N-Q 1 c86356_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: 8/31/2016

 
Item 1: Schedule of Investments.

 

 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments   Shares
(000)
    Fair
Value
 
LONG-TERM INVESTMENTS 96.70%          
           
COMMON STOCKS 10.14%          
           
Banks: Regional 0.66%          
           
Comerica, Inc.   30   $1,418,700 
SVB Financial Group*   21    2,298,942 
Total        3,717,642 
           
Building Products 1.82%          
           
Allegion plc (Ireland)(a)   37    2,649,384 
Eagle Materials, Inc.   35    2,845,098 
Granite Construction, Inc.   29    1,392,000 
LGI Homes, Inc.*   45    1,728,900 
M/I Homes, Inc.*   70    1,619,800 
Total        10,235,182 
           
Chemicals 0.25%          
           
FMC Corp.   30    1,408,200 
           
Diversified Financials 0.37%          
           
Charles Schwab Corp. (The)   65    2,057,484 
           
Electronic Equipment & Instruments 0.28%          
           
Franklin Electric Co., Inc.   41    1,568,250 
           
Health Equipment & Supply 0.24%          
           
Intuitive Surgical, Inc.*   2    1,372,840 
           
Internet Software & Services 0.49%          
           
GoDaddy, Inc. Class A*   86    2,784,680 
           
Machinery 0.76%          
           
CLARCOR, Inc.   33    2,167,057 
Donaldson Co., Inc.   56    2,114,065 
Total        4,281,122 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments   Shares
(000)
    Fair
Value
 
Miscellaneous: Materials 0.29%          
           
Vulcan Materials Co.   14   $1,605,567 
           
Oil & Gas Products 1.93%          
           
Chesapeake Energy Corp.*   220    1,397,000 
Jones Energy, Inc. Class A*   1,100    3,047,000 
Kinder Morgan, Inc.   178    3,889,300 
Parsley Energy, Inc. Class A*   75    2,538,750 
Total        10,872,050 
           
Oil Services 0.72%          
           
Flotek Industries, Inc.*   149    2,309,500 
RPC, Inc.*   113    1,738,422 
Total        4,047,922 
           
Oil: Integrated 0.40%          
           
Rice Energy, Inc.*   86    2,267,060 
           
Pharmaceuticals 0.51%          
           
ACADIA Pharmaceuticals, Inc.*   39    1,253,070 
Spark Therapeutics, Inc.*   29    1,640,820 
Total        2,893,890 
           
Precious Metals 0.27%          
           
First Majestic Silver Corp. (Canada)*(a)   128    1,538,560 
           
Semiconductors 0.34%          
           
Applied Materials, Inc.   65    1,939,600 
           
Software - Applications & Systems 0.57%          
           
Talend SA ADR*   125    3,187,200 
           
Steel 0.24%          
           
United States Steel Corp.   68    1,321,920 
Total Common Stocks (cost $54,123,652)        57,099,169 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CONVERTIBLE BONDS 65.37%                  
                   
Autos 2.72%                  
                   
Tesla Motors, Inc.   0.25%  3/1/2019  $16,910   $15,345,825 
                   
Biotechnology 4.69%                  
                   
BioMarin Pharmaceutical, Inc.   1.50%  10/15/2020   4,150    5,314,594 
Cepheid   1.25%  2/1/2021   9,519    8,870,518 
Incyte Corp.   0.375%  11/15/2018   2,430    4,115,812 
Repligen Corp.   2.125%  6/1/2021   3,500    4,066,562 
TESARO, Inc.   3.00%  10/1/2021   1,590    4,032,638 
Total                26,400,124 
                   
Broadcast & Cable 1.12%                  
                   
DISH Network Corp.   3.375%  8/15/2026   6,000    6,288,750 
                   
Building Products 2.69%                  
                   
Cemex SAB de CV (Mexico)(a)   3.72%  3/15/2020   5,260    5,697,237 
KB Home   1.375%  2/1/2019   9,750    9,457,500 
Total                15,154,737 
                   
Commercial Services 1.06%                  
                   
Euronet Worldwide, Inc.   1.50%  10/1/2044   4,880    5,978,000 
                   
Communications Equipment 0.54%                  
                   
Finisar Corp.   0.50%  12/15/2033   3,000    3,061,875 
                   
Conglomerates 0.70%                  
                   
Trinity Industries, Inc.   3.875%  6/1/2036   3,250    3,960,938 
                   
Diversified Financials 0.94%                  
                   
MGIC Investment Corp.   2.00%  4/1/2020   4,115    5,313,494 
                   
Diversified Metals & Mining 0.71%                  
                   
RTI International Metals, Inc.   1.625%  10/15/2019   3,758    4,016,363 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electronic Equipment & Instruments 0.52%                  
                   
General Cable Corp. (2.25% after 11/15/2019)~   4.50%  11/15/2029  $4,100   $2,916,125 
                   
Entertainment 1.40%                  
                   
CenterPoint Energy, Inc.   4.184%  9/15/2029   140    7,889,850 
                   
Foods 0.94%                  
                   
Herbalife Ltd.   2.00%  8/15/2019   5,313    5,289,782 
                   
Health Equipment & Supply 6.48%                  
                   
Danaher Corp.   Zero Coupon   1/22/2021   1,155    3,594,938 
Endologix, Inc.   2.25%  12/15/2018   10,800    10,287,000 
Hologic, Inc. (Zero Coupon after 3/1/2018)~   2.00%  3/1/2042   2,000    2,733,750 
Nevro Corp.   1.75%  6/1/2021   4,305    5,300,531 
NuVasive, Inc.   2.25%  3/15/2021   5,145    6,466,622 
Wright Medical Group, Inc.   2.00%  2/15/2020   7,500    8,104,687 
Total                36,487,528 
                   
Insurance: Casualty 0.89%                  
                   
AmTrust Financial Services, Inc.   2.75%  12/15/2044   5,855    4,991,387 
                   
Internet Software & Services 7.52%                  
                   
MercadoLibre, Inc. (Argentina)(a)   2.25%  7/1/2019   5,570    8,250,563 
Pandora Media, Inc.   1.75%  12/1/2020   1,300    1,421,875 
Priceline Group, Inc. (The)   0.35%  6/15/2020   9,415    11,851,131 
VeriSign, Inc.   4.485%  8/15/2037   3,810    8,305,800 
Vipshop Holdings Ltd. (China)(a)   1.50%  3/15/2019   4,500    4,826,250 
Yahoo!, Inc.   Zero Coupon   12/1/2018   7,512    7,737,360 
Total                42,392,979 
                   
Miscellaneous: Energy 0.86%                  
                   
Green Plains, Inc.   3.25%  10/1/2018   1,360    1,794,350 
Green Plains, Inc.   4.125%  9/1/2022   2,750    3,042,187 
Total                4,836,537 
                   
Miscellaneous: Financial 1.84%                  
                   
Gold Exchangeable Ltd. (Jersey)(a)   5.875%  5/13/2019   10,000    10,337,500 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Miscellaneous: Media 0.60%                  
                   
Take-Two Interactive Software, Inc.   1.00%  7/1/2018  $1,675   $3,403,391 
                   
Oil Services 0.45%                  
                   
Weatherford International Ltd.   5.875%  7/1/2021   2,270    2,514,025 
                   
Oil: Integrated 3.56%                  
                   
Chesapeake Energy Corp.   2.50%  5/15/2037   15,500    15,558,125 
SM Energy Co.   1.50%  7/1/2021   3,795    4,497,075 
Total                20,055,200 
                   
Pharmaceuticals 0.58%                  
                   
Jazz Investments I Ltd. (Ireland)(a)   1.875%  8/15/2021   3,210    3,266,175 
                   
Precious Metals 2.29%                  
                   
Royal Gold, Inc.   2.875%  6/15/2019   7,980    8,952,562 
Stillwater Mining Co.   1.75%  10/15/2032   3,397    3,968,121 
Total                12,920,683 
                   
Real Estate 0.89%                  
                   
VEREIT, Inc.   3.00%  8/1/2018   5,000    5,006,250 
                   
Retail: Specialty 3.99%                  
                   
Restoration Hardware Holdings, Inc.   Zero Coupon   7/15/2020   27,806    22,470,724 
                   
Semiconductors 12.25%                  
                   
Inphi Corp.   1.125%  12/1/2020   3,900    4,994,438 
Intel Corp.   3.25%  8/1/2039   8,895    15,571,854 
Microchip Technology, Inc.   1.625%  2/15/2025   7,000    9,043,125 
Microchip Technology, Inc.   2.125%  12/15/2037   1,350    3,485,531 
Micron Technology, Inc.   2.125%  2/15/2033   5,300    8,824,500 
Novellus Systems, Inc.   2.625%  5/15/2041   2,780    7,648,475 
NVIDIA Corp.   1.00%  12/1/2018   4,887    14,890,078 
SunPower Corp.   0.75%  6/1/2018   5,000    4,546,875 
Total                69,004,876 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Software - Applications & Systems 3.11%                  
                   
Medidata Solutions, Inc.   1.00%  8/1/2018  $5,600   $6,594,000 
Proofpoint, Inc.   1.25%  12/15/2018   2,250    4,498,594 
salesforce.com, Inc.   0.25%  4/1/2018   4,980    6,411,750 
Total                17,504,344 
                   
Steel 1.14%                  
                   
AK Steel Corp.   5.00%  11/15/2019   2,720    3,177,300 
TimkenSteel Corp.   6.00%  6/1/2021   3,000    3,264,375 
Total                6,441,675 
                   
Utilities: Electric 0.89%                  
                   
NRG Yield, Inc.   3.50%  2/1/2019   5,000    5,037,500 
Total Convertible Bonds (cost $335,811,817)                368,286,637 
                   
   Dividend
Rate
      Shares
(000)
     
CONVERTIBLE PREFERRED STOCKS 20.60%                   
                    
Banks: Regional 2.74%                   
                    
Wells Fargo & Co.   7.50%      11    15,432,025 
                    
Foods 1.58%                   
                    
Post Holdings, Inc.   5.25%       34    5,063,450 
Tyson Foods, Inc.   4.75%       46    3,832,290 
Total                 8,895,740 
                    
Health Services 0.50%                   
                    
Anthem, Inc.   5.25%       66    2,819,642 
                    
Homebuilders 0.56%                   
                    
William Lyon Homes   6.50%       36    3,185,640 
                    
Miscellaneous: Industrials 0.57%                   
                    
Belden, Inc.   6.75%       30    3,202,200 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments  Dividend
Rate
      Shares
(000)
   Fair
Value
 
Oil & Gas Products 0.78%                   
                    
Kinder Morgan, Inc.   9.75%       30   $1,496,700 
WPX Energy, Inc.   6.25%       50    2,878,500 
Total                 4,375,200 
                    
Oil: Integrated 1.13%                   
                    
Southwestern Energy Co.   6.25%       197    6,343,400 
                    
Pharmaceuticals 4.40%                   
                    
Allergan plc   5.50%       16    13,430,806 
Teva Pharmaceutical Industries Ltd. (Israel)(a)   7.00%       13    11,373,500 
Total                 24,804,306 
                    
Software - Applications & Systems 1.60%                   
                    
Mandatory Exchangeable Trust   5.75%       75    9,047,519 
                    
Utilities: Electric 1.58%                   
                    
Dominion Resources, Inc.   6.375%       70    3,532,200 
NextEra Energy, Inc.   6.123%       108    5,361,863 
Total                8,894,063 
                    
Wireless Communications Services 5.16%                   
                    
American Tower Corp.   5.25%       86    9,524,855 
Crown Castle International Corp.   4.50%       47    5,252,286 
Frontier Communications Corp.   11.125%       87    7,819,114 
T-Mobile US, Inc.   5.50%       84    6,479,298 
Total                 29,075,553 
Total Convertible Preferred Stocks (cost $114,445,892)                 116,075,288 
                    
Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
CORPORATE BONDS 0.59%                  
                   
Oil: Integrated                  
Denbury Resources, Inc.   4.625%  7/15/2023  $2,006   1,303,900 
Denbury Resources, Inc.   5.50%  5/1/2022   2,494    1,720,860 
Murphy Oil Corp.   6.875%  8/15/2024   310    324,576 
Total                3,349,336 
Total Corporate Bonds (cost $3,311,355)                3,349,336 
Total Long-Term Investments (cost $507,692,716)                544,810,430 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

Investments         Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENT 2.86%                  
                   
REPURCHASE AGREEMENT                  
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $16,090,000 of U.S. Treasury Note at 2.50% due 6/30/2017; value: $16,411,800; proceeds: $16,085,128
(cost $16,085,115)
          $16,085   $16,085,115 
Total Investments in Securities 99.56% (cost $523,777,831)            560,895,545 
Other Assets in Excess of Liabilities 0.44%                2,484,644 
Net Assets 100.00%               $563,380,189 

 

 
ADR American Depositary Receipt.
* Non-income producing security.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Foreign security traded in U.S. dollars.

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)  Level 1   Level 2   Level 3   Total 
Common Stocks  $57,099,169   $   $   $57,099,169 
Convertible Bonds       368,286,637        368,286,637 
Convertible Preferred Stocks                    
Foods(3)   3,832,290    5,063,450        8,895,740 
Homebuilders       3,185,640        3,185,640 
Remaining Industries   103,993,908            103,993,908 
Corporate Bonds       3,349,336        3,349,336 
Repurchase Agreement       16,085,115        16,085,115 
Total  $164,925,367   $395,970,178   $   $560,895,545 

 

 
(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 August 31, 2016, Post Holdings, Inc. was categorized as Level 2 due to limited market trading. During the period ended August 31, 2016, $6,156,000 was transferred from Level 1 to Level 2.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2016

 

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

 

Investment Type  Convertible
Bonds
   Corporate
Bonds
 
Balance as of December 1, 2015  $4,663,563   $3,919,968 
Accrued discounts/premiums        
Realized gain (loss)   (1,186,744)   (464,400)
Change in unrealized appreciation/depreciation   148,227    400,032 
Purchases        
Sales   (3,625,046)   (3,855,600)
Net transfers in or out of Level 3        
Balance as of August 31, 2016  $   $ 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 109.55%                  
                   
ASSET-BACKED SECURITIES 22.52%                  
                   
Automobiles 11.13%                  
                   
Ally Auto Receivables Trust 2012-5 A4   0.85%  1/16/2018  $184   $183,804 
American Credit Acceptance Receivables Trust 2015-1 C   4.29%  4/12/2021   1,517    1,537,812 
AmeriCredit Automobile Receivables Trust 2013-1 C   1.57%  1/8/2019   715    715,452 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   139    139,448 
AmeriCredit Automobile Receivables Trust 2014-1 A3   0.90%  2/8/2019   1,041    1,039,711 
AmeriCredit Automobile Receivables Trust 2014-2 A3   0.94%  2/8/2019   1,593    1,591,080 
AmeriCredit Automobile Receivables Trust 2014-4 A2A   0.72%  4/9/2018   47    46,918 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019   3,180    3,179,318 
AmeriCredit Automobile Receivables Trust 2015-3 A3   1.54%  3/9/2020   1,398    1,399,251 
AmeriCredit Automobile Receivables Trust 2016-2 A2A   1.42%  10/8/2019   833    833,474 
Avis Budget Rental Car Funding AESOP LLC 2011-3A A   3.41%  11/20/2017   961    963,342 
Avis Budget Rental Car Funding AESOP LLC 2011-5A A   3.27%  2/20/2018   1,309    1,314,982 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A   2.802%  5/20/2018   3,994    4,019,579 
Avis Budget Rental Car Funding AESOP LLC 2013-1A A   1.92%  9/20/2019   3,146    3,142,490 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%  7/20/2020   1,454    1,464,996 
Avis Budget Rental Car Funding AESOP LLC 2014-2A A   2.50%  2/20/2021   3,758    3,784,430 
Avis Budget Rental Car Funding AESOP LLC 2015-1A A   2.50%  7/20/2021   1,940    1,951,687 
Avis Budget Rental Car Funding AESOP LLC 2015-2A A   2.63%  12/20/2021   1,113    1,122,071 
BMW Vehicle Lease Trust 2015-1 A3   1.24%  12/20/2017   3,905    3,908,761 
BMW Vehicle Owner Trust 2013-A A4   1.12%  4/27/2020   486    486,171 
BMW Vehicle Owner Trust 2016-A A4   1.37%  12/25/2022   763    761,661 
California Republic Auto Receivables Trust 2014-2 A3   0.91%  8/15/2018   113    112,841 
California Republic Auto Receivables Trust 2014-3 B   2.66%  8/17/2020   1,043    1,054,123 
California Republic Auto Receivables Trust 2015-3 B   2.70%  9/15/2021   402    406,756 
California Republic Auto Receivables Trust 2016-1 A2   1.50%  12/17/2018   2,966    2,968,469 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020   544    543,492 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021   713    712,906 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Capital Auto Receivables Asset Trust 2013-3 C   2.79%  10/22/2018  $2,325   $2,343,092 
Capital Auto Receivables Asset Trust 2013-4 A3   1.09%  3/20/2018   864    863,972 
Capital Auto Receivables Asset Trust 2014-3 B   2.35%  7/22/2019   3,310    3,343,759 
Capital Auto Receivables Asset Trust 2015-2 A1A   0.99%  10/20/2017   2,269    2,270,137 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018   1,704    1,706,107 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020   1,083    1,080,759 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%  1/20/2021   568    565,825 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   33    33,291 
Carmax Auto Owner Trust 2013-2 A3   0.64%  1/16/2018   49    49,404 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018   1,365    1,364,857 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   2,878    2,877,062 
CarMax Auto Owner Trust 2014-1 A4   1.32%  7/15/2019   974    975,823 
CarMax Auto Owner Trust 2015-2 A2A   0.82%  6/15/2018   379    378,819 
CarMax Auto Owner Trust 2015-2 A3   1.37%  3/16/2020   592    593,552 
CarMax Auto Owner Trust 2015-4 A3   1.56%  11/16/2020   1,124    1,130,613 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019   2,193    2,195,416 
CarMax Auto Owner Trust 2016-3 A2   1.17%  8/15/2019   1,500    1,498,716 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021   1,500    1,498,993 
CarMax Auto Owner Trust 2016-3 A4   1.60%  1/18/2022   2,000    1,991,194 
Chesapeake Funding II LLC 2016-2A A1   1.88%  6/15/2028   1,411    1,409,714 
Chrysler Capital Auto Receivables Trust 2014-AA A3   0.83%  9/17/2018   794    794,023 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019   1,517    1,518,383 
Chrysler Capital Auto Receivables Trust 2016-AA B   2.88%  2/15/2022   673    675,582 
CPS Auto Receivables Trust 2016-B D   6.58%  3/15/2022   850    865,978 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019   1,118    1,120,092 
Drive Auto Receivables Trust 2015-AA C   3.06%  5/17/2021   844    854,117 
Drive Auto Receivables Trust 2015-BA B   2.12%  6/17/2019   2,014    2,017,176 
Drive Auto Receivables Trust 2015-CA B   2.23%  9/16/2019   660    660,768 
Drive Auto Receivables Trust 2015-DA C   3.38%  11/15/2021   2,010    2,038,838 
Drive Auto Receivables Trust 2016-BA A2   1.38%  8/15/2018   4,052    4,050,846 
Drive Auto Receivables Trust 2016-BA A3   1.67%  7/15/2019   2,786    2,784,757 
Fifth Third Auto Trust 2014-3 A3   0.96%  3/15/2019   223    222,950 
First Investors Auto Owner Trust 2013-2A D   3.58%  6/15/2020   915    911,437 
First Investors Auto Owner Trust 2015-2A A1   1.59%  12/16/2019   2,134    2,130,499 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   57    56,606 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019   3,348    3,347,088 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%  1/22/2018   1,234    1,234,459 
Honda Auto Receivables Owner Trust 2013-3 A4   1.13%  9/16/2019   350    350,441 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   753    753,032 
Honda Auto Receivables Owner Trust 2015-1 A3   1.05%  10/15/2018   307    307,114 
Hyundai Auto Receivables Trust 2012-C A4   0.73%  6/15/2018   99    98,500 
Hyundai Auto Receivables Trust 2013-B A4   1.01%  2/15/2019   1,467    1,466,172 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
M&T Bank Auto Receivables Trust 2013-1A A4   1.57%  8/15/2018  $2,645   $2,648,608 
Mercedes-Benz Auto Lease Trust 2016-A A2A   1.34%  7/16/2018   3,597    3,600,791 
NextGear Floorplan Master Owner Trust 2016-1A A2   2.74%  4/15/2021   2,263    2,263,919 
Nissan Auto Receivables Owner Trust 2013-B A3   0.84%  11/15/2017   342    342,088 
Porsche Financial Auto Securitization Trust 2014-1 A4   1.14%  12/23/2021   4,934    4,936,342 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%  11/20/2017   3,192    3,191,539 
Santander Drive Auto Receivables Trust 2014-3 C   2.13%  8/17/2020   5,196    5,224,046 
Santander Drive Auto Receivables Trust 2014-3 D   2.65%  8/17/2020   917    926,342 
Santander Drive Auto Receivables Trust 2014-4 B   1.82%  5/15/2019   1,763    1,765,780 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021   308    311,429 
Santander Drive Auto Receivables Trust 2015-5 A3   1.58%  9/16/2019   1,345    1,347,275 
Santander Drive Auto Receivables Trust 2016-2 A2A   1.38%  7/15/2019   1,518    1,518,778 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021   655    657,224 
SunTrust Auto Receivables Trust 2015-1A A2   0.99%  6/15/2018   2,277    2,276,565 
SunTrust Auto Receivables Trust 2015-1A D   3.24%  1/16/2023   2,520    2,497,720 
TCF Auto Receivables Owner Trust 2015-1A A3   1.49%  12/16/2019   2,691    2,691,220 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018   1,942    1,940,743 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%  9/15/2017   1,923    1,923,173 
Total                135,878,570 
                   
Credit Cards 3.85%                  
                   
Capital One Multi-Asset Execution Trust 2014-A1   0.88%#  11/15/2019   4,611    4,613,080 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   1,469    1,471,109 
Capital One Multi-Asset Execution Trust 2015-A1   1.39%  1/15/2021   1,084    1,088,318 
Capital One Multi-Asset Execution Trust 2016-A1   0.958%#  2/15/2022   2,606    2,620,786 
Chase Issuance Trust 2014-A1   1.15%  1/15/2019   8,224    8,231,574 
Chase Issuance Trust 2015-A2   1.59%  2/18/2020   790    795,237 
Chase Issuance Trust 2016-A5   1.27%  7/15/2021   3,448    3,441,899 
Citibank Credit Card Issuance Trust 2013-A6   1.32%  9/7/2018   7,089    7,089,074 
Citibank Credit Card Issuance Trust 2014-A2   1.02%  2/22/2019   5,932    5,934,510 
Discover Card Execution Note Trust 2013-A5   1.04%  4/15/2019   1,665    1,665,111 
Discover Card Execution Note Trust 2014-A3   1.22%  10/15/2019   8,540    8,550,275 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024   1,397    1,420,141 
Total                46,921,114 
                   
Other 7.54%                  
                   
Ally Master Owner Trust 2012-5 A   1.54%  9/15/2019   3,330    3,340,513 
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019   3,199    3,207,490 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
Ares IIIR/IVR CLO Ltd. 2007-3RA A2   0.853%#  4/16/2021  $560   $557,582 
Ballyrock CLO Ltd. 2016-1A A†(a)   2.406%#  10/15/2028   2,850    2,850,000 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1   1.783%#  4/18/2025   1,500    1,493,263 
Carlyle Global Market Strategies CLO Ltd. 2013-4A A2R   2.162%#  10/15/2025   4,500    4,506,074 
Carlyle Global Market Strategies CLO Ltd. 2014-2A A   2.096%#  5/15/2025   2,250    2,253,394 
Cent CLO Ltd. 2013-17A A1   1.937%#  1/30/2025   1,700    1,697,690 
Cent CLO Ltd. 2013-18A A   1.758%#  7/23/2025   600    594,154 
CIFC Funding II Ltd. 2014-2A A1L   2.141%#  5/24/2026   4,450    4,452,651 
CNH Equipment Trust 2014-C A3   1.05%  11/15/2019   800    798,839 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022   1,294    1,305,037 
Dell Equipment Finance Trust 2015-2 A3   1.72%  9/22/2020   904    905,535 
Dell Equipment Finance Trust 2016-1 A3   1.65%  7/22/2021   249    248,285 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028   201    201,871 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021   3,918    3,920,678 
Ford Credit Floorplan Master Owner Trust 2012-2 A   1.92%  1/15/2019   3,207    3,216,727 
Ford Credit Floorplan Master Owner Trust 2014-1 A1   1.20%  2/15/2019   2,005    2,005,961 
GE Dealer Floorplan Master Note Trust 2012-2 A   1.262%#  4/22/2019   1,161    1,164,636 
GMF Floorplan Owner Revolving Trust 2015-1 B   1.97%  5/15/2020   1,385    1,383,539 
Goldentree Loan Opportunities VI Ltd. 2012-6A A   1.933%#  4/17/2022   1,082    1,079,484 
Hempstead CLO LP 2013-1A A1   2.128%#  1/15/2026   3,500    3,503,900 
JFIN Revolver CLO 2013-1A A   1.884%#  1/20/2021   567    568,018 
JFIN Revolver CLO Ltd. 2014-2A A2   1.936%#  2/20/2022   739    741,141 
JFIN Revolver CLO Ltd. 2015-3A A1   2.134%#  4/20/2023   2,278    2,281,650 
John Deere Owner Trust 2014-A A3   0.92%  4/16/2018   694    693,679 
KKR CLO Ltd. 11-A   2.148%#  4/15/2027   3,150    3,153,661 
KKR CLO Ltd. 15-A1A†(a)   2.353%#  10/18/2028   2,500    2,500,000 
Leaf Receivables Funding 10 LLC 2015-1 A4   2.03%  8/17/2020   1,885    1,887,178 
Leaf Receivables Funding 11 LLC 2016-1 A1   1.00%  6/15/2017   3,352    3,351,809 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021   2,637    2,634,578 
Marathon CLO IV Ltd. 2012-4A A1   2.026%#  5/20/2023   2,193    2,196,299 
MMAF Equipment Finance LLC 2016-AA A5   2.21%  12/15/2032   1,105    1,109,252 
Nissan Master Owner Trust Receivables 2016-A A2   1.54%  6/15/2021   1,770    1,762,935 
NZCG Funding Ltd. 2015-2A A1   2.184%#  4/27/2027   1,500    1,502,593 
Oaktree CLO Ltd. 2014-2A A1A   2.164%#  10/20/2026   3,000    3,003,330 
Oaktree EIF I Series Ltd. 2015-A1 B   3.233%#  10/18/2027   3,250    3,293,713 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
OneMain Financial Issuance Trust 2016-1A A   3.66%  2/20/2029  $1,101   $1,125,337 
OZLM Funding Ltd. 2012-1A A2R   2.985%#  7/22/2027   3,900    3,910,712 
Shackleton CLO Ltd. 2014-5A A   2.132%#  5/7/2026   300    300,737 
Sheridan Square CLO Ltd. 2013-1A A1   1.678%#  4/15/2025   2,500    2,480,192 
SLM Private Education Loan Trust 2010-A 2A   3.731%#  5/16/2044   1,146    1,183,038 
SLM Private Education Loan Trust 2012-A A1   1.881%#  8/15/2025   120    120,437 
SLM Private Education Loan Trust 2012-E A1   1.231%#  10/16/2023   654    653,920 
Sound Point CLO IV Ltd. 2013-3A A   2.005%#  1/21/2026   2,000    1,995,069 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.953%#  4/17/2021   1,500    1,494,058 
Tryon Park CLO Ltd. 2013-1A A1   1.748%#  7/15/2025   1,000    993,278 
Venture XVIII CLO Ltd. 2014-18A A   2.078%#  10/15/2026   2,000    1,998,628 
Westchester CLO Ltd. 2007-1A A1A   0.862%#  8/1/2022   400    397,970 
Total                92,020,515 
Total Asset-Backed Securities (cost $274,409,483)                274,820,199 
                   
CORPORATE BONDS 19.67%                  
                   
Automotive 0.53%                  
                   
Ford Motor Co.   6.375%  2/1/2029   697    850,420 
Ford Motor Co.   7.45%  7/16/2031   1,356    1,847,381 
General Motors Co.   6.60%  4/1/2036   3,039    3,758,544 
Total                6,456,345 
                   
Banks: Regional 4.15%                  
                   
Banco de Credito e Inversiones (Chile)†(b)   4.00%  2/11/2023   533    565,076 
Bank of America Corp.   4.20%  8/26/2024   3,509    3,731,032 
Bank of America Corp.   4.25%  10/22/2026   2,144    2,277,485 
Bank of America Corp.   4.45%  3/3/2026   940    1,014,276 
Citigroup, Inc.   4.45%  9/29/2027   412    435,581 
Citigroup, Inc.   5.50%  9/13/2025   3,097    3,517,582 
Citigroup, Inc.   5.875%  2/22/2033   954    1,134,901 
Discover Bank/Greenwood DE   3.45%  7/27/2026   2,256    2,274,702 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037   3,155    4,036,198 
JPMorgan Chase & Co.   3.90%  7/15/2025   2,879    3,124,101 
JPMorgan Chase & Co.   4.25%  10/1/2027   1,600    1,733,155 
Lloyds Banking Group plc (United Kingdom)†(b)   4.582%  12/10/2025   1,696    1,744,350 
Macquarie Bank Ltd. (Australia)†(b)   4.875%  6/10/2025   1,225    1,305,059 
Macquarie Bank Ltd. (Australia)†(b)   6.625%  4/7/2021   2,231    2,570,585 
Morgan Stanley   3.125%  7/27/2026   4,722    4,787,319 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Morgan Stanley   4.00%  7/23/2025  $3,588   $3,885,155 
Morgan Stanley   7.25%  4/1/2032   290    404,445 
Santander UK plc (United Kingdom)(b)   7.95%  10/26/2029   2,490    3,162,148 
UBS Group Funding Jersey Ltd. (Jersey)†(b)   4.125%  4/15/2026   4,016    4,249,306 
Wells Fargo & Co.   4.10%  6/3/2026   793    862,605 
Wells Fargo Bank NA   5.85%  2/1/2037   3,007    3,829,144 
Total                50,644,205 
                   
Beverages 0.54%                  
                   
Anheuser-Busch InBev Finance, Inc.   4.70%  2/1/2036   4,967    5,782,750 
JB y Cia SA de CV (Mexico)†(b)   3.75%  5/13/2025   800    830,702 
Total                6,613,452 
                   
Biotechnology Research & Production 0.10%                  
                   
Amgen, Inc.   6.40%  2/1/2039   934    1,236,977 
                   
Chemicals 0.25%                  
                   
Mexichem SAB de CV (Mexico)†(b)   4.875%  9/19/2022   550    604,109 
Montell Finance Co. BV (Netherlands)†(b)   8.10%  3/15/2027   1,787    2,410,549 
Total                3,014,658 
                   
Computer Hardware 0.56%                  
                   
Denali International LLC/Denali Finance Corp.   5.625%  10/15/2020   1,617    1,691,786 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   6.02%  6/15/2026   1,950    2,090,160 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   8.10%  7/15/2036   610    710,451 
Hewlett-Packard Enterprise Co.   4.90%  10/15/2025   2,163    2,316,325 
Total                6,808,722 
                   
Drugs 0.76%                  
                   
AbbVie, Inc.   4.30%  5/14/2036   1,506    1,596,914 
Actavis Funding SCS (Luxembourg)(b)   4.55%  3/15/2035   1,500    1,620,520 
Express Scripts Holding Co.   4.80%  7/15/2046   1,114    1,186,654 
Express Scripts Holding Co.   6.125%  11/15/2041   501    632,987 
Forest Laboratories LLC   5.00%  12/15/2021   2,994    3,366,385 
Mylan NV   3.95%  6/15/2026   850    878,227 
Total                9,281,687 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power 1.13%                  
                   
AES Gener SA (Chile)†(b)   5.00%  7/14/2025  $400   $415,680 
Appalachian Power Co.   7.00%  4/1/2038   1,063    1,475,913 
Cleco Corporate Holdings LLC   3.743%  5/1/2026   1,103    1,161,688 
Dominion Resources, Inc.   7.00%  6/15/2038   936    1,311,206 
Emera US Finance LP   3.55%  6/15/2026   1,674    1,766,869 
Exelon Generation Co. LLC   5.60%  6/15/2042   2,286    2,452,887 
Massachusetts Electric Co.   4.004%  8/15/2046   1,317    1,380,236 
PPL Electric Utilities Corp.   5.20%  7/15/2041   554    705,356 
Public Service Co. of New Mexico   7.95%  5/15/2018   1,092    1,201,891 
Texas-New Mexico Power Co.   9.50%  4/1/2019   1,650    1,927,124 
Total                13,798,850 
                   
Financial Services 0.99%                  
                   
Affiliated Managers Group, Inc.   3.50%  8/1/2025   370    370,265 
Affiliated Managers Group, Inc.   4.25%  2/15/2024   354    373,863 
GE Capital International Funding Co. Unlimited Co. (Ireland)(b)   4.418%  11/15/2035   2,485    2,848,106 
International Lease Finance Corp.   5.875%  4/1/2019   1,876    2,028,425 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   2,021    2,109,419 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   2,177    2,343,534 
SUAM Finance BV (Curacao)†(b)   4.875%  4/17/2024   1,835    1,946,935 
Total                12,020,547 
                   
Health Care Services 0.12%                  
                   
Aetna, Inc.   4.25%  6/15/2036   1,341    1,399,796 
                   
Insurance 0.56%                  
                   
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044   3,232    3,697,237 
Trinity Acquistion plc (United Kingdom)(b)   4.40%  3/15/2026   1,189    1,254,417 
Willis North America, Inc.   7.00%  9/29/2019   1,675    1,883,228 
Total                6,834,882 
                   
Investment Management Companies 0.04%                  
                   
GrupoSura Finance SA   5.50%  4/29/2026   450    487,687 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leisure 0.13%                  
                   
Carnival plc (United Kingdom)(b)   7.875%  6/1/2027  $1,230   $1,578,523 
                   
Lodging 0.15%                  
                   
Starwood Hotels & Resorts Worldwide, Inc.   4.50%  10/1/2034   1,750    1,825,264 
                   
Machinery: Agricultural 0.18%                  
                   
Reynolds American, Inc.   8.125%  5/1/2040   1,550    2,242,940 
                   
Manufacturing 0.14%                  
                   
Trinity Industries, Inc.   4.55%  10/1/2024   1,771    1,759,945 
                   
Media 1.92%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,268    1,618,985 
21st Century Fox America, Inc.   6.90%  8/15/2039   777    1,058,345 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.384%  10/23/2035   1,007    1,207,557 
Comcast Corp.   6.95%  8/15/2037   1,356    2,002,588 
Cox Communications, Inc.   8.375%  3/1/2039   2,399    3,087,340 
Discovery Communications LLC   6.35%  6/1/2040   1,800    1,911,587 
Globo Comunicacao e Participacoes SA (Brazil)†(b)   4.875%  4/11/2022   1,034    1,081,823 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(b)   5.307%  5/11/2022   1,855    1,896,737 
Grupo Televisa SAB (Mexico)(b)   6.625%  1/15/2040   1,000    1,233,959 
Time Warner Cable, Inc.   7.30%  7/1/2038   3,768    4,908,992 
Time Warner, Inc.   7.625%  4/15/2031   1,090    1,539,155 
Viacom, Inc.   4.85%  12/15/2034   187    189,367 
Viacom, Inc.   6.875%  4/30/2036   1,488    1,744,805 
Total                23,481,240 
                   
Metals & Minerals: Miscellaneous 0.44%                  
                   
Barrick International Barbados Corp. (Barbados)†(b)   6.35%  10/15/2036   1,250    1,447,586 
Glencore Finance Canada Ltd. (Canada)†(b)   6.00%  11/15/2041   2,449    2,444,621 
Glencore Funding LLC   4.625%  4/29/2024   252    256,410 
Goldcorp, Inc. (Canada)(b)   5.45%  6/9/2044   1,133    1,243,358 
Total                5,391,975 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Natural Gas 0.30%                  
                   
Black Hills Gas LLC   5.90%  4/1/2017  $886   $901,162 
Dominion Gas Holdings LLC   4.60%  12/15/2044   2,506    2,732,798 
Total                3,633,960 
                   
Oil 1.12%                  
                   
Apache Corp.   6.00%  1/15/2037   1,542    1,777,530 
Eni SpA (Italy)†(b)   5.70%  10/1/2040   4,725    5,043,885 
Helmerich & Payne International Drilling Co.   4.65%  3/15/2025   246    262,027 
Kerr-McGee Corp.   7.125%  10/15/2027   925    1,023,905 
Kerr-McGee Corp.   7.875%  9/15/2031   945    1,147,308 
Shell International Finance BV (Netherlands)(b)   6.375%  12/15/2038   1,564    2,156,107 
Tengizchevroil Finance Co. International Ltd.   4.00%  8/15/2026   875    874,125 
Valero Energy Corp.   10.50%  3/15/2039   912    1,419,105 
Total                13,703,992 
                   
Oil: Crude Producers 1.84%                  
                   
Enbridge Energy Partners LP   9.875%  3/1/2019   2,125    2,481,660 
Energy Transfer Partners LP   6.625%  10/15/2036   1,203    1,306,319 
Energy Transfer Partners LP   7.50%  7/1/2038   2,124    2,507,371 
Enterprise Products Operating LLC   7.55%  4/15/2038   2,840    3,790,968 
Gulfstream Natural Gas System LLC   4.60%  9/15/2025   1,166    1,228,676 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   2,710    3,053,764 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   2,000    2,257,554 
Kinder Morgan Energy Partners LP   7.50%  11/15/2040   423    503,056 
Kinder Morgan, Inc.   7.75%  1/15/2032   1,486    1,798,311 
Kinder Morgan, Inc.   7.80%  8/1/2031   365    447,929 
Ruby Pipeline LLC   6.00%  4/1/2022   2,980    3,091,765 
Total                22,467,373 
                   
Oil: Integrated Domestic 0.32%                  
                   
Halliburton Co.   6.70%  9/15/2038   326    422,579 
Halliburton Co.   7.45%  9/15/2039   772    1,083,958 
National Oilwell Varco, Inc.   2.60%  12/1/2022   952    897,667 
Oceaneering International, Inc.   4.65%  11/15/2024   1,546    1,551,413 
Total                3,955,617 
                   
Paper & Forest Products 0.20%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   1,535    2,452,555 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 0.71%                  
                   
EPR Properties   5.25%  7/15/2023  $4,129   $4,428,621 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   2,533    2,650,734 
PLA Administradora Industrial S de RL de CV (Mexico)†(b)5.25%  11/10/2022   1,458    1,534,545 
Total                8,613,900 
                   
Retail 0.06%                  
                   
Walgreens Boots Alliance, Inc.   4.50%  11/18/2034   700    762,796 
                   
Savings & Loan 0.05%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   497    609,035 
                   
Technology 0.80%                  
                   
Alibaba Group Holding Ltd. (China)(b)   3.60%  11/28/2024   1,950    2,051,371 
Amazon.com, Inc.   4.80%  12/5/2034   5,235    6,306,845 
Baidu, Inc. (China)(b)   3.50%  11/28/2022   478    505,055 
Tencent Holdings Ltd. (China)†(b)   3.375%  5/2/2019   900    934,362 
Total                9,797,633 
                   
Telecommunications 1.10%                  
                   
AT&T, Inc.   6.00%  8/15/2040   3,604    4,405,692 
AT&T, Inc.   6.50%  9/1/2037   2,340    3,052,717 
Ooredoo International Finance Ltd.   3.75%  6/22/2026   900    947,345 
Verizon Communications, Inc.   4.40%  11/1/2034   1,641    1,750,451 
Verizon Communications, Inc.   5.05%  3/15/2034   1,208    1,381,539 
Verizon Communications, Inc.   5.85%  9/15/2035   657    823,435 
Verizon Communications, Inc.   6.40%  9/15/2033   801    1,049,555 
Total                13,410,734 
                   
Utilities 0.22%                  
                   
Aquarion Co.   4.00%  8/15/2024   2,500    2,646,265 
                   
Utilities: Electrical 0.26%                  
                   
Tennessee Valley Authority   3.50%  12/15/2042   2,795    3,124,796 
Total Corporate Bonds (cost $227,007,981)                240,056,351 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN GOVERNMENT OBLIGATIONS 1.50%            
                   
Bahamas 0.06%                  
                   
Commonwealth of Bahamas†(b)   6.95%  11/20/2029  $588   $686,490 
                   
Cayman Islands 0.07%                  
                   
Cayman Islands Government   5.95%  11/24/2019   700    794,500 
                   
Chile 0.09%                  
                   
Republic of Chile(b)   3.125%  1/21/2026   1,063    1,145,383 
                   
Indonesia 0.04%                  
                   
Republic of Indonesia†(b)   5.875%  1/15/2024   400    474,037 
                   
Lithuania 0.10%                  
                   
Republic of Lithuania†(b)   7.375%  2/11/2020   1,060    1,257,425 
                   
Mexico 0.52%                  
                   
United Mexican States(b)   4.00%  10/2/2023   5,780    6,292,975 
                   
Panama 0.10%                  
                   
Republic of Panama(b)   4.00%  9/22/2024   768    846,720 
Republic of Panama(b)   6.70%  1/26/2036   300    419,250 
Total                1,265,970 
                   
Peru 0.05%                  
                   
Republic of Peru(b)   4.125%  8/25/2027   520    592,800 
                   
Qatar 0.12%                  
                   
State of Qatar†(b)   3.25%  6/2/2026   1,450    1,485,924 
                   
Slovenia 0.04%                  
                   
Republic of Slovenia†(b)   5.25%  2/18/2024   471    545,787 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Trinidad And Tobago 0.02%                  
                   
Republic of Trinidad & Tobago†(b)   4.375%  1/16/2024  $200   $210,000 
                   
Turkey 0.23%                  
                   
Republic of Turkey(b)   5.625%  3/30/2021   658    707,368 
Republic of Turkey(b)   5.75%  3/22/2024   1,940    2,114,357 
Total                2,821,725 
                   
Uruguay 0.06%                  
                   
Republic of Uruguay PIK(b)   7.875%  1/15/2033   538    777,410 
Total Foreign Government Obligations (cost $17,679,914)                18,350,426 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.06%  
                   
Federal Home Loan Mortgage Corp. Q001 XA IO   2.345%#  2/25/2032   12,753    2,249,265 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   349    348,950 
Government National Mortgage Assoc. 2015-47 AE   2.90%#  11/16/2055   5,279    5,403,366 
Government National Mortgage Assoc. 2015-48 AS   2.90%#  2/16/2049   3,864    3,976,762 
Government National Mortgage Assoc. 2015-73 AC   2.90%#  2/16/2053   918    946,610 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $12,884,936)                12,924,953 
                   
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 24.36%  
                   
Federal Home Loan Mortgage Corp.   3.50%  2/1/2046 - 3/1/2046   10,275    10,938,810 
Federal Home Loan Mortgage Corp.   4.00%  12/1/2044   4,673    5,131,580 
Federal Home Loan Mortgage Corp.   5.00%  11/1/2017 - 6/1/2026   1,985    2,108,195 
Federal National Mortgage Assoc. (c)   3.00%  TBA   105,835    110,165,644 
Federal National Mortgage Assoc.   3.50%  4/1/2043 - 4/1/2046   62,418    66,475,856 
Federal National Mortgage Assoc.(c)   3.50%  TBA   12,310    12,973,105 
Federal National Mortgage Assoc.   4.00%  10/1/2040 - 2/1/2045   19,777    21,394,693 
Federal National Mortgage Assoc.(c)   4.00%  TBA   20,470    21,930,087 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)          
           
Federal National Mortgage Assoc.(c)   4.50%  TBA  $35,544   $38,831,822 
Federal National Mortgage Assoc.   5.50%  9/1/2034 - 9/1/2036   6,450    7,327,263 
Federal National Mortgage Assoc.   6.50%  1/1/2036   51    61,175 
Total Government Sponsored Enterprises Pass-Throughs (cost $295,313,493)                297,338,230 
                   
MUNICIPAL BONDS 0.41%                  
                   
Miscellaneous                  
                   
Municipal Elec Auth of Georgia   7.055%  4/1/2057   1,675    2,122,610 
North Texas Tollway Auth   8.91%  2/1/2030   1,797    2,165,870 
Pennsylvania   5.35%  5/1/2030   650    727,695 
Total Municipal Bonds (cost $4,554,766)                5,016,175 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.70%  
                   
Banc of America Commercial Mortgage Trust 2015-UBS7 C   4.512%#  9/15/2048   324    344,181 
Citigroup Commercial Mortgage Trust 2014-GC21 XA IO   1.444%#  5/10/2047   24,505    1,773,164 
Citigroup Commercial Mortgage Trust 2016-GC36 D   2.85%  2/10/2049   3,025    2,166,637 
Citigroup Commercial Mortgage Trust 2016-P3 C   4.998%#  4/15/2049   900    994,844 
Citigroup Commercial Mortgage Trust 2016-P3 D   2.804%#  4/15/2049   709    518,986 
Citigroup Commercial Mortgage Trust 2016-P4 C   4.134%#  7/10/2049   1,443    1,447,501 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.431%#  8/10/2047   4,340    274,847 
Commercial Mortgage Pass-Through Certificates 2015-LC23 C   4.801%#  10/10/2053   1,000    1,058,656 
Commercial Mortgage Pass-Through Certificates 2015-LC23 D   3.801%#  10/10/2053   2,000    1,681,639 
Commercial Mortgage Pass-Through Certificates 2015-PC1 B   4.591%#  7/10/2050   620    662,646 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.591%#  7/10/2050   1,138    1,066,940 
CSAIL Commercial Mortgage Trust 2015-C2 C   4.352%#  6/15/2057   325    311,430 
DBWF Mortgage Trust 2015-LCM D   3.535%#  6/10/2034   895    854,190 
GAHR Commercial Mortgage Trust 2015-NRF DFX   3.495%#  12/15/2034   953    960,024 
GS Mortgage Securities Trust 2014-GC26 D   4.661%#  11/10/2047   403    334,541 
GS Mortgage Securities Trust 2015-GC32 C   4.559%#  7/10/2048   685    719,850 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034   2,410    2,512,383 
Hudsons Bay Simon JV Trust 2015-HB7 D7   5.331%#  8/5/2034   2,231    2,158,498 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.395%#  4/15/2047  $4,859   $193,108 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.435%#  4/15/2047   1,381    30,551 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 D   4.07%#  1/15/2048   387    315,811 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C   4.456%#  7/15/2048   573    538,533 
Motel 6 Trust 2015-MTL6 D   4.532%  2/5/2030   3,504    3,511,957 
Sequoia Mortgage Trust 2012-4 A3   2.069%#  9/25/2042   754    743,205 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B   4.144%#  1/5/2043   250    271,095 
Wells Fargo Commercial Mortgage Trust 2015-C28 D   4.274%#  5/15/2048   2,000    1,561,034 
Wells Fargo Commercial Mortgage Trust 2016-C35 C   4.176%  7/15/2048   1,850    1,906,728 
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E   5.045%#  1/15/2059   1,524    1,207,148 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.345%#  5/15/2047   9,600    569,664 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.733%#  5/15/2047   1,909    79,675 
WF-RBS Commercial Mortgage Trust 2014-C23 C   3.994%#  10/15/2057   550    557,893 
WF-RBS Commercial Mortgage Trust 2014-C23 XA IO   0.841%#  10/15/2057   24,600    924,242 
WF-RBS Commercial Mortgage Trust 2014-C23 XB IO   0.307%  10/15/2057   36,416    727,136 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $31,956,480)                32,978,737 
                   
U.S. TREASURY OBLIGATIONS 37.33%                  
                   
U.S. Treasury Bond   2.50%  5/15/2046   55,081    58,299,824 
U.S. Treasury Note   0.875%  10/15/2017   12,737    12,762,512 
U.S. Treasury Note   1.125%  8/31/2021   106,076    105,794,262 
U.S. Treasury Note   1.25%  11/15/2018   129,537    130,683,143 
U.S. Treasury Note   1.25%  3/31/2021   13,833    13,880,821 
U.S. Treasury Note   1.375%  6/30/2018   32,408    32,746,631 
U.S. Treasury Note   1.375%  5/31/2021   37,357    37,697,024 
U.S. Treasury Note   1.50%  8/15/2026   31,708    31,507,352 
U.S. Treasury Note   1.75%  10/31/2020   2,336    2,394,538 
U.S. Treasury Note   1.75%  4/30/2022   9,050    9,266,530 
U.S. Treasury Note   2.625%  11/15/2020   19,350    20,524,235 
Total U.S. Treasury Obligations (cost $454,312,492)                455,556,872 
Total Long-Term Investments (cost $1,318,119,545)                1,337,041,943 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
SHORT-TERM INVESTMENTS 7.07%                  
                   
ASSET-BACKED SECURITY 0.10%                  
                   
Other                  
                   
Ascentium Equipment Receivables Trust 2016-1A A1
(cost $1,212,213)
   0.95%  4/10/2017  $1,212   $1,212,255 
                   
COMMERCIAL PAPER 0.29%                  
                   
Chemicals 0.17%                  
                   
Albemarle Corp.   Zero Coupon   9/14/2016   1,000    999,530 
Potash Corp. of Saskatchewan, Inc.   Zero Coupon   10/3/2016   1,000    999,218 
Total                1,998,748 
                   
Oil: Integrated Domestic 0.12%                  
                   
Schlumberger Holdings Corp.   Zero Coupon   9/20/2016   1,500    1,499,248 
Total Commercial Paper (cost $3,497,996)                3,497,996 
                   
U.S. TREASURY OBLIGATIONS 3.82%                  
                   
U.S. Treasury Note   0.875%  9/15/2016   32,668    32,675,677 
U.S. Treasury Note   1.00%  9/30/2016   13,978    13,986,233 
Total U.S. Treasury Obligations (cost $46,659,384)                46,661,910 
                   
REPURCHASE AGREEMENT 2.86%                  
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $14,765,000 of U.S. Treasury Note at 2.25% due 11/30/2017 and $19,840,000 of U.S. Treasury Note at 2.75% due 2/28/2018; value: $35,550,869; proceeds: $34,853,602
(cost $34,853,573)
           34,854    34,853,573 
Total Short-Term Investments (cost $86,223,166)                86,225,734 
Total Investments in Securities 116.62% (cost $1,404,342,711)                1,423,267,677 
Liabilities in Excess of Other Assets(d) (16.62%)                (202,848,976)
Net Assets 100.00%               $1,220,418,701 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

 
IO Interest Only.
PIK Payment-in-kind.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at August 31, 2016.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(b) Foreign security traded in U.S. dollars.
(c) To-be-announced (“TBA”).  Security purchased on a forward commitment basis with an approximate principal and maturity date.  Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(d) Liabilities in Excess of Other Assets include net unrealized depreciation on futures contracts as follows:
   
Open Futures Contracts at August 31, 2016:
 
Type  Expiration  Contracts   Position  Fair Value   Unrealized
Depreciation
 
Ultra Long U.S. Treasury Bond  December 2016   18   Long  $3,374,438   $(3,407)
U.S. 5-Year Treasury Note  December 2016   191   Long   23,158,750    (24,211)
U.S. 10-Year Treasury Note  December 2016   39   Long   5,105,953    (12,865)
Totals             $31,639,141   $(40,483)

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):
 
Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Credit Cards  $   $45,500,973   $1,420,141(4)(5)  $46,921,114 
Other       87,882,770    5,350,000(4)(5)   93,232,770 
Remaining Industries       135,878,570        135,878,570 
Corporate Bonds       240,056,351        240,056,351 
Foreign Government Obligations       18,350,426        18,350,426 
Government Sponsored Enterprises Collateralized Mortgage Obligations       12,924,953        12,924,953 
Government Sponsored Enterprises Pass-Throughs       297,338,230        297,338,230 
Municipal Bonds       5,016,175        5,016,175 
Non-Agency Commercial Mortgage-Backed Securities       32,978,737        32,978,737 
U.S. Treasury Obligations       502,218,782        502,218,782 
Commercial Paper       3,497,996        3,497,996 
Repurchase Agreement       34,853,573        34,853,573 
Total  $   $1,416,497,536   $6,770,141   $1,423,267,677 
Other Financial Instruments                    
Futures Contracts                    
Assets  $   $   $   $ 
Liabilities  (40,483)        (40,483)
Total  $(40,483)  $   $   $(40,483)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2016

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2)

See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.

(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(5) Asset-Backed Securities categorized as level 3 investment includes Synchrony Credit Card Master Note Trust 2016-2 B, Ballyrock CLO Ltd. 2016-1A A and KKR CLO Ltd. 15-A 1A.

