Trust 2013-3 B   1.19%    5/15/2018     39,595   39,591,595 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Automobiles (continued)                     
                      
Santander Drive Auto Receivables Trust 2013-5 A3   0.82%    2/15/2018    $39,400  $39,429,077 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%    4/20/2018     71,215   71,089,056 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%    9/15/2017     33,835   33,924,680 
Total                   1,909,824,313 
                      
Credit Cards 2.14%                     
                      
American Express Credit Account Master Trust 2012-3 B   0.673%#    3/15/2018     17,000   17,000,654 
American Express Credit Account Master Trust 2013-1 A   0.593%#    2/16/2021     16,050   16,100,927 
American Express Credit Account Master Trust 2014-3 A   1.49%    4/15/2020     56,580   56,836,930 
Bank of America Credit Card Trust 2014-A3 A   0.462%#    1/15/2020     107,885   107,893,361 
Barclays Dryrock Issuance Trust 2012-2 A   0.64%    8/15/2018     36,500   36,499,945 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%    1/15/2020     59,620   59,825,510 
Chase Issuance Trust 2006-A2   5.16%    4/16/2018     26,595   27,736,590 
Chase Issuance Trust 2013-A8   1.01%    10/15/2018     54,265   54,335,436 
Chase Issuance Trust 2014-A3   0.373%#    5/15/2018     10,500   10,495,049 
Citibank Credit Card Issuance Trust 2013-A4   0.592%#    7/24/2020     22,930   22,998,595 
Citibank Credit Card Issuance Trust 2013-A6   1.32%    9/7/2018     65,360   65,775,690 
Discover Card Execution Note Trust 2011-A4   0.523%#    5/15/2019     38,415   38,496,401 
Discover Card Execution Note Trust 2012-B3   0.623%#    5/15/2018     87,665   87,616,609 
Synchrony Credit Card Master Note Trust 2011-2 A   0.653%#    5/15/2019     106,150   106,317,611 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%    8/17/2020     15,560   15,526,305 
World Financial Network Credit Card Master Trust 2013-B A   0.91%    3/16/2020     45,475   45,462,654 
World Financial Network Credit Card Master Trust 2014-A   0.553%#    12/15/2019     7,550   7,551,884 
Total                   776,470,151 
                      
Home Equity 0.21%                     
                      
Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 A3   0.368%#    1/25/2036     20,314   19,508,362 
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.328%#    5/25/2036     21,642   19,944,939 
Bear Stearns Asset Backed Securities Trust 2006-HE10 21A1   0.238%#    12/25/2036     804   842,845 
Home Equity Asset Trust 2006-7 2A2   0.278%#    1/25/2037     12,027   11,909,597 
Home Equity Asset Trust 2006-8 2A2   0.278%#    3/25/2037     12,403   12,256,111 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Home Equity (continued)                     
                      
Option One Mortgage Loan Trust 2005-1 A4   0.968%#    2/25/2035    $12,297  $12,090,860 
Total                   76,552,714 
                      
Other 5.85%                     
                      
AMAC CDO Funding I 2006-1A A1    0.449%#    11/23/2050     17,627   17,450,410 
AMAC CDO Funding I 2006-1A A2    0.474%#    11/23/2050     17,908   17,326,239 
AMAC CDO Funding I 2006-1A B    0.554%#    11/23/2050     12,500   11,734,375 
Apidos CDO III Ltd. 2006-3A A2    0.69%#    6/12/2020     11,000   10,903,200 
Ares IIIR/IVR CLO Ltd. 2007-3RA A2    0.474%#    4/16/2021     30,028   29,698,635 
Ares XI CLO Ltd. 2007-11A A1B    0.512%#    10/11/2021     46,530   46,062,874 
Avenue CLO VI Ltd. 2007-6A A2    0.607%#    7/17/2019     11,750   11,652,846 
Avery Point IV CLO Ltd. 2014-1A A    1.776%#    4/25/2026     5,000   5,010,507 
Avery Point V CLO Ltd. 2014-5A A    1.717%#    7/17/2026     33,700   33,683,494 
BlueMountain CLO Ltd. 2014-3A A1    1.48%#    10/15/2026     51,750   51,588,783 
Bridgeport CLO Ltd. 2006-1A A1    0.506%#    7/21/2020     7,676   7,618,274 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1    1.75%#    10/15/2026     48,750   48,816,349 
Cedar Funding IV CLO Ltd. 2014-4A A1    1.731%#    10/23/2026     55,940   55,816,641 
Cent CDO Ltd. 2006-12A A    0.496%#    11/18/2020     9,566   9,455,197 
Cent CDO Ltd. 2007-14A A2B    0.583%#    4/15/2021     15,000   14,437,374 
Cent CDO XI Ltd. 2006-11A A1    0.516%#    4/25/2019     12,314   12,147,648 
Cerberus Onshore II CLO LLC 2013-1A A1    2.253%#    10/15/2023     40,000   39,969,556 
CIFC Funding II Ltd. 2014-2A A1L    1.743%#    5/24/2026     72,650   72,680,942 
CIT Mortgage Loan Trust 2007-1 2A2    1.421%#    10/25/2037     3,432   3,437,540 
Cornerstone CLO Ltd. 2007-1A A1S    0.473%#    7/15/2021     22,065   21,878,237 
Crown Point CLO Ltd. 2012-1A A1LB    1.761%#    11/21/2022     5,087   5,091,483 
Divcore CLO 2013   4.051%    11/27/2032     2,000   1,940,295 
Dryden XXIII Senior Loan Fund 2012-23RA A1R    1.503%#    7/17/2023     85,250   84,706,659 
FBR Securitization Trust 2005-4 AV24   0.868%#    10/25/2035     19,372   17,168,110 
Fore CLO Ltd. 2007-1A A2    0.707%#    7/20/2019     9,775   9,709,428 
Fortress Credit BSL II Ltd. 2013-2A A1F    1.757%#    10/19/2025     26,695   26,453,050 
Fortress Credit BSL Ltd. 2013-1A A    1.433%#    1/19/2025     46,720   46,134,673 
Fraser Sullivan CLO II Ltd. 2006-2A A2    0.547%#    12/20/2020     6,000   5,973,980 
Galaxy XVIII CLO Ltd. 2014-18A A    1.733%#    10/15/2026     47,125   46,957,570 
Gleneagles CLO Ltd. 2005-1A B    0.805%#    11/1/2017     29,100   28,771,644 
Gramercy Real Estate CDO Ltd. 2007-1A A1    0.537%#    8/15/2056     28,821   24,786,366 
Grayson CLO Ltd. 2006-1A A1A    0.50%#    11/1/2021     22,537   22,335,015 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Other (continued)                     
                      
Harch CLO III Ltd. 2007-1A B    0.653%#    4/17/2020    $8,250  $8,145,554 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%    5/16/2044     64,653   64,174,309 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 B2    1.495%    5/16/2044     5,600   5,596,970 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 A3    1.793%    5/15/2046     19,575   19,237,615 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%    5/15/2046     19,055   18,882,790 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%    11/15/2046     49,555   49,189,631 
HLSS Servicer Advance Receivables Trust 2012-T2 A2    1.99%    10/15/2045     78,141   77,569,477 
HLSS Servicer Advance Receivables Trust 2013-T1 A2    1.495%    1/16/2046     51,180   50,552,328 
HLSS Servicer Advance Receivables Trust 2014-T2 AT2    2.217%    1/15/2047     30,000   29,487,885 
ING Investment Management CLO II Ltd. 2006-2A A1R    0.515%#    8/1/2020     7,557   7,539,098 
Jasper CLO Ltd. 2005-1A A    0.525%#    8/1/2017     3,252   3,243,802 
JFIN CLO Ltd. 2007-1A A2    0.497%#    7/20/2021     17,988   17,854,205 
JFIN Revolver CLO Ltd. 2013-1A A    1.507%#    1/20/2021     40,479   40,517,927 
JFIN Revolver CLO Ltd. 2014-2A A2    1.561%#    2/20/2022     34,900   34,725,284 
KKR Financial CLO Ltd. 2007-1A A    0.607%#    5/15/2021     36,713   36,503,041 
KKR Financial CLO Ltd. 2007-1A B    1.007%#    5/15/2021     8,000   7,799,905 
Landmark VII CDO Ltd. 2006-7A A3L    1.003%#    7/15/2018     9,500   9,408,807 
Legg Mason Real Estate CDO II Corp. 2007-1A A2    0.491%#    5/25/2045     6,358   6,270,413 
Madison Park Funding IV Ltd. 2007-4A A2    0.477%#    3/22/2021     27,811   27,508,062 
Meritage Mortgage Loan Trust 2004-2 M3   1.143%#    1/25/2035     9,765   9,256,079 
Morgan Stanley Capital I, Inc. 2006-HE1 A3   0.348%#    1/25/2036     3,055   3,045,420 
MT Wilson CLO II Ltd. 2007-2A A2    0.592%#    7/11/2020     7,287   7,233,024 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%    6/20/2048     39,750   39,646,491 
Nautique Funding Ltd. 2006-1A A1A    0.503%#    4/15/2020     18,218   18,102,552 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2    2.377%    3/15/2047     24,300   24,405,158 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A1    0.461%#    2/1/2041     15,738   15,285,657 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2    0.531%#    2/1/2041     11,000   9,803,750 
Northwoods Capital XI Ltd. 2014-11A A    1.853%#    4/15/2025     23,200   23,253,736 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Other (continued)                     
                      
Oaktree CLO Ltd. 2014-2A A1A    1.762%#    10/20/2026    $44,975  $44,938,570 
Octagon Investment Partners XIX Ltd. 2014-1A A    1.773%#    4/15/2026     57,500   57,621,825 
Octagon Loan Funding Ltd. 2014-1A A1    1.706%#    11/18/2026     35,325   35,289,707 
OHA Park Avenue CLO I Ltd. 2007-1A A1B    0.471%#    3/14/2022     15,247   15,083,735 
OZLM VIII Ltd. 2014-8A A1A    1.715%#    10/17/2026     68,415   68,315,545 
Race Point III CLO Ltd. 2006-3 A (Ireland)†(a)    0.513%#    4/15/2020     9,718   9,687,642 
Red River CLO Ltd. 1A A    0.525%#    7/27/2018     8,776   8,739,498 
SLM Private Education Loan Trust 2010-A 2A    3.423%#    5/16/2044     48,286   51,080,498 
SLM Private Education Loan Trust 2012-A A1    1.573%#    8/15/2025     12,042   12,161,642 
SLM Private Education Loan Trust 2012-E A1    0.922%#    10/16/2023     9,348   9,373,868 
SLM Private Education Loan Trust 2013-B A1    0.822%#    7/15/2022     38,527   38,596,771 
SLM Student Loan Trust 2011-1 A1   0.691%#    3/25/2026     20,520   20,597,939 
Stone Tower CLO V Ltd. 2006-5A A2B    0.584%#    7/16/2020     40,500   39,836,780 
Stone Tower CLO VI Ltd. 2007-6A A2A    0.477%#    4/17/2021     15,428   15,274,203 
Stone Tower CLO VI Ltd. 2007-6A A2B    0.577%#    4/17/2021     4,411   4,308,239 
Venture VIII CDO Ltd. 2007-8A A1A    0.537%#    7/22/2021     20,701   20,476,395 
Venture XVII CLO Ltd. 2014-17A A    1.733%#    7/15/2026     31,000   30,908,820 
Venture XVIII CLO Ltd. 2014-18A A    1.737%#    10/15/2026     45,250   45,045,298 
Westchester CLO Ltd. 2007-1A A1A    0.48%#    8/1/2022     30,552   30,297,378 
Westgate Resorts LLC 2014-1A A    2.15%    12/20/2026     20,643   20,442,614 
Westgate Resorts LLC 2014-1A B    3.25%    12/20/2026     8,129   8,088,549 
Westgate Resorts LLC 2015-1A A    2.75%    5/20/2027     10,500   10,496,719 
Westgate Resorts LLC 2015-1A B    3.50%    5/20/2027     18,500   18,471,094 
Total                   2,120,769,693 
Total Asset-Backed Securities (cost $4,875,819,132)         4,883,616,871 
            
CORPORATE BONDS 42.00%                     
                      
Advertising 0.05%                     
                      
Alliance Data Systems Corp.    6.375%    4/1/2020     16,636   17,363,825 
                      
Aerospace/Defense 0.07%                     
                      
Exelis, Inc.   4.25%    10/1/2016     21,333   22,014,696 
Litton Industries, Inc.   6.75%    4/15/2018     2,750   3,139,493 
Total                   25,154,189 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Air Transportation 0.08%                     
                      
American Airlines 2013-2 Class B Pass-Through Trust    5.60%    1/15/2022    $5,916  $6,196,652 
Continental Airlines 1997-1 Class A Pass-Through Trust   7.461%    10/1/2016     381   382,283 
US Airways 2012-1 Class C Pass-Through Trust   9.125%    10/1/2015     7,816   8,050,579 
US Airways Group, Inc.   6.125%    6/1/2018     13,920   14,772,600 
Total                   29,402,114 
                      
Auto Parts: Original Equipment 1.01%                     
                      
Accuride Corp.   9.50%    8/1/2018     23,506   24,387,475 
Continental Rubber of America Corp.    4.50%    9/15/2019     130,140   135,448,020 
Delphi Corp.   6.125%    5/15/2021     94,201   102,693,409 
Hertz Corp. (The)   7.50%    10/15/2018     51,623   53,558,862 
International Automotive Components Group SA (Luxembourg)†(a)    9.125%    6/1/2018     11,875   12,082,813 
Schaeffler Holding Finance BV PIK (Netherlands)†(a)    6.875%    8/15/2018     35,335   37,190,087 
Total                   365,360,666 
                      
Automotive 0.09%                     
                      
Ford Motor Credit Co. LLC   4.207%    4/15/2016     14,514   14,983,266 
Hyundai Capital Services, Inc. (South Korea)†(a)    6.00%    5/5/2015     3,780   3,813,215 
Kia Motors Corp. (South Korea)†(a)    3.625%    6/14/2016     13,600   13,996,848 
Total                   32,793,329 
                      
Banks: Money Center 0.98%                     
                      
1Malaysia Sukuk Global Berhad (Malaysia)†(a)    3.928%    6/4/2015     13,575   13,676,188 
Akbank TAS (Turkey)†(a)    3.875%    10/24/2017     7,850   7,985,962 
Banco de Bogota SA (Colombia)†(a)    5.00%    1/15/2017     5,100   5,372,850 
Banco Nacional de Costa Rica (Costa Rica)†(a)    4.875%    11/1/2018     19,000   19,190,000 
Bank of America Corp.   5.25%    12/1/2015     16,304   16,790,153 
Bank of America Corp.   5.42%    3/15/2017     95,402   102,269,990 
Bank of America Corp.   5.49%    3/15/2019     48,802   54,185,739 
Bank of America Corp.   5.75%    8/15/2016     52,602   55,756,226 
BBVA Banco Continental SA (Peru)†(a)    2.25%    7/29/2016     12,655   12,813,188 
Export-Import Bank of Korea (South Korea)(a)    1.003%#    1/14/2017     11,250   11,311,031 
Export-Import Bank of Korea (South Korea)(a)    1.093%#    9/17/2016     6,100   6,128,481 
Export-Import Bank of Korea (South Korea)(a)    3.75%    10/20/2016     6,675   6,953,621 
Industrial & Commercial Bank of China Ltd.   2.351%    11/13/2017     24,500   24,642,173 
Santander Bank NA   8.75%    5/30/2018     750   887,044 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Banks: Money Center (continued)                     
                      
Wilmington Trust Corp.   8.50%    4/2/2018    $10,931  $12,869,963 
Zions Bancorporation   5.50%    11/16/2015     3,755   3,807,018 
Total                   354,639,627 
                      
Banks: Regional 4.22%                     
                      
ABN AMRO Bank NV (Netherlands)(a)   6.25%    9/13/2022     1,200   1,314,000 
Associated Banc-Corp.   5.125%    3/28/2016     69,516   72,352,183 
Banco de Credito e Inversiones (Chile)†(a)   3.00%    9/13/2017     12,800   13,133,389 
Banco del Estado de Chile (Chile)†(a)   2.00%    11/9/2017     34,000   34,186,830 
Banco del Estado de Chile COD   2.03%    4/2/2015     7,900   7,900,000 
Banco do Brasil SA   3.875%    1/23/2017     14,800   15,133,000 
Banco Santander Chile (Chile)†(a)   2.11%#    6/7/2018     24,000   24,540,000 
Bangkok Bank PCL (Hong Kong)†(a)   3.30%    10/3/2018     11,000   11,357,863 
Bank of America Corp.   5.70%    5/2/2017     36,522   39,536,161 
Bank of America Corp.   6.05%    5/16/2016     74,074   78,126,144 
Bank of America Corp.   10.20%    7/15/2015     12,006   12,417,530 
Bank of America NA   5.30%    3/15/2017     142,095   152,606,051 
Bank of America NA   6.10%    6/15/2017     22,452   24,612,983 
Bank of Nova Scotia (The) (Canada)†(a)   2.15%    8/3/2016     14,450   14,737,338 
CIT Group, Inc.   4.25%    8/15/2017     20,108   20,660,970 
CIT Group, Inc.   5.00%    5/15/2017     4,912   5,120,760 
Citigroup, Inc.   5.50%    2/15/2017     91,981   98,787,410 
Discover Bank   8.70%    11/18/2019     23,473   28,877,400 
Export-Import Bank of China (The) (China)†(a)   2.50%    7/31/2019     34,500   34,623,165 
Fifth Third Bancorp   5.45%    1/15/2017     5,965   6,402,264 
First Midwest Bancorp, Inc.   5.875%    11/22/2016     14,875   15,729,777 
Goldman Sachs Group, Inc. (The)   2.263%#    8/24/2016     3,350   3,402,756 
Goldman Sachs Group, Inc. (The)   5.625%    1/15/2017     83,852   90,114,570 
HBOS plc (United Kingdom)†(a)   6.75%    5/21/2018     131,524   147,566,508 
ING Bank NV (Netherlands)†(a)   5.125%    5/1/2015     8,350   8,407,515 
Korea Development Bank (The) (South Korea)(a)   0.882%#    1/22/2017     23,100   23,099,492 
Korea Exchange Bank (South Korea)†(a)   2.50%    6/12/2019     9,500   9,551,310 
Lloyds Bank plc (United Kingdom)†(a)   6.50%    9/14/2020     16,250   19,104,719 
Macquarie Bank Ltd. (Australia)†(a)   1.60%    10/27/2017     28,800   28,730,390 
Macquarie Bank Ltd. (Australia)†(a)   5.00%    2/22/2017     6,055   6,471,402 
Magyar Export-Import Bank Zrt (Hungary)†(a)   4.00%    1/30/2020     6,800   6,987,000 
Morgan Stanley   3.00%    8/30/2015     2,250   2,272,847 
Morgan Stanley   3.00%    8/31/2015     3,622   3,626,528 
Morgan Stanley   3.80%    4/29/2016     3,535   3,643,026 
Morgan Stanley   5.95%    12/28/2017     57,075   63,511,005 
Morgan Stanley   6.625%    4/1/2018     32,286   36,750,734 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Banks: Regional (continued)                     
                      
National City Corp.   6.875%    5/15/2019    $22,043  $25,987,441 
National Savings Bank (Sri Lanka)†(a)   8.875%    9/18/2018     15,100   16,610,000 
PNC Funding Corp.   5.625%    2/1/2017     6,960   7,498,224 
Popular, Inc.   7.00%    7/1/2019     7,515   7,590,150 
Regions Bank   7.50%    5/15/2018     539   624,276 
Regions Financial Corp.   5.75%    6/15/2015     5,930   6,006,805 
Royal Bank of Scotland Group plc (United Kingdom)(a)   2.55%    9/18/2015     17,582   17,741,381 
Royal Bank of Scotland NV (Netherlands)(a)   4.65%    6/4/2018     12,068   12,661,504 
Royal Bank of Scotland plc (The) (United Kingdom)(a)   4.375%    3/16/2016     33,523   34,711,692 
Royal Bank of Scotland plc (The) (United Kingdom)(a)   9.50%    3/16/2022     74,145   84,025,637 
Standard Chartered Bank (United Kingdom)†(a)   6.40%    9/26/2017     39,371   43,467,710 
Swedbank Hypotek AB (Sweden)†(a)   2.95%    3/28/2016     16,900   17,308,524 
Synovus Financial Corp.   7.875%    2/15/2019     24,158   27,147,552 
Turkiye Halk Bankasi AS (Turkey)†(a)   4.75%    6/4/2019     9,500   9,582,650 
Turkiye Halk Bankasi AS (Turkey)†(a)   4.875%    7/19/2017     19,500   20,158,320 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)   3.75%    4/15/2018     6,700   6,623,968 
Turkiye Vakiflar Bankasi Tao (Turkey)†(a)   5.75%    4/24/2017     19,700   20,488,000 
Valley National Bank   5.00%    7/15/2015     3,569   3,614,280 
Vnesheconombank via VEB Finance plc (Ireland)†(a)   4.224%    11/21/2018     5,000   4,100,000 
Total                   1,531,343,134 
                      
Biotechnology Research & Production 0.18%                     
                      
STHI Holding Corp.   8.00%    3/15/2018     61,735   64,435,906 
                      
Broadcasting 0.01%                     
                      
Cox Communications, Inc.   9.375%    1/15/2019     3,875   4,888,661 
                      
Brokers 0.64%                     
                      
Jefferies Group LLC   3.875%    11/9/2015     24,535   24,937,619 
Jefferies Group LLC   5.125%    4/13/2018     20,290   21,471,101 
Jefferies Group LLC   5.50%    3/15/2016     9,315   9,621,091 
Jefferies Group LLC   8.50%    7/15/2019     101,569   121,810,686 
Raymond James Financial, Inc.   8.60%    8/15/2019     44,206   54,898,503 
Total                   232,739,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Building Materials 0.30%                     
                      
Ainsworth Lumber Co., Ltd. (Canada)†(a)   7.50%    12/15/2017    $35,450  $37,133,875 
Cemex SAB de CV (Mexico)†(a)   5.003%#    10/15/2018     12,000   12,570,000 
Cemex SAB de CV (Mexico)†(a)   9.00%    1/11/2018     11,966   12,564,300 
Cimento Tupi SA (Brazil)†(a)   9.75%    5/11/2018     6,225   3,486,000 
Martin Marietta Materials, Inc.   1.357%#    6/30/2017     14,000   13,934,550 
Martin Marietta Materials, Inc.   6.60%    4/15/2018     17,287   19,575,816 
Owens Corning   6.50%    12/1/2016     221   238,233 
Owens Corning   9.00%    6/15/2019     6,772   8,181,775 
Total                   107,684,549 
                      
Business Services 0.39%                     
                      
Expedia, Inc.   7.456%    8/15/2018     46,996   54,409,948 
Jaguar Holding Co. I PIK   9.375%    10/15/2017     60,998   62,591,573 
Korea Expressway Corp. (South Korea)†(a)   1.625%    4/28/2017     4,800   4,797,072 
NES Rentals Holdings, Inc.   7.875%    5/1/2018     19,595   19,937,912 
Total                   141,736,505 
                      
Cable Services 0.05%                     
                      
Time Warner Cable, Inc.   8.75%    2/14/2019     13,453   16,635,294 
                      
Chemicals 1.13%                     
                      
Incitec Pivot Ltd. (Australia)†(a)   4.00%    12/7/2015     1,717   1,745,495 
Ineos Finance plc (United Kingdom)†(a)   7.50%    5/1/2020     59,750   63,633,750 
Ineos Finance plc (United Kingdom)†(a)   8.375%    2/15/2019     61,422   65,736,896 
LyondellBasell Industries NV   5.00%    4/15/2019     19,174   21,174,960 
Methanex Corp. (Canada)(a)   6.00%    8/15/2015     46,229   47,391,336 
Nufarm Australia Ltd. (Australia)†(a)   6.375%    10/15/2019     9,975   10,261,781 
PetroLogistics LP/PetroLogistics Finance Corp.   6.25%    4/1/2020     81,270   87,771,600 
Rockwood Specialties Group, Inc.   4.625%    10/15/2020     92,450   96,425,350 
Yara International ASA (Norway)†(a)   7.875%    6/11/2019     13,245   15,769,775 
Total                   409,910,943 
                      
Coal 0.38%                     
                      
Cloud Peak Energy Resources LLC/Cloud Peak Energy Finance Corp.   8.50%    12/15/2019     45,462   46,371,240 
CONSOL Energy, Inc.   8.25%    4/1/2020     34,396   35,986,815 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Coal (continued)                     
                      
Penn Virginia Corp.   7.25%    4/15/2019    $57,884  $55,496,285 
Total                   137,854,340 
                      
Communications & Media 0.26%                     
                      
Digicel Ltd. (Jamaica)†(a)   8.25%    9/1/2017     91,912   94,669,360 
                      
Computer Hardware 0.15%                     
                      
DynCorp International, Inc.   10.375%    7/1/2017     45,204   41,248,650 
Seagate HDD Cayman   6.875%    5/1/2020     14,220   14,824,350 
Total                   56,073,000 
                      
Computer Software 0.61%                     
                      
Aspect Software, Inc.   10.625%    5/15/2017     40,310   36,984,425 
First Data Corp.   11.75%    8/15/2021     20,341   23,798,970 
First Data Corp.   12.625%    1/15/2021     54,905   65,748,737 
Sophia LP/Sophia Finance, Inc.   9.75%    1/15/2019     27,191   29,128,359 
SRA International, Inc.   11.00%    10/1/2019     22,329   24,226,965 
SunGard Data Systems, Inc.   7.375%    11/15/2018     37,338   38,924,865 
SunGard Data Systems, Inc.   7.625%    11/15/2020     1,365   1,465,669 
Total                   220,277,990 
                      
Consumer Products 0.21%                     
                      
Avon Products, Inc.   2.375%    3/15/2016     34,015   34,185,075 
Avon Products, Inc.   4.60%    3/15/2020     46,107   43,148,314 
Total                   77,333,389 
                      
Containers 0.35%                     
                      
Coveris Holdings SA (Luxembourg)†(a)   7.875%    11/1/2019     2,915   2,973,300 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   7.125%    4/15/2019     10,156   10,568,587 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%    5/15/2018     84,480   87,542,400 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.00%    4/15/2019     6,342   6,674,955 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Containers (continued)                     
                      
Tekni-Plex, Inc.   9.75%    6/1/2019    $16,877  $18,395,930 
Total                   126,155,172 
                      
Copper 0.01%                     
                      
Southern Copper Corp.   6.375%    7/27/2015     4,400   4,499,000 
                      
Data Product, Equipment & Communications 0.05%                     
                      
Fidelity National Information Services, Inc.   5.00%    3/15/2022     17,229   18,279,332 
                      
Diversified 0.24%                     
                      
Alphabet Holding Co., Inc. PIK   7.75%    11/1/2017     86,628   85,328,580 
                      
Drugs 0.81%                     
                      
Capsugel SA PIK (Luxembourg)†(a)   7.00%    5/15/2019     74,031   75,557,889 
Hospira, Inc.   6.05%    3/30/2017     29,327   32,150,809 
Mylan, Inc.   7.875%    7/15/2020     162,219   171,618,942 
Valeant Pharmaceuticals International, Inc.   7.00%    10/1/2020     13,489   14,230,895 
Total                   293,558,535 
                      
Electric: Power 0.83%                     
                      
Cleveland Electric Illuminating Co. (The)   5.70%    4/1/2017     11,296   12,123,590 
Cleveland Electric Illuminating Co. (The)   8.875%    11/15/2018     8,916   10,991,752 
Duquesne Light Holdings, Inc.   5.50%    8/15/2015     42,831   43,729,380 
Entergy Corp.   3.625%    9/15/2015     8,425   8,537,297 
Entergy Corp.   4.70%    1/15/2017     54,297   57,391,875 
Exelon Generation Co. LLC   2.95%    1/15/2020     33,119   33,456,052 
Metropolitan Edison Co.   7.70%    1/15/2019     10,431   12,461,269 
Pennsylvania Electric Co.   6.05%    9/1/2017     2,074   2,301,599 
Pepco Holdings, Inc.   2.70%    10/1/2015     10,024   10,125,794 
PPL WEM Holdings Ltd. (United Kingdom)†(a)   3.90%    5/1/2016     79,010   81,396,813 
Red Oak Power LLC   8.54%    11/30/2019     17,748   18,990,513 
RJS Power Holdings LLC   5.125%    7/15/2019     10,850   10,741,500 
Total                   302,247,434 
                      
Electrical Equipment 0.01%                     
                      
STATS ChipPAC Ltd. (Singapore)†(a)   4.50%    3/20/2018     3,000   2,992,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Electronics 0.16%                     
                      
Jabil Circuit, Inc.   7.75%    7/15/2016    $27,319  $29,504,520 
Jabil Circuit, Inc.   8.25%    3/15/2018     23,485   27,242,600 
Total                   56,747,120 
                      
Electronics: Semi-Conductors/Components 0.30%                     
                      
Freescale Semiconductor, Inc.   10.75%    8/1/2020     14,041   15,313,465 
KLA-Tencor Corp.   2.375%    11/1/2017     33,975   34,481,024 
KLA-Tencor Corp.   3.375%    11/1/2019     58,284   60,514,529 
Total                   110,309,018 
                      