 

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

 

Investment Type  Asset-Backed Securities 
Balance as of December 1, 2015  $1,319,488 
Accrued discounts/premiums   (118)
Realized gain (loss)    
Change in unrealized appreciation/depreciation   (1,625)
Purchases   6,771,884 
Sales    
Net transfers in or out of Level 3   (1,319,488)
Balance as of August 31, 2016  $6,770,141 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 99.00%                  
                   
ASSET-BACKED SECURITIES 17.56%                  
                   
Automobiles 10.87%                  
                   
Ally Auto Receivables Trust 2012-5 A4   0.85%  1/16/2018  $1   $1,470 
AmeriCredit Automobile Receivables Trust 2013-1 C   1.57%  1/8/2019   6    5,621 
AmeriCredit Automobile Receivables Trust 2014-1 B   1.68%  7/8/2019   44    44,069 
AmeriCredit Automobile Receivables Trust 2014-2 A3   0.94%  2/8/2019   12    11,695 
AmeriCredit Automobile Receivables Trust 2014-2 C   2.18%  6/8/2020   50    50,394 
AmeriCredit Automobile Receivables Trust 2014-3 B   1.92%  11/8/2019   28    28,105 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019   25    24,995 
AmeriCredit Automobile Receivables Trust 2016-2 A2A   1.42%  10/8/2019   8    8,005 
Avis Budget Rental Car Funding AESOP LLC 2015-1A A   2.50%  7/20/2021   100    100,602 
BMW Vehicle Owner Trust 2013-A A4   1.12%  4/27/2020   4    4,001 
California Republic Auto Receivables Trust 2014-2 A3   0.91%  8/15/2018   20    20,020 
California Republic Auto Receivables Trust 2014-3 B   2.66%  8/17/2020   9    9,096 
California Republic Auto Receivables Trust 2015-2 B   2.53%  6/15/2021   43    43,201 
California Republic Auto Receivables Trust 2015-4 A2   1.60%  9/17/2018   18    18,281 
California Republic Auto Receivables Trust 2015-4 A3   2.04%  1/15/2020   25    25,167 
California Republic Auto Receivables Trust 2015-4 B   3.73%  11/15/2021   25    26,084 
California Republic Auto Receivables Trust 2016-1 A3   1.89%  5/15/2020   54    54,263 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020   25    24,977 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021   21    20,997 
Carmax Auto Owner Trust 2013-2 A3   0.64%  1/16/2018   7    6,648 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018   26    25,999 
CarMax Auto Owner Trust 2014-4 C   2.44%  11/16/2020   22    22,267 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019   16    16,514 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%  5/15/2019   27    26,775 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019   12    12,011 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019   43    42,854 
Drive Auto Receivables Trust 2015-BA B   2.12%  6/17/2019   28    28,491 
Drive Auto Receivables Trust 2015-CA B   2.23%  9/16/2019   6    6,007 
Drive Auto Receivables Trust 2016-AA B   3.17%  5/15/2020   15    15,168 
Drive Auto Receivables Trust 2016-BA A2   1.38%  8/15/2018   30    29,991 
Drive Auto Receivables Trust 2016-BA A3   1.67%  7/15/2019   21    20,991 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
Fifth Third Auto Trust 2014-3 A3   0.96%  3/15/2019  $8   $8,175 
Flagship Credit Auto Trust 2015-3 A   2.38%  10/15/2020   35    35,038 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019   25    24,993 
Honda Auto Receivables Owner Trust 2013-3 A4   1.13%  9/16/2019   9    8,963 
Honda Auto Receivables Owner Trust 2015-1 A3   1.05%  10/15/2018   11    11,004 
Hyundai Auto Receivables Trust 2012-C A4   0.73%  6/15/2018   1    806 
Hyundai Auto Receivables Trust 2013-B A4   1.01%  2/15/2019   6    6,236 
Mercedes-Benz Auto Receivables Trust 2015-1 A3   1.34%  12/16/2019   13    13,035 
NextGear Floorplan Master Owner Trust 2015-2A A   2.38%  10/15/2020   100    99,732 
Santander Drive Auto Receivables Trust 2014-3 C   2.13%  8/17/2020   47    47,254 
Santander Drive Auto Receivables Trust 2014-3 D   2.65%  8/17/2020   18    18,183 
Santander Drive Auto Receivables Trust 2014-4 B   1.82%  5/15/2019   12    12,019 
Santander Drive Auto Receivables Trust 2015-5 A3   1.58%  9/16/2019   11    11,019 
Santander Drive Auto Receivables Trust 2016-2 A2A   1.38%  7/15/2019   12    12,006 
TCF Auto Receivables Owner Trust 2015-1A D   3.53%  3/15/2022   10    9,901 
TCF Auto Receivables Owner Trust 2015-2A D   4.24%  8/15/2022   10    10,063 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018   25    24,984 
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%  9/15/2017   59    59,005 
Total                1,187,175 
                   
Credit Cards 1.34%                  
                   
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   11    11,016 
Capital One Multi-Asset Execution Trust 2016-A1   0.958%#  2/15/2022   34    34,193 
Discover Card Execution Note Trust 2015-A2 A   1.90%  10/17/2022   100    101,654 
Total                146,863 
                   
Other 5.35%                  
                   
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019   52    52,138 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1   2.128%#  10/15/2026   250    249,688 
CNH Equipment Trust 2014-C A3   1.05%  11/15/2019   7    7,083 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021   81    80,805 
Ford Credit Floorplan Master Owner Trust 2014-1 A1   1.20%  2/15/2019   18    18,009 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021   71    71,321 
NCF Dealer Floorplan Master Trust 2016-1A B   6.012%#  3/21/2022   4    3,910 
OneMain Financial Issuance Trust 2015-1A A   3.19%  3/18/2026   100    101,230 
Total                584,184 
Total Asset-Backed Securities (cost $1,909,841)                1,918,222 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 39.77%                  
                   
Air Transportation 0.10%                  
                   
Air Canada (Canada)†(a)   7.75%  4/15/2021  $10   $10,588 
                   
Auto Parts: Original Equipment 0.27%                  
                   
MPG Holdco I, Inc.   7.375%  10/15/2022   13    13,463 
TI Group Automotive Systems LLC   8.75%  7/15/2023   15    15,713 
Total                29,176 
                   
Automotive 1.17%                  
                   
Ford Motor Co.   6.375%  2/1/2029   58    70,767 
General Motors Co.   6.60%  4/1/2036   46    56,891 
Total                127,658 
                   
Banks: Regional 4.59%                  
                   
Bank of America Corp.   4.25%  10/22/2026   25    26,557 
Bank of America Corp.   4.45%  3/3/2026   8    8,632 
Bank of America Corp.   6.30%  (b)   10    10,950 
Bank of America Corp.   6.50%  (b)   56    61,116 
Citigroup, Inc.   4.45%  9/29/2027   4    4,229 
Citigroup, Inc.   5.95%  (b)   85    88,506 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037   52    66,524 
JPMorgan Chase & Co.   3.90%  7/15/2025   25    27,128 
Macquarie Bank Ltd. (Australia)†(a)   6.625%  4/7/2021   25    28,805 
Morgan Stanley   3.125%  7/27/2026   26    26,360 
Morgan Stanley   5.55%  (b)   50    51,312 
Popular, Inc.   7.00%  7/1/2019   20    20,750 
Royal Bank of Scotland Group plc (United Kingdom)(a)   6.125%  12/15/2022   40    42,814 
Santander UK plc (United Kingdom)(a)   7.95%  10/26/2029   30    38,098 
Total                501,781 
                   
Biotechnology Research & Production 0.36%                  
                   
Amgen, Inc.   6.40%  2/1/2039   30    39,732 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 0.18%                  
                   
Standard Industries, Inc.   5.50%  2/15/2023  $7   $7,464 
Vulcan Materials Co.   7.15%  11/30/2037   10    12,250 
Total                19,714 
                   
Business Services 0.22%                  
                   
Jaguar Holding Co. II/Pharmaceutical Product Development LLC   6.375%  8/1/2023   5    5,250 
Monitronics International, Inc.   9.125%  4/1/2020   20    18,600 
Total                23,850 
                   
Chemicals 0.86%                  
                   
Dow Chemical Co. (The)   9.40%  5/15/2039   10    16,460 
GCP Applied Technologies, Inc.   9.50%  2/1/2023   22    25,245 
Montell Finance Co. BV (Netherlands)†(a)   8.10%  3/15/2027   35    47,213 
Valvoline, Inc.   5.50%  7/15/2024   5    5,260 
Total                94,178 
                   
Computer Hardware 0.85%                  
                   
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   6.02%  6/15/2026   15    16,078 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024   7    7,593 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   8.10%  7/15/2036   14    16,305 
Hewlett-Packard Enterprise Co.   4.90%  10/15/2025   30    32,127 
Leidos, Inc.   7.125%  7/1/2032   20    20,763 
Total                92,866 
                   
Computer Software 0.44%                  
                   
MSCI, Inc.   5.75%  8/15/2025   25    27,219 
Solera LLC/Solera Finance, Inc.   10.50%  3/1/2024   19    21,137 
Total                48,356 
                   
Construction/Homebuilding 0.20%                  
                   
PulteGroup, Inc.   5.50%  3/1/2026   20    21,500 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Containers 0.61%                  
                   
PaperWorks Industries, Inc.   9.50%  8/15/2019  $15   $14,250 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   5.75%  10/15/2020   35    36,181 
Sealed Air Corp.   5.50%  9/15/2025   15    16,422 
Total                66,853 
                   
Diversified 0.19%                  
                   
Argos Merger Sub, Inc.   7.125%  3/15/2023   20    21,075 
                   
Drugs 1.18%                  
                   
AbbVie, Inc.   4.30%  5/14/2036   15    15,906 
Actavis Funding SCS (Luxembourg)(a)   4.55%  3/15/2035   50    54,017 
Express Scripts Holding Co.   4.80%  7/15/2046   14    14,913 
Express Scripts Holding Co.   6.125%  11/15/2041   7    8,844 
Mylan NV   3.95%  6/15/2026   15    15,498 
Teva Pharmaceutical Finance Co. LLC   6.15%  2/1/2036   15    19,314 
Total                128,492 
                   
Electric: Power 1.62%                  
                   
Appalachian Power Co.   7.00%  4/1/2038   10    13,885 
Cleco Corporate Holdings LLC   3.743%  5/1/2026   15    15,798 
Dominion Resources, Inc.   7.00%  6/15/2038   35    49,030 
Duquesne Light Holdings, Inc.   6.25%  8/15/2035   15    17,049 
Emera US Finance LP   3.55%  6/15/2026   14    14,777 
Exelon Generation Co. LLC   5.60%  6/15/2042   35    37,555 
PPL Electric Utilities Corp.   5.20%  7/15/2041   6    7,639 
Puget Sound Energy, Inc.   6.974%#  6/1/2067   25    21,453 
Total                177,186 
                   
Electronics 0.25%                  
                   
Jabil Circuit, Inc.   8.25%  3/15/2018   25    27,281 
                   
Entertainment 0.14%                  
                   
Eldorado Resorts, Inc.   7.00%  8/1/2023   4    4,240 
Mohegan Tribal Gaming Authority   9.75%  9/1/2021   10    10,762 
Total                15,002 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services 1.12%                  
                   
Affiliated Managers Group, Inc.   3.50%  8/1/2025  $4   $4,003 
Affiliated Managers Group, Inc.   4.25%  2/15/2024   3    3,168 
Alliance Data Systems Corp.   5.375%  8/1/2022   15    14,850 
CIT Group, Inc.   6.00%  4/1/2036   15    14,700 
National Financial Partners Corp.   9.00%  7/15/2021   15    15,544 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   15    15,188 
Navient Corp.   4.875%  6/17/2019   25    25,312 
Navient Corp.   6.625%  7/26/2021   5    5,169 
OM Asset Management plc (United Kingdom)(a)   4.80%  7/27/2026   11    11,068 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   13    13,994 
Total                122,996 
                   
Food 0.33%                  
                   
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC   5.75%  3/15/2025   10    10,375 
Kraft Heinz Foods Co.   6.875%  1/26/2039   10    14,096 
Post Holdings, Inc.   8.00%  7/15/2025   10    11,475 
Total                35,946 
                   
Health Care Services 0.97%                  
                   
Acadia Healthcare Co., Inc.   6.50%  3/1/2024   19    20,021 
Aetna, Inc.   4.25%  6/15/2036   10    10,438 
Amsurg Corp.   5.625%  7/15/2022   20    20,725 
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022   25    28,563 
HCA, Inc.   7.50%  11/6/2033   15    16,500 
MPH Acquisition Holdings LLC   7.125%  6/1/2024   2    2,155 
Surgical Care Affiliates, Inc.   6.00%  4/1/2023   7    7,385 
Total                105,787 
                   
Household Equipment/Products 0.24%                  
                   
Century Intermediate Holding Co. 2 PIK   9.75%  2/15/2019   10    10,238 
Scotts Miracle-Gro Co. (The)   6.00%  10/15/2023   15    16,106 
Total                26,344 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Insurance 1.17%                  
                   
CNO Financial Group, Inc.   5.25%  5/30/2025  $12   $11,970 
MGIC Investment Corp.   5.75%  8/15/2023   8    8,400 
Protective Life Corp.   8.45%  10/15/2039   25    35,830 
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044   50    57,197 
Trinity Acquistion plc (United Kingdom)(a)   4.40%  3/15/2026   14    14,770 
Total                128,167 
                   
Leisure 0.64%                  
                   
Carnival plc (United Kingdom)(a)   7.875%  6/1/2027   10    12,834 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   30    36,375 
Vista Outdoor, Inc.   5.875%  10/1/2023   20    21,150 
Total                70,359 
                   
Lodging 1.09%                  
                   
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc.   9.375%  5/1/2022   20    20,250 
MGM Resorts International   6.00%  3/15/2023   25    27,203 
Starwood Hotels & Resorts Worldwide, Inc.   4.50%  10/1/2034   25    26,075 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   10    10,075 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   5.375%  3/15/2022   34    35,402 
Total                119,005 
                   
Machinery: Agricultural 0.09%                  
                   
Reynolds American, Inc.   5.70%  8/15/2035   8    9,971 
                   
Machinery: Industrial/Specialty 0.17%                  
                   
Gardner Denver, Inc.   6.875%  8/15/2021   20    18,550 
                   
Manufacturing 0.75%                  
                   
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022   14    13,370 
General Electric Co.   6.75%  3/15/2032   20    28,651 
Trinity Industries, Inc.   4.55%  10/1/2024   40    39,750 
Total                81,771 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 3.63%                  
                   
21st Century Fox America, Inc.   6.90%  8/15/2039  $45   $61,294 
AMC Networks, Inc.   4.75%  12/15/2022   20    20,675 
Cablevision Systems Corp.   5.875%  9/15/2022   20    18,900 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.384%  10/23/2035   27    32,377 
Cox Communications, Inc.   8.375%  3/1/2039   12    15,443 
Discovery Communications LLC   6.35%  6/1/2040   25    26,550 
Nielsen Finance LLC/Nielsen Finance Co.   5.00%  4/15/2022   20    20,622 
Sirius XM Radio, Inc.   6.00%  7/15/2024   20    21,525 
Time Warner Cable, Inc.   6.55%  5/1/2037   53    64,153 
Time Warner, Inc.   7.625%  4/15/2031   35    49,422 
Townsquare Media, Inc.   6.50%  4/1/2023   10    10,113 
Univision Communications, Inc.   8.50%  5/15/2021   7    7,284 
Viacom, Inc.   4.85%  12/15/2034   3    3,038 
Viacom, Inc.   6.875%  4/30/2036   29    34,005 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%  9/1/2020   11    11,495 
Total                396,896 
                   
Metals & Minerals: Miscellaneous 0.59%                  
                   
Aleris International, Inc.   9.50%  4/1/2021   11    12,100 
Coeur Mining, Inc.   7.875%  2/1/2021   5    4,963 
Glencore Finance Canada Ltd. (Canada)†(a)   6.00%  11/15/2041   20    19,964 
Goldcorp, Inc. (Canada)(a)   5.45%  6/9/2044   5    5,487 
Teck Resources Ltd. (Canada)(a)   4.75%  1/15/2022   23    21,627 
Total                64,141 
                   
Oil 2.59%                  
                   
Apache Corp.   6.00%  1/15/2037   15    17,291 
Bill Barrett Corp.   7.00%  10/15/2022   15    11,025 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020   10    10,300 
Citgo Holding, Inc.   10.75%  2/15/2020   10    10,263 
CITGO Petroleum Corp.   6.25%  8/15/2022   10    9,750 
Concho Resources, Inc.   6.50%  1/15/2022   20    20,900 
Continental Resources, Inc.   4.90%  6/1/2044   23    19,320 
Denbury Resources, Inc.   5.50%  5/1/2022   23    15,870 
Helmerich & Payne International Drilling Co.   4.65%  3/15/2025   20    21,303 
Hilcorp Energy I LP/Hilcorp Finance Co.   5.00%  12/1/2024   15    14,625 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Kerr-McGee Corp.   7.875%  9/15/2031  $35   $42,493 
MEG Energy Corp. (Canada)(a)   6.375%  1/30/2023   25    19,625 
PDC Energy, Inc.   7.75%  10/15/2022   12    12,660 
Range Resources Corp.   4.875%  5/15/2025   25    24,250 
Rice Energy, Inc.   6.25%  5/1/2022   17    17,510 
Sanchez Energy Corp.   6.125%  1/15/2023   20    15,900 
Total                283,085 
                   
Oil: Crude Producers 2.85%                  
                   
Enbridge Energy Partners LP   8.05%#  10/1/2077   15    12,806 
Energy Transfer Partners LP   6.625%  10/15/2036   50    54,294 
Energy Transfer Partners LP   7.50%  7/1/2038   8    9,444 
Enterprise Products Operating LLC   5.75%  3/1/2035   40    45,336 
Florida Gas Transmission Co. LLC   4.35%  7/15/2025   30    31,280 
Gulfstream Natural Gas System LLC   4.60%  9/15/2025   25    26,344 
Kinder Morgan Energy Partners LP   7.50%  11/15/2040   46    54,706 
Kinder Morgan, Inc.   7.75%  1/15/2032   17    20,573 
Rockies Express Pipeline LLC   6.875%  4/15/2040   20    20,300 
Sabine Pass LNG LP   6.50%  11/1/2020   35    36,356 
Total                311,439 
                   
Oil: Integrated Domestic 1.34%                  
                   
FTS International, Inc.   8.153%#  6/15/2020   27    22,005 
National Oilwell Varco, Inc.   2.60%  12/1/2022   42    39,603 
Oceaneering International, Inc.   4.65%  11/15/2024   40    40,140 
Schlumberger Holdings Corp.   4.00%  12/21/2025   14    15,307 
Weatherford International Ltd.   9.875%  3/1/2039   30    28,950 
Total                146,005 
                   
Paper & Forest Products 0.64%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   35    55,921 
International Paper Co.   7.30%  11/15/2039   10    13,566 
Total                69,487 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 2.16%                  
                   
Brixmor Operating Partnership LP   3.85%  2/1/2025  $25   $25,537 
CBRE Services, Inc.   4.875%  3/1/2026   25    26,391 
Communications Sales & Leasing, Inc./CSL Capital LLC   8.25%  10/15/2023   18    18,855 
DuPont Fabros Technology LP   5.625%  6/15/2023   20    21,000 
EPR Properties   5.25%  7/15/2023   35    37,540 
Equinix, Inc.   5.875%  1/15/2026   33    36,032 
HCP, Inc.   3.40%  2/1/2025   25    24,705 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024   5    5,437 
VEREIT Operating Partnership LP   3.00%  2/6/2019   40    40,491 
Total                235,988 
                   
Retail 0.92%                  
                   
CEC Entertainment, Inc.   8.00%  2/15/2022   17    17,085 
CST Brands, Inc.   5.00%  5/1/2023   15    15,938 
L Brands, Inc.   6.875%  11/1/2035   15    16,462 
Neiman Marcus Group Ltd. LLC   8.00%  10/15/2021   10    8,607 
New Albertson’s, Inc.   7.45%  8/1/2029   5    4,950 
New Red Finance, Inc. (Canada)†(a)   6.00%  4/1/2022   5    5,244 
Walgreens Boots Alliance, Inc.   4.50%  11/18/2034   30    32,691 
Total                100,977 
                   
Retail: Specialty 0.06%                  
                   
Revlon Escrow Corp.   6.25%  8/1/2024   6    6,255 
                   
Technology 0.89%                  
                   
Amazon.com, Inc.   4.80%  12/5/2034   45    54,214 
Expedia, Inc.   5.00%  2/15/2026   20    21,153 
Netflix, Inc.   5.75%  3/1/2024   20    21,700 
Total                97,067 
                   
Telecommunications 3.74%                  
                   
AT&T, Inc.   6.00%  8/15/2040   113    138,136 
Frontier Communications Corp.   6.875%  1/15/2025   35    31,544 
Frontier Communications Corp.   11.00%  9/15/2025   20    21,675 
T-Mobile USA, Inc.   6.50%  1/15/2026   45    49,416 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications (continued)                  
                   
Telecom Italia Capital SA (Luxembourg)(a)   7.721%  6/4/2038  $9   $9,923 
U.S. Cellular Corp.   6.70%  12/15/2033   30    29,550 
Verizon Communications, Inc.   4.40%  11/1/2034   13    13,867 
Verizon Communications, Inc.   5.05%  3/15/2034   12    13,724 
Verizon Communications, Inc.   5.85%  9/15/2035   72    90,239 
Verizon Communications, Inc.   6.40%  9/15/2033   8    10,482 
Total                408,556 
                   
Transportation: Miscellaneous 0.32%                  
                   
Florida East Coast Holdings Corp.   6.75%  5/1/2019   5    5,175 
Florida East Coast Holdings Corp.   9.75%  5/1/2020   15    13,500 
Huntington Ingalls Industries, Inc.   5.00%  11/15/2025   15    16,144 
Total                34,819 
                   
Utilities 0.24%                  
                   
Aquarion Co.   4.00%  8/15/2024   25    26,463 
Total Corporate Bonds (cost $4,067,109)                4,345,362 
                   
FLOATING RATE LOANS(c) 0.21%                  
                   
Electrical Equipment 0.01%                  
                   
MKS Instruments, Inc. Tranche B1 Term Loan   4.25%  5/1/2023   1    946 
                   
Food 0.04%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023   5    4,979 
                   
Oil 0.05%                  
                   
Chesapeake Energy Corp. Class A Term Loan   8.50%  8/23/2021   5    5,173 
                   
Retail 0.11%                  
                   
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021   15    11,904 
Total Floating Rate Loans (cost $22,571)                23,002 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 17.51%       
                   
Federal Home Loan Mortgage Corp.   3.50%  2/1/2046 - 3/1/2046  $85   $90,362 
Federal National Mortgage Assoc. (d)   3.00%  TBA   770    801,681 
Federal National Mortgage Assoc.   3.50%  11/1/2045 - 4/1/2046   393    418,262 
Federal National Mortgage Assoc.(d)   3.50%  TBA   50    52,693 
Federal National Mortgage Assoc.(d)   4.00%  TBA   310    332,112 
Federal National Mortgage Assoc.(d)   4.50%  TBA   200    218,500 
Total Government Sponsored Enterprises Pass-Throughs (cost $1,891,503)        1,913,610 
                   
MUNICIPAL BONDS 0.33%                  
                   
Miscellaneous                  
                   
North Texas Tollway Auth   8.91%  2/1/2030   25    30,132 
Pennsylvania   5.35%  5/1/2030   5    5,597 
Total Municipal Bonds (cost $35,535)                35,729 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 12.27%          
                   
1345 Avenue of the Americas & Park Avenue Plaza Trust 2005-1 A3   5.278%  8/10/2035   50    61,306 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.801%#  4/10/2049   100    102,172 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%  6/10/2049   60    61,047 
BBCMS Trust 2015-SRCH A2   4.197%  8/10/2035   100    114,087 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.90%#  12/10/2049   50    50,818 
Citigroup Commercial Mortgage Trust 2016-P3 C   4.998%#  4/15/2049   10    11,054 
Citigroup Commercial Mortgage Trust 2016-P3 D   2.804%#  4/15/2049   10    7,320 
Citigroup Commercial Mortgage Trust 2016-P4 C   4.134%#  7/10/2049   12    12,037 
Commercial Mortgage Pass-Through Certificates 2014-UBS2 AM4.199%  3/10/2047   50    55,087 
Commercial Mortgage Pass-Through Certificates 2014-UBS6 B  4.349%#  12/10/2047   50    55,022 
Commercial Mortgage Pass-Through Certificates 2015-PC1 B   4.591%#  7/10/2050   50    53,439 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
                   
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.591%#  7/10/2050  $10   $9,376 
Commercial Mortgage Pass-Through Certificates 2015-PC1 D   4.591%#  7/10/2050   100    78,239 
Credit Suisse Mortgage Capital Certificates 2015-GLPB D   3.938%#  11/15/2034   100    99,287 
Extended Stay America Trust 2013-ESH7 D7   5.521%#  12/5/2031   100    100,372 
GS Mortgage Securities Trust 2014-GC26 C   4.661%#  11/10/2047   50    52,421 
GS Mortgage Securities Trust 2014-GC26 D   4.661%#  11/10/2047   60    49,808 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%#  7/15/2045   35    34,480 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%#  10/15/2048   50    50,006 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048   50    50,378 
Wells Fargo Commercial Mortgage Trust 2013-LC12 B   4.432%#  7/15/2046   50    55,685 
Wells Fargo Commercial Mortgage Trust 2015-C28 D   4.274%#  5/15/2048   60    46,831 
Wells Fargo Commercial Mortgage Trust 2016-C35 C   4.176%  7/15/2048   22    22,675 
WF-RBS Commercial Mortgage Trust 2012-C8 C   5.031%#  8/15/2045   50    54,162 
WF-RBS Commercial Mortgage Trust 2013-C12 C   4.417%#  3/15/2048   50    53,479 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $1,305,336)     1,340,588 
                   
U.S. TREASURY OBLIGATIONS 11.35%                  
                   
U.S. Treasury Bond   2.50%  5/15/2046   50    52,922 
U.S. Treasury Note   1.125%  8/31/2021   552    550,534 
U.S. Treasury Note   1.375%  6/30/2018   215    217,246 
U.S. Treasury Note   1.375%  5/31/2021   237    239,157 
U.S. Treasury Note   1.50%  8/15/2026   181    179,855 
Total U.S. Treasury Obligations (cost $1,240,546)          1,239,714 
Total Long-Term Investments (cost $10,472,441)          10,816,227 
                   
SHORT-TERM INVESTMENTS 13.70%                  
                   
ASSET-BACKED SECURITY 0.09%                  
                   
Other                  
                   
Ascentium Equipment Receivables Trust 2016-1A A1
(cost $9,381)
   0.95%  4/10/2017   9    9,381 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS 8.79%                  
                   
U.S. Treasury Note   1.00%  9/30/2016  $857   $857,505 
U.S. Treasury Note   0.875%  9/15/2016   103    103,024 
Total U.S. Treasury Obligations (cost $960,496)                960,529 
                   
REPURCHASE AGREEMENT 4.82%                  
                   
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $540,000 of Federal Home Loan Mortgage Corp. at 1.06% due 6/22/2018; value: $540,675; proceeds: $527,128 (cost $527,127)           527    527,127 
Total Short-Term Investments (cost $1,497,004)                1,497,037 
Total Investments in Securities 112.70% (cost $11,969,445)                12,313,264 
Liabilities in Excess of Cash and Other Assets(e) (12.70%)                (1,387,552)
Net Assets 100.00%               $10,925,712 

 

 
PIK Payment-in-kind.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at August 31, 2016.
(a) Foreign security traded in U.S. dollars.
(b) Security is perpetual in nature and has no stated maturity.
(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 August 31, 2016.
(d) To-be-announced (“TBA”).  Security purchased on a forward commitment basis with an approximate principal and maturity date.  Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(e) Liabilities in Excess of Cash and Other Assets include net unrealized appreciation/depreciation on credit default swaps and futures contracts as follows:

 

Credit Default Swaps on Indexes - Buy Protection at  August 31, 2016(1):

 

Referenced
Index
  Fund
Pays
  Termination
Date
  Notional
Amount
  Fair
Value(2)
  Payments
Upfront(3)
   Unrealized
Depreciation(4)
   Credit
Default
Swap
Agreements
Receivable
at Fair Value(5)
 
Markit CMBX.NA.AAA.8(6)(7)  .50%  9/17/2058  $780,000  $811,255  $46,426   $(15,171)  $31,255 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

Credit Default Swaps on Indexes - Sell Protection at  August 31, 2016(1):

 

Referenced
Index
  Fund
Receives
  Termination
Date
  Notional
Amount
  Fair
Value(2)
  Payments
Upfront(3)
   Unrealized
Appreciation
(Depreciation)(4)
   Credit
Default
Swap
Agreements
Payable
at Fair Value(5)
 
Markit CDX.EM.S25.5Y(8)(9)  1.00%  6/20/2021   895,000   837,534   (68,257)   10,791    (57,466)
Markit CMBX.NA.AAA.8(6)(7)  2.00%  10/17/2057   175,000   162,535   (10,572)   (1,893)   (12,465)
Markit CMBX.NA.AAA.8(6)(7)  1.50%  10/17/2057   200,000   190,496   (7,971)   (1,533)   (9,504)
Markit CMBX.NA.AAA.8(6)(7)  1.50%  9/17/2058   40,000   37,685   (3,495)   1,180    (2,315)
Markit CMBX.NA.AAA.8(6)(7)  3.00%  1/17/2047   100,000   91,252   (9,002)   254    (8,748)
                 $(99,297)  $8,799   $(90,498)

 

 
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make 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. 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(n)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $12,225. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $18,597.
(5) Includes upfront payments received/paid.
(6) Swap Counterparty: Morgan Stanley.
(7) The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of commercial mortgage-backed securities. (See Note 2(n)).
(8) The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of emerging market sovereign issuers. (See Note 2(n)).
(9) Swap Counterparty: Bank of America.

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2016   4   Long  $873,250   $866 
U.S. 10-Year Treasury Note  December 2016   7   Short   (916,453)   425 
Totals              $(43,203)  $1,291 
                       
Type  Expiration  Contracts   Position  Fair Value   Unrealized
Depreciation
 
U.S. Long Bond  December 2016   2   Short  $(340,750)  $(238)
U.S. 5-Year Treasury Note  December 2016   15   Long   1,818,750    (1,901)
Totals              $1,478,000   $(2,139)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - CORE PLUS BOND FUND August 31, 2016

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities  $   $1,927,603   $   $1,927,603 
Corporate Bonds       4,345,362        4,345,362 
Floating Rate Loans        23,002        23,002 
Government Sponsored Enterprises Pass-Throughs       1,913,610        1,913,610 
Municipal Bonds       35,729        35,729 
Non-Agency Commercial Mortgage-Backed Securities       1,340,588        1,340,588 
U.S. Treasury Obligations       2,200,243        2,200,243 
Repurchase Agreement       527,127        527,127 
Total  $   $12,313,264   $   $12,313,264 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $31,255   $   $31,255 
Liabilities       (90,498)       (90,498)
Futures Contracts                    
Assets   1,291            1,291 
Liabilities   (2,139)           (2,139)
Total  $(848)  $(59,243)  $   $(60,091)

 

 
(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 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND August 31, 2016

 

Investments  Shares   Fair
Value
(000)
 
INVESTMENTS IN UNDERLYING FUNDS(a) 100.24%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,411,260   $52,329 
Lord Abbett Developing Growth Fund, Inc.-Class I*(c)   622,503    13,091 
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I(b)   3,086,429    39,506 
Lord Abbett Securities Trust-Growth Leaders Fund-Class I*(d)   1,705,753    39,232 
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I*(e)   1,833,778    39,115 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(f)   2,571,813    31,402 
Lord Abbett Securities Trust-International Opportunities Fund-Class I(g)   1,238,921    20,603 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I*(g)   1,300,895    26,252 
Total Investments in Underlying Funds 100.24% (cost $247,569,987)        261,530 
Liabilities in Excess of Cash and Other Assets (0.24)%        (622)
Net Assets 100.00%       $260,908 

 

 
* 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.

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Investments in Underlying Funds  $261,530   $   $   $261,530 
Total  $261,530   $   $   $261,530 

 

 
(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 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
LONG-TERM INVESTMENTS 96.86%               
                
ASSET-BACKED SECURITY 0.03%               
                
Other                   
                    
ALM V Ltd. 2012-5A CR
(cost $1,978,093)
   4.533%#   10/18/2027   $2,000  $1,994,511 
                    
           Shares
(000)
   
COMMON STOCK 0.00%                   
                    
Metals/Minerals                   
                    
Mirabela Nickel Ltd.
(cost $621,429)*(a)
            AUD8,607   64,685 
                    
           Principal
Amount
(000)
   
CORPORATE BONDS 8.17%                   
                    
Chemicals 0.28%                   
                    
Chemours Co. (The)   7.00%   5/15/2025   $1,427   1,372,596 
Grupo Idesa SA de CV (Mexico)†(b)    7.875%   12/18/2020    3,400   3,536,000 
Hexion, Inc.   6.625%   4/15/2020    3,880   3,382,894 
Hexion, Inc.   8.875%   2/1/2018    3,410   3,205,400 
Tronox Finance LLC   6.375%   8/15/2020    9,760   8,881,600 
Total                 20,378,490 
                    
Consumer Durables 0.15%                   
                    
BlueLine Rental Finance Corp.    7.00%   2/1/2019    6,260   5,446,200 
Serta Simmons Bedding LLC    8.125%   10/1/2020    5,048   5,272,005 
Total                 10,718,205 
                    
Consumer Non-Durables 0.20%                   
                    
NBTY, Inc.    7.625%   5/15/2021    7,180   7,359,500 
NES Rentals Holdings, Inc.    7.875%   5/1/2018    7,420   7,271,600 
Total                 14,631,100 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Energy 1.49%                   
                    
Blue Racer Midstream LLC/Blue Racer Finance Corp.    6.125%   11/15/2022   $3,882  $3,755,835 
Bonanza Creek Energy, Inc.   6.75%   4/15/2021    4,893   2,250,780 
CITGO Petroleum Corp.    6.25%   8/15/2022    6,721   6,552,975 
Clayton Williams Energy, Inc.   7.75%   4/1/2019    4,950   4,677,750 
Denbury Resources, Inc.   5.50%   5/1/2022    10,225   7,055,250 
Eclipse Resources Corp.   8.875%   7/15/2023    9,065   8,430,450 
Forum Energy Technologies, Inc.   6.25%   10/1/2021    6,920   6,591,300 
FTS International, Inc.   6.25%   5/1/2022    4,875   1,730,625 
FTS International, Inc.    8.153%#   6/15/2020    9,293   7,573,795 
Memorial Resource Development Corp.   5.875%   7/1/2022    2,431   2,461,388 
Murphy Oil Corp.   6.875%   8/15/2024    1,504   1,574,718 
Oasis Petroleum, Inc.   6.875%   3/15/2022    7,400   6,919,000 
Precision Drilling Corp. (Canada)(b)    5.25%   11/15/2024    2,751   2,324,595 
Precision Drilling Corp. (Canada)(b)    6.50%   12/15/2021    3,699   3,449,318 
Range Resources Corp.   5.00%   3/15/2023    4,333   4,300,502 
Sabine Pass Liquefaction LLC   5.75%   5/15/2024    6,050   6,458,375 
Sanchez Energy Corp.   6.125%   1/15/2023    11,465   9,114,675 
SESI LLC   6.375%   5/1/2019    5,349   5,322,255 
SM Energy Co.   6.125%   11/15/2022    5,320   5,200,300 
Southern Star Central Corp.    5.125%   7/15/2022    5,867   5,911,002 
WPX Energy, Inc.   6.00%   1/15/2022    6,090   5,952,975 
Total                 107,607,863 
                    
Financial 0.39%                   
                    
Anchorage Capital CLO Ltd. 2014-3A C    4.134%#   4/28/2026    3,000   2,894,931 
Jay Park CLO Ltd. 2016-1A C†(c)    4.661%#   10/20/2027    2,200   2,178,913 
KKR CLO Ltd. 15 D†(c)    4.793%#   10/18/2028    2,000   1,938,200 
National Financial Partners Corp.    9.00%   7/15/2021    9,750   10,103,438 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%   7/1/2021    11,215   10,738,362 
Total                 27,853,844 
                    
Food & Drug 0.32%                   
                    
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC    5.75%   3/15/2025    7,142   7,409,825 
BI-LO LLC/BI-LO Finance Corp.    9.25%   2/15/2019    5,735   4,946,437 
Tops Holding LLC/Top Markets II Corp.    8.00%   6/15/2022    7,810   7,048,525 
WhiteWave Foods Co. (The)   5.375%   10/1/2022    3,395   3,844,838 
Total                 23,249,625 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Food/Tobacco 0.23%                   
                    
CEC Entertainment, Inc.   8.00%   2/15/2022   $6,772  $6,805,860 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(b)    5.625%   8/15/2026    1,818   1,883,902 
Performance Food Group, Inc.    5.50%   6/1/2024    4,175   4,342,000 
PF Chang’s China Bistro, Inc.    10.25%   6/30/2020    4,040   3,868,300 
Total                 16,900,062 
                    
Forest Products 0.47%                   
                    
Boise Cascade Co.    5.625%   9/1/2024    2,847   2,918,175 
Coveris Holdings SA (Luxembourg)†(b)    7.875%   11/1/2019    6,500   6,662,500 
PaperWorks Industries, Inc.    9.50%   8/15/2019    4,437   4,215,150 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg)    4.127%#   7/15/2021    19,495   19,836,162 
Total                 33,631,987 
                    
Gaming/Leisure 0.29%                   
                    
Greektown Holdings LLC/Greektown Mothership Corp.    8.875%   3/15/2019    5,040   5,342,400 
Scientific Games Corp.   8.125%   9/15/2018    4,875   4,905,469 
Scientific Games International, Inc.   10.00%   12/1/2022    7,325   6,812,250 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.    6.375%   6/1/2021    4,254   4,285,905 
Total                 21,346,024 
                    
Healthcare 0.21%                   
                    
ConvaTec Finance International SA PIK (Luxembourg)†(b)    8.25%   1/15/2019    6,000   6,010,560 
Kinetic Concepts, Inc./KCI USA, Inc.   10.50%   11/1/2018    8,647   8,928,028 
Total                 14,938,588 
                    
Housing 0.47%                   
                    
Builders FirstSource, Inc.    10.75%   8/15/2023    5,257   5,992,980 
CPG Merger Sub LLC    8.00%   10/1/2021    8,477   8,688,925 
FBM Finance, Inc.    8.25%   8/15/2021    4,881   5,137,252 
K. Hovnanian Enterprises, Inc.    7.25%   10/15/2020    7,315   6,583,500 
Ply Gem Industries, Inc.    6.50%   2/1/2022     7,468   7,635,215 
Total                 34,037,872 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Information Technology 0.10%                   
                    
Solera LLC/Solera Finance, Inc.    10.50%   3/1/2024   $6,355  $7,069,938 
                    
Manufacturing 0.46%                   
                    
Apex Tool Group LLC    7.00%   2/1/2021    5,370   5,101,500 
Cleaver-Brooks, Inc.    8.75%   12/15/2019    6,325   6,649,156 
General Cable Corp.   5.75%   10/1/2022    6,230   5,947,657 
Hillman Group, Inc. (The)    6.375%   7/15/2022    6,906   6,457,110 
Milacron LLC/Mcron Finance Corp.    7.75%   2/15/2021    5,540   5,817,000 
SPX FLOW, Inc.    5.625%   8/15/2024    2,931   3,018,930 
Total                 32,991,353 
                    
Media/Telecommunications 1.54%                   
                    
Altice Financing SA (Luxembourg)†(b)    6.625%   2/15/2023    8,388   8,765,460 
Cengage Learning, Inc.    9.50%   6/15/2024    8,033   8,253,907 
Clear Channel Worldwide Holdings, Inc.   7.625%   3/15/2020    6,705   6,788,812 
CSC Holdings LLC    10.875%   10/15/2025    3,465   4,071,375 
Digicel Group Ltd. (Jamaica)†(b)    7.125%   4/1/2022    5,500   4,482,500 
DreamWorks Animation LLC    6.875%   8/15/2020    8,947   9,439,085 
EMI Music Publishing Group North America Holdings, Inc.    7.625%   6/15/2024    2,340   2,562,300 
FairPoint Communications, Inc.    8.75%   8/15/2019    7,307   7,498,809 
Frontier Communications Corp.   8.875%   9/15/2020    6,929   7,578,594 
Frontier Communications Corp.   11.00%   9/15/2025    3,736   4,048,890 
Gray Television, Inc.    5.875%   7/15/2026    2,924   3,055,580 
Intelsat Luxembourg SA (Luxembourg)(b)    6.75%   6/1/2018    5,679   3,719,745 
MasTec, Inc.   4.875%   3/15/2023    6,997   7,031,985 
SFR Group SA (France)†(b)    7.375%   5/1/2026    18,029   18,637,479 
T-Mobile USA, Inc.   6.375%   3/1/2025    2,932   3,162,895 
T-Mobile USA, Inc.   6.50%   1/15/2026    3,406   3,740,214 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.    8.125%   9/1/2020    7,655   7,999,475 
Total                 110,837,105 
                    
Metals/Minerals 0.97%                   
                    
Aleris International, Inc.    9.50%   4/1/2021    8,842   9,726,200 
Coeur Mining, Inc.   7.875%   2/1/2021    11,090   11,006,825 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Metals/Minerals (continued)                   
                    
Joseph T Ryerson & Son, Inc.    11.00%   5/15/2022   $4,871  $5,370,277 
Mirabela Nickel Ltd. (Australia)(b)    1.00%   9/10/2044    51   5 
New Gold, Inc. (Canada)†(b)    6.25%   11/15/2022    7,012   7,274,950 
Novelis Corp.    6.25%   8/15/2024    4,067   4,250,015 
Teck Resources Ltd. (Canada)(b)    4.75%   1/15/2022    3,800   3,573,178 
Teck Resources Ltd. (Canada)†(b)    8.00%   6/1/2021    4,873   5,271,977 
Thompson Creek Metals Co., Inc.   7.375%   6/1/2018    10,660   10,366,850 
Trinidad Drilling Ltd. (Canada)†(b)    7.875%   1/15/2019    9,125   8,440,625 
U.S. Steel Corp.    8.375%   7/1/2021    4,175   4,550,750 
Total                 69,831,652 
                    
Retail 0.01%                   
                    
Jo-Ann Stores Holdings, Inc. PIK    9.75%   10/15/2019    395   377,225 
                    
Service 0.26%                   
                    
Ashton Woods USA LLC/Ashton Woods Finance Co.    6.875%   2/15/2021    6,925   6,648,000 
Jurassic Holdings III, Inc.    6.875%   2/15/2021    7,315   5,413,100 
Monitronics International, Inc.   9.125%   4/1/2020    7,665   7,128,450 
Total                 19,189,550 
                    
Transportation 0.20%                   
                    
Dynagas LNG Partners LP/Dynagas Finance, Inc. (Greece)(b)    6.25%   10/30/2019    9,340   8,802,950 
Titan International, Inc.   6.875%   10/1/2020    5,719   5,418,753 
Total                 14,221,703 
                    
Utility 0.13%                   
                    
Illinois Power Generating Co.   7.00%   4/15/2018    4,472   1,788,800 
NSG Holdings LLC/NSG Holdings, Inc.    7.75%   12/15/2025    2,648   2,846,529 
Talen Energy Supply LLC   6.50%   6/1/2025    5,360   4,622,357 
Total                 9,257,686 
Total Corporate Bonds (cost $572,870,418)                 589,069,872 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
FLOATING RATE LOANS(d) 88.58%                   
                    
Aerospace 2.27%                   
                    
Air Medical Group Holdings, Inc. Term Loan B1   5.00%   4/28/2022   $5,856  $5,874,300 
American Airlines, Inc. 2015 New Term Loan   3.25%   6/27/2020    32,473   32,513,468 
American Airlines, Inc. 2015 Term Loan   3.50%   10/10/2021    9,970   9,995,723 
American Airlines, Inc. Class B Term Loan   3.502%   4/28/2023    19,482   19,567,234 
AWAS Finance Luxembourg 2012 S.A. Term Loan (Luxembourg)(b)    3.50%   7/16/2018    14,695   14,781,895 
Delta Air Lines, Inc. 2014 Term Loan B1   3.25%   10/18/2018    2,602   2,613,322 
Gol LuxCo S.A. (Luxembourg)(b)    6.50%   8/31/2020    21,517   21,570,792 
TransDigm, Inc. Tranche C Term Loan   3.75%   2/28/2020    21,122   21,133,561 
TransDigm, Inc. Tranche D Term Loan   3.75%   6/4/2021    3,224   3,223,881 
United Air Lines, Inc. Class B Term Loan   3.25%   4/1/2019    25,843   25,898,128 
United Air Lines, Inc. Class B1 Term Loan   3.50%   9/15/2021    6,787   6,809,316 
Total                 163,981,620 
                    
Chemicals 4.40%                   
                    
Cyanco Intermediate Corp. Term Loan   5.50%   5/1/2020    14,775   14,728,409 
Exopack Holdings S.A. Term Loan (Luxembourg)(b)    4.50%   5/8/2019    9,770   9,784,264 
Huntsman International LLC 2014-1 Incremental Term Loan   3.75%   10/1/2021    30,188   30,357,346 
Huntsman International, LLC 2015 Extended Dollar Term Loan B   3.524% - 3.603%   4/19/2019    8,570   8,596,494 
Huntsman International, LLC 2016 Term Loan B   4.25%   4/1/2023    14,547   14,648,877 
INEOS Finance plc 2022 Euro Term Loan(a)    4.25%   3/31/2022   EUR 10,833   12,174,337 
INEOS US Finance LLC 2020 Dollar Term Loan   3.75%   12/15/2020   $3,920   3,918,001 
INEOS US Finance LLC Term Loan   3.75%   5/4/2018    37,177   37,230,150 
INOVYN Finance plc Initial Tranche B Euro Term Loan(a)    6.25%   5/5/2021   EUR  6,920   7,825,051 
Kraton Polymers LLC Initial Term Loan   6.00%   1/6/2022   $25,618   25,682,173 
MacDermid, Inc. 1st Lien Tranche B Term Loan   5.50%   6/7/2020   14,607   14,627,215 
MacDermid, Inc. Term Loan B2   5.50%   6/7/2020    3,418   3,421,537 
MacDermid, Inc. Term Loan B3   5.50%   6/7/2020    11,271   11,291,000 
OXEA Finance & Cy S.C.A. 1st Lien Tranche B1 Term Loan(a)    4.50%   1/15/2020   EUR 4,919   5,316,640 
OXEA Finance & Cy S.C.A. 1st Lien Tranche B2 Term Loan   4.25%   1/15/2020   $7,128   6,828,155 
Phibro Animal Health Corp. Term Loan B   4.00%   4/16/2021    8,310   8,263,023 
PolyOne Corp. Term Loan B1   3.50%   11/11/2022    11,780   11,868,745 
PQ Corp. Tranche B1 Term Loan   5.75%   11/4/2022    17,921   18,071,357 
Tata Chemicals North America Term Loan   3.75%   8/7/2020    16,991   17,001,665 
Trinseo Materials Operating S.C.A. Term Loan B (Luxembourg)(b)    4.25%   11/5/2021    9,803   9,862,710 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Chemicals (continued)                   
                    
Tronox Pigments B.V. New Term Loan
(Netherlands)(b)
   4.50%   3/19/2020   $15,000  $14,857,500 
Univar USA, Inc. Initial Dollar Term Loan   4.25%   7/1/2022    31,247   31,252,614 
Total                 317,607,263 
                    
Consumer Durables 0.25%                   
                    
Samsonite International S.A. Initial Tranche B Term Loan (Luxembourg)(b)    4.00%   5/12/2023    9,722   9,843,525 
Spectrum Brands, Inc. Term Loan   3.50% - 5.250%   6/23/2022    7,979   8,027,940 
Total                 17,871,465 
                    
Consumer Non-Durables 1.21%                   
                    
FGI Operating Co. LLC Term Loan B   5.50%   4/19/2019    18,240   16,826,783 
NBTY, Inc. Dollar Term Loan B   5.00%   5/5/2023    19,624   19,676,102 
Revlon Consumer Products Corp. Term Loan B   4.25%   9/7/2023    39,009   39,023,628 
Sun Products Corporation (The) Term Loan B   5.50%   3/23/2020    11,700   11,723,810 
Total                 87,250,323 
                    
Energy 4.03%                   
                    
California Resources Corp. Term Loan   (e)   9/24/2019    18,057   17,304,709 
California Resources Corp. Term Loan   11.375%   12/31/2021    14,608   15,338,050 
Callon Petroleum Co. 2nd Lien Term Loan   8.50%   10/8/2021    13,300   13,433,000 
Chesapeake Energy Corp. Class A Term Loan   8.50%   8/23/2021    26,094   26,996,222 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.50%   5/16/2021    16,758   15,172,518 
CITGO Holding, Inc. Term Loan   9.50%   5/12/2018    10,114   10,208,649 
CITGO Petroleum Corp. Term Loan B   4.50%   7/29/2021    11,724   11,571,898 
EIF Channelview Cogeneration LLC Term Loan   4.25%   5/8/2020    16,697   15,904,328 
EMG Utica LLC Term Loan   4.75%   3/27/2020    10,761   10,519,140 
Energy Transfer Equity LP 2013 Term Loan   3.292%   12/2/2019    7,265   7,160,566 
Energy Transfer Equity LP Term Loan   4.042%   12/2/2019    24,210   24,079,210 
EP Energy LLC Term Loan   9.75%   6/30/2021    18,237   18,020,435 
FTS International, Inc. Initial Term Loan   5.75%   4/16/2021    11,911   4,297,912 
Gates Global LLC Initial Dollar Term Loan   4.25%   7/6/2021    21,388   21,104,894 
Jonah Energy LLC 2nd Lien Initial Term Loan   7.50%   5/12/2021    19,934   17,542,058 
Longview Power LLC Advance Term Loan B   7.00%   4/13/2021    4,346   3,868,131 
MEG Energy Corp. New Term Loan (Canada)(b)    3.75%   3/31/2020    36,946   34,140,732 
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%   12/19/2020   12,634  12,128,784 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Energy (continued)                   
                    
Seadrill Partners Finco LLC Initial Term Loan   4.00%   2/21/2021   $9,914  $4,808,237 
Templar Energy LLC 2nd Lien New Term Loan   8.50%   11/25/2020    30,786   7,183,436 
Total                 290,782,909 
                    
Financial 2.55%                   
                    
Alliant Holdings Intermediate LLC 2016 Term Loan   5.00%   8/12/2022    9,748   9,784,555 
Alliant Holdings Intermediate LLC Initial Term Loan   4.50%   8/12/2022    21,218   21,185,895 
Communications Sales & Leasing, Inc. Term Loan   5.00%   10/24/2022    37,224   37,308,175 
Fly Funding II S.A.R.L Term Loan (Luxembourg)(b)    3.54%   8/9/2019    34,568   34,632,628 
Gold Merger Co, Inc. Initial Term Loan   4.75%   7/27/2023    6,899   6,931,356 
HUB International Ltd. Initial Term Loan   4.00%   10/2/2020    34,119   34,050,193 
National Financial Partners Corp. 2014 Specified Refinancing Term Loan   4.50%   7/1/2020    20,363   20,337,713 
Sedgwick Claims Management Services, Inc. 1st Lien Initial Term Loan   3.75%   3/1/2021    19,927   19,727,993 
Total                 183,958,508 
                    
Food & Drug 2.48%                   
                    
Albertsons, LLC 2016-1 Term Loan B5   4.75%   12/21/2022    33,935   34,180,767 
Albertsons, LLC Term Loan B6   4.75%   6/22/2023    32,986   33,220,033 
P.F. Chang’s China Bistro, Inc. Borrowing Term Loan   4.25% - 4.535%   7/2/2019    9,432   9,243,297 
Red Lobster Management LLC 1st Lien Initial Term Loan   6.25%   7/28/2021    17,858   17,958,060 
Rite Aid Corp. 2nd Lien Tranche 1 Term Loan   5.75%   8/21/2020    21,425   21,525,483 
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan   4.875%   6/21/2021    18,501   18,570,234 
Smart & Final, Inc. 1st Lien Term Loan   4.00%   11/15/2019    10,649   10,669,110 
Supervalu, Inc. Refi Term Loan B   5.50%   3/21/2019    33,729   33,805,194 
Total                 179,172,178 
                    
Food/Tobacco 2.28%                   
                    
AdvancePierre Foods, Inc.Effective Date Term Loan   4.50%   6/2/2023    10,207   10,298,037 
Amplify Snack Brands, Inc. Term Loan   6.50%   9/2/2023    29,304   29,181,949 
Aramark Corp. Term Loan E   3.25%   9/7/2019    1,981   1,989,810 
Candy Intermediate Holdings, Inc. Initial Term Loan   5.50%   6/15/2023    19,621   19,633,361 
CEC Entertainment, Inc. Term Loan B   4.00%   2/14/2021    6,590   6,483,787 
Hearthside Group Holdings LLC Term Loan   4.50%   6/2/2021    15,270   15,308,059 
Keurig Green Mountain, Inc. Term Loan B   5.25%   3/3/2023   25,321  25,615,802 
Milk Specialties Co. Initial Term Loan   6.00%   8/16/2023    5,856   5,877,960 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Food/Tobacco (continued)                   
                    
New Red Finance, Inc. Term Loan B2 (Canada)(b)    3.75%   12/10/2021   $18,569  $18,669,460 
US Foods, Inc. Initial Term Loan   4.00%   6/27/2023    31,277   31,475,199 
Total                 164,533,424 
                    
Forest Products 1.34%                   
                    
Berlin Packaging LLC 2nd Lien Initial Term Loan   7.75%   9/30/2022    8,885   8,900,155 
Berry Plastics Corp. Term Loan D   3.50%   2/8/2020    22,336   22,332,641 
Consolidated Container Company LLC Term Loan   5.00%   7/3/2019    12,334   12,234,079 
Mauser Holding S.A.R.L. 1st Lien Initial Dollar Term Loan   4.50%   7/31/2021    14,730   14,720,612 
Mauser Holding S.A.R.L. 2nd Lien Initial Term Loan   8.75%   7/31/2022    16,195   16,103,984 
SIG Combibloc Holdings S.C.A. Initial Dollar Term Loan   4.25%   3/13/2022    13,542   13,580,103 
Signode Industrial Group LUX SA Initial Term Loan B   3.75%   5/1/2021    8,933   8,932,845 
Total                 96,804,419 
                    
Gaming/Leisure 7.19%                   
                    
AMF Bowling Centers, Inc. 1st Lien Term Loan B   6.00%   9/19/2023    14,648   14,599,222 
Boyd Gaming Corp.Term Loan B   3.526%   9/15/2023    9,762   9,816,911 
Caesar’s Entertainment Operating Co., Inc. Term Loan B6   1.50%   3/1/2017    26,463   27,896,482 
Caesar’s Entertainment Resort Properties LLC Term Loan B   7.00%   10/11/2020    36,895   36,226,378 
Caesar’s Growth Properties Holdings LLC 1st Lien Term Loan B   6.25%   5/8/2021    25,118   24,301,623 
Cannery Casino Resorts LLC 1st Lien Term Loan   6.00%   10/2/2018    15,206   15,219,808 
Cannery Casino Resorts LLC 2nd Lien Term Loan   12.50%   10/2/2019    15,692   15,757,869 
CCM Merger, Inc. Term Loan   4.50%   8/8/2021    14,779   14,890,181 
CityCenter Holdings LLC Term Loan B   4.25%   10/16/2020    22,284   22,439,803 
Cowlitz Tribal Gaming Authority Term Loan B   11.50%   12/4/2021    16,573   17,235,920 
Equinox Holdings, Inc. 1st Lien New Initial Term Loan   5.00%   1/31/2020    23,071   23,208,084 
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%   7/31/2020    13,000   13,032,500 
ESH Hospitality, Inc. Initial Term Loan   3.75%   8/30/2023    21,483   21,574,732 
Four Seasons Holdings, Inc. 2013 1st Lien Term Loan (Canada)(b)    5.25%   6/27/2020    9,728   9,764,752 
Hilton Worldwide Finance LLC Series B1 Term Loan   3.50%   10/26/2020    2,887   2,900,240 
Hilton Worldwide Finance LLC Series B2 Term Loan   3.024% - 3.214%   10/25/2023    29,585   29,773,231 
Jack Ohio Finance LLC Funded Term Loan B   5.00%   6/20/2019   20,090  19,725,870 
Las Vegas Sands LLC Term Loan B   3.25%   12/19/2020    22,572   22,679,783 
Life Time Fitness, Inc. Closing Date Term Loan   4.25%   6/10/2022    26,020   26,096,909 
                    

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Gaming/Leisure (continued)                   
                    
MGM Growth Prop. Operating Partnership LP Term Loan B   4.00%   4/25/2023   $33,104  $33,426,207 
Mohegan Tribal Gaming Authority Term Loan B   5.50%   6/15/2018    19,892   19,914,524 
Peninsula Gaming LLC Term Loan B   4.25%   11/20/2017    10,430   10,442,635 
Pinnacle Entertainment, Inc. Term B Facility Loan   3.75%   4/28/2023    4,083   4,101,962 
Scientific Games International, Inc. Initial Term Loan   6.00%   10/18/2020    18,091   18,125,405 
Scientific Games International, Inc. Initial Term Loan B2   6.00%   10/1/2021    14,647   14,667,361 
Seminole Hard Rock Entertainment, Inc. Term Loan   3.50%   5/14/2020    17,425   17,450,798 
Seminole Tribe of Florida Initial Term Loan   3.00%   4/29/2020    9,187   9,223,333 
Station Casinos LLC Facility Term Loan A   3.00%   6/8/2021    19,497   19,302,030 
Station Casinos LLC Facility Term Loan B   3.75%   6/8/2023    5,000   5,014,850 
Total                 518,809,403 
                    
Healthcare 8.06%                   
                    
Acadia Healthcare Co., Inc. Tranche B Term Loan   3.75%   2/11/2022    6,075   6,087,918 
Acadia Healthcare Co., Inc. Tranche B2 Term Loan   4.50%   2/16/2023    9,678   9,744,904 
Albany Molecular Research, Inc. Term Loan   5.75%   7/16/2021    16,643   16,695,009 
Alere, Inc. Term Loan A   3.50%   6/18/2020    4,038   3,990,768 
Alere, Inc. Term Loan B   4.25%   6/18/2022    14,658   14,514,828 
AmSurg Corp. Initial Term Loan   3.50%   7/16/2021    8,672   8,691,764 
ATI Holdings Acquisition, Inc. 1st Lien Iniitial Term Loan   5.50%   5/10/2023    15,585   15,701,888 
Catalent Pharma Solutions, Inc. Dollar Term Loan   4.25%   5/20/2021    8,601   8,663,642 
Change Healthcare Holdings, Inc. Term Loan B2   3.75%   11/2/2018    30,395   30,442,792 
CHG Healthcare Services Inc. 1st Lien Term Loan   4.75%   6/7/2023    34,017   34,282,586 
CHS/Community Health Systems, Inc. 2019 Term Loan A   3.024% - 3.333%   1/25/2019    22,118   21,703,421 
DPX Holdings B.V. 2015 Incremental Dollar Term Loan (Netherlands)(b)    4.25%   3/11/2021    12,946   12,925,804 
Envision Healthcare Corp. Initial Term Loan   4.25%   5/25/2018    16,607   16,638,377 
Envision Healthcare Corp. Tranche B2 Term Loan   4.50%   10/28/2022    14,607   14,649,982 
Explorer Holdings, Inc. Initital Term Loan   6.00%   5/2/2023    6,805   6,850,730 
Grifols Worldwide Operations Ltd. US Tranche B Term Loan   3.443%   2/27/2021    45,307   45,697,759 
HCA, Inc. Tranche B6 Term Loan   3.774%   3/17/2023    17,796   18,031,764 
HCA, Inc. Tranche B7 Term Loan   3.567%   2/15/2024    19,012   19,216,834 
IMS Health, Inc. Dollar Term Loan B   3.50%   3/17/2021    14,789   14,827,402 
Jaguar Holding Co. I Initial Term Loan   4.25%   8/18/2022    21,113   21,207,856 
MultiPlan, Inc. Term Loan B   5.00%   6/7/2023    38,972   39,451,161 
National Mentor Holdings, Inc. Tranche B Term Loan   4.25%   1/31/2021   10,539  10,570,124 
NMSC Holdings, Inc. 1st Lien Initial Term Loan   6.00%   4/19/2023    2,634   2,667,325 
NVA Holdings, Inc. 1st Lien Term Loan   4.75%   8/14/2021    13,688   13,705,217 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Healthcare (continued)                   
                    
NVA Holdings, Inc.1st Lien Incremental Term Loan B1   5.50%   8/14/2021   $2,914  $2,920,982 
Ortho-Clinical Diagnostics, Inc. Initial Term Loan   4.75%   6/30/2021    15,537   15,213,232 
PCI Pharma Services 1st Lien Term Loan   5.00%   6/24/2023    13,649   13,631,939 
RPI Finance Trust Term Loan B4   3.50%   11/9/2020    19,117   19,248,533 
Sterigenics-Nordion Holdings LLC Initial Term Loan   4.25%   5/15/2022    17,061   17,049,964 
Surgery Center Holdings, Inc. 1st Lien Initial Term Loan   5.25%   11/3/2020    16,223   16,252,988 
Surgical Care Affiliates, Inc. Initial Term Loan   4.25%   3/17/2022    14,656   14,751,839 
Team Health, Inc. New Tranche B Term Loan   3.75%   11/23/2022    8,983   9,031,773 
Valeant Pharmaceuticals International, Inc. Series A3 Tranche A Term Loan (Canada)(b)    4.28%   10/20/2018    42,554   42,589,499 
Valeant Pharmaceuticals International, Inc. Series D2 Tranche B Term Loan (Canada)(b)    5.00%   2/13/2019    12,710   12,713,963 
Valeant Pharmaceuticals International, Inc. Series E1 Tranche B Term Loan (Canada)(b)    5.25%   8/5/2020    6,131   6,132,538 
Valeant Pharmaceuticals International, Inc. Series F1 Tranche B Term Loan (Canada)(b)    5.50%   4/1/2022    4,881   4,894,740 
Total                 581,391,845 
                    