Energy Equipment & Services 0.86%                     
                      
Cameron International Corp.   1.15%    12/15/2016     1,000   989,980 
Copano Energy LLC/Copano Energy Finance Corp.   7.125%    4/1/2021     112,945   122,186,951 
Energy Transfer Partners LP   9.00%    4/15/2019     92,653   113,068,996 
Energy Transfer Partners LP   9.70%    3/15/2019     51,882   65,004,047 
Greenko Dutch BV (Netherlands)†(a)   8.00%    8/1/2019     9,600   9,192,000 
Total                   310,441,974 
                      
Engineering & Contracting Services 0.06%                     
                      
New Enterprise Stone & Lime Co., Inc.   11.00%    9/1/2018     24,293   22,228,095 
                      
Entertainment 0.91%                     
                      
CCO Holdings LLC/CCO Holdings Capital Corp.   7.00%    1/15/2019     124,645   129,942,412 
CCO Holdings LLC/CCO Holdings Capital Corp.   7.25%    10/30/2017     10,129   10,559,483 
CCO Holdings LLC/CCO Holdings Capital Corp.   8.125%    4/30/2020     525   551,906 
Palace Entertainment Holdings LLC/Palace Entertainment Holdings Corp.   8.875%    4/15/2017     61,747   63,480,547 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   9.50%    6/15/2019     30,000   31,950,000 
Seminole Tribe of Florida, Inc.   6.535%    10/1/2020     21,932   24,234,860 
Seminole Tribe of Florida, Inc.   7.804%    10/1/2020     11,013   12,169,365 
Shingle Springs Tribal Gaming Authority   9.75%    9/1/2021     22,950   25,933,500 
Vail Resorts, Inc.   6.50%    5/1/2019     21,530   22,270,094 
WMG Holdings Corp.   13.75%    10/1/2019     1,400   1,540,000 
WMG Holdings Corp.   13.75%    10/1/2019     6,022   6,624,200 
Total                   329,256,367 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Financial Services 2.74%                     
                      
Air Lease Corp.   4.50%    1/15/2016    $27,832  $28,579,985 
Air Lease Corp.   5.625%    4/1/2017     253,109   271,459,402 
Alfa Bank OJSC Via Alfa Bond Issuance plc (Ireland)†(a)   7.875%    9/25/2017     10,000   9,971,600 
Banco Bradesco SA   4.50%    1/12/2017     9,100   9,532,250 
Banco de Credito del Peru (Peru)†(a)   2.75%    1/9/2018     10,593   10,672,448 
Bank of America Corp.   7.75%    8/15/2015     11,535   11,904,697 
Bank of America Corp.   7.80%    9/15/2016     62,259   68,143,098 
Bear Stearns Cos. LLC (The)   5.55%    1/22/2017     6,026   6,474,678 
Capital One NA   1.65%    2/5/2018     24,600   24,580,591 
Countrywide Financial Corp.   6.25%    5/15/2016     19,602   20,714,590 
Dun & Bradstreet Corp. (The)   2.875%    11/15/2015     14,025   14,208,826 
Dun & Bradstreet Corp. (The)   3.25%    12/1/2017     34,357   35,511,876 
Fidelity National Financial, Inc.   6.60%    5/15/2017     26,492   29,009,217 
Graton Economic Development Authority   9.625%    9/1/2019     29,015   32,206,650 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%    10/1/2017     8,823   9,131,805 
Legacy Reserves LP/Legacy Reserves Finance Corp.   8.00%    12/1/2020     12,475   10,853,250 
Lloyds Bank plc (United Kingdom)(a)   9.875%    12/16/2021     30,111   34,326,540 
Macquarie Group Ltd. (Australia)†(a)   6.00%    1/14/2020     21,622   24,561,360 
Macquarie Group Ltd. (Australia)†(a)   7.625%    8/13/2019     6,526   7,864,065 
MU Finance plc (United Kingdom)†(a)   8.375%    2/1/2017     61,991   63,695,601 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%    10/1/2020     4,435   4,479,350 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%    5/1/2019     49,100   52,537,000 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.625%    3/15/2020     29,337   30,657,165 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%    9/1/2018     39,853   41,746,017 
SteelRiver Transmission Co. LLC   4.71%    6/30/2017     19,653   20,565,093 
Utility Contract Funding LLC   7.944%    10/1/2016     18,719   19,639,072 
Western Union Co. (The)   1.262%#    8/21/2015     28,950   29,028,310 
Western Union Co. (The)   2.875%    12/10/2017     45,708   46,861,121 
Western Union Co. (The)   3.35%    5/22/2019     24,500   25,259,475 
Total                   994,175,132 
                      
Financial: Miscellaneous 0.29%                     
                      
Kayne Anderson MLP Investment Co.   1.495%#    8/19/2016     89,850   89,815,408 
NASDAQ OMX Group, Inc. (The)   5.25%    1/16/2018     14,700   16,079,066 
Total                   105,894,474 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Food 1.04%                     
                      
Big Heart Pet Brands   7.625%    2/15/2019    $64,810  $66,219,618 
Bumble Bee Holdco SCA PIK (Luxembourg)†(a)   9.625%    3/15/2018     15,066   15,630,975 
Minerva Luxembourg SA (Luxembourg)†(a)   12.25%    2/10/2022     4,820   5,398,400 
Southern States Cooperative, Inc.   10.00%    8/15/2021     13,000   12,285,000 
Tesco plc (United Kingdom)†(a)   2.70%    1/5/2017     800   803,338 
Tesco plc (United Kingdom)†(a)   5.50%    11/15/2017     106,915   114,955,436 
Tesco plc (United Kingdom)(a)   5.50%    11/15/2017     676   727,909 
US Foods, Inc.   8.50%    6/30/2019     129,787   136,438,584 
Want Want China Finance Ltd. (China)†(a)   1.875%    5/14/2018     24,300   24,000,211 
Total                   376,459,471 
                      
Gaming 0.45%                     
                      
CCM Merger, Inc.   9.125%    5/1/2019     33,335   36,418,487 
Isle of Capri Casinos, Inc.   7.75%    3/15/2019     10,334   10,773,195 
Mohegan Tribal Gaming Authority   11.00%    9/15/2018     60,294   60,595,470 
Pinnacle Entertainment, Inc.   7.50%    4/15/2021     25,225   26,833,094 
Pinnacle Entertainment, Inc.   8.75%    5/15/2020     25,877   27,429,620 
Total                   162,049,866 
                      
Health Care 0.20%                     
                      
Perrigo Co. plc (Ireland)(a)   1.30%    11/8/2016     1,000   998,780 
Perrigo Co. plc (Ireland)(a)   2.30%    11/8/2018     15,360   15,523,399 
Zoetis, Inc.   1.15%    2/1/2016     27,070   27,106,301 
Zoetis, Inc.   1.875%    2/1/2018     29,643   29,640,599 
Total                   73,269,079 
                      
Health Care Products 1.08%                     
                      
Biomet, Inc.   6.50%    8/1/2020     54,624   58,447,680 
Biomet, Inc.   6.50%    10/1/2020     74,611   79,180,924 
Boston Scientific Corp.   6.00%    1/15/2020     19,745   22,637,682 
CareFusion Corp.   6.375%    8/1/2019     7,110   8,270,914 
Forest Laboratories, Inc.    4.375%    2/1/2019     155,776   165,838,039 
Immucor, Inc.   11.125%    8/15/2019     46,364   49,899,255 
Kinetic Concepts, Inc./KCI USA, Inc.   12.50%    11/1/2019     473   525,030 
Life Technologies Corp.   3.50%    1/15/2016     1,000   1,021,516 
Life Technologies Corp.   6.00%    3/1/2020     3,354   3,858,384 
Total                   389,679,424 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Health Care Services 1.70%                     
                      
Capella Healthcare, Inc.   9.25%    7/1/2017    $18,170  $18,930,869 
CHS/Community Health Systems, Inc.   8.00%    11/15/2019     8,545   9,164,513 
DaVita HealthCare Partners, Inc.   6.625%    11/1/2020     53,654   56,772,639 
Emdeon, Inc.   11.00%    12/31/2019     25,049   27,585,211 
Gentiva Health Services, Inc.   11.50%    9/1/2018     6,618   7,023,353 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%    5/15/2019     59,776   62,391,200 
Omega Healthcare Investors, Inc.   6.75%    10/15/2022     209,019   221,560,140 
Omega Healthcare Investors, Inc.   7.50%    2/15/2020     124,798   130,458,837 
Senior Housing Properties Trust   3.25%    5/1/2019     15,022   15,234,591 
Senior Housing Properties Trust   4.30%    1/15/2016     16,885   17,206,355 
Senior Housing Properties Trust   6.75%    4/15/2020     43,603   49,645,547 
Total                   615,973,255 
                      
Hospital Management 0.07%                     
                      
HealthSouth Corp.   8.125%    2/15/2020     21,296   22,307,560 
United Surgical Partners International, Inc.   9.00%    4/1/2020     2,965   3,194,787 
Total                   25,502,347 
                      
Industrial Products 0.03%                     
                      
PPL WW Holdings Ltd. (United Kingdom)†(a)    7.25%    12/15/2017     9,185   10,172,084 
                      
Insurance 0.42%                     
                      
CNO Financial Group, Inc.    6.375%    10/1/2020     12,532   13,346,580 
Kemper Corp.   6.00%    11/30/2015     20,840   21,599,410 
TIAA Asset Management Finance Co. LLC    2.95%    11/1/2019     31,238   31,921,456 
UnumProvident Finance Co. plc (United Kingdom)†(a)    6.85%    11/15/2015     1,262   1,313,202 
Willis Group Holdings plc (United Kingdom)(a)    4.125%    3/15/2016     35,194   36,178,411 
Willis North America, Inc.   6.20%    3/28/2017     45,321   48,640,854 
Total                   152,999,913 
                      
Investment Management Companies 0.34%                     
                      
Grupo Aval Ltd.    5.25%    2/1/2017     8,000   8,417,400 
Lazard Group LLC   6.85%    6/15/2017     49,327   54,944,803 
Leucadia National Corp.   8.125%    9/15/2015     57,202   59,277,288 
Total                   122,639,491 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Leasing 0.46%                     
                      
Aviation Capital Group Corp.    3.875%    9/27/2016    $42,635  $43,674,995 
Aviation Capital Group Corp.    4.625%    1/31/2018     45,897   48,001,974 
Aviation Capital Group Corp.    7.125%    10/15/2020     11,892   13,720,871 
International Lease Finance Corp.    7.125%    9/1/2018     54,980   62,677,200 
Total                   168,075,040 
                      
Leisure 0.07%                     
                      
Central Garden & Pet Co.   8.25%    3/1/2018     26,065   26,781,787 
                      
Lodging 1.41%                     
                      
Grupo Posadas SAB de CV (Mexico)†(a)    7.875%    11/30/2017     12,339   12,153,915 
Host Hotels & Resorts LP   5.875%    6/15/2019     171,131   178,193,063 
Host Hotels & Resorts LP   6.00%    11/1/2020     217,543   230,180,508 
Hyatt Hotels Corp.    6.875%    8/15/2019     3,825   4,417,562 
Marina District Finance Co., Inc.   9.875%    8/15/2018     42,275   44,758,656 
Studio City Finance Ltd. (Hong Kong)†(a)    8.50%    12/1/2020     40,436   42,154,530 
Total                   511,858,234 
                      
Machinery: Agricultural 0.39%                     
                      
Lorillard Tobacco Co.   6.875%    5/1/2020     65,779   78,307,137 
Lorillard Tobacco Co.   8.125%    6/23/2019     43,996   53,728,443 
MHP SA (Ukraine)†(a)    10.25%    4/29/2015     11,802   11,093,880 
Total                   143,129,460 
                      
Machinery: Industrial/Specialty 0.03%                     
                      
Cleaver-Brooks, Inc.    8.75%    12/15/2019     10,750   11,045,625 
                      
Machinery: Oil Well Equipment & Services 0.06%                     
                      
National Oilwell Varco, Inc.   6.125%    8/15/2015     20,320   20,330,363 
                      
Media 0.33%                     
                      
Columbus International, Inc. (Barbados)†(a)    7.375%    3/30/2021     1,050   1,106,438 
Gannett Co., Inc.   7.125%    9/1/2018     18,747   19,473,446 
Harron Communications LP/Harron Finance Corp.    9.125%    4/1/2020     15,783   17,341,571 
Sirius XM Radio, Inc.    5.25%    8/15/2022     14,262   15,260,340 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Media (continued)                     
                      
Videotron Ltd. (Canada)(a)    6.375%    12/15/2015    $1,448  $1,453,430 
Videotron Ltd. (Canada)(a)    9.125%    4/15/2018     1,476   1,520,280 
WideOpenWest Finance LLC/WideOpenWest Capital Corp.   10.25%    7/15/2019     59,222   62,923,375 
Total                   119,078,880 
                      
Merchandising 0.06%                     
                      
Kemet Corp.   10.50%    5/1/2018     20,900   21,527,000 
                      
Metal Fabricating 0.15%                     
                      
Edgen Murray Corp.    8.75%    11/1/2020     32,644   35,785,985 
Glencore Canada Corp. (Canada)(a)    5.50%    6/15/2017     7,605   8,173,443 
Glencore Canada Corp. (Canada)(a)    6.00%    10/15/2015     11,061   11,382,278 
Total                   55,341,706 
                      
Metals & Minerals: Miscellaneous 0.85%                     
                      
Anglo American Capital plc (United Kingdom)†(a)    1.203%#    4/15/2016     11,250   11,246,490 
AngloGold Ashanti Holdings plc (Isle Of Man)(a)    8.50%    7/30/2020     6,361   7,036,220 
Barrick Gold Corp. (Canada)(a)    2.90%    5/30/2016     1,808   1,823,272 
Barrick Gold Corp. (Canada)(a)    6.95%    4/1/2019     9,650   11,198,256 
Glencore Finance Canada Ltd. (Canada)†(a)    2.05%    10/23/2015     71,906   72,301,339 
Glencore Finance Canada Ltd. (Canada)†(a)    3.60%    1/15/2017     49,100   50,745,488 
KGHM International Ltd. (Canada)†(a)    7.75%    6/15/2019     27,133   28,150,488 
Kinross Gold Corp. (Canada)(a)    3.625%    9/1/2016     77,312   78,052,726 
New Gold, Inc. (Canada)†(a)    7.00%    4/15/2020     44,894   46,633,643 
Total                   307,187,922 
                      
Miscellaneous 0.06%                     
                      
Majapahit Holding BV (Netherlands)†(a)    7.75%    10/17/2016     8,215   8,954,350 
NextEra Energy Capital Holdings, Inc.   7.875%    12/15/2015     11,250   11,869,200 
Total                   20,823,550 
                      
Natural Gas 0.34%                     
                      
Bill Barrett Corp.   7.625%    10/1/2019     3,169   3,117,504 
Kinder Morgan, Inc.   7.00%    6/15/2017     44,646   49,637,423 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Natural Gas (continued)                     
                      
Kinder Morgan, Inc.   7.25%    6/1/2018    $52,520  $60,013,606 
SourceGas LLC   5.90%    4/1/2017     3,180   3,409,240 
Southern Star Central Gas Pipeline, Inc.   6.00%    6/1/2016     2,965   3,104,877 
Tennessee Gas Pipeline Co. LLC   7.50%    4/1/2017     4,425   4,930,255 
Total                   124,212,905 
                      
Oil 2.60%                     
                      
Afren plc (United Kingdom)†(a)    6.625%    12/9/2020     8,300   3,353,200 
Afren plc (United Kingdom)†(a)    10.25%    4/8/2019     11,300   4,621,700 
Afren plc (United Kingdom)†(a)    11.50%    2/1/2016     17,250   7,377,825 
Alliance Oil Co., Ltd. (Russia)†(a)    9.875%    3/11/2015     3,000   2,175,000 
Antero Resources Finance Corp.   6.00%    12/1/2020     8,336   8,565,240 
BP Capital Markets plc (United Kingdom)(a)    0.608%#    2/10/2017     39,490   39,546,076 
BP Capital Markets plc (United Kingdom)(a)    1.674%    2/13/2018     14,696   14,753,373 
BreitBurn Energy Partners LP/BreitBurn Finance Corp.   8.625%    10/15/2020     19,546   16,125,450 
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%    5/15/2019     28,636   31,247,918 
Chaparral Energy, Inc.   8.25%    9/1/2021     18,815   14,675,700 
Chaparral Energy, Inc.   9.875%    10/1/2020     31,305   25,670,100 
CNPC General Capital Ltd. (China)†(a)    1.157%#    5/14/2017     27,800   27,854,988 
CNPC General Capital Ltd. (China)†(a)    1.45%    4/16/2016     16,600   16,614,973 
CNPC General Capital Ltd. (China)†(a)    2.75%    4/19/2017     9,800   9,975,979 
Concho Resources, Inc.   6.50%    1/15/2022     2,464   2,630,320 
Continental Resources, Inc.   7.125%    4/1/2021     103,099   108,382,824 
Continental Resources, Inc.   7.375%    10/1/2020     85,836   90,664,275 
DCP Midstream LLC   9.75%    3/15/2019     35,977   39,896,334 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)    2.803%    12/30/2016     10,000   10,000,610 
Energy XXI Gulf Coast, Inc.   7.75%    6/15/2019     31,436   16,818,260 
Gulf South Pipeline Co. LP   6.30%    8/15/2017     1,300   1,403,875 
Harvest Operations Corp. (Canada)†(a)    2.125%    5/14/2018     4,800   4,828,483 
Hiland Partners LP/Hiland Partners Finance Corp.   5.50%    5/15/2022     12,360   12,916,200 
Hiland Partners LP/Hiland Partners Finance Corp.    7.25%    10/1/2020     34,831   38,227,022 
Hilcorp Energy I LP/Hilcorp Finance Co.    7.625%    4/15/2021     28,599   29,957,452 
Hilcorp Energy I LP/Hilcorp Finance Co.    8.00%    2/15/2020     46,335   47,725,050 
Kodiak Oil & Gas Corp.   5.50%    1/15/2021     34,867   35,390,005 
Kodiak Oil & Gas Corp.   5.50%    2/1/2022     22,783   23,124,745 
Kodiak Oil & Gas Corp.   8.125%    12/1/2019     54,024   56,590,140 
MEG Energy Corp. (Canada)†(a)    6.50%    3/15/2021     15,374   14,951,215 
Noble Holding International Ltd.   3.45%    8/1/2015     13,450   13,561,770 
Panhandle Eastern Pipeline Co. LP   7.00%    6/15/2018     9,427   10,715,530 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%    4/12/2017     3,250   1,482,488 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil (continued)                     
                      
Petroleos de Venezuela SA (Venezuela)†(a)    8.50%    11/2/2017    $5,000  $3,308,000 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)    5.832%    9/30/2016     6,254   6,503,640 
Rosneft Finance SA (Luxembourg)†(a)    7.875%    3/13/2018     10,100   9,826,290 
Rosneft Oil Co. via Rosneft International Finance Ltd. (Ireland)†(a)    3.149%    3/6/2017     22,300   20,385,991 
Seadrill Ltd.    6.125%    9/15/2017     5,000   4,393,750 
Seven Generations Energy Ltd. (Canada)†(a)    8.25%    5/15/2020     19,101   19,912,793 
Seventy Seven Operating LLC   6.625%    11/15/2019     29,950   24,184,625 
Sinopec Capital 2013 Ltd.    1.25%    4/24/2016     9,600   9,588,854 
Sinopec Group Overseas Development 2013 Ltd.    2.50%    10/17/2018     19,500   19,715,339 
Sinopec Group Overseas Development 2014 Ltd.    1.032%#    4/10/2017     37,800   37,740,049 
Whiting Petroleum Corp.   6.50%    10/1/2018     805   823,113 
Woodside Finance Ltd. (Australia)†(a)    8.75%    3/1/2019     2,850   3,501,393 
Total                   941,707,957 
                      
Oil: Crude Producers 1.88%                     
                      
Access Midstream Partners LP/ACMP Finance Corp.   5.875%    4/15/2021     176,793   185,287,727 
AK Transneft OJSC via TransCapitalInvest Ltd.
(Ireland)†(a)
   8.70%    8/7/2018     4,800   4,968,000 
Anadarko Petroleum Corp.   8.70%    3/15/2019     1,480   1,809,045 
Cimarex Energy Co.   5.875%    5/1/2022     9,562   10,183,530 
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.   7.75%    4/1/2019     38,916   40,715,865 
Enbridge Energy Partners LP   5.20%    3/15/2020     11,550   12,663,351 
Enbridge Energy Partners LP   6.50%    4/15/2018     3,525   3,949,526 
Enbridge Energy Partners LP   9.875%    3/1/2019     46,537   58,439,210 
EnLink Midstream Partners LP/EnLink Midstream Finance Corp.   7.125%    6/1/2022     85,409   97,579,783 
EPL Oil & Gas, Inc.   8.25%    2/15/2018     8,376   6,051,660 
Florida Gas Transmission Co. LLC    7.90%    5/15/2019     1,000   1,193,800 
Genesis Energy LP/Genesis Energy Finance Corp.   7.875%    12/15/2018     21,031   21,819,663 
Gulfstream Natural Gas System LLC    5.56%    11/1/2015     12,760   13,106,396 
Kinder Morgan Finance Co. LLC   5.70%    1/5/2016     423   438,414 
Midcontinent Express Pipeline LLC    6.70%    9/15/2019     31,457   34,366,773 
OGX Austria GmbH (Austria)†(a)(b)    8.50%    6/1/2018     31,150   236,740 
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp.   8.375%    6/1/2020     28,798   31,893,785 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil: Crude Producers (continued)                     
                      
Regency Energy Partners LP/Regency Energy Finance Corp.    8.375%    6/1/2019    $26,507  $28,097,420 
Sabine Oil & Gas Corp.   7.25%    6/15/2019     27,646   9,313,246 
Sabine Pass LNG LP   6.50%    11/1/2020     16,300   16,911,250 
Southern Natural Gas Co. LLC    5.90%    4/1/2017     4,400   4,754,160 
Southwestern Energy Co.   3.30%    1/23/2018     13,837   14,039,698 
Southwestern Energy Co.   4.05%    1/23/2020     34,592   35,478,212 
Sunoco Logistics Partners Operations LP   6.125%    5/15/2016     2,900   3,016,371 
Sunoco, Inc.   5.75%    1/15/2017     12,908   13,832,342 
W&T Offshore, Inc.   8.50%    6/15/2019     42,864   29,790,480 
Total                   679,936,447 
                      
Oil: Integrated Domestic 1.33%                     
                      
Buckeye Partners LP   4.875%    2/1/2021     8,650   9,196,645 
Buckeye Partners LP   6.05%    1/15/2018     8,670   9,544,543 
Carrizo Oil & Gas, Inc.   8.625%    10/15/2018     37,541   39,230,345 
Colorado Interstate Gas Co. LLC   6.80%    11/15/2015     49,238   51,207,323 
El Paso Pipeline Partners Operating Co. LLC   4.10%    11/15/2015     10,915   11,150,600 
El Paso Pipeline Partners Operating Co. LLC   6.50%    4/1/2020     48,250   55,531,408 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.50%    11/15/2020     31,206   33,136,715 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.625%    5/1/2021     59,641   62,921,255 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.75%    2/1/2022     29,591   31,292,483 
Korea National Oil Corp. (South Korea)†(a)    2.75%    1/23/2019     10,000   10,198,160 
Korea National Oil Corp. (South Korea)†(a)    2.875%    11/9/2015     30,455   30,903,145 
Newfield Exploration Co.   6.875%    2/1/2020     82,103   84,771,348 
Rowan Cos., Inc.   7.875%    8/1/2019     30,676   34,221,195 
Texas Gas Transmission LLC   4.60%    6/1/2015     17,542   17,677,266 
Total                   480,982,431 
                      
Oil: Integrated International 0.89%                     
                      
Petrobras Global Finance BV (Netherlands)(a)    1.881%#    5/20/2016     24,300   23,145,750 
Petrobras Global Finance BV (Netherlands)(a)    2.393%#    1/15/2019     45,740   39,107,700 
Petrobras Global Finance BV (Netherlands)(a)    2.603%#    3/17/2017     74,878   68,326,175 
Petrobras Global Finance BV (Netherlands)(a)    3.50%    2/6/2017     3,955   3,721,655 
Petrobras Global Finance BV (Netherlands)(a)    3.875%    1/27/2016     14,450   14,235,851 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated International (continued)                     
                      
Petroleos Mexicanos (Mexico)(a)    2.277%#    7/18/2018    $14,600  $15,012,888 
Transocean, Inc.   6.375%    12/15/2021     51,463   45,475,692 
Weatherford International Ltd.   9.625%    3/1/2019     101,124   114,310,266 
Total                   323,335,977 
                      
Paper & Forest Products 0.33%                     
                      
Cascades, Inc. (Canada)(a)    7.875%    1/15/2020     37,586   39,371,335 
Exopack Holding Corp.    10.00%    6/1/2018     48,575   51,489,500 
Mercer International, Inc. (Canada)†(a)    7.00%    12/1/2019     26,900   28,177,750 
Total                   119,038,585 
                      
Production Technology Equipment 0.03%                     
                      
CNOOC Finance 2013 Ltd. (Hong Kong)(a)    1.75%    5/9/2018     9,700   9,573,357 
                      
Publishing 0.00%                     
                      
21st Century Fox America, Inc.   7.60%    10/11/2015     1,118   1,162,585 
                      
Radio & TV Broadcasters 0.00%                     
                      
Sky plc (United Kingdom)†(a)    9.50%    11/15/2018     1,389   1,728,695 
                      
Real Estate Investment Trusts 1.53%                     
                      
American Tower Corp.   7.25%    5/15/2019     53,915   62,920,584 
ARC Properties Operating Partnership LP   2.00%    2/6/2017     59,135   57,661,711 
ARC Properties Operating Partnership LP   3.00%    2/6/2019     101,339   97,088,640 
Boston Properties LP   5.625%    11/15/2020     781   902,215 
DDR Corp.   7.50%    7/15/2018     1,880   2,194,310 
DDR Corp.   9.625%    3/15/2016     5,940   6,446,991 
Digital Realty Trust LP   4.50%    7/15/2015     14,444   14,504,087 
Digital Realty Trust LP   5.875%    2/1/2020     77,543   87,438,805 
EPR Properties   7.75%    7/15/2020     55,974   67,702,288 
Goodman Funding Pty Ltd. (Australia)†(a)    6.375%    11/12/2020     4,935   5,743,846 
Healthcare Realty Trust, Inc.   5.75%    1/15/2021     4,623   5,213,057 
Healthcare Realty Trust, Inc.   6.50%    1/17/2017     18,080   19,721,140 
Hospitality Properties Trust   6.30%    6/15/2016     22,135   22,981,309 
Hospitality Properties Trust   6.70%    1/15/2018     4,560   5,026,730 
Iron Mountain, Inc.   8.375%    8/15/2021     17,334   18,101,029 
Kilroy Realty LP   4.80%    7/15/2018     21,148   22,762,988 
Liberty Property LP   5.125%    3/2/2015     2,245   2,245,000 
Potlatch Corp.   6.95%    12/15/2015     1,500   1,569,375 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Real Estate Investment Trusts (continued)                     
                      
Reckson Operating Partnership LP   6.00%    3/31/2016    $6,716  $7,028,751 
SL Green Realty Corp.   5.00%    8/15/2018     11,525   12,383,566 
SL Green Realty Corp.   7.75%    3/15/2020     27,629   33,133,084 
UDR, Inc.   5.25%    1/15/2016     624   645,933 
Total                   553,415,439 
                      
Restaurants 0.26%                     
                      
Darden Restaurants, Inc.   6.45%    10/15/2017     83,936   93,301,243 
                      
Retail 1.20%                     
                      
Academy Ltd./Academy Finance Corp.    9.25%    8/1/2019     11,601   12,297,060 
Chinos Intermediate Holdings Class A, Inc. PIK    7.75%    5/1/2019     71,738   63,488,130 
DBP Holding Corp.    7.75%    10/15/2020     16,625   15,295,000 
Dollar General Corp.   4.125%    7/15/2017     24,574   25,797,515 
Family Tree Escrow LLC    5.25%    3/1/2020     4,923   5,169,150 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK    7.50%    8/1/2018     18,532   19,041,630 
New Academy Finance Co. LLC/New Academy Finance Corp. PIK    8.00%    6/15/2018     45,084   44,971,290 
Party City Holdings, Inc.   8.875%    8/1/2020     25,646   28,146,485 
PETCO Holdings, Inc. PIK    8.50%    10/15/2017     23,322   24,079,965 
QVC, Inc.    7.375%    10/15/2020     188,669   197,159,105 
Total                   435,445,330 
                      
Retail: Specialty 0.07%                     
                      
Petco Animal Supplies, Inc.    9.25%    12/1/2018     25,704   26,989,200 
                      
Savings & Loan 0.44%                     
                      
Amsouth Bank   5.20%    4/1/2015     47,494   47,669,728 
Santander Holdings USA, Inc.   3.00%    9/24/2015     72,486   73,178,604 
Santander Holdings USA, Inc.   4.625%    4/19/2016     35,488   36,825,223 
Total                   157,673,555 
                      
Security Services 0.08%                     
                      
Smith & Wesson Holding Corp.   5.00%    7/15/2018     2,100   2,059,323 
Smith & Wesson Holding Corp.   5.875%    6/15/2017     24,700   25,132,250 
Total                   27,191,573 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Steel 0.40%                     
                      
Allegheny Technologies, Inc.   9.375%    6/1/2019    $51,656  $62,306,227 
Glencore Funding LLC   1.421%#    5/27/2016     27,700   27,809,886 
Glencore Funding LLC   1.613%#    1/15/2019     4,400   4,379,483 
Glencore Funding LLC   1.70%    5/27/2016     36,440   36,584,412 
GTL Trade Finance, Inc.   7.25%    10/20/2017     676   738,530 
Vale Overseas Ltd. (Brazil)(a)    6.25%    1/11/2016     14,390   14,959,844 
Total                   146,778,382 
                      
Technology 0.60%                     
                      
Alibaba Group Holding Ltd. (China)†(a)    1.625%    11/28/2017     38,570   38,576,364 
Alibaba Group Holding Ltd. (China)†(a)    2.50%    11/28/2019     63,412   63,060,888 
Baidu, Inc. (China)(a)    2.25%    11/28/2017     18,800   18,910,431 
Baidu, Inc. (China)(a)    2.75%    6/9/2019     14,800   14,845,258 
Baidu, Inc. (China)(a)    3.25%    8/6/2018     14,500   14,956,242 
Fiserv, Inc.   6.80%    11/20/2017     11,450   12,950,168 
Tencent Holdings Ltd. (China)†(a)    2.00%    5/2/2017     14,800   14,837,518 
Tencent Holdings Ltd. (China)†(a)    3.375%    5/2/2019     25,350   26,059,217 
Tencent Holdings Ltd. (China)†(a)    4.625%    12/12/2016     13,100   13,761,773 
Total                   217,957,859 
                      
Telecommunications 1.24%                     
                      
Altice Financing SA (Luxembourg)†(a)    7.875%    12/15/2019     18,028   19,244,890 
AT&T, Inc.   1.60%    2/15/2017     21,190   21,249,332 
AT&T, Inc.   2.40%    8/15/2016     21,994   22,360,816 
AT&T, Inc.   2.95%    5/15/2016     25,997   26,550,450 
Block Communications, Inc.   7.25%    2/1/2020     18,453   19,191,120 
Cincinnati Bell, Inc.   8.75%    3/15/2018     48,882   50,055,168 
Claro SA (Brazil)(a)    7.50%    1/27/2020     26,663   27,609,536 
Consolidated Communications, Inc.   10.875%    6/1/2020     51,381   58,124,756 
Embarq Corp.   7.082%    6/1/2016     7,899   8,448,968 
Intelsat Jackson Holdings SA (Luxembourg)(a)    7.25%    4/1/2019     49,565   51,485,644 
Intelsat Jackson Holdings SA (Luxembourg)(a)    7.25%    10/15/2020     18,800   19,599,000 
Level 3 Communications, Inc.   8.875%    6/1/2019     24,315   25,865,081 
Qwest Corp.   7.625%    6/15/2015     500   508,021 
Sable International Finance Ltd.   8.75%    2/1/2020     26,880   29,164,800 
Turk Telekomunikasyon AS (Turkey)†(a)    3.75%    6/19/2019     26,650   26,799,906 
UPCB Finance III Ltd.   6.625%    7/1/2020     18,825   19,742,719 
Vimpel Communications OJSC via UBS Luxembourg SA (Luxembourg)†(a)    8.25%    5/23/2016     13,400   13,774,798 
VimpelCom Holdings BV (Netherlands)†(a)    5.20%    2/13/2019     4,800   4,234,560 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Telecommunications (continued)                     
                      
Windstream Corp.   8.125%    9/1/2018    $4,575  $4,786,594 
Total                   448,796,159 
                      
Telephone-Long Distance 0.05%                     
                      
America Movil SAB de CV (Mexico)(a)    1.241%#    9/12/2016     19,400   19,553,920 
                      
Textile Products 0.17%                     
                      
Mohawk Industries, Inc.   6.125%    1/15/2016     12,310   12,840,733 
Polymer Group, Inc.   7.75%    2/1/2019     46,312   48,396,040 
Total                   61,236,773 
                      
Tobacco 0.07%                     
                      
Reynolds American, Inc.   6.75%    6/15/2017     2,074   2,306,576 
Reynolds American, Inc.   7.75%    6/1/2018     20,319   23,704,207 
Total                   26,010,783 
                      
Transportation: Miscellaneous 0.33%                     
                      
Air Medical Group Holdings, Inc.   9.25%    11/1/2018     29,765   31,402,075 
Asciano Finance Ltd. (Australia)†(a)    3.125%    9/23/2015     24,966   25,244,995 
Kazakhstan Temir Zholy Finance BV (Netherlands)(a)    7.00%    5/11/2016     12,700   13,287,375 
Marquette Transportation Co. LLC/Marquette Transportation Finance Corp.   10.875%    1/15/2017     37,970   39,298,950 
Transnet SOC Ltd. (South Africa)†(a)    4.50%    2/10/2016     9,600   9,843,610 
Total                   119,077,005 
                      
Truckers 0.08%                     
                      
Con-way, Inc.   7.25%    1/15/2018     25,232   28,586,115 
                      
Utilities 0.22%                     
                      
Origin Energy Finance Ltd. (Australia)†(a)    3.50%    10/9/2018     55,120   56,081,624 
Public Service Co. of New Mexico   7.95%    5/15/2018     19,955   23,443,513 
Total                   79,525,137 
                      
Utilities: Electrical 0.11%                     
                      
Israel Electric Corp. Ltd. (Israel)†(a)    6.70%    2/10/2017     16,600   17,886,500 
Israel Electric Corp. Ltd. (Israel)†(a)    7.25%    1/15/2019     4,500   5,141,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Utilities: Electrical (continued)                     
                      
Jersey Central Power & Light Co.   5.625%    5/1/2016    $8,750  $9,171,715 
Jersey Central Power & Light Co.   7.35%    2/1/2019     300   354,377 
SCANA Corp.   6.25%    4/1/2020     6,080   6,970,526 
Total                   39,524,368 
                      
Wholesale 0.12%                     
                      
Interline Brands, Inc. PIK   10.00%    11/15/2018     40,594   42,826,670 
Total Corporate Bonds (cost $15,350,879,947)                   15,221,901,501 
                      
FLOATING RATE LOANS(c) 5.26%                     
                      
Aerospace/Defense 0.46%                     
                      
Alliant Techsystems, Inc. Term Loan A   2.172%    11/1/2018     30,411   30,347,704 
Alliant Techsystems, Inc. Term Loan B   3.50%    11/1/2020     26,971   27,032,751 
Delos Finance S.A.R.L. Term Loan (Luxembourg)(a)    3.50%    3/6/2021     95,105   95,263,350 
DigitalGlobe, Inc. Term Loan   3.75%    1/31/2020     16,014   16,026,844 
Total                   168,670,649 
                      
Apparel 0.04%                     
                      
PVH Corp. Tranche B Term Loan   3.25%    2/13/2020     13,066   13,157,020 
                      
Banks: Money Center 0.07%                     
                      
Ocwen Loan Servicing Initial Term Loan   5.00%    2/15/2018     27,582   26,474,003 
                      
Chemicals 0.03%                     
                      
Celanese US Holdings LLC Dollar Term Loan C3   2.421%    10/31/2018     12,764   12,821,912 
                      
Consumer Products 0.08%                     
                      
Hanesbrands, Inc. Initial New EUR Term Loan(d)    3.50%    8/27/2021    EUR25,153   28,341,077 
                      
Containers 0.03%                     
                      
Owens-Brockway Glass Container, Inc. Tranche B Term Loan   1.921%    5/19/2016    $9,305   9,305,357 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Energy Equipment & Services 0.06%                     
                      
Crestwood Holdings LLC Term Loan B1   7.00%    6/19/2019    $12,646  $11,937,604 
Fieldwood Energy LLC 2nd Lien Closing Date Term Loan   8.375%    9/30/2020     1,824   1,405,167 
Offshore Group Investment Ltd. 2nd Term Loan   5.75%    3/28/2019     5,735   3,560,071 
Templar Energy LLC 2nd Lien New Term Loan   8.50%    11/25/2020     7,322   5,692,855 
Total                   22,595,697 
                      
Food 0.27%                     
                      
Aramark Corp. Term Loan E   3.25%    9/7/2019     49,206   49,199,896 
Big Heart Pet Brands Initial Term Loan   3.50%    3/9/2020     44,471   44,461,884 
New HB Acquisition LLC Term Loan B   6.75%    4/9/2020     4,213   4,300,080 
Total                   97,961,860 
                      
Gaming 0.64%                     
                      
Las Vegas Sands LLC Term Loan B   3.25%    12/19/2020     125,130   125,312,605 
Seminole Tribe of Florida Initial Term Loan   3.00%    4/29/2020     107,836   107,903,579 
Total                   233,216,184 
                      
Health Care 1.17%                     
                      
Actavis, Inc. 3 Year Term Loan   1.672%    10/1/2016     5,094   5,083,989 
Actavis, Inc. 5 Year Term Loan A   1.797%    8/1/2018     7,919   7,904,437 
Actavis, Inc. Term Loan A1   1.922%    10/31/2017     5,126   5,119,280 
Amgen, Inc. Term Loan   1.255%    9/18/2018     70,732   70,643,807 
Ardent Medical Services, Inc. 2nd Lien Term Loan   11.00%    1/2/2019     5,464   5,505,295 
Capsugel Holdings US, Inc. Initial Term Loan   3.50%    8/1/2018     10,996   10,978,613 
Express Scripts Holding Co. Term Loan   1.922%    8/29/2016     20,530   20,495,990 
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   1.63%    10/30/2017     47,999   48,019,390 
Fresenius US Finance I, Inc. Tranche B Term Loan (Germany)(a)    2.211%    8/7/2019     98,578   98,762,469 
Mallinckrodt International Finance SA Incremental Term Loan B1 (Luxembourg)(a)    3.50%    3/19/2021     13,383   13,381,150 
Mallinckrodt International Finance SA Initial Term Loan B (Luxembourg)(a)    3.25%    3/19/2021     63,402   63,188,213 
PharMedium Healthcare Corp. 2nd Lien Initial Term Loan   7.75%    1/28/2022     7,415   7,415,000 
Thermo Fisher Scientific, Inc. Committed Term Loan   1.641%    1/31/2017     67,101   67,058,619 
Total                   423,556,252 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Health Care Products 0.11%                     
                      
Biomet, Inc. Dollar Term Loan B2   3.671%    7/25/2017    $40,639  $40,656,002 
                      
Leisure 0.01%                     
                      
ROC Finance LLC Funded Term Loan B   5.00%    6/20/2019     2,963   2,823,011 
                      
Media 0.63%                     
                      
AMC Networks, Inc. Term Loan A   1.921%    12/16/2019     135,894   135,112,140 
Charter Communications Operating LLC Term Loan E   3.00%    7/1/2020     40,277   40,212,610 
CSC Holdings LLC Term Loan B   2.672%    4/17/2020     44,198   44,096,769 
Quebecor Media, Inc. Facility Tranche B1 Term Loan (Canada)(a)    3.25%    8/17/2020     9,941   9,760,441 
Total                   229,181,960 
                      
Metals & Minerals: Miscellaneous 0.04%                     
                      
American Rock Salt Co. LLC 2nd Lien Delayed Draw Term Loan   8.00%    5/20/2022     13,770   13,757,125 
                      
Services 0.36%                     
                      
Advantage Sales & Marketing, Inc. 2nd Lien Term Loan   7.50%    7/25/2022     12,637   12,640,918 
Hertz Corp. (The) Letter of Credit Term Loan   1.00%    3/11/2018     37,237   36,864,756 
Kasima LLC Term Loan   3.25%    5/17/2021     69,278   69,191,609 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%    6/9/2021     12,877   12,683,428 
Total                   131,380,711 
                      
Technology 0.49%                     
                      
Avago Technologies Cayman Ltd. Term Loan   3.75%    5/6/2021     113,725   114,016,521 
Sensata Technologies B.V. Term Loan   3.25%    5/12/2019     24,863   24,963,193 
Sensata Technologies B.V. Third Amendment Term Loan (Netherlands)(a)    3.50%    10/14/2021     36,903   37,132,969 
Total                   176,112,683 
                      
Telecommunications 0.47%                     
                      
Activision Blizzard, Inc. Term Loan   3.25%    10/12/2020     122,814   123,303,315 
American Tower Corp. Term Loan A   1.43%    1/3/2019     47,125   47,007,188 
Total                   170,310,503 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Utilities 0.30%                     
                      
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%    8/21/2020    $25,515  $25,897,357 
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%    12/19/2020     15,299   15,528,853 
Panda Sherman Power LLC Advance Construction Term Loan   9.00%    9/14/2018     9,241   9,287,704 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%    4/3/2019     17,295   17,100,431 
Texas Competitive Electric Holdings Co. LLC DIP 2014 Delayed Draw Term Loan   3.75%    5/5/2016     22,533   22,688,077 
Windsor Financing LLC Facility B Term Loan   6.25%    12/5/2017     17,256   17,342,169 
Total                   107,844,591 
Total Floating Rate Loans (cost $1,917,241,944)                1,908,166,597 
                      
FOREIGN BONDS(d) 0.07%                     
                      
France 0.01%                     
                      
Europcar Groupe SA    9.375%    4/15/2018    EUR2,625   3,085,586 
                      
Italy 0.00%                     
                      
Zobele Holding SpA    7.875%    2/1/2018    EUR200   227,608 
                      
Luxembourg 0.02%                     
                      
Matterhorn Mobile SA    6.75%    5/15/2019    CHF7,820   8,653,800 
                      
United Kingdom 0.04%                     
                      
Old Mutual plc   7.125%    10/19/2016    GBP2,174   3,641,858 
R&R Ice Cream plc PIK    9.25%    5/15/2018    EUR9,176   10,474,594 
Total                   14,116,452 
Total Foreign Bonds (cost $29,755,446)                   26,083,446 
                      
FOREIGN GOVERNMENT OBLIGATIONS(a) 0.33%                 
                      
Argentina 0.03%                     
                      
City of Buenos Aires    9.95%    3/1/2017    $8,100   8,464,500 
Provincia de Neuquen    7.875%    4/26/2021     2,504   2,479,158 
Total                   10,943,658 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Brazil 0.02%                     
                      
Federal Republic of Brazil   8.00%    1/15/2018    $7,767  $8,407,417 
                      
Dominican Republic 0.03%                     
                      
Dominican Republic    9.04%    1/23/2018     9,102   9,921,538 
                      
Gabon 0.00%                     
                      
Republic of Gabon    6.375%    12/12/2024     (e)  252 
                      
Ghana 0.05%                     
                      
Republic of Ghana    8.50%    10/4/2017     16,925   17,699,319 
                      
Indonesia 0.05%                     
                      
Perusahaan Penerbit SBSN    4.00%    11/21/2018     5,800   6,119,000 
Republic of Indonesia    6.875%    1/17/2018     11,823   13,419,105 
Total                   19,538,105 
                      
Mexico 0.01%                     
                      
United Mexican States   6.625%    3/3/2015     4,950   4,950,000 
                      
Mongolia 0.02%                     
                      
Republic of Mongolia    4.125%    1/5/2018     5,800   5,408,500 
                      
Peru 0.05%                     
                      
Republic of Peru   7.125%    3/30/2019     10,000   12,000,000 
Republic of Peru   8.375%    5/3/2016     3,900   4,231,500 
Total                   16,231,500 
                      
Philippines 0.02%                     
                      
Republic of Philippines   8.875%    3/17/2015     5,845   5,874,225 
                      
Poland 0.04%                     
                      
Republic of Poland   5.00%    10/19/2015     15,000   15,458,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
South Africa 0.01%                     
                      
ZAR Sovereign Capital Fund    3.903%    6/24/2020    $3,800  $3,899,750 
Total Foreign Government Obligations (cost $116,941,173)         118,332,514 
                      
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.96% 
                      
Federal Home Loan Mortgage Corp. 2011-K704 B    4.533%#    10/25/2030     47,674   51,226,619 
Federal Home Loan Mortgage Corp. 2012-K705 C    4.162%#    9/25/2044     4,165   4,316,042 
Federal Home Loan Mortgage Corp. 2012-K706 B    4.027%#    11/25/2044     6,835   7,216,102 
Federal Home Loan Mortgage Corp. 2012-K707 B    3.883%#    1/25/2047     6,970   7,291,404 
Federal Home Loan Mortgage Corp. 2012-K708 C    3.759%#    2/25/2045     6,800   6,949,308 
Federal Home Loan Mortgage Corp. 2012-K709 B    3.741%#    4/25/2045     30,375   31,814,213 
Federal Home Loan Mortgage Corp. 2012-K709 C    3.741%#    4/25/2045     8,343   8,506,614 
Federal Home Loan Mortgage Corp. 2012-K710 B    3.819%#    6/25/2047     11,400   11,926,902 
Federal Home Loan Mortgage Corp. 2012-K711 B    3.562%#    8/25/2045     16,534   17,202,618 
Federal Home Loan Mortgage Corp. 2012-K711 C    3.562%#    8/25/2045     20,300   20,469,891 
Federal Home Loan Mortgage Corp. 2013-K502 C    3.188%#    3/25/2045     5,000   5,088,580 
Federal Home Loan Mortgage Corp. 2013-K712 B    3.368%#    5/25/2045     12,100   12,410,093 
Federal Home Loan Mortgage Corp. 2013-K713 B    3.165%#    4/25/2046     34,895   35,447,737 
Federal Home Loan Mortgage Corp. 2014-K503 B    3.009%#    10/25/2047     37,094   37,490,553 
Federal Home Loan Mortgage Corp. K503 X1 IO   0.63%#    8/25/2019     301,192   6,311,771 
Government National Mortgage Assoc. 2013-162 A   2.75%    9/16/2046     13,657   13,657,044 
Government National Mortgage Assoc. 2013-171 IO   1.141%#    6/16/2054     58,765   5,118,433 
Government National Mortgage Assoc. 2013-193 IO   1.12%#    1/16/2055     135,659   11,611,148 
Government National Mortgage Assoc. 2014-109 A   2.325%    1/16/2046     62,138   63,109,848 
Government National Mortgage Assoc. 2014-112 A   3.00%#    1/16/2048     27,244   28,159,655 
Government National Mortgage Assoc. 2014-135 AS   2.30%    2/16/2047     22,106   22,172,965 
Government National Mortgage Assoc. 2014-143 A   3.05%#    2/16/2048     4,867   4,930,415 
Government National Mortgage Assoc. 2014-15 IO   1.059%#    8/16/2054     73,927   5,803,418 
Government National Mortgage Assoc. 2014-164 AK   2.90%#    3/16/2055     19,634   20,122,886 
Government National Mortgage Assoc. 2014-172 A   3.05%    1/16/2049     14,744   15,183,987 
Government National Mortgage Assoc. 2014-186 AP   2.80%    4/16/2050     49,870   50,334,816 
Government National Mortgage Assoc. 2014-64 A   2.20%    2/16/2045     18,166   18,290,181 
Government National Mortgage Assoc. 2014-64 IO   1.308%#    12/16/2054     75,445   6,916,982 
Government National Mortgage Assoc. 2014-70 A   2.50%    3/16/2049     9,523   9,641,967 
Government National Mortgage Assoc. 2014-78 A   2.20%    4/16/2047     15,809   15,888,736 
Government National Mortgage Assoc. 2014-78 IO   1.001%#    3/16/2056     82,692   6,214,342 
Government National Mortgage Assoc. 2015-19 AD   2.90%    10/16/2055     49,500   50,260,345 
Government National Mortgage Assoc. 2015-22 AS   2.90%    1/16/2049     48,947   49,966,092 
Government National Mortgage Assoc. MO 1   1.00%#    12/1/2044     49,411   49,893,528 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $705,964,992)   710,945,235 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 4.25%    
                      
Federal Home Loan Mortgage Corp.   2.155%#    6/1/2043    $54,474  $55,485,578 
Federal Home Loan Mortgage Corp.   2.202%#    6/1/2038     10,322   10,958,781 
Federal Home Loan Mortgage Corp.   2.251%#    12/1/2037     12,842   13,687,624 
Federal Home Loan Mortgage Corp.   2.267%#    11/1/2038     46,854   49,920,695 
Federal Home Loan Mortgage Corp.   2.271%#    2/1/2038     13,088   13,956,482 
Federal Home Loan Mortgage Corp.   2.274%#    12/1/2035     9,338   9,941,161 
Federal Home Loan Mortgage Corp.   2.279%#    4/1/2037     24,264   25,765,997 
Federal Home Loan Mortgage Corp.   2.299%#    7/1/2034     33,583   35,731,869 
Federal Home Loan Mortgage Corp.   2.309%#    12/1/2036     36,624   39,224,388 
Federal Home Loan Mortgage Corp.   2.314%#    9/1/2037     10,883   11,624,801 
Federal Home Loan Mortgage Corp.   2.321%#    10/1/2038     15,910   17,020,728 
Federal Home Loan Mortgage Corp.   2.331%#    2/1/2035     76,208   81,072,210 
Federal Home Loan Mortgage Corp.   2.349%#    5/1/2037     16,219   17,324,331 
Federal Home Loan Mortgage Corp.   2.353%#    10/1/2039     27,417   29,142,149 
Federal Home Loan Mortgage Corp.   2.356%#    6/1/2041     10,287   11,023,631 
Federal Home Loan Mortgage Corp.    2.359%#    3/1/2038 - 6/1/2038     20,537   21,891,896 
Federal Home Loan Mortgage Corp.   2.37%    10/1/2035     10,349   11,037,493 
Federal Home Loan Mortgage Corp.   2.373%#    5/1/2036     14,128   15,053,749 
Federal Home Loan Mortgage Corp.   2.425%#    9/1/2035     11,956   12,773,957 
Federal Home Loan Mortgage Corp.   2.489%#    9/1/2036     32,900   35,370,704 
Federal Home Loan Mortgage Corp.   2.508%#    12/1/2039     23,810   25,318,098 
Federal Home Loan Mortgage Corp.   2.543%#    2/1/2037     14,739   15,836,556 
Federal Home Loan Mortgage Corp.   2.631%#    12/1/2035     11,946   12,843,611 
Federal Home Loan Mortgage Corp.   3.099%#    10/1/2043     11,095   11,474,537 
Federal Home Loan Mortgage Corp.   3.16%#    11/1/2043     10,420   10,887,067 
Federal National Mortgage Assoc.   1.90%#    6/1/2038     9,733   10,366,336 
Federal National Mortgage Assoc.   1.922%#    7/1/2035     44,262   46,617,704 
Federal National Mortgage Assoc.   2.021%#    2/1/2036     19,890   21,080,347 
Federal National Mortgage Assoc.   2.022%#    10/1/2035     36,665   38,958,000 
Federal National Mortgage Assoc.   2.023%#    12/1/2035     37,175   39,302,401 
Federal National Mortgage Assoc.   2.067%#    1/1/2036     70,737   75,119,793 
Federal National Mortgage Assoc.   2.099%#    3/1/2039     16,445   17,444,132 
Federal National Mortgage Assoc.   2.10%#    8/1/2034     27,363   29,158,945 
Federal National Mortgage Assoc.(f)    2.125%#    11/1/2036     15,330   16,305,075 
Federal National Mortgage Assoc.   2.162%#    8/1/2037     19,822   21,080,992 
Federal National Mortgage Assoc.   2.187%#    3/1/2038     22,202   23,624,800 
Federal National Mortgage Assoc.   2.194%#    4/1/2038     48,080   51,075,261 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)      
                      
Federal National Mortgage Assoc.    2.198%#    9/1/2036 -
4/1/2038
    $42,810  $45,435,902 
Federal National Mortgage Assoc.   2.203%#    9/1/2038     14,583   15,539,349 
Federal National Mortgage Assoc.   2.216%#    12/1/2036     14,030   14,913,577 
Federal National Mortgage Assoc.   2.218%#    1/1/2038     12,525   13,327,835 
Federal National Mortgage Assoc.   2.227%#    8/1/2038     13,024   13,865,978 
Federal National Mortgage Assoc.   2.233%#    11/1/2038     41,103   43,774,914 
Federal National Mortgage Assoc.   2.289%#    10/1/2036     24,224   25,799,219 
Federal National Mortgage Assoc.   2.333%#    1/1/2038     12,139   12,967,810 
Federal National Mortgage Assoc.   2.347%#    11/1/2038     23,663   25,250,481 
Federal National Mortgage Assoc.   2.36%#    3/1/2038     13,222   14,238,677 
Federal National Mortgage Assoc.   2.37%#    10/1/2036     15,070   16,110,347 
Federal National Mortgage Assoc.   2.377%#    7/1/2040     18,705   20,058,487 
Federal National Mortgage Assoc.   2.468%#    12/1/2038     11,741   12,597,302 
Federal National Mortgage Assoc.   2.58%    11/1/2018     15,184   15,673,943 
Federal National Mortgage Assoc.   2.897%#    6/1/2042     27,164   28,332,701 
Federal National Mortgage Assoc.   2.939%#    5/1/2042     53,463   55,490,869 
Federal National Mortgage Assoc.   2.95%    3/1/2015     21,675   21,651,077 
Federal National Mortgage Assoc.   3.365%#    12/1/2040     22,275   23,662,866 
Federal National Mortgage Assoc.   3.408%#    12/1/2040     39,463   41,951,241 
Federal National Mortgage Assoc.   3.453%#    10/1/2040     14,740   15,643,547 
Federal National Mortgage Assoc.   3.704%#    1/1/2042     37,061   39,096,871 
Federal National Mortgage Assoc.   3.723%#    1/1/2041     24,160   25,475,056 
Federal National Mortgage Assoc.   4.182%#    7/1/2040     11,122   11,743,108 
Federal National Mortgage Assoc.   5.50%    1/1/2035     2,320   2,620,493 
Total Government Sponsored Enterprises Pass-Throughs (cost $1,532,942,389)      1,539,723,529 
                      
MUNICIPAL BONDS 0.15%                     
                      
Miscellaneous 0.02%                     
                      
San Luis Opispo Cnty CA   7.45%    9/1/2019     6,450   7,742,580 
                      
Nursing Home 0.10%                     
                      
New Jersey Econ Dev Auth   1.096%    6/15/2016     4,260   4,255,996 
New Jersey Econ Dev Auth   1.348%    3/1/2017     1,900   1,888,828 
New Jersey Econ Dev Auth   1.802%    6/15/2017     2,450   2,465,239 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Nursing Home (continued)                     
                      
New Jersey Econ Dev Auth   2.421%    6/15/2018    $19,795  $19,832,610 
New Jersey Econ Dev Auth (AGM)   Zero Coupon     2/15/2019     2,055   1,854,350 
New Jersey Econ Dev Auth (NPFGC)   Zero Coupon     2/15/2017     4,900   4,754,862 
Total                   35,051,885 
                      
Power 0.03%                     
                      
Guam Pwr Auth   7.50%    10/1/2015     9,040   9,062,329 
                      
Transportation 0.00%                     
                      
New Jersey Transp Tr Fnd Auth   1.758%    12/15/2018     1,000   986,170 
Total Municipal Bonds (cost $52,867,338)                   52,842,964 
                      
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 26.12%      
                      
Americold LLC Trust 2010-ARTA A1    3.847%    1/14/2029     16,061   16,820,218 
Aventura Mall Trust 2013-AVM A    3.743%#    12/5/2032     37,628   40,407,712 
BAMLL Commercial Mortgage Securities Trust 2014-IP A    2.717%#    6/15/2028     208,496   214,095,369 
BAMLL Commercial Mortgage Securities Trust 2014-IP B    2.717%#    6/15/2028     11,450   11,654,686 
BAMLL Commercial Mortgage Securities Trust 2014-IP C    2.717%#    6/15/2028     23,040   23,296,550 
BAMLL-DB Trust 2012-OSI A2FX    3.352%    4/13/2029     7,896   8,115,424 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%    10/10/2045     134,485   142,403,073 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.597%#    4/10/2049     114,093   123,079,981 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.575%#    6/10/2049     45,215   48,784,023 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%    6/10/2049     23,414   25,019,030 
Banc of America Large Loan Trust 2009-FDG B    7.031%    1/25/2042     7,500   8,143,436 
Banc of America Large Loan Trust 2009-FDG C    7.524%    1/25/2042     24,000   26,208,564 
Banc of America Large Loan, Inc. 2006-277A PAD    4.85%#    10/10/2045     7,883   8,084,840 
Banc of America Large Loan, Inc. 2006-277A PAE    4.894%#    10/10/2045     8,858   9,087,412 
Banc of America Large Loan, Inc. 2006-277A PAH    5.428%#    10/10/2045     2,391   2,461,361 
Banc of America Large Loan, Inc. 2006-277A PAJ    5.873%#    10/10/2045     3,763   3,881,941 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