Housing 3.72%                   
                    
American Builders & Contractors Supply Co., Inc. Term Loan B   3.50%   4/16/2020    23,985   24,076,791 
Atkore International, Inc. 1st Lien Initial Term Loan   4.50%   4/9/2021    14,791   14,803,147 
Atkore International, Inc. 2nd Lien Initial Term Loan   7.75%   10/9/2021    15,498   15,559,372 
Beazer Homes USA, Inc. 2nd Lien Term Loan Credit Facility   6.406%   3/11/2018    5,035   5,009,434 
Builders FirstSource, Inc. Term Loan B   4.75%   7/31/2022    16,902   16,986,294 
C.H.I. Overhead Doors, Inc. 2015 1st Lien Term Loan   4.50%   7/29/2022    15,647   15,695,865 
Cemex S.A.B. de C.V. Facility C1 Term Loan (Mexico)(b)    (e)   7/23/2020    10,000   9,881,300 
Cemex S.A.B. de C.V. Term Loan A (Mexico)(b)    (e)   9/29/2019    20,000   19,825,000 
CPG International, Inc. Term Loan   4.75%   9/30/2020    17,748   17,753,469 
GYP Holdings III Corp. 1st Lien Term Loan   4.75%   4/1/2021    12,082   12,082,112 
Jeld-Wen Inc. Term Loan B1   4.75%   7/1/2022    17,016   17,122,765 
LBM Holdings LLC 1st Lien Initial Term Loan   6.25%   8/20/2022    17,977   17,941,094 
Realogy Group LLC 2022 Term Loan   3.75%   7/20/2022    15,134   15,242,813 
Realogy Group LLC Initial Term Loan A   2.497%   10/23/2020    17,873   17,784,051 
Stardust Finance Holdings, Inc. Sr. Lien Term Loan   6.50%   3/13/2022    21,357   21,249,904 
Starwood Property Trust, Inc. 1st Lien Term Loan   3.50%   4/17/2020    15,043   15,073,464 
Summit Materials LLC Restatement Effective Date Term Loan   4.00%   7/17/2022    11,959   12,023,047 
Total                268,109,922 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Information Technology 9.16%                   
                    
Amaya Holdings B.V. 1st Lien Initial Term Loan B (Netherlands)(b)    5.00%   8/1/2021   $40,007  $39,703,986 
Applied Systems, Inc. 1st Lien Initial Term Loan   4.00%   1/25/2021    15,102   15,154,921 
Avago Technologies Cayman Ltd. Term Loan B3   3.508%   2/1/2023    70,978   71,697,472 
BMC Software Finance, Inc. Initial US Term Loan   5.00%   9/10/2020    15,142   14,492,362 
Cavium, Inc. Initial Term Loan B   3.75%   8/16/2022    11,713   11,764,244 
CDW LLC Term Loan   3.00%   8/17/2023    36,395   36,341,735 
Dell International LLC Term Loan A2   (e)   9/7/2021    20,000   19,408,400 
Dell International LLC Term Loan B   4.00%   9/7/2023    55,555   55,922,219 
Dell International LLC Term Loan B2   4.00%   4/29/2020    18,068   18,142,938 
Dell International LLC Term Loan C   3.75%   10/29/2018    22,500   22,510,170 
Epicor Software Corporation Term Loan   5.00%   6/1/2022    9,762   9,636,949 
Epicor Software Corporation Term Loan B   4.75%   6/1/2022    20,750   20,420,810 
Equinix, Inc. Dollar Term Loan B   4.00%   1/6/2023    4,881   4,911,297 
EZE Software Group LLC 1st Lien Term Loan B1   4.00%   4/6/2020    12,828   12,801,006 
EZE Software Group LLC 2016 1st Lien Incremental Term Loan   4.50%   4/4/2020    4,873   4,869,954 
EZE Software Group LLC 2nd Lien New Term Loan   7.25%   4/5/2021    5,319   5,181,939 
First Data Corp. 2022 Term Loan   4.272%   7/8/2022    29,927   30,061,672 
GTCR Valor Cos., Inc. Initial Term Loan   7.00%   6/16/2023    8,328   7,940,248 
Infinity Acquisition LLC Initial Term Loan   4.25%   8/6/2021    16,025   15,314,178 
Infor (US), Inc. Tranche B3 Term Loan   3.75%   6/3/2020    17,284   17,095,308 
Infor (US), Inc. Tranche B5 Term Loan   3.75%   6/3/2020    11,527   11,421,866 
ION Trading Technologies S.A.R.L. 1st Lien Tranche B1 Dollar Term Loan (Ireland)(b)    4.25%   8/11/2023    16,315   16,268,889 
Lully Finance S.A.R.L. Initial Term Loan B1   5.00%   10/14/2022    12,681   12,713,042 
Meter Reading Holdings, LLC 1st Lien Initial Term Loan   6.75%   8/29/2023    11,718   11,688,705 
Micron Technology, Inc. Term Loan   6.64%   4/26/2022    17,915   18,135,175 
MTS Systems Corp. Tranche B Term Loan   5.00%   7/5/2023    12,186   12,323,093 
NXP B.V. Tranche B Term Loan (Netherlands)(b)    3.75%   12/7/2020    7,504   7,557,744 
ON Semiconductor Corp. Closing Date Term Loan   5.25%   3/31/2023    34,026   34,515,124 
RP Crown Parent LLC 1st Lien New Term Loan   (e)   12/21/2018    10,000   10,008,050 
Science Applications International Corp. Tranche B Incremental Term Loan   3.25%   5/4/2022    20,584   20,776,672 
Sensata Technologies B.V. 6th Amendment Term Loan (Netherlands)(b)    3.00%   10/14/2021    5,922   5,952,198 
SolarWinds, Inc. 2016 Refinancing Term Loan   5.50%   2/3/2023    19,454   19,570,724 
Sophia, LP. Closing Date Term Loan   4.75%   9/30/2022    16,177   16,217,573 
TierPoint, LLC 1st Lien Term Loan B1   5.50%   12/2/2021    19,342   19,057,771 
Vencore, Inc. 1st Lien Initial Term Loan   5.75%   11/23/2019    10,722   10,747,143 
Total                 660,325,577 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Manufacturing 5.32%                   
                    
Accudyne Industries Borrower S.C.A./Accudyne Industries, LLC Refinancing Term Loan   4.00%   12/13/2019   $9,627  $8,628,046 
Alison Bidco S.A.R.L. 1st Lien Initial Dollar Term Loan B2 (Luxembourg)(b)    5.25%   8/29/2021    6,770   6,679,510 
Alison US LLC 1st Lien Initial Dollar Term Loan B1 (Luxembourg)(b)    5.25%   8/29/2021    6,770   6,679,510 
Alison US LLC 2nd Lien Initial Term Loan   9.50%   8/29/2022    5,482   4,824,160 
Apex Tool Group LLC Term Loan   4.50%   1/31/2020    15,084   14,876,596 
Beacon Roofing Supply, Inc. Initial Term Loan   4.00%   10/1/2022    6,799   6,830,511 
CH Hold Corp. 2nd Restatement Data Incremental Term Loan   6.25%   11/20/2019    13,133   13,116,589 
CPI International, Inc. Term Loan B   4.25%   11/17/2017    14,072   13,931,085 
Dayco Products LLC Term Loan   5.25%   12/12/2019    15,814   15,873,754 
Duke Finance LLC 1st Lien Dollar Term Loan B   7.00%   10/28/2022    9,718   9,596,114 
Electrical Components International, Inc. Term Loan   5.75%   5/28/2021    13,954   13,962,909 
FPC Holdings, Inc. 1st Lien Initial Term Loan   5.25%   11/19/2019    23,265   19,971,362 
FPC Holdings, Inc. 2nd Lien Initial Term Loan   9.25%   5/19/2020    7,876   5,493,510 
Gardner Denver, Inc. Initial Dollar Term Loan   4.25%   7/30/2020    20,916   19,919,007 
Hudson Products Holdings, Inc. Term Loan   5.00%   3/15/2019    9,753   9,029,576 
Husky Injection Molding Systems Ltd. 2nd Lien Term Loan (Canada)(b)    7.25%   6/30/2022    3,569   3,546,477 
Husky Injection Molding Systems Ltd. New Term Loan (Canada)(b)    4.25%   6/30/2021    21,575   21,536,488 
LTI Holdings, Inc. 1st Lien Initial Term Loan   5.25%   4/15/2022    10,971   10,792,980 
Manitowoc Foodservice, Inc. Term Loan B   5.75%   3/3/2023    20,540   20,839,582 
Milacron LLC Term Loan   4.25%   9/28/2020    10,891   10,945,641 
Mirror Bidco Corp. New Incremental Term Loan   4.25%   12/28/2019    19,839   19,851,484 
MKS Instruments, Inc. Tranche B1 Term Loan   4.25%   5/1/2023    6,818   6,891,615 
MWI Holdings, Inc. 1st Lien Initial Term Loan   6.50%   6/29/2020    11,698   11,690,689 
NN, Inc. Initial Term Loan   5.75%   10/19/2022    21,555   21,492,597 
Plaze, Inc. Term Loan   5.25%   7/31/2022    12,245   12,260,017 
Ply Gem Industries, Inc. Term Loan   4.00%   2/1/2021    13,223   13,264,043 
Rexnord LLC/RBS Global, Inc. Term Loan B   4.00%   8/21/2020    10,682   10,700,700 
Road Infrastructure Investment Holdings, Inc. 1st Lien Term Loan   5.00%   6/13/2023    9,748   9,813,799 
Sensus USA, Inc. Term Loan   6.50%   3/16/2023    19,442   19,533,183 
Unifrax Holding Co. New Dollar Term Loan   4.25%   11/28/2018    11,670   11,551,357 
WireCo WorldGroup, Inc. Term Loan B   6.50%   9/29/2023    9,750   9,784,515 
Total                 383,907,406 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Media/Telecommunications 9.33%                   
                    
Altice US Finance I Corporation Initial Term Loan (Luxembourg)(b)    4.25%   12/14/2022   $4,869  $4,897,941 
AMC Entertainment, Inc. Initial Term Loan   4.00%   12/15/2022    11,659   11,748,111 
Cengage Learning Acquisitions, Inc. 2016 Refinancing Term Loan   5.25%   6/7/2023    26,411   26,419,319 
Charter Communications Operating LLC Term Loan E   3.00%   7/1/2020    25,122   25,196,631 
Charter Communications Operating LLC Term Loan F   3.00%   1/4/2021    18,465   18,510,207 
Charter Communications Operating, LLC Term Loan I   3.50%   1/24/2023    29,580   29,774,944 
Consolidated Communications, Inc. Initial Term Loan   4.25%   12/23/2020    16,464   16,546,444 
CSC Holdings LLC Initial Term Loan   5.00%   10/9/2022    56,724   57,297,029 
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(b)    7.75%   7/31/2022    11,936   11,848,530 
Delta 2 (Lux) S.A.R.L. Facility B3 Term Loan (Luxembourg)(b)    4.75%   7/30/2021    23,263   23,184,160 
EMI Music Publishing Ltd. 2015 Term Loan   4.00%   8/19/2022    11,074   11,096,042 
Fairpoint Communications, Inc. Term Loan   7.50%   2/14/2019    12,695   12,731,966 
iHeart Communications, Inc. Tranche D Term Loan   7.274%   1/30/2019    3,434   2,649,179 
iHeart Communications, Inc. Tranche E Term Loan   8.024%   7/30/2019    35,453   27,276,978 
Intelsat Jackson Holdings SA Tranche B2 Term Loan (Luxembourg)(b)    3.75%   6/30/2019    23,099   21,997,367 
Level 3 Financing, Inc. Tranche B 2020 Term Loan   4.00%   1/15/2020    38,462   38,721,619 
Level 3 Financing, Inc. Tranche B-III 2019 Term Loan   4.00%   8/1/2019    15,611   15,711,847 
Lions Gate Entertainment Corp. 2nd Lien Term Loan (Canada)(b)    5.00%   3/17/2022    19,329   19,691,419 
LTS Buyer LLC 1st Lien Term Loan B   4.00%   4/13/2020    13,268   13,296,616 
Regal Cinemas Corp. Refinancing Term Loan   3.50%   4/1/2022    19,974   20,091,340 
SBA Senior Finance II LLC Incremental Tranche B1 Term Loan   3.25%   3/24/2021    14,166   14,174,688 
Sinclair Television Group Inc. Tranche B Term Loan   3.00%   4/9/2020    6,246   6,261,252 
Sinclair Television Group Inc. Tranche B1 Incremental Term Loan   3.50%   7/30/2021    6,553   6,589,797 
Telenet International Finance S.a.r.l. Facility Term Loan AD (Luxembourg)(b)    4.25%   6/30/2024    11,689   11,745,399 
Townsquare Media, Inc. Initial Term Loan   4.25%   4/1/2022    14,510   14,546,442 
Tribune Media Co. Term Loan B   3.75%   12/27/2020    35,863   36,042,395 
UFC Holdings LLC 1st Lien Term Loan   5.00%   8/18/2023    27,327   27,449,972 
UFC Holdings, LLC 2nd Lien Term Loan   8.50%   8/18/2024    9,761   9,870,811 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Media/Telecommunications (continued)                   
                    
Univision Communications, Inc. Replacement 1st Lien Term Loan   4.00%   3/1/2020   $32,039  $32,083,008 
UPC Financing Partnership Facility AN   4.08%   8/31/2024    14,631   14,603,567 
Virgin Media Investment Holdings Ltd. Facility Term Loan E(a)    4.25%   6/30/2023   GBP 12,607   16,579,044 
Virgin Media Investment Holdings Ltd. Facility Term Loan F (United Kingdom)(b)    3.649%   6/30/2023   $8,088   8,101,643 
WaveDivision Holdings LLC Initial Term Loan   4.00%   10/15/2019    14,906   14,935,394 
Windstream Services LLC Tranche B6 Term Loan   5.75%   3/29/2021    9,455   9,541,015 
Zayo Group LLC 2021 Term Loan   3.75%   5/6/2021    24,917   24,985,230 
Ziggo B.V. US B1 Facility Term Loan (Netherlands)(b)    3.652%   1/15/2022    6,111   6,093,863 
Ziggo B.V. US B2 Facility Term Loan (Netherlands)(b)    3.652% - 3.701%   1/15/2022    3,952   3,941,325 
Ziggo B.V. US B3 Facility Term Loan (Netherlands)(b)    3.701%   1/15/2022    6,479   6,460,329 
Total                 672,692,863 
                    
Metals/Minerals 3.50%                   
                    
American Rock Salt Co. LLC 1st Lien Closing Date Term Loan   4.75%   5/20/2021   3,999  3,818,601 
Dynacast International LLC 1st Lien Term Loan B1   4.50%   1/28/2022    12,842   12,844,586 
Dynacast International LLC 2nd Lien Initial Term Loan   9.50%   1/30/2023    9,363   9,152,247 
Fairmount Santrol, Inc. Extended Term Loan   4.50%   9/5/2019    1,911   1,653,340 
Fairmount Santrol, Inc. Tranche Term Loan B2   4.50%   9/5/2019    20,515   17,848,278 
FMG Resources Pty Ltd. Term Loan (Australia)(b)    3.75%   6/30/2019    71,046   70,768,288 
Foresight Energy, LLC Term Loan   6.50%   8/21/2020    1,493   1,350,717 
Freeport McMoran, Inc. Term Loan   3.28%   5/31/2018    21,643   21,534,606 
Global Brass & Copper, Inc. Inital Term Loan   5.25%   7/18/2023    7,020   7,081,425 
Hi-Crush Partners LP Term Loan   4.75%   4/28/2021    12,887   11,920,522 
Murray Energy Corp. Term Loan B2   8.25%   4/16/2020    20,926   17,462,702 
Novelis, Inc. Initial Term Loan   4.00%   6/2/2022    35,798   35,926,256 
Oxbow Carbon LLC 2013 Tranche Term Loan B   4.25%   7/19/2019    7,773   7,787,829 
Oxbow Carbon LLC 2nd Lien Initial Term Loan   8.00%   1/17/2020    11,994   11,844,075 
U.S. Silica Co. Term Loan   4.00%   7/23/2020    1,734   1,658,912 
Zekelman Industries, Inc. Term Loan   6.00%   6/14/2021    19,618   19,826,539 
Total                 252,478,923 
                    
Retail 6.13%                   
                    
Academy, Ltd. Initial Term Loan   5.00%   7/1/2022    31,397   30,736,445 
Bass Pro Group LLC 2015 New Term Loan   4.00%   6/5/2020    3,165   3,158,933 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Retail (continued)                   
                    
Belk, Inc. Closing Date Term Loan   5.75%   12/12/2022   $18,997  $16,678,786 
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%   9/26/2019    14,451   14,468,087 
BJ’s Wholesale Club, Inc. 2013 2nd Lien Replacement Loan   8.50%   3/26/2020    11,267   11,328,315 
Burlington Coat Factory Warehouse Corp. Term Loan B4   3.50%   8/13/2021   30,097  30,226,450 
Capital Automotive LP 2nd Lien Term Loan   6.00%   4/30/2020    5,399   5,445,261 
Dollar Tree, Inc. Term Loan B1   3.50%   7/6/2022    11,832   11,882,295 
Gymboree Corp. (The) Term Loan   5.00%   2/23/2018    13,142   10,344,397 
Harbor Freight Tools USA, Inc. 2016 Initial Term Loan   4.00%   8/18/2023    34,168   34,293,567 
Hudson’s Bay Company Initial Term Loan(Canada)(b)    4.75%   9/30/2022    7,050   7,083,029 
J. Crew Group, Inc. Initial Term Loan   4.00%   3/5/2021    17,167   13,656,446 
J.C. Penney Corp., Inc. 2016 Term Loan   5.25%   6/23/2023    23,804   23,947,776 
Jo-Ann Stores, Inc. Term Loan B   4.00%   3/16/2018    25,683   25,714,684 
Kate Spade & Co. Initial Term Loan   4.00%   4/9/2021    8,681   8,681,216 
Lands’ End, Inc. Initial Term Loan B   4.25%   4/4/2021    7,962   6,453,147 
Leslie’s Poolmart, Inc. Tranche B Term Loan   5.25%   8/16/2023    14,378   14,485,731 
Michaels Stores, Inc. Term Loan B   3.75%   1/28/2020   21,624  21,743,668 
Neiman Marcus Group, Inc. (The) Term Loan   4.25%   10/25/2020    29,144   27,434,829 
Party City Holdings Inc. Term Loan   4.25% - 4.490%   8/19/2022    6,196   6,215,348 
PetCo Animal Supplies, Inc. Tranche B1 Term Loan   5.00%   1/26/2023    34,276   34,614,221 
PetCo Animal Supplies, Inc. Tranche B2 Term Loan   5.002%   1/26/2023    9,818   9,904,355 
PetSmart, Inc. Tranche B1 Term Loan   4.25%   3/11/2022    37,416   37,543,937 
Toys ‘R’ US Property Co. I LLC Initial Term Loan   6.00%   8/21/2019    24,143   23,117,182 
Vertafore, Inc. 2016 1st Lien Term Loan   4.75%   6/30/2023    12,672   12,723,955 
Total                 441,882,060 
                    
Service 9.42%                   
                    
Abacus Innovations Corp. Term Loan B   3.274%   8/16/2023    24,368   24,546,983 
ADS Waste Holdings, Inc. Tranche B-2 Initial Term Loan   3.75%   10/9/2019    28,516   28,527,999 
Americold Realty Operating Partnership, L.P. Initial Term Loan   5.75%   12/1/2022    6,823   6,908,287 
Aramark Corp. US Term Loan F   3.25%   2/24/2021    39,586   39,783,979 
Asurion LLC 2nd Lien Term Loan   8.50%   3/3/2021    22,075   22,050,404 
Asurion LLC Incremental Tranche B1 Term Loan   5.00%   5/24/2019    28,186   28,254,761 
Asurion LLC Incremental Tranche B2 Term Loan   4.25%   7/8/2020    20,633   20,582,971 
Atlantic Aviation FBO, Inc. 2013 Term Loan   3.25%   6/1/2020    17,958   18,011,492 
AVSC Holding Corp. 1st Lien Initial Term Loan   4.50%   1/24/2021    20,068   20,043,377 
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%   1/24/2022    8,000   7,720,000 
BakerCorp International, Inc. Refinanced Term Loan   4.25%   2/7/2020    16,752   14,951,198 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Service (continued)                   
                    
Brand Energy & Infrastructure Services, Inc. Initial Term Loan   4.75%   11/26/2020   $27,715  $27,465,891 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%   12/17/2021    10,385   10,281,603 
Diebold, Inc. Dollar Term Loan B   5.25%   11/6/2023    9,722   9,784,804 
EWT Holdings III Corp. 2016 1st Lien Incremental Term Loan   5.50%   1/15/2021    2,910   2,931,530 
First Data Corporation 2021 Extended Dollar Term Loan   4.522%   3/24/2021    49,344   49,655,226 
IG Investments Holdings LLC Extended Tranche B Term Loan   6.00%   10/29/2021    20,578   20,665,893 
InfoGroup, Inc. Term Loan B   7.00%   5/26/2018    4,317   4,258,460 
Kasima LLC Term Loan   3.25%   5/17/2021    22,579   22,667,145 
Knowledge Universe Education LLC 2015 1st Lien Term Loan   6.00%   8/13/2022    17,975   18,003,144 
Lonestar Intermediate Super Holdings, LLC Term Loan   10.00%   8/31/2021    14,641   14,611,718 
MH Sub I LLC 1st Lien Initial Term Loan   4.75%   7/8/2021    18,235   18,225,514 
Midas Intermediate Holdco II LLC 1st Incremental Closing Date Term Loan   4.50%   8/18/2021    12,873   12,928,852 
Monitronics International Inc. 2013 Term Loan B   4.25%   3/23/2018    19,325   19,264,885 
Monitronics International, Inc. Term Loan B1   (e)   4/8/2022    2,000   1,955,000 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%   6/9/2021   12,220  11,883,761 
Nord Anglia Education Finance LLC Initial Term Loan   5.00%   3/31/2021    13,913   13,938,724 
PODS LLC 1st Lien Initial Term Loan   4.50%   2/2/2022    12,658   12,701,900 
Prime Security Services Borrower, LLC 1st Lien Term Loan B1   4.75%   5/2/2022    26,296   26,550,677 
Safway Group Holding LLC Initial Term Loan   5.75%   8/21/2023    12,246   12,271,032 
Sedgwick Claims Management Services, Inc. 2016 Term Loan   5.25%   3/1/2021    6,805   6,868,831 
Sedgwick Claims Management Services, Inc. 2nd Lien New Term Loan   6.75%   2/28/2022    9,351   9,269,179 
TruGreen Limited Partnership 1st Lien Initial Term Loan   6.50%   4/13/2023    17,414   17,544,605 
University Support Services LLC Term Loan   6.25%   7/6/2022    25,050   25,175,250 
US Airways, Inc. Consenting Tranche B1 Term Loan   3.50%   5/23/2019    21,609   21,650,110 
Vantiv LLC Term Loan B   3.50%   6/13/2021    11,365   11,437,482 
Wash Multifamily Parent, Inc. 1st Lien Initial Canadian Term Loan (Canada)(b)    4.25%   5/16/2022    1,710   1,707,431 
Wash Multifamily Parent, Inc. 1st Lien Initial U.S. Term Loan   4.25%   5/16/2022    9,840   9,827,448 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Service (continued)                   
                    
Weight Watchers International, Inc. Tranche B2 Initial Term Loan   4.00%   4/2/2020   $13,095  $10,097,308 
WEX Inc. Term Loan B   4.25%   6/30/2023    14,625   14,769,934 
XPO Logistics, Inc. Term Loan B1   4.25%   11/1/2021    9,762   9,825,063 
Total                 679,599,851 
                    
Transportation 2.80%                   
                    
Allison Transmission, Inc. Term Loan B3   3.50%   8/23/2019    7,601   7,630,690 
Chassix, Inc. Initial Term Loan   12.00%   7/29/2019    4,550   4,595,585 
FCA US LLC Term Loan B   3.50%   5/24/2017    3,655   3,665,223 
FCA US LLC Tranche B Term Loan   3.25%   12/31/2018    33,462   33,550,179 
Federal-Mogul Corp. 2014 Tranche B Term Loan   4.00%   4/15/2018    12,376   12,221,302 
Federal-Mogul Corp. 2014 Tranche C Term Loan   4.75%   4/15/2021    24,510   23,478,497 
Goodyear Tire & Rubber Co. (The) 2nd Lien Term Loan   3.75%   4/30/2019    4,333   4,349,109 
MPG Holdco I, Inc. 2015 Term Loan B   3.75%   10/20/2021    12,358   12,387,360 
Navistar Financial Corp. 2011 Term Loan   3.563%   12/2/2016    10,461   10,330,173 
OSG Bulk Ships, Inc. Initial Term Loan   5.25%   8/5/2019    19,303   19,206,351 
TI Group Automotive Systems LLC Initial EUR Term Loan(a)    4.50%   6/30/2022   EUR 9,867   10,998,377 
TI Group Automotive Systems LLC Initial US Term Loan   4.50%   6/30/2022   $23,442   23,544,164 
XPO Logistics, Inc. Term Loan   4.25%   11/1/2021    21,530   21,668,865 
YRC Worldwide, Inc. Initial Term Loan   8.00%   2/13/2019    15,170   14,335,586 
Total                 201,961,461 
                    
Utility 3.14%                   
                    
Calpine Construction Finance Co. LP Term Loan B1   3.09%   5/3/2020   7,917  7,832,449 
Calpine Construction Finance Co. LP Term Loan B2   3.34%   1/31/2022    14,552   14,425,160 
Calpine Corp. Term Loan   3.50%   5/27/2022    17,852   17,891,450 
Dayton Power & Light Company (The) Term Loan   4.00%   8/24/2022    8,875   8,958,156 
Dynegy Finance IV, Inc. Term Loan   5.00%   6/27/2023    38,995   39,098,727 
EFS Cogen Holdings I LLC Advance Term Loan B   5.25%   6/28/2023    16,952   17,106,687 
Energy Future Intermediate Holding Co. LLC Term Loan   4.25%   12/19/2016    18,127   18,224,248 
Essential Power LLC Term Loan   4.75%   8/8/2019    21,061   21,060,931 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%   8/21/2020    22,526   22,131,352 
NRG Energy, Inc. Term Loan   3.50%   6/30/2023    9,963   9,963,403 
Sandy Creek Energy Associates, L.P. Term Loan   5.00%   11/9/2020    4,747   3,986,180 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
 Fair
Value
 
Utility (continued)                   
                    
Texas Competitive Electric Holdings Co. LLC 2016 Extended 2011 Revolving Term Loan   4.97%   10/11/2016   $19,594  $6,212,963 
Texas Competitive Electric Holdings Co. LLC Term Loan   5.00%   10/31/2017    31,766   31,897,465 
Texas Competitive Electric Holdings Co. LLC Term Loan C   5.00%   10/31/2017    7,245   7,274,455 
Total                 226,063,626 
Total Floating Rate Loans (cost $6,369,084,473)                 6,389,185,046 
                    
FOREIGN BONDS(a) 0.08%                   
                    
Italy 0.03%                   
                    
Wind Acquisition Finance SA    4.125%#   7/15/2020   EUR 2,000   2,240,326 
                    
United Kingdom 0.05%                   
                    
Care UK Health & Social Care plc    5.528%#   7/15/2019   GBP3,392   3,941,969 
Total Foreign Bonds (cost $7,663,422)                 6,182,295 
Total Long-Term Investments (cost $6,952,217,835)                 6,986,496,409 
               
SHORT-TERM INVESTMENT 10.20%                       
                        
REPURCHASE AGREEMENT                         
                          
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $50,000,000 of Federal Farm Credit Bank at 1.125% due 9/22/2017; $50,000,000 of Federal Home Loan Mortgage Corp. at 0.875% due 8/15/2017; $75,000,000 of Federal Home Loan Mortgage Corp. at 1.00% due 9/27/2017; $75,000,000 of Federal Home Loan Mortgage Corp. at 1.00% due 9/29/2017; $375,000,000 of U.S. Treasury Note at 0.625% due 9/30/2017; $15,000,000 of U.S. Treasury Note at 0.75% due 10/31/2017; $52,040,000 of U.S. Treasury Note at 2.25% due 11/30/2017 and $52,410,000 of U.S. Treasury Note at 4.75% due 8/15/2017; value: $750,264,490; proceeds: $735,551,104
(cost $735,550,491)
   $735,550   735,550,491 
Total Investments in Securities 107.06% (cost $7,687,768,326)                 7,722,046,900 
Liabilities in Excess of Foreign Cash and Other Assets(f) (7.06%)                 (509,031,861)
Net Assets 100.00%                      $7,213,015,039 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

 
AUD Australian dollar.
EUR euro.
GBP British pound.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at August 31, 2016.
* Non-income producing security.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Securities purchased on a when-issued basis (See Note 2(f)).
(d) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at August 31, 2016.
(e) Interest rate to be determined.
(f) Liabilities in Excess of Foreign Cash and Other Assets include net unrealized appreciation/depreciation on forward foreign currency contracts and futures contracts as follows:
   
Open Forward Foreign Currency Exchange Contracts at August 31, 2016:
 
Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
British pound  Sell  Citibank N.A.  10/19/2016   12,850,000   $16,981,763   $16,892,009   $89,754 
euro  Sell  Citibank N.A.  11/16/2016   34,500,000    38,683,194    38,606,756    76,438 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts             $166,192 

 

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  State Street Bank and Trust  10/19/2016   1,902,000   $2,498,768   $2,500,281   $(1,513)
British pound  Sell  State Street Bank and Trust  10/19/2016   442,380   578,095   581,532   (3,437)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts                $(4,950)

 

Open Futures Contracts at August 31, 2016:              
               
Type                       Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note  December 2016  478  Short  $(62,580,656)  $29,046 
                    
Type                       Expiration  Contracts  Position  Fair Value     Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  December 2016  76  Short  $(9,215,000)  $(25,069)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Security  $   $1,994,511   $   $1,994,511 
Common Stock           64,685(4)   64,685 
Corporate Bonds                    
Financial       23,736,731    4,117,113(5)(7)   27,853,844 
Metals/Minerals       69,831,647    5(4)   69,831,652 
Remaining Industries       491,384,376        491,384,376 
Floating Rate Loans(6)                    
Aerospace       136,536,528    27,445,092    163,981,620 
Chemicals       317,607,263        317,607,263 
Consumer Durables       17,871,465        17,871,465 
Consumer Non-Durables       87,250,323        87,250,323 
Energy       290,782,909        290,782,909 
Financial       183,958,508        183,958,508 
Food & Drug       179,172,178        179,172,178 
Food/Tobacco       164,533,424        164,533,424 
Forest Products       96,804,419        96,804,419 
Gaming/Leisure       482,271,453    36,537,950    518,809,403 
Healthcare       578,470,863    2,920,982    581,391,845 
Housing       215,610,137    52,499,785    268,109,922 
Information Technology       606,459,007    53,866,570    660,325,577 
Manufacturing       308,874,371    75,033,035    383,907,406 
Media/Telecommunications       653,001,444    19,691,419    672,692,863 
Metals/Minerals       201,515,853    50,963,070    252,478,923 
Retail       441,882,060        441,882,060 
Service       635,157,353    44,442,498    679,599,851 
Transportation       167,829,352    34,132,109    201,961,461 
Utility       226,063,626        226,063,626 
Foreign Bonds       6,182,295        6,182,295 
Repurchase Agreement       735,550,491        735,550,491 
Total  $   $7,320,332,587   $401,714,313   $7,722,046,900 
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $166,192   $   $166,192 
Liabilities       (4,950)       (4,950)
Futures Contracts                    
Assets   29,046            29,046 
Liabilities   (25,069)           (25,069)
Total  $3,977   $161,242   $   $165,219 

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2016

 

(4) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in Notes to Financial Statements.
(5) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(6) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.
(7) Corporate Bonds categorized as Level 3 investment includes Jay Park CLO Ltd. 2016-1A C and KKR CLO Ltd. 15 D.

 

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

 

Investment Type  Common Stock   Corporate Bonds   Floating
Rate Loans
 
Balance as of December 1, 2015  $62,245   $5   $269,829,646 
Accrued discounts/premiums           789,499 
Realized gain (loss)           14,280,421 
Change in unrealized appreciation/depreciation   2,440    3,697    (6,569,399)
Purchases       4,113,416    324,227,610 
Sales           (112,056,192)
Net transfers in or out of Level 3           (92,969,075)
Balance as of August 31, 2016  $64,685   $4,117,118   $397,532,510 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Shares
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 98.00%          
           
COMMON STOCKS 5.43%          
           
Auto Parts & Equipment 0.15%          
           
Chassix Holdings, Inc.   311   $9,007,284 
           
Banking 0.20%          
           
Cullen/Frost Bankers, Inc.   80    5,853,578 
FCB Financial Holdings, Inc. Class A*   154    5,889,966 
Total        11,743,544 
           
Building & Construction 0.10%          
           
Granite Construction, Inc.   116    5,565,456 
           
Building Materials 0.15%          
           
Simpson Manufacturing Co., Inc.   71    3,125,616 
Vulcan Materials Co.   48    5,476,806 
Total        8,602,422 
           
Chemicals 0.05%          
           
Scotts Miracle-Gro Co. (The) Class A   37    3,070,638 
           
Discount Stores 0.15%          
           
Amazon.com, Inc.*   11    8,545,368 
           
Diversified Capital Goods 0.08%          
           
Mueller Water Products, Inc. Class A   373    4,503,767 
           
Electronics 0.25%          
           
Applied Materials, Inc.   299    8,932,932 
Trimble Navigation Ltd.*   210    5,751,123 
Total        14,684,055 
           
Energy: Exploration & Production 0.22%          
           
Callon Petroleum Co.*   259    3,768,246 
Rice Energy, Inc.*   119    3,135,907 
Seven Generations Energy Ltd. Class A*(a)  CAD254    5,841,169 
Total        12,745,322 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Shares
(000)
   Fair
Value
 
Food: Wholesale 0.21%          
           
Amplify Snack Brands, Inc.*   401   $6,790,945 
Blue Buffalo Pet Products, Inc.*   215    5,549,222 
Total        12,340,167 
           
Forestry/Paper 0.30%          
           
Louisiana-Pacific Corp.*   299    5,827,189 
Potlatch Corp.   153    5,806,039 
Universal Forest Products, Inc.   53    5,753,624 
Total        17,386,852 
           
Gaming 0.10%          
           
Wynn Resorts Ltd.   63    5,602,329 
           
Health Facilities 0.14%          
           
Surgical Care Affiliates, Inc.*   134    5,516,693 
VCA, Inc.*   39    2,726,185 
Total        8,242,878 
           
Investments & Miscellaneous Financial Services 0.10%          
           
James River Group Holdings Ltd.   162    5,932,123 
Penson Technologies Class A Units   4,881    48,811 
Total       5,980,934 
           
Machinery 0.10%          
           
Rexnord Corp.*   264    5,839,959 
           
Medical Products 0.49%          
           
ABIOMED, Inc.*   47    5,591,417 
Align Technology, Inc.*   63    5,814,704 
DexCom, Inc.*   33    2,971,265 
Edwards Lifesciences Corp.*   49    5,658,387 
Intuitive Surgical, Inc.*   8    5,542,841 
Penumbra, Inc.*   41    2,875,532 
Total        28,454,146 
           
Metals/Mining (Excluding Steel) 0.54%          
           
Fresnillo plc(a)  GBP258    5,431,159 
Global Brass & Copper Holdings, Inc.   203    5,688,891 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments   Shares
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) (continued)           
            
Mirabela Nickel Ltd.*(a)   AUD8,607   $64,685 
New Gold, Inc. (Canada)*(b)    1,156    5,536,852 
Newmont Mining Corp.    148    5,658,946 
Silver Wheaton Corp. (Canada)(b)    108    2,741,542 
Teck Resources Ltd. Class B (Canada)(b)    205    3,339,007 
U.S. Silica Holdings, Inc.    80    3,151,932 
Total         31,613,014 
            
Oil Field Equipment & Services 0.05%           
            
Patterson-UTI Energy, Inc.    159    3,103,646 
            
Personal & Household Products 0.10%           
            
Pool Corp.    56    5,697,238 
            
Pharmaceuticals 0.20%           
            
Seattle Genetics, Inc.*    122    5,437,684 
Spark Therapeutics, Inc.*    106    5,974,395 
Total         11,412,079 
            
Rail 0.10%           
            
Kansas City Southern    58    5,566,623 
          
Real Estate Investment Trusts 0.05%           
            
Pebblebrook Hotel Trust    93    2,791,617 
            
Recreation & Travel 0.10%           
            
Vail Resorts, Inc.    37    5,855,890 
            
Restaurants 0.25%           
            
Dave & Buster’s Entertainment, Inc.*    132    6,125,640 
Shake Shack, Inc. Class A*    155    5,483,820 
Texas Roadhouse, Inc.    66    2,919,695 
Total         14,529,155 
            
Software/Services 0.76%           
            
Arista Networks, Inc.*    39    3,133,974 
Ellie Mae, Inc.*    60    5,882,476 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments               Shares
(000)
   Fair
Value
 
Software/Services (continued)                       
                        
Facebook, Inc. Class A*                45   $5,719,542 
GrubHub, Inc.*                147    5,955,717 
MSCI, Inc.                34    3,098,866 
Talend SA ADR*                105    2,695,680 
Twilio, Inc. Class A*                108    5,808,869 
Veeva Systems, Inc. Class A*                146    5,966,095 
Wix.com Ltd. (Israel)*(b)                139    5,816,409 
Total                     44,077,628 
                        
Specialty Retail 0.19%                       
                        
American Eagle Outfitters, Inc.                312    5,781,050 
Ollie’s Bargain Outlet Holdings, Inc.*                214    5,429,661 
Total                     11,210,711 
                        
Steel Producers/Products 0.15%                       
                        
Reliance Steel & Aluminum Co.                36    2,604,179 
Worthington Industries, Inc.                137    5,867,347 
Total                     8,471,526 
                        
Technology Hardware & Equipment 0.10%                       
                        
Silicon Motion Technology Corp. ADR                112    5,669,005 
                        
Telecommunications: Wireless 0.05%                       
                        
Communications Sales & Leasing, Inc.                96    2,998,476 
Total Common Stocks (cost $292,230,881)                     315,311,729 
                        
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
CONVERTIBLE BONDS 1.83%                  
                   
Automakers 0.04%                  
                   
Tesla Motors, Inc.   0.25%  3/1/2019  $2,900    2,631,750 
                   
Building & Construction 0.11%                  
                   
LGI Homes, Inc.   4.25%  11/15/2019   3,365    6,151,641 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building Materials 0.10%                  
                   
Cemex SAB de CV (Mexico)(b)   3.72%  3/15/2020  $5,231   $5,665,827 
                   
Energy: Exploration & Production 0.20%                  
                   
Chesapeake Energy Corp.   2.50%  5/15/2037   5,683    5,704,311 
SM Energy Co.   1.50%  7/1/2021   4,940    5,853,900 
Total                11,558,211 
                   
Medical Products 0.19%                  
                   
Nevro Corp.   1.75%  6/1/2021   9,091    11,193,294 
                   
Oil Refining & Marketing 0.10%                  
                   
Green Plains, Inc.   4.125%  9/1/2022   5,314    5,878,612 
                   
Pharmaceuticals 0.08%                  
                   
ALZA Corp.  Zero Coupon   7/28/2020   2,915    4,789,709 
                   
Software/Services 0.40%                  
                   
MercadoLibre, Inc. (Argentina)(b)   2.25%  7/1/2019   4,080    6,043,500 
Pandora Media, Inc.   1.75%  12/1/2020   5,428    5,936,875 
Proofpoint, Inc.   1.25%  12/15/2018   2,807    5,612,246 
Take-Two Interactive Software, Inc.   1.00%  7/1/2018   2,720    5,526,700 
Total                23,119,321 
                   
Specialty Retail 0.10%                  
                   
Restoration Hardware Holdings, Inc.  Zero Coupon   7/15/2020   7,151    5,778,902 
                   
Technology Hardware & Equipment 0.41%                  
                   
Inphi Corp.   1.125%  12/1/2020   4,775    6,114,984 
Microchip Technology, Inc.   1.625%  2/15/2025   6,950    8,978,531 
NVIDIA Corp.   1.00%  12/1/2018   2,891    8,808,516 
Total                23,902,031 
                   
Theaters & Entertainment 0.10%                  
                   
Live Nation Entertainment, Inc.   2.50%  5/15/2019   5,312    5,690,480 
Total Convertible Bonds (cost $94,902,381)                106,359,778 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Dividend
Rate
      Shares
(000)
   Fair
Value
 
CONVERTIBLE PREFERRED STOCKS 0.27%                  
                   
Building & Construction 0.07%                  
                   
William Lyon Homes   6.50%      50   $4,380,255 
                   
Diversified Capital Goods 0.10%                  
                   
Belden, Inc.   6.75%      53    5,699,916 
                   
Energy: Exploration & Production 0.10%                  
                   
Southwestern Energy Co.   6.25%      176    5,680,080 
Total Convertible Preferred Stocks (cost $15,384,468)               15,760,251 
                  
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
FLOATING RATE LOANS(c) 6.78%                  
                   
Auto Parts & Equipment 0.07%                  
                   
Chassix, Inc. Initial Term Loan   12.00%  7/29/2019  $4,329    4,372,041 
                   
Building Materials 0.11%                  
                   
Stardust Finance Holdings, Inc. Junior Lien Term Loan   10.50%  3/13/2023   6,451    6,434,873 
                   
Chemicals 0.09%                  
                   
Kraton Polymers LLC Initial Term Loan   6.00%  1/6/2022   5,375    5,388,464 
                   
Diversified Capital Goods 0.08%                  
                   
Dynacast International LLC 2nd Lien Initial Term Loan   9.50%  1/30/2023   4,810    4,701,775 
                   
Electric: Generation 0.57%                  
                   
EIF Channelview Cogeneration LLC Term Loan   4.25%  5/8/2020   7,113    6,775,234 
Longview Power LLC Advance Term Loan B   7.00%  4/13/2021   8,336    7,419,042 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/21/2020   5,668    5,569,234 
Panda Temple Power II LLC Advance Construction Term Loan   7.25%  4/3/2019   3,191    2,967,556 
Panda Temple Power, LLC Advance Term Loan   7.25%  3/6/2022   4,964    4,442,580 
Sandy Creek Energy Associates, L.P. Term Loan   5.00%  11/9/2020   6,953    5,838,595 
Total                33,012,241 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production 0.87%                  
                   
California Resources Corp. Term Loan   (d)  9/24/2019  $7,470   $7,158,514 
California Resources Corp. Term Loan   11.375%  12/31/2021   8,330    8,746,500 
Callon Petroleum Co. 2nd Lien Term Loan   8.50%  10/8/2021   1,707    1,724,070 
Chesapeake Energy Corp. Class A Term Loan   8.50%  8/23/2021   4,023    4,162,135 
Chief Exploration & Development LLC 2nd Lien Term Loan   7.50%  5/16/2021   9,219    8,347,021 
EP Energy LLC Term Loan   9.75%  6/30/2021   6,260    6,185,663 
Jonah Energy LLC 2nd Lien Initial Term Loan   7.50%  5/12/2021   14,083    12,393,040 
Templar Energy LLC 2nd Lien New Term Loan   8.50%  11/25/2020   7,855    1,832,846 
Total                50,549,789 
                   
Food & Drug Retailers 0.07%                  
                   
Fairway Group Acquisition Co. 2013 Term Loan   6.50%  8/17/2018   6,683    3,842,571 
                   
Food: Wholesale 0.33%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023   19,056    18,976,632 
                   
Gaming 0.71%                  
                   
Caesar’s Entertainment Resort Properties LLC Term Loan B   7.00%  10/11/2020   5,064    4,971,947 
Cannery Casino Resorts LLC 2nd Lien Term Loan   12.50%  10/2/2019   8,303    8,337,278 
Cowlitz Tribal Gaming Authority Term Loan B   11.50%  12/6/2021   15,909    16,545,360 
Jack Ohio Finance LLC Funded Term Loan B   5.00%  6/20/2019   6,193    6,080,776 
Yonkers Racing Corp. 2nd Lien Initial Term Loan   8.75%  8/20/2020   5,190    5,159,197 
Total                41,094,558 
                   
Gas Distribution 0.09%                  
                   
EMG Utica LLC Term Loan   4.75%  3/27/2020   5,569    5,444,023 
                   
Health Services 0.12%                  
                   
NVA Holdings, Inc. 2nd Lien Term Loan   8.00%  8/14/2022   7,029    7,011,427 
                   
Machinery 0.20%                  
                   
Alison US LLC 2nd Lien Initial Term Loan   9.50%  8/29/2022   6,969    6,132,720 
Hudson Products Holdings, Inc. Term Loan   5.00%  3/15/2019   6,245    5,781,808 
Total                11,914,528 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media: Diversified 0.14%                  
                   
UFC Holdings, LLC 2nd Lien Term Loan   8.50%  8/18/2024  $8,165   $8,256,856 
                   
Metals/Mining (Excluding Steel) 0.57%                  
                   
Fairmount Santrol, Inc. Extended Term Loan   4.50%  9/5/2019   915    791,158 
Fairmount Santrol, Inc. Tranche Term Loan B2   4.50%  9/5/2019   6,062    5,274,301 
Foresight Energy, LLC Term Loan   6.50%  8/21/2020   1,022    924,910 
Global Brass & Copper, Inc. Inital Term Loan   5.25%  7/18/2023   5,025    5,068,969 
Hi-Crush Partners LP Term Loan   4.75%  4/28/2021   5,891    5,448,830 
Murray Energy Corp. Term Loan B2   8.25%  4/16/2020   11,600    9,679,979 
Oxbow Carbon LLC 2nd Lien Initial Term Loan   8.00%  1/17/2020   5,890    5,816,375 
Total                33,004,522 
                   
Oil Field Equipment & Services 0.06%                  
                   
FTS International, Inc. Initial Term Loan   5.75%  4/16/2021   10,153    3,663,507 
                   
Packaging 0.26%                  
                   
Berlin Packaging LLC 2nd Lien Initial Term Loan   7.75%  9/30/2022   3,685    3,691,565 
Consolidated Container Company LLC Term Loan   5.00%  7/3/2019   4,963    4,922,554 
Mauser Holding S.A.R.L. 2nd Lien Initial Term Loan   8.75%  7/31/2022   6,267    6,231,779 
Total                14,845,898 
                   
Personal & Household Products 0.27%                  
                   
Britax US Holdings, Inc. Initial Dollar Term Loan   4.50%  10/15/2020   11,301    9,509,543 
FGI Operating Co. LLC Term Loan B   5.50%  4/19/2019   6,886    6,352,547 
Total                15,862,090 
                   
Printing & Publishing 0.07%                  
                   
J.D. Power and Associates 2nd Lien Term Loan   9.50%  9/7/2024   3,801    3,829,508 
                   
Recreation & Travel 0.15%                  
                   
Delta 2 (Lux) S.A.R.L. 2nd Lien Facility Term Loan (Luxembourg)(b)   7.75%  7/29/2022   5,109    5,071,730 
Equinox Holdings, Inc. 2nd Lien Initial Term Loan   9.75%  7/31/2020   3,615    3,624,037 
Total                8,695,767 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Software/Services 0.23%                  
                   
BMC Software Finance, Inc. Initial US Term Loan   5.00%  9/10/2020  $9,169   $8,775,336 
EZE Software Group LLC 2nd Lien New Term Loan   7.25%  4/5/2021   4,610    4,490,498 
Total                13,265,834 
                   
Specialty Retail 0.67%                  
                   
CH Hold Corp. 2nd Restatement Data Incremental Term Loan   6.25%  11/20/2019   5,064    5,057,225 
Container Store, Inc. (The) Term Loan Facility   4.25%  4/6/2019   6,388    5,503,242 
CWGS Group LLC Term Loan   5.75%  2/20/2020   6,661    6,667,329 
David’s Bridal, Inc. Initial Term Loan   5.00%  10/11/2019   5,239    4,933,342 
Gymboree Corp. (The) Term Loan   5.00%  2/23/2018   13,190    10,382,179 
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021   7,810    6,212,875 
Total                38,756,192 
                   
Support: Services 0.96%                  
                   
AVSC Holding Corp. 2nd Lien Initial Term Loan   9.25%  1/24/2022   1,850    1,785,250 
BakerCorp International, Inc. Refinanced Term Loan   4.25%  2/7/2020   4,848    4,327,013 
Brickman Group Ltd. LLC (The) 2nd Lien Initial Term Loan   7.50%  12/17/2021   7,300    7,227,000 
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   9,240    8,985,951 
Safway Group Holding LLC Initial Term Loan   5.75%  8/21/2023   8,503    8,520,729 
Sedgwick Claims Management Services, Inc. 2nd Lien Initial Term Loan   6.75%  2/28/2022   3,254    3,225,528 
Sedgwick Claims Management Services, Inc. 2nd Lien New Term Loan   6.75%  2/28/2022   1,714    1,699,003 
TruGreen Limited Partnership 1st Lien Initial Term Loan   6.50%  4/13/2023   7,575    7,631,812 
University Support Services LLC Term Loan   6.25%  7/6/2022   12,255    12,316,275 
Total                55,718,561 
                   
Trucking & Delivery 0.09%                  
                   
YRC Worldwide, Inc. Initial Term Loan   8.00%  2/13/2019   5,499    5,196,790 
Total Floating Rate Loans (cost $385,630,073)                393,838,447 
                   
FOREIGN BONDS(a) 0.71%                  
                   
Jersey 0.15%                  
                   
Galaxy Finco Ltd.   7.875%  11/15/2021  GBP6,400    8,463,321 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Luxembourg 0.05%                  
                   
Boardriders SA   9.50%  12/15/2020  EUR3,075   $2,812,608 
                   
Netherlands 0.13%                  
                   
Dutch Lion BV PIK   11.25%  6/15/2020  EUR5,867    948,902 
Hema Bondco I BV   6.25%  6/15/2019  EUR7,525    6,566,021 
Total                7,514,923 
                   
Spain 0.19%                  
                   
Banco Popular Espanol SA   11.50%#  (e) EUR9,600    11,261,139 
                   
United Kingdom 0.19%                  
                   
Premier Foods Finance plc   6.50%  3/15/2021  GBP8,084    10,987,573 
Total Foreign Bonds (cost $52,903,937)                41,039,564 
                   
FOREIGN GOVERNMENT OBLIGATIONS(b) 1.11%                  
                   
Angola 0.10%                  
                   
Republic of Angola   9.50%  11/12/2025  $5,741    5,755,353 
                   
Argentina 0.81%                  
                   
City of Buenos Aires   7.50%  6/1/2027   5,300    5,737,250 
City of Buenos Aires   8.95%  2/19/2021   5,050    5,719,125 
Provincia de Mendoza   8.375%  5/19/2024   8,806    9,290,330 
Provincia of Neuquen   8.625%  5/12/2028   5,333    5,759,640 
Republic of Argentina   6.875%  4/22/2021   6,025    6,549,175 
Republic of Argentina   7.50%  4/22/2026   5,650    6,313,875 
Republic of Argentina   8.75%  5/7/2024   6,865    7,956,871 
Total                47,326,266 
                   
Sri Lanka 0.20%                  
                   
Republic of Sri Lanka   6.825%  7/18/2026   10,500    11,325,247 
Total Foreign Government Obligations (cost $59,888,236)                64,406,866 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
HIGH YIELD CORPORATE BONDS 81.83%                  
                   
Advertising 0.71%                  
                   
Clear Channel Worldwide Holdings, Inc.   6.50%  11/15/2022  $15,857   $16,689,492 
Lamar Media Corp.   5.75%  2/1/2026   4,317    4,683,945 
Nielsen Finance LLC/Nielsen Finance Co.   5.00%  4/15/2022   6,015    6,202,187 
Southern Graphics, Inc.   8.375%  10/15/2020   8,875    9,119,063 
WMG Acquisition Corp.   5.00%  8/1/2023   4,563    4,699,890 
Total                41,394,577 
                   
Aerospace/Defense 0.40%                  
                   
ADS Tactical, Inc.   11.00%  4/1/2018   4,500    4,696,875 
CPI International, Inc.   8.75%  2/15/2018   4,933    5,031,660 
Huntington Ingalls Industries, Inc.   5.00%  12/15/2021   2,499    2,639,569 
Huntington Ingalls Industries, Inc.   5.00%  11/15/2025   5,432    5,846,190 
TransDigm, Inc.   6.50%  7/15/2024   4,965    5,176,012 
Total                23,390,306 
                   
Air Transportation 0.58%                  
                   
Air Canada (Canada)†(b)   7.75%  4/15/2021   4,071    4,310,171 
Air Canada (Canada)†(b)   8.75%  4/1/2020   6,275    6,769,157 
Air Canada 2015-2 Class B Pass-Through Trust (Canada)†(b)   5.00%  6/15/2025   5,305    5,311,631 
Gol LuxCo SA (Luxembourg)†(b)   8.875%  1/24/2022   4,450    2,859,125 
Hawaiian Airlines 2013-1 Class B Pass-Through Certificates   4.95%  1/15/2022   7,149    7,086,741 
United Continental Holdings, Inc.   6.00%  12/1/2020   6,944    7,464,800 
Total                33,801,625 
                   
Auto Parts & Equipment 1.00%                  
                   
American Tire Distributors, Inc.   10.25%  3/1/2022   4,930    4,396,968 
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022   13,247    12,650,885 
International Automotive Components Group SA (Luxembourg)†(b)   9.125%  6/1/2018   5,108    5,076,075 
MPG Holdco I, Inc.   7.375%  10/15/2022   10,013    10,369,663 
Nemak SA de CV (Mexico)†(b)   5.50%  2/28/2023   5,299    5,563,950 
Nexteer Automotive Group Ltd.   5.875%  11/15/2021   6,397    6,844,790 
TI Group Automotive Systems LLC   8.75%  7/15/2023   12,550    13,146,125 
Total                58,048,456 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automakers 0.00%                  
                   
General Motors Corp.(f)   7.20%  (e) $8,500   $850 
                   
Banking 2.26%                  
                   
Banco de Galicia y Buenos Aires SA (Argentina)†(b)   8.25%#  7/19/2026   6,280    6,860,900 
BankUnited, Inc.   4.875%  11/17/2025   9,693    10,100,193 
CIT Group, Inc.   5.375%  5/15/2020   6,694    7,170,947 
CIT Group, Inc.   6.00%  4/1/2036   2,695    2,641,100 
Intesa Sanpaolo SpA (Italy)†(b)   5.71%  1/15/2026   14,311    14,055,019 
Intesa Sanpaolo SpA (Italy)†(b)   7.70%#  (e)  8,400    7,801,584 
Lloyds Bank plc (United Kingdom)†(b)   12.00%#  (e)  6,252    8,604,315 
National Savings Bank (Sri Lanka)†(b)   5.15%  9/10/2019   3,558    3,580,415 
National Savings Bank (Sri Lanka)†(b)   8.875%  9/18/2018   6,050    6,540,655 
Popular, Inc.   7.00%  7/1/2019   16,552    17,172,700 
Royal Bank of Scotland Group plc (United Kingdom)(b)   5.125%  5/28/2024   8,779    8,902,319 
Royal Bank of Scotland Group plc (United Kingdom)(b)   6.00%  12/19/2023   3,371    3,573,149 
Royal Bank of Scotland Group plc (United Kingdom)(b)   6.10%  6/10/2023   4,731    5,033,481 
Royal Bank of Scotland Group plc (United Kingdom)(b)   7.50%#  (e)  11,321    10,754,950 
Royal Bank of Scotland Group plc (United Kingdom)(b)   8.625%#  (e)  7,700    7,863,625 
Standard Chartered plc (United Kingdom)†(b)   7.50%#  (e)  8,150    8,162,225 
Texas Capital Bank NA   5.25%  1/31/2026   2,690    2,587,646 
Washington Mutual Bank(g)   6.875%  6/15/2011   10,000    1,000 
Total                131,406,223 
                   
Beverages 0.40%                  
                   
Central American Bottling Corp. (Guatemala)†(b)   6.75%  2/9/2022   5,440    5,671,200 
Constellation Brands, Inc.   6.00%  5/1/2022   15,060    17,544,900 
Total                23,216,100 
                   
Building & Construction 1.64%                  
                   
Ashton Woods USA LLC/Ashton Woods Finance Co.   6.875%  2/15/2021   11,877    11,401,920 
Brookfield Residential Properties, Inc. (Canada)†(b)   6.50%  12/15/2020   8,554    8,832,005 
K. Hovnanian Enterprises, Inc.   7.25%  10/15/2020   9,312    8,380,800 
Lennar Corp.   4.75%  11/15/2022   9,171    9,698,332 
Lennar Corp.   4.75%  5/30/2025   3,564    3,715,470 
PulteGroup, Inc.   5.00%  1/15/2027   10,664    10,957,260 
PulteGroup, Inc.   5.50%  3/1/2026   8,017    8,618,275 
PulteGroup, Inc.   6.375%  5/15/2033   6,091    6,441,233 
WCI Communities, Inc.   6.875%  8/15/2021   8,875    9,274,375 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Building & Construction (continued)                  
                   