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    4.919%#    9/10/2047    $10,500  $10,710,819 
Banc of America Re-REMIC Trust 2009-UB1 A4B    5.594%#    6/24/2050     25,851   27,570,148 
Banc of America Re-REMIC Trust 2009-UB2 A4B5    6.038%#    12/24/2049     7,504   8,136,245 
Banc of America Re-REMIC Trust 2010-RC30 A5B    5.334%    12/16/2043     23,312   24,579,562 
Banc of America Re-REMIC Trust 2010-UB3 A4B3    5.938%#    2/15/2051     9,770   10,507,454 
Banc of America Re-REMIC Trust 2010-UB5 A4B    5.648%#    2/17/2051     10,000   10,681,000 
Barclays Commercial Mortgage Securities Trust 2013-TYSN E    3.708%    9/5/2032     5,375   5,342,366 
BCAP LLC Trust 2013-RR3 4A1    0.328%#    11/26/2036     9,758   9,393,567 
BCAP LLC Trust 2014-RR1 5A1    0.318%#    5/26/2037     11,568   11,442,881 
BCRR Trust 2009-1 1A2    5.796%#    8/17/2045     21,298   22,500,549 
BCRR Trust 2009-1 2A2    5.858%    7/17/2040     7,000   7,574,871 
Bear Stearns Commercial Mortgage Securities Trust 2006-PW14 AAB   5.171%    12/11/2038     2,734   2,784,220 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW16 AM   5.707%#    6/11/2040     29,308   31,891,357 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW17 AM   5.878%#    6/11/2050     7,154   7,844,504 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2    5.008%    9/15/2027     6,096   6,604,164 
Boca Hotel Portfolio Trust 2013-BOCA D    3.223%#    8/15/2026     26,640   26,639,933 
Boca Hotel Portfolio Trust 2013-BOCA E    3.923%#    8/15/2026     30,000   30,044,010 
BWAY Mortgage Trust 2013-1515 XB IO    0.403%#    3/10/2033     103,040   3,848,338 
Carefree Portfolio Trust 2014-CARE A    1.492%#    11/15/2019     71,100   71,086,669 
Carefree Portfolio Trust 2014-CARE B    2.022%#    11/15/2019     19,350   19,463,420 
CFCRE Commercial Mortgage Trust 2011-C1 A2    3.759%    4/15/2044     22,341   22,764,138 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A    1.106%#    6/15/2031     17,208   17,200,601 
CG-CCRE Commercial Mortgage Trust 2014-FL1 XCP IO    1.515%#    6/15/2031     267,750   3,151,605 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.713%#    12/10/2049     147,470   157,364,851 
Citigroup Commercial Mortgage Trust 2007-FL3A C    0.383%#    4/15/2022     1,212   1,207,317 
Citigroup Commercial Mortgage Trust 2007-FL3A D    0.423%#    4/15/2022     835   832,003 
Citigroup Commercial Mortgage Trust 2007-FL3A E    0.473%#    4/15/2022     5,579   5,543,366 
Citigroup Commercial Mortgage Trust 2007-FL3A F    0.523%#    4/15/2022     7,425   7,360,106 
Citigroup Commercial Mortgage Trust 2007-FL3A G    0.573%#    4/15/2022     5,953   5,872,322 
Citigroup Commercial Mortgage Trust 2007-FL3A J    0.59%#    4/15/2022     831   811,740 
Citigroup Commercial Mortgage Trust 2009-RR1 CA4B    5.322%    12/17/2049     7,746   8,196,279 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B    5.311%    12/19/2039     13,350   14,137,216 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
Citigroup Commercial Mortgage Trust 2012-GC8 XB IO    0.166%#    9/10/2045    $218,445  $2,670,703 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%    4/10/2046     59,680   60,261,044 
Citigroup Commercial Mortgage Trust 2013-GC11 XA IO   1.889%#    4/10/2046     711,711   60,291,187 
Citigroup Commercial Mortgage Trust 2013-GC15 A2   3.161%    9/10/2046     19,400   20,203,596 
Citigroup Commercial Mortgage Trust 2013-SMP C    2.738%    1/12/2030     7,100   7,206,496 
Citigroup Commercial Mortgage Trust 2013-SMP D    2.911%#    1/12/2030     8,600   8,699,971 
Citigroup Commercial Mortgage Trust 2014-388G B    1.222%#    6/15/2033     25,448   25,384,774 
Citigroup Commercial Mortgage Trust 2014-388G C    1.572%#    6/15/2033     16,250   16,281,411 
Citigroup Commercial Mortgage Trust 2014-388G XCP IO    0.643%#    6/15/2033     753,631   4,597,149 
Citigroup Commercial Mortgage Trust 2014-GC21 XA IO   1.327%#    5/10/2047     274,227   24,166,704 
Citigroup Commercial Mortgage Trust 2014-GC23 XB IO   0.227%#    7/10/2047     120,131   2,507,134 
Citigroup Commercial Mortgage Trust 2015-GC27 XA IO   1.454%#    2/10/2048     128,975   13,701,143 
Citigroup Mortgage Loan Trust 2013-2 2A1    0.278%#    10/25/2036     19,210   18,591,589 
Citigroup Mortgage Loan Trust 2013-2 5A1    0.308%#    7/25/2036     11,740   11,129,519 
Citigroup Mortgage Loan Trust 2013-3 1A1    0.79%#    7/25/2036     11,093   10,691,550 
Citigroup Mortgage Loan Trust 2013-A A    3.00%    5/25/2042     9,925   10,051,233 
Citigroup/Deutsche Bank Commercial Mortgage Trust 2007-CD4 A3   5.293%    12/11/2049     2,263   2,280,147 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AM    5.461%    4/15/2047     19,780   21,163,651 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%    4/15/2047     84,035   90,104,008 
Commercial Mortgage Pass-Through Certificates 2001-J2A F    7.142%#    7/16/2034     4,936   5,377,792 
Commercial Mortgage Pass-Through Certificates 2001-J2A G    7.142%#    7/16/2034     4,200   4,530,922 
Commercial Mortgage Pass-Through Certificates 2004-LB2A E   5.357%    3/10/2039     2,185   2,453,972 
Commercial Mortgage Pass-Through Certificates 2006-C8 AM   5.347%    12/10/2046     23,040   24,588,854 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
Commercial Mortgage Pass-Through Certificates 2007-C9 AM   5.65%    12/10/2049    $11,440  $12,406,039 
Commercial Mortgage Pass-Through Certificates 2010-C1 A1    3.156%    7/10/2046     43,747   44,049,160 
Commercial Mortgage Pass-Through Certificates 2010-C1 C    5.728%#    7/10/2046     3,711   4,293,054 
Commercial Mortgage Pass-Through Certificates 2010-RR1 GEA    5.543%    12/11/2049     4,900   5,131,728 
Commercial Mortgage Pass-Through Certificates 2012-9W57 A    2.365%    2/10/2029     105,787   108,058,086 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X IO    1.399%#    2/10/2029     525,000   12,905,550 
Commercial Mortgage Pass-Through Certificates 2012-CR1 A1   1.116%    5/15/2045     95   94,497 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA IO   1.96%#    10/15/2045     275,065   28,013,397 
Commercial Mortgage Pass-Through Certificates 2012-CR5 XA IO   1.892%#    12/10/2045     35,007   3,253,787 
Commercial Mortgage Pass-Through Certificates 2012-LC4 XA IO    2.417%#    12/10/2044     88,314   10,042,507 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1    2.15%    10/5/2030     34,979   34,670,377 
Commercial Mortgage Pass-Through Certificates 2012-MVP A    2.112%#    11/17/2026     3,606   3,607,411 
Commercial Mortgage Pass-Through Certificates 2012-MVP B    1.60%#    11/17/2026     30,343   30,348,947 
Commercial Mortgage Pass-Through Certificates 2012-MVP C    2.317%#    11/17/2026     22,003   22,046,753 
Commercial Mortgage Pass-Through Certificates 2012-MVP D    3.167%#    11/17/2026     23,700   23,816,900 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2   3.047%    10/10/2046     25,000   25,955,700 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%    3/10/2046     136,710   138,603,980 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2   2.022%    3/10/2046     55,515   56,173,373 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA IO   1.537%#    3/10/2046     339,959   27,095,741 
Commercial Mortgage Pass-Through Certificates 2013-CR8 A2   2.367%    6/10/2046     36,000   36,586,404 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA IO   0.736%#    6/10/2046    $612,161  $22,162,066 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2   1.906%    1/10/2046     72,383   72,996,084 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1    1.873%    4/12/2035     21,741   21,390,287 
Commercial Mortgage Pass-Through Certificates 2013-THL B    1.771%#    6/8/2030     14,775   14,778,450 
Commercial Mortgage Pass-Through Certificates 2013-THL C    2.171%#    6/8/2030     29,195   29,230,924 
Commercial Mortgage Pass-Through Certificates 2013-THL D    2.821%#    6/8/2030     13,437   13,451,337 
Commercial Mortgage Pass-Through Certificates 2013-WWP XB IO    0.256%#    3/10/2031     265,903   5,772,355 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.315%#    8/10/2047     118,209   9,401,654 
Commercial Mortgage Pass-Through Certificates 2014-CR21 XA IO   1.027%#    12/10/2047     140,793   9,814,934 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C    2.122%#    7/13/2031     16,487   16,568,322 
Commercial Mortgage Pass-Through Certificates 2014-FL4 XCP IO    0.224%#    9/13/2015     108,495   132,581 
Commercial Mortgage Pass-Through Certificates 2014-KYO A    1.072%#    6/11/2027     37,635   37,522,377 
Commercial Mortgage Pass-Through Certificates 2014-KYO B    1.473%#    6/11/2027     20,050   20,004,627 
Commercial Mortgage Pass-Through Certificates 2014-KYO C    1.823%#    6/11/2027     16,297   16,281,624 
Commercial Mortgage Pass-Through Certificates 2014-LC17 XA IO   1.036%#    10/10/2047     159,579   9,613,435 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A    1.322%#    6/15/2034     23,836   23,802,749 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B    1.922%#    6/15/2034     19,069   19,037,117 
Commercial Mortgage Pass-Through Certificates 2014-SAVA C    2.572%#    6/15/2034     29,459   29,484,865 
Commercial Mortgage Pass-Through Certificates 2014-SAVA XCP IO    3.386%#    6/15/2034     418,428   18,466,892 
Commercial Mortgage Pass-Through Certificates 2014-TWC A    1.022%#    2/13/2032     14,070   14,044,780 
Commercial Mortgage Pass-Through Certificates 2014-UBS3 A2   2.844%    6/10/2047     13,000   13,401,823 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
Commercial Mortgage Pass-Through Certificates 2014-UBS5 XA IO   1.112%#    9/10/2047    $269,575  $18,320,286 
Commercial Mortgage Trust 2006-GG7 AM   5.787%#    7/10/2038     78,860   82,798,563 
Commercial Mortgage Trust 2007-GG9 A2   5.381%    3/10/2039     9,347   9,380,113 
Credit Suisse Commercial Mortgage Trust 2006-C4 AM   5.509%    9/15/2039     78,007   82,291,216 
Credit Suisse Commercial Mortgage Trust 2006-C5 AM   5.343%    12/15/2039     33,500   35,429,160 
Credit Suisse Commercial Mortgage Trust 2008-C1 AM    5.971%#    2/15/2041     31,550   34,569,161 
Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 E   5.736%#    5/15/2036     925   1,005,029 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A    5.384%    5/15/2023     2,600   2,805,655 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B    5.895%#    9/15/2039     11,500   12,476,764 
Credit Suisse Mortgage Capital Certificates 2010-RR6 B    5.698%#    4/12/2049     8,965   8,980,705 
Credit Suisse Mortgage Capital Certificates 2010-UD1 BA    5.774%#    12/16/2049     21,825   23,244,155 
Credit Suisse Mortgage Capital Certificates 2011-2R 4A1    0.278%#    2/27/2037     9,126   8,222,211 
Credit Suisse Mortgage Capital Certificates 2012-7R 2A1    3.668%#    6/26/2036     10,293   10,641,743 
Credit Suisse Mortgage Capital Certificates 2013-7R 2A1    0.323%#    8/26/2037     7,369   7,264,036 
Credit Suisse Mortgage Capital Certificates 2014-2R 22A1    3.00%#    7/27/2036     5,493   5,353,016 
Credit Suisse Mortgage Capital Certificates 2014-ICE X1CP IO    1.686%#    4/15/2027     93,798   1,798,051 
Credit Suisse Mortgage Capital Certificates 2014-RS1 MRA    0.482%#    11/22/2046     117,826   110,756,471 
Credit Suisse Mortgage Capital Certificates 2014-TIKI C    1.972%#    9/15/2038     16,200   16,137,805 
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO    0.552%#    9/15/2037     115,519   5,940,100 
DBRR Trust 2013-EZ2 A    0.853%    2/25/2045     2,866   2,864,471 
DBRR Trust 2013-EZ3 B    3.50%    12/18/2049     14,771   15,103,347 
DBUBS Mortgage Trust 2011-LC1A A1    3.742%    11/10/2046     96,821   98,777,268 
DBUBS Mortgage Trust 2011-LC1A A2    4.528%    11/10/2046     3,900   4,212,131 
DBUBS Mortgage Trust 2011-LC1A A3    5.002%    11/10/2046     5,795   6,589,576 
DBUBS Mortgage Trust 2011-LC2A A1    3.527%    7/10/2044     24,048   25,143,128 
DBUBS Mortgage Trust 2011-LC2A A2    3.386%    7/10/2044     16,023   16,440,311 
DBUBS Mortgage Trust 2011-LC3A A3   4.638%    8/10/2044     2,700   2,929,937 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
Del Coronado Trust 2013 HDC A    0.972%#    3/15/2026    $9,200  $9,197,194 
Del Coronado Trust 2013 HDC B    1.472%#    3/15/2026     21,300   21,299,808 
Del Coronado Trust 2013 HDC C    1.772%#    3/15/2026     12,500   12,499,119 
Del Coronado Trust 2013 HDC E    2.822%#    3/15/2026     10,500   10,494,981 
EQTY Mortgage Trust 2014-INNS C    1.771%#    5/8/2031     4,150   4,119,830 
EQTY Mortgage Trust 2014-INNS XCP IO    1.674%#    5/8/2031     353,332   1,227,051 
Extended Stay America Trust 2013-ESFL BFL    1.271%#    12/5/2031     7,500   7,490,861 
Extended Stay America Trust 2013-ESFL CFL    1.671%#    12/5/2031     10,825   10,826,294 
Extended Stay America Trust 2013-ESFL DFL    3.311%#    12/5/2031     4,870   4,875,749 
Extended Stay America Trust 2013-ESH5 B5    2.278%    12/5/2031     24,300   24,189,739 
Extended Stay America Trust 2013-ESH7 A17    2.295%    12/5/2031     12,000   11,910,000 
Extended Stay America Trust 2013-ESH7 B7    3.604%    12/5/2031     47,600   49,035,759 
Extended Stay America Trust 2013-ESH7 C7    3.902%    12/5/2031     63,963   65,645,707 
Extended Stay America Trust 2013-ESH7 D7    5.053%#    12/5/2031     25,115   26,060,253 
Fosse Master Issuer plc 2012-1A 2B1
(United Kingdom)†(a)
   2.207%#    10/18/2054     18,150   18,297,487 
Granite Master Issuer plc 2005-1 A4
(United Kingdom)(a)
   0.374%#    12/20/2054     15,093   15,025,349 
Granite Master Issuer plc 2005-2 A6
(United Kingdom)(a)
   0.434%#    12/20/2054     6,154   6,159,262 
Granite Master Issuer plc 2006-3 A7
(United Kingdom)(a)
   0.374%#    12/20/2054     4,749   4,727,389 
Granite Master Issuer plc 2007-1 3A1
(United Kingdom)(a)
   0.374%#    12/20/2054     4,796   4,774,068 
GS Mortgage Securities Corp. II 2012-GCJ9 XA IO   2.356%#    11/10/2045     120,767   14,065,436 
GS Mortgage Securities Corp. II 2012-GCJ9 XB IO    0.403%#    11/10/2045     93,111   2,555,338 
GS Mortgage Securities Corp. II 2013-KING A    2.706%    12/10/2027     23,271   23,674,728 
GS Mortgage Securities Corp. II 2013-KING B    3.241%    12/10/2027     19,505   20,157,764 
GS Mortgage Securities Corp. II 2013-KING C    3.435%#    12/10/2027     17,800   18,264,874 
GS Mortgage Securities Corp. Trust 2012-SHOP A    2.933%    6/5/2031     6,680   6,885,617 
GS Mortgage Securities Corp. Trust 2012-SHOP C    3.633%    6/5/2031     35,200   36,589,045 
GS Mortgage Securities Corp. Trust 2012-SHOP D    4.182%    6/5/2031     13,750   14,429,477 
GS Mortgage Securities Corp. Trust 2013-NYC5 A    2.318%    1/10/2030     40,000   40,516,020 
GS Mortgage Securities Corp. Trust 2014-NEW B    3.79%    1/10/2031     12,370   12,801,509 
GS Mortgage Securities Trust 2006-GG8 AM   5.591%    11/10/2039     57,344   60,823,806 
GS Mortgage Securities Trust 2009-RR1 MLB    5.147%    12/14/2049     15,553   16,458,410 
GS Mortgage Securities Trust 2010-C1 D    6.039%#    8/10/2043     2,209   2,443,870 
GS Mortgage Securities Trust 2010-C2 A1    3.849%    12/10/2043     43,018   44,017,753 
GS Mortgage Securities Trust 2012-GC6 XA IO    2.116%#    1/10/2045     323,330   33,785,256 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
GS Mortgage Securities Trust 2012-GCJ7 A2   2.318%    5/10/2045    $20,000  $20,441,360 
GS Mortgage Securities Trust 2013-G1 A1    2.059%    4/10/2031     20,479   20,034,433 
GS Mortgage Securities Trust 2013-GC12 A2   2.011%    6/10/2046     99,161   100,111,855 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.767%#    6/10/2046     588,541   53,802,655 
GS Mortgage Securities Trust 2013-GC14 A1   1.217%    8/10/2046     190   190,491 
GS Mortgage Securities Trust 2014-GC20 A2   3.002%    4/10/2047     19,244   19,991,052 
GS Mortgage Securities Trust 2014-GC26 XA IO   1.115%#    11/10/2047     106,600   8,454,015 
H/2 Asset Funding 2014-1 Ltd.   2.101%    3/19/2037     96,180   95,809,524 
HILT Mortgage Trust 2014-ORL A    1.072%#    7/15/2029     9,508   9,455,449 
HILT Mortgage Trust 2014-ORL B    1.372%#    7/15/2029     7,600   7,538,486 
HILT Mortgage Trust 2014-ORL C    1.772%#    7/15/2029     9,550   9,416,247 
HILT Mortgage Trust 2014-ORL XCP IO    1.104%#    7/15/2029     7,557   74,033 
Irvine Core Office Trust 2013-IRV A1    2.068%    5/15/2048     60,121   60,092,991 
Jefferies   2.90%    3/16/2057     48,796   49,329,706 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AM   5.466%    6/12/2047     23,675   25,163,862 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%    6/12/2047     16,735   17,847,451 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.698%#    2/12/2049     13,134   13,898,734 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C    7.446%#    12/5/2027     4,730   5,758,456 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C1 A2    4.608%    6/15/2043     9,835   10,442,803 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 A2    3.616%    11/15/2043     7,625   8,008,248 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 B    5.075%    11/15/2043     1,500   1,671,250 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-CNTR A1    3.30%    8/5/2032     9,139   9,458,198 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD A2    3.364%    11/13/2044     62,878   65,031,383 
JPMorgan Chase Commercial Mortgage Securities Trust 2011-PLSD C    5.143%    11/13/2044     4,125   4,352,009 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-LC9 A2   1.677%    12/15/2047     38,318   38,541,796 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 A1   0.73%    12/15/2047     74   73,984 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA IO   1.311%#    12/15/2047     426,923   29,594,529 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
                      
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%    7/15/2045    $95,054  $97,304,166 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA IO   0.891%#    7/15/2045     215,970   8,547,764 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C13 A2   2.665%    1/15/2046     40,500   41,761,737 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-FL3 D    2.523%#    4/15/2028     12,508   12,506,757 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ B    1.323%#    4/15/2030     30,400   30,387,354 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-JWRZ C    1.673%#    4/15/2030     45,150   45,125,461 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 A1   0.766%    4/15/2046     165   164,399 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA IO   1.569%#    4/15/2046     143,488   12,299,750 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A    1.073%#    4/15/2027     19,385   19,390,602 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B    1.423%#    4/15/2027     14,300   14,294,187 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%    4/15/2047     76,769   80,000,860 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.284%#    4/15/2047     129,912   7,318,875 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.284%#    4/15/2047     34,361   939,430 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 XA IO   1.091%#    11/15/2047     122,388   8,354,511 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C25 XA IO   1.019%#    11/15/2047     211,729   14,758,908 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO   1.189%#    1/15/2048     209,479   15,979,289 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A    3.429%    6/10/2027     95,139   98,584,649 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY B    3.771%    6/10/2027     18,837   19,478,956 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY C    3.805%#    6/10/2027     13,129   13,367,232 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY D    3.805%#    6/10/2027     5,000   4,795,025 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA IO    0.376%#    6/10/2027     102,274   1,719,277 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB IO    0.034%#    6/10/2027     45,476   158,829 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

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 C    2.373%#    12/15/2030    $9,750  $9,768,759 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 D    3.273%#    12/15/2030     19,000   18,865,936 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL5 C    2.272%#    7/15/2031     10,400   10,436,072 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A    1.093%#    6/15/2029     37,825   37,759,052 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C    1.873%#    6/15/2029     8,650   8,629,387 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN XCP IO    0.09%#    12/15/2015     358,000   254,717 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B    5.64%#    3/18/2051     51,570   55,154,115 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2010-RR1 JPB    5.784%#    6/18/2049     18,100   19,298,781 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD A    2.857%#    11/14/2027     190,968   195,551,423 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD B    2.857%#    11/14/2027     16,023   16,272,021 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD MRC    2.857%#    11/14/2027     12,889   13,172,146 
LB-UBS Commercial Mortgage Trust 2006-C4 AM   5.858%#    6/15/2038     72,999   76,999,966 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%    11/15/2038     61,361   64,842,596 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%    2/15/2040     124,616   133,376,494 
LMREC, Inc. 2015-CRE1 A    1.917%#    2/22/2032     39,540   39,663,562 
LMREC, Inc. 2015-CRE1 B    3.667%#    2/22/2032     3,900   3,909,750 
LSTAR Commercial Mortgage Trust 2014-2 A1    1.519%    1/20/2041     7,696   7,701,518 
LSTAR Commercial Mortgage Trust 2014-2 XA IO    1.033%#    1/20/2041     119,443   4,123,129 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%    10/25/2036     7,392   7,270,589 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%    10/25/2036     7,685   7,558,747 
Merrill Lynch/Countrywide Commercial Mortgage Trust   3.00%    6/27/2037     35,353   34,739,349 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%    12/12/2049     41,048   43,578,322 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%    8/12/2048     170,262   177,950,777 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%    10/15/2030     23,973   23,755,338 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A2   2.964%    7/15/2046     27,620   28,648,472 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%    10/15/2046     55,000   57,050,510 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

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 2013-C7 A2   1.863%    2/15/2046    $48,310  $48,649,957 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 A2   1.97%    5/15/2046     96,710   97,635,273 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XA IO   1.44%#    5/15/2046     292,513   20,509,408 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XB IO   0.335%#    5/15/2046     119,710   3,040,873 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 A2   2.979%    4/15/2047     14,831   15,365,183 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 XA IO   1.17%#    12/15/2047     171,415   12,544,400 
Morgan Stanley Capital I Trust 2007-HQ12 AM   5.698%#    4/12/2049     77,035   82,171,771 
Morgan Stanley Capital I Trust 2007-IQ15 AM   5.907%#    6/11/2049     60,273   64,655,420 
Morgan Stanley Capital I Trust 2011-C1 A2   3.884%    9/15/2047     2,000   2,035,221 
Morgan Stanley Capital I Trust 2012-C4 XA IO   2.631%#    3/15/2045     287,143   28,765,953 
Morgan Stanley Capital I Trust 2012-STAR A1   2.084%    8/5/2034     36,562   36,367,885 
Morgan Stanley Capital I Trust 2014-CPT XA IO   0.089%#    7/13/2029     260,000   1,924,936 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.796%#    8/12/2045     95,905   103,135,182 
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B   5.796%#    8/15/2045     78,802   84,741,526 
Morgan Stanley Re-REMIC Trust 2010-R3 3B   0.408%#    6/26/2036     3,648   3,637,970 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%    3/27/2051     48,096   48,035,406 
Motel 6 Trust 2015-MTL6 A2†(g)    2.605%    2/5/2030     58,931   58,931,000 
Motel 6 Trust 2015-MTL6 B†(g)    3.298%    2/5/2030     24,382   24,382,000 
Motel 6 Trust 2015-MTL6 C†(g)    3.644%    2/5/2030     24,382   24,382,000 
Motel 6 Trust 2015-MTL6 D†(g)    4.532%    2/5/2030     18,920   18,920,000 
NLY Commercial Mortgage Trust 2014-FL1 A   1.356%#    11/15/2030     8,682   8,674,813 
NLY Commercial Mortgage Trust 2014-FL1 B   1.906%#    11/15/2030     13,971   13,975,045 
NLY Commercial Mortgage Trust 2014-FL1 C   2.756%#    11/15/2030     4,000   3,999,082 
NLY Commercial Mortgage Trust 2014-FL1 D   3.972%#    11/15/2030     5,000   5,004,038 
NorthStar Real Estate CDO Ltd. 2013 -1A   2.018%#    8/25/2029     36,575   37,123,847 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.168%#    8/25/2029     41,750   42,480,625 
OBP Depositor LLC Trust 2010-OBP A   4.646%    7/15/2045     2,426   2,714,442 
PFP III Ltd. 2014-1 AS   1.822%#    6/14/2031     13,335   13,316,491 
PFP III Ltd. 2014-1 B   2.522%#    6/14/2031     6,500   6,495,067 
PFP III Ltd. 2014-1 C   3.072%#    6/14/2031     29,786   29,792,270 
Prima Capital Ltd.   2.214%    5/24/2021     82,753   82,712,492 
RAIT Trust 2013-FL1 A   1.921%#    1/15/2029     33,025   33,086,886 
RAIT Trust 2013-FL1 B   3.363%#    1/15/2029     7,931   7,946,438 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
      
RAIT Trust 2014-FL2 B   2.323%#    5/13/2031    $7,750  $7,671,020 
RBSCF Trust 2009-RR2 CWB   5.223%    8/16/2048     14,900   15,554,587 
RBSCF Trust 2010-RR3 MSCB   5.907%#    6/16/2049     2,380   2,596,098 
RBSCF Trust 2010-RR3 WBTB   5.942%#    2/16/2051     22,942   24,673,536 
RBSSP Resecuritization Trust 2013-1 3A1   0.278%#    1/26/2037     5,275   5,082,849 
RBSSP Resecuritization Trust 2013-3 1A1   0.33%#    11/26/2036     9,813   9,380,047 
RBSSP Resecuritization Trust 2013-3 2A1   0.328%#    11/26/2036     10,500   9,703,118 
RCMC LLC 2012-CRE1 A   5.624%    11/15/2044     21,327   21,915,188 
ReadyCap Commercial Mortgage Trust 2014-1A A    3.01%    6/25/2055     45,949   46,428,150 
Resource Capital Corp. Ltd. 2014-CRE2 A    1.223%#    4/15/2032     16,050   15,978,449 
RREF LLC 2013-LT3   2.50%    6/20/2028     1,983   1,982,658 
Selkirk Ltd. 1 A   1.329%    2/20/2041     26,866   26,714,123 
Selkirk Ltd. 2 A   1.183%    2/20/2041     12,543   12,546,028 
Selkirk Ltd. 3 A   1.86%    12/20/2041     77,444   77,686,807 
Sequoia Mortgage Trust 2012-4 A2   3.00%    9/25/2042     7,952   7,867,544 
Springleaf Mortgage Loan Trust 2012-3A A    1.57%    12/25/2059     19,742   19,776,999 
Springleaf Mortgage Loan Trust 2013-1A A    1.27%    6/25/2058     39,094   39,141,206 
Starwood Property Mortgage Trust 2013-FV1 C    2.772%#    8/11/2028     21,190   21,216,880 
Starwood Property Mortgage Trust 2013-FV1 D    3.672%#    8/11/2028     9,660   9,672,853 
Structured Asset Securities Corp. 2005-14 2A1   5.75%    7/25/2035     4,239   4,322,269 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%    12/25/2035     15,110   15,119,744 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%    12/25/2035     9,169   9,209,001 
TimberStar Trust 1 2006-1A A   5.668%    10/15/2036     66,428   70,197,556 
UBS-Barclays Commercial Mortgage Trust 2012-C2 A2   2.113%    5/10/2063     77,399   78,628,638 
UBS-Barclays Commercial Mortgage Trust 2012-C2 XA IO    1.75%#    5/10/2063     120,035   9,129,857 
UBS-Barclays Commercial Mortgage Trust 2012-C3 A2   1.852%    8/10/2049     40,174   40,550,571 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO    1.116%#    3/10/2046     395,157   25,733,824 
UBS-Barclays Commercial Mortgage Trust 2013-C6 A2   2.067%    4/10/2046     30,560   30,885,082 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA IO    1.332%#    4/10/2046     464,233   35,830,449 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 A2   2.804%    1/10/2045     6,650   6,819,731 
Vornado DP LLC Trust 2010-VNO A1   2.97%    9/13/2028     21,243   22,040,738 
Vornado DP LLC Trust 2010-VNO A2FX   4.004%    9/13/2028     9,887   10,742,957 
Vornado DP LLC Trust 2010-VNO C   5.28%    9/13/2028     6,120   6,894,452 
Vornado DP LLC Trust 2010-VNO D   6.356%    9/13/2028     3,500   4,097,865 
Wachovia Bank Commercial Mortgage Trust 2005-C21 D   5.242%#    10/15/2044     10,650   10,776,724 
Wachovia Bank Commercial Mortgage Trust 2005-C22 AM   5.319%#    12/15/2044     8,100   8,303,415 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
 Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045  $53,933   $57,049,357 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%  10/15/2048   22,392    23,772,489 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   41,556    44,138,269 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A G    0.533%#  9/15/2021   1,009    995,588 
Wachovia Bank Commercial Mortgage Trust 2006-WL7A H    0.573%#  9/15/2021   30,806    30,126,543 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   67,725    72,063,159 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AMFL    0.373%#  12/15/2043   50,000    48,106,625 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%  4/15/2047   204,308    218,732,331 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 A2    0.313%#  6/15/2020   43,877    43,605,516 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 D    0.473%#  6/15/2020   27,337    26,799,760 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 LXR1    0.873%#  6/15/2020   19,631    19,084,194 
Wachovia Bank Commercial Mortgage Trust 2007-WHL8 LXR2    0.973%#  6/15/2020   58,035    56,140,247 
WaMu Mortgage Pass-Through Certificates Trust 2005-AR18 1A1   2.358%#  1/25/2036   8,247    7,931,538 
Wells Fargo Commercial Mortgage Trust 2012-LC5 A2   1.844%  10/15/2045   21,265    21,493,609 
Wells Fargo Commercial Mortgage Trust 2014-TISH B    1.522%#  2/15/2027   8,000    7,955,656 
Wells Fargo Commercial Mortgage Trust 2014-TISH C    2.006%#  2/15/2027   9,500    9,429,315 
Wells Fargo Mortgage Backed Securities Trust 2005-3 A4   5.50%  5/25/2035   4,607    4,908,810 
Wells Fargo Resecuritization Trust 2012-IO A    1.75%  8/20/2021   11,308    11,300,966 
WF-RBS Commercial Mortgage Trust 2011-C2 A2    3.791%  2/15/2044   41,935    42,633,952 
WF-RBS Commercial Mortgage Trust 2011-C2 A3    4.498%  2/15/2044   29,050    31,392,418 
WF-RBS Commercial Mortgage Trust 2011-C3 A2    3.24%  3/15/2044   10,171    10,382,971 
WF-RBS Commercial Mortgage Trust 2011-C4 A2    3.454%  6/15/2044   18,750    19,243,322 
WF-RBS Commercial Mortgage Trust 2011-C4 A3    4.394%  6/15/2044   660    714,718 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%  11/15/2044   17,650    18,637,456 
WF-RBS Commercial Mortgage Trust 2012-C10 A2   1.765%  12/15/2045   16,945    17,071,393 
WF-RBS Commercial Mortgage Trust 2012-C10 XA IO    1.789%#  12/15/2045   67,856    6,550,480 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   24,792    25,013,185 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
 Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
WF-RBS Commercial Mortgage Trust 2012-C7 XA IO    1.569%#  6/15/2045  $386,260   $33,009,947 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   52,216    52,823,142 
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO   2.196%#  8/15/2045   71,761    7,190,146 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%  3/15/2045   79,862    80,934,706 
WF-RBS Commercial Mortgage Trust 2013-C12 A2   2.072%  3/15/2048   27,740    28,131,522 
WF-RBS Commercial Mortgage Trust 2013-C13 A2   1.964%  5/15/2045   33,549    33,877,696 
WF-RBS Commercial Mortgage Trust 2013-C13 XA IO   1.453%#  5/15/2045   317,322    25,633,134 
WF-RBS Commercial Mortgage Trust 2013-C16 A2   3.223%  9/15/2046   35,085    36,822,830 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.236%#  5/15/2047   260,326    19,459,913 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.573%#  5/15/2047   50,603    2,560,486 
WF-RBS Commercial Mortgage Trust 2014-C21 XB IO   0.609%#  8/15/2047   77,369    4,234,571 
WF-RBS Commercial Mortgage Trust 2014-C22 XA IO   0.966%#  9/15/2057   100,539    6,613,629 
WF-RBS Commercial Mortgage Trust 2014-C22 XB IO   0.453%#  9/15/2057   37,769    1,444,763 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $9,529,767,237)        9,469,066,487 
                   
U.S. TREASURY OBLIGATIONS 3.31%                  
                   
U.S. Treasury Note   0.375%  3/15/2015   733,091    733,091,000 
U.S. Treasury Note   2.125%  12/31/2015   459,390    466,639,634 
Total U.S. Treasury Obligations (cost $1,199,663,987)            1,199,730,634 
Total Long-Term Investments (cost $35,311,843,585)            35,130,409,778 
                   
SHORT-TERM INVESTMENTS 3.29%                  
                   
COMMERCIAL PAPER 0.99%                  
                   
Energy Equipment & Services 0.34%                  
                   
Talisman Energy, Inc.   Zero Coupon   3/16/2015   123,000    122,940,208 
                   
Supermarkets 0.22%                  
                   
Tesco Treasury Services plc   Zero Coupon   8/18/2015   67,500    66,268,159 
Tesco Treasury Services plc   Zero Coupon   8/18/2015   14,350    14,088,119 
Total                80,356,278 
                   
Utilities 0.25%                  
                   
Duke Energy Corp.   Zero Coupon   4/2/2015   89,000    88,964,746 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
 Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Utilities: Miscellaneous 0.18%                  
                   
Enable Midstream Partners LP   Zero Coupon   3/23/2015  $67,000   $66,960,917 
Total Commercial Paper (cost $360,327,887)                359,222,149 
                   
CORPORATE BONDS 0.73%                  
                   
Automotive 0.03%                  
                   
Ford Motor Credit Co. LLC   12.00%  5/15/2015   10,600    10,838,521 
                   
Banks: Regional 0.15%                  
                   
Royal Bank of Scotland plc (The) (United Kingdom)(a)    3.95%  9/21/2015   55,190    56,135,350 
                   
Beverages 0.01%                  
                   
Beam Suntory, Inc.   5.375%  1/15/2016   2,216    2,300,305 
                   
Computer Hardware 0.01%                  
                   
Hewlett-Packard Co.   2.35%  3/15/2015   3,725    3,727,213 
                   
Computer Service 0.03%                  
                   
Computer Sciences Corp.   2.50%  9/15/2015   10,119    10,221,263 
                   
Computer Technology 0.01%                  
                   
EQT Corp.   5.00%  10/1/2015   4,277    4,374,409 
                   
Construction/Homebuilding 0.07%                  
                   
CRH America, Inc.   4.125%  1/15/2016   25,590    26,247,919 
                   
Diversified Materials & Processing 0.01%              
                   
Kilroy Realty LP   5.00%  11/3/2015   2,545    2,611,038 
                   
Electric: Power 0.04%                  
                   
LG&E and KU Energy LLC   2.125%  11/15/2015   12,870    12,976,293 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
Principal
Amount
(000)
  Fair
Value
 
Electronics: Semi-Conductors/Components 0.02%                 
                   
Avnet, Inc.   6.00%  9/1/2015  $5,820   $5,955,373 
                   
Health Care Products 0.03%                  
                   
Quest Diagnostics, Inc.   5.45%  11/1/2015   11,471    11,817,413 
                   
Insurance 0.02%                  
                   
Horace Mann Educators Corp.   6.05%  6/15/2015   6,400    6,479,482 
                   
Leasing 0.01%                  
                   
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.125%  5/11/2015   2,300    2,310,161 
                   
Leisure 0.03%                  
                   
Carnival Corp.   1.20%  2/5/2016   10,555    10,586,939 
                   
Manufacturing 0.00%                  
                   
Pentair Finance SA (Luxembourg)(a)    1.35%  12/1/2015   1,500    1,504,322 
                   
Metals & Minerals: Miscellaneous 0.02%                  
                   
Glencore Canada Corp. (Canada)(a)    5.375%  6/1/2015   1,950    1,969,712 
Teck Resources Ltd. (Canada)(a)    5.375%  10/1/2015   4,800    4,904,885 
Total                6,874,597 
                   
Milling: Fruits/Grain 0.00%                  
                   
Ingredion, Inc.   3.20%  11/1/2015   1,180    1,196,061 
                   
Oil 0.03%                  
                   
Phillips 66   1.95%  3/5/2015   12,825    12,826,770 
                   
Oil: Crude Producers 0.11%                  
                   
Florida Gas Transmission Co. LLC   4.00%  7/15/2015   4,800    4,852,382 
Sunoco, Inc.   9.625%  4/15/2015   34,725    35,054,679 
Talisman Energy, Inc. (Canada)(a)    5.125%  5/15/2015   607    612,274 
Total                40,519,335 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated Domestic 0.02%                  
                   
Marathon Oil Corp.   0.90%  11/1/2015  $6,000   $5,998,404 
                   
Paper & Forest Products 0.01%                  
                   
Domtar Corp. (Canada)(a)    7.125%  8/15/2015   3,625    3,720,388 
                   
Real Estate Investment Trusts 0.07%                  
                   
DDR Corp.   5.50%  5/1/2015   24,433    24,602,321 
Regency Centers LP   5.25%  8/1/2015   1,070    1,089,880 
Total                25,692,201 
Total Corporate Bonds (cost $264,940,581)                264,913,757 
                   
FLOATING RATE LOAN(c) 0.10%                  
                   
Drugs                  
                   
Rite Aid Corp. Bridge Term Loan
(cost $35,400,000)
   TBD   2/23/2016   35,400    35,400,000 
                   
MUNICIPAL BOND 0.01%                  
                   
Miscellaneous                  
                   
McLennan Cnty Pub Fac Corp.
(cost $3,000,000)
   0.62%  6/1/2015   3,000    2,999,070 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.00%            
                   
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH XCP IO
(cost $0)
   Zero Coupon   5/15/2015   226,952    3,404 
                   
REPURCHASE AGREEMENT 1.46%                  
                   
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $24,895,000 of U.S. Treasury Note at 1.25% due 11/30/2018; $270,705,000 of U.S. Treasury Note at 1.375% due 11/30/2018 and $240,575,000 of U.S. Treasury Note at 1.375% due 12/31/2018; value: $538,468,344; proceeds: $527,909,990
(cost $527,909,990)
           527,910    527,909,990 
Total Short-Term Investments (cost $1,191,578,458)            1,190,448,370 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

   Fair
Value
 
Total Investments in Securities 100.21% (cost $36,503,422,043)  $36,320,858,148 
Liabilities in Excess of Cash, Foreign Cash and Other Assets(h) (0.21%)   (75,701,947)
Net Assets 100.00%  $36,245,156,201 

 

 
CHF Swiss franc.
EUR euro.
GBP British pound.
AGM Assured Guaranty Municipal Corporation
COD Certificate of Deposit.
IO Interest Only.
NPFGC National Public Finance Guarantee Corporation
PIK Payment-in-kind.
TBD Interest rate to be determined.

 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at February 28, 2015.
(a) Foreign security traded in U.S. dollars.
(b) Defaulted security.
(c) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2015.
(d) Investment in non-U.S. dollar denominated securities.
(e) Amount is less than $1,000.
(f) Security has been fully/partially segregated to cover margin requirements for open futures contracts as of February 28, 2015.
(g) Securities purchased on a when-issued basis (See Note 2(i)).
(h) Liabilities in Excess of Cash, Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts, credit default swaps and the fair value of total return swap as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

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  5/13/2015   17,208,750   $19,490,339   $19,273,802   $216,537 
euro  Sell  Morgan Stanley  5/13/2015   17,208,750    19,488,266    19,273,802    214,464 
euro  Sell  Morgan Stanley  5/13/2015   17,208,750    19,492,050    19,273,802    218,248 
euro  Sell  Morgan Stanley  5/13/2015   17,208,750    19,490,159    19,273,802    216,357 
Swiss franc  Sell  Morgan Stanley  5/19/2015   11,000,000    11,821,415    11,573,863    247,552 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts  $1,113,158 

 

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  Morgan Stanley  5/13/2015   27,500,000   $30,808,511   $30,800,003   $(8,508)
euro  Buy  Goldman Sachs  5/13/2015   6,685,000    7,642,482    7,487,201    (155,281)
Swiss franc  Buy  J.P. Morgan  5/19/2015   2,860,000    3,011,615    3,009,204    (2,411)
British pound  Sell  Bank of America  4/20/2015   1,192,500    1,808,805    1,840,447    (31,642)
British pound  Sell  Bank of America  4/20/2015   1,192,500    1,808,554    1,840,447    (31,893)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts  $(229,735)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note   June 2015    35,879    Long   $7,842,364,583   $11,709,686 

 

Type  Expiration   Contracts   Position   Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note   June 2015    7,902    Short   $(942,560,438)  $(1,941,407)

 

Credit Default Swaps on Indexes - Sell Protection at February 28, 2015(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   $21,997,813   $23,935,411   $564,496   $499,907   $64,589 
Markit CMBX. NA.AAA.2(6)   .07%  3/15/2049   24,700,000    22,639,416    24,633,527    1,283,410    1,216,937    66,473 
Markit CMBX. NA.AAA.2(6)   .07%  3/15/2049   25,000,000    22,914,388    24,932,720    602,762    535,482    67,280 
Markit CMBX. NA.AAA.3(6)   .08%  12/13/2049   23,000,000    21,980,563    22,918,350    785,401    703,751    81,650 
Markit CMBX. NA.AAA.3(6)   .08%  12/13/2049   23,000,000    21,980,563    22,918,350    805,772    724,122    81,650 
Markit CMBX. NA.AAA.4(6)   .35%  2/17/2051   29,500,000    28,479,724    29,436,746    2,232,747    2,169,493    63,254 
Markit CMBX. NA.AAA.2(7)   .07%  3/15/2049   23,400,000    21,557,265    23,337,026    1,216,213    1,153,239    62,974 
Markit CMBX. NA.AAA.2(7)   .07%  3/15/2049   49,500,000    45,601,908    49,366,786    2,572,757    2,439,543    133,214 
Markit CMBX. NA.AAA.3(7)   .08%  12/13/2049   9,900,000    9,120,382    9,864,855    738,947    703,802    35,145 
Markit CMBX. NA.AAA.2(8)   .07%  3/15/2049   23,000,000    21,081,237    22,938,102    621,864    559,966    61,898 
Markit CMBX. NA.AAA.3(8)   .08%  12/13/2049   14,800,000    14,144,014    14,747,460    1,181,526    1,128,986    52,540 
Markit CMBX. NA.AAA.3(8)   .08%  12/13/2049   24,500,000    23,414,078    24,413,026    1,956,573    1,869,599    86,974 
                          $14,562,468   $13,704,827   $857,641 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

 
(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 $13,704,827. 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 February 28, 2015:

 

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  $2,959,141   7,083 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $2,959,141   4/15/2015  $1,414,174 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $4,883,616,871   $   $4,883,616,871 
Corporate Bonds       15,486,815,258        15,486,815,258 
Floating Rate Loans(3)                    
Aerospace/Defense       168,670,649        168,670,649 
Apparel       13,157,020        13,157,020 
Banks: Money Center       26,474,003        26,474,003 
Chemicals       12,821,912        12,821,912 
Consumer Products       28,341,077        28,341,077 
Containers       9,305,357        9,305,357 
Drugs       35,400,000        35,400,000 
Energy Equipment & Services       22,595,697        22,595,697 
Food       97,961,860        97,961,860 
Gaming       233,216,184        233,216,184 
Health Care       423,556,252        423,556,252 
Health Care Products       40,656,002        40,656,002 
Leisure       2,823,011        2,823,011 
Media       229,181,960        229,181,960 
Metals & Minerals: Miscellaneous       13,757,125        13,757,125 
Services       131,380,711        131,380,711 
Technology       176,112,683        176,112,683 
Telecommunications       170,310,503        170,310,503 
Utilities       38,216,930    69,627,661    107,844,591 
Foreign Bonds       26,083,446        26,083,446 
Foreign Government Obligations       118,332,514        118,332,514 
Government Sponsored Enterprises Collateralized Mortgage Obligations       710,945,235        710,945,235 
Government Sponsored Enterprises Pass-Throughs       1,539,723,529        1,539,723,529 
Municipal Bonds       55,842,034        55,842,034 
Non-Agency Commercial Mortgage-Backed Securities       9,469,069,891        9,469,069,891 
U.S. Treasury Obligations       1,199,730,634        1,199,730,634 
Commercial Paper       359,222,149        359,222,149 
Repurchase Agreement       527,909,990        527,909,990 
Total  $   $36,251,230,487   $69,627,661   $36,320,858,148 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (857,641)       (857,641)
Forward Foreign Currency Exchange Contracts                    
Assets       1,113,158        1,113,158 
Liabilities       (229,735)       (229,735)
Futures Contracts                    
Assets   11,709,686            11,709,686 
Liabilities   (1,941,407)           (1,941,407)
Total Return Swap                    
Assets           1,414,174    1,414,174 
Liabilities                
Total  $9,768,279   $25,782   $1,414,174   $11,208,235 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND February 28, 2015

 

 
(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) 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, 2014  $92,278,449   $2,959,141 
Accrued discounts/premiums   (33,980)    
Realized gain (loss)   42,974     
Change in unrealized appreciation/depreciation   (453,458)   (1,544,967)
Purchases   4,463,130     
Sales   (2,940,355)    
Net transfers in or out of Level 3   (23,729,099)    
Balance as of February 28, 2015  $69,627,661   $1,414,174 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
LONG-TERM INVESTMENTS 105.07%                     
                      
ASSET-BACKED SECURITIES 18.71%                     
                      
Automobiles 6.94%                     
                      
Ally Auto Receivables Trust 2012-2 A3   0.74%    4/15/2016    $216  $216,330 
Ally Auto Receivables Trust 2012-5 A3   0.62%    3/15/2017     1,171   1,170,948 
Ally Auto Receivables Trust 2013-1 A3   0.63%    5/15/2017     2,916   2,916,704 
Ally Auto Receivables Trust 2013-2 A2A   0.54%    7/15/2016     800   799,798 
Ally Auto Receivables Trust 2013-SN1 A3   0.72%    5/20/2016     1,272   1,272,261 
Ally Auto Receivables Trust 2014-1 A2   0.48%    2/15/2017     6,799   6,795,198 
Ally Auto Receivables Trust 2014-2 A3   1.25%    4/15/2019     4,900   4,918,186 
AmeriCredit Automobile Receivables Trust 2012-4 A3   0.67%    6/8/2017     1,794   1,793,826 
AmeriCredit Automobile Receivables Trust 2013-1 A3   0.61%    10/10/2017     4,853   4,854,327 
AmeriCredit Automobile Receivables Trust 2013-2 A3   0.65%    12/8/2017     5,751   5,753,644 
AmeriCredit Automobile Receivables Trust 2013-3 A2   0.68%    10/11/2016     86   85,724 
AmeriCredit Automobile Receivables Trust 2013-4 A2   0.74%    11/8/2016     406   405,807 
AmeriCredit Automobile Receivables Trust 2013-5 A2A   0.65%    3/8/2017     607   606,967 
BMW Vehicle Lease Trust 2013-1 A4   0.66%    6/20/2016     7,050   7,051,967 
BMW Vehicle Lease Trust 2014-1 A3   0.73%    2/21/2017     694   693,593 
BMW Vehicle Lease Trust 2015-1 A3   1.24%    12/20/2017     6,320   6,332,457 
California Republic Auto Receivables Trust 2013-1 A2   1.41%    9/17/2018     992   996,092 
California Republic Auto Receivables Trust 2014-2 A2   0.54%    3/15/2017     2,436   2,435,441 
California Republic Auto Receivables Trust 2014-4 A2   0.77%    9/15/2017     5,480   5,481,578 
Capital Auto Receivables Asset Trust 2013-2 A2   0.92%    9/20/2016     2,056   2,057,536 
CarFinance Capital Auto Trust 2014-1A A   1.46%    12/17/2018     415   414,328 
CarMax Auto Owner Trust 2012-2 A3   0.84%    3/15/2017     1,414   1,415,630 
CarMax Auto Owner Trust 2013-2 A3   0.64%    1/16/2018     3,007   3,005,579 
CarMax Auto Owner Trust 2013-3 A3   0.97%    4/16/2018     3,900   3,909,052 
CarMax Auto Owner Trust 2013-4 A2   0.52%    11/15/2016     1,445   1,444,886 
CarMax Auto Owner Trust 2014-2 A3   0.98%    1/15/2019     971   969,838 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%    5/15/2019     5,965   5,982,060 
Fifth Third Auto Trust 2014-3 A3   0.96%    3/15/2019     4,045   4,042,359 
Ford Credit Auto Owner Trust 2012-D A3   0.51%    4/15/2017     854   853,973 
Ford Credit Auto Owner Trust 2013-D A2   0.45%    8/15/2016     419   419,382 
Ford Credit Auto Owner Trust 2013-D A3   0.67%    4/15/2018     4,295   4,291,296 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%    1/22/2018     2,580   2,580,916 
Honda Auto Receivables Owner Trust 2012-1 A3   0.77%    1/15/2016     224   224,003 
Honda Auto Receivables Owner Trust 2013-1 A3   0.48%    11/21/2016     1,204   1,204,132 
Honda Auto Receivables Owner Trust 2013-2 A3   0.53%    2/16/2017     2,181   2,180,741 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%    9/18/2017     3,792   3,792,197 
Hyundai Auto Lease Securitization Trust 2013-A A3   0.66%    6/15/2016     2,264   2,263,908 
Hyundai Auto Lease Securitization Trust 2013-B A2   0.75%    3/15/2016     1,761   1,761,871 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Automobiles (continued)                     
                      
Hyundai Auto Lease Securitization Trust 2014-A A2   0.52%    7/15/2016    $4,766  $4,767,351 
Hyundai Auto Lease Securitization Trust 2014-B A2   0.61%    2/15/2017     5,230   5,225,520 
Hyundai Auto Receivables Trust 2013-A A3   0.56%    7/17/2017     9,948   9,947,586 
Hyundai Auto Receivables Trust 2013-C A2   0.57%    6/15/2016     749   748,733 
Hyundai Auto Receivables Trust 2015-A A2   0.68%    10/16/2017     5,105   5,104,530 
Mercedes-Benz Auto Lease Trust 2013-A A3   0.59%    2/15/2016     1,365   1,365,486 
Mercedes-Benz Auto Lease Trust 2013-B A2   0.53%    9/15/2015     34   34,384 
Mercedes-Benz Auto Lease Trust 2013-B A3   0.62%    7/15/2016     1,045   1,045,126 
Mercedes-Benz Auto Lease Trust 2014-A A3   0.68%    12/15/2016     7,750   7,747,590 
Nissan Auto Receivables Owner Trust 2013-A A3   0.50%    5/15/2017     970   970,523 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%    11/20/2017     6,145   6,147,237 
Santander Drive Auto Receivables Trust 2013-1 A3   0.62%    6/15/2017     1,268   1,267,311 
Santander Drive Auto Receivables Trust 2013-4 A3   1.11%    12/15/2017     5,798   5,806,729 
Santander Drive Auto Receivables Trust 2014-1 A2A   0.66%    6/15/2017     781   781,465 
Toyota Auto Receivables Owner Trust 2013-B A2   0.48%    2/15/2016     285   284,694 
Volkswagen Auto Loan Enhanced Trust 2012-2 A3   0.46%    1/20/2017     596   595,639 
World Omni Auto Receivables Trust 2013-B A2   0.48%    11/15/2016     925   925,272 
World Omni Automobile Lease Securitization Trust 2013-A A2A   0.73%    5/16/2016     927   928,234 
World Omni Automobile Lease Securitization Trust 2013-A A3   1.10%    12/15/2016     8,045   8,073,894 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%    9/15/2017     1,525   1,529,042 
Total                   160,690,881 
                      
Credit Cards 6.47%                     
                      
American Express Credit Account Master Trust 2005-2 A   0.273%#    10/16/2017     5,250   5,249,730 
American Express Credit Account Master Trust 2012-2 A   0.68%    3/15/2018     9,358   9,368,373 
American Express Credit Account Master Trust 2014-3 A   1.49%    4/15/2020     5,935   5,961,951 
Bank of America Credit Card Trust 2014-A3 A   0.462%#    1/15/2020     2,750   2,750,213 
Barclays Dryrock Issuance Trust 2012-2 A   0.64%    8/15/2018     2,250   2,249,997 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%    1/15/2020     5,760   5,779,855 
Chase Issuance Trust 2012-A3   0.79%    6/15/2017     8,125   8,134,612 
Chase Issuance Trust 2012-A5   0.59%    8/15/2017     6,350   6,353,540 
Chase Issuance Trust 2012-A8   0.54%    10/16/2017     5,795   5,795,406 
Chase Issuance Trust 2013-A5 A   0.47%    5/15/2017     9,025   9,026,489 
Chase Issuance Trust 2013-A8   1.01%    10/15/2018     2,575   2,578,342 
Chase Issuance Trust 2014-A6   1.26%    7/15/2019     5,460   5,460,549 
Citibank Credit Card Issuance Trust 2003-A7   4.15%    7/7/2017     6,900   6,992,287 
Citibank Credit Card Issuance Trust 2005-A2   4.85%    3/10/2017     4,255   4,261,802 
Citibank Credit Card Issuance Trust 2012-A1   0.55%    10/10/2017     9,340   9,340,976 
Citibank Credit Card Issuance Trust 2013-A1   0.272%#    4/24/2017     5,225   5,223,461 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Credit Cards (continued)                     
                      
Citibank Credit Card Issuance Trust 2013-A6   1.32%    9/7/2018    $5,600  $5,635,616 
Discover Card Execution Note Trust 2012-B3   0.623%#    5/15/2018     2,850   2,848,427 
Discover Card Master Trust 2012-A3 A   0.86%    11/15/2017     9,420   9,429,900 
Synchrony Credit Card Master Note Trust 2010-1 A   3.69%    3/15/2018     10,085   10,101,025 
Synchrony Credit Card Master Note Trust 2011-2 A   0.653%#    5/15/2019     5,890   5,899,300 
Synchrony Credit Card Master Note Trust 2012-4 A   0.473%#    6/15/2018     1,985   1,985,018 
Synchrony Credit Card Master Note Trust 2012-5 A   0.95%    6/15/2018     8,775   8,786,912 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%    8/17/2020     5,350   5,338,414 
World Financial Network Credit Card Master Trust 2014-A   0.553%#    12/15/2019     5,470   5,471,365 
Total                   150,023,560 
                      
Home Equity 0.18%                     
                      
Home Equity Asset Trust 2006-7 2A2   0.278%#    1/25/2037     814   806,337 
New Century Home Equity Loan Trust 2005-A A6   4.954%    8/25/2035     2,072   2,042,270 
Option One Mortgage Loan Trust 2005-1 A4   0.968%#    2/25/2035     1,366   1,342,644 
Total                   4,191,251 
                      
Other 5.12%                     
                      
Ares IIIR/IVR CLO Ltd. 2007-3RA A2   0.474%#    4/16/2021     1,712   1,693,436 
Avenue CLO VI Ltd. 2007-6A A2   0.607%#    7/17/2019     1,000   991,732 
BlueMountain CLO Ltd. 2014-3A A1   1.48%#    10/15/2026     3,500   3,489,096 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1   1.75%#    10/15/2026     4,000   4,005,444 
Carlyle Global Market Strategies CLO Ltd. 2014-4A B   2.70%#    10/15/2026     2,425   2,427,573 
Cedar Funding IV CLO Ltd. 2014-4A A1   1.731%#    10/23/2026     2,570   2,564,333 
CIFC Funding II Ltd. 2014-2A A1L   1.743%#    5/24/2026     5,800   5,802,470 
Dryden XXIII Senior Loan Fund 2012-23RA A1R   1.503%#    7/17/2023     2,000   1,987,253 
Fore CLO Ltd. 2007-1A A2   0.707%#    7/20/2019     1,150   1,142,286 
Fraser Sullivan CLO II Ltd. 2006-2A A2   0.547%#    12/20/2020     1,500   1,493,495 
Galaxy XVIII CLO Ltd. 2014-18A A   1.733%#    10/15/2026     6,000   5,978,683 
Grayson CLO Ltd. 2006-1A A1A   0.50%#    11/1/2021     1,466   1,453,021 
Harch CLO III Ltd. 2007-1A B   0.653%#    4/17/2020     1,000   987,340 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 A2    1.147%    5/16/2044     4,765   4,729,720 
HLSS Servicer Advance Receivables Backed Notes 2013-T2 D2    2.388%    5/16/2044     1,750   1,749,239 
HLSS Servicer Advance Receivables Backed Notes 2013-T3 B3    2.14%    5/15/2046     1,500   1,486,444 
HLSS Servicer Advance Receivables Backed Notes 2013-T7 AT7    1.981%    11/15/2046     1,300   1,290,415 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Other (continued)                     
                      