William Lyon Homes, Inc.   7.00%  8/15/2022  $5,033   $5,221,738 
William Lyon Homes, Inc.   8.50%  11/15/2020   12,182    12,882,465 
Total                95,423,873 
                   
Building Materials 3.24%                  
                   
Allegion plc (Ireland)(b)   5.875%  9/15/2023   4,922    5,340,370 
American Builders & Contractors Supply Co., Inc.   5.75%  12/15/2023   5,614    5,950,840 
Associated Asphalt Partners LLC/Road Holdings III LLC/Associated Asphalt Finance   8.50%  2/15/2018   4,452    4,518,780 
Beacon Roofing Supply, Inc.   6.375%  10/1/2023   4,735    5,113,800 
Builders FirstSource, Inc.   5.625%  9/1/2024   4,568    4,670,780 
Builders FirstSource, Inc.   10.75%  8/15/2023   7,238    8,251,320 
Cemex Finance LLC   6.00%  4/1/2024   6,139    6,491,992 
Cemex SAB de CV (Mexico)†(b)   7.75%  4/16/2026   9,250    10,498,750 
CPG Merger Sub LLC   8.00%  10/1/2021   13,070    13,396,750 
FBM Finance, Inc.   8.25%  8/15/2021   6,094    6,413,935 
Gibraltar Industries, Inc.   6.25%  2/1/2021   3,948    4,105,920 
HD Supply, Inc.   5.75%  4/15/2024   4,477    4,779,198 
Hillman Group, Inc. (The)   6.375%  7/15/2022   11,913    11,138,655 
James Hardie International Finance Ltd. (Ireland)†(b)   5.875%  2/15/2023   13,475    14,115,062 
Masonite International Corp.   5.625%  3/15/2023   4,402    4,688,130 
NCI Building Systems, Inc.   8.25%  1/15/2023   6,374    7,011,400 
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   5,573    5,559,068 
Ply Gem Industries, Inc.    6.50%  2/1/2022   5,353    5,508,291 
Standard Industries, Inc.   5.375%  11/15/2024   17,138    18,316,237 
Standard Industries, Inc.   5.50%  2/15/2023   7,009    7,473,346 
Standard Industries, Inc.   6.00%  10/15/2025   2,775    3,055,969 
Summit Materials LLC/Summit Materials Finance Corp.   6.125%  7/15/2023   4,399    4,486,980 
U.S. Concrete, Inc.   6.375%  6/1/2024   9,454    9,879,430 
USG Corp.   5.50%  3/1/2025   6,206    6,756,782 
WESCO Distribution, Inc.   5.375%  6/15/2024   10,494    10,756,350 
Total                188,278,135 
                   
Cable & Satellite Television 5.18%                  
                   
Altice Financing SA (Luxembourg)†(b)   6.625%  2/15/2023   15,200    15,884,000 
Altice Financing SA (Luxembourg)†(b)   7.50%  5/15/2026   4,492    4,739,060 
Altice Finco SA (Luxembourg)†(b)   8.125%  1/15/2024   4,465    4,699,412 
Block Communications, Inc.   7.25%  2/1/2020   5,145    5,325,075 
Cable One, Inc.   5.75%  6/15/2022   4,786    5,049,230 
Cablevision SA (Argentina)†(b)   6.50%  6/15/2021   6,445    6,735,025 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Cable & Satellite Television (continued)                  
                   
Cablevision Systems Corp.   5.875%  9/15/2022  $15,270   $14,430,150 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.125%  5/1/2023   7,122    7,511,502 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.875%  4/1/2024   28,640    30,931,200 
Cogeco Communications, Inc. (Canada)†(b)   4.875%  5/1/2020   5,100    5,316,750 
CSC Holdings LLC   10.875%  10/15/2025   74,538    87,582,150 
DISH DBS Corp.   7.75%  7/1/2026   9,025    9,652,147 
Mediacom LLC/Mediacom Capital Corp.   7.25%  2/15/2022   4,308    4,528,785 
Midcontinent Communications & Midcontinent Finance Corp.   6.875%  8/15/2023   12,423    13,168,380 
RCN Telecom Services LLC/RCN Capital Corp.   8.50%  8/15/2020   5,543    5,931,010 
SFR Group SA (France)†(b)   6.00%  5/15/2022   22,228    22,800,371 
Unitymedia GmbH (Germany)†(b)   6.125%  1/15/2025   1,891    2,037,553 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(b)   5.00%  1/15/2025   12,812    13,420,570 
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH (Germany)†(b)   5.50%  1/15/2023   5,683    6,002,669 
UPCB Finance IV Ltd.   5.375%  1/15/2025   10,500    10,841,250 
Virgin Media Finance plc (United Kingdom)†(b)   6.00%  10/15/2024   7,095    7,423,144 
VTR Finance BV (Netherlands)†(b)   6.875%  1/15/2024   13,590    14,299,398 
Wave Holdco LLC/Wave Holdco Corp. PIK   8.25%  7/15/2019   2,367    2,365,413 
Total                300,674,244 
                   
Chemicals 2.65%                  
                   
Ashland, Inc.   6.875%  5/15/2043   10,508    11,401,180 
Blue Cube Spinco, Inc.   10.00%  10/15/2025   16,416    19,576,080 
Braskem Finance Ltd.   5.375%  5/2/2022   6,370    6,583,395 
Braskem Finance Ltd.   5.75%  4/15/2021   2,800    2,947,000 
Braskem Finance Ltd.   6.45%  2/3/2024   7,965    8,721,675 
Chemours Co. (The)   7.00%  5/15/2025   9,521    9,158,012 
Chemtura Corp.   5.75%  7/15/2021   9,560    9,990,200 
GCP Applied Technologies, Inc.   9.50%  2/1/2023   4,965    5,697,337 
Grupo Idesa SA de CV (Mexico)†(b)   7.875%  12/18/2020   8,760    9,110,400 
Hexion, Inc.   6.625%  4/15/2020   10,720    9,346,554 
Hexion, Inc.   8.875%  2/1/2018   3,618    3,400,920 
Kraton Polymers LLC/Kraton Polymers Capital Corp.   10.50%  4/15/2023   5,815    6,512,800 
Momentive Performance Materials, Inc.   3.88%  10/24/2021   11,351    9,437,789 
Momentive Performance Materials, Inc.(g)   10.00%  10/15/2020   3,105    311 
NOVA Chemicals Corp. (Canada)†(b)   5.25%  8/1/2023   9,900    10,308,375 
Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. (Luxembourg)†(b)   6.75%  5/1/2022   10,995    11,627,212 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals (continued)                  
                   
Tronox Finance LLC   6.375%  8/15/2020  $16,037   $14,593,670 
Valvoline, Inc.   5.50%  7/15/2024   2,253    2,370,156 
WR Grace & Co-Conn   5.125%  10/1/2021   3,115    3,325,262 
Total                154,108,328 
                   
Consumer/Commercial/Lease Financing 1.29%                  
                   
National Financial Partners Corp.   9.00%  7/15/2021   16,840    17,450,450 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021   11,711    11,213,282 
Navient Corp.   5.875%  3/25/2021   41,244    41,965,770 
Navient Corp.   6.625%  7/26/2021   4,354    4,500,948 
Total                75,130,450 
                   
Department Stores 0.21%                  
                   
JC Penney Corp., Inc.   5.65%  6/1/2020   5,680    5,680,000 
JC Penney Corp., Inc.   5.875%  7/1/2023   6,029    6,305,731 
Total                11,985,731 
                   
Discount Stores 0.07%                  
                   
Dollar Tree, Inc.   5.75%  3/1/2023   3,738    4,041,713 
                   
Diversified Capital Goods 1.03%                  
                   
Accudyne Industries Borrower/Accudyne Industries LLC (Luxembourg)†(b)   7.75%  12/15/2020   5,740    4,462,850 
Apex Tool Group LLC   7.00%  2/1/2021   6,679    6,345,050 
Belden, Inc.   5.50%  9/1/2022   5,800    6,075,500 
General Cable Corp.   5.75%  10/1/2022   10,576    10,096,696 
Griffon Corp.   5.25%  3/1/2022   6,425    6,481,219 
NANA Development Corp.   9.50%  3/15/2019   8,431    7,482,512 
SPX FLOW, Inc.   5.625%  8/15/2024   5,742    5,914,260 
SPX FLOW, Inc.   5.875%  8/15/2026   4,567    4,726,845 
Titan International, Inc.   6.875%  10/1/2020   3,764    3,566,390 
Unifrax I LLC/Unifrax Holding Co.   7.50%  2/15/2019   5,042    4,563,010 
Total                59,714,332 
                   
Electric: Generation 0.86%                  
                   
Elwood Energy LLC   8.159%  7/5/2026   8,177    9,035,323 
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.†(g)   10.00%  12/1/2020   15,040    526,400 
Illinois Power Generating Co.   7.00%  4/15/2018   9,278    3,711,200 
Illinois Power Generating Co.   7.95%  6/1/2032   5,926    2,370,400 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Generation (continued)                  
                   
NSG Holdings LLC/NSG Holdings, Inc.   7.75%  12/15/2025  $8,787   $9,445,732 
Red Oak Power LLC   8.54%  11/30/2019   3,722    3,740,187 
Red Oak Power LLC   9.20%  11/30/2029   3,400    3,536,000 
Talen Energy Supply LLC   6.50%  6/1/2025   6,880    5,933,175 
TerraForm Power Operating LLC   5.875%  2/1/2023   11,283    11,424,038 
Total                49,722,455 
                   
Electric: Integrated 0.26%                  
                   
AES Corp.   5.50%  4/15/2025   3,059    3,152,116 
AES Corp.   7.375%  7/1/2021   1,960    2,258,900 
Emera, Inc. (Canada)(b)   6.75%#  6/15/2076   8,800    9,532,538 
Total                14,943,554 
                   
Electronics 1.46%                  
                   
Advanced Micro Devices, Inc.   7.50%  8/15/2022   13,924    13,575,900 
Micron Technology, Inc.   5.25%  8/1/2023   4,190    4,074,775 
Micron Technology, Inc.   7.50%  9/15/2023   15,321    16,929,705 
NXP BV/NXP Funding LLC (Netherlands)†(b)   4.625%  6/1/2023   10,373    10,969,447 
NXP BV/NXP Funding LLC (Netherlands)†(b)   5.75%  3/15/2023   6,230    6,647,348 
Qorvo, Inc.   7.00%  12/1/2025   18,614    20,708,075 
Sensata Technologies BV (Netherlands)†(b)   5.625%  11/1/2024   10,961    11,659,764 
Total                84,565,014 
                   
Energy: Exploration & Production 8.54%                  
                   
Afren plc (United Kingdom)†(b)(g)   6.625%  12/9/2020   4,806    18,503 
Afren plc (United Kingdom)†(b)(g)   10.25%  4/8/2019   3,367    12,962 
Afren plc (United Kingdom)†(b)(g)   11.50%  2/1/2016   4,294    16,531 
Bill Barrett Corp.   7.00%  10/15/2022   8,607    6,326,145 
Bonanza Creek Energy, Inc.   6.75%  4/15/2021   14,908    6,857,680 
Carrizo Oil & Gas, Inc.   6.25%  4/15/2023   12,757    12,661,322 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020   5,447    5,610,410 
Chaparral Energy, Inc.(g)   7.625%  11/15/2022   4,559    2,894,965 
Chaparral Energy, Inc.(g)   8.25%  9/1/2021   5,506    3,496,310 
Chesapeake Energy Corp.   6.50%  8/15/2017   6,818    6,903,225 
Chesapeake Energy Corp.   6.625%  8/15/2020   9,834    8,801,430 
Chesapeake Energy Corp.   7.25%  12/15/2018   1,227    1,223,933 
Clayton Williams Energy, Inc.   7.75%  4/1/2019   6,201    5,859,945 
Concho Resources, Inc.   5.50%  4/1/2023   16,359    16,972,462 
CONSOL Energy, Inc.   5.875%  4/15/2022   2,482    2,258,620 
CONSOL Energy, Inc.   8.00%  4/1/2023   6,574    6,442,520 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                  
                   
Continental Resources, Inc.   5.00%  9/15/2022  $11,611   $11,291,697 
Continental Resources,Inc.   3.80%  6/1/2024   14,200    12,886,500 
CrownRock LP/CrownRock Finance, Inc.   7.125%  4/15/2021   11,850    12,383,250 
CrownRock LP/CrownRock Finance, Inc.   7.75%  2/15/2023   1,850    1,974,875 
Denbury Resources, Inc.   4.625%  7/15/2023   1,928    1,253,200 
Denbury Resources, Inc.   5.50%  5/1/2022   18,159    12,529,710 
Eclipse Resources Corp.   8.875%  7/15/2023   6,591    6,129,630 
Energen Corp.   4.625%  9/1/2021   8,925    8,846,906 
Gulfport Energy Corp.   6.625%  5/1/2023   2,363    2,439,798 
Gulfport Energy Corp.   7.75%  11/1/2020   9,343    9,763,435 
Hilcorp Energy I LP/Hilcorp Finance Co.   5.00%  12/1/2024   18,961    18,486,975 
Jones Energy Holdings LLC/Jones Energy Finance Corp.   6.75%  4/1/2022   13,442    11,627,330 
Kosmos Energy Ltd.   7.875%  8/1/2021   21,561    20,806,365 
Matador Resources Co.   6.875%  4/15/2023   6,901    7,159,788 
MEG Energy Corp. (Canada)†(b)   7.00%  3/31/2024   37,225    30,152,250 
Memorial Resource Development Corp.   5.875%  7/1/2022   5,970    6,044,625 
Murphy Oil Corp.   6.875%  8/15/2024   5,769    6,040,258 
Newfield Exploration Co.   5.75%  1/30/2022   6,239    6,504,158 
Oasis Petroleum, Inc.   6.875%  3/15/2022   9,997    9,347,195 
Parsley Energy LLC/Parsley Finance Corp.   6.25%  6/1/2024   6,049    6,275,838 
Parsley Energy LLC/Parsley Finance Corp.   7.50%  2/15/2022   9,713    10,295,780 
PDC Energy, Inc.   7.75%  10/15/2022   7,367    7,772,185 
Permian Resources LLC   13.00%  11/30/2020   7,706    8,852,267 
Permian Resources LLC/AEPB Finance Corp.   8.00%  6/15/2020   3,275    3,242,250 
Petrobras Argentina SA (Argentina)†(b)   7.375%  7/21/2023   6,104    6,271,860 
QEP Resources, Inc.   6.875%  3/1/2021   4,929    5,177,915 
Range Resources Corp.   4.875%  5/15/2025   16,536    16,039,920 
Rice Energy, Inc.   6.25%  5/1/2022   10,129    10,432,870 
RSP Permian, Inc.   6.625%  10/1/2022   12,059    12,601,655 
Sanchez Energy Corp.   6.125%  1/15/2023   9,883    7,856,985 
Sanchez Energy Corp.   7.75%  6/15/2021   2,777    2,429,875 
Seven Generations Energy Ltd. (Canada)†(b)   6.75%  5/1/2023   20,459    21,021,622 
Seven Generations Energy Ltd. (Canada)†(b)   6.875%  6/30/2023   5,634    5,746,680 
Seven Generations Energy Ltd. (Canada)†(b)   8.25%  5/15/2020   21,041    22,487,569 
SM Energy Co.   5.625%  6/1/2025   4,475    4,206,500 
SM Energy Co.   6.125%  11/15/2022   50    48,875 
SM Energy Co.   6.50%  11/15/2021   12,216    12,154,920 
Southwestern Energy Co.   6.70%  1/23/2025   10,500    10,841,250 
Tullow Oil plc (United Kingdom)†(b)   6.00%  11/1/2020   6,393    5,609,858 
WPX Energy, Inc.   5.25%  9/15/2024   10,397    9,643,217 
WPX Energy, Inc.   6.00%  1/15/2022   12,275    11,998,812 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Energy: Exploration & Production (continued)                  
                   
YPF SA (Argentina)†(b)   8.50%  3/23/2021  $4,960   $5,369,200 
YPF SA (Argentina)†(b)   8.50%  7/28/2025   7,059    7,594,778 
Total                495,997,589 
                   
Food & Drug Retailers 0.94%                  
                   
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC   5.75%  3/15/2025   5,539    5,746,712 
BI-LO LLC/BI-LO Finance Corp.   9.25%  2/15/2019   5,005    4,316,813 
Ingles Markets, Inc.   5.75%  6/15/2023   4,584    4,793,260 
New Albertson’s, Inc.   7.45%  8/1/2029   7,386    7,312,140 
New Albertson’s, Inc.   7.75%  6/15/2026   4,098    4,159,470 
New Albertson’s, Inc.   8.00%  5/1/2031   3,850    3,927,000 
Rite Aid Corp.   7.70%  2/15/2027   4,760    6,069,000 
SMU SA (Chile)†(b)   7.75%  2/8/2020   6,448    6,190,080 
Tops Holding LLC/Top Markets II Corp.   8.00%  6/15/2022   13,115    11,836,287 
Total                54,350,762 
                   
Food: Wholesale 2.02%                  
                   
Arcor SAIC (Argentina)†(b)   6.00%  7/6/2023   5,934    6,384,984 
Bumble Bee Holdco SCA PIK (Luxembourg)†(b)   9.625%  3/15/2018   5,231    5,224,461 
Cosan Luxembourg SA (Luxembourg)†(b)   7.00%  1/20/2027   6,575    6,961,281 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(b)   5.625%  8/15/2026   4,090    4,238,263 
Hearthside Group Holdings LLC/Hearthside Finance Co.   6.50%  5/1/2022   12,247    11,848,972 
JBS USA LLC/JBS USA Finance, Inc.   5.875%  7/15/2024   7,377    7,653,638 
KeHE Distributors LLC/KeHE Finance Corp.   7.625%  8/15/2021   10,417    10,390,957 
Land O’Lakes, Inc.   6.00%  11/15/2022   5,997    6,536,730 
Marfrig Holdings Europe BV (Netherlands)†(b)   8.00%  6/8/2023   8,590    8,944,337 
Performance Food Group, Inc.   5.50%  6/1/2024   4,893    5,088,720 
Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp.   4.875%  5/1/2021   5,919    6,140,963 
Post Holdings, Inc.   7.75%  3/15/2024   7,071    7,893,004 
Post Holdings, Inc.   8.00%  7/15/2025   3,342    3,834,945 
Southern States Cooperative, Inc.   10.00%  8/15/2021   6,046    5,003,065 
Tonon Luxembourg SA (Luxembourg)†(b)(g)   10.50%  5/14/2024   6,225    2,645,625 
TreeHouse Foods, Inc.   6.00%  2/15/2024   5,721    6,250,193 
WhiteWave Foods Co. (The)   5.375%  10/1/2022   10,725    12,146,062 
Total                117,186,200 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Forestry/Paper 0.64%                  
                   
Boise Cascade Co.   5.625%  9/1/2024  $8,926   $9,149,150 
Millar Western Forest Products Ltd. (Canada)(b)   8.50%  4/1/2021   4,091    2,086,410 
Neenah Paper, Inc.   5.25%  5/15/2021   7,386    7,524,488 
Norbord, Inc. (Canada)†(b)   6.25%  4/15/2023   11,575    12,356,312 
Suzano Austria GmbH (Austria)†(b)   5.75%  7/14/2026   5,988    6,137,700 
Total                37,254,060 
                   
Gaming 4.02%                  
                   
Boyd Gaming Corp.   6.875%  5/15/2023   7,965    8,642,025 
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc.   11.00%  10/1/2021   22,596    23,415,105 
Caesar’s Growth Properties Holdings LLC/Caesar’s Growth Properties Finance, Inc.   9.375%  5/1/2022   10,648    10,781,100 
CCM Merger, Inc.   9.125%  5/1/2019   3,679    3,859,013 
Churchill Downs, Inc.   5.375%  12/15/2021   4,878    5,097,510 
Churchill Downs, Inc.   5.375%  12/15/2021   5,173    5,405,785 
Eldorado Resorts, Inc.   7.00%  8/1/2023   8,833    9,362,980 
GLP Capital LP/GLP Financing II, Inc.   5.375%  4/15/2026   4,415    4,834,425 
Greektown Holdings LLC/Greektown Mothership Corp.   8.875%  3/15/2019   6,044    6,406,640 
International Game Technology plc   6.50%  2/15/2025   7,572    8,245,908 
MCE Finance Ltd. (Hong Kong)†(b)   5.00%  2/15/2021   5,665    5,734,498 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024   3,109    3,381,038 
MGM Resorts International   6.00%  3/15/2023   27,581    30,010,886 
MGM Resorts International   7.75%  3/15/2022   3,949    4,600,585 
Mohegan Tribal Gaming Authority   9.75%  9/1/2021   16,690    17,962,612 
Penn National Gaming, Inc.   5.875%  11/1/2021   9,828    10,270,260 
Pinnacle Entertainment, Inc.   5.625%  5/1/2024   5,075    5,189,188 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   6.125%  8/15/2021   7,716    7,966,770 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018   5,595    5,790,825 
Scientific Games International, Inc.   10.00%  12/1/2022   10,390    9,662,700 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021   10,754    11,829,400 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   13,408    13,508,560 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   5.50%  3/1/2025   10,355    10,497,381 
Wynn Macau Ltd. (Macau)†(b)   5.25%  10/15/2021   10,665    10,851,638 
Total                233,306,832 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Gas Distribution 3.70%                  
                   
Blue Racer Midstream LLC/Blue Racer Finance Corp.   6.125%  11/15/2022  $6,135   $5,935,612 
Cheniere Corpus Christi Holdings LLC   7.00%  6/30/2024   5,948    6,394,100 
Enable Oklahoma Intrastate Transmission LLC   6.25%  3/15/2020   6,559    6,983,118 
Energy Transfer Equity LP   5.50%  6/1/2027   10,571    10,650,282 
Energy Transfer Equity LP   5.875%  1/15/2024   5,856    6,031,680 
Genesis Energy LP/Genesis Energy Finance Corp.   5.625%  6/15/2024   5,985    5,790,488 
Genesis Energy LP/Genesis Energy Finance Corp.   6.75%  8/1/2022   6,464    6,625,600 
Holly Energy Partners LP/Holly Energy Finance Corp.   6.00%  8/1/2024   4,202    4,307,050 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   4,700    5,296,195 
LBC Tank Terminals Holding Netherlands BV (Belgium)†(b)   6.875%  5/15/2023   6,105    6,074,475 
MPLX LP   4.50%  7/15/2023   8,030    8,122,208 
MPLX LP   5.50%  2/15/2023   3,446    3,579,081 
ONEOK, Inc.   4.25%  2/1/2022   6,500    6,321,250 
PBF Logistics LP/PBF Logistics Finance Corp.   6.875%  5/15/2023   2,598    2,526,555 
Rockies Express Pipeline LLC   5.625%  4/15/2020   10,597    11,140,096 
Rockies Express Pipeline LLC   6.875%  4/15/2040   13,093    13,289,395 
Sabine Pass Liquefaction LLC   5.75%  5/15/2024   28,648    30,581,740 
Sabine Pass Liquefaction LLC   6.25%  3/15/2022   22,506    24,193,950 
Southern Star Central Corp.   5.125%  7/15/2022   10,846    10,927,345 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   5.50%  10/15/2019   1,800    1,926,000 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021   8,826    9,261,784 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.25%  10/15/2022   5,080    5,402,580 
Williams Cos, Inc. (The)   5.75%  6/24/2044   761    785,733 
Williams Cos., Inc. (The)   4.55%  6/24/2024   16,746    17,206,515 
Williams Partners LP/ACMP Finance Corp.   4.875%  5/15/2023   5,375    5,457,845 
Total                214,810,677 
                   
Health Facilities 2.71%                  
                   
Acadia Healthcare Co., Inc.   5.625%  2/15/2023   3,170    3,241,325 
Acadia Healthcare Co., Inc.   6.125%  3/15/2021   5,208    5,442,360 
Acadia Healthcare Co., Inc.   6.50%  3/1/2024   5,637    5,939,989 
Amsurg Corp.   5.625%  7/15/2022   8,360    8,663,050 
HCA, Inc.   5.25%  4/15/2025   5,429    5,829,389 
HCA, Inc.   5.25%  6/15/2026   17,000    18,211,250 
HCA, Inc.   5.875%  3/15/2022   15,361    16,935,502 
HCA, Inc.   7.50%  2/15/2022   2,437    2,784,273 
HCA, Inc.   7.50%  12/15/2023   10,647    11,964,566 
HCA, Inc.   7.69%  6/15/2025   3,765    4,282,688 
HCA, Inc.   8.36%  4/15/2024   12,701    14,955,427 
MEDNAX, Inc.   5.25%  12/1/2023   4,218    4,449,990 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Facilities (continued)                  
                   
MPT Operating Partnership LP/MPT Finance Corp.   5.25%  8/1/2026  $6,756   $7,195,140 
Surgery Center Holdings, Inc.   8.875%  4/15/2021   5,230    5,596,100 
Surgical Care Affiliates, Inc.   6.00%  4/1/2023   9,881    10,424,455 
Tenet Healthcare Corp.   6.00%  10/1/2020   6,950    7,358,313 
Tenet Healthcare Corp.   6.75%  6/15/2023   14,766    14,083,072 
Tenet Healthcare Corp.   8.125%  4/1/2022   10,045    10,220,787 
Total                157,577,676 
                   
Health Services 0.28%                  
                   
Air Medical Merger Sub Corp.   6.375%  5/15/2023   6,781    6,662,333 
DaVita HealthCare Partners, Inc.   5.125%  7/15/2024   9,440    9,764,500 
Total                16,426,833 
                   
Hotels 0.36%                  
                   
Carlson Travel Holdings, Inc. PIK   7.50%  8/15/2019   7,488    7,488,000 
Hilton Escrow Issuer LLC/Hilton Escrow Issuer Corp.   4.25%  9/1/2024   7,611    7,796,518 
Playa Resorts Holding BV (Netherlands)†(b)   8.00%  8/15/2020   5,349    5,522,843 
Total                20,807,361 
                   
Insurance Brokerage 0.22%                  
                   
HUB International Ltd.   9.25%  2/15/2021   3,556    3,769,360 
Wayne Merger Sub LLC   8.25%  8/1/2023   8,577    8,886,844 
Total                12,656,204 
                   
Integrated Energy 0.47%                  
                   
Cenovus Energy, Inc. (Canada)(b)   5.20%  9/15/2043   10,216    9,013,189 
Cenovus Energy, Inc. (Canada)(b)   6.75%  11/15/2039   16,125    17,269,004 
Indo Energy Finance II BV (Netherlands)†(b)   6.375%  1/24/2023   1,358    943,633 
Total                27,225,826 
                   
Life Insurance 0.14%                  
                   
CNO Financial Group, Inc.   5.25%  5/30/2025   7,993    7,973,018 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery 0.54%                  
                   
ATS Automation Tooling Systems, Inc. (Canada)†(b)   6.50%  6/15/2023  $4,916   $5,026,610 
Gardner Denver, Inc.   6.875%  8/15/2021   11,375    10,550,313 
Manitowoc Foodservice, Inc.   9.50%  2/15/2024   7,122    8,083,470 
Milacron LLC/Mcron Finance Corp.   7.75%  2/15/2021   7,273    7,636,650 
Total                31,297,043 
                   
Managed Care 0.50%                  
                   
Centene Corp.   5.625%  2/15/2021   4,027    4,293,789 
Centene Corp.   6.125%  2/15/2024   14,795    16,163,537 
MPH Acquisition Holdings LLC   7.125%  6/1/2024   7,894    8,505,785 
Total                28,963,111 
                   
Media: Content 2.19%                  
                   
AMC Networks, Inc.   4.75%  12/15/2022   29,192    30,177,230 
Belo Corp.   7.25%  9/15/2027   7,195    7,734,625 
EMI Music Publishing Group North America Holdings, Inc.   7.625%  6/15/2024   7,438    8,144,610 
Gray Television, Inc.   5.875%  7/15/2026   7,806    8,157,270 
iHeartCommunications, Inc.   9.00%  3/1/2021   21,750    16,394,062 
Netflix, Inc.   5.875%  2/15/2025   25,203    27,471,270 
Sinclair Television Group, Inc.   5.625%  8/1/2024   3,835    4,004,124 
Sirius XM Radio, Inc.   6.00%  7/15/2024   4,333    4,663,391 
Townsquare Media, Inc.   6.50%  4/1/2023   10,533    10,651,496 
Univision Communications, Inc.   5.125%  2/15/2025   9,060    9,501,675 
Total                126,899,753 
                   
Medical Products 1.21%                  
                   
Crimson Merger Sub, Inc.   6.625%  5/15/2022   6,016    5,399,360 
Fresenius Medical Care US Finance II, Inc.   4.75%  10/15/2024   2,700    2,902,500 
Fresenius Medical Care US Finance II, Inc.   5.875%  1/31/2022   21,736    24,833,380 
Grifols Worldwide Operations Ltd. (Ireland)(b)   5.25%  4/1/2022   4,371    4,589,550 
Hill-Rom Holdings, Inc.   5.75%  9/1/2023   5,968    6,296,240 
Hologic, Inc.   5.25%  7/15/2022   4,341    4,634,018 
Kinetic Concepts, Inc./KCI USA, Inc.   7.875%  2/15/2021   5,536    5,992,720 
Kinetic Concepts, Inc./KCI USA, Inc.   10.50%  11/1/2018   4,232    4,369,540 
Sterigenics-Nordion Holdings LLC   6.50%  5/15/2023   4,959    5,194,949 
Teleflex, Inc.   4.875%  6/1/2026   5,946    6,213,570 
Total                70,425,827 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals/Mining (Excluding Steel) 5.64%                  
                   
Alamos Gold, Inc. (Canada)†(b)   7.75%  4/1/2020  $7,348   $7,715,400 
Aleris International, Inc.   7.875%  11/1/2020   5,161    5,341,635 
Aleris International, Inc.   9.50%  4/1/2021   10,898    11,987,800 
Anglo American Capital plc (United Kingdom)†(b)   3.625%  5/14/2020   8,578    8,535,110 
Anglo American Capital plc (United Kingdom)†(b)   4.875%  5/14/2025   1,091    1,099,183 
Anglo American Capital plc (United Kingdom)†(b)   9.375%  4/8/2019   6,263    7,218,108 
Cia Minera Milpo SAA (Peru)†(b)   4.625%  3/28/2023   4,544    4,538,320 
Coeur Mining, Inc.   7.875%  2/1/2021   14,537    14,427,972 
Compass Minerals International, Inc.   4.875%  7/15/2024   7,990    7,680,387 
Eldorado Gold Corp. (Canada)†(b)   6.125%  12/15/2020   5,955    6,098,635 
FMG Resources (August 2006) Pty Ltd. (Australia)†(b)   6.875%  4/1/2022   5,396    5,584,860 
FMG Resources (August 2006) Pty Ltd. (Australia)†(b)   9.75%  3/1/2022   11,820    13,711,200 
Freeport-McMoRan, Inc.   3.55%  3/1/2022   28,889    25,350,097 
Freeport-McMoRan, Inc.   3.875%  3/15/2023   24,467    21,102,787 
Glencore Finance Canada Ltd. (Canada)†(b)   4.25%  10/25/2022   12,762    12,874,956 
Glencore Funding LLC   4.125%  5/30/2023   7,165    7,121,623 
GrafTech International Ltd.   6.375%  11/15/2020   8,265    6,426,038 
Hecla Mining Co.   6.875%  5/1/2021   8,926    9,037,575 
Imperial Metals Corp. (Canada)†(b)   7.00%  3/15/2019   9,089    8,543,660 
Kaiser Aluminum Corp.   5.875%  5/15/2024   7,069    7,510,812 
Kinross Gold Corp. (Canada)(b)   5.125%  9/1/2021   6,200    6,432,500 
Kinross Gold Corp. (Canada)(b)   5.95%  3/15/2024   15,696    16,323,840 
Kissner Milling Co. Ltd. (Canada)†(b)   7.25%  6/1/2019   2,685    2,778,975 
Lundin Mining Corp. (Canada)†(b)   7.875%  11/1/2022   14,208    15,273,600 
Mirabela Nickel Ltd. (Australia)(b)   1.00%  9/10/2044   51    5 
New Gold, Inc. (Canada)†(b)   6.25%  11/15/2022   10,465    10,857,437 
Novelis Corp.   6.25%  8/15/2024   6,796    7,101,820 
Petra Diamonds US Treasury plc (United Kingdom)†(b)   8.25%  5/31/2020   5,845    5,888,838 
Rain CII Carbon LLC/CII Carbon Corp.   8.00%  12/1/2018   6,680    6,496,300 
Teck Resources Ltd. (Canada)(b)   3.00%  3/1/2019   3,474    3,387,150 
Teck Resources Ltd. (Canada)(b)   4.75%  1/15/2022   32,580    30,635,300 
Teck Resources Ltd. (Canada)†(b)   8.50%  6/1/2024   6,856    7,730,140 
Thompson Creek Metals Co., Inc.   7.375%  6/1/2018   5,295    5,149,388 
Vale Overseas Ltd. (Brazil)(b)   6.25%  8/10/2026   7,065    7,329,938 
Volcan Cia Minera SAA (Peru)†(b)   5.375%  2/2/2022   6,128    5,982,460 
Yamana Gold, Inc. (Canada)(b)   4.95%  7/15/2024   3,863    3,943,686 
Total                327,217,535 
                   
Monoline Insurance 0.38%                  
                   
MGIC Investment Corp.   5.75%  8/15/2023   7,425    7,796,250 
Radian Group, Inc.   7.00%  3/15/2021   12,771    14,415,266 
Total                22,211,516 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil Field Equipment & Services 1.69%                  
                   
Forum Energy Technologies, Inc.   6.25%  10/1/2021  $11,549   $11,000,422 
FTS International, Inc.   6.25%  5/1/2022   3,578    1,270,190 
FTS International, Inc.   8.153%#  6/15/2020   7,283    5,935,645 
Nabors Industries, Inc.   4.625%  9/15/2021   11,944    11,397,144 
Oceaneering International, Inc.   4.65%  11/15/2024   10,293    10,329,036 
Precision Drilling Corp. (Canada)(b)   5.25%  11/15/2024   17,461    14,754,545 
Precision Drilling Corp. (Canada)(b)   6.50%  12/15/2021   5,748    5,360,010 
SESI LLC   6.375%  5/1/2019   5,793    5,764,035 
SESI LLC   7.125%  12/15/2021   9,369    9,181,620 
Trinidad Drilling Ltd. (Canada)†(b)   7.875%  1/15/2019   6,125    5,665,625 
Weatherford International Ltd.   4.50%  4/15/2022   10,693    8,928,655 
Weatherford International Ltd.   7.75%  6/15/2021   8,625    8,571,094 
Total                98,158,021 
                   
Oil Refining & Marketing 0.35%                  
                   
Citgo Holding, Inc.   10.75%  2/15/2020   12,616    12,947,170 
Northern Tier Energy LLC/Northern Tier Finance Corp.   7.125%  11/15/2020   7,194    7,355,865 
Total                20,303,035 
                   
Packaging 1.33%                  
                   
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc. (Ireland)†(b)   7.25%  5/15/2024   4,926    5,264,662 
BWAY Holding Co.   9.125%  8/15/2021   4,959    5,095,373 
Consolidated Container Co. LLC/Consolidated Container Capital, Inc.   10.125%  7/15/2020   4,870    4,985,663 
Coveris Holdings SA (Luxembourg)†(b)   7.875%  11/1/2019   9,775    10,019,375 
Graphic Packaging International, Inc.   4.875%  11/15/2022   3,938    4,159,513 
Pactiv LLC   7.95%  12/15/2025   9,375    10,265,625 
PaperWorks Industries, Inc.   9.50%  8/15/2019   8,118    7,712,100 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   7.00%  7/15/2024   6,044    6,485,967 
Sealed Air Corp.   4.875%  12/1/2022   3,724    3,924,165 
Sealed Air Corp.   5.125%  12/1/2024   5,987    6,436,025 
Signode Industrial Group Lux SA/Signode Industrial Group US, Inc.   6.375%  5/1/2022   8,237    8,442,925 
Silgan Holdings, Inc.   5.50%  2/1/2022   4,418    4,616,810 
Total                77,408,203 
                   
Personal & Household Products 1.47%                  
                   
Brunswick Corp.   4.625%  5/15/2021   5,696    5,852,640 
Central Garden & Pet Co.   6.125%  11/15/2023   9,889    10,667,759 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Personal & Household Products (continued)                  
                   
Century Intermediate Holding Co. 2 PIK   9.75%  2/15/2019  $7,325   $7,498,969 
FGI Operating Co. LLC/FGI Finance, Inc.   7.875%  5/1/2020   12,487    10,457,863 
Gibson Brands, Inc.   8.875%  8/1/2018   8,095    6,314,100 
Prestige Brands, Inc.   6.375%  3/1/2024   5,338    5,725,005 
Revlon Escrow Corp.   6.25%  8/1/2024   10,339    10,778,407 
Scotts Miracle-Gro Co. (The)   6.00%  10/15/2023   5,918    6,354,453 
Springs Industries, Inc.   6.25%  6/1/2021   10,402    10,883,092 
Vista Outdoor, Inc.   5.875%  10/1/2023   10,017    10,592,977 
Total                85,125,265 
                   
Pharmaceuticals 0.30%                  
                   
AMAG Pharmaceuticals, Inc.   7.875%  9/1/2023   5,795    5,729,806 
Jaguar Holding Co. II/Pharmaceutical Product Development LLC   6.375%  8/1/2023   6,329    6,645,450 
Quintiles Transnational Corp.   4.875%  5/15/2023   4,972    5,195,740 
Total                17,570,996 
                   
Rail 0.54%                  
                   
Florida East Coast Holdings Corp.   6.75%  5/1/2019   11,918    12,335,130 
Florida East Coast Holdings Corp.   9.75%  5/1/2020   10,583    9,524,700 
Watco Cos. LLC/Watco Finance Corp.   6.375%  4/1/2023   9,293    9,362,698 
Total                31,222,528 
                   
Real Estate Investment Trusts 0.66%                  
                   
DuPont Fabros Technology LP   5.625%  6/15/2023   4,895    5,139,750 
Qualitytech LP/QTS Finance Corp.   5.875%  8/1/2022   19,936    20,658,680 
VEREIT Operating Partnership LP   4.60%  2/6/2024   5,873    6,210,698 
VEREIT Operating Partnership LP   4.875%  6/1/2026   5,893    6,371,806 
Total                38,380,934 
                   
Recreation & Travel 0.73%                  
                   
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp.   5.375%  6/1/2024   6,711    7,130,437 
ClubCorp Club Operations, Inc.   8.25%  12/15/2023   5,282    5,612,125 
NCL Corp. Ltd.   4.625%  11/15/2020   6,419    6,520,998 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   8,646    10,483,275 
Six Flags Entertainment Corp.   4.875%  7/31/2024   12,370    12,648,325 
Total                42,395,160 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Restaurants 0.87%                  
                   
Arcos Dorados Holdings, Inc. (Uruguay)†(b)   6.625%  9/27/2023  $4,697   $4,950,638 
Carrols Restaurant Group, Inc.   8.00%  5/1/2022   6,861    7,495,642 
CEC Entertainment, Inc.   8.00%  2/15/2022   11,117    11,172,585 
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC   5.00%  6/1/2024   12,320    12,951,030 
PF Chang’s China Bistro, Inc.   10.25%  6/30/2020   5,655    5,414,663 
Seminole Hard Rock Entertainment, Inc./Seminole Hard Rock International LLC   5.875%  5/15/2021   5,830    5,902,875 
Wendy’s International LLC   7.00%  12/15/2025   2,689    2,729,335 
Total                50,616,768 
                   
Software/Services 1.82%                  
                   
Cengage Learning, Inc.   9.50%  6/15/2024   8,023    8,243,632 
First Data Corp.   5.00%  1/15/2024   3,547    3,622,374 
First Data Corp.   5.75%  1/15/2024   7,067    7,261,343 
First Data Corp.   7.00%  12/1/2023   23,443    24,644,454 
Infinity Acquisition LLC/Infinity Acquisition Finance Corp.   7.25%  8/1/2022   10,906    9,597,280 
MSCI, Inc.   5.75%  8/15/2025   10,670    11,616,962 
PTC, Inc.   6.00%  5/15/2024   9,382    10,167,742 
Solera LLC/Solera Finance, Inc.   10.50%  3/1/2024   9,950    11,069,375 
Sophia LP/Sophia Finance, Inc.   9.00%  9/30/2023   6,529    6,781,999 
VeriSign, Inc.   4.625%  5/1/2023   5,676    5,832,090 
VeriSign, Inc.   5.25%  4/1/2025   6,747    7,067,483 
Total                105,904,734 
                   
Specialty Retail 2.15%                  
                   
Argos Merger Sub, Inc.   7.125%  3/15/2023   12,599    13,276,196 
Claire’s Stores, Inc.   9.00%  3/15/2019   10,266    6,021,009 
CST Brands, Inc.   5.00%  5/1/2023   8,017    8,518,063 
First Cash Financial Services, Inc.   6.75%  4/1/2021   9,788    10,179,520 
Hanesbrands, Inc.   4.625%  5/15/2024   6,881    7,233,651 
Hot Topic, Inc.   9.25%  6/15/2021   9,398    9,985,375 
Jo-Ann Stores Holdings, Inc. PIK   9.75%  10/15/2019   399    381,045 
Jo-Ann Stores LLC   8.125%  3/15/2019   7,850    7,889,250 
L Brands, Inc.   6.875%  11/1/2035   11,121    12,205,297 
Men’s Wearhouse, Inc. (The)   7.00%  7/1/2022   9,885    8,772,938 
Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc.   7.875%  10/1/2022   12,752    13,070,800 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Specialty Retail (continued)                  
                   
Murphy Oil USA, Inc.   6.00%  8/15/2023  $7,432   $7,911,364 
Neiman Marcus Group Ltd. LLC   8.00%  10/15/2021   12,341    10,621,899 
William Carter Co. (The)   5.25%  8/15/2021   8,528    9,029,020 
Total                125,095,427 
                   
Steel Producers/Products 1.88%                  
                   
ArcelorMittal (Luxembourg)(b)   6.125%  6/1/2025   42,746    46,165,680 
BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC (Australia)†(b)   6.50%  5/15/2021   8,832    9,428,160 
Commercial Metals Co.   4.875%  5/15/2023   4,865    4,913,650 
Gerdau Trade, Inc.   4.75%  4/15/2023   2,655    2,588,625 
GTL Trade Finance, Inc.   5.893%  4/29/2024   9,095    9,095,000 
Joseph T Ryerson & Son, Inc.   11.00%  5/15/2022   7,392    8,149,680 
Steel Dynamics, Inc.   5.125%  10/1/2021   7,290    7,618,050 
Steel Dynamics, Inc.   5.50%  10/1/2024   7,027    7,431,052 
U.S. Steel Corp.   8.375%  7/1/2021   7,399    8,064,910 
Zekelman Industries, Inc.   9.875%  6/15/2023   5,421    5,814,023 
Total                109,268,830 
                   
Support: Services 1.74%                  
                   
AECOM   5.875%  10/15/2024   5,866    6,445,268 
Ahern Rentals, Inc.   7.375%  5/15/2023   8,362    5,769,780 
APX Group, Inc.   8.75%  12/1/2020   8,150    7,874,937 
BakerCorp International, Inc.   8.25%  6/1/2019   6,645    5,498,738 
BlueLine Rental Finance Corp.   7.00%  2/1/2019   5,648    4,913,760 
Brand Energy & Infrastructure Services, Inc.   8.50%  12/1/2021   7,548    7,566,870 
Jurassic Holdings III, Inc.   6.875%  2/15/2021   7,869    5,823,060 
Leidos Holdings, Inc.   4.45%  12/1/2020   8,625    8,992,942 
MasTec, Inc.   4.875%  3/15/2023   12,880    12,944,400 
Mobile Mini, Inc.   5.875%  7/1/2024   5,916    6,167,430 
Monitronics International, Inc.   9.125%  4/1/2020   6,575    6,114,750 
NES Rentals Holdings, Inc.   7.875%  5/1/2018   6,510    6,379,800 
Sotheby’s   5.25%  10/1/2022   5,660    5,603,400 
United Rentals North America, Inc.   6.125%  6/15/2023   7,096    7,495,150 
Vander Intermediate Holding II Corp. PIK   9.75%  2/1/2019   6,341    3,424,308 
Total                101,014,593 
                   
Technology Hardware & Equipment 1.15%                  
                   
CDW LLC/CDW Finance Corp.   5.00%  9/1/2023   7,680    7,977,600 
CDW LLC/CDW Finance Corp.   5.50%  12/1/2024   3,076    3,311,929 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Technology Hardware & Equipment (continued)                  
                   
CommScope Technologies Finance LLC   6.00%  6/15/2025  $5,776   $6,158,660 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   5.875%  6/15/2021   13,265    14,031,531 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024   27,527    29,856,941 
Project Homestake Merger Corp.   8.875%  3/1/2023   4,782    5,152,605 
Total                66,489,266 
                   
Telecommunications: Satellite 0.18%                  
                   
Intelsat Luxembourg SA (Luxembourg)(b)   6.75%  6/1/2018   15,829    10,367,995 
                   
Telecommunications: Wireless 2.82%                  
                   
Comcel Trust via Comunicaciones Celulares SA   6.875%  2/6/2024   11,175    11,677,875 
Digicel Group Ltd. (Jamaica)†(b)   7.125%  4/1/2022   6,935    5,652,025 
Digicel Ltd. (Jamaica)†(b)   6.75%  3/1/2023   8,335    7,647,362 
GTH Finance BV (Netherlands)†(b)   7.25%  4/26/2023   9,962    10,769,410 
SBA Communications Corp.   4.875%  7/15/2022   7,916    8,133,690 
T-Mobile USA, Inc.   6.375%  3/1/2025   2,650    2,858,688 
T-Mobile USA, Inc.   6.50%  1/15/2026   29,143    32,002,657 
T-Mobile USA, Inc.   6.50%  1/15/2024   7,272    7,844,670 
T-Mobile USA, Inc.   6.731%  4/28/2022   2,971    3,134,405 
T-Mobile USA, Inc.   6.836%  4/28/2023   29,316    31,551,345 
Telefonica Celular del Paraguay SA (Paraguay)†(b)   6.75%  12/13/2022   6,535    6,812,738 
Wind Acquisition Finance SA (Italy)†(b)   4.75%  7/15/2020   7,250    7,376,875 
Wind Acquisition Finance SA (Italy)†(b)   7.375%  4/23/2021   27,425    28,316,312 
Total                163,778,052 
                   
Telecommunications: Wireline Integrated & Services 3.96%            
                   
Cogent Communications Group, Inc.   5.375%  3/1/2022   9,292    9,617,220 
Columbus Cable Barbados Ltd. (Barbados)†(b)   7.375%  3/30/2021   6,450    6,925,688 
Communications Sales & Leasing, Inc./CSL Capital LLC   6.00%  4/15/2023   2,558    2,666,715 
Communications Sales & Leasing, Inc./CSL Capital LLC   8.25%  10/15/2023   6,750    7,070,625 
Consolidated Communications, Inc.   6.50%  10/1/2022   5,250    5,118,750 
CyrusOne LP/CyrusOne Finance Corp.   6.375%  11/15/2022   2,865    3,058,388 
Equinix, Inc.   5.375%  4/1/2023   4,260    4,526,250 
Equinix, Inc.   5.875%  1/15/2026   32,654    35,653,923 
FairPoint Communications, Inc.   8.75%  8/15/2019   7,601    7,800,526 
Frontier Communications Corp.   6.875%  1/15/2025   6,296    5,674,270 
Frontier Communications Corp.   9.25%  7/1/2021   11,025    11,975,906 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications: Wireline Integrated & Services (continued)       
                   
Frontier Communications Corp.   10.50%  9/15/2022  $29,701   $32,429,779 
Frontier Communications Corp.   11.00%  9/15/2025   28,821    31,234,759 
GCI, Inc.   6.875%  4/15/2025   15,021    15,546,735 
Sable International Finance Ltd.   6.875%  8/1/2022   9,375    9,750,000 
Telecom Italia SpA (Italy)†(b)   5.303%  5/30/2024   11,560    11,950,150 
Windstream Services LLC   7.75%  10/15/2020   21,412    21,947,300 
Zayo Group LLC/Zayo Capital, Inc.   6.00%  4/1/2023   6,563    6,858,335 
Total                229,805,319 
                   
Theaters & Entertainment 0.24%                  
                   
Carmike Cinemas, Inc.   6.00%  6/15/2023   5,723    6,037,765 
Cinemark USA, Inc.   4.875%  6/1/2023   7,515    7,740,450 
Total                13,778,215 
                   
Transportation: Infrastructure/Services 0.21%                  
                   
Dynagas LNG Partners LP/Dynagas Finance, Inc. (Greece)(b)   6.25%  10/30/2019   7,631    7,192,218 
Ultrapetrol Bahamas Ltd. (Bahamas)(b)(g)   8.875%  6/15/2021   6,354    1,302,570 
XPO Logistics, Inc.   6.50%  6/15/2022   3,344    3,490,300 
Total                11,985,088 
Total High Yield Corporate Bonds
(cost $4,560,215,361)
                4,751,102,218 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITY 0.04%                  
                   
Morgan Stanley Capital I Trust 2005-IQ9 G
(cost $1,970,436)
   5.51%  7/15/2056   2,000    1,948,901 
Total Long-Term Investments (cost $5,463,125,773)                5,689,767,754 
                   
SHORT-TERM INVESTMENT 1.17%                  
                   
REPURCHASE AGREEMENT                  
                   
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $69,220,000 of Federal Home Loan Mortgage Corp. at 1.06% due 6/22/2018; value: $69,306,525; proceeds: $67,943,958
(cost $67,943,902)
   67,944    67,943,902 
Total Investments in Securities 99.17% (cost $5,531,069,675)        5,757,711,656 
Cash and Other Assets in Excess of Liabilities(h) 0.83%        48,291,791 
Net Assets 100.00%              $5,806,003,447 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

 
AUD Australian dollar.
CAD Canadian dollar.
EUR euro.
GBP British pound.
ADR American Depositary Receipt.
PIK Payment-in-kind.
Units 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.
# Variable rate security.  The interest rate represents the rate in effect at August 31, 2016.
(a) Investment in non-U.S. dollar denominated securities.
(b) Foreign security traded in U.S. dollars.
(c) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at August 31, 2016.
(d) Interest rate to be determined.
(e) Security is perpetual in nature and has no stated maturity.
(f) Stub Rights issued in connection with a plan of reorganization.
(g) Defaulted (non-income producing security).
(h) Cash and Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:

 

Credit Default Swaps - Sell Protection at August 31, 2016(1):

 

Referenced
Issuer
  Fund
Receives
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Appreciation
(4)
   Credit
Default
Swap
Agreements
Receivable
at Fair Value(5)
 
New Albertson’s, Inc.(6)   5.00%  3/20/2019  $3,000,000   $3,281,052   $(53,244)  $334,296   $281,052 

 

(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(n)).
(4) Total unrealized appreciation on Credit Default Swaps amounted to $334,296. Total unrealized depreciation on Credit Default Swaps amounted to $0.
(5) Includes upfront payments received.
(6) Swap Counterparty: Citibank. S&P Credit Rating: B-

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
British pound  Sell  J.P. Morgan  10/19/2016   18,835,000   $24,934,425   $24,759,611   $174,814 
Canadian dollar  Sell  State Street Bank and Trust  11/21/2016   7,350,000    5,731,352    5,607,006    124,346 
euro  Sell  Goldman Sachs  11/16/2016   1,290,000    1,446,764    1,443,557    3,207 
euro  Sell  Goldman Sachs  11/16/2016   15,073,734    16,906,927    16,868,058    38,869 
euro  Sell  State Street Bank and Trust  11/16/2016   876,000    982,764    980,276    2,488 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $343,724 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
British pound  Buy  J.P. Morgan  10/19/2016   3,430,000   $4,578,614   $4,508,918   $(69,696)
euro  Buy  State Street Bank and Trust  11/16/2016   863,385    966,833    966,160    (673)
British pound  Sell  Deutsche Bank AG  10/19/2016   473,000    619,375    621,784    (2,409)
British pound  Sell  Standard Chartered Bank  10/19/2016   4,000,000    5,179,544    5,258,213    (78,669)
euro  Sell  Bank of America  11/16/2016   3,520,000    3,894,141    3,939,008    (44,867)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts       $(196,314)

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note  December 2016   922   Short  $(120,709,969)  $56,025 
                      
Type  Expiration   Contracts   Position   Fair Value    Unrealized
Depreciation
 
                      
U.S. Long Bond  December 2016   862   Long  $146,863,250   $(533,532)
U.S. 5-Year Treasury Note  December 2016   400   Short   (48,500,000)   (131,944)
Totals             $98,363,250   $(665,476)

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Common Stocks                    
Auto Parts & Equipment  $   $9,007,284   $   $9,007,284 
Investments & Miscellaneous Financial Services   5,932,123        48,811(4)   5,980,934 
Metals/Mining (Excluding Steel)   31,548,329        64,685(4)   31,613,014 
Remaining Industries   268,710,497            268,710,497 
Convertible Bonds       106,359,778        106,359,778 
Convertible Preferred Stocks                    
Building & Construction       4,380,255        4,380,255 
Diversified Capital Goods   5,699,916            5,699,916 
Energy: Exploration & Production   5,680,080            5,680,080 
Floating Rate Loans(5)                    
Auto Parts & Equipment           4,372,041    4,372,041 
Building Materials       6,434,873        6,434,873 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Chemicals  $   $5,388,464   $   $5,388,464 
Diversified Capital Goods           4,701,775    4,701,775 
Electric: Generation       28,569,661    4,442,580    33,012,241 
Energy: Exploration & Production       50,549,789        50,549,789 
Food & Drug Retailers       3,842,571        3,842,571 
Food: Wholesale       18,976,632        18,976,632 
Gaming       24,549,198    16,545,360    41,094,558 
Gas Distribution       5,444,023        5,444,023 
Health Services       7,011,427        7,011,427 
Machinery       11,914,528        11,914,528 
Media: Diversified       8,256,856        8,256,856 
Metals/Mining (Excluding Steel)       21,194,268    11,810,254    33,004,522 
Oil Field Equipment & Services       3,663,507        3,663,507 
Packaging       14,845,898        14,845,898 
Personal & Household Products       15,862,090        15,862,090 
Printing & Publishing           3,829,508    3,829,508 
Recreation & Travel       8,695,767        8,695,767 
Software/Services       13,265,834        13,265,834 
Specialty Retail       33,698,967    5,057,225    38,756,192 
Support: Services       41,617,036    14,101,525    55,718,561 
Trucking & Delivery       5,196,790        5,196,790 
Foreign Bonds                    
Luxembourg       2,812,608        2,812,608 
Netherlands       6,566,021    948,902(6)   7,514,923 
Remaining Countries       30,712,033        30,712,033 
Foreign Government Obligations       64,406,866        64,406,866 
High Yield Corporate Bonds                    
Automakers           850(4)   850 
Banking       131,405,223    1,000(4)   131,406,223 
Chemicals       154,108,017    311(4)   154,108,328 
Metals/Mining (Excluding Steel)       327,217,530    5(4)   327,217,535 
Remaining Industries       4,138,369,282        4,138,369,282 
Non-Agency Commercial Mortgage-Backed Security       1,948,901        1,948,901 
Repurchase Agreement       67,943,902        67,943,902 
Total  $317,570,945   $5,374,215,879   $65,924,832   $5,757,711,656 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $281,052   $   $281,052 
Liabilities                
Forward Foreign Currency Exchange Contracts                    
Assets       343,725        343,725 
Liabilities       (196,314)       (196,314)
Futures Contracts                    
Assets   56,025            56,025 
Liabilities   (665,476)           (665,476)
Total  $(609,451)  $428,463   $   $(180,988)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2016

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financial Statements. 
(5) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.
(6) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.