HLSS Servicer Advance Receivables Backed Notes 2013-T7 CT7    2.526%    11/15/2046    $1,825  $1,817,755 
HLSS Servicer Advance Receivables Trust 2012-T2 A2   1.99%    10/15/2045     6,220   6,174,507 
HLSS Servicer Advance Receivables Trust 2012-T2 B2   2.48%    10/15/2045     1,090   1,090,187 
HLSS Servicer Advance Receivables Trust 2013-T1 A2   1.495%    1/16/2046     2,425   2,395,260 
HLSS Servicer Advance Receivables Trust 2013-T1 B3   2.734%    1/15/2048     1,250   1,126,136 
JFIN Revolver CLO Ltd. 2013-1A A   1.507%#    1/20/2021     2,749   2,751,217 
JFIN Revolver CLO Ltd. 2014-2A A2   1.561%#    2/20/2022     4,000   3,979,975 
KKR Financial CLO Ltd. 2007-1A A   0.607%#    5/15/2021     2,021   2,009,342 
KKR Financial CLO Ltd. 2007-1A B   1.007%#    5/15/2021     1,000   974,988 
Madison Park Funding IV Ltd. 2007-4A A2   0.477%#    3/22/2021     13,808   13,657,511 
Morgan Stanley Capital I, Inc. 2006-HE1 A3   0.348%#    1/25/2036     291   290,277 
Nationstar Mortgage Advance Receivables Trust 2013-T3A A3    2.438%    6/20/2048     2,150   2,144,401 
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T2 AT2    2.377%    3/15/2047     1,100   1,104,760 
Oaktree CLO Ltd. 2014-2A A1A   1.762%#    10/20/2026     4,000   3,996,760 
Oaktree CLO Ltd. 2014-2A A2A   2.332%#    10/20/2026     3,000   2,974,316 
Octagon Investment Partners XIX Ltd. 2014-1A A   1.773%#    4/15/2026     3,920   3,928,305 
OZLM VIII Ltd. 2014-8A A1A   1.715%#    10/17/2026     3,010   3,005,624 
SLM Private Education Loan Trust 2010-A 2A   3.423%#    5/16/2044     2,779   2,939,833 
SLM Private Education Loan Trust 2012-A A1   1.573%#    8/15/2025     856   864,279 
SLM Private Education Loan Trust 2012-C A1   1.272%#    8/15/2023     5,078   5,104,098 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.577%#    4/17/2021     1,500   1,465,091 
Venture VIII CDO Ltd. 2007-8A A1A   0.537%#    7/22/2021     1,396   1,380,431 
Venture XVI CLO Ltd. 2014-16A A1L   1.753%#    4/15/2026     6,236   6,223,864 
Venture XVIII CLO Ltd. 2014-18A A   1.737%#    10/15/2026     2,250   2,239,821 
Westchester CLO Ltd. 2007-1A A1A   0.48%#    8/1/2022     1,677   1,662,648 
Total                   118,573,366 
Total Asset-Backed Securities (cost $433,510,029)                433,479,058 
                      
CORPORATE BONDS 35.47%                     
                      
Air Transportation 0.08%                     
                      
American Airlines 2013-2 Class B Pass-Through Trust   5.60%    7/15/2020     1,775   1,858,995 
                      
Apparel 0.12%                     
                      
PVH Corp.   7.75%    11/15/2023     2,290   2,825,970 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Auto Parts: Original Equipment 0.18%                     
                      
Hertz Corp. (The)   6.25%    10/15/2022    $1,500  $1,567,500 
Hertz Corp. (The)   7.375%    1/15/2021     969   1,024,717 
International Automotive Components Group SA (Luxembourg)†(a)    9.125%    6/1/2018     1,446   1,471,305 
Total                   4,063,522 
                      
Automotive 0.30%                     
                      
Ford Motor Co.   6.375%    2/1/2029     1,489   1,825,511 
Ford Motor Co.   6.625%    10/1/2028     1,679   2,141,909 
Ford Motor Co.   7.45%    7/16/2031     2,044   2,862,548 
Total                   6,829,968 
                      
Banks: Money Center 0.06%                     
                      
BBVA Banco Continental SA (Peru)†(a)    5.25%    9/22/2029     1,100   1,123,100 
Zions Bancorporation   4.50%    6/13/2023     149   156,922 
Total                   1,280,022 
                      
Banks: Regional 3.28%                     
                      
Banco Bradesco SA   5.75%    3/1/2022     600   634,740 
Banco Inbursa SA Institucion de Banca Multiple (Mexico)†(a)    4.125%    6/6/2024     850   847,620 
Citigroup, Inc.   5.50%    9/13/2025     10,814   12,269,143 
Goldman Sachs Group, Inc. (The)   5.75%    1/24/2022     6,775   7,928,051 
Goldman Sachs Group, Inc. (The)   5.95%    1/15/2027     2,752   3,252,913 
HBOS plc (United Kingdom)†(a)    6.00%    11/1/2033     2,550   3,005,098 
ICICI Bank Ltd. (Hong Kong)†(a)    5.75%    11/16/2020     1,675   1,911,805 
Itau Unibanco Holding SA   5.50%    8/6/2022     600   612,000 
JPMorgan Chase & Co.   3.875%    9/10/2024     14,395   14,703,701 
Lloyds Bank plc (United Kingdom)†(a)    6.50%    9/14/2020     3,708   4,359,403 
Macquarie Bank Ltd. (Australia)†(a)    6.625%    4/7/2021     4,275   5,026,451 
Morgan Stanley   4.10%    5/22/2023     631   652,482 
Morgan Stanley   4.35%    9/8/2026     4,288   4,475,000 
Morgan Stanley   5.00%    11/24/2025     2,850   3,144,314 
Morgan Stanley   6.00%    4/28/2015     2,150   2,167,473 
Wells Fargo & Co.   4.10%    6/3/2026     10,430   10,931,318 
Total                   75,921,512 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Beverages 0.27%                     
                      
Anadolu Efes Biracilik Ve Malt Sanayii AS (Turkey)†(a)    3.375%    11/1/2022    $1,500  $1,361,250 
Central American Bottling Corp. (Guatemala)†(a)    6.75%    2/9/2022     4,671   4,927,905 
Total                   6,289,155 
                      
Biotechnology Research & Production 0.44%                     
                      
Amgen, Inc.   6.40%    2/1/2039     7,750   10,119,865 
                      
Broadcasting 0.23%                     
                      
Cox Communications, Inc.   8.375%    3/1/2039     3,781   5,430,612 
                      
Brokers 0.51%                     
                      
Jefferies Group LLC   6.875%    4/15/2021     6,161   7,002,901 
Raymond James Financial, Inc.   8.60%    8/15/2019     3,950   4,905,422 
Total                   11,908,323 
                      
Building Materials 0.03%                     
                      
Cimento Tupi SA (Brazil)†(a)    9.75%    5/11/2018     500   280,000 
Owens Corning   9.00%    6/15/2019     319   385,408 
Votorantim Cimentos SA (Brazil)†(a)    7.25%    4/5/2041     100   100,500 
Total                   765,908 
                      
Business Services 0.27%                     
                      
Expedia, Inc.   4.50%    8/15/2024     4,926   4,978,176 
Expedia, Inc.   5.95%    8/15/2020     847   952,451 
Jaguar Holding Co. I PIK   9.375%    10/15/2017     400   410,450 
Total                   6,341,077 
                      
Cable Services 0.23%                     
                      
Time Warner Cable, Inc.   6.55%    5/1/2037     386   467,148 
Time Warner Cable, Inc.   7.30%    7/1/2038     3,709   4,849,028 
Total                   5,316,176 
                      
Chemicals 1.20%                     
                      
Albemarle Corp.   4.15%    12/1/2024     2,361   2,453,648 
Alfa SAB de CV (Mexico)†(a)    5.25%    3/25/2024     2,700   2,902,500 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
  Fair
Value
 
Chemicals (continued)                     
                      
Grupo Idesa SA de CV (Mexico)†(a)    7.875%    12/18/2020    $2,400  $2,415,600 
Israel Chemicals Ltd. (Israel)†(a)    4.50%    12/2/2024     2,325   2,389,635 
Methanex Corp. (Canada)(a)    5.25%    3/1/2022     1,358   1,461,781 
Mexichem SAB de CV (Mexico)†(a)    4.875%    9/19/2022     3,239   3,483,545 
Montell Finance Co. BV (Netherlands)†(a)    8.10%    3/15/2027     2,924   4,033,833 
NewMarket Corp.   4.10%    12/15/2022     2,071   2,143,949 
NOVA Chemicals Corp. (Canada)†(a)    5.00%    5/1/2025     2,812   2,977,205 
Nufarm Australia Ltd. (Australia)†(a)    6.375%    10/15/2019     1,855   1,908,331 
OCP SA (Morocco)†(a)    6.875%    4/25/2044     1,395   1,581,930 
Total                   27,751,957 
                      
Communications Services 0.06%                     
                      
CenturyLink, Inc.   6.875%    1/15/2028     1,425   1,489,125 
                      
Communications Technology 0.20%                     
                      
Motorola Solutions, Inc.   3.75%    5/15/2022     2,381   2,431,932 
Motorola Solutions, Inc.   4.00%    9/1/2024     2,082   2,160,897 
Total                   4,592,829 
                      
Computer Hardware 0.02%                     
                      
Dell, Inc.   7.10%    4/15/2028     482   524,777 
                      
Computer Software 0.32%                     
                      
Adobe Systems, Inc.   3.25%    2/1/2025     1,000   1,009,377 
Aspect Software, Inc.   10.625%    5/15/2017     1,000   917,500 
First Data Corp.   11.75%    8/15/2021     3,149   3,684,330 
SunGard Data Systems, Inc.   7.375%    11/15/2018     1,795   1,871,287 
Total                   7,482,494 
                      
Construction/Homebuilding 0.09%                     
                      
Odebrecht Finance Ltd.   5.25%    6/27/2029     1,200   957,000 
Odebrecht Finance Ltd.   7.125%    6/26/2042     1,389   1,145,925 
Total                   2,102,925 
                      
Consumer Products 0.13%                     
                      
Tupperware Brands Corp.   4.75%    6/1/2021     2,764   2,963,423 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Containers 0.30%                     
                      
Coveris Holdings SA (Luxembourg)†(a)    7.875%    11/1/2019    $1,450  $1,479,000 
Crown Cork & Seal Co., Inc.   7.50%    12/15/2096     3,613   3,486,545 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.50%    5/15/2018     1,950   2,020,687 
Total                   6,986,232 
                      
Data Product, Equipment & Communications 0.25%                     
                      
Fidelity National Information Services, Inc.   5.00%    3/15/2022     5,520   5,856,516 
                      
Diversified 0.25%                     
                      
Alphabet Holding Co., Inc. PIK   7.75%    11/1/2017     3,619   3,564,715 
Hutchison Whampoa International 14 Ltd. (Hong Kong)†(a)    3.625%    10/31/2024     1,100   1,129,791 
San Miguel Corp. (Philippines)(a)    4.875%    4/26/2023     1,079   1,004,765 
Total                   5,699,271 
                      
Drugs 0.28%                     
                      
Express Scripts Holding Co.   6.125%    11/15/2041     4,528   5,803,950 
Valeant Pharmaceuticals International, Inc.   7.00%    10/1/2020     716   755,380 
Total                   6,559,330 
                      
Electric: Power 1.49%                     
                      
AES El Salvador Trust II (Panama)†(a)    6.75%    3/28/2023     1,060   991,100 
Appalachian Power Co.   7.00%    4/1/2038     3,000   4,305,435 
CEZ AS (Czech Republic)†(a)    4.25%    4/3/2022     1,500   1,615,752 
Duquesne Light Holdings, Inc.   6.40%    9/15/2020     2,486   2,950,716 
E.CL SA (Chile)†(a)    4.50%    1/29/2025     1,420   1,487,995 
Entergy Corp.   5.125%    9/15/2020     4,389   4,862,248 
Eskom Holdings SOC Ltd. (South Africa)†(a)    7.125%    2/11/2025     1,100   1,148,653 
Exelon Generation Co. LLC   4.25%    6/15/2022     6,164   6,472,052 
Perusahaan Listrik Negara PT (Indonesia)†(a)    5.50%    11/22/2021     300   328,875 
PPL Energy Supply LLC   4.60%    12/15/2021     648   600,239 
PPL WEM Holdings Ltd. (United Kingdom)†(a)    5.375%    5/1/2021     4,325   4,946,926 
Red Oak Power LLC   8.54%    11/30/2019     1,088   1,164,676 
Texas-New Mexico Power Co.   9.50%    4/1/2019     2,800   3,561,491 
Total                   34,436,158 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Electronics 0.11%                     
                      
PerkinElmer, Inc.   5.00%    11/15/2021    $2,201  $2,448,472 
                      
Electronics: Semi-Conductors/Components 0.17%      
                      
KLA-Tencor Corp.   4.65%    11/1/2024     3,769   3,987,779 
                      
Energy Equipment & Services 0.68%                     
                      
Alta Wind Holdings LLC    7.00%    6/30/2035     2,322   2,643,220 
Cameron International Corp.   7.00%    7/15/2038     544   672,688 
Energy Transfer Partners LP   6.625%    10/15/2036     1,110   1,339,445 
Energy Transfer Partners LP   7.50%    7/1/2038     3,426   4,428,979 
Energy Transfer Partners LP   9.00%    4/15/2019     2,055   2,507,817 
IFM US Colonial Pipeline 2 LLC    6.45%    5/1/2021     3,850   4,212,785 
Total                   15,804,934 
                      
Engineering & Contracting Services 0.13%                     
                      
China Railway Resources Huitung Ltd. (Hong Kong)(a)    3.85%    2/5/2023     2,925   2,990,459 
                      
Entertainment 0.21%                     
                      
CCO Holdings LLC/CCO Holdings Capital Corp.   7.375%    6/1/2020     3,750   4,021,875 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    9.50%    6/15/2019     768   817,920 
Total                   4,839,795 
                      
Financial Services 2.95%                     
                      
Air Lease Corp.   3.875%    4/1/2021     1,150   1,190,250 
Air Lease Corp.   4.25%    9/15/2024     3,180   3,283,350 
Air Lease Corp.   4.75%    3/1/2020     1,800   1,948,500 
Bank of America Corp.   4.20%    8/26/2024     10,058   10,426,968 
Bank of America Corp.   4.25%    10/22/2026     1,950   2,001,002 
Bank of America Corp.   5.875%    1/5/2021     5,175   6,055,040 
Dun & Bradstreet Corp. (The)   4.375%    12/1/2022     2,729   2,859,151 
General Electric Capital Corp.   6.75%    3/15/2032     13,085   18,189,498 
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.   7.375%    10/1/2017     1,210   1,252,350 
Lender Processing Services, Inc.   5.75%    4/15/2023     5,458   5,819,593 
MU Finance plc (United Kingdom)†(a)    8.375%    2/1/2017     1,541   1,583,487 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Financial Services (continued)                     
                      
Rio Oil Finance Trust Series 2014-1 (Brazil)†(a)    6.25%    7/6/2024    $2,300  $2,082,142 
Santander UK plc (United Kingdom)(a)    7.95%    10/26/2029     3,476   4,584,795 
Scottrade Financial Services, Inc.    6.125%    7/11/2021     3,108   3,363,711 
SUAM Finance BV (Curacao)†(a)    4.875%    4/17/2024     2,562   2,658,075 
Western Union Co. (The)   3.35%    5/22/2019     903   930,992 
Total                   68,228,904 
                      
Financial: Miscellaneous 0.65%                     
                      
Banque Centrale de Tunisie SA (Tunisia)†(a)    5.75%    1/30/2025     3,200   3,268,000 
Moody’s Corp.   4.50%    9/1/2022     4,500   4,864,527 
Moody’s Corp.   5.50%    9/1/2020     1,900   2,177,698 
NASDAQ OMX Group, Inc. (The)   4.25%    6/1/2024     2,039   2,138,942 
NASDAQ OMX Group, Inc. (The)   5.55%    1/15/2020     605   673,887 
Wells Fargo Bank NA   5.85%    2/1/2037     1,422   1,846,999 
Total                   14,970,053 
                      
Food 0.68%                     
                      
Big Heart Pet Brands   7.625%    2/15/2019     2,775   2,835,356 
Cosan Luxembourg SA (Luxembourg)†(a)    5.00%    3/14/2023     1,200   1,074,000 
Flowers Foods, Inc.   4.375%    4/1/2022     830   886,929 
Gruma SAB de CV (Mexico)†(a)    4.875%    12/1/2024     1,100   1,164,625 
H.J. Heinz Finance Co.   6.75%    3/15/2032     747   803,025 
H.J. Heinz Finance Co.    7.125%    8/1/2039     1,999   2,203,897 
JBS Investments GmbH (Austria)†(a)    7.25%    4/3/2024     2,300   2,351,750 
Mondelez International, Inc.   6.50%    2/9/2040     1,000   1,391,504 
US Foods, Inc.   8.50%    6/30/2019     2,987   3,140,084 
Total                   15,851,170 
                      
Gaming 0.36%                     
                      
Activision Blizzard, Inc.    6.125%    9/15/2023     3,375   3,742,031 
CCM Merger, Inc.    9.125%    5/1/2019     858   937,365 
Mohegan Tribal Gaming Authority    11.00%    9/15/2018     1,898   1,907,490 
Pinnacle Entertainment, Inc.   8.75%    5/15/2020     1,697   1,798,820 
Total                   8,385,706 
                      
Health Care 0.19%                     
                      
Zoetis, Inc.   3.25%    2/1/2023     4,350   4,338,877 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Health Care Products 0.67%                     
                      
Forest Laboratories, Inc.    4.375%    2/1/2019    $6,793  $7,231,781 
Forest Laboratories, Inc.    5.00%    12/15/2021     5,728   6,300,502 
Medtronic, Inc.    4.375%    3/15/2035     1,884   2,056,318 
Total                   15,588,601 
                      
Health Care Services 0.73%                     
                      
DaVita HealthCare Partners, Inc.   6.625%    11/1/2020     2,900   3,068,563 
Fresenius Medical Care US Finance II, Inc.    4.75%    10/15/2024     1,000   1,067,500 
Fresenius Medical Care US Finance II, Inc.    5.875%    1/31/2022     5,955   6,714,262 
Omega Healthcare Investors, Inc.   4.95%    4/1/2024     647   682,585 
Omega Healthcare Investors, Inc.   5.875%    3/15/2024     2,853   3,074,108 
Senior Housing Properties Trust   6.75%    12/15/2021     1,885   2,186,087 
Total                   16,793,105 
                      
Household Equipment/Products 0.03%                     
                      
Turkiye Sise ve Cam Fabrikalari AS (Turkey)†(a)    4.25%    5/9/2020     625   613,281 
                      
Industrial Products 0.05%                     
                      
KOC Holding AS (Turkey)†(a)    3.50%    4/24/2020     1,200   1,172,232 
                      
Insurance 0.67%                     
                      
CNO Financial Group, Inc.    6.375%    10/1/2020     1,526   1,625,190 
Markel Corp.   7.125%    9/30/2019     2,886   3,450,325 
Symetra Financial Corp.    6.125%    4/1/2016     1,574   1,640,563 
Teachers Insurance & Annuity Association of America    4.90%    9/15/2044     4,296   4,943,515 
TIAA Asset Management Finance Co. LLC    2.95%    11/1/2019     781   798,087 
Willis North America, Inc.   7.00%    9/29/2019     2,555   2,988,977 
Total                   15,446,657 
                      
Investment Management Companies 0.05%                     
                      
Lazard Group LLC   6.85%    6/15/2017     1,000   1,113,889 
                      
Jewelry, Watches & Gemstones 0.01%                     
                      
ALROSA Finance SA (Luxembourg)†(a)    7.75%    11/3/2020     200   195,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Leasing 0.35%                     
                      
Aviation Capital Group Corp.    6.75%    4/6/2021    $2,937  $3,348,380 
Aviation Capital Group Corp.    7.125%    10/15/2020     4,167   4,807,843 
Total                   8,156,223 
                      
Leisure 0.64%                     
                      
Carnival plc (United Kingdom)(a)    7.875%    6/1/2027     3,957   5,169,460 
Royal Caribbean Cruises Ltd.   7.50%    10/15/2027     3,504   4,161,000 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   5.375%    3/15/2022     5,233   5,524,086 
Total                   14,854,546 
                      
Lodging 0.77%                     
                      
Host Hotels & Resorts LP   5.25%    3/15/2022     8,532   9,417,553 
Hyatt Hotels Corp.    6.875%    8/15/2019     3,333   3,849,342 
Starwood Hotels & Resorts Worldwide, Inc.   4.50%    10/1/2034     3,250   3,362,635 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.    6.375%    6/1/2021     1,220   1,177,300 
Total                   17,806,830 
                      
Machinery: Agricultural 0.70%                     
                      
Imperial Tobacco Finance plc (United Kingdom)†(a)    3.50%    2/11/2023     1,285   1,305,790 
Lorillard Tobacco Co.   6.875%    5/1/2020     3,086   3,673,753 
Lorillard Tobacco Co.   8.125%    6/23/2019     2,250   2,747,727 
Lorillard Tobacco Co.   8.125%    5/1/2040     1,400   2,003,259 
MHP SA (Ukraine)†(a)    8.25%    4/2/2020     2,915   1,836,450 
Viterra, Inc. (Canada)†(a)    5.95%    8/1/2020     4,048   4,548,636 
Total                   16,115,615 
                      
Machinery: Industrial/Specialty 0.03%                     
                      
Honghua Group Ltd. (China)†(a)    7.45%    9/25/2019     1,300   789,750 
                      
Manufacturing 0.16%                     
                      
Hillenbrand, Inc.   5.50%    7/15/2020     2,618   2,841,965 
Trinity Industries, Inc.   4.55%    10/1/2024     933   928,194 
Total                   3,770,159 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Media 1.35%                     
                      
21st Century Fox America, Inc.   6.20%    12/15/2034    $1,325  $1,715,784 
21st Century Fox America, Inc.   6.90%    8/15/2039     3,664   5,132,865 
Discovery Communications LLC   6.35%    6/1/2040     3,195   3,910,587 
Gannett Co., Inc.   7.125%    9/1/2018     503   522,491 
Globo Comunicacao e Participacoes SA (Brazil)†(a)    4.875%    4/11/2022     3,825   3,968,438 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(a)    5.307%    5/11/2022     3,550   3,747,380 
Interpublic Group of Cos., Inc. (The)   4.00%    3/15/2022     1,601   1,668,068 
Time Warner, Inc.   7.625%    4/15/2031     4,735   6,686,705 
Viacom, Inc.   4.85%    12/15/2034     2,850   2,942,776 
Videotron Ltd. (Canada)(a)    6.375%    12/15/2015     643   645,411 
Videotron Ltd. (Canada)(a)    9.125%    4/15/2018     212   218,360 
Total                   31,158,865 
                      
Metals & Minerals: Miscellaneous 0.24%                     
                      
Barrick Gold Corp. (Canada)(a)    4.10%    5/1/2023     3,303   3,293,398 
Goldcorp, Inc. (Canada)(a)    5.45%    6/9/2044     1,116   1,162,238 
New Gold, Inc. (Canada)†(a)    6.25%    11/15/2022     1,027   1,021,865 
New Gold, Inc. (Canada)†(a)    7.00%    4/15/2020     69   71,674 
Total                   5,549,175 
                      
Natural Gas 0.82%                     
                      
Bill Barrett Corp.   7.625%    10/1/2019     2,915   2,867,631 
Fermaca Enterprises S de RL de CV (Mexico)†(a)    6.375%    3/30/2038     2,600   2,735,460 
GNL Quintero SA (Chile)†(a)    4.634%    7/31/2029     1,650   1,719,084 
Kinder Morgan, Inc.   7.75%    1/15/2032     1,518   1,904,018 
Kinder Morgan, Inc.   8.05%    10/15/2030     548   676,813 
SourceGas LLC    5.90%    4/1/2017     3,984   4,271,199 
Southern Star Central Corp.    5.125%    7/15/2022     1,500   1,548,750 
Tennessee Gas Pipeline Co. LLC   8.375%    6/15/2032     2,015   2,578,013 
Transportadora de Gas del Peru SA (Peru)†(a)    4.25%    4/30/2028     800   799,000 
Total                   19,099,968 
                      
Oil 1.30%                     
                      
Afren plc (United Kingdom)†(a)    10.25%    4/8/2019     2,600   1,063,400 
Canadian Oil Sands Ltd. (Canada)†(a)    7.75%    5/15/2019     2,047   2,233,709 
Canadian Oil Sands Ltd. (Canada)†(a)    7.90%    9/1/2021     876   938,927 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Oil (continued)                     
                      
Chaparral Energy, Inc.   8.25%    9/1/2021    $1,340  $1,045,200 
Delek & Avner Tamar Bond Ltd. (Israel)†(a)    5.082%    12/30/2023     800   811,630 
Ecopetrol SA (Colombia)(a)    5.875%    5/28/2045     762   735,254 
GeoPark Latin America Ltd. Agencia en Chile
(Chile)†(a)
   7.50%    2/11/2020     1,885   1,442,025 
Hilcorp Energy I LP/Hilcorp Finance Co.    7.625%    4/15/2021     1,950   2,042,625 
KazMunayGas National Co. JSC (Kazakhstan)†(a)    4.875%    5/7/2025     300   270,372 
Kodiak Oil & Gas Corp.   8.125%    12/1/2019     2,651   2,776,923 
LUKOIL International Finance BV (Netherlands)†(a)    6.656%    6/7/2022     500   480,000 
MEG Energy Corp. (Canada)†(a)    6.50%    3/15/2021     650   632,125 
MEG Energy Corp. (Canada)†(a)    7.00%    3/31/2024     1,668   1,632,555 
Petroleos de Venezuela SA (Venezuela)(a)    5.25%    4/12/2017     2,771   1,263,992 
Petroleos de Venezuela SA (Venezuela)†(a)    6.00%    11/15/2026     1,268   415,270 
Petroleos de Venezuela SA (Venezuela)†(a)    8.50%    11/2/2017     1,406   930,210 
Petroleos Mexicanos (Mexico)†(a)    4.25%    1/15/2025     380   383,610 
Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)    9.75%    8/14/2019     1,000   1,185,000 
Pioneer Energy Services Corp.   6.125%    3/15/2022     750   579,375 
Plains All American Pipeline LP/PAA Finance Corp.   3.60%    11/1/2024     5,237   5,385,809 
SEACOR Holdings, Inc.   7.375%    10/1/2019     1,244   1,287,540 
Valero Energy Corp.   10.50%    3/15/2039     1,622   2,688,859 
Total                   30,224,410 
                      
Oil: Crude Producers 1.28%                     
                      
Apache Corp.   6.00%    1/15/2037     1,871   2,246,180 
Enbridge Energy Partners LP   9.875%    3/1/2019     3,221   4,044,797 
Enterprise Products Operating LLC   7.55%    4/15/2038     2,519   3,586,550 
Kerr-McGee Corp.   7.125%    10/15/2027     1,000   1,295,932 
Kerr-McGee Corp.   7.875%    9/15/2031     2,702   3,767,844 
Kinder Morgan, Inc.   5.30%    12/1/2034     257   273,232 
OGX Austria GmbH (Austria)†(a)(b)    8.50%    6/1/2018     1,730   13,148 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.75%    9/1/2020     325   355,063 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%    3/1/2022     2,265   2,485,837 
Ruby Pipeline LLC    6.00%    4/1/2022     3,557   3,821,879 
Sabine Pass Liquefaction LLC   6.25%    3/15/2022     2,960   3,126,500 
Southeast Supply Header LLC    4.25%    6/15/2024     1,254   1,275,006 
Transportadora de Gas Internacional SA ESP (Colombia)†(a)    5.70%    3/20/2022     3,150   3,393,180 
Total                   29,685,148 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Oil: Integrated Domestic 0.62%                     
                      
El Paso Pipeline Partners Operating Co. LLC   7.50%    11/15/2040    $1,500  $1,916,622 
Freeport-McMoran Oil & Gas LLC/FCX Oil & Gas, Inc.   6.75%    2/1/2022     3,963   4,190,872 
Kinder Morgan Energy Partners LP   5.40%    9/1/2044     3,050   3,246,341 
Kinder Morgan Energy Partners LP   7.40%    3/15/2031     775   933,012 
Rowan Cos., Inc.   7.875%    8/1/2019     3,679   4,104,178 
Total                   14,391,025 
                      
Oil: Integrated International 0.74%                     
                      
Eni SpA (Italy)†(a)    5.70%    10/1/2040     6,900   7,905,599 
Petroleos Mexicanos (Mexico)(a)    5.50%    6/27/2044     250   255,000 
Transocean, Inc.   6.375%    12/15/2021     4,890   4,321,087 
Weatherford International Ltd.   9.875%    3/1/2039     4,051   4,652,744 
Total                   17,134,430 
                      
Paper & Forest Products 0.49%                     
                      
Georgia-Pacific LLC   8.875%    5/15/2031     7,392   11,390,651 
                      
Real Estate Investment Trusts 1.34%                     
                      
ARC Properties Operating Partnership LP   3.00%    2/6/2019     7,646   7,325,312 
CBRE Services, Inc.   5.25%    3/15/2025     568   620,540 
China Overseas Finance Cayman V Ltd.   3.95%    11/15/2022     3,150   3,119,039 
China South City Holdings Ltd. (Hong Kong)(a)    8.25%    1/29/2019     1,160   1,107,510 
EPR Properties   5.25%    7/15/2023     3,175   3,421,059 
EPR Properties   7.75%    7/15/2020     3,304   3,996,290 
Fibra Uno Trust (Mexico)†(a)    5.25%    12/15/2024     650   693,875 
Healthcare Realty Trust, Inc.   5.75%    1/15/2021     3,966   4,472,200 
Hospitality Properties Trust   4.65%    3/15/2024     1,218   1,258,959 
Hospitality Properties Trust   5.00%    8/15/2022     1,250   1,331,249 
Iron Mountain, Inc.   6.00%    8/15/2023     2,525   2,663,875 
Iron Mountain, Inc.   8.375%    8/15/2021     364   380,107 
Kilroy Realty LP   6.625%    6/1/2020     517   606,295 
Total                   30,996,310 
                      
Retail 1.39%                     
                      
Amazon.com, Inc.   3.80%    12/5/2024     2,720   2,860,382 
Amazon.com, Inc.   4.80%    12/5/2034     8,011   8,665,050 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Retail (continued)                     
                      
Chinos Intermediate Holdings Class A, Inc. PIK    7.75%    5/1/2019    $3,298  $2,918,730 
DBP Holding Corp.    7.75%    10/15/2020     838   770,960 
El Puerto de Liverpool SAB de CV (Mexico)†(a)    3.95%    10/2/2024     2,320   2,340,300 
Family Dollar Stores, Inc.   5.00%    2/1/2021     721   763,064 
Family Tree Escrow LLC    5.75%    3/1/2023     1,200   1,269,000 
Michaels FinCo Holdings LLC/Michaels FinCo, Inc. PIK    7.50%    8/1/2018     330   339,075 
Pacific Emerald Pte Ltd. (Singapore)(a)    9.75%    7/25/2018     775   833,125 
QVC, Inc.    7.375%    10/15/2020     9,500   9,927,500 
SACI Falabella (Chile)†(a)    4.375%    1/27/2025     700   720,575 
Walgreens Boots Alliance, Inc.   4.80%    11/18/2044     707   770,023 
Total                   32,177,784 
                      
Savings & Loan 0.21%                     
                      
First Niagara Financial Group, Inc.   7.25%    12/15/2021     4,444   4,968,832 
                      
Steel 0.47%                     
                      
Allegheny Technologies, Inc.   6.125%    8/15/2023     4,723   5,068,138 
Allegheny Technologies, Inc.   9.375%    6/1/2019     4,085   4,927,229 
GTL Trade Finance, Inc.    7.25%    4/16/2044     1,000   954,700 
Total                   10,950,067 
                      
Technology 0.65%                     
                      
Alibaba Group Holding Ltd. (China)†(a)    3.60%    11/28/2024     4,600   4,645,926 
Tencent Holdings Ltd. (China)†(a)    3.375%    5/2/2019     3,500   3,597,920 
VeriSign, Inc.   4.625%    5/1/2023     6,845   6,879,225 
Total                   15,123,071 
                      
Telecommunications 1.95%                     
                      
Altice Financing SA (Luxembourg)†(a)    6.50%    1/15/2022     2,500   2,593,750 
AT&T, Inc.   6.50%    9/1/2037     3,542   4,280,128 
Bharti Airtel International Netherlands BV (Netherlands)†(a)    5.125%    3/11/2023     1,300   1,419,185 
Bharti Airtel International Netherlands BV (Netherlands)†(a)    5.35%    5/20/2024     2,389   2,655,541 
Claro SA (Brazil)(a)    7.50%    1/27/2020     1,400   1,449,700 
Consolidated Communications, Inc.   10.875%    6/1/2020     1,845   2,087,156 
Digicel Group Ltd. (Jamaica)†(a)    7.125%    4/1/2022     1,000   955,000 
ENTEL Chile SA (Chile)†(a)    4.75%    8/1/2026     2,250   2,334,609 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
    Principal
Amount
(000)
  Fair
Value
 
Telecommunications (continued)                     
                      
Frontier Communications Corp.   9.25%    7/1/2021    $4,767  $5,583,349 
GTE Corp.   6.94%    4/15/2028     9,618   12,450,597 
Millicom International Cellular SA (Luxembourg)†(a)    4.75%    5/22/2020     2,500   2,450,000 
MTN Mauritius Investments Ltd. (Mauritius)†(a)    4.755%    11/11/2024     1,865   1,867,298 
Turk Telekomunikasyon AS (Turkey)†(a)    4.875%    6/19/2024     5,000   5,065,000 
Total                   45,191,313 
                      
Textile Products 0.09%                     
                      
Mohawk Industries, Inc.   6.125%    1/15/2016     1,953   2,037,202 
                      
Tobacco 0.18%                     
                      
Altria Group, Inc.   9.95%    11/10/2038     2,442   4,265,278 
                      
Transportation: Miscellaneous 0.11%                     
                      
Marquette Transportation Co. LLC/Marquette Transportation Finance Corp.   10.875%    1/15/2017     1,000   1,035,000 
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(a)    5.875%    8/12/2020     1,500   1,606,965 
Total                   2,641,965 
                      
Utilities 0.50%                     
                      
Aquarion Co.    4.00%    8/15/2024     3,725   3,760,309 
Origin Energy Finance Ltd. (Australia)†(a)    3.50%    10/9/2018     1,500   1,526,169 
Public Service Co. of New Mexico   7.95%    5/15/2018     2,283   2,682,112 
Williams Cos., Inc. (The)   8.75%    3/15/2032     2,964   3,499,038 
Total                   11,467,628 
                      
Utilities: Electrical 0.16%                     
                      
Tennessee Valley Authority   3.50%    12/15/2042     3,740   3,785,699 
Total Corporate Bonds (cost $806,144,134)                   821,897,000 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FLOATING RATE LOAN(c) 0.08%                  
                   
Gaming                  
                   
Seminole Tribe of Florida Initial Term Loan
(cost $1,918,873)
   3.00%  4/29/2020  $1,923   $1,924,490 
                   
FOREIGN BONDS(d) 0.21%                  
                   
Brazil 0.03%                  
                   
BRF SA   7.75%  5/22/2018  BRL2,500    744,166 
                   
Mexico 0.18%                  
                   
Cemex SAB de CV   4.75%  1/11/2022  EUR1,900    2,194,276 
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%  6/10/2028  MXN31,250    2,020,700 
Total                4,214,976 
Total Foreign Bonds (cost $6,208,362)                4,959,142 
                   
FOREIGN GOVERNMENT OBLIGATIONS 4.09%                  
                   
Argentina 0.08%                  
                   
City of Buenos Aires†(a)    9.95%  3/1/2017  $800   $836,000 
Provincia de Neuquen†(a)    7.875%  4/26/2021   380    376,200 
Republic of Argentina(a)(b)    8.28%  12/31/2033   620    625,898 
Total                1,838,098 
                   
Bahamas 0.10%                  
                   
Commonwealth of Bahamas†(a)    6.95%  11/20/2029   1,943    2,280,596 
                   
Bermuda 0.09%                  
                   
Bermuda Government   5.603%  7/20/2020   1,950    2,176,688 
                   
Brazil 0.16%                  
                   
Federal Republic of Brazil(a)    4.25%  1/7/2025   1,000    966,250 
Federal Republic of Brazil(a)    5.00%  1/27/2045   1,000    909,000 
Federal Republic of Brazil†(a)    5.333%  2/15/2028   2,000    1,920,000 
Total                3,795,250 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Cayman Islands 0.04%                  
                   
Cayman Islands Government   5.95%  11/24/2019  $800   $918,000 
                   
Chile 0.10%                  
                   
Republic of Chile(a)    3.125%  3/27/2025   2,213    2,329,182 
                   
Colombia 0.08%                  
                   
Republic of Colombia(a)    4.00%  2/26/2024   1,758    1,837,110 
                   
Croatia 0.05%                  
                   
Republic of Croatia†(a)    6.00%  1/26/2024   1,000    1,118,750 
                   
Dominican Republic 0.17%                  
                   
Dominican Republic†(a)    5.50%  1/27/2025   1,950    2,047,500 
Dominican Republic†(a)    6.60%  1/28/2024   800    890,000 
Dominican Republic†(a)    9.04%  1/23/2018   942    1,026,465 
Total                3,963,965 
                   
El Salvador 0.09%                  
                   
Republic of El Salvador†(a)    6.375%  1/18/2027   1,984    2,026,160 
                   
Ethiopia 0.04%                  
                   
Federal Republic of Ethiopia†(a)    6.625%  12/11/2024   800    804,000 
                   
Gabon 0.02%                  
                   
Republic of Gabon†(a)    6.375%  12/12/2024   400    388,000 
                   
Ghana 0.13%                  
                   
Republic of Ghana†(a)    7.875%  8/7/2023   3,100    3,024,050 
                   
Honduras 0.10%                  
                   
Honduras Government†(a)    7.50%  3/15/2024   2,174    2,296,287 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Hungary 0.14%                  
                   
Republic of Hungary(a)    5.375%  3/25/2024  $2,946   $3,342,237 
                   
Indonesia 0.29%                  
                   
Perusahaan Penerbit SBSN†(a)    4.00%  11/21/2018   1,700    1,793,500 
Perusahaan Penerbit SBSN III†(a)    3.30%  11/21/2022   2,150    2,144,625 
Republic of Indonesia†(a)    5.875%  1/15/2024   670    785,575 
Republic of Indonesia†(a)    6.75%  1/15/2044   1,580    2,061,900 
Total                6,785,600 
                   
Ivory Coast 0.05%                  
                   
Ivory Coast Bond†(a)    6.375%  3/3/2028   1,175    1,170,594 
                   
Kazakhstan 0.04%                  
                   
Republic of Kazakhstan†(a)    4.875%  10/14/2044   1,000    890,000 
                   
Latvia 0.10%                  
                   
Republic of Latvia†(a)    5.25%  6/16/2021   2,047    2,346,374 
                   
Lithuania 0.22%                  
                   
Republic of Lithuania†(a)    7.375%  2/11/2020   4,078    5,005,745 
                   
Mexico 0.29%                  
                   
United Mexican States(a)    4.00%  10/2/2023   4,421    4,719,417 
United Mexican States(a)    5.55%  1/21/2045   1,214    1,452,248 
United Mexican States(a)    5.95%  3/19/2019   400    459,400 
Total                6,631,065 
                   
Panama 0.06%                  
                   
Republic of Panama(a)    4.00%  9/22/2024   900    951,750 
Republic of Panama(a)    4.30%  4/29/2053   550    537,625 
Total                1,489,375 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount (000)
   Fair
Value
 
Paraguay 0.07%                  
                   
Republic of Paraguay†(a)    4.625%  1/25/2023  $200   $209,750 
Republic of Paraguay†(a)    6.10%  8/11/2044   1,170    1,297,238 
Total                1,506,988 
                   
Philippines 0.39%                  
                   
Republic of Philippines(a)    3.95%  1/20/2040   2,400    2,541,000 
Republic of Philippines(a)    4.20%  1/21/2024   2,970    3,311,550 
Republic of Philippines(a)    7.50%  9/25/2024   1,979    2,642,836 
Republic of Philippines(a)    9.50%  10/21/2024   300    451,458 
Total                8,946,844 
                   
Poland 0.10%                  
                   
Republic of Poland(a)    4.00%  1/22/2024   2,120    2,301,722 
                   
Romania 0.07%                  
                   
Republic of Romania†(a)    6.125%  1/22/2044   1,320    1,722,600 
                   
Russia 0.11%                  
                   
Russia Eurobonds†(a)    4.875%  9/16/2023   2,900    2,612,900 
                   
Slovenia 0.12%                  
                   
Republic of Slovenia†(a)    5.25%  2/18/2024   2,456    2,805,980 
                   
South Africa 0.05%                  
                   
Republic of South Africa(a)    4.665%  1/17/2024   1,020    1,082,750 
                   
Trinidad And Tobago 0.08%                  
                   
Republic of Trinidad & Tobago†(a)    4.375%  1/16/2024   1,830    1,958,100 
                   
Turkey 0.40%                  
                   
Republic of Turkey(a)    5.625%  3/30/2021   3,124    3,437,987 
Republic of Turkey(a)    5.75%  3/22/2024   5,150    5,768,000 
Total                9,205,987 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Uruguay 0.13%                  
                   
Republic of Uruguay(a)    4.50%  8/14/2024  $2,757   $2,984,452 
                   
Venezuela 0.04%                  
                   
Republic of Venezuela(a)    9.375%  1/13/2034   2,389    931,710 
                   
Vietnam 0.09%                  
                   
Socialist Republic of Vietnam†(a)    4.80%  11/19/2024   2,050    2,162,750 
Total Foreign Government Obligations (cost $92,745,388)                94,679,909 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.19% 
  
Federal Home Loan Mortgage Corp. Q001 XA IO   2.386%#  2/25/2032   18,599    3,762,696 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   684    687,962 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $4,369,714)   4,450,658 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 19.76%     
      
Federal Home Loan Mortgage Corp.   2.155%#  6/1/2043   10,757    10,957,194 
Federal Home Loan Mortgage Corp.   3.114%#  10/1/2044   11,150    11,611,184 
Federal Home Loan Mortgage Corp.   3.16%#  7/1/2044   3,069    3,199,889 
Federal Home Loan Mortgage Corp.   5.00%  6/1/2026   5,144    5,541,673 
Federal National Mortgage Assoc.   2.81%#  11/1/2044   13,933    14,417,525 
Federal National Mortgage Assoc.(e)    3.00%  TBA   66,330    67,573,968 
Federal National Mortgage Assoc.(e)    3.50%  TBA   36,970    38,748,458 
Federal National Mortgage Assoc.   4.00%  10/1/2040 - 6/1/2043   21,505    23,057,923 
Federal National Mortgage Assoc. (e)   4.00%   TBA   135,455    144,653,178 
Federal National Mortgage Assoc.   4.50%  4/1/2040 - 1/1/2043   78,920    86,041,382 
Federal National Mortgage Assoc.(e)    4.50%  TBA   35,858    38,978,207 
Federal National Mortgage Assoc.   5.50%  9/1/2034 - 4/1/2036   11,629    13,130,306 
Total Government Sponsored Enterprises Pass-Throughs (cost $454,079,365)   457,910,887 
                   
MUNICIPAL BONDS 0.38%                  
                   
Electric Revenue Bonds 0.07%                  
                   
American Municipal Power, Inc.   7.834%  2/15/2041   1,000    1,507,680 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Power 0.10%                  
                   
Municipal Elec Auth of Georgia   7.055%  4/1/2057  $1,900   $2,247,662 
                   
Toll Roads 0.21%                  
                   
Metropolitan Washington Arpt   7.462%  10/1/2046   2,170    3,104,944 
North Texas Tollway Auth   8.91%  2/1/2030   1,475    1,807,229 
Total                4,912,173 
Total Municipal Bonds (cost $7,289,070)                8,667,515 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.43%     
      
Bear Stearns ALT-A Trust 2004-8 1A   0.868%#  9/25/2034   2,414    2,352,154 
Citigroup Commercial Mortgage Trust 2014-GC25 B   4.345%  10/10/2047   1,070    1,139,508 
Citigroup Commercial Mortgage Trust 2014-GC25 C   4.534%#  10/10/2047   1,215    1,271,824 
Citigroup Commercial Mortgage Trust 2014-GC25 XB IO   0.189%#  10/10/2047   50,626    1,028,518 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%  3/10/2031   5,643    5,751,674 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.315%#  8/10/2047   5,525    439,434 
Commercial Mortgage Pass-Through Certificates 2014-CR20 AM   3.938%  11/10/2047   1,119    1,186,431 
Commercial Mortgage Pass-Through Certificates 2014-UBS5 B   4.514%#  9/10/2047   2,706    2,933,932 
Granite Master Issuer plc 2007-1 4A1 (United Kingdom)(a)    0.394%#  12/20/2054   2,705    2,694,146 
GS Mortgage Securities Corp. II 2012-TMSQ A   3.007%  12/10/2030   1,400    1,411,058 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.284%#  4/15/2047   5,715    321,941 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.284%#  4/15/2047   1,595    43,607 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C25 AS   4.065%  11/15/2047   2,000    2,143,697 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   536    527,431 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   569    559,286 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%  10/25/2036   1,701    1,522,810 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   1,049    1,002,544 
Springleaf Mortgage Loan Trust 2012-3A A   1.57%  12/25/2059   1,425    1,427,431 
Springleaf Mortgage Loan Trust 2013-1A A   1.27%  6/25/2058   1,200    1,200,985 
UBS-BAMLL Trust 2012-WRM E   4.238%#  6/10/2030   3,905    3,764,734 
Wells Fargo Commercial Mortgage Trust 2013-120B D   2.71%#  3/18/2028   4,531    4,386,201 
Wells Fargo Commercial Mortgage Trust 2013-LC12 C   4.301%#  7/15/2046   4,894    5,134,056 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.301%#  7/15/2046   5,195    5,004,315 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.236%#  5/15/2047   11,321    846,280 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.573%#  5/15/2047   2,205    111,572 
WF-RBS Commercial Mortgage Trust 2014-C23 XA IO   0.724%#  10/15/2057   69,779    3,262,780 
WF-RBS Commercial Mortgage Trust 2014-C23 XB IO   0.307%#  10/15/2057   100,000    2,448,100 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)     
WF-RBS Commercial Mortgage Trust 2014-C25 AS   3.984%#  11/15/2047  $1,237   $1,322,299 
WF-RBS Commercial Mortgage Trust 2014-C25 B   4.236%#  11/15/2047   1,000    1,070,288 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $54,590,255)    56,309,036 
                   
U.S. TREASURY OBLIGATIONS 23.75%                  
                   
U.S. Treasury Bond   3.00%  11/15/2044   70,595    76,452,197 
U.S. Treasury Note   0.25%  4/15/2016   151,770    151,686,982 
U.S. Treasury Note   0.50%  7/31/2017   113,321    112,488,771 
U.S. Treasury Note   0.875%  4/15/2017   42,429    42,604,698 
U.S. Treasury Note   1.25%  11/30/2018   49,386    49,366,690 
U.S. Treasury Note   1.375%  2/29/2020   89,063    88,527,197 
U.S. Treasury Note   2.00%  2/15/2025   29,263    29,260,717 
Total U.S. Treasury Obligations (cost $549,484,613)                550,387,252 
Total Long-Term Investments (cost $2,410,339,803)                2,434,664,947 
                   
SHORT-TERM INVESTMENTS 10.85%                  
                   
COMMERCIAL PAPER 0.15%                  
                   
Utilities 0.09%                  
Duke Energy Corp.   Zero Coupon   4/2/2015   2,000    1,999,208 
                   
Utilities: Miscellaneous 0.06%                  
                   
Enable Midstream Partners LP   Zero Coupon   3/23/2015   1,500    1,499,125 
Total Commercial Paper (cost $3,498,265)                3,498,333 
                   
U.S. TREASURY OBLIGATIONS 3.90%                  
                   
U.S. Treasury Note   1.25%  8/31/2015   41,537    41,773,886 
U.S. Treasury Note   2.125%  12/31/2015   47,893    48,648,799 
Total U.S. Treasury Obligations (cost $90,410,599)                90,422,685 
                       
REPURCHASE AGREEMENT 6.80%                      
                       
Repurchase Agreement dated 2/27/2015, Zero Coupon due 3/2/2015 with Fixed Income Clearing Corp. collateralized by $148,860,000 of U.S. Treasury Note at 3.125% due 5/15/2019; value: $160,616,665; proceeds: $157,466,910
(cost $157,466,910)
               157,467    157,466,910 
Total Short-Term Investments (cost $251,375,774)                    251,387,928 

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Investments             Fair
Value
 
Total Investments in Securities 115.92% (cost $2,661,715,577)                   $2,686,052,875 
Liabilities in Excess of Cash and Other Assets(f) (15.92%)                    (368,812,711)
Net Assets 100.00%                   $2,317,240,164 

 

 
BRL Brazilian real.
EUR euro.
MXN Mexican peso.
IO Interest Only.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at February 28, 2015.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.
(b) Defaulted security.
(c) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at February 28, 2015.
(d) Investment in non-U.S. dollar denominated securities.
(e) 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.
(f) Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and the fair value of total return swap as follows:

 

Open Forward Foreign Currency Exchange Contracts at February 28, 2015:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Brazilian real  Sell  Morgan Stanley  5/12/2015   2,250,000   $797,759   $776,680   $21,079 
euro  Sell  Morgan Stanley  5/13/2015   475,000    537,972    532,000    5,972 
euro  Sell  Morgan Stanley  5/13/2015   475,000    537,920    532,000    5,920 
euro  Sell  Morgan Stanley  5/13/2015   475,000    538,024    532,000    6,024 
euro  Sell  Morgan Stanley  5/13/2015   475,000    537,977    532,000    5,977 
Mexican peso  Sell  J.P. Morgan  5/12/2015   30,700,000    2,070,828    2,047,226    23,602 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts       $68,574 

 

Open Futures Contracts at February 28, 2015:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized Appreciation 
U.S. 5-Year Treasury Note  June 2015   2,513   Long  $299,753,781   $1,428,771 
U.S. 10-Year Treasury Note  June 2015   1,583   Short   (202,302,453)   405,332 
Ultra Long U.S. Treasury Bond  June 2015   84   Long   14,135,625    329,290 
Totals             $111,586,953   $2,163,393 

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized Depreciation 
U.S. 2-Year Treasury Note  June 2015   266   Short  $(58,141,782)  $(125,156)

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

Open Total Return Swap at February 28, 2015:

 

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  $164,188   393 Convertible Debenture Units (Reference Entity)  OGX Petroleo e Gas S.A. Convertible Debentures (Brazil)  $164,188   4/15/2015  $78,465 

 


The following is a summary of the inputs used as of February 28, 2015 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $433,479,058   $   $433,479,058 
Corporate Bonds       821,897,000        821,897,000 
Floating Rate Loan(3)       1,924,490        1,924,490 
Foreign Bonds       4,959,142        4,959,142 
Foreign Government Obligations       94,679,909        94,679,909 
Government Sponsored Enterprises Collateralized Mortgage Obligations       4,450,658        4,450,658 
Government Sponsored Enterprises Pass-Throughs       457,910,887        457,910,887 
Municipal Bonds       8,667,515        8,667,515 
Non-Agency Commercial Mortgage-Backed Securities       56,309,036        56,309,036 
U.S. Treasury Obligations       640,809,937        640,809,937 
Commercial Paper       3,498,333        3,498,333 
Repurchase Agreement       157,466,910        157,466,910 
Total  $   $2,686,052,875   $   $2,686,052,875 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $68,574   $   $68,574 
Liabilities                
Futures Contracts                    
Assets   2,163,393            2,163,393 
Liabilities   (125,156)           (125,156)
Total Return Swap                    
Assets           78,465    78,465 
Liabilities                
Total  $2,038,237   $68,574   $78,465   $2,185,276 

 

 
(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 February 28, 2015.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND February 28, 2015

 

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, 2014  $164,188 
Accrued discounts/premiums    
Realized gain (loss)    
Change in unrealized appreciation/depreciation   (85,723)
Purchases    
Sales    
Net transfers in or out of Level 3    
Balance as of February 28, 2015  $78,465 

 

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, each Fund’s 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 based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services’ own electronic data processing techniques. Exchange traded options and futures contracts are valued at the last sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and asked prices is used. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps are valued daily using independent pricing services or quotations from broker/dealers to the extent available. Investments in the Underlying Funds are valued at their net asset value (“NAV”) each business day at the close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time.
 

Notes to Schedule of Investments (unaudited)(continued)

 

  Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may use related or comparable assets or liabilities, recent transactions, market multiples, book values, yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof regularly reviews fair value determinations made by the Pricing Committee and employs techniques such as reviewing related market activity, reviewing inputs and assumptions, and retrospectively comparing prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee.
   
  Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value.
   
(b) Security Transactions-Security transactions are recorded as of the date that the securities are purchased or sold (trade date).
   
(c) Foreign Transactions-The books and records of each Fund are maintained in U.S. dollars and transactions denominated in foreign currencies are recorded in each Fund’s records at the rate prevailing when earned or recorded.
   
  The Funds use foreign currency exchange contracts to facilitate transactions in foreign-denominated securities. Losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts’ terms.
   
(d) Forward Foreign Currency Exchange Contracts-Each Fund may enter into forward foreign currency exchange contracts in order to reduce their exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, or gain or reduce exposure to foreign currency solely for investment purposes. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. The contracts are valued daily at forward exchange rates.
   
(e) Futures Contracts-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.
   
(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.
 

Notes to Schedule of Investments (unaudited)(continued)

 

(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.
   
(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.
   
(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 February 28, 2015, the following Funds had unfunded loan commitments:

 

Security Name  Fund Name 
   Floating Rate Fund   High Yield Fund 
Green Energy Partners/Stonewall LLC Advance Conversion Term Loan B2  $4,525,000   $825,000 
MH Sub I, LLC Delayed Draw Term Loan   123,105     
Total  $4,648,105   $825,000 

 

(l) Inflation-Linked Derivatives-Each 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.
 

Notes to Schedule of Investments (unaudited)(continued)

 

(m) Credit Default Swaps-Each 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 February 28, 2015 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. FEDERAL TAX INFORMATION

 

As of February 28, 2015, 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  $790,404,771   $1,546,638,951   $242,680,426 
Gross unrealized gain   46,670,732    17,916,653    42,233,020 
Gross unrealized loss   (21,682,512)   (3,645,151)   (38,252)
Net unrealized security gain  $24,988,220   $14,271,502   $42,194,768 

 

   Floating Rate Fund   High Yield Fund   Income Fund 
Tax cost  $7,006,956,775   $4,377,892,094   $2,250,248,834 
Gross unrealized gain   27,703,645    107,899,015    63,527,469 
Gross unrealized loss   (127,788,493)   (122,282,670)   (30,013,317)
Net unrealized security gain (loss)  $(100,084,848)  $(14,383,655)  $33,514,152 
 

Notes to Schedule of Investments (unaudited)(continued)

 

   Inflation Focused Fund   Multi-Asset Balanced Opportunity Fund   Multi-Asset Growth Fund 
Tax cost  $803,822,280   $2,045,315,943   $1,141,931,440 
Gross unrealized gain   3,897,485    135,944,732    89,431,003 
Gross unrealized loss   (23,031,598)   (31,243,254)   (14,402,803)
Net unrealized security gain (loss)  $(19,134,113)  $104,701,478   $75,028,200 

 

   Multi-Asset Income Fund   Short Duration Income
Fund
   Total Return Fund 
Tax cost  $2,579,997,787   $37,005,915,361   $2,669,219,950 
Gross unrealized gain   18,904,909    194,842,811    33,669,752 
Gross unrealized loss   (96,793,090)   (879,900,024)   (16,836,827)
Net unrealized security gain (loss)  $(77,888,181)  $(685,057,213)  $16,832,925 

 

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.

 

4.DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

 

  Floating Rate Fund, High Yield Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund entered into forward foreign currency exchange contracts for the period ended February 28, 2015 (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 each Fund’s returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. Each Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on forward foreign currency exchange contracts and deposits with brokers as collateral.
   
  Multi-Asset Balanced Opportunity Fund and Multi-Asset Income Fund entered into E-Mini S&P 500 Index futures contracts for the period ended February 28, 2015 (as described in note 2(e)) for speculative investment purposes. The Funds bear the risk that the underlying index will move unexpectedly, in which case each Fund may 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.
   
  Core Fixed Income Fund, Floating Rate Fund, Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund entered into U.S. Treasury futures contracts for the period ended February 28, 2015 (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 entered into CPI swaps for the period ended February 28, 2015 (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.
 

Notes to Schedule of Investments (unaudited)(continued)

 

  High Yield Fund, Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps for the period ended February 28, 2015 (as described in note 2(m)) 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.
   