 

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   Foreign Bonds   High Yield Corporate Bonds 
Balance as of December 1, 2015  $346,817   $69,430,038   $844,776   $2,165 
Accrued discounts/premiums       268,751    8,896     
Realized gain (loss)       (3,658,665)        
Change in unrealized appreciation/depreciation   10,737    5,494,580    7,833    1 
Purchases       60,718,145    87,397     
Sales   (244,058)   (48,538,468)        
Net transfers in or out of Level 3       (18,854,113)        
Balance as of August 31, 2016  $113,496   $64,860,268   $948,902   $2,166 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 95.11%                
                 
ASSET-BACKED SECURITIES 15.05%                
                 
Automobiles 7.77%                   
                    
Ally Auto Receivables Trust 2012-5 A4   0.85%  1/16/2018   $241   $240,521 
Ally Auto Receivables Trust 2014-2 A3   1.25%  4/15/2019    3,438    3,441,185 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018    265    264,432 
AmeriCredit Automobile Receivables Trust 2014-2 A3   0.94%  2/8/2019    2,067    2,065,007 
AmeriCredit Automobile Receivables Trust 2014-2 C   2.18%  6/8/2020    1,633    1,645,861 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019    4,125    4,124,116 
Avis Budget Rental Car Funding AESOP LLC 2011-3A A   3.41%  11/20/2017    900    902,193 
Avis Budget Rental Car Funding AESOP LLC 2011-5A A   3.27%  2/20/2018    1,804    1,812,244 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A   2.802%  5/20/2018    7,403    7,450,412 
Avis Budget Rental Car Funding AESOP LLC 2013-2A A   2.97%  2/20/2020    2,503    2,549,051 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%  7/20/2020    2,412    2,430,241 
Avis Budget Rental Car Funding AESOP LLC 2014-2A A   2.50%  2/20/2021    1,287    1,296,051 
Avis Budget Rental Car Funding AESOP LLC 2015-2A A   2.63%  12/20/2021    2,255    2,273,379 
BMW Vehicle Owner Trust 2013-A A4   1.12%  4/27/2020    636    636,224 
California Republic Auto Receivables Trust 2015-2 A4   1.75%  1/15/2021    5,189    5,197,924 
California Republic Auto Receivables Trust 2015-2 B   2.53%  6/15/2021    5,359    5,383,995 
California Republic Auto Receivables Trust 2015-4 A2   1.60%  9/17/2018    2,044    2,045,974 
California Republic Auto Receivables Trust 2015-4 A3   2.04%  1/15/2020    1,311    1,319,754 
California Republic Auto Receivables Trust 2015-4 B   3.73%  11/15/2021    1,131    1,180,060 
California Republic Auto Receivables Trust 2016-1 A2   1.50%  12/17/2018    3,837    3,840,195 
Capital Auto Receivables Asset Trust 2014-3 B   2.35%  7/22/2019    5,506    5,562,157 
Capital Auto Receivables Asset Trust 2014-3 C   2.71%  11/20/2019    7,427    7,508,853 
Capital Auto Receivables Asset Trust 2015-2 A1A   0.99%  10/20/2017    2,748    2,749,531 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018    2,888    2,891,572 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018    236    236,353 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018    500    499,685 
CarMax Auto Owner Trust 2014-2 A3   0.98%  1/15/2019    1,141    1,139,716 
CarMax Auto Owner Trust 2015-2 A2A   0.82%  6/15/2018    653    652,807 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019    2,856    2,858,898 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%  5/15/2019    2,533    2,533,047 
Chrysler Capital Auto Receivables Trust 2015-BA B   2.70%  12/15/2020    2,963    2,959,927 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019    1,977    1,978,802 
CPS Auto Receivables Trust 2016-B A   2.07%  11/15/2019    4,140    4,154,637 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019    959    960,439 
Drive Auto Receivables Trust 2015-BA B   2.12%  6/17/2019    2,115    2,117,845 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                   
                    
Drive Auto Receivables Trust 2015-BA D   3.84%  7/15/2021   $2,862   $2,888,818 
Drive Auto Receivables Trust 2015-CA A3   1.38%  10/15/2018    444    443,881 
Drive Auto Receivables Trust 2015-DA D   4.59%  1/17/2023    843    872,895 
Drive Auto Receivables Trust 2016-AA B   3.17%  5/15/2020    2,275    2,300,511 
Drive Auto Receivables Trust 2016-BA A2   1.38%  8/15/2018    5,265    5,263,501 
Drive Auto Receivables Trust 2016-BA A3   1.67%  7/15/2019    3,620    3,618,384 
Flagship Credit Auto Trust 2015-3 A   2.38%  10/15/2020    907    910,994 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019    4,359    4,357,812 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%  1/22/2018    4,239    4,241,160 
Honda Auto Receivables Owner Trust 2013-3 A4   1.13%  9/16/2019    1,547    1,547,856 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017    218    217,805 
Hyundai Auto Receivables Trust 2012-C A4   0.73%  6/15/2018    128    128,198 
Hyundai Auto Receivables Trust 2013-B A4   1.01%  2/15/2019    1,117    1,116,952 
M&T Bank Auto Receivables Trust 2013-1A A4   1.57%  8/15/2018    1,839    1,841,747 
Mercedes-Benz Auto Lease Trust 2016-A A2A   1.34%  7/16/2018    4,655    4,659,906 
NextGear Floorplan Master Owner Trust 2016-1A A2   2.74%  4/15/2021    2,955    2,956,200 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%  11/20/2017    951    951,133 
Santander Drive Auto Receivables Trust 2014-4 B   1.82%  5/15/2019    1,070    1,071,687 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021    467    472,200 
Santander Drive Auto Receivables Trust 2015-5 D   3.65%  12/15/2021    1,434    1,479,509 
Santander Drive Auto Receivables Trust 2016-1 D   4.02%  4/15/2022    887    929,916 
Santander Drive Auto Receivables Trust 2016-2 A2A   1.38%  7/15/2019    1,984    1,985,017 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021    855    857,903 
SunTrust Auto Receivables Trust 2015-1A A2   0.99%  6/15/2018    3,787    3,786,747 
SunTrust Auto Receivables Trust 2015-1A D   3.24%  1/16/2023    4,196    4,158,902 
TCF Auto Receivables Owner Trust 2015-1A D   3.53%  3/15/2022    257    254,447 
TCF Auto Receivables Owner Trust 2015-2A D   4.24%  8/15/2022    388    390,443 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018    2,546    2,544,352 
Total                145,151,964 
                    
Credit Cards 1.98%                   
                    
Barclays Dryrock Issuance Trust 2016-1 A   1.52%  5/16/2022    2,072    2,076,282 
Capital One Multi-Asset Execution Trust 2014-A1   0.88%#  11/15/2019    7,931    7,934,579 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020    1,912    1,914,746 
Chase Issuance Trust 2016-A5   1.27%  7/15/2021    5,371    5,361,497 
Citibank Credit Card Issuance Trust 2013-A6   1.32%  9/7/2018    8,890    8,890,092 
Citibank Credit Card Issuance Trust 2014-A2   1.02%  2/22/2019    1,283    1,283,543 
Discover Card Execution Note Trust 2014-A3   1.22%  10/15/2019    6,965    6,973,380 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                   
                    
First National Master Note Trust 2015-1 A   1.278%#  9/15/2020   $421   $422,605 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024    2,175    2,211,028 
Total                37,067,752 
                    
Other 5.30%                   
                    
Apollo Credit Funding IV Ltd. 4A A1   2.098%#  4/15/2027    3,000    2,999,750 
Ascentium Equipment Receivables Trust 2016-1A A1   0.95%  4/10/2017    1,578    1,578,121 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1   1.783%#  4/18/2025    2,500    2,488,773 
Cent CLO Ltd. 2013-18A A   1.758%#  7/23/2025    2,500    2,475,640 
Cent CLO Ltd. 2013-19A A1A   1.968%#  10/29/2025    2,600    2,591,561 
CIFC Funding I Ltd. 2013-1A A1   1.783%#  4/16/2025    4,755    4,733,962 
CIFC Funding II Ltd. 2014-2A A1L   2.141%#  5/24/2026    4,250    4,252,532 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022    2,230    2,249,020 
Dell Equipment Finance Trust 2015-2 A3   1.72%  9/22/2020    1,356    1,358,303 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028    689    690,970 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021    4,442    4,444,297 
Ford Credit Floorplan Master Owner Trust 2012-2 A   1.92%  1/15/2019    3,370    3,380,221 
Ford Credit Floorplan Master Owner Trust 2014-1 A1   1.20%  2/15/2019    4,441    4,443,129 
Fortress Credit BSL II Ltd. 2013-2A A1F   2.133%#  10/19/2025    4,500    4,504,980 
GE Dealer Floorplan Master Note Trust 2012-2 A   1.262%#  4/22/2019    1,509    1,513,726 
Goldentree Loan Opportunities VI Ltd. 2012-6A A   1.933%#  4/17/2022    1,298    1,295,380 
JFIN Revolver CLO Ltd. 2014-2A A2   1.936%#  2/20/2022    3,479    3,487,721 
JFIN Revolver CLO Ltd. 2015-4A A   1.785%#  4/22/2020    1,574    1,576,379 
Leaf Receivables Funding 10 LLC 2015-1 A4   2.03%  8/17/2020    3,275    3,278,784 
Leaf Receivables Funding 11 LLC 2016-1 A1   1.00%  6/15/2017    4,356    4,355,865 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021    3,444    3,440,500 
NCF Dealer Floorplan Master Trust 2016-1A B   6.012%#  3/21/2022    761    743,864 
NCF Dealer Floorplan Master Trust 2016-1A C   9.012%#  3/21/2022    3,136    3,105,082 
NextGear Floorplan Master Owner Trust 2015-1A A   1.80%  7/15/2019    4,428    4,416,012 
Oaktree CLO Ltd. 2014-2A A1A   2.164%#  10/20/2026    3,500    3,503,885 
Oaktree EIF I Series Ltd. 2015-A1 B   3.233%#  10/18/2027    4,900    4,965,906 
Octagon Investment Partners XIX Ltd. 2014-1A A   2.148%#  4/15/2026    3,175    3,178,570 
OHA Loan Funding Ltd. 2015-1A A   2.126%#  2/15/2027    2,000    2,002,424 
OneMain Financial Issuance Trust 2016-1A A   3.66%  2/20/2029   899   918,872 
OZLM Funding Ltd. 2012-1A A2R   2.985%#  7/22/2027    2,500    2,506,866 
OZLM VII Ltd. 2014-7A A1B   2.123%#  7/17/2026    3,500    3,500,754 
Shackleton CLO Ltd. 2014-5A A   2.132%#  5/7/2026    3,200    3,207,863 
SLM Private Education Loan Trust 2012-E A1   1.231%#  10/16/2023    469    468,763 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.953%#  4/17/2021    2,000    1,992,077 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Other (continued)                   
                    
Venture XVIII CLO Ltd. 2014-18A A   2.078%#  10/15/2026   $2,250   $2,248,457 
Westchester CLO Ltd. 2007-1A A1A   0.862%#  8/1/2022    1,143    1,137,057 
Total                99,036,066 
Total Asset-Backed Securities (cost $280,557,305)                281,255,782 
                    
           Shares
(000)
      
COMMON STOCK 0.00%                   
                    
Oil                   
                    
OGX Petroleo e Gas SA ADR
(cost $42,947)
          28    22,659 
                    
           Principal
Amount
(000)
      
CONVERTIBLE BONDS 0.13%                   
                    
Oil 0.00%                   
                    
Oleo e Gas Participacoes SA(a)(b)    10.00%  9/1/2016   BRL23    40,111 
Oleo e Gas Participacoes SA(a)(b)    10.00%  9/1/2016   BRL18    31,703 
Total                71,814 
                    
Retail 0.13%                   
                    
Restoration Hardware Holdings, Inc.   Zero Coupon    6/15/2019   $1,164    1,006,132 
Restoration Hardware Holdings, Inc.   Zero Coupon    7/15/2020    1,622    1,310,779 
Total                2,316,911 
Total Convertible Bonds (cost $2,252,917)                2,388,725 
                    
CORPORATE BONDS 59.41%                   
                    
Auto Parts: Original Equipment 0.25%                   
                    
International Automotive Components Group SA
(Luxembourg)†(c)
   9.125%  6/1/2018    2,000    1,987,500 
Schaeffler Holding Finance BV PIK (Netherlands)†(c)    6.875%  8/15/2018    1,050    1,078,875 
TI Group Automotive Systems LLC   8.75%  7/15/2023    1,595    1,670,762 
Total                4,737,137 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Automotive 1.69%                   
                    
Ford Motor Co.   6.375%  2/1/2029   $6,906   $8,426,114 
Ford Motor Co.   7.45%  7/16/2031    6,635    9,039,358 
General Motors Co.   6.60%  4/1/2036   11,480   14,198,120 
Total                31,663,592 
                    
Banks: Regional 9.57%                   
                    
ABN AMRO Bank NV (Netherlands)†(c)    4.75%  7/28/2025    3,900    4,140,033 
Banco de Bogota SA (Colombia)†(c)    6.25%  5/12/2026    1,820    1,938,300 
Bank of America Corp.   3.875%  8/1/2025    6,120    6,573,015 
Bank of America Corp.   4.20%  8/26/2024    2,372    2,522,088 
Bank of America Corp.   4.25%  10/22/2026    5,187    5,509,943 
Bank of America Corp.   4.45%  3/3/2026    9,394    10,136,286 
Bank of America Corp.   6.30%  (d)   1,470    1,609,650 
Bank of America Corp.   6.50%  (d)   5,302    5,786,338 
Citigroup, Inc.   4.45%  9/29/2027    634    670,288 
Citigroup, Inc.   5.875%  2/22/2033    5,846    6,954,542 
Citigroup, Inc.    5.95%  (d)   7,613    7,919,632 
Citigroup, Inc.   6.125%  (d)   10,513    10,982,405 
Commonwealth Bank of Australia (Australia)†(c)    4.50%  12/9/2025    10,500    11,269,198 
Discover Bank/Greenwood DE   3.45%  7/27/2026    5,548    5,593,993 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037    7,767    9,936,339 
Intesa Sanpaolo SpA (Italy)†(c)    5.71%  1/15/2026    5,500    5,401,622 
JPMorgan Chase & Co.   5.30%  (d)   6,124    6,265,617 
JPMorgan Chase & Co.   6.75%  (d)   6,515    7,355,174 
Lloyds Banking Group plc (United Kingdom)†(c)    4.582%  12/10/2025    6,500    6,685,302 
Macquarie Bank Ltd. (Australia)†(c)    4.875%  6/10/2025    1,850    1,970,905 
Macquarie Bank Ltd. (Australia)†(c)    6.625%  4/7/2021    5,946    6,851,053 
Morgan Stanley   3.125%  7/27/2026    10,543    10,688,841 
Morgan Stanley   5.55%  (d)   4,882    5,010,153 
Popular, Inc.   7.00%  7/1/2019    2,476    2,568,850 
Royal Bank of Scotland Group plc (United Kingdom)(c)    4.80%  4/5/2026    5,500    5,770,980 
Royal Bank of Scotland Group plc (United Kingdom)(c)    8.625%  (d)   2,400    2,451,000 
Santander Bank NA   8.75%  5/30/2018    1,000    1,104,330 
Santander UK plc (United Kingdom)(c)    7.95%  10/26/2029    5,730    7,276,750 
UBS Group Funding Jersey Ltd. (Jersey)†(c)    4.125%  4/15/2026    10,526    11,137,497 
Wells Fargo & Co.   5.875%  (d)   6,172    6,824,380 
Total                178,904,504 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Beverages 0.33%                   
                    
Beam Suntory, Inc.   6.625%  7/15/2028   $755   $987,839 
Central American Bottling Corp. (Guatemala)†(c)    6.75%  2/9/2022    4,920    5,129,100 
Total                6,116,939 
                    
Biotechnology Research & Production 0.53%                   
                    
Amgen, Inc.   6.40%  2/1/2039    7,448    9,864,027 
                    
Business Services 0.50%                   
                    
Chicago Parking Meters LLC   5.489%  12/30/2020    3,147    3,409,384 
Lender Processing Services, Inc.   5.75%  4/15/2023   5,604   5,926,230 
Total                9,335,614 
                    
Chemicals 1.67%                   
                    
Blue Cube Spinco, Inc.   10.00%  10/15/2025    3,948    4,707,990 
Celanese US Holdings LLC   4.625%  11/15/2022    4,125    4,516,875 
Dow Chemical Co. (The)   9.40%  5/15/2039    750    1,234,521 
Grupo Idesa SA de CV (Mexico)†(c)    7.875%  12/18/2020    1,000    1,040,000 
Montell Finance Co. BV (Netherlands)†(c)    8.10%  3/15/2027    8,359    11,275,756 
Yara International ASA (Norway)†(c)    7.875%  6/11/2019    7,317    8,396,097 
Total                31,171,239 
                    
Computer Hardware 1.46%                   
                    
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   6.02%  6/15/2026    5,260    5,638,073 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024    1,338    1,451,251 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   8.10%  7/15/2036    5,250    6,114,539 
Hewlett-Packard Enterprise Co.   4.90%  10/15/2025    8,607    9,217,107 
Leidos, Inc.   7.125%  7/1/2032    4,732    4,912,620 
Total                27,333,590 
                    
Computer Software 0.10%                   
                    
Change Healthcare Holdings, Inc.   11.00%  12/31/2019    1,726    1,825,676 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Containers 0.16%                   
                    
Coveris Holdings SA (Luxembourg)†(c)    7.875%  11/1/2019   $1,550   $1,588,750 
PaperWorks Industries, Inc.   9.50%  8/15/2019    1,460    1,387,000 
Total                2,975,750 
                    
Drugs 1.88%                   
                    
AbbVie, Inc.   4.30%  5/14/2036    5,420    5,747,194 
Actavis Funding SCS (Luxembourg)(c)    4.55%  3/15/2035    13,548    14,636,541 
Capsugel SA PIK (Luxembourg)†(c)    7.00%  5/15/2019    2,376    2,402,730 
Express Scripts Holding Co.   6.125%  11/15/2041    1,310    1,655,116 
Mylan NV   3.95%  6/15/2026    6,000    6,199,248 
Teva Pharmaceutical Finance Co. LLC   6.15%  2/1/2036    3,452    4,444,747 
Total                35,085,576 
                    
Electric: Power 2.95%                   
                    
Appalachian Power Co.   7.00%  4/1/2038    760    1,055,215 
Black Hills Corp.   4.20%  9/15/2046    3,935    4,073,909 
Cleco Corporate Holdings LLC   4.973%  5/1/2046    4,924    5,533,704 
Dominion Resources, Inc.   5.75%  10/1/2054    2,978    3,082,230 
Dominion Resources, Inc.   7.00%  6/15/2038    4,000    5,603,444 
Duquesne Light Holdings, Inc.   6.25%  8/15/2035    2,650    3,012,014 
Emera US Finance LP   4.75%  6/15/2046    3,154    3,487,390 
Emera, Inc. (Canada)(c)    6.75%  6/15/2076    3,941    4,269,061 
Exelon Generation Co. LLC   5.60%  6/15/2042    2,950    3,165,362 
Exelon Generation Co. LLC   6.25%  10/1/2039   6,250   7,216,169 
ITC Holdings Corp.   3.25%  6/30/2026    3,450    3,547,418 
PPL UK Distribution Holdings Ltd./Western Power Distribution Ltd. (United Kingdom)†(c)    7.25%  12/15/2017    1,750    1,814,488 
Puget Sound Energy, Inc.(e)    6.974%  6/1/2067    3,106    2,665,352 
Red Oak Power LLC   8.54%  11/30/2019    1,607    1,614,884 
Trans-Allegheny Interstate Line Co.   3.85%  6/1/2025    4,655    4,971,340 
Total                55,111,980 
                    
Electrical Equipment 0.76%                   
                    
KLA-Tencor Corp.   4.65%  11/1/2024    6,750    7,438,237 
NXP BV/NXP Funding LLC (Netherlands)†(c)    4.625%  6/1/2023    6,400    6,768,000 
Total                14,206,237 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Engineering & Contracting Services 0.08%                   
                    
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   $1,500   $1,496,250 
                    
Entertainment 0.36%                   
                    
CCM Merger, Inc.   9.125%  5/1/2019    1,250    1,311,163 
EMI Music Publishing Group North America Holdings, Inc.   7.625%  6/15/2024    1,183    1,295,385 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018    2,564    2,583,668 
Shingle Springs Tribal Gaming Authority   9.75%  9/1/2021    1,350    1,485,000 
Total                6,675,216 
                    
Financial Services 2.19%                   
                    
Affiliated Managers Group, Inc.   3.50%  8/1/2025    541    541,388 
Affiliated Managers Group, Inc.   4.25%  2/15/2024    516    544,954 
International Lease Finance Corp.   5.875%  4/1/2019    5,630    6,087,437 
Nationstar Mortgage LLC/Nationstar Capital Corp.   6.50%  7/1/2021    1,237    1,184,427 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020    2,000    2,025,000 
Navient Corp.   4.875%  6/17/2019    3,948    3,997,350 
Navient Corp.   6.625%  7/26/2021    798    824,933 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   4.875%  4/15/2045    2,952    2,546,369 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022    7,100    7,410,625 
OM Asset Management plc (United Kingdom)(c)    4.80%  7/27/2026    1,973    1,985,209 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%  9/1/2018    2,318    2,399,130 
Scottrade Financial Services, Inc.   6.125%  7/11/2021    10,600    11,410,868 
Total                40,957,690 
                    
Food 1.10%                   
                    
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC    5.75%  3/15/2025    1,709    1,773,087 
Bumble Bee Holdco SCA PIK (Luxembourg)†(c)    9.625%  3/15/2018    2,020    2,017,475 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(c)    5.625%  8/15/2026    1,273    1,319,146 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Food (continued)                   
                    
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(c)    9.875%  2/1/2020   $1,515   $1,566,401 
JBS USA LLC/JBS USA Finance, Inc.   7.25%  6/1/2021    3,319    3,451,760 
Kraft Heinz Foods Co.   6.75%  3/15/2032    3,506    4,634,708 
Kraft Heinz Foods Co.   6.875%  1/26/2039    3,585    5,053,255 
Kraft Heinz Foods Co.   7.125%  8/1/2039    493    714,135 
Total                20,529,967 
                    
Health Care Services 0.17%                   
                    
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019    278    253,327 
MPH Acquisition Holdings LLC   7.125%  6/1/2024    440    474,100 
Tenet Healthcare Corp.   8.00%  8/1/2020    2,472    2,518,350 
Total                3,245,777 
                    
Household Equipment/Products 0.08%                   
                    
Century Intermediate Holding Co. 2 PIK   9.75%  2/15/2019    1,400    1,433,250 
                    
Insurance 1.95%                   
                    
Aon Corp.   8.205%  1/1/2027    5,545    7,374,850 
Hanover Insurance Group, Inc. (The)   4.50%  4/15/2026    4,935    5,134,527 
MGIC Investment Corp.   5.75%  8/15/2023    2,475    2,598,750 
Protective Life Corp.   8.45%  10/15/2039    5,103    7,313,523 
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044    11,330    12,960,919 
Willis North America, Inc.   7.00%  9/29/2019    989    1,111,948 
Total                36,494,517 
                    
Investment Management Companies 0.04%                   
                    
GrupoSura Finance SA   5.50%  4/29/2026    600    650,250 
                    
Leisure 0.57%                   
                    
Carnival plc (United Kingdom)(c)    7.875%  6/1/2027    5,500    7,058,436 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027    3,013    3,653,262 
Total                10,711,698 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Lodging 0.35%                   
                    
Starwood Hotels & Resorts Worldwide, Inc.   4.50%  10/1/2034   $5,000   $5,215,040 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.    6.375%  6/1/2021    1,300    1,309,750 
Total                6,524,790 
                    
Machinery: Agricultural 0.20%                   
                    
Reynolds American, Inc.   8.125%  5/1/2040    2,599    3,760,904 
                    
Manufacturing 0.38%                   
                    
Trinity Industries, Inc.   4.55%  10/1/2024    7,053    7,008,975 
                    
Media 4.76%                   
                    
21st Century Fox America, Inc.   6.75%  1/9/2038    7,964    10,240,247 
21st Century Fox America, Inc.   6.90%  8/15/2039    4,828    6,576,175 
Block Communications, Inc.   7.25%  2/1/2020   500   517,500 
Cablevision SA (Argentina)†(c)    6.50%  6/15/2021    250    261,250 
Charter Communications Operating LLC/Charter Communications Operating Capital    6.384%  10/23/2035    2,850    3,417,615 
Cox Communications, Inc.   8.375%  3/1/2039    6,098    7,847,687 
Discovery Communications LLC   6.35%  6/1/2040    5,960    6,329,478 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(c)    5.307%  5/11/2022    2,295    2,346,638 
Time Warner Cable, Inc.   6.55%  5/1/2037    2,560    3,098,716 
Time Warner Cable, Inc.   7.30%  7/1/2038    10,811    14,084,690 
Time Warner, Inc.   7.625%  4/15/2031    10,500    14,826,725 
Univision Communications, Inc.   8.50%  5/15/2021    3,095    3,220,375 
Viacom, Inc.   4.85%  12/15/2034    865    875,947 
Viacom, Inc.   6.875%  4/30/2036    8,807    10,326,947 
VTR Finance BV (Netherlands)†(c)    6.875%  1/15/2024    3,000    3,156,600 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%  9/1/2020    1,720    1,797,400 
Total                88,923,990 
                    
Metals & Minerals: Miscellaneous 1.38%                   
                    
Aleris International, Inc.   9.50%  4/1/2021    1,456    1,601,600 
Barrick International Barbados Corp. (Barbados)†(c)    6.35%  10/15/2036    4,799    5,557,573 
Barrick North America Finance LLC   7.50%  9/15/2038    1,310    1,618,937 
Glencore Finance Canada Ltd. (Canada)†(c)    6.00%  11/15/2041    4,360    4,352,204 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous (continued)                   
                    
Glencore Funding LLC   4.625%  4/29/2024   $479   $487,383 
Goldcorp, Inc. (Canada)(c)    5.45%  6/9/2044    3,600    3,950,651 
New Gold, Inc. (Canada)†(c)    6.25%  11/15/2022    3,922    4,069,075 
Teck Resources Ltd. (Canada)(c)    4.50%  1/15/2021    2,500    2,393,750 
Teck Resources Ltd. (Canada)(c)    4.75%  1/15/2022    639    600,858 
Thompson Creek Metals Co., Inc.   12.50%  5/1/2019    1,189    1,233,588 
Total                25,865,619 
                    
Miscellaneous 0.39%                   
                    
Seminole Tribe of Florida, Inc.   6.535%  10/1/2020    7,170    7,277,550 
                    
Natural Gas 0.53%                   
                    
Black Hills Gas LLC   5.90%  4/1/2017    4,150    4,221,019 
Southern Star Central Corp.   5.125%  7/15/2022    5,693    5,735,697 
Total                9,956,716 
                    
Oil 3.91%                   
                    
Afren plc (United Kingdom)†(a)(c)    6.625%  12/9/2020    976    3,757 
Afren plc (United Kingdom)†(a)(c)    10.25%  4/8/2019    2,049    7,890 
Anadarko Holding Co.   7.95%  4/15/2029    4,307    5,262,228 
Apache Corp.   6.00%  1/15/2037    4,878    5,623,080 
Bill Barrett Corp.   7.00%  10/15/2022    985    723,975 
Canadian Natural Resources Ltd. (Canada)(c)    6.50%  2/15/2037    1,776    1,967,895 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020    1,975    2,034,250 
Chaparral Energy, Inc.(a)    8.25%  9/1/2021    2,027    1,287,145 
Continental Resources, Inc.   7.125%  4/1/2021   2,000   2,076,250 
Eni SpA (Italy)†(c)    5.70%  10/1/2040    11,355    12,121,338 
Helmerich & Payne International Drilling Co.   4.65%  3/15/2025    4,448    4,737,783 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021    2,850    2,935,500 
Kerr-McGee Corp.   7.125%  10/15/2027    2,600    2,878,002 
Kerr-McGee Corp.   7.875%  9/15/2031    2,795    3,393,362 
MEG Energy Corp. (Canada)†(c)    6.375%  1/30/2023    3,025    2,374,625 
Memorial Resource Development Corp.   5.875%  7/1/2022    984    996,300 
OGX Austria GmbH (Austria)†(a)(c)    8.50%  6/1/2018    1,800    36 
Precision Drilling Corp. (Canada)(c)    5.25%  11/15/2024    4,570    3,861,650 
Sanchez Energy Corp.   6.125%  1/15/2023    5,624    4,471,080 
Shell International Finance BV (Netherlands)(c)    6.375%  12/15/2038    3,881    5,350,288 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                   
                    
SM Energy Co.   6.125%  11/15/2022   $1,625   $1,588,438 
Tengizchevroil Finance Co. International Ltd.   4.00%  8/15/2026    1,975    1,973,025 
Valero Energy Corp.   10.50%  3/15/2039    4,697    7,308,701 
Total                72,976,598 
                    
Oil: Crude Producers 6.59%                   
                    
Buckeye Partners LP   4.875%  2/1/2021    3,982    4,258,725 
Colonial Pipeline Co.   7.63%  4/15/2032    3,820    5,139,699 
DCP Midstream LLC   6.75%  9/15/2037    5,000    4,875,000 
Enbridge Energy Partners LP   8.05%  10/1/2077    5,055    4,315,706 
Energy Transfer Partners LP   6.625%  10/15/2036    3,205    3,480,258 
Energy Transfer Partners LP   7.50%  7/1/2038    6,379    7,530,378 
Energy Transfer Partners LP   8.25%  11/15/2029    1,966    2,447,888 
Enterprise Products Operating LLC(f)    4.465%#  8/1/2066    5,000    4,693,750 
Enterprise Products Operating LLC   7.55%  4/15/2038    8,178    10,916,387 
Florida Gas Transmission Co. LLC   4.35%  7/15/2025    7,789    8,121,193 
Gulfstream Natural Gas System LLC   4.60%  9/15/2025    5,605    5,906,286 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021    6,680    7,527,358 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031    915    1,032,831 
Kinder Morgan, Inc.   7.75%  1/15/2032    13,688    16,564,793 
Kinder Morgan, Inc.   7.80%  8/1/2031    620    760,866 
Midcontinent Express Pipeline LLC   6.70%  9/15/2019    6,700    7,001,500 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022    1,894    2,081,629 
Ruby Pipeline LLC   6.00%  4/1/2022    9,231    9,577,209 
Sabine Pass Liquefaction LLC   6.25%  3/15/2022    3,500    3,762,500 
Southeast Supply Header LLC   4.25%  6/15/2024    6,900    6,976,949 
Tennessee Gas Pipeline Co. LLC   8.375%  6/15/2032    1,051    1,324,502 
Williams Cos., Inc. (The)   8.75%  3/15/2032    3,948    4,895,520 
Total                123,190,927 
                    
Oil: Integrated Domestic 1.28%                   
                    
FTS International, Inc.   8.153%#  6/15/2020    2,639    2,150,785 
Halliburton Co.   6.70%  9/15/2038    2,560    3,318,415 
National Oilwell Varco, Inc.   3.95%  12/1/2042    4,564    3,672,149 
Oceaneering International, Inc.   4.65%  11/15/2024    4,214    4,228,753 
Schlumberger Holdings Corp.   4.00%  12/21/2025    2,186    2,390,155 
Trinidad Drilling Ltd. (Canada)†(c)    7.875%  1/15/2019    2,337    2,161,725 
Weatherford International Ltd.   9.875%  3/1/2039    6,209    5,991,685 
Total                23,913,667 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Paper & Forest Products 0.64%                   
                    
Georgia-Pacific LLC   8.875%  5/15/2031   $5,028   $8,033,517 
International Paper Co.   7.30%  11/15/2039    2,955    4,008,656 
Total                12,042,173 
                    
Real Estate Investment Trusts 2.50%                   
                    
Brixmor Operating Partnership LP   3.85%  2/1/2025    5,715    5,837,792 
Communications Sales & Leasing, Inc./CSL Capital LLC   8.25%  10/15/2023    2,692    2,819,870 
EPR Properties   5.25%  7/15/2023    9,021    9,675,609 
Equinix, Inc.   5.75%  1/1/2025    2,674    2,874,550 
HCP, Inc.   3.40%  2/1/2025    6,812    6,731,680 
HCP, Inc.   4.00%  12/1/2022    1,871    1,975,621 
Hospitality Properties Trust   4.65%  3/15/2024    4,500    4,623,606 
Omega Healthcare Investors, Inc.   4.50%  4/1/2027    3,865    3,920,312 
Omega Healthcare Investors, Inc.   4.95%  4/1/2024    1,315    1,377,942 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024    2,873    3,006,537 
VEREIT Operating Partnership LP   3.00%  2/6/2019    1,682    1,702,655 
VEREIT Operating Partnership LP   4.875%  6/1/2026    1,970    2,130,063 
Total                46,676,237 
                    
Retail 0.95%                   
                    
Neiman Marcus Group Ltd. LLC   8.00%  10/15/2021    507    436,375 
New Albertson’s, Inc.   7.45%  8/1/2029    986    976,140 
PVH Corp.   7.75%  11/15/2023    5,967    6,891,885 
Rite Aid Corp.   9.25%  3/15/2020    181    191,181 
Serta Simmons Bedding LLC   8.125%  10/1/2020    1,185    1,237,584 
Walgreens Boots Alliance, Inc.   4.50%  11/18/2034    5,375    5,857,186 
Walgreens Boots Alliance, Inc.   4.80%  11/18/2044    1,970    2,220,943 
Total                17,811,294 
                    
Retail: Specialty 0.06%                   
                    
Revlon Escrow Corp.   6.25%  8/1/2024    1,080    1,125,900 
                    
Savings & Loan 0.16%                   
                    
First Niagara Financial Group, Inc.   7.25%  12/15/2021    2,485    3,045,176 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Steel 0.22%                   
                    
Vale Overseas Ltd. (Brazil)(c)    6.875%  11/10/2039   $4,230   $4,177,125 
                    
Technology 0.91%                   
                    
Amazon.com, Inc.   4.80%  12/5/2034    8,882    10,700,554 
Expedia, Inc.   5.00%  2/15/2026    5,920    6,261,442 
Total                16,961,996 
                           
Telecommunications 5.29%                   
                    
AT&T, Inc.   6.00%  8/15/2040   23,987   29,322,788 
AT&T, Inc.   6.50%  9/1/2037    9,949    12,979,266 
Digicel Group Ltd. (Jamaica)†(c)    7.125%  4/1/2022    2,350    1,915,250 
Digicel Ltd. (Jamaica)†(c)    6.75%  3/1/2023    924    847,770 
Frontier Communications Corp.   6.875%  1/15/2025    5,510    4,965,887 
Frontier Communications Corp.   10.50%  9/15/2022    2,835    3,095,466 
GTH Finance BV (Netherlands)†(c)    7.25%  4/26/2023    650    702,682 
Qwest Capital Funding, Inc.   6.875%  7/15/2028    2,255    2,049,231 
T-Mobile USA, Inc.   6.542%  4/28/2020    2,206    2,280,453 
U.S. Cellular Corp.   6.70%  12/15/2033    2,424    2,387,640 
Verizon Communications, Inc.   4.40%  11/1/2034    5,736    6,118,580 
Verizon Communications, Inc.   5.05%  3/15/2034    2,628    3,005,533 
Verizon Communications, Inc.   5.85%  9/15/2035    18,834    23,605,142 
Verizon Communications, Inc.   6.40%  9/15/2033    4,233    5,546,525 
Total                98,822,213 
                    
Transportation: Miscellaneous 0.11%                   
                    
Florida East Coast Holdings Corp.   6.75%  5/1/2019    1,950    2,018,250 
                    
Utilities 0.41%                   
                    
Aquarion Co.   4.00%  8/15/2024    7,250    7,674,168 
Total Corporate Bonds (cost $1,062,781,876)                1,110,280,744 
                    
FLOATING RATE LOANS(g) 1.30%                   
                    
Business Services 0.14%                   
                    
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021    2,606    2,534,350 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
Electric: Power 0.07%                   
                    
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/21/2020   $1,362   $1,338,295 
                    
Electrical Equipment 0.01%                   
                    
MKS Instruments, Inc. Tranche B1 Term Loan   4.25%  5/1/2023    139    140,013 
                    
Entertainment 0.12%                   
                    
Kasima LLC Term Loan   3.25%  5/17/2021    2,328    2,337,184 
                    
Financial: Miscellaneous 0.02%                   
                    
Windsor Financing LLC Facility B Term Loan   6.25%  12/5/2017    394    392,363 
                    
Food 0.05%                   
                    
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023    900    896,251 
                    
Gaming 0.18%                   
                    
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020    3,289    3,302,512 
                    
Lodging 0.34%                   
                    
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020    6,307    6,337,487 
                           
Media 0.16%                   
                    
AMC Networks, Inc. Term Loan A   1.998%  12/16/2019   2,957    2,931,576 
                    
Oil 0.10%                   
                    
Chesapeake Energy Corp. Class A Term Loan   8.50%  8/23/2021    1,000    1,034,585 
Templar Energy LLC 2nd Lien New Term Loan   8.50%  11/25/2020    4,000    933,340 
Total                1,967,925 
                    
Retail 0.11%                   
                    
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021    2,599    2,067,252 
Total Floating Rate Loans (cost $27,177,602)                24,245,208 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(b) 0.64%                   
                    
Brazil 0.04%                   
                    
BRF SA   7.75%  5/22/2018   BRL2,500   $709,348 
                    
Mexico 0.09%                   
                    
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%  6/10/2028   MXN31,250    1,726,264 
                    
United Kingdom 0.51%                   
                    
Old Mutual plc   8.00%  6/3/2021   GBP5,000    7,563,241 
R&R Ice Cream plc PIK   9.25%  5/15/2018   EUR1,750    1,971,558 
Total                9,534,799 
Total Foreign Bonds (cost $14,335,649)                11,970,411 
                    
FOREIGN GOVERNMENT OBLIGATIONS(c) 0.20%                   
                    
Argentina 0.10%                   
                    
Provincia de Mendoza   8.375%  5/19/2024   $800    844,000 
Provincia of Neuquen   8.625%  5/12/2028    1,050    1,134,000 
Total                1,978,000 
                    
Qatar 0.10%                   
                    
State of Qatar   3.25%  6/2/2026    1,800    1,844,595 
Total Foreign Government Obligations (cost $3,621,671)                3,822,595 
                    
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.53%  
                    
Federal Home Loan Mortgage Corp. 73 G IO   1095.35%(h)  10/15/2020   (i)   390 
Federal Home Loan Mortgage Corp. 141 A PO   Zero Coupon    7/1/2022    3    2,643 
Federal Home Loan Mortgage Corp. 181 F IO   494.14%(h)  8/15/2021    (i)   38 
Federal Home Loan Mortgage Corp. 1020 S IO   900.95%(h)  12/15/2020    (i)   559 
Federal Home Loan Mortgage Corp. 1032 O IO   544.714%(h)  12/15/2020    (i)   660 
Federal Home Loan Mortgage Corp. 1046 I IO   1009.00%(h)  2/15/2021    (i)   445 
Federal Home Loan Mortgage Corp. 1049 N IO   1010.50%(h)  2/15/2021    (i)   421 
Federal Home Loan Mortgage Corp. 1058 I IO   1008.50%(h)  4/15/2021    (i)   223 
Federal Home Loan Mortgage Corp. 1059 U IO   409.00%(h)  4/15/2021   (i)  438 
Federal Home Loan Mortgage Corp. 1066 S IO   1195.607%(h)  4/15/2021    (i)   1,510 
Federal Home Loan Mortgage Corp. 1082 D IO   1007.78%(h)  5/15/2021    (i)   1,304 
Federal Home Loan Mortgage Corp. 1095 A PO   Zero Coupon    6/15/2021    5    4,990 
Federal Home Loan Mortgage Corp. 1137 M IO   1185.497%(h)  9/15/2021    (i)   583 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) 
                    
Federal Home Loan Mortgage Corp. 1148 F PO   Zero Coupon   10/15/2021   $4   $3,872 
Federal Home Loan Mortgage Corp. 1180 G IO   1008.40%(h)  11/15/2021    (i)   430 
Federal Home Loan Mortgage Corp. 1200 IB IO   1007.00%(h)  2/15/2022    (i)   142 
Federal Home Loan Mortgage Corp. 1241 X IO   982.654%(h)  4/15/2022    (i)   200 
Federal Home Loan Mortgage Corp. 1363 B PO   Zero Coupon   8/15/2022    34    32,653 
Federal Home Loan Mortgage Corp. 1372 C PO   Zero Coupon   9/15/2022    11    10,719 
Federal National Mortgage Assoc. 94 2 IO   9.50%(h)  8/25/2021    3    365 
Federal National Mortgage Assoc. 133 1 PO   Zero Coupon   4/25/2022    1    1,238 
Federal National Mortgage Assoc. 1991-158 E IO   1008.00%(h)  12/25/2021    (i)   470 
Government National Mortgage Assoc. 2013-48 IO   0.599%#(h)  7/16/2054    18,510    858,872 
Government National Mortgage Assoc. 2015-48 AS   2.90%  2/16/2049    8,774    9,029,438 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $9,961,943)                9,952,603 
                    
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGH 0.18%             
                    
Federal National Mortgage Assoc.(j)
(cost $3,393,515)
   3.00%  TBA    3,220    3,371,692 
                    
MUNICIPAL BONDS 0.91%                   
                    
Miscellaneous                   
                    
Municipal Elec Auth of Georgia   7.055%  4/1/2057    4,250    5,385,728 
North Texas Tollway Auth   8.41%  2/1/2030    1,950    2,495,415 
North Texas Tollway Auth   8.91%  2/1/2030    7,500    9,039,525 
Total Municipal Bonds (cost $15,229,573)                16,920,668 
                    
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.91%           
                    
Banc of America Commercial Mortgage Trust 2015-UBS7 C   4.512%#  9/15/2048    501    532,205 
Citigroup Commercial Mortgage Trust 2016-P3 C   4.998%#  4/15/2049    1,159    1,281,138 
Citigroup Commercial Mortgage Trust 2016-P3 D   2.804%#  4/15/2049    917    671,241 
Commercial Mortgage Pass-Through Certificates 2013-WWP D   3.898%  3/10/2031   5,100   5,123,022 
Commercial Mortgage Pass-Through Certificates 2015-LC23 C   4.801%#  10/10/2053    1,500    1,587,984 
Commercial Mortgage Pass-Through Certificates 2015-LC23 D   3.801%#  10/10/2053    3,186    2,678,851 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.591%#  7/10/2050    1,776    1,665,102 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.591%#  7/10/2050    1,776    1,665,102 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.134%#  9/15/2039    1,300    1,328,190 
Credit Suisse Mortgage Capital Certificates 2014-2R 22A1   3.00%  7/27/2036    343    333,434 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)           
                    
Credit Suisse Mortgage Capital Certificates 2014-2R 26A1   3.00%  6/27/2037   $562   $551,533 
Credit Suisse Mortgage Capital Certificates 2014-USA E   4.373%  9/15/2037    3,400    2,974,358 
DBWF Mortgage Trust 2015-LCM D   3.535%#  6/10/2034    1,600    1,527,043 
GAHR Commercial Mortgage Trust 2015-NRF DFX   3.495%#  12/15/2034    1,472    1,482,850 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.836%#  6/10/2046    28,338    1,992,355 
GS Mortgage Securities Trust 2013-GC12 XB IO   0.681%#  6/10/2046    47,400    1,546,188 
GS Mortgage Securities Trust 2015-GC32 C   4.559%#  7/10/2048    1,022    1,073,995 
GS Mortgage Securities Trust 2015-GS1 XB IO   0.332%#  11/10/2048    30,000    576,450 
Hudsons Bay Simon JV Trust 2015-HB10 XB10 IO   0.723%#  8/5/2034    16,028    748,588 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034    3,500    3,648,689 
Hudsons Bay Simon JV Trust 2015-HB7 D7   5.331%#  8/5/2034    3,294    3,186,953 
Hudsons Bay Simon JV Trust 2015-HB7 XB7 IO   0.665%#  8/5/2034    18,308    548,233 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.395%#  4/15/2047    6,669    265,038 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.435%#  4/15/2047    1,896    41,944 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C   4.456%#  7/15/2048    824    774,435 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B    5.714%#  3/18/2051    3,810    3,851,539 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%  10/25/2036    1,153    970,743 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 LNC1    3.989%  12/15/2046    4,585    4,848,231 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042    718    707,814 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.432%#  7/15/2046    2,256    2,128,531 
Wells Fargo Commercial Mortgage Trust 2016-C33 C   3.896%  3/15/2059    2,466    2,483,070 
Wells Fargo Commercial Mortgage Trust 2016-C33 D   3.123%  3/15/2059    1,973    1,463,402 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045    906    922,237 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.345%#  5/15/2047    13,159    780,871 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.733%#  5/15/2047   2,617   109,224 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $52,025,643)                54,405,481 
                    
    Dividend
Rate
        Shares
(000)
      
PREFERRED STOCK 0.20%                   
                    
Electric: Power                   
                    
SCE Trust III
(cost $2,990,000)
   5.75%      120    3,730,324 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
   Fair
Value
 
U.S. TREASURY OBLIGATIONS 13.65%                   
                    
U.S. Treasury Bond   2.50%  5/15/2046   $2,117   $2,240,713 
U.S. Treasury Note   1.125%  8/31/2021    140,350    139,977,231 
U.S. Treasury Note   1.25%  3/31/2021    48,631    48,799,117 
U.S. Treasury Note   1.375%  5/31/2021    10,007    10,098,084 
U.S. Treasury Note   1.50%  8/15/2026    2,257    2,242,718 
U.S. Treasury Note   1.75%  10/31/2020    42,301    43,361,021 
U.S. Treasury Note   2.625%  11/15/2020    7,926    8,406,981 
Total U.S. Treasury Obligations (cost $254,487,530)                255,125,865 
Total Long-Term Investments (cost $1,728,858,171)                1,777,492,757 
                    
SHORT-TERM INVESTMENTS 4.18%                   
                    
COMMERCIAL PAPER 1.15%                   
                    
Chemicals 0.40%                   
                    
Albemarle Corp.   Zero Coupon    9/14/2016    2,500    2,498,826 
Albemarle Corp.   Zero Coupon    10/4/2016    3,000    2,996,425 
Potash Corp. of Saskatchewan, Inc.   Zero Coupon    10/3/2016    2,000    1,998,436 
Total                7,493,687 
                    
Health Care Services 0.16%                   
                    
Humana, Inc.   Zero Coupon    10/6/2016    3,000    2,997,433 
                    
Manufacturing 0.16%                   
                    
Pentair Finance SA   Zero Coupon    9/2/2016    1,500    1,499,942 
Pentair Finance SA   Zero Coupon    10/13/2016    1,500    1,497,375 
Total                2,997,317 
                    
Oil: Integrated Domestic 0.27%                   
                    
FMC Technologies, Inc.   Zero Coupon    9/26/2016    2,500    2,498,472 
Schlumberger Holdings Corp.   Zero Coupon    9/20/2016    2,500    2,498,747 
Total                4,997,219 
                           
Telecommunications 0.16%                   
                    
Deutsche Telekom AG   Zero Coupon    9/29/2016   3,000   2,997,900 
Total Commercial Paper (cost $21,483,556)                21,483,556 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Investments   
 
    
 
   Principal
Amount
(000)
   Fair
Value
 
REPURCHASE AGREEMENT 3.03%                   
                    
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $57,700,000 of Federal Home Loan Mortgage Corp. at 1.06% due 6/22/2018; value: $57,772,125; proceeds: $56,638,968
(cost $56,638,921)
         $56,639   $56,638,921 
Total Short-Term Investments (cost $78,122,477)                78,122,477 
Total Investments in Securities 99.29% (cost $1,806,980,648)                1,855,615,234 
Other Assets in Excess of Liabilities(k) 0.71%                13,182,101 
Net Assets 100.00%              $1,868,797,335 

 

 

BRL Brazilian real.
EUR euro.
GBP British pound.
MXN Mexican peso.
ADR American Depositary Receipt.
IO Interest Only.
PIK Payment-in-kind.
PO Principal Only.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at August 31, 2016.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Defaulted (non-income producing security).
(b) Investment in non-U.S. dollar denominated securities.
(c) Foreign security traded in U.S. dollars.
(d) Security is perpetual in nature and has no stated maturity.
(e) 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.
(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) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at August 31, 2016.
(h) 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.
(i) Amount is less than $1,000.
(j) 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.
(k) Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Credit Default Swaps on Indexes - Buy Protection at August 31, 2016(1):

 

Referenced
Index*
  Fund
Pays
   Termination
Date
   Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Depreciation(4)
   Credit
Default
Swap
Agreements
Receivable
at Fair Value(5)
 
Markit CMBX. NA.AAA.8(6)   .50%   10/17/2057   $8,877,000   $9,129,561   $432,109   $(179,548)  $252,561 
                                    
 
* The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of commercial mortgaged backed securities.(See Note 2(n)).
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 paid are presented net of amortization (See Note 2(n)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $0. Total unrealized depreciation on Credit Default Swaps on Indexes amounted to $179,548.
(5) Includes upfront payments paid.
(6) Swap Counterparty: Morgan Stanley.

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Argentine peso  Buy  J.P. Morgan  9/13/2016   7,900,000   $509,349   $525,645   $16,296 
Argentine peso  Buy  J.P. Morgan  10/3/2016   87,600,000    5,640,695    5,757,003    116,308 
Brazilian real  Buy  Barclays Bank plc  9/9/2016   18,450,000    5,100,771    5,703,069    602,298 
Brazilian real  Buy  Goldman Sachs  10/13/2016   17,330,000    5,047,181    5,302,875    255,694 
Brazilian real  Buy  Goldman Sachs  10/13/2016   550,000    167,555    168,297    742 
Brazilian real  Buy  Morgan Stanley  10/13/2016   750,000    226,067    229,495    3,428 
Brazilian real  Buy  Morgan Stanley  10/13/2016   1,530,000    466,108    468,171    2,063 
Brazilian real  Buy  State Street Bank and Trust  10/13/2016   1,800,000    543,232    550,789    7,557 
Chilean peso  Buy  Bank of America  9/9/2016   3,760,000,000    5,481,849    5,520,401    38,552 
Chinese yuan renminbi  Buy  Bank of America  10/13/2016   41,815,000    6,214,942    6,241,010    26,068 
Colombian peso  Buy  State Street Bank and Trust  11/15/2016   10,350,000,000    3,316,245    3,434,972    118,727 
Colombian peso  Buy  UBS AG  9/9/2016   19,750,000,000    6,576,757    6,635,611    58,854 
Czech koruna  Buy  Citibank N.A.  10/13/2016   77,500,000    3,173,503    3,203,347    29,844 
Czech koruna  Buy  J.P. Morgan  9/9/2016   42,800,000    1,754,399    1,766,788    12,389 
Hungarian forint  Buy  Standard Chartered Bank  11/14/2016   181,400,000    653,289    653,848    559 
Hungarian forint  Buy  State Street Bank and Trust  10/13/2016   1,735,000,000    6,136,814    6,251,327    114,513 
Hungarian forint  Buy  State Street Bank and Trust  11/14/2016   31,200,000    112,429    112,459    30 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Indian rupee  Buy  Bank of America  10/13/2016   305,700,000   $4,470,802   $4,536,506   $65,704 
Indian rupee  Buy  Barclays Bank plc  9/9/2016   61,500,000    913,140    917,294    4,154 
Indian rupee  Buy  J.P. Morgan  10/13/2016   37,000,000    544,134    549,070    4,936 
Indian rupee  Buy  State Street Bank and Trust  9/9/2016   272,000,000    4,011,208    4,056,977    45,769 
Indian rupee  Buy  State Street Bank and Trust  11/15/2016   297,000,000    4,378,594    4,386,915    8,321 
Indonesian rupiah  Buy  J.P. Morgan  9/9/2016   103,500,000,000    7,646,842    7,785,467    138,625 
Indonesian rupiah  Buy  J.P. Morgan  9/9/2016   29,600,000,000    2,203,365    2,226,568    23,203 
Indonesian rupiah  Buy  State Street Bank and Trust  9/9/2016   4,000,000,000    300,337    300,888    551 
Israeli new shekel  Buy  J.P. Morgan  9/9/2016   8,200,000    2,127,163    2,171,208    44,045 
Israeli new shekel  Buy  Morgan Stanley  10/13/2016   14,400,000    3,721,572    3,815,068    93,496 
Mexican peso  Buy  Goldman Sachs  10/13/2016   2,800,000    148,110    148,311    201 
Philippine peso  Buy  Goldman Sachs  10/13/2016   478,900,000    10,102,776    10,258,845    156,069 
Philippine peso  Buy  J.P. Morgan  10/13/2016   6,120,000    131,100    131,101    1 
Polish zloty  Buy  J.P. Morgan  10/13/2016   11,800,000    2,940,266    3,016,638    76,372 
Polish zloty  Buy  UBS AG  11/14/2016   600,000    153,224    153,303    79 
Romanian new leu  Buy  Bank of America  11/14/2016   450,000    112,800    112,871    71 
Romanian new leu  Buy  J.P. Morgan  9/9/2016   10,100,000    2,475,747    2,530,225    54,478 
Romanian new leu  Buy  Standard Chartered Bank  11/14/2016   5,320,000    1,334,269    1,334,389    120 
Russian ruble  Buy  Bank of America  10/13/2016   9,000,000    133,448    136,308    2,860 
Russian ruble  Buy  Barclays Bank plc  11/14/2016   41,000,000    613,693    616,402    2,709 
Russian ruble  Buy  J.P. Morgan  9/9/2016   448,000,000    6,707,792    6,840,332    132,540 
South African rand  Buy  State Street Bank and Trust  9/9/2016   32,700,000   2,190,182   2,221,143   30,961 
South Korean won  Buy  J.P. Morgan  9/9/2016   1,055,000,000    931,740    945,383    13,643 
South Korean won  Buy  J.P. Morgan  10/13/2016   3,740,000,000    3,236,526    3,350,675    114,149 
South Korean won  Buy  State Street Bank and Trust  9/9/2016   4,080,000,000    3,490,312    3,656,078    165,766 
Thai baht  Buy  Barclays Bank plc  10/13/2016   22,875,000    650,412    660,383    9,971 
Thai baht  Buy  State Street Bank and Trust  9/9/2016   23,000,000    653,548    664,330    10,782 
Turkish lira  Buy  J.P. Morgan  11/14/2016   620,000    206,315    206,396    81 
British pound  Sell  J.P. Morgan  10/19/2016   2,060,000    2,727,099    2,707,980    19,119 
British pound  Sell  Morgan Stanley  9/13/2016   3,490,000    5,049,457    4,583,891    465,566 
British pound  Sell  State Street Bank and Trust  10/19/2016   141,000    186,868    185,352    1,516 
Canadian dollar  Sell  Standard Chartered Bank  9/9/2016   2,335,000    1,834,310    1,780,617    53,693 
Chinese yuan renminbi  Sell  Barclays Bank plc  9/9/2016   1,000,000    150,342    149,544    798 
Colombian peso  Sell  Goldman Sachs  9/9/2016   655,000,000    224,446    220,067    4,379 
Czech koruna  Sell  Morgan Stanley  9/9/2016   1,800,000    74,328    74,304    24 
euro  Sell  Goldman Sachs  11/16/2016   1,125,000    1,261,817    1,258,916    2,901 
Indonesian rupiah  Sell  Barclays Bank plc  9/9/2016   1,300,000,000    99,117    97,788    1,329 
Japanese yen  Sell  J.P. Morgan  11/14/2016   375,000,000    3,754,766    3,635,711    119,055 
Russian ruble  Sell  Goldman Sachs  9/9/2016   100,000,000    1,558,916    1,526,860    32,056 
South Korean won  Sell  J.P. Morgan  10/13/2016   1,145,000,000    1,045,462    1,025,808    19,654 
South Korean won  Sell  UBS AG  9/9/2016   5,135,000,000    4,687,357    4,601,461    85,896 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts         $3,409,565 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Argentine peso  Buy  Bank of America  11/25/2016   56,500,000   $3,621,795   $3,603,795   $(18,000)
Argentine peso  Buy  J.P. Morgan  9/13/2016   1,700,000    113,409    113,113    (296)
Argentine peso  Buy  J.P. Morgan  9/13/2016   67,000,000    4,556,273    4,458,002    (98,271)
Chilean peso  Buy  Barclays Bank plc  9/9/2016   74,000,000    112,595    108,646    (3,949)
Chilean peso  Buy  J.P. Morgan  9/9/2016   89,000,000    131,056    130,669    (387)
Chilean peso  Buy  Morgan Stanley  11/14/2016   2,230,000,000    3,368,326    3,256,382    (111,944)
Chilean peso  Buy  State Street Bank and Trust  9/9/2016   465,000,000    712,534    682,709    (29,825)
Chinese yuan renminbi  Buy  Bank of America  10/13/2016   1,130,000    168,693    168,656    (37)
Chinese yuan renminbi  Buy  Standard Chartered Bank  9/9/2016   16,860,000    2,521,800    2,521,310    (490)
Colombian peso  Buy  Barclays Bank plc  11/15/2016   727,000,000    243,671    241,278    (2,393)
Colombian peso  Buy  State Street Bank and Trust  9/9/2016   2,950,000,000    998,308    991,142    (7,166)
Colombian peso  Buy  State Street Bank and Trust  10/13/2016   3,200,000,000    1,073,285    1,068,220    (5,065)
euro  Buy  Deutsche Bank AG  10/13/2016   1,650,000    1,871,234    1,843,754    (27,480)
Indian rupee  Buy  J.P. Morgan  11/15/2016   8,900,000    131,474    131,460    (14)
Indonesian rupiah  Buy  Barclays Bank plc  10/13/2016   35,325,000,000    2,660,095    2,642,933    (17,162)
Indonesian rupiah  Buy  J.P. Morgan  10/13/2016   10,800,000,000    815,033    808,030    (7,003)
Indonesian rupiah  Buy  State Street Bank and Trust  11/14/2016   12,300,000,000    926,903    916,099    (10,804)
Indonesian rupiah  Buy  UBS AG  9/9/2016   10,200,000,000    777,569    767,263    (10,306)
Malaysian ringgit  Buy  Bank of America  10/13/2016   11,900,000    2,969,329    2,903,076    (66,253)
Malaysian ringgit  Buy  Barclays Bank plc  9/9/2016   16,040,000    4,018,137    3,918,886    (99,251)
Mexican peso  Buy  Bank of America  10/13/2016   79,700,000   4,289,582   4,221,560   (68,022)
Mexican peso  Buy  J.P. Morgan  11/14/2016   58,220,000    3,143,868    3,074,422    (69,446)
Peruvian Nuevo sol  Buy  Goldman Sachs  9/9/2016   11,020,000    3,328,300    3,246,332    (81,968)
Peruvian Nuevo sol  Buy  Goldman Sachs  11/14/2016   5,750,000    1,707,245    1,683,255    (23,990)
Peruvian Nuevo sol  Buy  State Street Bank and Trust  9/9/2016   11,000,000    3,284,072    3,240,441    (43,631)
Polish zloty  Buy  Citibank N.A.  10/13/2016   8,800,000    2,282,706    2,249,696    (33,010)
Polish zloty  Buy  State Street Bank and Trust  11/14/2016   18,800,000    4,910,976    4,803,491    (107,485)
Romanian new leu  Buy  J.P. Morgan  9/9/2016   8,200,000    2,075,897    2,054,242    (21,655)
Russian ruble  Buy  Goldman Sachs  9/9/2016   50,000,000    783,631    763,430    (20,201)
Russian ruble  Buy  Goldman Sachs  9/9/2016   37,252,000    578,106    568,786    (9,320)
Russian ruble  Buy  Morgan Stanley  10/13/2016   311,000,000    4,756,515    4,710,184    (46,331)
Russian ruble  Buy  State Street Bank and Trust  9/9/2016   17,130,000    262,127    261,551    (576)
Singapore dollar  Buy  Standard Chartered Bank  11/14/2016   1,050,000    783,261    770,535    (12,726)
South African rand  Buy  Citibank N.A.  10/13/2016   7,065,000    485,319    476,712    (8,607)
South African rand  Buy  Goldman Sachs  10/13/2016   13,240,000    915,767    893,371    (22,396)
South African rand  Buy  J.P. Morgan  10/13/2016   97,000,000    6,587,335    6,545,091    (42,244)
South Korean won  Buy  State Street Bank and Trust  11/14/2016   1,050,000,000    941,240    940,540    (700)
Thai baht  Buy  UBS AG  11/14/2016   193,000,000    5,574,812    5,569,696    (5,116)
Turkish lira  Buy  Bank of America  9/9/2016   12,100,000    4,136,923    4,084,436    (52,487)
Turkish lira  Buy  Bank of America  11/14/2016   2,050,000    685,999    682,439    (3,560)
Turkish lira  Buy  Barclays Bank plc  10/13/2016   20,450,000    6,938,836    6,853,258    (85,578)
British pound  Sell  State Street Bank and Trust  10/19/2016   140,000    183,944    184,037    (93)
Chinese yuan renminbi  Sell  State Street Bank and Trust  10/11/2016   12,500,000    1,856,610    1,865,978    (9,368)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Chinese yuan renminbi  Sell  State Street Bank and Trust  10/11/2016   12,500,000   $1,860,532   $1,865,939   $(5,407)
Czech koruna  Sell  Citibank N.A.  9/9/2016   22,500,000    926,016    928,802    (2,786)
euro  Sell  J.P. Morgan  10/13/2016   6,090,000    6,757,553    6,805,127    (47,574)
Israeli new shekel  Sell  Citibank N.A.  9/9/2016   3,580,000    930,275    947,917    (17,642)
Israeli new shekel  Sell  Goldman Sachs  9/9/2016   3,500,000    911,594    926,735    (15,141)
Philippine peso  Sell  J.P. Morgan  10/13/2016   6,800,000    145,308    145,667    (359)
Taiwan dollar  Sell  Goldman Sachs  9/12/2016   30,000,000    941,981    945,254    (3,273)
Taiwan dollar  Sell  J.P. Morgan  9/12/2016   28,840,000    892,603    908,704    (16,101)
Taiwan dollar  Sell  Morgan Stanley  9/12/2016   3,525,000    109,627    111,067    (1,440)
Turkish lira  Sell  Citibank N.A.  9/9/2016   4,026,000    1,303,478    1,359,003    (55,525)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts            $(1,449,854)

 

Open Futures Contracts at August 31, 2016:

                             

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2016  164  Short  $(35,803,250)  $22,794 
U.S. 10-Year Treasury Note  December 2016  2,632  Short   (344,586,375)   159,934 
Ultra Long U.S. Treasury Bond  December 2016  83  Short   (15,559,906)   14,768 
Totals           $(395,949,531)  $197,496 
                    
Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
U.S. Long Bond  December 2016  54  Long  $9,200,250   $(33,423)
U.S. 5-Year Treasury Note  December 2016  3,159  Long   383,028,750    (385,595)
Totals           $392,229,000   $(419,018)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Credit Cards  $   $34,856,724   $2,211,028(4)  $37,067,752 
Remaining Industries       244,188,030        244,188,030 
Common Stock   22,659            22,659 
Convertible Bonds                    
Oil           71,814(5)   71,814 
Retail       2,316,911        2,316,911 
Corporate Bonds       1,110,280,744        1,110,280,744 
Floating Rate Loans(6)                    
Business Services       2,534,350        2,534,350 
Electric: Power       1,338,295        1,338,295 
Electrical Equipment       140,013        140,013 
Entertainment       2,337,184        2,337,184 
Financial: Miscellaneous           392,363    392,363 
Food       896,251        896,251 
Gaming       3,302,512        3,302,512 
Lodging       6,337,487        6,337,487 
Media       2,931,576        2,931,576 
Oil       1,967,925        1,967,925 
Retail       2,067,252        2,067,252 
Foreign Bonds       11,970,411        11,970,411 
Foreign Government Obligations       3,822,595        3,822,595 
Government Sponsored Enterprises Collateralized Mortgage Obligations       9,952,603        9,952,603 
Government Sponsored Enterprises Pass-Through       3,371,692        3,371,692 
Municipal Bonds       16,920,668        16,920,668 
Non-Agency Commercial Mortgage-Backed Securities       54,405,481        54,405,481 
Preferred Stock   3,730,324            3,730,324 
U.S. Treasury Obligations       255,125,865        255,125,865 
Commercial Paper       21,483,556        21,483,556 
Repurchase Agreement       56,638,921        56,638,921 
Total  $3,752,983   $1,849,187,046   $2,675,205   $1,855,615,234 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $252,561   $   $252,561 
Liabilities                
Forward Foreign Currency Exchange Contracts                    
Assets       3,409,565        3,409,565 
Liabilities       (1,449,854)       (1,449,854)
Futures Contracts                    
Assets   197,496            197,496 
Liabilities   (419,018)           (419,018)
Total  $(221,522)  $2,212,272   $   $1,990,750 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2016

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(5) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financial Statements.
(6) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.

 

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

 

Investment Type  Asset-Backed Securities   Convertible Bonds   Corporate Bonds   Floating
Rate Loans
   Non-Agency Commercial Mortgage-Backed Securities 
Balance as of December 1, 2015  $1,969,236   $71,814   $500,625   $4,241,232   $613,155 
Accrued discounts/premiums   (185)       (96)   562     
Realized gain (loss)               (158)    
Change in unrealized appreciation/depreciation   (2,529)       (529)   13,213     
Purchases   2,213,742                 
Sales           (500,000)   (175,680)    
Net transfers in or out of Level 3   (1,969,236)           (3,686,806)   (613,155)
Balance as of August 31, 2016  $2,211,028   $71,814   $   $392,363   $ 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 92.13%                  
                   
ASSET-BACKED SECURITIES 15.09%                  
                   
Automobiles 7.63%                  
                   
Ally Auto Receivables Trust 2014-1 A3   0.97%  10/15/2018  $428   $428,080 
Ally Auto Receivables Trust 2014-2 A3   1.25%  4/15/2019   634    634,449 
Ally Auto Receivables Trust 2015-2 A3   1.49%  11/15/2019   402    403,439 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%  9/10/2018   434    433,850 
Avis Budget Rental Car Funding AESOP LLC 2011-3A A    3.41%  11/20/2017   347    347,846 
Avis Budget Rental Car Funding AESOP LLC 2011-5A A    3.27%  2/20/2018   695    698,176 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A    2.802%  5/20/2018   2,090    2,103,385 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A    2.46%  7/20/2020   1,645    1,657,441 
Avis Budget Rental Car Funding AESOP LLC 2014-2A A    2.50%  2/20/2021   495    498,481 
Avis Budget Rental Car Funding AESOP LLC 2015-2A A    2.63%  12/20/2021   901    908,343 
BMW Vehicle Owner Trust 2016-A A4   1.37%  12/25/2022   298    297,477 
California Republic Auto Receivables Trust 2013-1 A2    1.41%  9/17/2018   166    166,499 
California Republic Auto Receivables Trust 2013-2 A2   1.23%  3/15/2019   349    348,479 
California Republic Auto Receivables Trust 2014-2 A3   0.91%  8/15/2018   204    203,841 
California Republic Auto Receivables Trust 2015-2 A4   1.75%  1/15/2021   3,004    3,009,166 
California Republic Auto Receivables Trust 2015-3 A4   2.13%  5/17/2021   694    700,692 
California Republic Auto Receivables Trust 2015-4 A2    1.60%  9/17/2018   753    753,895 
California Republic Auto Receivables Trust 2015-4 A3    2.04%  1/15/2020   514    517,432 
California Republic Auto Receivables Trust 2015-4 B    3.73%  11/15/2021   417    435,089 
California Republic Auto Receivables Trust 2016-1 A3   1.89%  5/15/2020   814    817,962 
California Republic Auto Receivables Trust 2016-1 A4   2.24%  10/15/2021   1,256    1,272,220 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020   244    243,772 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021   320    319,958 
Capital Auto Receivables Asset Trust 2014-3 C    2.71%  11/20/2019   364    368,012 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018   1,111    1,112,374 
Capital Auto Receivables Asset Trust 2016-1 B   2.67%  12/21/2020   338    340,069 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020   423    422,125 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%  1/20/2021   222    221,150 
CarMax Auto Owner Trust 2013-1 C   1.54%  12/15/2018   208    208,384 
CarMax Auto Owner Trust 2014-4 C   2.44%  11/16/2020   1,318    1,334,022 
CarMax Auto Owner Trust 2015-2 A2A   0.82%  6/15/2018   116    116,403 
CarMax Auto Owner Trust 2016-3 A2   1.17%  8/15/2019   849    848,273 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021   917    916,384 
CarMax Auto Owner Trust 2016-3 A4   1.60%  1/18/2022   1,250    1,244,496 
Chesapeake Funding II LLC 2016-2A A1    1.88%  6/15/2028   567    566,483 
Chrysler Capital Auto Receivables Trust 2014-BA A3    1.27%  5/15/2019   449    449,043 
Chrysler Capital Auto Receivables Trust 2015-BA B    2.70%  12/15/2020   109    108,887 
Chrysler Capital Auto Receivables Trust 2016-AA A3    1.77%  10/15/2020   1,153    1,155,900 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                  
                   
CPS Auto Receivables Trust 2016-B D    6.58%  3/15/2022  $350   $356,579 
Drive Auto Receivables Trust 2015-AA C    3.06%  5/17/2021   371    375,447 
Drive Auto Receivables Trust 2015-BA B    2.12%  6/17/2019   832    832,892 
Drive Auto Receivables Trust 2015-CA A3    1.38%  10/15/2018   168    168,029 
Drive Auto Receivables Trust 2015-CA B    2.23%  9/16/2019   1,247    1,248,451 
Drive Auto Receivables Trust 2015-CA C    3.01%  5/17/2021   1,587    1,602,994 
Drive Auto Receivables Trust 2015-DA C    3.38%  11/15/2021   1,175    1,191,858 
Drive Auto Receivables Trust 2015-DA D    4.59%  1/17/2023   912    944,342 
Drive Auto Receivables Trust 2016-AA B    3.17%  5/15/2020   780    788,747 
Drive Auto Receivables Trust 2016-BA B    2.56%  6/15/2020   448    450,502 
Drive Auto Receivables Trust 2016-BA C    3.19%  7/15/2022   448    449,690 
Drive Auto Receivables Trust 2016-BA D    4.53%  8/15/2023   927    950,662 
Flagship Credit Auto Trust 2015-3 A    2.38%  10/15/2020   335    336,367 
Ford Credit Auto Lease Trust 2016-A A3   1.71%  4/15/2019   911    915,870 
Hyundai Floorplan Master Owner Trust 2016-1A A1    1.408%#  3/15/2021   259    260,377 
Hyundai Floorplan Master Owner Trust 2016-1A A2    1.81%  3/15/2021   301    301,734 
Mercedes-Benz Auto Lease Trust 2016-A A3   1.52%  3/15/2019   1,156    1,160,293 
Mercedes-Benz Auto Receivables Trust 2015-1 A3   1.34%  12/16/2019   2,879    2,886,682 
NextGear Floorplan Master Owner Trust 2015-2A A    2.38%  10/15/2020   1,024    1,021,251 
NextGear Floorplan Master Owner Trust 2016-1A A2    2.74%  4/15/2021   943    943,383 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020   175    176,982 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021   3,022    3,055,646 
Santander Drive Auto Receivables Trust 2015-3 B   2.07%  4/15/2020   693    695,465 
Santander Drive Auto Receivables Trust 2015-3 C   2.74%  1/15/2021   818    829,635 
Santander Drive Auto Receivables Trust 2015-4 C   2.97%  3/15/2021   207    210,856 
Santander Drive Auto Receivables Trust 2016-1 D   4.02%  4/15/2022   282    295,644 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021   245    245,832 
TCF Auto Receivables Owner Trust 2015-2A A2    1.64%  1/15/2019   262    262,450 
TCF Auto Receivables Owner Trust 2015-2A A3    2.06%  4/15/2020   596    599,514 
TCF Auto Receivables Owner Trust 2015-2A B    3.00%  9/15/2021   215    214,520 
TCF Auto Receivables Owner Trust 2015-2A C    3.75%  12/15/2021   136    136,385 
TCF Auto Receivables Owner Trust 2015-2A D    4.24%  8/15/2022   130    130,818 
Volkswagen Auto Loan Enhanced Trust 2013-2 A3   0.70%  4/20/2018   247    246,836 
Total                50,898,710 
                   
Credit Cards 2.02%                  
                   
Bank of America Credit Card Trust 2014-A3 A   0.798%#  1/15/2020   770    771,010 
Bank of America Credit Card Trust 2016-A1 A   0.898%#  10/15/2021   1,045    1,048,353 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                  
                   
Barclays Dryrock Issuance Trust 2016-1 A   1.52%  5/16/2022  $675   $676,395 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   331    331,475 
Capital One Multi-Asset Execution Trust 2015-A3   0.908%#  3/15/2023   2,740    2,744,019 
Chase Issuance Trust 2016-A5   1.27%  7/15/2021   1,706    1,702,981 
Discover Card Execution Note Trust 2015-A2 A   1.90%  10/17/2022   2,233    2,269,947 
Discover Card Execution Note Trust 2016-A2   1.048%#  9/15/2021   744    748,966 
First National Master Note Trust 2015-1 A   1.278%#  9/15/2020   162    162,618 
MBNA Credit Card Master Note Trust 2004-A3   0.768%#  8/16/2021   891    890,747 
Synchrony Credit Card Master Note Trust 2012-2 A   2.22%  1/15/2022   1,195    1,213,927 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%  8/17/2020   179    179,970 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024   693    704,479 
Total                13,444,887 
                   
Home Equity 0.21%                  
                   
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.648%#  5/25/2036   1,300    1,238,840 
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   189    190,811 
Total                1,429,651 
                   
Other 5.23%                  
                   
Ally Master Owner Trust 2015-3 A   1.63%  5/15/2020   2,210    2,218,634 
Ares IIIR/IVR CLO Ltd. 2007-3RA A2    0.853%#  4/16/2021   339    337,929 
Ascentium Equipment Receivables LLC 2015-2A A2    1.57%  12/11/2017   399    398,452 
Ascentium Equipment Receivables Trust 2016-1A A2    1.75%  11/13/2018   35    34,985 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1    1.783%#  4/18/2025   750    746,632 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1    2.128%#  10/15/2026   375    374,532 
Cedar Funding IV CLO Ltd. 2014-4A A1    2.138%#  10/23/2026   2,130    2,135,753 
Cent CLO Ltd. 2013-17A A1    1.937%#  1/30/2025   2,500    2,496,603 
Cent CLO Ltd. 2013-18A A    1.758%#  7/23/2025   1,000    990,256 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022   859    866,326 
CNH Equipment Trust 2016-B A4   1.97%  11/15/2021   128    128,686 
Crown Point CLO Ltd. 2012-1A A1LB    2.136%#  11/21/2022   490    491,063 
Dell Equipment Finance Trust 2015-2 A3    1.72%  9/22/2020   507    507,861 
Dell Equipment Finance Trust 2016-1 A3    1.65%  7/22/2021   100    99,713 
Dell Equipment Finance Trust 2016-1 B    2.03%  7/22/2021   100    99,677 
Diamond Resorts Owner Trust 2015-2 A    2.99%  5/22/2028   453    454,209 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                  
                   
Ford Credit Floorplan Master Owner Trust A 2014-4 A1   1.40%  8/15/2019  $385   $385,228 
Fortress Credit BSL Ltd. 2013-1A A    1.813%#  1/19/2025   2,500    2,492,934 
JFIN Revolver CLO 2013-1A A    1.884%#  1/20/2021   227    227,207 
JFIN Revolver CLO Ltd. 2015-4A A    1.785%#  4/22/2020   2,125    2,128,111 
Leaf Receivables Funding 10 LLC 2015-1 B    2.42%  1/15/2021   185    185,346 
Leaf Receivables Funding 11 LLC 2016-1 A2    1.72%  7/15/2018   300    299,980 
Leaf Receivables Funding 11 LLC 2016-1 A3    2.05%  6/15/2019   248    248,305 
Leaf Receivables Funding 11 LLC 2016-1 A4    2.49%  4/15/2022   320    320,725 
MMAF Equipment Finance LLC 2016-AA A2    1.39%  12/17/2018   570    569,412 
N-Star REL CDO VIII Ltd. 2006-8A B    0.914%#  2/1/2041   1,600    1,468,491 
NextGear Floorplan Master Owner Trust 2015-1A A    1.80%  7/15/2019   1,757    1,752,243 
Nissan Master Owner Trust Receivables 2016-A A2   1.54%  6/15/2021   691    688,242 
Oaktree CLO Ltd. 2014-2A A1A    2.164%#  10/20/2026   800    800,888 
Octagon Loan Funding Ltd. 2014-1A A1    2.076%#  11/18/2026   300    298,915 
OHA Park Avenue CLO I Ltd. 2007-1A A1B    0.862%#  3/14/2022   288    285,438 
OneMain Financial Issuance Trust 2015-1A A    3.19%  3/18/2026   2,483    2,513,532 
OneMain Financial Issuance Trust 2015-2A A    2.57%  7/18/2025   256    256,617 
OZLM VII Ltd. 2014-7A A1B    2.123%#  7/17/2026   300    300,065 
OZLM VIII Ltd. 2014-8A A1A    2.073%#  10/17/2026   1,990    1,989,044 
SLM Private Education Loan Trust 2010-A 2A    3.731%#  5/16/2044   712    734,967 
SLM Private Education Loan Trust 2012-A A1    1.881%#  8/15/2025   119    118,831 
SLM Private Education Loan Trust 2012-E A1    1.231%#  10/16/2023   80    79,934 
SLM Private Education Loan Trust 2013-B A1    1.131%#  7/15/2022   530    530,491 
SLM Student Loan Trust 2011-1 A1   1.008%#  3/25/2026   182    181,129 
Stone Tower CLO VI Ltd. 2007-6A A2B    0.953%#  4/17/2021   900    896,435 
Taco Bell Funding LLC 2016-1A A2I    3.832%  5/25/2046   424    430,959 
Venture XVIII CLO Ltd. 2014-18A A    2.078%#  10/15/2026   1,250    1,249,143 
Westchester CLO Ltd. 2007-1A A1A    0.862%#  8/1/2022   286    284,264 
Westgate Resorts LLC 2014-1A A    2.15%  12/20/2026   231    228,103 
Westgate Resorts LLC 2014-1A B    3.25%  12/20/2026   537    530,876 
Total                34,857,166 
Total Asset-Backed Securities (cost $100,093,620)                100,630,414 
                
          Shares
(000)
     
COMMON STOCK 0.00%                  
                   
Oil                  
                   
OGX Petroleo e Gas SA ADR (cost $5,368)           4    2,832 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CONVERTIBLE BONDS 0.07%                  
                   
Oil 0.00%                  
                   
Oleo e Gas Participacoes SA(a)(b)    10.00%  6/1/2016  BRL 2   $3,853 
Oleo e Gas Participacoes SA(a)(b)    10.00%  6/1/2016  BRL 3    5,080 
Total                8,933 
                   
Retail 0.07%                  
                   
Restoration Hardware Holdings, Inc.    Zero Coupon   6/15/2019  $344    297,345 
Restoration Hardware Holdings, Inc.    Zero Coupon    7/15/2020   155    125,259 
Total                422,604 
Total Convertible Bonds (cost $408,387)                431,537 
                   
CORPORATE BONDS 46.21%                  
                   
Advertising 0.04%                  
                   
Interpublic Group of Cos., Inc. (The)   2.25%  11/15/2017   250    251,158 
                   
Aerospace/Defense 0.10%                  
                   
BAE Systems plc (United Kingdom)†(c)    3.50%  10/11/2016   200    200,494 
Harris Corp.   1.999%  4/27/2018   265    266,875 
Litton Industries, Inc.   6.75%  4/15/2018   200    216,204 
Total                683,573 
                   
Air Transportation 0.03%                  
                   
Air Canada (Canada)†(c)    8.75%  4/1/2020   83    89,536 
Continental Airlines 2012-1 Class B Pass Through Trust   6.25%  4/11/2020   76    81,452 
Total                170,988 
                   
Auto Parts: Original Equipment 0.12%                  
                   
International Automotive Components Group SA (Luxembourg)†(c)    9.125%  6/1/2018   353    350,794 
Schaeffler Holding Finance BV PIK (Netherlands)†(c)    6.875%  8/15/2018   457    469,567 
Total                820,361 
                   
Automotive 2.32%                  
                   
Ford Motor Credit Co. LLC   2.24%  6/15/2018   500    504,461 
Ford Motor Credit Co. LLC   3.157%  8/4/2020   2,484    2,567,703 
Ford Motor Credit Co. LLC   6.625%  8/15/2017   2,250    2,357,962 
Ford Motor Credit Co. LLC   8.125%  1/15/2020   500    592,829 
General Motors Co.   3.50%  10/2/2018   1,139    1,174,011 
General Motors Financial Co., Inc.   2.40%  5/9/2019   1,008    1,013,729 
General Motors Financial Co., Inc.   3.10%  1/15/2019   999    1,019,674 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automotive (continued)                  
                   
General Motors Financial Co., Inc.   3.15%  1/15/2020  $380   $388,492 
General Motors Financial Co., Inc.   3.20%  7/13/2020   250    255,942 
General Motors Financial Co., Inc.   3.25%  5/15/2018   200    203,964 
General Motors Financial Co., Inc.   4.20%  3/1/2021   700    739,875 
Hyundai Capital America    2.40%  10/30/2018   700    710,767 
Volkswagen Group of America Finance LLC    1.25%  5/23/2017   400    399,269 
Volkswagen Group of America Finance LLC    1.60%  11/20/2017   862    861,066 
Volkswagen Group of America Finance LLC    2.40%  5/22/2020   900    911,999 
Volkswagen Group of America Finance LLC    2.45%  11/20/2019   340    345,300 
Volkswagen International Finance NV (Netherlands)†(c)    1.60%  11/20/2017   1,422    1,421,755 
Total                15,468,798 
                   
Banks: Regional 8.43%                  
                   
Akbank TAS (Turkey)†(c)    3.875%  10/24/2017   150    151,312 
Associated Banc-Corp.   2.75%  11/15/2019   207    210,848 
Banco de Credito del Peru (Peru)†(c)    2.75%  1/9/2018   107    108,337 
Banco do Brasil SA   3.875%  1/23/2017   200    201,500 
Bank of America Corp.   5.42%  3/15/2017   1,379    1,408,079 
Bank of America Corp.   5.49%  3/15/2019   2,974    3,223,935 
Bank of America Corp.   5.625%  7/1/2020   515    582,218 
Bank of America Corp.   5.65%  5/1/2018   900    958,437 
Bank of America Corp.   5.70%  5/2/2017   990    1,017,345 
Bank of America Corp.   7.625%  6/1/2019   1,000    1,150,067 
Bank of America NA   5.30%  3/15/2017   1,558    1,591,185 
Barclays Bank plc (United Kingdom)†(c)    10.179%  6/12/2021   393    504,177 
Capital One Financial Corp.   5.25%  2/21/2017   125    127,255 
Capital One Financial Corp.   6.75%  9/15/2017   525    552,694 
Citigroup, Inc.   1.80%  2/5/2018   525    527,196 
Citigroup, Inc.   2.05%  12/7/2018   272    274,144 
Citigroup, Inc.   2.35%  8/2/2021   993    997,025 
Citigroup, Inc.   2.65%  10/26/2020   1,875    1,923,778 
Citigroup, Inc.   8.50%  5/22/2019   272    319,601 
Commonwealth Bank of Australia (Australia)†(c)    1.375%  9/6/2018   1,318    1,316,082 
Compass Bank   2.75%  9/29/2019   250    249,841 
Credit Suisse AG   1.70%  4/27/2018   1,000    1,000,961 
Credit Suisse Group Funding Guernsey Ltd.
(Guernsey)(c)
   3.125%  12/10/2020   1,692    1,718,490 
Discover Bank   2.60%  11/13/2018   1,610    1,634,973 
Discover Bank   8.70%  11/18/2019   796    924,611 
First Midwest Bancorp, Inc.   5.875%  11/22/2016   125    126,006 
Goldman Sachs Group, Inc. (The)   5.25%  7/27/2021   650    739,194 
Goldman Sachs Group, Inc. (The)   5.375%  3/15/2020   1,250    1,392,419 
Goldman Sachs Group, Inc. (The)   6.00%  6/15/2020   529    604,508 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Goldman Sachs Group, Inc. (The)   6.15%  4/1/2018  $201   $215,363 
Goldman Sachs Group, Inc. (The)   7.50%  2/15/2019   98    111,679 
HBOS plc (United Kingdom)(c)    1.38%#  9/6/2017   390    388,956 
HBOS plc (United Kingdom)†(c)    6.75%  5/21/2018   4,602    4,936,041 
Huntington Bancshares, Inc.   2.60%  8/2/2018   321    326,768 
Huntington Bancshares, Inc.   3.15%  3/14/2021   57    59,343 
Huntington Bancshares, Inc.   7.00%  12/15/2020   462    538,924 
Industrial & Commercial Bank of China Ltd.   2.351%  11/13/2017   500    503,372 
Intesa Sanpaolo SpA (Italy)(c)    2.375%  1/13/2017   1,431    1,433,785 
Itau Unibanco Holding SA    2.85%  5/26/2018   500    501,200 
JPMorgan Chase & Co.   2.295%  8/15/2021   778    783,174 
Lloyds Bank plc (United Kingdom)(c)    9.875%  12/16/2021   275    282,059 
Macquarie Bank Ltd. (Australia)†(c)    1.364%#  10/27/2017   1,350    1,350,390 
Macquarie Bank Ltd. (Australia)†(c)    1.60%  10/27/2017   500    501,200 
Macquarie Bank Ltd. (Australia)†(c)    5.00%  2/22/2017   155    157,618 
Morgan Stanley   5.50%  7/24/2020   300    338,864 
Morgan Stanley   5.625%  9/23/2019   1,750    1,947,566 
Morgan Stanley   6.625%  4/1/2018   122    131,607 
Morgan Stanley   7.30%  5/13/2019   1,152    1,316,473 
National City Corp.   6.875%  5/15/2019   124    140,089 
National Savings Bank (Sri Lanka)†(c)    8.875%  9/18/2018   200    216,220 
Nordea Bank AB (Sweden)†(c)    4.875%  5/13/2021   686    759,737 
Popular, Inc.   7.00%  7/1/2019   806    836,225 
Regions Bank   2.25%  9/14/2018   335    337,068 
Regions Bank   7.50%  5/15/2018   250    273,130 
Royal Bank of Scotland NV (The) (Netherlands)(c)    4.65%  6/4/2018   260    267,470 
Royal Bank of Scotland plc (The) (United Kingdom) (c)   9.50%  3/16/2022   1,733    1,798,419 
Santander Bank NA   2.00%  1/12/2018   1,212    1,212,863 
Santander Bank NA   8.75%  5/30/2018   250    276,082 
Santander UK Group Holdings plc (United Kingdom)(c)    2.875%  8/5/2021   607    605,940 
Santander UK Group Holdings plc (United Kingdom)(c)    3.125%  1/8/2021   234    238,011 
Santander UK plc (United Kingdom)(c)    1.65%  9/29/2017   250    250,353 
Santander UK plc (United Kingdom)(c)    2.00%  8/24/2018   208    208,798 
Santander UK plc (United Kingdom)(c)    2.50%  3/14/2019   1,081    1,097,565 
Santander UK plc (United Kingdom)(c)    3.05%  8/23/2018   327    335,198 
SVB Financial Group   5.375%  9/15/2020   70    77,872 
Turkiye Halk Bankasi AS (Turkey)†(c)    4.75%  6/4/2019   1,200    1,200,635 
Turkiye Halk Bankasi AS (Turkey)†(c)    4.875%  7/19/2017   300    303,766 
Turkiye Vakiflar Bankasi TAO (Turkey)†(c)    3.75%  4/15/2018   300    298,348 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                  
                   
Turkiye Vakiflar Bankasi TAO (Turkey)†(c)    5.75%  4/24/2017  $500   $508,573 
UBS AG (Jersey)(c)    7.25%  2/22/2022   525    538,210 
UBS Group Funding Jersey Ltd. (Jersey)†(c)    2.65%  2/1/2022   975    975,858 
UBS Group Funding Jersey Ltd. (Jersey)†(c)    2.95%  9/24/2020   931    956,658 
UBS Group Funding Jersey Ltd. (Jersey)†(c)    3.00%  4/15/2021   761    785,583 
Wilmington Trust Corp.   8.50%  4/2/2018   350    386,043 
Total                56,245,314 
                   
Beverages 0.35%                  
                   
Innovation Ventures LLC/Innovation Ventures Finance Corp.    9.50%  8/15/2019   1,300    1,366,625 
Pernod Ricard SA (France)†(c)    2.95%  1/15/2017   500    503,288 
Pernod Ricard SA (France)†(c)    5.75%  4/7/2021   400    462,452 
Total                2,332,365 
                   
Building Materials 0.36%                  
                   
Cemex SAB de CV (Mexico)†(c)    5.43%#  10/15/2018   200    207,500 
Fortune Brands Home & Security, Inc.   3.00%  6/15/2020   346    354,607 
Louisiana-Pacific Corp.   7.50%  6/1/2020   112    116,550 
Martin Marietta Materials, Inc.   1.731%#  6/30/2017   875    872,824 
Martin Marietta Materials, Inc.   6.60%  4/15/2018   400    427,003 
Owens Corning   6.50%  12/1/2016   12    12,091 
Owens Corning   9.00%  6/15/2019   148    171,286 
Standard Industries, Inc.    5.125%  2/15/2021   139    147,514 
Vulcan Materials Co.   7.50%  6/15/2021   70    86,100 
Total                2,395,475 
                   
Business Services 0.58%                  
                   
APX Group, Inc.   6.375%  12/1/2019   396    408,371 
Chicago Parking Meters LLC    5.489%  12/30/2020   200    216,675 
ERAC USA Finance LLC    6.375%  10/15/2017   50    52,603 
HPHT Finance 15 Ltd.    2.25%  3/17/2018   250    251,716 
NES Rentals Holdings, Inc.    7.875%  5/1/2018   290    284,200 
Verisk Analytics, Inc.   4.875%  1/15/2019   41    43,745 
Western Union Co. (The)   2.875%  12/10/2017   1,500    1,520,849 
Western Union Co. (The)   3.35%  5/22/2019   625    642,486 
Western Union Co. (The)   3.65%  8/22/2018   30    30,948 
Western Union Co. (The)   5.93%  10/1/2016   416    417,416 
Total                3,869,009 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals 0.60%                  
                   
Blue Cube Spinco, Inc.    9.75%  10/15/2023  $872   $1,037,680 
Celanese US Holdings LLC   5.875%  6/15/2021   700    801,934 
LyondellBasell Industries NV   5.00%  4/15/2019   218    234,815 
RPM International, Inc.   6.50%  2/15/2018   500    533,646 
Yara International ASA (Norway)†(c)    7.875%  6/11/2019   1,225    1,405,660 
Total                4,013,735 
                   
Computer Hardware 1.55%                  
                   
Denali International LLC/Denali Finance Corp.    5.625%  10/15/2020   3,072    3,214,080 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.    3.48%  6/1/2019   2,611    2,688,489 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.    4.42%  6/15/2021   1,674    1,752,248 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.    5.875%  6/15/2021   274    289,833 
Hewlett Packard Enterprise Co.    2.393%#  10/5/2017   50    50,406 
Hewlett Packard Enterprise Co.    2.45%  10/5/2017   366    369,234 
Hewlett Packard Enterprise Co.    2.85%  10/5/2018   1,800    1,835,633 
Leidos Holdings, Inc.   4.45%  12/1/2020   98    102,181 
NetApp, Inc.   2.00%  12/15/2017   5    5,026 
Total                10,307,130 
                   
Computer Software 0.73%                  
                   
Activision Blizzard, Inc.    5.625%  9/15/2021   3,104    3,247,560 
Change Healthcare Holdings, Inc.   11.00%  12/31/2019   714    755,233 
Dun & Bradstreet Corp. (The)   3.25%  12/1/2017   754    764,107 
Fidelity National Information Services, Inc.   5.00%  3/15/2022   72    74,486 
Total                4,841,386 
                   
Construction/Homebuilding 0.08%                  
                   
Brookfield Residential Properties, Inc. (Canada)†(c)    6.50%  12/15/2020   6    6,195 
William Lyon Homes, Inc.   8.50%  11/15/2020   477    504,428 
Total                510,623 
                   
Containers 0.47%                  
                   
Novelis, Inc.   8.75%  12/15/2020   1,547    1,623,383 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.25%  2/15/2021   500    520,565 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.875%  8/15/2019   966    994,980 
Total                3,138,928 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Diversified 0.08%                  
                   
DH Services Luxembourg Sarl (Luxembourg)†(c)    7.75%  12/15/2020  $491   $514,936 
                   
Drugs 1.92%                  
                   
Actavis Funding SCS (Luxembourg)(c)    2.35%  3/12/2018   1,150    1,163,859 
Capsugel SA PIK (Luxembourg)†(c)    7.00%  5/15/2019   551    557,199 
Forest Laboratories LLC    4.375%  2/1/2019   3,785    3,996,771 
Mylan NV    2.50%  6/7/2019   211    213,925 
Mylan NV    3.00%  12/15/2018   488    500,118 
Mylan NV    3.15%  6/15/2021   352    360,448 
Mylan, Inc.   2.55%  3/28/2019   2,563    2,597,308 
Mylan, Inc.   2.60%  6/24/2018   1,147    1,164,167 
NBTY, Inc.    7.625%  5/15/2021   292    299,300 
Perrigo Co. plc (Ireland)(c)    2.30%  11/8/2018   1,000    1,005,856 
Zoetis, Inc.   1.875%  2/1/2018   925    927,583 
Total                12,786,534 
                   
Electric: Power 2.16%                  
                   
Abu Dhabi National Energy Co. PJSC (United Arab Emirates)†(c)    2.50%  1/12/2018   700    707,050 
American Electric Power Co., Inc.   1.65%  12/15/2017   250    250,605 
Dominion Resources, Inc.   2.962%  7/1/2019   269    276,506 
Dominion Resources, Inc.   4.104%  4/1/2021   857    916,539 
Duquesne Light Holdings, Inc.    6.40%  9/15/2020   194    220,347 
Emera US Finance LP    2.15%  6/15/2019   1,529    1,545,730 
Entergy Corp.   4.70%  1/15/2017   1,391    1,404,087 
Exelon Generation Co. LLC   2.95%  1/15/2020   600    617,768 
Exelon Generation Co. LLC   4.00%  10/1/2020   484    516,657 
Exelon Generation Co. LLC   5.20%  10/1/2019   23    25,263 
Exelon Generation Co. LLC   6.20%  10/1/2017   500    524,084 
Israel Electric Corp. Ltd. (Israel)†(c)    6.70%  2/10/2017   1,000    1,022,375 
Jersey Central Power & Light Co.   7.35%  2/1/2019   350    391,931 
Metropolitan Edison Co.   7.70%  1/15/2019   300    338,579 
Origin Energy Finance Ltd. (Australia)†(c)    3.50%  10/9/2018   1,300    1,319,193 
Pennsylvania Electric Co.   5.20%  4/1/2020   319    346,460 
Pennsylvania Electric Co.   6.05%  9/1/2017   200    208,056 
Pepco Holdings LLC   6.125%  6/1/2017   200    205,095 
PPL UK Distribution Holdings Ltd./Western Power Distribution Ltd. (United Kingdom)†(c)    7.25%  12/15/2017   525    544,346 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power (continued)                  
                   
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(c)    5.375%  5/1/2021  $96   $106,508 
Progress Energy, Inc.   7.05%  3/15/2019   100    113,348 
Public Service Co. of New Mexico   7.95%  5/15/2018   635    698,902 
TECO Finance, Inc.   5.15%  3/15/2020   136    149,864 
TECO Finance, Inc.   6.572%  11/1/2017   207    218,928 
TransAlta Corp. (Canada)(c)    1.90%  6/3/2017   1,737    1,738,395 
Total                14,406,616 
                   
Electrical Equipment 0.76%                  
                   
Freescale Semiconductor, Inc.    6.00%  1/15/2022   2,104    2,218,931 
KLA-Tencor Corp.   2.375%  11/1/2017   1,248    1,254,329 
KLA-Tencor Corp.   3.375%  11/1/2019   500    519,879 
NXP BV/NXP Funding LLC (Netherlands)†(c)    4.125%  6/1/2021   1,055    1,106,167 
Total                5,099,306 
                   
Electronics 0.09%                  
                   
Jabil Circuit, Inc.   8.25%  3/15/2018   525    572,906 
                   
Engineering & Contracting Services 0.06%                  
                   
New Enterprise Stone & Lime Co., Inc.   11.00%  9/1/2018   400    399,000 
                   
Entertainment 0.54%                  
                   
CCM Merger, Inc.    9.125%  5/1/2019   575    603,135 
Churchill Downs, Inc.   5.375%  12/15/2021   22    22,990 
Churchill Downs, Inc.    5.375%  12/15/2021   33    34,485 
DreamWorks Animation LLC    6.875%  8/15/2020   268    282,740 
Isle of Capri Casinos, Inc.   8.875%  6/15/2020   150    157,312 
Mohegan Tribal Gaming Authority   9.75%  9/1/2021   134    144,218 
Mohegan Tribal Gaming Authority    11.00%  9/15/2018   422    425,237 
Peninsula Gaming LLC/Peninsula Gaming Corp.    8.375%  2/15/2018   538    538,000 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.    6.125%  8/15/2021   108    111,510 
Seminole Tribe of Florida, Inc.    6.535%  10/1/2020   495    502,425 
Seminole Tribe of Florida, Inc.    7.804%  10/1/2020   422    432,550 
Shingle Springs Tribal Gaming Authority    9.75%  9/1/2021   315    346,500 
Total                3,601,102 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Environmental Services 0.11%                  
                   
Advanced Disposal Services, Inc.   8.25%  10/1/2020  $705   $741,131 
                   
Financial Services 4.00%                  
                   
Air Lease Corp.   5.625%  4/1/2017   4,290    4,385,796 
Alliance Data Systems Corp.    6.375%  4/1/2020   550    563,063 
Bear Stearns Cos. LLC (The)   7.25%  2/1/2018   3,459    3,736,311 
CIT Group, Inc.   3.875%  2/19/2019   48    49,185 
CIT Group, Inc.   4.25%  8/15/2017   1,000    1,020,000 
CIT Group, Inc.    5.50%  2/15/2019   1,099    1,166,314 
Discover Financial Services   6.45%  6/12/2017   308    319,084 
E*TRADE Financial Corp.   5.375%  11/15/2022   734    791,802 
International Lease Finance Corp.   5.875%  4/1/2019   1,497    1,618,631 
International Lease Finance Corp.   6.25%  5/15/2019   665    725,315 
International Lease Finance Corp.    7.125%  9/1/2018   1,737    1,915,199 
International Lease Finance Corp.   8.875%  9/1/2017   127    135,414 
Jefferies Group LLC   8.50%  7/15/2019   1,908    2,191,468 
Lazard Group LLC   4.25%  11/14/2020   334    354,529 
Lazard Group LLC   6.85%  6/15/2017   179    185,881 
Macquarie Group Ltd. (Australia)†(c)    6.00%  1/14/2020   1,073    1,190,601 
Macquarie Group Ltd. (Australia)†(c)    7.625%  8/13/2019   116    133,148 
National Financial Partners Corp.    9.00%  7/15/2021   359    372,014 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   462    467,775 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%  5/1/2019   565    593,956 
Navient Corp.   4.875%  6/17/2019   550    556,875 
Navient Corp.   5.50%  1/15/2019   1,072    1,104,160 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.    5.875%  3/15/2022   1,450    1,513,437 
Raymond James Financial, Inc.   8.60%  8/15/2019   250    294,500 
ROC Finance LLC/ROC Finance 1 Corp.    12.125%  9/1/2018   591    611,685 
SteelRiver Transmission Co. LLC    4.71%  6/30/2017   668    676,794 
Total                26,672,937 
                   
Food 0.60%                  
                   
Bumble Bee Holdco SCA PIK (Luxembourg)†(c)    9.625%  3/15/2018   700    699,125 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(c)    9.875%  2/1/2020   450    465,268 
Grupo Bimbo SAB de CV (Mexico)†(c)    4.875%  6/30/2020   100    109,505 
JBS USA LLC/JBS USA Finance, Inc.   7.25%  6/1/2021   1,626    1,691,040 
JBS USA LLC/JBS USA Finance, Inc.    8.25%  2/1/2020   140    146,300 
Minerva Luxembourg SA (Luxembourg)†(c)    12.25%  2/10/2022   200    220,000 
Want Want China Finance Ltd. (China)†(c)    1.875%  5/14/2018   700    697,570 
Total                4,028,808 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Products 0.59%                  
                   
Boston Scientific Corp.   6.00%  1/15/2020  $630   $712,500 
ConvaTec Finance International SA PIK
(Luxembourg)†(c)
   8.25%  1/15/2019   350    350,616 
Life Technologies Corp.   5.00%  1/15/2021   157    173,259 
Life Technologies Corp.   6.00%  3/1/2020   375    420,260 
Zimmer Biomet Holdings, Inc.   2.70%  4/1/2020   2,210    2,264,306 
Total                3,920,941 
                   
Health Care Services 0.38%                  
                   
Anthem, Inc.   2.25%  8/15/2019   1,500    1,527,121 
DaVita HealthCare Partners, Inc.   5.75%  8/15/2022   271    285,228 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   169    154,001 
Tenet Healthcare Corp.   8.00%  8/1/2020   444    452,325 
Universal Health Services, Inc.    3.75%  8/1/2019   141    146,816 
Total                2,565,491 
                   
Household Equipment/Products 0.08%                  
                   
Century Intermediate Holding Co. 2 PIK    9.75%  2/15/2019   500    511,875 
Newell Brands, Inc.   6.25%  4/15/2018   45    48,117 
Total                559,992 
                   
Insurance 0.85%                  
                   
CNO Financial Group, Inc.   4.50%  5/30/2020   500    507,500 
Fidelity National Financial, Inc.   6.60%  5/15/2017   863    890,535 
HUB International Ltd.    9.25%  2/15/2021   461    488,660 
Kemper Corp.   6.00%  5/15/2017   500    515,256 
Lincoln National Corp.   8.75%  7/1/2019   125    146,302 
TIAA Asset Management Finance Co. LLC    2.95%  11/1/2019   1,125    1,156,562 
Trinity Acquisition plc (United Kingdom)(c)    3.50%  9/15/2021   258    268,664 
Willis North America, Inc.   6.20%  3/28/2017   1,625    1,668,461 
Total                5,641,940 
                   
Leasing 0.46%                  
                   
Aviation Capital Group Corp.    3.875%  9/27/2016   925    927,312 
Aviation Capital Group Corp.    4.625%  1/31/2018   918    955,867 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leasing (continued)                  
                   
Penske Truck Leasing Co. LP/PTL Finance Corp.    2.875%  7/17/2018  $50   $50,968 
Penske Truck Leasing Co. LP/PTL Finance Corp.    3.05%  1/9/2020   275    282,253 
Penske Truck Leasing Co. LP/PTL Finance Corp.    3.20%  7/15/2020   522    538,641 
Penske Truck Leasing Co. LP/PTL Finance Corp.    3.75%  5/11/2017   327    332,078 
Total                3,087,119 
                   
Leisure 0.04%                  
                   
Carlson Wagonlit BV (Netherlands)†(c)    6.875%  6/15/2019   250    258,937 
                   
Lodging 0.12%                  
                   
Hyatt Hotels Corp.    6.875%  8/15/2019   50    57,208 
Starwood Hotels & Resorts Worldwide, Inc.   6.75%  5/15/2018   200    217,024 
Station Casinos LLC   7.50%  3/1/2021   473    503,070 
Total                777,302 
                   
Machinery: Agricultural 0.16%                  
                   
Viterra, Inc. (Canada)†(c)    5.95%  8/1/2020   1,025    1,088,472 
                   
Machinery: Industrial/Specialty 0.12%                  
                   
Cleaver-Brooks, Inc.    8.75%  12/15/2019   484    508,805 
Milacron LLC/Mcron Finance Corp.    7.75%  2/15/2021   282    296,100 
Total                804,905 
                   
Manufacturing 0.01%                  
                   
Pentair Finance SA (Luxembourg)(c)    1.875%  9/15/2017   25    25,051 
Textron, Inc.   5.60%  12/1/2017   25    26,204 
Total                51,255 
                   
Media 1.15%                  
                   
Block Communications, Inc.    7.25%  2/1/2020   170    175,950 
Cox Communications, Inc.    5.875%  12/1/2016   451    455,840 
Cox Communications, Inc.    6.25%  6/1/2018   106    113,044 
Cox Communications, Inc.    9.375%  1/15/2019   1,060    1,225,857 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media (continued)                  
                   
CSC Holdings LLC    10.125%  1/15/2023  $650   $743,844 
Discovery Communications LLC   5.625%  8/15/2019   70    76,817 
Gray Television, Inc.   7.50%  10/1/2020   606    630,997 
Mediacom LLC/Mediacom Capital Corp.   7.25%  2/15/2022   200    210,250 
Scripps Networks Interactive, Inc.   2.75%  11/15/2019   500    510,166 
Sirius XM Radio, Inc.    5.25%  8/15/2022   675    714,656 
Sky plc (United Kingdom)†(c)    9.50%  11/15/2018   25    29,042 
Thomson Reuters Corp.   1.65%  9/29/2017   75    75,315 
Time Warner Cable, Inc.   8.25%  4/1/2019   422    488,196 
Time Warner Cable, Inc.   8.75%  2/14/2019   431    501,134 
Univision Communications, Inc.    8.50%  5/15/2021   636    661,764 
Viacom, Inc.   2.75%  12/15/2019   400    409,283 
Viacom, Inc.   6.125%  10/5/2017   45    47,213 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.    8.125%  9/1/2020   603    630,135 
Total                7,699,503 
                   
Metals & Minerals: Miscellaneous 1.41%                  
                   
Barrick Gold Corp. (Canada)(c)    6.95%  4/1/2019   5    5,587 
Barrick North America Finance LLC   4.40%  5/30/2021   1,000    1,094,618 
Barrick PD Australia Finance Pty Ltd. (Australia)(c)    4.95%  1/15/2020   24    25,910 
Glencore Finance Canada Ltd. (Canada)†(c)    2.70%  10/25/2017   1,346    1,353,349 
Glencore Finance Canada Ltd. (Canada)†(c)    3.60%  1/15/2017   178    178,906 
Glencore Finance Canada Ltd. (Canada)†(c)    4.95%  11/15/2021   379    397,456 
Glencore Funding LLC    2.04%#  1/15/2019   261    258,390 
Goldcorp, Inc. (Canada)(c)    2.125%  3/15/2018   332    333,045 
Goldcorp, Inc. (Canada)(c)    3.625%  6/9/2021   1,211    1,279,143 
Kinross Gold Corp. (Canada)(c)    3.625%  9/1/2016   2,500    2,500,000 
New Gold, Inc. (Canada)†(c)    7.00%  4/15/2020   653    675,855 
Teck Resources Ltd. (Canada)(c)    4.50%  1/15/2021   500    478,750 
Teck Resources Ltd. (Canada)†(c)    8.00%  6/1/2021   141    152,544 
Thompson Creek Metals Co., Inc.   9.75%  12/1/2017   327    338,478 
Thompson Creek Metals Co., Inc.   12.50%  5/1/2019   314    325,775 
Total                9,397,806 
                   
Natural Gas 0.08%                  
                   
CenterPoint Energy Resources Corp.   4.50%  1/15/2021   273    296,084 
CenterPoint Energy, Inc.   5.95%  2/1/2017   250    254,574 
Total                550,658 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil 4.69%                  
                   
Afren plc (United Kingdom)†(a)(c)    6.625%  12/9/2020  $195   $751 
Afren plc (United Kingdom)†(a)(c)    10.25%  4/8/2019   195    751 
Afren plc (United Kingdom)†(a)(c)    11.50%  2/1/2016   390    1,503 
Anadarko Holding Co.   7.05%  5/15/2018   103    109,438 
Anadarko Petroleum Corp.   6.375%  9/15/2017   523    547,235 
Anadarko Petroleum Corp.   6.95%  6/15/2019   1,170    1,297,319 
Anadarko Petroleum Corp.   8.70%  3/15/2019   1,826    2,086,662 
BG Energy Capital plc (United Kingdom)†(c)    4.00%  12/9/2020   200    216,370 
Bill Barrett Corp.   7.00%  10/15/2022   60    44,100 
Canadian Natural Resources Ltd. (Canada)(c)    1.75%  1/15/2018   255    254,149 
Canadian Natural Resources Ltd. (Canada)(c)    5.70%  5/15/2017   2,250    2,317,286 
Canadian Natural Resources Ltd. (Canada)(c)    5.90%  2/1/2018   53    55,742 
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020   1,169    1,204,070 
Cenovus Energy, Inc. (Canada)(c)    5.70%  10/15/2019   750    806,604 
Cimarex Energy Co.   5.875%  5/1/2022   335    349,396 
Clayton Williams Energy, Inc.   7.75%  4/1/2019   101    95,445 
CNOOC Finance 2013 Ltd. (Hong Kong)(c)    1.75%  5/9/2018   300    299,493 
CNPC General Capital Ltd. (China)†(c)    2.75%  4/19/2017   200    201,621 
Concho Resources, Inc.   6.50%  1/15/2022   483    504,735 
Concho Resources, Inc.   7.00%  1/15/2021   885    923,719 
ConocoPhillips   6.00%  1/15/2020   582    658,780 
Continental Resources, Inc.   7.125%  4/1/2021   1,608    1,669,305 
Continental Resources, Inc.   7.375%  10/1/2020   1,834    1,879,850 
Denbury Resources, Inc.   5.50%  5/1/2022   578    398,820 
Devon Energy Corp.   4.00%  7/15/2021   30    31,396 
Diamondback Energy, Inc.   7.625%  10/1/2021   306    324,743 
Encana Corp. (Canada)(c)    6.50%  5/15/2019   985    1,057,358 
Eni SpA (Italy)†(c)    4.15%  10/1/2020   400    421,928 
EOG Resources, Inc.   5.625%  6/1/2019   165    180,459 
Gulfport Energy Corp.   7.75%  11/1/2020   504    526,680 
Hess Corp.   1.30%  6/15/2017   150    148,913 
Hess Corp.   8.125%  2/15/2019   72    81,422 
Hilcorp Energy I LP/Hilcorp Finance Co.    7.625%  4/15/2021   625    643,750 
Marathon Petroleum Corp.   3.40%  12/15/2020   200    208,547 
MEG Energy Corp. (Canada)†(c)    6.50%  3/15/2021   554    457,050 
MEG Energy Corp. (Canada)†(c)    7.00%  3/31/2024   80    64,800 
Memorial Resource Development Corp.   5.875%  7/1/2022   950    961,875 
Newfield Exploration Co.   5.75%  1/30/2022   600    625,500 
Nexen Energy ULC (Canada)(c)    6.20%  7/30/2019   74    82,898 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                  
                   
Noble Energy, Inc.   5.625%  5/1/2021  $1,170   $1,221,748 
OGX Austria GmbH (Austria)†(a)(c)    8.50%  6/1/2018   225    5 
Petroleos Mexicanos (Mexico)†(c)    5.50%  2/4/2019   500    532,500 
Petroleos Mexicanos (Mexico)(c)    5.75%  3/1/2018   250    263,375 
Pioneer Natural Resources Co.   3.45%  1/15/2021   800    829,620 
Pioneer Natural Resources Co.   6.65%  3/15/2017   393    401,931 
Pioneer Natural Resources Co.   6.875%  5/1/2018   457    492,083 
Pioneer Natural Resources Co.   7.50%  1/15/2020   30    34,493 
Precision Drilling Corp. (Canada)(c)    6.625%  11/15/2020   578    551,990 
Range Resources Corp.   5.75%  6/1/2021   471    480,420 
Ras Laffan Liquefied Natural Gas Co., Ltd.
III (Qatar)†(c)
   5.832%  9/30/2016   107    107,730 
Ras Laffan Liquefied Natural Gas Co., Ltd.
III (Qatar)†(c)
   6.75%  9/30/2019   400    458,000 
Sanchez Energy Corp.   6.125%  1/15/2023   67    53,265 
Seven Generations Energy Ltd. (Canada)†(c)    8.25%  5/15/2020   381    407,194 
Sinopec Group Overseas Development 2012 Ltd.    2.75%  5/17/2017   200    201,912 
Sinopec Group Overseas Development 2013 Ltd.    2.50%  10/17/2018   500    507,968 
Sinopec Group Overseas Development 2014 Ltd.    1.445%#  4/10/2017   700    699,449 
SM Energy Co.   6.125%  11/15/2022   185    180,838 
SM Energy Co.   6.50%  11/15/2021   381    379,095 
SM Energy Co.   6.50%  1/1/2023   69    67,965 
Suncor Energy, Inc. (Canada)(c)    6.10%  6/1/2018   281    301,985 
Valero Energy Corp.   9.375%  3/15/2019   1,150    1,361,376 
Total                31,275,405 
                   
Oil: Crude Producers 4.26%                  
                   
Buckeye Partners LP   2.65%  11/15/2018   350    353,789 
Buckeye Partners LP   4.875%  2/1/2021   510    545,442 
Buckeye Partners LP   6.05%  1/15/2018   225    236,702 
Columbia Pipeline Group, Inc.   2.45%  6/1/2018   1,025    1,030,591 
Columbia Pipeline Group, Inc.   3.30%  6/1/2020   1,035    1,072,700 
Copano Energy LLC/Copano Energy Finance Corp.   7.125%  4/1/2021   2,055    2,124,870 
DCP Midstream LLC    9.75%  3/15/2019   950    1,062,813 
Enbridge Energy Partners LP   4.375%  10/15/2020   625    652,227 
Enbridge Energy Partners LP   6.50%  4/15/2018   100    105,815 
Enbridge Energy Partners LP   9.875%  3/1/2019   296    345,681 
Energy Transfer Partners LP   4.65%  6/1/2021   400    426,699 
Energy Transfer Partners LP   9.00%  4/15/2019   1,367    1,558,051 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                  
                   
Energy Transfer Partners LP   9.70%  3/15/2019  $823   $947,867 
EnLink Midstream Partners LP/EnLink Midstream Finance Corp.   7.125%  6/1/2022   1,200    1,276,855 
Enterprise Products Operating LLC   6.30%  9/15/2017   584    612,751 
Florida Gas Transmission Co. LLC    5.45%  7/15/2020   753    827,648 
Florida Gas Transmission Co. LLC    7.90%  5/15/2019   720    819,770 
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.    7.25%  10/1/2020   2,750    2,853,125 
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.    5.50%  5/15/2022   366    380,199 
Holly Energy Partners LP/Holly Energy Finance Corp.   6.50%  3/1/2020   415    429,525 
Kinder Morgan, Inc.   7.25%  6/1/2018   300    325,344 
Magellan Midstream Partners LP   5.65%  10/15/2016   175    175,761 
Magellan Midstream Partners LP   6.55%  7/15/2019   400    450,895 
Midcontinent Express Pipeline LLC    6.70%  9/15/2019   947    989,615 
ONEOK Partners LP   2.00%  10/1/2017   461    461,392 
Panhandle Eastern Pipeline Co. LP   7.00%  6/15/2018   500    537,456 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.50%  7/15/2021   1,275    1,316,476 
Rockies Express Pipeline LLC    6.00%  1/15/2019   185    195,638 
Rockies Express Pipeline LLC    6.85%  7/15/2018   175    186,156 
Sabine Pass Liquefaction LLC   5.625%  2/1/2021   351    370,305 
Sabine Pass LNG LP   6.50%  11/1/2020   941    977,464 
Sabine Pass LNG LP   7.50%  11/30/2016   300    304,313 
Spectra Energy Capital LLC   6.20%  4/15/2018   28    29,768 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%  10/15/2021   1,100    1,154,312 
TransCanada PipeLines Ltd. (Canada)(c)    1.875%  1/12/2018   71    71,389 
TransCanada PipeLines Ltd. (Canada)(c)    6.50%  8/15/2018   18    19,644 
Williams Partners LP/ACMP Finance Corp.   4.875%  5/15/2023   483    490,444 
Williams Partners LP/ACMP Finance Corp.   6.125%  7/15/2022   2,555    2,656,786 
Total                28,376,278 
                   