  Income Fund, Inflation Focused Fund, Short Duration Income Fund and Total Return Fund entered into a total return swap for the period ended February 28, 2015 (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 February 28, 2015, the Core Fixed Income 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:

 

   Core Fixed Income Fund   Floating Rate Fund 
Asset Derivatives  Interest Rate
Contracts
   Interest Rate
Contracts
   Foreign
Currency
Contracts
 
Forward Foreign Currency Exchange Contracts          $2,404,132 
Futures Contracts  $500,452   $208,520     
Liability Derivatives               
Forward Foreign Currency Exchange Contracts          $451,419 
Futures Contracts  $35,288         

 

   High Yield Fund 
         
Asset Derivatives  Foreign
Currency
Contracts
   Credit Contracts 
Credit Default Swaps      $223,342 
Forward Foreign Currency Exchange Contracts  $1,067,823     
Liability Derivatives          
Forward Foreign Currency Exchange Contracts  $1,111,450     

 

   Income Fund 
Asset Derivatives  Interest Rate
Contracts
   Foreign
Currency
Contracts
   Credit Contracts 
Forward Foreign Currency Exchange Contracts      $2,930,715     
Futures Contracts  $4,334,806         
Total Return Swap          $81,860 
Liability Derivatives               
Forward Foreign Currency Exchange Contracts      $5,980,025     
 

Notes to Schedule of Investments (unaudited)(continued)

 

   Inflation Focused Fund 
Asset Derivatives  Interest Rate
Contracts
   Foreign
Currency
Contracts
   Inflation Linked
Contracts
   Credit Contracts 
CPI Swaps          $13,646,987     
Forward Foreign Currency Exchange Contracts      $35,711         
Futures Contracts  $281,328             
Total Return Swap              $10,183 
Liability Derivatives                    
CPI Swaps          $97,394,695     
Credit Default Swaps              $22,905 
Forward Foreign Currency Exchange Contracts      $12,816         
Futures Contracts  $29,708             

 

    Multi-Asset Balanced Opportunity Fund    Multi-Asset Growth Fund 
                     
Asset Derivatives  Equity Index
Contracts
   Foreign
Currency
Contracts
        Foreign Currency
Contracts
 
Forward Foreign Currency Exchange Contracts      $684,367       $713,292 
Liability Derivatives                    
Forward Foreign Currency Exchange Contracts      $72,284       $142,335 
Futures Contracts  $70,532             

 

   Multi-Asset Income Fund 
Asset Derivatives  Equity Index
Contracts
   Foreign
Currency
Contracts
 
Forward Foreign Currency Exchange Contracts      $754,879 
Liability Derivatives          
Forward Foreign Currency Exchange Contracts      $84,008 
Futures Contracts  $347,956     

 

   Short Duration Income Fund 
Asset Derivatives  Interest Rate
Contracts
   Foreign
Currency
Contracts
   Credit Contracts 
Forward Foreign Currency Exchange Contracts      $1,113,158     
Futures Contracts  $11,709,686         
Total Return Swap          $1,414,174 
Liability Derivatives               
Credit Default Swaps          $857,641 
Forward Foreign Currency Exchange Contracts      $229,735     
Futures Contracts  $1,941,407         
 

Notes to Schedule of Investments (unaudited)(continued)

 

   Total Return Fund 
Asset Derivatives   Interest Rate
Contracts
    Foreign
Currency
Contracts
    Credit Contracts 
Forward Foreign Currency Exchange Contracts      $68,574     
Futures Contracts  $2,163,393         
Total Return Swap          $78,465 
Liability Derivatives               
Futures Contracts  $125,156         

 

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 then ended February 28, 2015:

 

Diversified Equity Strategy Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2014
  Gross
Additions
  Gross
Sales
   Balance of
Shares
Held at
2/28/2015
  Fair Value at
2/28/2015
  Net Realized
Gain
12/1/2014 to
2/28/2015
   Dividend
Income
12/1/2014 to
2/28/2015
 
Lord Abbett Affiliated Fund, Inc.-Class I   3,350,823   58,812   (28,851)   3,380,784  $56,188,628  $253,105   $345,153 
Lord Abbett Developing Growth Fund, Inc.-Class I   565,275      (12,637)   552,638   14,495,699   174,623     
Lord Abbett Securities Trust-Fundamental Equity Fund-
Class I
   3,065,556   56,330   (38,858)   3,083,028   41,960,015   233,144     
Lord Abbett Securities Trust-Growth Leaders Fund-Class I   1,850,156   10,496   (26,338)   1,834,314   43,033,005   329,604     
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   1,609,169   231,668   (35,413)   1,805,424   43,348,229   5,588,383(a)    
Lord Abbett Securities Trust-International Core Equity Fund-Class I   2,392,171   180,054   (29,725)   2,542,500   34,171,195   120,962    465,415 
Lord Abbett Securities Trust-International Opportunities Fund-Class I   1,258,934   110,663   (31,962)   1,337,635   22,967,196   921,763(b)   295,428 
Lord Abbett Securities Trust-Value Opportunities Fund-
Class I
   1,372,877          1,372,877   28,528,385        
Total                   $284,692,352  $7,621,584   $1,105,996 

 

 

(a) Includes $5,233,389 of distributed capital gains.
(b) Includes $606,483 of distributed capital gains.
 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Balanced Opportunity Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2014
  Gross
Additions
  Gross
Sales
   Balance of
Shares
Held at
2/28/2015
  Fair Value at
2/28/2015
  Net Realized
Gain (Loss)
12/1/2014 to
2/28/2015
   Dividend
Income
12/1/2014 to
2/28/2015
 
Lord Abbett Affiliated Fund, Inc.-Class I   1,094,993   966   (1,095,959)     $  $(201,769)  $15,754 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund - Class I   9,555,754      (155,637)   9,400,117   199,658,490   744,581     
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund - Class I   12,570,009      (291,078)   12,278,931   270,627,634   1,317,324     
Lord Abbett Investment Trust-Convertible Fund-Class I   15,263,418   1,925,997       17,189,415   213,320,636   20,124,817(a)   3,155,185 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   5,621,994   515,354   (367,348)   5,770,000   64,393,200   152,989    423,912 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund - Class I   20,042,841   10,144,952       30,187,793   170,561,033       943,311 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   1,285,074   185,719   (445,076)   1,025,717   24,627,454   3,681,289(b)    
Lord Abbett Investment Trust-High Yield Fund - Class I   67,338,873   5,135,987   (1,400,745)   71,074,115   543,006,238   12,834,898(c)   7,865,032 
Lord Abbett Securities Trust-International Dividend Income Fund - Class I   30,860,292   10,131,986       40,992,278   336,546,603   16,218,637(d)   1,650,709 
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   10,235,158   82,799   (945,178)   9,372,779   247,066,460   10,300,493    2,123,795 
Lord Abbett Investment Trust-Short Duration Income Fund - Class I   25,549,883   1,446,656   (10,345,054)   16,651,485   74,265,622   (754,731)   1,094,089 
Total                   $2,144,073,370  $64,418,528   $17,271,787 

 

 

(a) Includes $20,124,817 of distributed capital gains.
(b) Includes $4,195,381 of distributed capital gains.
(c) Includes $11,576,864 of distributed capital gains.
(d) Includes $16,218,637 of distributed capital gains.
 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Growth Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2014
  Gross
Additions
  Gross
Sales
   Balance of
Shares
Held at
2/28/2015
  Fair Value at
2/28/2015
  Net Realized
Gain (Loss)
12/1/2014 to
2/28/2015
   Dividend
Income
12/1/2014 to
2/28/2015
 
Lord Abbett Affiliated Fund, Inc.-Class I   5,643,275   26,694   (3,069,614)   2,600,355  $43,217,908  $4,704,660   $435,388 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I   6,631,984   177,220   (62,370)   6,746,834   143,302,755   322,454     
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   9,070,300   35,752   (162,786)   8,943,266   197,109,588   756,613     
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   2,364,631   284,938   (281,737)   2,367,832   26,425,010   126,561    170,118 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   762,399   110,182   (251,781)   620,800   14,905,418   2,200,955(a)    
Lord Abbett Investment Trust-High Yield Fund-Class I   37,266,384   4,193,984   (791,128)   40,669,240   310,712,992   6,451,709(b)   4,422,453 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   20,261,813   10,340,585       30,602,398   251,245,690   11,286,839(c)   1,148,758 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   7,418,853   160,915   (30,702)   7,549,066   198,993,368   315,319    1,539,412 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   6,224,959   1,413,174   (1,659,234)   5,978,899   26,665,888   (92,369)   247,388 
Total                   $1,212,578,617  $26,072,741   $7,963,517 

 

 

(a) Includes $2,489,006 of distributed capital gains.
(b) Includes $6,450,718 of distributed capital gains.
(c) Amount represents distributed capital gains.
 

Notes to Schedule of Investments (unaudited)(concluded)

 

Multi-Asset Income Fund

 

Affiliated Issuer  Balance of
Shares
Held at
11/30/2014
  Gross
Additions
  Gross
Sales
   Balance of
Shares
Held at
2/28/2015
  Fair Value at
2/28/2015
  Net Realized
Gain (Loss)
12/1/2014 to
2/28/2015
   Dividend
Income
12/1/2014 to
2/28/2015
 
Lord Abbett Affiliated Fund, Inc.-Class I   898,552   276,532   (1,175,084)     $  $116,027   $7,983 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   5,856,480   169,532   (620,554)   5,405,458   119,136,297   1,710,166     
Lord Abbett Investment Trust-Convertible Fund-Class I   18,437,082   2,457,432   (804,112)   20,090,402   249,321,884   24,330,489(a)   3,820,693 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   6,384,403   792,986   (1,028,827)   6,148,562   68,617,947   303,013    451,657 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I   24,869,213   10,075,580       34,944,793   197,438,082       1,141,416 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   1,704,870   246,388   (556,906)   1,394,352   33,478,384   4,908,958(b)    
Lord Abbett Investment Trust-High Yield Fund-Class I   114,475,224   5,860,848   (3,722,672)   116,613,400   890,926,379   18,808,588(c)   13,135,492 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   24,112,766   9,048,939   (337,710)   32,823,995   269,484,998   12,332,600(d)   1,287,201 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   4,760,063   35,944   (1,321,742)   3,474,265   91,581,632   10,322,530    921,954 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   142,470,675   3,694,742   (16,605,083)   129,560,334   577,839,090   (1,696,624)   6,298,277 
Total                   $2,497,824,693  $71,135,747   $27,064,673 

 

 

(a) Includes $24,309,292 of distributed capital gains.
(b) Includes $5,565,890 of distributed capital gains.
(c) Includes $19,566,671 of distributed capital gains.
(d) Includes $12,647,079 of distributed capital gains.
 

Investments in Underlying Funds (unaudited)

 

The Diversified Equity Strategy Fund, Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income Fund invest in Underlying Funds managed by Lord Abbett. As of February 28, 2015, each Fund’s long-term investments were allocated among the Underlying Funds as follows:

 

Diversified Equity Strategy Fund’s Investments:    
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   19.74%
Lord Abbett Developing Growth Fund, Inc. - Class I   5.09%
Lord Abbett Securities Trust - Fundamental Equity Fund - Class I   14.74%
Lord Abbett Securities Trust - Growth Leaders Fund - Class I   15.11%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   15.23%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   12.00%
Lord Abbett Securities Trust - International Opportunities Fund - Class I   8.07%
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   10.02%
      
Multi-Asset Balanced Opportunity Fund’s Investments:     
Underlying Fund Name  % of Investments 
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   9.31%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   12.62%
Lord Abbett Investment Trust - Convertible Fund - Class I   9.95%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   3.00%
Lord Abbett Global Fund, Inc. Emerging Markets Currency Fund - Class I   7.96%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.15%
Lord Abbett Investment Trust - High Yield Fund - Class I   25.33%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   15.70%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   11.52%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   3.46%
      
Multi-Asset Growth Fund’s Investments:     
Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   3.56%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   11.82%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   16.26%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   2.18%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.23%
Lord Abbett Investment Trust - High Yield Fund - Class I   25.62%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   20.72%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   16.41%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   2.20%
      
Multi-Asset Income Fund’s Investments:     
Underlying Fund Name  % of Investments 
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   4.77%
Lord Abbett Investment Trust - Convertible Fund - Class I   9.98%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   2.75%
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   7.90%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   1.34%
Lord Abbett Investment Trust - High Yield Fund-Class I   35.67%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   10.79%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   3.67%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   23.13%
 

Investments in Underlying Funds (unaudited)(continued)

 

The Ten Largest Holdings and the Holdings by Sector, as of February 28, 2015, for each Underlying Fund are presented below. Each Underlying Fund’s annual and semiannual reports, which are sent to shareholders and filed with the SEC, contain information about the Underlying Fund’s portfolio holdings, including a complete schedule of holdings. A complete schedule of holdings for each Underlying Fund is also filed with the SEC on Form N-Q as of the end of each respective Underlying Fund’s first and third quarters. In addition, on or about the first day of the second month following each calendar quarter-end, each Fund makes publicly available a complete schedule of its portfolio holdings as of the last day of each such quarter. The information for the most recently ended calendar quarter may be viewed at www.lordabbett.com or requested at no charge by calling Lord Abbett at 888-522-2388.

 

Lord Abbett Affiliated Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Pfizer, Inc.   4.16%
Cheveron Corp.   3.80%
JPMorgan Chase & Co.   3.51%
Eli Lilly &Co.   2.58%
Valero Energy Corp.   2.56%
Cisco Systems, Inc.   2.34%
Apple, Inc.   2.34%
Altria Group, Inc.   2.29%
Wal-Mart Stores, Inc.   2.18%
AT&T, Inc.   2.14%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   8.34%
Consumer Staples   10.27%
Energy   10.37%
Financials   21.43%
Health Care   11.39%
Industrials   11.83%
Information Technology   11.80%
Materials   4.34%
Telecommunication Services   4.11%
Utilities   5.69%
Repurchase Agreement   0.43%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Equity Trust - Calibrated Large Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Pfizer, Inc.   4.11%
JPMorgan Chase & Co.   3.79%
Cheveron Corp.   3.25%
Citigroup, Inc.   3.07%
Exxon Mobil Corp.   2.47%
Aetna, Inc.   2.30%
Allstate Corp. (The)   2.28%
AT&T, Inc.   2.22%
Morgan Stanley   2.02%
ACE Ltd.   1.86%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   7.26%
Consumer Staples   6.83%
Energy   10.94%
Financials   30.06%
Health Care   13.80%
Industrials   9.93%
Information Technology   9.53%
Materials   3.03%
Telecommunication Services   2.22%
Utilities   5.79%
Repurchase Agreement   0.61%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Kohl’s Corp.   2.53%
Fifth Third Bancorp   2.51%
Whirlpool Corp.   2.43%
XL Group plc   2.28%
Hartford Financial Services Group, Inc. (The)   2.03%
Invesco Ltd.   2.00%
Everest Re Group Ltd.   1.99%
SCANA Corp.   1.91%
Community Health Systems, Inc.   1.90%
Royal Caribbean Cruises Ltd.   1.87%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   11.33%
Consumer Staples   3.00%
Energy   3.87%
Financials   33.31%
Health Care   9.66%
Industrials   9.55%
Information Technology   10.47%
Materials   6.62%
Utilities   11.25%
Repurchase Agreement   0.94%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Investment Trust – Convertible Fund

 

Ten Largest Holdings  % of Investments 
Wells Fargo & Co., 7.50%   3.96%
Yahoo!, Inc., Zero Coupon, 12/1/2018   3.36%
Actavis plc, 5.50%   2.99%
Tesla Motors, Inc., 1.25%, 3/1/2021   2.63%
Fiat Chrysler Automobiles NV, 7.875%, 12/15/2016   2.35%
Chesapeake Energy Corp., 2.50%, 5/15/2037   2.33%
Twitter, Inc., 1.00%, 9/15/2021   2.23%
HomeAway, Inc., 0.125%, 4/1/2019   2.21%
Gilead Sciences, Inc., 1.625%, 5/1/2016   2.14%
SunPower Corp., 0.75%, 6/1/2018   2.11%
      
Holdings by Sector*  % of Investments 
Consumer Discretionary   12.34%
Consumer Staples   0.58%
Energy   6.46%
Financials   12.56%
Healthcare   18.70%
Industrials   2.51%
Materials   4.58%
Media   1.06%
Technology   33.84%
Telecommunications   0.40%
Transportation   0.67%
Utilities   2.04%
Repurchase Agreement   4.26%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Investment Trust – Core Fixed Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, .25%, 4/15/2016   6.47%
Federal National Mortgage Assoc., 4.00%, 1/1/2099   4.20%
U.S. Treasury Note, 1.375%, 2/29/2020   4.19%
U.S. Treasury Bond, 3.00%, 11/15/2044   3.94%
U.S. Treasury Note, .875%, 4/15/2017   3.72%
U.S. Treasury Note, 2.125%, 12/31/2015   3.22%
U.S. Treasury Note, .50%, 7/31/2017   3.08%
Federal National Mortgage Assoc., 4.00%, 1/1/2099   3.03%
U.S. Treasury Note, 1.250%, 11/30/2018   2.86%
Federal National Mortgage Assoc., 3.00%, 1/1/2099   2.54%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Auto   0.33%
Basic Industry   0.35%
Consumer Cyclicals   1.85%
Consumer Discretionary   0.14%
Consumer Services   1.12%
Consumer Staples   0.39%
Energy   2.26%
Financial Service   26.16%
Foreign Government   1.41%
Government   51.05%
Health Care   1.47%
Integrated Oil   1.62%
Materials and Processing   1.60%
Municipal   0.52%
Other   0.13%
Producer Durables   0.78%
Technology   0.90%
Telecommunications   1.00%
Transportation   0.36%
Utilities   1.43%
Repurchase Agreement   5.13%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Developing Growth Fund, Inc.

 

Ten Largest Holdings  % of Investments 
EPAM Systems, Inc.   1.74%
FireEye, Inc.   1.69%
GrubHub, Inc.   1.67%
Trex Co., Inc.   1.66%
IPG Photonics Corp.   1.65%
Cavium, Inc.   1.53%
Proofpoint, Inc.   1.51%
United Natural Foods, Inc.   1.50%
Qualys, Inc.   1.49%
Ultimate Software Group, Inc.   1.46%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   13.65%
Consumer Staples   2.79%
Energy   0.53%
Financials   8.91%
Health Care   22.98%
Industrials   11.69%
Information Technology   36.37%
Materials   0.48%
Repurchase Agreement   2.60%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Investments in Underlying Funds (unaudited)(continued)

 

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

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 1.250%, 8/31/2015   3.75%
Marathon Oil Corp., 0.900%, 11/1/2015   1.27%
Amgen Inc. Term Loan   1.10%
QVC, Inc., 7.375%, 10/15/2020   0.97%
Aventura Mall Trust 2013-AVM A, 3.743%, 12/5/2032   0.86%
Laclede Group, Inc. (The), 1.007%, 8/15/2017   0.84%
Wachovia Bank Commercial Mortgage Trust 2005-C21 D, 5.242%, 10/15/2044   0.82%
EnLink Midstream Partners LP/EnLink Midstream Finance Corp., 7.125%, 6/1/2022   0.77%
Commercial Mortgage Pass-Through Certificates 2012-9W57 A, 2.365%, 2/10/2029   0.76%
Glencore Funding LLC, 1.421%, 5/27/2016   0.75%

 

Holdings by Sector*  % of Investments 
Asset Backed   19.47%
Automotive   1.47%
Banking   6.30%
Basic Industry   3.36%
Capital Goods   1.97%
Consumer Goods   1.24%
Energy   9.38%
Financial Services   2.44%
Foreign Government   0.04%
Healthcare   4.35%
Insurance   1.07%
Leisure   3.30%
Media   1.95%
Mortgage Backed   27.59%
Municipal   0.18%
Real Estate   2.99%
Retail   2.41%
Services   1.16%
Technology & Electronics   1.56%
Telecommunications   1.86%
Transportation   0.91%
U.S. Government   3.75%
Utility   1.25%
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 
Chevron Corp.   3.91%
Pfizer, Inc.   3.89%
JPMorgan Chase & Co.   3.64%
Intel Corp.   3.48%
Hartford Financial Services, Inc. (The)   2.79%
Allstate Corp.   2.77%
Eli Lilly & Co.   2.71%
Exxon Mobil Corp.   2.59%
PepsiCo, Inc.   2.58%
Affiliated Managers Group, Inc.   2.39%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   7.33%
Consumer Staples   6.49%
Energy   10.13%
Financials   27.79%
Health Care   16.59%
Industrials   8.17%
Information Technology   12.22%
Materials   4.40%
Telecommunication Services   0.84%
Utilities   4.35%
Repurchase Agreement   1.69%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Securities Trust – Growth Leaders Fund

 

Ten Largest Holdings  % of Investments 
Apple, Inc.   4.74%
Facebook, Inc. Class A   3.36%
Visa, Inc. Class A   2.43%
LinkedIn Corp. Class A   2.34%
MasterCard, Inc. Class A   2.24%
Biogen Idec, Inc.   2.00%
salesforce.com, Inc.   1.93%
Walt Disney Co. (The)   1.90%
Starbucks Corp.   1.79%
Celgene Corp.   1.74%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   21.88%
Consumer Staples   6.59%
Energy   0.49%
Financials   3.86%
Health Care   15.33%
Industrials   10.47%
Information Technology   39.01%
Materials   1.18%
Telecommunication Services   0.50%
Repurchase Agreement   0.69%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund

 

Ten Largest Holdings  % of Investments 
AutoZone, Inc.   2.04%
Avago Technologies Ltd. (Singapore)   2.02%
LinkedIn Corp. Class A   1.97%
VF Corp.   1.81%
Affiliated Managers Group, Inc.   1.65%
Expedia, Inc.   1.59%
Monster Beverage Corp.   1.56%
Verisk Analytics, Inc. Class A   1.52%
Dollar General Corp.   1.49%
Akamai Technologies, Inc.   1.44%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   25.27%
Consumer Staples   7.02%
Energy   1.13%
Financials   9.65%
Health Care   16.39%
Industrials   18.39%
Information Technology   18.88%
Materials   2.12%
Telecommunication Services   1.05%
Repurchase Agreement   0.10%
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 
Seven Generations Energy Ltd., 8.25%, 5/15/2020   0.64%
Valeant Pharmaceuticals International, Inc., 6.375%, 10/15/2020   0.61%
WhiteWave Foods Co. (The), 5.375%, 10/1/2022   0.59%
DISH DBS Corp., 5.875%, 7/15/2022   0.57%
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust, 5.00%, 10/1/2021   0.55%
AMC Networks, Inc., 4.75%, 12/15/2022   0.54%
T-Mobile USA, Inc., 6.863%, 4/28/2023   0.52%
First Data Corp., 11.25%, 1/15/2021   0.52%
Sabine Pass Liquefaction LLC, 6.25%, 3/15/2022   0.48%
HJ Heinz Co., 4.875%, 2/15/2025   0.47%
      
Holdings by Sector*  % of Investments 
Asset Backed   0.12%
Automotive   2.03%
Banking   2.17%
Basic Industry   10.41%
Capital Goods   4.55%
Consumer Goods   6.71%
Energy   12.23%
Financial Services   4.46%
Foreign Sovereign   0.10%
Healthcare   9.60%
Insurance   0.79%
Leisure   5.81%
Media   9.46%
Real Estate   0.77%
Retail   7.21%
Services   2.99%
Technology & Electronics   6.76%
Telecommunications   5.89%
Transportation   2.67%
Utility   2.75%
Repurchase Agreement   2.52%
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, 2.125%, 12/31/2015   2.90%
BAMLL Commercial Mortgage Securities Trust 2014-IP A, 2.717%, 6/15/2028   0.84%
LB-UBS Commercial Mortgage Trust 2006-C7 AM, 5.378%, 11/15/2038   0.81%
Host Hotels & Resorts LP, 6.00%, 11/1/2020   0.78%
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM, 5.591%, 4/15/2047   0.72%
Government National Mortgage Assoc. 2014-64 IO, 1.308%, 12/16/2054   0.69%
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B, 5.796%, 8/12/2045   0.69%
Mylan, Inc., 7.875%, 7/15/2020   0.67%
Air Lease Corp., 5.625%, 4/1/2017   0.63%
Tesco Treasury Services plc, 0.616%, 8/18/2015   0.63%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Auto   1.02%
Basic Industry   0.83%
Capital Goods   0.11%
Consumer Cyclical   4.52%
Consumer Discretionary   1.88%
Consumer Non-Cyclical   0.05%
Consumer Services   1.06%
Consumer Staples   1.18%
Energy   5.99%
Financial Services   49.07%
Foreign Government   0.25%
Healthcare   4.79%
Integrated Oils   2.66%
Materials and Processing   3.00%
Municipal   0.11%
Producer Durables   0.41%
Technology   2.68%
Telecommunications   1.83%
Transportation   1.01%
U.S. Government   10.28%
Utilities   1.27%
Repurchase Agreement   6.00%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Securities Trust – International Core Equity Fund

 

Ten Largest Holdings  % of Investments 
Royal Dutch Shell plc Class A ADR   2.22%
Heineken Holding NV   2.16%
Toyota Motor Corp.   2.07%
Imperial Tobacco Group plc   1.88%
Asahi Kasei Corp.   1.78%
Novartis AG Registered Shares   1.75%
Fresenius SE & Co. KGaA   1.74%
Indiabulls Housing Finance Ltd.   1.70%
Prudential plc   1.64%
Safran SA   1.64%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   11.00%
Consumer Staples   9.94%
Energy   4.78%
Financials   26.24%
Health Care   11.05%
Industrials   13.67%
Information Technology   7.08%
Materials   3.13%
Telecommunication Services   7.01%
Utilities   4.36%
Repurchase Agreement   1.74%
Total   100.00%

 

 

*         A sector may comprise several industries.

 

Lord Abbett Securities Trust – International Dividend Income Fund

 

Ten Largest Holdings  % of Investments 
Royal Dutch Shell plc Class A ADR   2.61%
National Australia Bank Ltd.   2.44%
Total SA ADR   2.36%
Freenet AG   1.92%
TeliaSonera AB   1.81%
Imperial Tobacco Group plc   1.77%
Rio Tinto plc ADR   1.74%
Snam SpA   1.73%
TDC A/C   1.65%
BAE Systems plc   1.65%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   10.65%
Consumer Staples   6.45%
Energy   13.53%
Financials   28.22%
Health Care   5.56%
Industrials   6.40%
Information Technology   2.65%
Materials   2.03%
Telecommunication Services   11.78%
Utilities   11.12%
Repurchase Agreement   1.61%
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 
Indiabulls Housing Finance Ltd.   2.70%
Arcadis NV   1.78%
Sun Hung Kai & Co., Ltd.   1.74%
UDG Healthcare plc   1.70%
NSK Ltd.   1.69%
Arrow Global Group plc   1.62%
Loomis AB Class B   1.61%
Aalberts Industries NV   1.47%
Anima Holdings SpA   1.46%
Essentra plc   1.39%

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   17.59%
Consumer Staples   4.32%
Energy   2.83%
Financials   25.68%
Health Care   3.53%
Industrials   22.71%
Information Technology   11.49%
Materials   4.40%
Telecommunication Services   0.67%
Utilities   3.12%
Repurchase Agreement   3.66%
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)   2.47%
XL Group plc   2.33%
International Paper Co.   2.12%
Whirlpool Corp.   2.10%
Fidelity National Information Services, Inc.   2.08%
Invesco Ltd.   1.99%
Cigna Corp.   1.96%
Jarden Corp.   1.94%
Wyndham Worldwide Corp.   1.93%
Lincoln National Corp.   1.89%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   10.81%
Consumer Staples   1.86%
Energy   5.51%
Financials   33.67%
Health Care   11.58%
Industrials   8.23%
Information Technology   11.05%
Materials   7.74%
Utilities   8.22%
Repurchase Agreement   1.33%
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   2.02%
U.S. Treasury Note, 2.125%, 12/31/2015   1.29%
Air Lease Corp., 5.625%, 4/1/2017   0.75%
Host Hotels and Resorts LP, 6.00%, 11/1/2020   0.63%
Omega Healthcare Investors, Inc., 6.75%, 10/15/2022   0.61%
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM, 5.591%, 4/15/2047   0.60%
BAMLL Commercial Mortgage Securities Trust 2014-IP A, 2.808%, 6/15/2028   0.59%
QVC, Inc., 7.375%, 10/15/2020   0.54%
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD B, 2.856%, 12/1/2044   0.54%
Access Midstream Partners LP/ACMP Finance Corp., 5.875%, 4/15/2021   0.51%
 

Investments in Underlying Funds (unaudited)(continued)

 

Holdings by Sector*  % of Investments 
Auto   1.13%
Basic Industry   0.71%
Capital Goods   0.07%
Consumer Cyclicals   4.27%
Consumer Discretionary   1.78%
Consumer Non-Cyclical   0.03%
Consumer Services   1.41%
Consumer Staples   1.38%
Energy   6.67%
Financial Services   52.86%
Foreign Government   0.55%
Health Care   5.43%
Integrated Oils   2.23%
Materials and Processing   3.24%
Municipal   0.18%
Producer Durables   0.48%
Technology   2.69%
Telecommunications   1.78%
Transportation   0.96%
U.S. Government   8.78%
Utilities   1.92%
Repurchase Agreement   1.45%
Total   100.00%

 

 

*         A sector may comprise several industries

 

Lord Abbett Securities Trust – Value Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Akamai Technologies, Inc.   2.47%
HCC Insurance Holdings, Inc.   2.13%
Jarden Corp.   2.06%
Ryder System, Inc.   1.96%
Marvell Technology Group Ltd.   1.95%
Pinnacle Foods, Inc.   1.89%
Synaptics, Inc.   1.71%
Federal Realty Investment Trust   1.63%
Signature Bank   1.60%
Fidelity National Information Services, Inc.   1.58%
 

Investments in Underlying Funds (unaudited)(concluded)

 

Holdings by Sector*  % of Investments 
Consumer Discretionary   14.17%
Consumer Staples   2.67%
Energy   4.36%
Financials   25.27%
Health Care   8.69%
Industrials   12.95%
Information Technology   18.16%
Materials   6.52%
Telecommunication Services   1.02%
Utilities   5.84%
Repurchase Agreement   0.35%
Total   100.00%

 

 

*         A sector may comprise several industries.

 
Item 2: Controls and Procedures.

 

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

 

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

 

Item 3: Exhibits.

 

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

SIGNATURES

 

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

 

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

 

Date: April 24, 2015

 

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

 

Date: April 24, 2015

 

 

 

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

 

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

 

Date: April 24, 2015

 

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

 

Date: April 24, 2015