Oil: Integrated Domestic 0.58%                  
                   
Cameron International Corp.   1.40%  6/15/2017   140    140,182 
Halliburton Co.   3.25%  11/15/2021   354    367,796 
Halliburton Co.   6.15%  9/15/2019   97    108,878 
National Oilwell Varco, Inc.   1.35%  12/1/2017   503    499,502 
SESI LLC   6.375%  5/1/2019   610    606,950 
Weatherford International Ltd.   7.75%  6/15/2021   277    275,269 
Weatherford International Ltd.   9.625%  3/1/2019   1,698    1,855,065 
Total                3,853,642 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Paper & Forest Products 0.25%                  
                   
Georgia-Pacific LLC    5.40%  11/1/2020  $1,466   $1,659,896 
International Paper Co.   9.375%  5/15/2019   19    22,691 
Total                1,682,587 
                   
Real Estate Investment Trusts 2.42%                  
                   
American Tower Corp.   2.80%  6/1/2020   346    354,884 
American Tower Corp.   7.25%  5/15/2019   2,137    2,405,087 
Brandywine Operating Partnership LP   4.95%  4/15/2018   108    112,938 
Brandywine Operating Partnership LP   5.70%  5/1/2017   100    102,773 
DDR Corp.   7.50%  4/1/2017   324    334,378 
DDR Corp.   7.50%  7/15/2018   481    526,875 
Digital Realty Trust LP   3.40%  10/1/2020   210    219,194 
Digital Realty Trust LP   5.875%  2/1/2020   1,244    1,394,121 
DuPont Fabros Technology LP   5.875%  9/15/2021   500    523,437 
EPR Properties   7.75%  7/15/2020   1,131    1,319,199 
HCP, Inc.   2.625%  2/1/2020   187    189,901 
HCP, Inc.   3.75%  2/1/2019   303    314,564 
HCP, Inc.   5.375%  2/1/2021   1,115    1,252,581 
HCP, Inc.   6.00%  1/30/2017   273    277,712 
HCP, Inc.   6.30%  9/15/2016   128    128,156 
HCP, Inc.   6.70%  1/30/2018   392    419,351 
Healthcare Realty Trust, Inc.   5.75%  1/15/2021   200    225,831 
Highwoods Realty LP   5.85%  3/15/2017   50    51,046 
Kilroy Realty LP   4.80%  7/15/2018   494    517,521 
Kilroy Realty LP   6.625%  6/1/2020   1,470    1,686,312 
MPT Operating Partnership LP/MPT Finance Corp.   6.375%  2/15/2022   978    1,029,345 
SL Green Realty Corp.   7.75%  3/15/2020   600    698,249 
VEREIT Operating Partnership LP   3.00%  2/6/2019   1,665    1,685,446 
Vereit Operating Partnership LP   4.125%  6/1/2021   200    209,750 
Welltower, Inc.   4.125%  4/1/2019   103    108,625 
Weyerhaeuser Co.   7.375%  10/1/2019   68    77,812 
Total                16,165,088 
                   
Retail 0.27%                  
                   
Jo-Ann Stores LLC    8.125%  3/15/2019   101    101,505 
Marks & Spencer plc (United Kingdom)†(c)    6.25%  12/1/2017   200    210,893 
Neiman Marcus Group Ltd. LLC    8.00%  10/15/2021   600    516,420 
Rite Aid Corp.   9.25%  3/15/2020   244    257,725 
Serta Simmons Bedding LLC    8.125%  10/1/2020   660    689,288 
Total                1,775,831 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail: Specialty 0.07%                  
                   
Elizabeth Arden, Inc.   7.375%  3/15/2021  $451   $465,094 
                   
Savings & Loan 0.03%                  
                   
Astoria Financial Corp.   5.00%  6/19/2017   166    169,173 
                   
Steel 0.06%                  
                   
GTL Trade Finance, Inc.    7.25%  10/20/2017   250    260,937 
Nucor Corp.   5.75%  12/1/2017   95    99,168 
Nucor Corp.   5.85%  6/1/2018   27    28,900 
Total                389,005 
                   
Technology 0.45%                  
                   
Alibaba Group Holding Ltd. (China)(c)    2.50%  11/28/2019   200    203,978 
Alibaba Group Holding Ltd. (China)(c)    3.125%  11/28/2021   400    415,686 
Baidu, Inc. (China)(c)    2.25%  11/28/2017   200    201,852 
Baidu, Inc. (China)(c)    2.75%  6/9/2019   200    204,875 
Baidu, Inc. (China)(c)    3.25%  8/6/2018   500    512,858 
eBay, Inc.   1.237%#  8/1/2019   640    638,093 
Expedia, Inc.   7.456%  8/15/2018   716    791,701 
Symantec Corp.   2.75%  6/15/2017   25    25,129 
Total                2,994,172 
                   
Telecommunications 1.32%                  
                   
America Movil SAB de CV (Mexico)(c)    1.656%#  9/12/2016   600    600,042 
BellSouth LLC    4.40%  4/26/2017   2,750    2,805,267 
Digicel Group Ltd. (Jamaica)†(c)    8.25%  9/30/2020   800    728,000 
FairPoint Communications, Inc.    8.75%  8/15/2019   21    21,551 
Frontier Communications Corp.   8.50%  4/15/2020   505    546,662 
Frontier Communications Corp.   8.875%  9/15/2020   1,492    1,631,875 
Frontier Communications Corp.   9.25%  7/1/2021   651    707,149 
GTH Finance BV (Netherlands)†(c)    6.25%  4/26/2020   200    210,675 
T-Mobile USA, Inc.   6.464%  4/28/2019   905    924,231 
T-Mobile USA, Inc.   6.625%  11/15/2020   609    629,554 
Total                8,805,006 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Toys 0.00%                  
                   
Mattel, Inc.   1.70%  3/15/2018  $16   $16,062 
                   
Transportation: Miscellaneous 0.13%                  
                   
Florida East Coast Holdings Corp.    6.75%  5/1/2019   700    724,500 
Ryder System, Inc.   5.85%  11/1/2016   175    176,315 
Total                900,815 
                   
Wholesale 0.15%                  
                   
HD Supply, Inc.   7.50%  7/15/2020   177    184,523 
Ingram Micro, Inc.   5.25%  9/1/2017   559    575,879 
Rexel SA (France)†(c)    5.25%  6/15/2020   200    209,000 
Total                969,402 
Total Corporate Bonds (cost $305,651,539)                308,114,000 
                   
FLOATING RATE LOANS(d) 4.93%                  
                   
Auto Parts: Original Equipment 0.11%                  
                   
Allison Transmission, Inc. Term Loan B3   3.50%  9/23/2022   319    320,420 
MPG Holdco I, Inc. 2015 Term Loan B   3.75%  10/20/2021   418    418,897 
Total                739,317 
                   
Business Services 0.02%                  
                   
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%  6/9/2021   124    120,671 
                   
Chemicals 0.14%                  
                   
Huntsman International, LLC 2016 Term Loan B   4.25%  4/1/2023   347    349,572 
INEOS US Finance LLC Term Loan   3.75%  5/4/2018   607    608,313 
Total                957,885 
                   
Computer Software 0.10%                  
                   
First Data Corp. 2022 Term Loan   4.272%  7/8/2022   700    703,150 
                   
Containers 0.43%                  
                   
Ball Corporation EUR Term Loan A   (e)  3/18/2021  EUR 175    195,448 
Ball Corporation USD Term Loan A   (e)  3/18/2021  $650    649,594 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Containers (continued)                  
                   
Owens llinois, Inc. Term Loan A   2.247%  4/22/2020  $497   $490,915 
Owens llinois, Inc. Term Loan B   3.50%  9/1/2022   502    505,490 
WestRock Company Closing Date Term Loan   (e)  7/1/2020   1,000    1,000,630 
Total                2,842,077 
                   
Drugs 0.01%                  
                   
Express Scripts Holding Co. 2 Year Term Loan   1.621%  4/28/2017   100    99,844 
                   
Electric: Power 0.17%                  
                   
Dayton Power & Light Company (The) Term Loan   4.00%  8/24/2022   149    150,397 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%  8/21/2020   634    622,645 
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%  12/19/2020   349    335,367 
Total                1,108,409 
                   
Electrical Equipment 0.48%                  
                   
Avago Technologies Cayman Ltd. 2016 Term Loan A   2.258%  2/1/2021   1,234    1,221,260 
Avago Technologies Cayman Ltd. Term Loan B3   3.508%  2/1/2023   1,320    1,333,027 
MKS Instruments, Inc. Tranche B1 Term Loan   4.25%  5/1/2023   47    47,302 
Sensata Technologies B.V. 6th Amendment Term Loan (Netherlands)(c)    3.00%  10/14/2021   587    589,673 
Total                3,191,262 
                   
Entertainment 0.17%                  
                   
Kasima LLC Term Loan   3.25%  5/17/2021   1,130    1,134,191 
                   
Food 0.15%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023   318    316,676 
Dole Food Co., Inc. Tranche B Term Loan   4.50% - 6.00%  11/1/2018   344    345,790 
Supervalu, Inc. Refi Term Loan B   5.50%  3/21/2019   332    332,646 
Total                995,112 
                   
Government 0.22%                  
                   
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   1,438    1,443,666 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Health Care Products 0.34%                  
                   
Medtronic, Inc. Term Loan   1.40%  1/26/2018  $1,500   $1,492,500 
Zimmer Holdings, Inc. Term Loan   1.873% - 1.899%  5/29/2019   780    777,075 
Total                2,269,575 
                   
Health Care Services 0.09%                  
                   
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   2.002%  10/30/2017   202    201,744 
Laboratory Corp. of America Holdings Term Loan   1.774%  12/19/2019   426    426,127 
Total                627,871 
                   
Household Equipment/Products 0.08%                  
                   
Dell International LLC Term Loan B2   4.00%  4/29/2020   351    352,266 
Sun Products Corporation (The) Term Loan B   5.50%  3/23/2020   200    200,407 
Total                552,673 
                   
Lodging 0.48%                  
                   
Cannery Casino Resorts LLC 1st Lien Term Loan   6.00%  10/2/2018   457    457,173 
Jack Ohio Finance LLC Funded Term Loan B   5.00%  6/20/2019   97    95,488 
Las Vegas Sands LLC Term Loan B   3.25%  12/19/2020   2,611    2,623,859 
Total                3,176,520 
                   
Media 0.50%                  
                   
AMC Networks, Inc. Term Loan A   1.998%  12/31/2019   1,864    1,848,054 
Charter Communications Operating LLC Term Loan E   3.00%  7/1/2020   1,483    1,487,355 
Total                3,335,409 
                   
Miscellaneous 0.22%                  
                   
Harris Corp. 3 Year Tranche Term Loan   2.03%  3/16/2018   878    877,692 
Harris Corp. 5 Year Tranche Term Loan   2.03%  3/16/2020   562    561,731 
Total                1,439,423 
                   
Oil 0.29%                  
                   
Callon Petroleum Co. 2nd Lien Term Loan   8.50%  10/8/2021   75    75,750 
Chesapeake Energy Corp. Class A Term Loan   8.50%  8/23/2021   293    303,134 
Noble Energy, Inc. Initial Term Loan   1.698%  1/6/2019   1,500    1,484,070 
Templar Energy LLC 2nd Lien New Term Loan   8.50%  11/25/2020   425    99,167 
Total                1,962,121 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts 0.32%                  
                   
American Tower Corp. Term Loan   1.78%  1/29/2021  $1,641   $1,620,487 
Crown Castle International Corporation Term Loan   1.905%  1/21/2021   500    494,688 
Total                2,115,175 
                   
Retail 0.45%                  
                   
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%  9/26/2019   421    421,395 
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021   803    638,448 
Michaels Stores, Inc. Term Loan B   3.75%  1/28/2020   318    319,773 
PVH Corp. Term Loan A   2.007%  5/19/2021   968    967,584 
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan   4.875%  6/21/2021   500    501,875 
Yum! Brands Inc. 1st Lien Term Loan B   3.257%  6/16/2023   150    151,165 
Total                3,000,240 
                   
Technology 0.04%                  
                   
Zayo Group LLC  2021 Term Loan   3.75%  5/6/2021   250    250,688 
                   
Telecommunications 0.12%                  
                   
AT&T, Inc. Advance Tranche A Term Loan   1.633%  1/16/2018   91    90,916 
Verizon Communications Inc. 5 year Term Loan   1.772%  7/31/2019   725    725,453 
Total                816,369 
Total Floating Rate Loans (cost $33,084,250)                32,881,648 
                   
FOREIGN BOND(b) 0.03%                  
                   
United Kingdom                  
                   
R&R Ice Cream plc PIK (cost $272,145)   9.25%  5/15/2018  EUR 200    225,321 
                   
FOREIGN GOVERNMENT OBLIGATION 0.01%               
                
Dominican Republic                  
                   
Dominican Republic(cost $40,449)   9.04%  1/23/2018  $39   41,472 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.52%    
     
Federal Home Loan Mortgage Corp. 2011-K704 B   4.69%#  10/25/2030   508    529,806 
Federal Home Loan Mortgage Corp. 2012-K705 C   4.302%#  9/25/2044   135    137,871 
Federal Home Loan Mortgage Corp. 2012-K706 B   4.167%#  11/25/2044   300    310,002 
Federal Home Loan Mortgage Corp. 2012-K707 B   4.019%#  1/25/2047   100    102,944 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) 
     
Federal Home Loan Mortgage Corp. 2012-K708 C   3.883%#  2/25/2045  $500   $499,685 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.952%#  6/25/2047   200    206,988 
Federal Home Loan Mortgage Corp. 2013-K502 C   3.196%#  3/25/2045   323    324,217 
Federal Home Loan Mortgage Corp. 2013-K712 B   3.484%#  5/25/2045   300    307,768 
Government National Mortgage Assoc. 2013-162 A   2.75%  9/16/2046   122    124,084 
Government National Mortgage Assoc. 2013-171 IO   1.024%#  6/16/2054   8,259    609,531 
Government National Mortgage Assoc. 2013-193 IO   1.056%#  1/16/2055   3,312    243,922 
Government National Mortgage Assoc. 2014-112 A   3.00%  1/16/2048   437    453,372 
Government National Mortgage Assoc. 2014-135 AS   2.30%  2/16/2047   633    639,172 
Government National Mortgage Assoc. 2014-15 IO   0.946%#  8/16/2054   8,651    566,134 
Government National Mortgage Assoc. 2014-64 IO   1.281%#  12/16/2054   54,251    4,335,341 
Government National Mortgage Assoc. 2014-70 A   2.50%  3/16/2049   38    38,860 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   244    244,033 
Government National Mortgage Assoc. 2015-19 AD   2.90%  10/16/2055   457    469,448 
Total Government Sponsored Enterprises Collateralized
Mortgage Obligations
(cost $10,510,613)
    10,143,178 
       
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 2.21%          
             
Federal Home Loan Mortgage Corp.   2.605%#  12/1/2036  348   367,397 
Federal Home Loan Mortgage Corp.   2.633%#  4/1/2037   140    146,926 
Federal Home Loan Mortgage Corp.   2.649%#  2/1/2038   469    496,020 
Federal Home Loan Mortgage Corp.   2.68%#  10/1/2038   101    106,633 
Federal Home Loan Mortgage Corp.   2.693%#  5/1/2036   120    127,035 
Federal Home Loan Mortgage Corp.   2.809%#  9/1/2036   318    335,846 
Federal Home Loan Mortgage Corp.   2.85%#  2/1/2037   281    298,379 
Federal Home Loan Mortgage Corp.   3.128%#  11/1/2043   2,150    2,226,578 
Federal National Mortgage Assoc.   2.456%#  6/1/2038   667    696,119 
Federal National Mortgage Assoc.   2.538%#  3/1/2039   232    242,312 
Federal National Mortgage Assoc.   2.551%#  10/1/2035   486    513,015 
Federal National Mortgage Assoc.   2.58%  11/1/2018   484    496,310 
Federal National Mortgage Assoc.   2.645%#  1/1/2038   301    317,229 
Federal National Mortgage Assoc.   2.695%#  8/1/2038   134    140,510 
Federal National Mortgage Assoc.   2.697%#  9/1/2038   256    269,878 
Federal National Mortgage Assoc.   2.703%#  8/1/2037   27    28,500 
Federal National Mortgage Assoc.   2.712%#  3/1/2038   123    129,507 
Federal National Mortgage Assoc.   2.719%#  12/1/2045   479    497,665 
Federal National Mortgage Assoc.   2.737%#  12/1/2045   1,734    1,799,996 
Federal National Mortgage Assoc.   2.838%#  10/1/2045   513    532,929 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)      
                   
Federal National Mortgage Assoc.   2.948%#  12/1/2038  $139   $147,201 
Federal National Mortgage Assoc.   3.14%#  3/1/2042   3,259    3,425,696 
Federal National Mortgage Assoc.   3.361%#  12/1/2040   292    306,131 
Federal National Mortgage Assoc.   3.419%#  12/1/2040   564    590,515 
Federal National Mortgage Assoc.   3.464%#  10/1/2040   207    218,312 
Federal National Mortgage Assoc.   3.961%#  4/1/2040   258    270,132 
Total Government Sponsored Enterprises
Pass-Throughs
(cost $14,745,117)
    14,726,771 
               
MUNICIPAL BONDS 0.63%                  
                   
Miscellaneous                  
                   
IL State GO   2.77%  4/1/2018   350    351,242 
IL State GO   4.35%  6/1/2018   484    494,866 
IL State GO   4.833%  2/1/2017   100    101,192 
IL State GO   5.365%  3/1/2017   200    203,972 
IL State GO   5.665%  3/1/2018   650    684,021 
IL State GO   6.20%  7/1/2021   500    543,910 
Illinois   3.90%  1/1/2018   100    101,866 
Illinois   5.877%  3/1/2019   300    326,232 
New Jersey Econ Dev Auth   2.421%  6/15/2018   500    501,200 
New Jersey Econ Dev Auth (AGM)   Zero Coupon   2/15/2019   100    94,677 
New Jersey Transp Tr Fnd Auth   1.087%  12/15/2016   500    500,500 
New Jersey Transp Tr Fnd Auth   5.00%  12/15/2018   300    323,532 
Total Municipal Bonds (cost $4,194,052)                4,227,210 
           
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 19.44%          
           
Americold LLC Trust 2010-ARTA A1   3.847%  1/14/2029   779    814,942 
Aventura Mall Trust 2013-AVM A   3.867%#  12/5/2032   1,200    1,294,180 
BAMLL Commercial Mortgage Securities Trust 2014-IP B   2.808%#  6/15/2028   350    351,721 
BAMLL Commercial Mortgage Securities Trust 2014-IP C   2.808%#  6/15/2028   620    627,011 
BAMLL-DB Trust 2012-OSI A1   2.343%  4/13/2029   166    166,424 
BAMLL-DB Trust 2012-OSI A2FX   3.352%  4/13/2029   527    531,345 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.801%#  4/10/2049   2,500    2,554,299 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.723%#  6/10/2049   500    511,715 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%  6/10/2049   700    712,212 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.703%#  6/24/2050   1,000    1,023,128 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%  12/16/2043   379    380,098 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   6.154%#  2/15/2051   230    230,950 
BB-UBS Trust 2012-TFT A   2.892%  6/5/2030   2,474    2,518,277 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
BB-UBS Trust 2012-TFT C   3.584%#  6/5/2030  $3,000   $2,968,329 
BBCMS Trust 2013-TYSN C   3.821%  9/5/2032   260    272,851 
BBCMS Trust 2015-STP XB IO   0.286%#  9/10/2028   88,000    741,840 
BBCMS Trust 2015-VFM A1   2.466%  3/10/2036   498    496,391 
BBCMS Trust 2015-VFM X IO   0.605%#  3/12/2036   92,565    2,599,687 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E   5.406%  11/11/2041   595    633,969 
Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F   5.854%#  11/11/2041   595    633,904 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW16 AM   5.91%#  6/11/2040   2,000    2,053,200 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2   5.008%  9/15/2027   153    166,283 
BWAY Mortgage Trust 2013-1515 XB IO   0.534%#  3/10/2033   47,800    1,557,444 
CD Commercial Mortgage Trust 2007-CD4 WFC3   5.883%#  12/11/2049   2,503    2,529,589 
CFCRE Commercial Mortgage Trust 2011-C2 AJ   5.885%#  12/15/2047   204    236,653 
CFCRE Commercial Mortgage Trust 2016-C4 XA IO   1.937%#  5/10/2058   1,044    128,760 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A   1.458%#  6/15/2031   364    364,083 
CGBAM Commercial Mortgage Trust 2015-SMRT B   3.213%  4/10/2028   488    494,183 
CGBAM Commercial Mortgage Trust 2015-SMRT C   3.516%  4/10/2028   366    370,464 
CGBAM Commercial Mortgage Trust 2015-SMRT F   3.912%#  4/10/2028   170    160,531 
CGGS Commercial Mortgage Trust 2016-RNDA DFX   4.387%  2/10/2033   105    108,238 
Cherrywood SB Commercial Mortgage Loan Trust 2016-1A AFX   3.73%#  3/25/2049   245    250,610 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%#  12/19/2039   119    119,195 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%  4/10/2046   316    317,439 
Citigroup Commercial Mortgage Trust 2013-SMP D   3.008%#  1/12/2030   500    498,091 
Citigroup Commercial Mortgage Trust 2014-GC23 XB IO   0.319%#  7/10/2047   3,452    62,882 
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO   0.59%#  6/10/2048   6,159    188,915 
Citigroup Commercial Mortgage Trust 2015-SSHP C   2.608%#  9/15/2027   2,673    2,625,165 
Citigroup Mortgage Loan Trust 2013-2 5A1   0.628%#  7/25/2036   421    403,461 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AM   5.461%  4/15/2047   220    223,425 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%  4/15/2047   2,040    2,073,360 
Commercial Mortgage Pass-Through Certificates 2004-LB2A G   5.54%  3/10/2039   750    806,818 
Commercial Mortgage Pass-Through Certificates 2010-C1 C   6.188%#  7/10/2046   100    112,199 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X IO   1.525%#  2/10/2029   12,000    31,746 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
Commercial Mortgage Pass-Through Certificates 2012-CR1 D   5.53%#  5/15/2045  $3,000   $3,121,046 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA IO   2.064%#  10/15/2045   5,664    432,980 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%  10/5/2030   669    667,921 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2   2.122%  3/10/2046   56    56,319 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA IO   1.603%#  3/10/2046   11,117    674,653 
Commercial Mortgage Pass-Through Certificates 2013-CR8 XA IO   0.792%#  6/10/2046   19,179    515,479 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1   1.873%  4/12/2035   486    485,985 
Commercial Mortgage Pass-Through Certificates 2013-THL E   4.249%#  6/8/2030   1,000    1,001,562 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.431%#  8/10/2047   3,573    226,257 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C   2.458%#  7/13/2031   935    941,416 
Commercial Mortgage Pass-Through Certificates 2014-FL5 B   2.658%#  10/15/2031   200    196,458 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A   1.658%#  6/15/2034   521    521,464 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B   2.258%#  6/15/2034   621    617,328 
Commercial Mortgage Pass-Through Certificates 2014-SAVA C   2.908%#  6/15/2034   1,000    992,441 
Commercial Mortgage Pass-Through Certificates 2016-GCT D   3.576%#  8/10/2029   3,000    3,007,282 
Commercial Mortgage Pass-Through Certificates 2016-GCT E   3.576%#  8/10/2029   3,000    2,816,074 
Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO   0.784%  8/10/2029   101,318    3,058,882 
Commercial Mortgage Trust 2006-GG7 AM   5.951%#  7/10/2038   1,101    1,099,548 
Commericial Mortgage Trust 2016-CD1 XA IO   1.582%#  8/10/2049   3,522    374,857 
Core Industrial Trust 2015-CALW C   3.555%  2/10/2034   302    316,394 
Credit Suisse Commercial Mortgage Trust 2006-C5 AM   5.343%  12/15/2039   175    175,650 
Credit Suisse Commercial Mortgage Trust 2008-C1 AM   6.267%#  2/15/2041   1,035    1,069,304 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A   5.384%  5/15/2023   88    90,152 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B1   5.466%  5/15/2023   537    581,708 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2   5.538%  5/15/2023   1,260    1,393,650 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)             
              
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.134%#  9/15/2039  $225   $229,879 
Credit Suisse Mortgage Capital Certificates 2014-TIKI B   1.858%#  9/15/2038   232    227,559 
Credit Suisse Mortgage Capital Certificates 2014-TIKI C   2.308%#  9/15/2038   653    638,986 
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO   0.697%#  9/15/2037   40,000    1,703,000 
Credit Suisse Mortgage Capital Certificates 2015-DEAL A   1.828%#  4/15/2029   950    946,417 
Credit Suisse Mortgage Capital Certificates 2015-DEAL B   2.358%#  4/15/2029   683    679,624 
Csail Commercial Mortgage Trust 2015-C2 XB IO   0.144%#  6/15/2057   82,732    354,920 
DBJPM Mortgage Trust 2016-C3 XA IO   1.665%#  9/10/2049   10,000    1,170,322 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%  7/10/2044   392    408,496 
DBUBS Mortgage Trust 2011-LC2A B   4.998%  7/10/2044   175    193,422 
DBUBS Mortgage Trust 2011-LC2A D   5.727%#  7/10/2044   400    423,229 
DBWF Mortgage Trust 2015-LCM A1   2.998%  6/10/2034   531    553,479 
DBWF Mortgage Trust 2015-LCM XA IO   0.421%#  6/10/2034   1,063    23,831 
EQTY Mortgage Trust 2014-INNS C   2.099%#  5/8/2031   100    98,005 
Extended Stay America Trust 2013-ESH7 C7   3.902%  12/5/2031   800    802,218 
Extended Stay America Trust 2013-ESH7 D7   5.521%#  12/5/2031   900    903,345 
GAHR Commercial Mortgage Trust 2015-NRF CFX   3.495%#  12/15/2034   100    102,097 
GRACE Mortgage Trust 2014-GRCE B   3.52%  6/10/2028   300    318,231 
GRACE Mortgage Trust 2014-GRCE E   3.71%#  6/10/2028   142    145,611 
Great Wolf Trust 2015-WOLF A   1.958%#  5/15/2034   626    624,709 
Great Wolf Trust 2015-WOLF C   3.008%#  5/15/2034   230    228,702 
GS Mortgage Securities Corp. II 2013-KING C   3.55%#  12/10/2027   600    608,870 
GS Mortgage Securities Corp. Trust 2012-ALOH C   4.267%#  4/10/2034   115    124,448 
GS Mortgage Securities Corp. Trust 2012-SHOP B   3.311%  6/5/2031   613    623,782 
GS Mortgage Securities Corp. Trust 2013-NYC5 D   3.479%  1/10/2030   221    221,655 
GS Mortgage Securities Trust 2006-GG8 AM   5.591%  11/10/2039   505    504,937 
GS Mortgage Securities Trust 2010-C1 D   6.212%#  8/10/2043   100    104,051 
GS Mortgage Securities Trust 2010-C2 A1   3.849%  12/10/2043   123    128,481 
GS Mortgage Securities Trust 2012-GCJ9 IO   2.456%#  11/10/2045   1,881    160,112 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.836%#  6/10/2046   24,478    1,720,971 
GS Mortgage Securities Trust 2015-GS1 XA IO   0.986%#  11/10/2048   1,095    65,840 
GS Mortgage Securities Trust 2016-RENT C   4.202%#  2/10/2029   252    261,186 
H/2 Asset Funding 2014-1 Ltd.   2.343%  3/19/2037   900    898,246 
H/2 Asset Funding 2015-1A-AFL   2.084%  6/24/2049   1,108    1,104,105 
H/2 Asset Funding 2015-1A-AFX   3.353%  6/24/2049   553    553,382 
H/2 Asset Funding 2015-1A-BFX   3.993%  6/24/2049   563    551,708 
HILT Mortgage Trust 2014-ORL B   1.708%#  7/15/2029   100    97,513 
HILT Mortgage Trust 2014-ORL C   2.108%#  7/15/2029   500    491,775 
Irvine Core Office Trust 2013-IRV A1   2.068%  5/15/2048   1,662    1,675,776 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)             
              
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%  6/12/2047  $265   $266,914 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.881%#  2/12/2049   775    790,010 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA IO   1.377%#  12/15/2047   13,349    714,218 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA IO   0.895%#  7/15/2045   6,957    196,968 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA IO   1.669%#  4/15/2046   1,938    128,541 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A   1.408%#  4/15/2027   115    112,725 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B   1.758%#  4/15/2027   250    246,537 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%  4/15/2047   483    500,706 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.395%#  4/15/2047   3,494    138,859 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.435%#  4/15/2047   1,000    22,122 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 XA IO   1.223%#  11/15/2047   3,193    173,218 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%  6/10/2027   335    346,248 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA IO   0.503%#  6/10/2027   2,906    32,707 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB IO   0.16%#  6/10/2027   1,292    2,674 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 D   3.608%#  12/15/2030   500    495,753 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A   1.428%#  6/15/2029   1,494    1,488,485 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C   2.208%#  6/15/2029   200    196,701 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C29 XA IO   1.09%#  5/15/2048   2,971    131,334 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-UES D   3.742%#  9/5/2032   1,175    1,193,178 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B   5.714%#  3/18/2051   1,395    1,410,209 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2010-RR1 JPB   5.927%#  6/18/2049   372    376,459 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)          
           
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD B   2.952%#  11/14/2027  $410   $412,547 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD MRC   2.952%#  11/14/2027   329    332,645 
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%  11/15/2038   6,000    6,010,612 
LMREC, Inc. 2015-CRE1 A   2.272%#  2/22/2032   750    741,887 
LMREC, Inc. 2015-CRE1 B   4.022%#  2/22/2032   100    96,962 
LSTAR Commercial Mortgage Trust 2014-2 XA IO   1.033%#  1/20/2041   3,074    63,592 
LSTAR Commercial Mortgage Trust 2015-3 A2   2.729%  4/20/2048   453    459,079 
LSTAR Commercial Mortgage Trust 2016-4 XA IO   2.109%#  3/10/2049   1,640    159,967 
LSTAR Commercial Mortgage Trust 2016-4 XB IO   0.749%#  3/10/2049   19,753    1,070,316 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   81    79,597 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   68    66,625 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%  12/12/2049   781    782,630 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%  10/15/2046   50    51,489 
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 XA IO   0.893%#  7/15/2050   7,428    315,511 
Morgan Stanley Capital I Trust 2007-HQ12 AM   5.902%#  4/12/2049   2,896    2,907,629 
Morgan Stanley Capital I Trust 2012-C4 XA IO   2.726%#  3/15/2045   19,760    1,371,486 
Morgan Stanley Capital I Trust 2012-STAR A1   2.084%  8/5/2034   388    388,244 
Morgan Stanley Capital I Trust 2014-CPT A   3.35%  7/13/2029   100    106,499 
Morgan Stanley Capital I Trust 2014-CPT XA IO   0.188%#  7/13/2029   60,000    335,400 
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.988%#  8/12/2045   5,100    5,171,244 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%  3/27/2051   477    474,753 
MSCG Trust 2015-ALDR A1   2.612%  6/7/2035   592    602,776 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.524%#  8/25/2029   1,128    1,139,681 
Prima Capital Ltd.   2.214%  5/24/2021   1,352    1,352,906 
RAIT Trust 2014-FL2 B   2.658%#  5/13/2031   500    498,478 
RBSCF Trust 2010-RR3 WBTB   6.156%#  2/16/2051   930    937,690 
ReadyCap Commercial Mortgage Trust 2014-1A A   3.01%  10/8/2020   781    775,589 
Resource Capital Corp. Ltd. 2014-CRE2 A   1.557%#  4/15/2032   460    454,245 
Sequoia Mortgage Trust 2012-4 A2   3.00%  9/25/2042   126    127,485 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%  12/25/2035   109    109,137 
UBS-Barclays Commercial Mortgage Trust 2012-C2 D   5.043%#  5/10/2063   94    96,918 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO   1.194%#  3/10/2046   11,429    592,267 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA IO   1.422%#  4/10/2046   19,192    1,168,852 
Vornado DP LLC Trust 2010-VNO A1   2.97%  9/13/2028   228    234,076 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%  7/15/2045   142    141,370 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)        
           
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%  11/15/2048  $1,233   $1,242,310 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%  12/15/2043   2,155    2,179,051 
Waldorf Astoria Boca Raton Trust 2016-BOCA C   2.983%#  6/15/2029   168    168,134 
Waldorf Astoria Boca Raton Trust 2016-BOCA E   4.858%#  6/15/2029  550   550,975 
Wells Fargo Commercial Mortgage Trust 2010-C1 C   5.799%#  11/15/2043   520    573,726 
Wells Fargo Commercial Mortgage Trust 2015-C29 XA IO   0.904%#  6/15/2048   3,963    187,708 
Wells Fargo Commercial Mortgage Trust 2015-C29 XB IO   0.101%#  6/15/2048   58,000    219,640 
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO   1.955%#  8/15/2049   5,600    765,940 
Wells Fargo Resecuritization Trust 2012-IO A   1.75%  8/20/2021   1    961 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%  2/15/2044   894    936,656 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%  6/15/2045   181    184,568 
WF-RBS Commercial Mortgage Trust 2012-C7 XA IO   1.661%#  6/15/2045   11,832    772,073 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%  8/15/2045   281    282,079 
WF-RBS Commercial Mortgage Trust 2013-C13 XA IO   1.531%#  5/15/2045   12,346    777,864 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.345%#  5/15/2047   6,880    408,252 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.733%#  5/15/2047   1,368    57,096 
WF-RBS Commercial Mortgage Trust 2014-C21 XB IO   0.759%#  8/15/2047   15,000    674,574 
Total Non-Agency Commercial Mortgage-Backed
Securities
(cost $132,395,473)
        129,630,094 
                   
U.S. TREASURY OBLIGATIONS 1.99%                  
                   
U.S. Treasury Note   0.875%  10/15/2017   1,154    1,156,311 
U.S. Treasury Note   1.375%  6/30/2018   12,000    12,125,388 
Total U.S. Treasury Obligations (cost $13,288,975)                13,281,699 
Total Long-Term Investments (cost $614,689,988)                614,336,176 
                   
SHORT-TERM INVESTMENTS 9.46%                  
                   
COMMERCIAL PAPER 1.35%                  
                   
Chemicals 0.19%                  
                   
Albemarle Corp.   Zero Coupon   9/14/2016   500    499,765 
Potash Corp. of Saskatchewan, Inc.   Zero Coupon   10/3/2016   750    749,413 
Total                1,249,178 
                   
Health Care Services 0.30%                  
                   
Humana, Inc.   Zero Coupon   9/30/2016   2,000    1,998,518 
                   
Manufacturing 0.07%                  
                   
Pentair Finance SA   Zero Coupon   9/2/2016   500    499,980 
                   
Office Furniture & Business Equipment 0.19%                  
                   
Xerox Corp.   Zero Coupon   9/12/2016   1,250    1,249,561 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil 0.15%                  
                   
Eni Finance USA, Inc.   Zero Coupon   9/16/2016  $1,000   $999,625 
                   
Oil: Crude Producers 0.15%                  
                   
Plains All American Pipeline LP   Zero Coupon   9/12/2016   1,000    999,603 
                   
Telecommunications 0.30%                  
                   
Deutsche Telekom AG   Zero Coupon   9/29/2016   2,000    1,998,600 
Total Commercial Paper (cost $8,995,065)                8,995,065 
                   
CORPORATE BONDS 1.25%                  
                   
Banks: Regional 0.15%                  
                   
Banco de Bogota SA (Colombia)†(c)   5.00%  1/15/2017   600    606,969 
Grupo Aval Ltd.   5.25%  2/1/2017   400    406,000 
Total                1,012,969 
                   
Beverages 0.21%                  
                   
Beam Suntory, Inc.   1.875%  5/15/2017   1,425    1,429,670 
                   
Chemicals 0.08%                  
                   
Valspar Corp. (The)   6.05%  5/1/2017   500    515,887 
                   
Computer Software 0.01%                  
                   
Fidelity National Information Services, Inc.   1.45%  6/5/2017   32    31,993 
                   
Drugs 0.03%                  
                   
Perrigo Co. plc (Ireland)(c)   1.30%  11/8/2016   200    200,091 
                   
Electric: Power 0.02%                  
                   
Jersey Central Power & Light Co.   5.65%  6/1/2017   101    104,021 
                   
Financial Services 0.06%                  
                   
International Lease Finance Corp.   6.75%  9/1/2016   200    200,000 
International Lease Finance Corp.   8.75%  3/15/2017   203    210,633 
Total                410,633 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Machinery: Agricultural 0.02%                  
                   
Bunge Ltd. Finance Corp.   3.20%  6/15/2017  $150   $152,097 
                   
Media 0.28%                  
                   
Scripps Networks Interactive, Inc.   2.70%  12/15/2016   1,500    1,506,450 
Viacom, Inc.   2.50%  12/15/2016   375    376,410 
Total                1,882,860 
                   
Metal Fabricating 0.09%                  
                   
WireCo WorldGroup, Inc.   9.50%  5/15/2017   600    604,875 
                   
Oil 0.03%                  
                   
CNOOC Nexen Finance 2014 ULC (Canada)(c)   1.625%  4/30/2017   200    200,364 
                   
Oil: Crude Producers 0.04%                  
                   
Plains All American Pipeline LP/PAA Finance Corp.   6.125%  1/15/2017   25    25,412 
Tennessee Gas Pipeline Co. LLC   7.50%  4/1/2017   250    257,981 
Total                283,393 
                   
Real Estate Investment Trusts 0.10%                  
                   
Equity Commonwealth   6.25%  6/15/2017   281    284,342 
Hospitality Properties Trust   5.625%  3/15/2017   261    265,988 
Liberty Property LP   5.50%  12/15/2016   125    126,472 
Total                676,802 
                   
Steel 0.09%                  
                   
Vale Overseas Ltd. (Brazil)(c)   6.25%  1/23/2017   567    578,340 
                   
Telecommunications 0.04%                  
                   
Telefonica Emisiones SAU (Spain)(c)   6.221%  7/3/2017   250    259,856 
Total Corporate Bonds (cost $8,329,835)                8,343,851 
                   
MUNICIPAL BOND 0.05%                  
                   
Miscellaneous                  
                   
New Jersey Econ Dev Auth
(cost $300,143)
   1.348%  3/1/2017   300    300,891 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investments         Principal
Amount
(000)
   Fair
Value
 
REPURCHASE AGREEMENT 6.81%                  
                   
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $46,075,000 of U.S. Treasury Note at 0.875% due 5/15/2017; value: $46,292,290; proceeds: $45,380,480
(cost $45,380,443)
          $45,380   $45,380,443 
Total Short-Term Investments (cost $63,005,486)                63,020,250 
Total Investments in Securities 101.59% (cost $677,695,474)            677,356,426 
Liabilities in Excess of Other Assets(f) (1.59%)                (10,581,767)
Net Assets 100.00%               $666,774,659 

 

 
BRL Brazilian real.
EUR euro.
ADR American Depositary Receipt.
AGM Assured Guaranty Municipal Corporation.
IO Interest Only.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security.  The interest rate represents the rate in effect at August 31, 2016.
(a) Defaulted (non-income producing security).
(b) Investment in non-U.S. dollar denominated securities.
(c) Foreign security traded in U.S. dollars.
(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 shown is the rate in effect at August 31, 2016.
(e) Interest rate to be determined.
(f) Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts, futures contracts and swaps as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
euro  Sell  Goldman Sachs  11/16/2016   201,235   $225,708   $225,189   $519 

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2016   511   Long  $111,557,688   $110,882 
U.S. 5-Year Treasury Note  December 2016   31   Long   3,758,750    671 
Totals             $115,316,438   $111,553 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Type  Expiration   Contracts   Position  Fair Value   Unrealized
Depreciation
 
U.S. 10-Year Treasury Note  December 2016   213   Long  $27,886,359   $(23,355)
U.S. Long Bond  December 2016   45   Long   7,666,875    (27,853)
Totals             $35,553,234   $(51,208)

 

Open Consumer Price Index (“CPI”) Swaps at August 31, 2016:

 

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
    1.813%  3/31/2026  $5,000,000   $5,032,670   $32,670 
Bank of America   CPI Urban
Consumer NSA
    1.6635%  10/23/2017   20,000,000    20,418,934    418,934 
Bank of America   CPI Urban
Consumer NSA
    1.645%  10/1/2025   15,000,000    15,033,815    33,815 
Bank of America   CPI Urban
Consumer NSA
    1.580%  8/6/2020   25,000,000    25,178,536    178,536 
Bank of America   CPI Urban
Consumer NSA
    1.540%  8/20/2021   20,000,000    20,118,113    118,113 
Bank of America   CPI Urban
Consumer NSA
    1.523%  12/16/2020   20,000,000    20,011,886    11,886 
Bank of America   CPI Urban
Consumer NSA
    1.5125%  11/9/2020   10,000,000    10,021,477    21,477 
Bank of America   1.676%   CPI Urban
Consumer NSA
   8/4/2026   15,000,000    15,126,558    126,558 
Bank of America   1.7395%   CPI Urban
Consumer NSA
   8/23/2026   40,000,000    40,031,183    31,183 
Bank of America   1.7465%   CPI Urban
Consumer NSA
   8/22/2026   20,000,000    20,003,170    3,170 
Barclays Bank plc   CPI Urban
Consumer NSA
    2.145%  2/6/2019   30,000,000    31,364,956    1,364,956 
Barclays Bank plc   CPI Urban
Consumer NSA
    2.0925%  4/1/2019   25,000,000    26,167,177    1,167,177 
Barclays Bank plc   CPI Urban
Consumer NSA
    1.7625%  12/4/2019   20,000,000    20,576,771    576,771 
Barclays Bank plc   CPI Urban
Consumer NSA
    1.6725%  9/26/2016   30,000,000    30,703,627    703,627 
Barclays Bank plc   CPI Urban
Consumer NSA
    1.562%  10/22/2022   10,000,000    10,036,928    36,928 
Barclays Bank plc   CPI Urban
Consumer NSA
    1.4225%  11/28/2016   30,000,000    30,465,693    465,693 
Deutsche Bank AG   CPI Urban
Consumer NSA
    2.200%  5/27/2019   30,000,000    31,589,744    1,589,744 
Deutsche Bank AG   CPI Urban
Consumer NSA
    2.105%  7/10/2025   10,000,000    10,490,603    490,603 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.811%  6/4/2020   20,000,000    20,324,882    324,882 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Swap
Counterparty
  Payments to be
Made
By The Fund at
Termination Date
   Payments to be
Received
By The Fund at
Termination Date
   Termination
Date
  Notional
Amount
   Fair
Value
   Unrealized
Appreciation
 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.7725%  4/27/2023  $35,000,000   $35,277,771   $277,771 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.720%  12/5/2019   20,000,000    20,530,873    530,873 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.6725%  4/20/2023   20,000,000    20,025,162    25,162 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.667%  4/20/2023   20,000,000    20,017,159    17,159 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.618%  8/25/2023   15,000,000    15,117,718    117,718 
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.506%  10/30/2016   40,000,000    40,722,972    722,972 
Deutsche Bank AG   1.270%   CPI Urban
Consumer NSA
   9/2/2018   20,000,000    20,041,340    41,340 
Goldman Sachs   CPI Urban
Consumer NSA
    2.3125%  9/30/2024   30,000,000    32,884,887    2,884,887 
Goldman Sachs   CPI Urban
Consumer NSA
    2.0625%  12/8/2024   15,000,000    15,949,418    949,418 
Goldman Sachs   CPI Urban
Consumer NSA
    1.9575%  1/17/2017   40,000,000    41,059,045    1,059,045 
Goldman Sachs   1.5675%   CPI Urban
Consumer NSA
   3/2/2024   8,000,000    8,053,680    53,680 
J.P. Morgan   CPI Urban
Consumer NSA
    1.908%  11/7/2019   20,000,000    20,739,280    739,280 
J.P. Morgan   CPI Urban
Consumer NSA
    1.645%  8/27/2023   5,000,000    5,052,676    52,676 
J.P. Morgan   CPI Urban
Consumer NSA
    1.5625%  1/11/2021   10,000,000    10,023,195    23,195 
J.P. Morgan   0.8225%   CPI Urban
Consumer NSA
   8/27/2017   15,000,000    15,138,575    138,575 
Morgan Stanley   CPI Urban
Consumer NSA
    1.790%  4/27/2024   30,000,000    30,237,333    237,333 
Morgan Stanley   1.7315%   CPI Urban
Consumer NSA
   8/24/2026   10,000,000    10,015,056    15,056 
Unrealized Appreciation on CPI Swaps                 $15,582,863 
                        
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   CPI Urban
Consumer NSA
    1.740%  6/16/2018  $15,000,000   $14,986,329   $(13,671)
Bank of America   CPI Urban
Consumer NSA
    1.4625%  1/19/2021   20,000,000    19,939,702    (60,298)
Bank of America   CPI Urban
Consumer NSA
    1.4025%  1/21/2021   10,000,000    9,937,780    (62,220)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

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   CPI Urban
Consumer NSA
    1.385%  2/9/2021  $10,000,000   $9,921,879   $(78,121)
Bank of America   1.769%   CPI Urban
Consumer NSA
   7/22/2026   35,000,000    34,977,853    (22,147)
Bank of America   2.080%   CPI Urban
Consumer NSA
   4/22/2025   10,000,000    9,548,464    (451,536)
Bank of America   2.420%   CPI Urban
Consumer NSA
   5/19/2017   15,000,000    14,043,111    (956,889)
Bank of America   2.445%   CPI Urban
Consumer NSA
   4/24/2023   40,000,000    35,905,171    (4,094,829)
Bank of America   2.460%   CPI Urban
Consumer NSA
   4/23/2023   30,000,000    26,886,555    (3,113,445)
Bank of America   2.555%   CPI Urban
Consumer NSA
   7/15/2018   5,000,000    4,537,647    (462,353)
Bank of America   2.590%   CPI Urban
Consumer NSA
   6/26/2023   40,000,000    35,215,347    (4,784,653)
Bank of America   2.820%   CPI Urban
Consumer NSA
   5/4/2020   4,000,000    3,454,204    (545,796)
Bank of America   2.825%   CPI Urban
Consumer NSA
   7/22/2023   5,000,000    4,032,187    (967,813)
Barclays Bank plc   CPI Urban
Consumer NSA
    1.500%  7/29/2021   15,000,000    14,953,931    (46,069)
Barclays Bank plc   CPI Urban
Consumer NSA
    1.363%  1/26/2021   15,000,000    14,876,255    (123,745)
Barclays Bank plc   CPI Urban
Consumer NSA
    1.266%  12/14/2017   30,000,000    29,834,178    (165,822)
Barclays Bank plc   CPI Urban
Consumer NSA
    1.2625%  2/17/2021   10,000,000    9,854,590    (145,410)
Barclays Bank plc   CPI Urban
Consumer NSA
    1.210%  2/11/2021   20,000,000    19,663,509    (336,491)
Barclays Bank plc   1.874%   CPI Urban
Consumer NSA
   4/11/2026   10,000,000    9,883,501    (116,499)
Barclays Bank plc   1.944%   CPI Urban
Consumer NSA
   3/22/2041   5,000,000    4,883,940    (116,060)
Barclays Bank plc   1.960%   CPI Urban
Consumer NSA
   2/5/2025   10,000,000    9,556,720    (443,280)
Barclays Bank plc   2.1275%   CPI Urban
Consumer NSA
   6/22/2025   10,000,000    9,489,861    (510,139)
Barclays Bank plc   2.344%   CPI Urban
Consumer NSA
   8/1/2019   40,000,000    37,385,832    (2,614,168)
Barclays Bank plc   2.529%   CPI Urban
Consumer NSA
   7/8/2022   30,000,000    26,858,394    (3,141,606)
Barclays Bank plc   2.620%   CPI Urban
Consumer NSA
   10/18/2019   15,000,000    13,526,795    (1,473,205)
Barclays Bank plc   2.7425%   CPI Urban
Consumer NSA
   9/14/2024   15,000,000    12,415,972    (2,584,028)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

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
 
Barclays Bank plc   2.945%   CPI Urban
Consumer NSA
   3/5/2038  $15,000,000   $9,047,941   $(5,952,059)
Credit Suisse   2.560%   CPI Urban
Consumer NSA
   6/27/2020   5,000,000    4,414,693    (585,307)
Credit Suisse   2.6713%   CPI Urban
Consumer NSA
   4/11/2022   30,000,000    26,067,354    (3,932,646)
Credit Suisse   2.864%   CPI Urban
Consumer NSA
   3/22/2032   8,000,000    5,644,205    (2,355,795)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.7625%  5/26/2018   30,000,000    29,948,544    (51,456)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.650%  1/20/2026   10,000,000    9,944,560    (55,440)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.386%  1/20/2021   10,000,000    9,930,525    (69,475)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.378%  12/7/2017   20,000,000    19,935,176    (64,824)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.315%  11/18/2018   20,000,000    19,902,084    (97,916)
Deutsche Bank AG   CPI Urban
Consumer NSA
    1.280%  12/10/2017   20,000,000    19,895,670    (104,330)
Deutsche Bank AG   1.6975%   CPI Urban
Consumer NSA
   9/2/2022   10,000,000    9,838,078    (161,922)
Deutsche Bank AG   1.962%   CPI Urban
Consumer NSA
   5/26/2036   5,000,000    4,904,715    (95,285)
Deutsche Bank AG   2.059%   CPI Urban
Consumer NSA
   5/21/2025   20,000,000    19,118,421    (881,579)
Deutsche Bank AG   2.1775%   CPI Urban
Consumer NSA
   4/22/2018   30,000,000    28,431,931    (1,568,069)
Deutsche Bank AG   2.1925%   CPI Urban
Consumer NSA
   8/16/2017   10,000,000    9,504,562    (495,438)
Deutsche Bank AG   2.385%   CPI Urban
Consumer NSA
   1/24/2021   7,000,000    6,294,199    (705,801)
Deutsche Bank AG   2.4375%   CPI Urban
Consumer NSA
   6/7/2021   20,000,000    18,035,265    (1,964,735)
Deutsche Bank AG   2.440%   CPI Urban
Consumer NSA
   4/11/2020   8,000,000    7,230,505    (769,495)
Deutsche Bank AG   2.465%   CPI Urban
Consumer NSA
   11/30/2031   5,000,000    4,056,169    (943,831)
Deutsche Bank AG   2.500%   CPI Urban
Consumer NSA
   9/4/2021   10,000,000    8,886,867    (1,113,133)
Deutsche Bank AG   2.505%   CPI Urban
Consumer NSA
   12/7/2031   5,000,000    4,006,226    (993,774)
Deutsche Bank AG   2.5175%   CPI Urban
Consumer NSA
   4/17/2026   15,000,000    13,064,142    (1,935,858)
Deutsche Bank AG   2.6075%   CPI Urban
Consumer NSA
   6/13/2020   5,000,000    4,397,947    (602,053)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

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   2.615%   CPI Urban
Consumer NSA
   1/4/2020  $15,000,000   $13,451,451   $(1,548,549)
Deutsche Bank AG   2.640%   CPI Urban
Consumer NSA
   12/17/2020   15,000,000    13,210,927    (1,789,073)
Deutsche Bank AG   2.695%   CPI Urban
Consumer NSA
   10/29/2021   9,000,000    7,793,447    (1,206,553)
Deutsche Bank AG   2.700%   CPI Urban
Consumer NSA
   7/11/2019   6,000,000    5,287,422    (712,578)
Deutsche Bank AG   2.710%   CPI Urban
Consumer NSA
   10/11/2020   15,000,000    13,214,906    (1,785,094)
Deutsche Bank AG   2.730%   CPI Urban
Consumer NSA
   10/25/2021   15,000,000    12,942,207    (2,057,793)
Deutsche Bank AG   2.730%   CPI Urban
Consumer NSA
   2/4/2021   15,000,000    13,103,823    (1,896,177)
Deutsche Bank AG   2.745%   CPI Urban
Consumer NSA
   3/20/2022   30,000,000    25,884,361    (4,115,639)
Deutsche Bank AG   2.7475%   CPI Urban
Consumer NSA
   2/26/2022   30,000,000    25,860,745    (4,139,255)
Deutsche Bank AG   2.750%   CPI Urban
Consumer NSA
   3/30/2032   6,000,000    4,423,513    (1,576,487)
Deutsche Bank AG   2.7525%   CPI Urban
Consumer NSA
   8/2/2021   8,000,000    6,745,480    (1,254,520)
Deutsche Bank AG   2.779%   CPI Urban
Consumer NSA
   3/12/2022   25,000,000    21,480,811    (3,519,189)
Deutsche Bank AG   3.010%   CPI Urban
Consumer NSA
   2/15/2033   15,000,000    10,046,237    (4,953,763)
Goldman Sachs   1.649%   CPI Urban
Consumer NSA
   3/4/2024   5,000,000    4,999,059    (941)
Goldman Sachs   2.4475%   CPI Urban
Consumer NSA
   4/24/2023   30,000,000    26,921,172    (3,078,828)
Goldman Sachs   2.497%   CPI Urban
Consumer NSA
   5/2/2021   30,000,000    26,862,972    (3,137,028)
Goldman Sachs   2.5375%   CPI Urban
Consumer NSA
   4/17/2021   8,000,000    7,057,637    (942,363)
Goldman Sachs   2.675%   CPI Urban
Consumer NSA
   12/13/2020   15,000,000    13,161,806    (1,838,194)
Goldman Sachs   2.7725%   CPI Urban
Consumer NSA
   4/3/2023   20,000,000    16,937,378    (3,062,622)
Goldman Sachs   2.945%   CPI Urban
Consumer NSA
   1/16/2038   15,000,000    8,977,683    (6,022,317)
Goldman Sachs   2.980%   CPI Urban
Consumer NSA
   2/7/2033   10,000,000    6,777,850    (3,222,150)
J.P. Morgan   2.074%   CPI Urban
Consumer NSA
   11/21/2023   35,000,000    32,770,835    (2,229,165)
J.P. Morgan   2.4975%   CPI Urban
Consumer NSA
   4/26/2020   9,000,000    8,080,248    (919,752)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Swap
Counterparty
  Payments to be
Made
By The Fund at
Termination Date
   Payments to be
Received
By The Fund at
Termination Date
   Termination
Date
  Notional
Amount
   Fair
Value
   Unrealized
Depreciation
 
J.P. Morgan   2.5275%   CPI Urban
Consumer NSA
   5/9/2021  $10,000,000   $8,816,043   $(1,183,957)
J.P. Morgan   2.549%   CPI Urban
Consumer NSA
   7/23/2023   30,000,000    26,512,340    (3,487,660)
J.P. Morgan   2.6075%   CPI Urban
Consumer NSA
   6/3/2020   5,000,000    4,403,077    (596,923)
J.P. Morgan   2.680%   CPI Urban
Consumer NSA
   2/28/2021   20,000,000    17,643,107    (2,356,893)
J.P. Morgan   2.7175%   CPI Urban
Consumer NSA
   5/13/2020   12,000,000    10,474,332    (1,525,668)
J.P. Morgan   2.730%   CPI Urban
Consumer NSA
   9/20/2021   15,000,000    12,983,512    (2,016,488)
J.P. Morgan   2.7563%   CPI Urban
Consumer NSA
   3/25/2022   30,000,000    25,846,247    (4,153,753)
J.P. Morgan   2.810%   CPI Urban
Consumer NSA
   3/28/2032   7,000,000    5,044,860    (1,955,140)
J.P. Morgan   2.815%   CPI Urban
Consumer NSA
   4/5/2032   5,000,000    3,594,563    (1,405,437)
J.P. Morgan   2.815%   CPI Urban
Consumer NSA
   5/4/2020   4,000,000    3,456,389    (543,611)
J.P. Morgan   2.955%   CPI Urban
Consumer NSA
   7/15/2026   5,000,000    3,738,542    (1,261,458)
Morgan Stanley   CPI Urban
Consumer NSA
    1.6675%  6/30/2026   7,000,000    6,921,527    (78,473)
Morgan Stanley   CPI Urban
Consumer NSA
    1.485%  1/14/2021   20,000,000    19,965,341    (34,659)
Morgan Stanley   CPI Urban
Consumer NSA
    1.445%  2/3/2021   15,000,000    14,934,386    (65,614)
Morgan Stanley   CPI Urban
Consumer NSA
    1.390%  11/13/2018   20,000,000    19,957,248    (42,752)
Morgan Stanley   1.7925%   CPI Urban
Consumer NSA
   7/18/2026   35,000,000    34,904,548    (95,452)
Morgan Stanley   2.5475%   CPI Urban
Consumer NSA
   4/20/2021   8,000,000    7,046,268    (953,732)
Morgan Stanley   2.6725%   CPI Urban
Consumer NSA
   1/28/2021   15,000,000    13,215,579    (1,784,421)
Morgan Stanley   2.735%   CPI Urban
Consumer NSA
   5/13/2019   12,000,000    10,636,485    (1,363,515)
Morgan Stanley   2.7875%   CPI Urban
Consumer NSA
   6/8/2026   5,000,000    3,919,489    (1,080,511)
Wells Fargo   2.3925%   CPI Urban
Consumer NSA
   6/26/2019   30,000,000    28,076,310    (1,923,690)
Wells Fargo   2.410%   CPI Urban
Consumer NSA
   6/20/2021   10,000,000    8,912,512    (1,087,488)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

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   2.560%   CPI Urban
Consumer NSA
   5/2/2021  $10,000,000   $8,789,991   $(1,210,009)
Wells Fargo   2.6275%   CPI Urban
Consumer NSA
   10/5/2019   15,000,000    13,550,024    (1,449,976)
Wells Fargo   2.645%   CPI Urban
Consumer NSA
   12/27/2020   15,000,000    13,204,376    (1,795,624)
Wells Fargo   2.7325%   CPI Urban
Consumer NSA
   2/19/2021   20,000,000    17,535,017    (2,464,983)
Wells Fargo   2.745%   CPI Urban
Consumer NSA
   2/21/2022   25,000,000    21,551,883    (3,448,117)
Unrealized Depreciation on CPI Swaps                   $(147,304,548)

 

Credit Default Swaps on Indexes - Sell Protection at August 31, 2016(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   $1,552   $1,551   $(68)  $67   $(1)
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   500,000    2,587    2,584    (52)   49    (3)
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   1,000,000    480,793    480,192    (15,698)   15,097    (601)
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   2,000,000    961,586    960,384    (32,209)   31,007    (1,202)
Markit CMBX.
NA.AAA.4(6)
   .35%  2/17/2051   500,000    424,283    423,554    (30,765)   30,036    (729)
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   300,000    1,552    1,551    (68)   67    (1)
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   500,000    2,587    2,584    (114)   111    (3)
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   100,000    48,079    48,019    (3,431)   3,371    (60)
Markit CMBX.
NA.AAA.2(8)
   .07%  3/15/2049   1,500,000    7,762    7,754    (177)   169    (8)
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   200,000    96,159    96,038    (7,340)   7,219    (121)
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   500,000    240,396    240,095    (18,356)   18,055    (301)
                          $(108,278)  $105,248   $(3,030)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

 
* The Referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of commercial mortgage-backed securities (See Note 2(n)).
(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(n)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $105,248. 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.

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Credit Cards  $   $12,740,408   $704,479(4)   $13,444,887 
Other       33,388,675    1,468,491(4)    34,857,166 
Remaining Industries       52,328,361        52,328,361 
Common Stock   2,832            2,832 
Convertible Bonds                    
Oil           8,933(5)    8,933 
Retail       422,604        422,604 
Corporate Bonds       316,457,851        316,457,851 
Floating Rate Loans(6)                    
Auto Parts: Original Equipment       739,317        739,317 
Business Services       120,671        120,671 
Chemicals       957,885        957,885 
Computer Software       703,150        703,150 
Containers       996,405    1,845,672    2,842,077 
Drugs           99,844    99,844 
Electric: Power       1,108,409        1,108,409 
Electrical Equipment       3,191,262        3,191,262 
Entertainment       1,134,191        1,134,191 
Food       995,112        995,112 
Government       1,443,666        1,443,666 
Health Care Products       1,492,500    777,075    2,269,575 
Health Care Services       201,744    426,127    627,871 
Household Equipment/Products       552,673        552,673 
Lodging       3,176,520        3,176,520 
Media       3,335,409        3,335,409 
Miscellaneous           1,439,423    1,439,423 
Oil       478,051    1,484,070    1,962,121 
Real Estate Investment Trusts       2,115,175        2,115,175 
Retail       3,000,240        3,000,240 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Technology  $   $250,688   $   $250,688 
Telecommunications       816,369        816,369 
Foreign Bond       225,321        225,321 
Foreign Government Obligation       41,472        41,472 
Government Sponsored Enterprises Collateralized Mortgage Obligations       10,143,178        10,143,178 
Government Sponsored Enterprises Pass-Throughs       14,726,771        14,726,771 
Municipal Bonds       4,528,101        4,528,101 
Non-Agency Commercial Mortgage-Backed Securities       118,021,053    11,609,041(4)(7)    129,630,094 
U.S. Treasury Obligations       13,281,699        13,281,699 
Commercial Paper       8,995,065        8,995,065 
Repurchase Agreement       45,380,443        45,380,443 
Total  $2,832   $657,490,439   $19,863,155   $677,356,426 
Other Financial Instruments                    
CPI Swaps                    
Assets  $   $15,582,863   $   $15,582,863 
Liabilities       (147,304,548)       (147,304,548)
Credit Default Swaps                    
Assets                
Liabilities       (3,030)       (3,030)
Forward Foreign Currency Exchange Contracts                    
Assets       519        519 
Liabilities                
Futures Contracts                    
Assets   111,553            111,553 
Liabilities   (51,208)           (51,208)
Total  $60,345   $(131,724,196)  $   $(131,663,851)

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(5) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financial Statements.
(6) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.
(7) Non-Agency Commercial Mortgage-Backed Securities categorized as Level 3 investment includes Banc of America Re-REMIC Trust 2009-UB1 A4B, Cherrywood SB Commercial Mortgage Loan Trust 2016-1A AFX, Commercial Mortgage Pass-Through Certificates 2016-GCT E, Commercial Mortgage Pass-Through Certificates 2016-GCT XA IO, H/2 Asset Funding 2014-1Ltd., H/2 Asset Funding 2015-1A-AFL, H/2 Asset Funding 2015-1A-AFX, H/2 Asset Funding 2015-1A-BFX and Prima Capital Ltd.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - INFLATION FOCUSED FUND August 31, 2016

 

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

 

Investment Type  Asset-Backed
Securities
   Convertible
Bonds
   Corporate
Bonds
   Floating
Rate Loans
   Government
Sponsored
Enterprises
Collateralized
Mortgage
Obligations
   Non-Agency
Commercial
Mortgage-
Backed
Securities
 
Balance as of December 1, 2015  $729,717   $8,933   $752,812   $4,848,455   $2,362,558   $6,191,057 
Accrued discounts/premiums   3,260        (1,875)   1,954        (23,854)
Realized gain (loss)               (4,832)       5 
Change in unrealized appreciation/depreciation   132,366        (937)   57,296    15,353    (73,324)
Purchases   2,037,344            4,884,461        6,211,820 
Sales           (750,000)   (2,409,169)       (696,663)
Net transfers in or out of Level 3   (729,717)           (1,305,954)   (2,377,911)    
Balance as of August 31, 2016  $2,172,970   $8,933   $   $6,072,211   $   $11,609,041 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2016

 

Investments  Shares   Fair
Value
(000)
 
LONG-TERM INVESTMENTS 99.75%          
           
EXCHANGE-TRADED FUND 0.85%          
           
WisdomTree Japan Hedged Equity Fund
(cost $21,710,441)
   392,381   $16,951 
           
INVESTMENTS IN UNDERLYING FUNDS(a) 98.90%          
           
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(b)   10,375,847    204,612 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(b)   12,538,118    254,148 
Lord Abbett Investment Trust-Convertible Fund-Class I(c)   17,484,070    199,668 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   3,344,499    37,492 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(e)   33,079,007    176,311 
Lord Abbett Investment Trust-High Yield Fund-Class I(f)   66,842,763    500,652 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(g)   3,418,176    40,095 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(h)   745,129    9,098 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(i)   39,853,238    272,596 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(j)   9,354,994    252,772 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(k)   4,709,754    20,488 
Total Investments in Underlying Funds (cost $1,995,995,074)        1,967,932 

 

   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.05%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $1,000,000 of U.S. Treasury Note at 0.875% due 5/15/2017; value: $1,004,716; proceeds: $981,336
(cost $981,336)
  $981    981 
Total Investments in Securities 99.80% (cost $2,018,686,851)           1,985,864 
Other Assets in Excess of Liabilities(l) 0.20%           4,078 
Net Assets 100.00%          $1,989,942 

 

 
(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 to seek a high current income and the opportunity for capital appreciation to produce a high total return.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2016

 

(g) Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.  
(h) Fund investment objective is to seek long-term capital appreciation.  
(i) Fund investment objective is to seek a high level of total return.  
(j) Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.  
(k) Fund investment objective is to seek a high level of income consistent with preservation of capital.  
(l) Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:  
   
Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at August 31, 2016(1):

 

Referenced
Index*
  Fund
Pays
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Appreciation
 
Markit CDX.
NA.HY.26(4)
   5.00%  6/20/2021  $47,700,000   $45,577,333   $2,329,564   $206,897 
                             

 
* The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities. (See Note 2(n)).
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receieve 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 by Central Clearinghouse are presented net of amortization (See Note 2(n)).
(4) Central Clearinghouse: Credit Suisse.

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
  Unrealized
Appreciation
 
British pound  Sell  State Street Bank and Trust  10/28/2016  1,700,000  $2,238,132   $2,235,108   $ 3,024 
Japanese yen  Sell  Goldman Sachs  11/30/2016  1,741,000,000   17,005,773    16,890,845     114,928 
Norwegian krone  Sell  Bank of America  11/30/2016  28,200,000   3,435,018    3,385,081     49,937 
Swedish krona  Sell  Goldman Sachs  11/30/2016  199,550,000   23,439,244    23,412,649     26,595 
Swedish krona  Sell  State Street Bank and Trust  11/30/2016  57,700,000   6,882,854    6,769,781     113,073 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts             $307,557 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET BALANCED OPPORTUNITY FUND August 31, 2016

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Australian dollar  Sell  Goldman Sachs  11/30/2016  40,755,000  $30,546,280   $30,563,597   $ (17,317 )
Australian dollar  Sell  State Street Bank and Trust  10/28/2016  985,000   739,164    739,256     (92 )
British pound  Sell  Goldman Sachs  11/30/2016  12,905,000   16,935,286    16,977,440     (42,154 )
euro  Sell  Standard Chartered Bank  10/28/2016  3,500,000   3,864,724    3,913,443     (48,719 )
euro  Sell  UBS AG  11/30/2016  53,060,000   59,375,467    59,411,995     (36,528 )
Japanese yen  Sell  Standard Chartered Bank  10/28/2016  290,000,000   2,781,316    2,809,631     (28,315 )
Norwegian krone  Sell  Goldman Sachs  11/30/2016  99,465,000   11,910,407    11,939,611     (29,204 )
Swiss franc  Sell  Standard Chartered Bank  10/28/2016  966,000   979,486    985,409     (5,923 )
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts           $(208,252 )

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts    Position  Fair Value   Unrealized
Appreciation
 
E-Mini S&P 500 Index  September 2016    321    Long  $34,820,475   $438,495 
U.S. 10-Year Treasury Note  December 2016    78    Short   (10,211,906)   4,739 
Totals                $24,608,569   $443,234 

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Exchange-Traded Fund  $16,951   $   $   $16,951 
Investments in Underlying Funds   1,967,932            1,967,932 
Repurchase Agreement       981        981 
Total  $1,984,883   $981   $   $1,985,864 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (2,123)       (2,123)
Forward Foreign Currency Exchange Contracts                    
Assets       308        308 
Liabilities       (208)       (208)
Futures Contracts                    
Assets   443            443 
Liabilities                
Total  $443   $(2,023)  $   $(1,580)

 

 
(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 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2016

 

Investments  Shares   Fair
Value
(000)
 
LONG-TERM INVESTMENTS 99.70%          
           
EXCHANGE-TRADED FUND 0.85%          
           
WisdomTree Japan Hedged Equity Fund
(cost $12,218,303)
   220,826   $9,540 
           
INVESTMENTS IN UNDERLYING FUNDS(a) 98.85%          
           
Lord Abbett Affiliated Fund, Inc.-Class I(b)   3,673,203    56,347 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I(c)   5,841,503    115,194 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(c)   9,787,359    198,390 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   1,449,100    16,244 
Lord Abbett Investment Trust-High Yield Fund-Class I(e)   37,805,455    283,163 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(f)   1,928,474    22,621 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(g)   473,098    5,777 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(h)   30,349,360    207,590 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(i)   7,341,421    198,365 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(j)   1,204,022    5,237 
Total Investments in Underlying Funds (cost $1,115,937,607)        1,108,928 
Total Investments in Securities 99.70% (cost $1,128,155,910)        1,118,468 
Other Assets in Excess of Liabilities(k) 0.30%        3,357 
Net Assets 100.00%       $1,121,825 

 

 
(a) Affiliated issuers (See Note 5).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c) Fund investment objective is total return.
(d) Fund investment objective is to seek income and capital appreciation to produce a high total return.
(e) Fund investment objective is to seek a high current income and the opportunity for capital appreciation to produce a high total return.
(f) Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.
(g) Fund investment objective is to seek long-term capital appreciation.
(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 credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:

 

Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at August 31, 2016(1):

 

Referenced
Index*
  Fund
Pays
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Appreciation
 
Markit CDX.
NA.HY.26(4)
   5.00%  6/20/2021  $ 26,900,000    $ 25,702,940    $1,313,738   $116,678 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2016

 

 
* The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities. (See Note 2(n)).
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 by Central Clearinghouse are presented net of amortization (See Note 2(n)).
(4) Central Clearinghouse: Credit Suisse.

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
British pound  Sell  State Street Bank and Trust  10/28/2016  900,000  $1,184,893   $1,183,292   $1,601 
Japanese yen  Sell  Goldman Sachs  11/30/2016  1,100,000,000   10,744,601    10,671,987    72,614 
Norwegian krone  Sell  Bank of America  11/30/2016  16,800,000   2,046,393    2,016,644    29,749 
Swedish krona  Sell  Goldman Sachs  11/30/2016  126,200,000   14,823,515    14,806,696    16,819 
Swedish krona  Sell  State Street Bank and Trust  11/30/2016  36,400,000   4,342,043    4,270,711    71,332 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $192,115 

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Australian dollar  Sell  Goldman Sachs  11/30/2016  25,660,000  $19,232,427   $19,243,330   $(10,903)
Australian dollar  Sell  State Street Bank and Trust  10/28/2016  549,000   411,981    412,032    (51)
British pound  Sell  Goldman Sachs  11/30/2016  8,130,000   10,669,033    10,695,589    (26,556)
euro  Sell  Standard Chartered Bank  10/28/2016  1,700,000   1,877,152    1,900,815    (23,663)
euro  Sell  UBS AG  11/30/2016  33,520,000   37,509,718    37,532,794    (23,076)
Japanese yen  Sell  Standard Chartered Bank  10/28/2016  155,000,000   1,486,565    1,501,699    (15,134)
Norwegian krone  Sell  Goldman Sachs  11/30/2016  63,825,000   7,642,706    7,661,446    (18,740)
Swiss franc  Sell  Standard Chartered Bank  10/28/2016  538,000   545,511    548,810    (3,299)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts        $(121,422)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET GROWTH FUND August 31, 2016

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
E-Mini S&P 500 Index  September 2016   182   Long  $19,742,450   $248,871 
U.S. 10-Year Treasury Note  December 2016   99   Short   (12,961,266)   6,016 
Totals             $6,781,184   $254,887 

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Exchange-Traded Fund  $9,540   $   $   $9,540 
Investments in Underlying Funds   1,108,928            1,108,928 
Total  $1,118,468   $   $   $1,118,468 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (1,197)       (1,197)
Forward Foreign Currency Exchange Contracts                    
Assets       192        192 
Liabilities       (121)       (121)
Futures Contracts                    
Assets   255            255 
Liabilities                
Total  $255   $(1,126)  $   $(871)

 

 
(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 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2016

 

Investments  Shares   Fair
Value
(000)
 
LONG-TERM INVESTMENTS 99.84%        
         
EXCHANGE-TRADED FUND 0.97%          
           
WisdomTree Japan Hedged Equity Fund
(cost $23,040,795)
   416,425   $17,990 
           
INVESTMENTS IN UNDERLYING FUNDS(a) 98.87%          
           
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I(b)   4,661,871    94,496 
Lord Abbett Investment Trust-Convertible Fund-Class I(c)   16,117,167    184,058 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I(d)   2,185,726    24,502 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I(e)   31,206,371    166,330 
Lord Abbett Investment Trust-High Yield Fund-Class I(f)   86,877,153    650,710 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I(g)   3,208,291    37,633 
Lord Abbett Securities Trust-International Core Equity Fund-Class I(h)   681,088    8,316 
Lord Abbett Securities Trust-International Dividend Income Fund-Class I(i)   23,067,668    157,783 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I(j)   3,501,373    94,607 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I(k)   94,504,848    411,096 
Total Investments in Underlying Funds (cost $1,915,640,026)        1,829,531 
           
   Principal
Amount
(000)
     
SHORT-TERM INVESTMENT 0.02%          
           
Repurchase Agreement          
           
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $335,000 of U.S. Treasury Note at 3.125% due 4/30/2017; value: $343,794; proceeds: $334,907
(cost $334,907)
  $335    335 
Total Investments in Securities 99.86% (cost $1,939,015,728)        1,847,856 
Other Assets in Excess of Liabilities(l) 0.14%        2,653 
Net Assets 100.00%       $1,850,509 

 

 
(a) Affiliated issuers (See Note 5).
(b) Fund investment objective is total return.
(c) Fund investment objective is to seek high 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 to seek current income and the opportunity for capital appreciation to produce a high total return.
(g) Fund investment objective is to provide investment returns that exceed the rate of inflation in the U.S. economy over a full economic cycle and to seek current income.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2016

 

(h) Fund investment objective is to seek long-term capital appreciation.
(i) Fund investment objective is to seek a high level of total return.
(j) Fund investment objective is to seek capital appreciation through investments, primarily in equity securities, which are believed to be undervalued in the marketplace.
(k) Fund investment objective is to seek a high level of income consistent with preservation of capital.
(l) Other Assets in Excess of Liabilities include net unrealized appreciation/depreciation on credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:

 

Centrally Cleared Credit Default Swaps on Indexes - Buy Protection at August 31, 2016(1):

 

Referenced
Index*
  Fund
Pays
   Termination
Date
  Notional
Amount
   Fair
Value(2)
   Payments
Upfront(3)
   Unrealized
Appreciation
 
Markit CDX.
NA.HY.26(4)
   5.00%  6/20/2021  $44,500,000   $42,519,734   $2,173,283   $193,017 

 

 
* The Referenced Index is for the Credit Default Swaps on Indexes, which is comprised of a basket of high yield securities. (See Note 2(n)).
(1) If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 by Central Clearinghouse are presented net of amortization (See Note 2(n)).
(4) Central Clearinghouse: Credit Suisse.

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
British pound  Sell  State Street Bank and Trust  10/28/2016  1,500,000  $1,974,822   $1,972,154   $2,668 
Japanese yen  Sell  Goldman Sachs  11/30/2016  1,605,000,000   15,677,349    15,571,399    105,950 
Norwegian krone  Sell  Bank of America  11/30/2016  26,200,000   3,191,399    3,145,004    46,395 
Swedish krona  Sell  Goldman Sachs  11/30/2016  185,000,000   21,730,193    21,705,538    24,655 
Swedish krona  Sell  State Street Bank and Trust  11/30/2016  53,800,000   6,417,635    6,312,205    105,430 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $285,098 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - MULTI-ASSET INCOME FUND August 31, 2016

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Depreciation
 
Australian dollar  Sell  Goldman Sachs  11/30/2016  37,790,000  $28,323,983   $28,340,040   $(16,057)
Australian dollar  Sell  State Street Bank and Trust  10/28/2016  1,008,000   756,423    756,517    (94)
British pound  Sell  Goldman Sachs  11/30/2016  11,925,000   15,649,228    15,688,180    (38,952)
euro  Sell  Standard Chartered Bank  10/28/2016  2,900,000   3,202,200    3,242,567    (40,367)
euro  Sell  UBS AG  11/30/2016  49,365,000   55,240,669    55,274,653    (33,984)
Japanese yen  Sell  Standard Chartered Bank  10/28/2016  250,000,000   2,397,686    2,422,096    (24,410)
Norwegian krone  Sell  Goldman Sachs  11/30/2016  91,775,000   10,989,570    11,016,516    (26,946)
Swiss franc  Sell  Standard Chartered Bank  10/28/2016  989,000   1,002,808    1,008,871    (6,063)
Unrealized Depreciation on Forward Foreign Currency Exchange Contracts        $(186,873)

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
E-Mini S&P 500 Index  September 2016   300   Long  $32,542,500   $419,901 
U.S. 10-Year Treasury Note  December 2016   89   Short   (11,652,047)   5,408 
Totals             $20,890,453   $425,309 

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1
(000)
   Level 2
(000)
   Level 3
(000)
   Total
(000)
 
Exchange-Traded Fund  $17,990   $   $   $17,990 
Investments in Underlying Funds   1,829,531            1,829,531 
Repurchase Agreement       335        335 
Total  $1,847,521   $335   $   $1,847,856 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (1,980)       (1,980)
Forward Foreign Currency Exchange Contracts                    
Assets       285        285 
Liabilities       (187)       (187)
Futures Contracts                    
Assets   425            425 
Liabilities                
Total  $425   $(1,882)  $   $(1,457)

 

 
(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 1/Level 2 transfers during the period ended August 31, 2016.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
LONG-TERM INVESTMENTS 97.10%                   
                    
ASSET-BACKED SECURITIES 15.91%                   
                    
Automobiles 7.32%                   
                    
Ally Auto Receivables Trust 2014-1 A3   0.97%   10/15/2018  $46,369   $46,363,491 
Ally Auto Receivables Trust 2014-2 A3   1.25%   4/15/2019   45,489    45,532,657 
Ally Auto Receivables Trust 2015-2 A3   1.49%   11/15/2019   18,144    18,208,934 
AmeriCredit Automobile Receivables Trust 2013-3 B   1.58%   9/10/2018   12,108    12,112,979 
AmeriCredit Automobile Receivables Trust 2013-3 E   3.74%   12/8/2020   8,731    8,896,849 
AmeriCredit Automobile Receivables Trust 2015-1 A3   1.26%   11/8/2019   47,464    47,450,096 
Avis Budget Rental Car Funding AESOP LLC 2011-3A A   3.41%   11/20/2017   14,098    14,132,354 
Avis Budget Rental Car Funding AESOP LLC 2011-5A A   3.27%   2/20/2018   31,195    31,337,555 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A   2.802%   5/20/2018   76,159    76,646,753 
Avis Budget Rental Car Funding AESOP LLC 2013-2A A   2.97%   2/20/2020   20,660    21,040,113 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%   7/20/2020   28,652    28,868,689 
Avis Budget Rental Car Funding AESOP LLC 2014-2A A   2.50%   2/20/2021   43,106    43,409,165 
Avis Budget Rental Car Funding AESOP LLC 2015-2A A   2.63%   12/20/2021   35,070    35,355,824 
BMW Vehicle Owner Trust 2016-A A4   1.37%   12/25/2022   21,360    21,322,505 
California Republic Auto Receivables Trust 2013-1 A2   1.41%   9/17/2018   5,412    5,414,194 
California Republic Auto Receivables Trust 2013-2 A2   1.23%   3/15/2019   12,306    12,298,044 
California Republic Auto Receivables Trust 2014-2 A3   0.91%   8/15/2018   7,647    7,644,053 
California Republic Auto Receivables Trust 2014-3 A3   1.09%   11/15/2018   15,491    15,489,371 
California Republic Auto Receivables Trust 2014-4 A3   1.27%   1/15/2019   32,552    32,548,177 
California Republic Auto Receivables Trust 2015-1 A3   1.33%   4/15/2019   20,118    20,118,927 
California Republic Auto Receivables Trust 2015-2 A4   1.75%   1/15/2021   18,024    18,054,998 
California Republic Auto Receivables Trust 2015-3 A4   2.13%   5/17/2021   31,135    31,435,216 
California Republic Auto Receivables Trust 2015-4 A2   1.60%   9/17/2018   36,667    36,707,607 
California Republic Auto Receivables Trust 2015-4 A3   2.04%   1/15/2020   22,702    22,853,595 
California Republic Auto Receivables Trust 2015-4 B   3.73%   11/15/2021   20,140    21,013,629 
California Republic Auto Receivables Trust 2016-1 A3   1.89%   5/15/2020   46,759    46,986,618 
California Republic Auto Receivables Trust 2016-1 A4   2.24%   10/15/2021   8,021    8,124,582 
California Republic Auto Receivables Trust 2016-2 A3   1.56%   7/15/2020   16,679    16,663,423 
California Republic Auto Receivables Trust 2016-2 A4   1.83%   12/15/2021   21,996    21,993,097 
Capital Auto Receivables Asset Trust 2014-3 C   2.71%   11/20/2019   27,434    27,736,350 
Capital Auto Receivables Asset Trust 2015-2 A1A   0.99%   10/20/2017   28,454    28,466,389 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%   9/20/2018   46,940    46,998,055 
Capital Auto Receivables Asset Trust 2015-3 B   2.43%   9/21/2020   25,135    25,283,329 
Capital Auto Receivables Asset Trust 2015-3 C   2.90%   12/21/2020   23,813    24,048,782 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                   
                    
Capital Auto Receivables Asset Trust 2015-3 D   3.34%   3/22/2021  $21,169   $21,199,555 
Capital Auto Receivables Asset Trust 2016-1 B   2.67%   12/21/2020   19,417    19,535,848 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%   6/22/2020   30,324    30,261,244 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%   1/20/2021   15,919    15,858,032 
CarMax Auto Owner Trust 2013-1 C   1.54%   12/15/2018   9,761    9,778,997 
CarMax Auto Owner Trust 2013-3 A3   0.97%   4/16/2018   638    637,364 
CarMax Auto Owner Trust 2014-2 A3   0.98%   1/15/2019   47,193    47,151,188 
CarMax Auto Owner Trust 2015-2 A2A   0.82%   6/15/2018   3,898    3,896,083 
CarMax Auto Owner Trust 2015-4 D   3.00%   5/16/2022   3,116    3,117,409 
CarMax Auto Owner Trust 2016-3 A2   1.17%   8/15/2019   61,584    61,531,290 
CarMax Auto Owner Trust 2016-3 A3   1.39%   5/17/2021   61,646    61,604,611 
CarMax Auto Owner Trust 2016-3 A4   1.60%   1/18/2022   64,580    64,295,661 
Chesapeake Funding II LLC 2016-2A A1   1.88%   6/15/2028   38,879    38,843,562 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%   5/15/2019   19,495    19,494,588 
Chrysler Capital Auto Receivables Trust 2014-BA A4   1.76%   12/16/2019   24,576    24,637,477 
Chrysler Capital Auto Receivables Trust 2015-BA B   2.70%   12/15/2020   5,872    5,865,910 
Chrysler Capital Auto Receivables Trust 2016-AA A3   1.77%   10/15/2020   66,352    66,518,889 
CPS Auto Receivables Trust 2016-B D   6.58%   3/15/2022   20,670    21,058,542 
Drive Auto Receivables Trust 2015-AA C   3.06%   5/17/2021   26,255    26,569,729 
Drive Auto Receivables Trust 2015-BA B   2.12%   6/17/2019   34,572    34,619,644 
Drive Auto Receivables Trust 2015-BA C   2.76%   7/15/2021   4,984    5,008,901 
Drive Auto Receivables Trust 2015-BA D   3.84%   7/15/2021   2,900    2,927,174 
Drive Auto Receivables Trust 2015-CA A3   1.38%   10/15/2018   7,150    7,149,260 
Drive Auto Receivables Trust 2015-CA B   2.23%   9/16/2019   53,077    53,138,750 
Drive Auto Receivables Trust 2015-CA C   3.01%   5/17/2021   67,552    68,232,816 
Drive Auto Receivables Trust 2015-DA C   3.38%   11/15/2021   53,590    54,358,866 
Drive Auto Receivables Trust 2015-DA D   4.59%   1/17/2023   41,590    43,064,890 
Drive Auto Receivables Trust 2016-AA B   3.17%   5/15/2020   42,105    42,577,149 
Drive Auto Receivables Trust 2016-BA B   2.56%   6/15/2020   30,853    31,025,339 
Drive Auto Receivables Trust 2016-BA C   3.19%   7/15/2022   30,853    30,969,396 
Drive Auto Receivables Trust 2016-BA D   4.53%   8/15/2023   63,905    65,536,182 
Fifth Third Auto Trust 2014-3 A3   0.96%   3/15/2019   42,777    42,757,328 
Flagship Credit Auto Trust 2015-2 A   1.98%   10/15/2020   29,211    29,142,802 
Flagship Credit Auto Trust 2015-3 A   2.38%   10/15/2020   15,948    16,015,980 
Ford Credit Auto Lease Trust 2016-A A3   1.71%   4/15/2019   52,056    52,334,291 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%   1/22/2018   34,975    34,992,629 
Hyundai Floorplan Master Owner Trust 2016-1A A1   1.408%#   3/15/2021   14,807    14,885,738 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automobiles (continued)                   
                    
Hyundai Floorplan Master Owner Trust 2016-1A A2   1.81%   3/15/2021  $17,194   $17,235,902 
Mercedes-Benz Auto Lease Trust 2016-A A3   1.52%   3/15/2019   66,118    66,363,523 
Mercedes-Benz Auto Receivables Trust 2015-1 A3   1.34%   12/16/2019   60,573    60,734,627 
NextGear Floorplan Master Owner Trust 2015-2A A   2.38%   10/15/2020   59,061    58,902,421 
NextGear Floorplan Master Owner Trust 2016-1A A2   2.74%   4/15/2021   56,589    56,611,975 
Nissan Auto Receivables Owner Trust 2016-B A3   1.32%   1/15/2021   41,095    41,219,995 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%   11/20/2017   28,349    28,343,397 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%   11/16/2020   7,453    7,537,404 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%   4/15/2021   22,140    22,386,502 
Santander Drive Auto Receivables Trust 2015-3 B   2.07%   4/15/2020   28,819    28,921,521 
Santander Drive Auto Receivables Trust 2015-3 C   2.74%   1/15/2021   34,016    34,499,854 
Santander Drive Auto Receivables Trust 2015-4 C   2.97%   3/15/2021   28,251    28,777,226 
Santander Drive Auto Receivables Trust 2015-5 D   3.65%   12/15/2021   28,059    28,949,466 
Santander Drive Auto Receivables Trust 2016-1 D   4.02%   4/15/2022   17,354    18,193,647 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%   2/16/2021   16,535    16,591,143 
TCF Auto Receivables Owner Trust 2015-1A A4   1.96%   11/16/2020   8,230    8,220,819 
TCF Auto Receivables Owner Trust 2015-1A D   3.53%   3/15/2022   4,862    4,813,699 
TCF Auto Receivables Owner Trust 2015-2A A2   1.64%   1/15/2019   12,653    12,658,779 
TCF Auto Receivables Owner Trust 2015-2A A3   2.06%   4/15/2020   28,800    28,969,790 
TCF Auto Receivables Owner Trust 2015-2A B   3.00%   9/15/2021   10,457    10,433,643 
TCF Auto Receivables Owner Trust 2015-2A C   3.75%   12/15/2021   6,591    6,609,649 
TCF Auto Receivables Owner Trust 2015-2A D   4.24%   8/15/2022   7,357    7,403,315 
Total                 2,685,527,811 
                    
Credit Cards 2.76%                   
                    
American Express Credit Account Master Trust 2013-1 A   0.928%#   2/16/2021   16,050    16,129,101 
American Express Credit Account Master Trust 2014-3 A   1.49%   4/15/2020   86,670    87,071,204 
Bank of America Credit Card Trust 2014-A3 A   0.798%#   1/15/2020   77,899    78,001,157 
Bank of America Credit Card Trust 2016-A1 A   0.898%#   10/15/2021   72,217    72,448,687 
Barclays Dryrock Issuance Trust 2016-1 A   1.52%   5/16/2022   39,975    40,057,612 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%   1/15/2020   26,421    26,458,941 
Capital One Multi-Asset Execution Trust 2015-A1   1.39%   1/15/2021   31,563    31,688,715 
Capital One Multi-Asset Execution Trust 2015-A3   0.908%#   3/15/2023   113,310    113,476,214 
Capital One Multi-Asset Execution Trust 2015-A5   1.60%   5/17/2021   36,037    36,313,130 
Capital One Multi-Asset Execution Trust 2016-A1   0.958%#   2/15/2022   115,476    116,131,176 
Chase Issuance Trust 2012-A4   1.58%   8/16/2021   14,915    15,011,959 
Chase Issuance Trust 2015-A2   1.59%   2/18/2020   21,631    21,774,383 
Chase Issuance Trust 2016-A5   1.27%   7/15/2021   104,940    104,754,319 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Credit Cards (continued)                   
                    
Citibank Credit Card Issuance Trust 2014-A5   2.68%   6/7/2023  $43,883   $46,198,478 
Discover Card Execution Note Trust 2015-A2 A   1.90%   10/17/2022   9,583    9,741,561 
Discover Card Execution Note Trust 2016-A2   1.048%#   9/15/2021   42,743    43,028,267 
First National Master Note Trust 2015-1 A   1.278%#   9/15/2020   7,307    7,334,862 
MBNA Credit Card Master Note Trust 2004-A3   0.768%#   8/16/2021   51,184    51,169,448 
Synchrony Credit Card Master Note Trust 2012-6 A   1.36%   8/17/2020   24,532    24,664,905 
Synchrony Credit Card Master Note Trust 2014-1 A   1.61%   11/15/2020   29,495    29,625,244 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%   5/15/2024   42,518    43,222,550 
Total                 1,014,301,913 
                    
Home Equity 0.06%                   
                    
Asset Backed Securities Corp. Home Equity Loan Trust Series NC 2006-HE4 A5   0.648%#   5/25/2036   18,212    17,357,874 
Meritage Mortgage Loan Trust 2004-2 M3   1.463%#   1/25/2035   5,729    5,497,823 
Total                 22,855,697 
                    
Other 5.77%                   
                    
Ally Master Owner Trust 2012-5 A   1.54%   9/15/2019   38,500    38,621,552 
Ally Master Owner Trust 2014-5 A2   1.60%   10/15/2019   64,198    64,368,382 
ALM XIV Ltd. 2014-14A A1   2.064%#   7/28/2026   5,500    5,502,501 
Apollo Credit Funding IV Ltd. 4A A1   2.098%#   4/15/2027   21,500    21,498,209 
Ares IIIR/IVR CLO Ltd. 2007-3RA A2   0.853%#   4/16/2021   11,905    11,852,844 
Ascentium Equipment Receivables LLC 2015-2A A2   1.57%   12/11/2017   18,825    18,815,512 
Ascentium Equipment Receivables Trust 2016-1A A2   1.75%   11/13/2018   27,015    27,003,032 
B2R Mortgage Trust 2015-2 A   3.336%   11/15/2048   29,406    30,230,269 
BlueMountain CLO Ltd. 2014-3A A1   2.108%#   10/15/2026   41,750    41,776,177 
BlueMountain CLO Ltd. 2015-3A A1   2.114%#   10/20/2027   24,750    24,764,345 
Carlyle Global Market Strategies CLO Ltd. 2013-2A A1   1.783%#   4/18/2025   19,500    19,412,426 
Carlyle Global Market Strategies CLO Ltd. 2014-4A A1   2.128%#   10/15/2026   6,050    6,042,457 
Carlyle Global Market Strategies CLO Ltd. 2015-2A A1   2.104%#   4/27/2027   9,550    9,564,381 
Cedar Funding IV CLO Ltd. 2014-4A A1   2.138%#   10/23/2026   22,120    22,179,744 
Cent CDO Ltd. 2007-14A A2B   0.958%#   4/15/2021   15,000    14,337,303 
Cent CLO Ltd. 2013-17A A1   1.937%#   1/30/2025   38,500    38,447,690 
Cent CLO Ltd. 2013-19A A1A   1.968%#   10/29/2025   19,050    18,988,169 
Cerberus Onshore II CLO LLC 2013-1A A1   2.628%#   10/15/2023   14,363    14,366,121 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                   
                    
CIFC Funding I Ltd. 2013-1A A1   1.783%#   4/16/2025  $20,000   $19,911,514 
CIFC Funding II Ltd. 2014-2A A1L   2.141%#   5/24/2026   72,650    72,693,278 
CNH Equipment Trust 2015-B A4   1.89%   4/15/2022   36,108    36,415,965 
CNH Equipment Trust 2016-B A4   1.97%   11/15/2021   9,297    9,346,845 
Cornerstone CLO Ltd. 2007-1A A1S   0.848%#   7/15/2021   447    446,881 
Crown Point CLO Ltd. 2012-1A A1LB   2.136%#   11/21/2022   2,548    2,553,528 
Dell Equipment Finance Trust 2015-2 A3   1.72%   9/22/2020   22,853    22,891,809 
Dell Equipment Finance Trust 2016-1 A3   1.65%   7/22/2021   5,443    5,427,381 
Dell Equipment Finance Trust 2016-1 B   2.03%   7/22/2021   6,570    6,548,808 
Diamond Resorts Owner Trust 2015-2 A   2.99%   5/22/2028   21,895    21,947,191 
Engs Commercial Finance Trust 2015-1A A2   2.31%   10/22/2021   34,527    34,548,350 
Ford Credit Floorplan Master Owner Trust A 2014-4 A1   1.40%   8/15/2019   22,029    22,042,037 
Fortress Credit BSL II Ltd. 2013-2A A1F   2.133%#   10/19/2025   26,695    26,724,541 
Fortress Credit BSL Ltd. 2013-1A A   1.813%#   1/19/2025   46,720    46,587,951 
GE Dealer Floorplan Master Note Trust 2014-1 A   0.892%#   7/20/2019   10,275    10,276,597 
GE Dealer Floorplan Master Note Trust 2014-2 A   0.962%#   10/20/2019   9,044    9,051,547 
GE Dealer Floorplan Master Note Trust 2015-2 A   1.162%#   1/20/2022   11,154    11,159,516 
Goldentree Loan Opportunities VI Ltd. 2012-6A A   1.933%#   4/17/2022   36,298    36,227,468 
Gramercy Real Estate CDO Ltd. 2007-1A A1   0.906%#   8/15/2056   27,495    25,962,320 
Grayson CLO Ltd. 2006-1A A1A   0.882%#   11/1/2021   9,350    9,270,692 
Halcyon Loan Advisors Funding Ltd. 2015-2A A   2.028%#   7/25/2027   27,750    27,572,186 
Hempstead CLO LP 2013-1A A1   2.128%#   1/15/2026   23,544    23,570,682 
Jefferson Mill CLO Ltd. 2015-1A A1   2.134%#   7/20/2027   27,000    26,995,591 
JFIN CLO Ltd. 2007-1A A2   0.874%#   7/20/2021   7,951    7,888,752 
JFIN Revolver CLO 2013-1A A   1.884%#   1/20/2021   11,583    11,610,292 
JFIN Revolver CLO Ltd. 2014-2A A2   1.936%#   2/20/2022   30,356    30,430,363 
JFIN Revolver CLO Ltd. 2015-3A A1   2.134%#   4/20/2023   35,558    35,608,944 
JFIN Revolver CLO Ltd. 2015-4A A   1.785%#   4/22/2020   11,768    11,783,431 
Leaf Receivables Funding 10 LLC 2015-1 B   2.42%   1/15/2021   12,673    12,696,682 
Leaf Receivables Funding 11 LLC 2016-1 A2   1.72%   7/15/2018   20,700    20,698,632 
Leaf Receivables Funding 11 LLC 2016-1 A3   2.05%   6/15/2019   17,154    17,175,096 
Leaf Receivables Funding 11 LLC 2016-1 A4   2.49%   4/15/2022   22,021    22,070,926 
Marathon CLO IV Ltd. 2012-4A A1   2.026%#   5/20/2023   11,138    11,152,320 
Mercedes-Benz Master Owner Trust 2016-BA A   1.208%#   5/17/2021   26,000    26,129,631 
MMAF Equipment Finance LLC 2016-AA A2   1.39%   12/17/2018   38,520    38,480,267 
Mountain View CLO Ltd. 2015-9A A1A   2.088%#   7/15/2027   21,000    20,924,841 
MT Wilson CLO II Ltd. 2007-2A A2   0.969%#   7/11/2020   7,287    7,255,404 
NextGear Floorplan Master Owner Trust 2015-1A A   1.80%   7/15/2019   74,381    74,179,628 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                   
                    
Nissan Master Owner Trust Receivables 2016-A A2   1.54%   6/15/2021  $49,555   $49,357,191 
Nomura CRE CDO Ltd. 2007-2A A2   1.091%#   5/21/2042   4,240    4,237,412 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A1   0.784%#   2/1/2041   1,494    1,497,404 
NorthStar Real Estate CDO VIII Ltd. 2006-8A A2   0.854%#   2/1/2041   18,500    17,926,487 
Northwoods Capital XI Ltd. 2014-11A A   2.228%#   4/15/2025   23,200    23,253,745 
NZCG Funding Ltd. 2015-2A A1   2.184%#   4/27/2027   20,080    20,114,714 
Oaktree CLO Ltd. 2014-2A A1A   2.164%#   10/20/2026   44,975    45,024,927 
Oaktree CLO Ltd. 2015-1A A1   2.184%#   10/20/2027   31,000    31,067,930 
Oaktree EIF I Ltd. 2015-A1 A   2.253%#   10/18/2027   16,750    16,820,945 
OCP CLO Ltd. 2014-6A A1A   2.083%#   7/17/2026   15,000    14,961,417 
Octagon Investment Partners XIX Ltd. 2014-1A A   2.148%#   4/15/2026   20,408    20,430,947 
Octagon Loan Funding Ltd. 2014-1A A1   2.076%#   11/18/2026   3,925    3,910,810 
OHA Loan Funding Ltd. 2013-2A A   1.924%#   8/23/2024   28,500    28,407,925 
OHA Loan Funding Ltd. 2015-1A A   2.126%#   2/15/2027   25,650    25,681,083 
OHA Park Avenue CLO I Ltd. 2007-1A A1B   0.862%#   3/14/2022   6,627    6,565,082 
OneMain Financial Issuance Trust 2015-1A A   3.19%   3/18/2026   31,797    32,187,992 
OneMain Financial Issuance Trust 2015-2A A   2.57%   7/18/2025   47,781    47,896,133 
OneMain Financial Issuance Trust 2016-1A A   3.66%   2/20/2029   16,808    17,179,534 
OZLM Funding Ltd. 2012-1A A1R   2.155%#   7/22/2027   20,000    19,980,554 
OZLM VII Ltd. 2014-7A A1A   2.053%#   7/17/2026   19,000    18,990,612 
OZLM VIII Ltd. 2014-8A A1A   2.073%#   10/17/2026   83,315    83,274,967 
OZLM XI Ltd. 2015-11A A1A   2.187%#   1/30/2027   9,750    9,762,929 
SLM Private Education Loan Trust 2010-A 2A   3.731%#   5/16/2044   33,951    35,037,711 
SLM Private Education Loan Trust 2012-A A1   1.881%#   8/15/2025   3,157    3,163,471 
SLM Private Education Loan Trust 2012-E A1   1.231%#   10/16/2023   3,707    3,704,042 
SLM Private Education Loan Trust 2013-B A1   1.131%#   7/15/2022   16,489    16,493,437 
SLM Student Loan Trust 2011-1 A1   1.008%#   3/25/2026   11,899    11,848,841 
Sound Point CLO XI Ltd. 2016-1A A   2.175%#   7/20/2028   49,000    49,147,137 
Stone Tower CLO VI Ltd. 2007-6A A2A   0.853%#   4/17/2021   262    262,238 
Taco Bell Funding LLC 2016-1A A2I   3.832%   5/25/2046   28,943    29,418,018 
Tryon Park CLO Ltd. 2013-1A A1   1.748%#   7/15/2025   8,150    8,095,213 
Venture XVIII CLO Ltd. 2014-18A A   2.078%#   10/15/2026   45,250    45,218,963 
Voya CLO Ltd. 2012-3A AR   1.948%#   10/15/2022   200    199,714 
Westchester CLO Ltd. 2007-1A A1A   0.862%#   8/1/2022   9,370    9,323,944 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Other (continued)                   
                    
Westgate Resorts LLC 2014-1A A   2.15%   12/20/2026  $16,438   $16,258,018 
Westgate Resorts LLC 2014-1A B   3.25%   12/20/2026   6,146    6,072,702 
Westgate Resorts LLC 2015-1A A   2.75%   5/20/2027   6,095    6,057,328 
Westgate Resorts LLC 2015-1A B   3.50%   5/20/2027   10,738    10,601,755 
Westgate Resorts LLC 2016-1A A   3.50%   12/20/2028   45,228    45,253,219 
Total                 2,118,715,492 
Total Asset-Backed Securities (cost $5,813,324,365)     5,841,400,913 
                    
            Shares
(000)
     
COMMON STOCK 0.00%                   
                    
Oil                   
                    
OGX Petroleo e Gas SA ADR
(cost $743,233)
            490    392,134 
                    
           Principal
Amount
(000)
     
CONVERTIBLE BONDS 0.09%                   
                    
Oil 0.00%                   
                    
Oleo e Gas Participacoes SA(a)(b)   10.00%   9/1/2016  BRL313    548,410 
Oleo e Gas Participacoes SA(a)(b)   10.00%   9/1/2016  BRL395    692,212 
Total                 1,240,622 
                    
Retail 0.09%                   
                    
Restoration Hardware Holdings, Inc.   Zero Coupon    6/15/2019  $27,270    23,571,506 
Restoration Hardware Holdings, Inc.   Zero Coupon    7/15/2020   9,030    7,297,369 
Total                 30,868,875 
Total Convertible Bonds (cost $31,166,066)                 32,109,497 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
CORPORATE BONDS 46.23%                   
                    
Advertising 0.01%                   
                    
Interpublic Group of Cos., Inc. (The)   2.25%   11/15/2017  $2,250   $2,260,424 
                    
Aerospace/Defense 0.03%                   
                    
BAE Systems plc (United Kingdom)†(c)   3.50%   10/11/2016   1,250    1,253,086 
Harris Corp.   1.999%   4/27/2018   1,575    1,586,145 
Litton Industries, Inc.   6.75%   4/15/2018   3,470    3,751,146 
TransDigm, Inc.   7.50%   7/15/2021   4,364    4,634,023 
Total                 11,224,400 
                    
Air Transportation 0.03%                   
                    
Air Canada (Canada)†(c)   8.75%   4/1/2020   5,898    6,362,468 
Continental Airlines 1998-1 Class B Pass Through Trust   6.748%   3/15/2017   572    587,227 
Continental Airlines 2012-1 Class B Pass Through Trust   6.25%   4/11/2020   5,149    5,529,032 
Total                 12,478,727 
                    
Auto Parts: Original Equipment 0.09%                   
                    
BorgWarner, Inc.   5.75%   11/1/2016   1,280    1,287,192 
International Automotive Components Group SA (Luxembourg)†(c)   9.125%   6/1/2018   12,157    12,081,019 
Schaeffler Holding Finance BV PIK (Netherlands)†(c)   6.875%   8/15/2018   18,744    19,259,460 
Total                 32,627,671 
                    
Automotive 2.21%                   
                    
Ford Motor Credit Co. LLC   1.724%   12/6/2017   64,810    64,938,129 
Ford Motor Credit Co. LLC   2.24%   6/15/2018   48,100    48,529,148 
Ford Motor Credit Co. LLC   3.157%   8/4/2020   77,251    79,854,127 
Ford Motor Credit Co. LLC   4.25%   2/3/2017   20,050    20,289,457 
Ford Motor Credit Co. LLC   6.625%   8/15/2017   24,198    25,359,093 
Ford Motor Credit Co. LLC   8.125%   1/15/2020   30,111    35,701,318 
General Motors Co.   3.50%   10/2/2018   53,156    54,789,909 
General Motors Financial Co., Inc.   2.40%   5/9/2019   61,339    61,687,651 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Automotive (continued)                   
                    
General Motors Financial Co., Inc.   3.10%   1/15/2019  $61,520   $62,793,156 
General Motors Financial Co., Inc.   3.15%   1/15/2020   8,236    8,420,050 
General Motors Financial Co., Inc.   3.20%   7/13/2020   46,180    47,277,652 
General Motors Financial Co., Inc.   3.25%   5/15/2018   9,645    9,836,164 
General Motors Financial Co., Inc.   4.20%   3/1/2021   9,000    9,512,685 
General Motors Financial Co., Inc.   4.75%   8/15/2017   19,860    20,465,512 
Hyundai Capital America   2.40%   10/30/2018   33,300    33,812,187 
Volkswagen Group of America Finance LLC   1.25%   5/23/2017   28,043    27,991,765 
Volkswagen Group of America Finance LLC   1.251%#   11/20/2017   8,020    7,993,374 
Volkswagen Group of America Finance LLC   1.60%   11/20/2017   51,606    51,550,059 
Volkswagen Group of America Finance LLC   2.125%   5/23/2019   1,000    1,005,591 
Volkswagen Group of America Finance LLC   2.40%   5/22/2020   32,275    32,705,290 
Volkswagen Group of America Finance LLC   2.45%   11/20/2019   51,030    51,825,456 
Volkswagen International Finance NV (Netherlands)†(c)   1.60%   11/20/2017   54,416    54,406,641 
Total                 810,744,414 
                    
Banks: Money Center 0.03%                   
                    
Export-Import Bank of Korea (South Korea)(c)   1.423%#   1/14/2017   11,250    11,266,740 
                    
Banks: Regional 8.53%                   
                    
ABN AMRO Bank NV (Netherlands)(c)   6.25%   9/13/2022   19,600    20,514,222 
Akbank TAS (Turkey)†(c)   3.875%   10/24/2017   7,850    7,918,688 
Alfa Bank AO Via Alfa Bond Issuance plc (Ireland)†(c)   7.875%   9/25/2017   10,000    10,589,500 
Associated Banc-Corp.   2.75%   11/15/2019   8,777    8,940,156 
Banco de Bogota SA (Colombia)†(c)   5.00%   1/15/2017   13,036    13,187,400 
Banco de Credito del Peru (Peru)†(c)   2.75%   1/9/2018   10,593    10,725,413 
Banco de Credito e Inversiones (Chile)†(c)   3.00%   9/13/2017   7,000    7,100,940 
Banco del Estado de Chile (Chile)†(c)   2.00%   11/9/2017   34,000    34,034,952 
Banco do Brasil SA   3.875%   1/23/2017   14,800    14,911,000 
Bangkok Bank PCL (Hong Kong)†(c)   3.30%   10/3/2018   11,000    11,362,098 
Bank of America Corp.   5.42%   3/15/2017   101,808    103,954,825 
Bank of America Corp.   5.49%   3/15/2019   58,452    63,364,306 
Bank of America Corp.   5.625%   7/1/2020   23,821    26,930,117 
Bank of America Corp.   5.65%   5/1/2018   54,210    57,729,855 
Bank of America Corp.   5.70%   5/2/2017   36,622    37,633,536 
Bank of America Corp.   7.625%   6/1/2019   89,660    103,115,007 
Bank of America Corp.   7.80%   9/15/2016   62,659    62,758,252 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                   
                    
Bank of America NA   5.30%   3/15/2017  $115,560   $118,021,428 
Bank of America NA   6.10%   6/15/2017   36,802    38,186,234 
Barclays Bank plc (United Kingdom)†(c)   10.179%   6/12/2021   24,366    31,258,995 
Capital One Financial Corp.   5.25%   2/21/2017   350    356,315 
Capital One NA/Mclean VA   1.50%   9/5/2017   750    750,674 
Capital One NA/Mclean VA   1.954%#   8/17/2018   3,700    3,725,956 
Citigroup, Inc.   1.80%   2/5/2018   30,841    30,969,977 
Citigroup, Inc.   2.05%   12/7/2018   19,406    19,558,958 
Citigroup, Inc.   2.35%   8/2/2021   62,491    62,744,276 
Citigroup, Inc.   2.65%   10/26/2020   25,052    25,703,728 
Citigroup, Inc.   6.125%   11/21/2017   900    949,207 
Citigroup, Inc.   8.50%   5/22/2019   16,125    18,946,907 
Commonwealth Bank of Australia (Australia)†(c)   1.375%   9/6/2018   71,857    71,752,448 
Compass Bank   1.85%   9/29/2017   10,450    10,419,653 
Compass Bank   2.75%   9/29/2019   11,825    11,817,479 
Compass Bank   6.40%   10/1/2017   17,705    18,485,153 
Credit Suisse AG   1.70%   4/27/2018   95,781    95,873,046 
Credit Suisse Group Funding Guernsey Ltd. (Guernsey)(c)   3.125%   12/10/2020   53,551    54,389,394 
Discover Bank   2.00%   2/21/2018   29,580    29,713,199 
Discover Bank   2.60%   11/13/2018   29,326    29,780,876 
Discover Bank   7.00%   4/15/2020   8,378    9,521,228 
Discover Bank   8.70%   11/18/2019   24,357    28,292,409 
First Midwest Bancorp, Inc.   5.875%   11/22/2016   17,650    17,792,065 
Goldman Sachs Group, Inc. (The)   5.25%   7/27/2021   14,385    16,358,924 
Goldman Sachs Group, Inc. (The)   5.375%   3/15/2020   5,140    5,725,626 
Goldman Sachs Group, Inc. (The)   5.95%   1/18/2018   17,050    18,077,092 
Goldman Sachs Group, Inc. (The)   6.00%   6/15/2020   47,182    53,916,617 
Goldman Sachs Group, Inc. (The)   6.15%   4/1/2018   14,456    15,488,997 
Goldman Sachs Group, Inc. (The)   7.50%   2/15/2019   16,710    19,042,348 
Grupo Aval Ltd.   5.25%   2/1/2017   8,761    8,892,415 
HBOS plc (United Kingdom)(c)   1.38%#   9/6/2017   28,968    28,890,424 
HBOS plc (United Kingdom)†(c)   6.75%   5/21/2018   257,677    276,380,743 
Huntington Bancshares, Inc.   2.60%   8/2/2018   14,475    14,735,101 
Huntington Bancshares, Inc.   3.15%   3/14/2021   14,456    15,050,185 
Huntington Bancshares, Inc.   7.00%   12/15/2020   19,767    23,058,245 
Huntington National Bank (The)   2.20%   4/1/2019   1,500    1,517,006 
Huntington National Bank (The)   2.875%   8/20/2020   18,050    18,600,146 
Industrial & Commercial Bank of China Ltd.   2.351%   11/13/2017   24,500    24,665,228 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                   
                    
Intesa Sanpaolo SpA (Italy)(c)   2.375%   1/13/2017  $66,534   $66,663,475 
Intesa Sanpaolo SpA (Italy)(c)   3.875%   1/16/2018   16,965    17,351,429 
Intesa Sanpaolo SpA (Italy)(c)   3.875%   1/15/2019   2,625    2,696,345 
Itau Unibanco Holding SA   2.85%   5/26/2018   31,800    31,876,320 
JPMorgan Chase & Co.   2.295%   8/15/2021   48,051    48,370,587 
Korea Development Bank (The) (South Korea)(c)   1.327%#   1/22/2017   23,100    23,097,251 
Lloyds Bank plc (United Kingdom)(c)   9.875%   12/16/2021   30,111    30,883,949 
Macquarie Bank Ltd. (Australia)†(c)   1.364%#   10/27/2017   3,360    3,360,971 
Macquarie Bank Ltd. (Australia)†(c)   1.60%   10/27/2017   5,262    5,274,629 
Macquarie Bank Ltd. (Australia)†(c)   5.00%   2/22/2017   6,055    6,157,269 
Manufacturers & Traders Trust Co.   5.629%   12/1/2021   15,000    14,767,500 
Manufacturers & Traders Trust Co.   6.625%   12/4/2017   7,265    7,733,774 
Morgan Stanley   5.50%   7/24/2020   30,665    34,637,528 
Morgan Stanley   5.625%   9/23/2019   41,608    46,305,335 
Morgan Stanley   6.625%   4/1/2018   8,464    9,130,532 
Morgan Stanley   7.30%   5/13/2019   64,771    74,018,485 
National City Corp.   6.875%   5/15/2019   35,910    40,569,215 
National Savings Bank (Sri Lanka)†(c)   8.875%   9/18/2018   14,600    15,784,060 
Nordea Bank AB (Sweden)†(c)   4.875%   5/13/2021   33,338    36,921,435 
Popular, Inc.   7.00%   7/1/2019   17,102    17,743,325 
Regions Bank   2.25%   9/14/2018   1,900    1,911,729 
Regions Bank   7.50%   5/15/2018   19,025    20,785,174 
Royal Bank of Scotland NV (The) (Netherlands)(c)   4.65%   6/4/2018   33,070    34,020,068 
Royal Bank of Scotland plc (The) (United Kingdom) (c)   9.50%   3/16/2022   110,670    114,847,681 
Santander Bank NA   2.00%   1/12/2018   67,783    67,831,261 
Santander Bank NA   8.75%   5/30/2018   3,407    3,762,452 
Santander UK Group Holdings plc (United Kingdom)(c)   2.875%   10/16/2020   24,153    24,373,082 
Santander UK Group Holdings plc (United Kingdom)(c)   2.875%   8/5/2021   38,627    38,559,519 
Santander UK Group Holdings plc (United Kingdom)(c)   3.125%   1/8/2021   11,547    11,744,916 
Santander UK plc (United Kingdom)(c)   1.65%   9/29/2017   11,547    11,563,327 
Santander UK plc (United Kingdom)(c)   2.00%   8/24/2018   15,190    15,248,284 
Santander UK plc (United Kingdom)(c)   2.136%#   3/14/2019   9,377    9,513,867 
Santander UK plc (United Kingdom)(c)   2.50%   3/14/2019   83,645    84,926,776 
Santander UK plc (United Kingdom)(c)   3.05%   8/23/2018   23,370    23,955,863 
SVB Financial Group   5.375%   9/15/2020   6,533    7,267,675 
Synovus Financial Corp.   7.875%   2/15/2019   24,158    27,298,540 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Banks: Regional (continued)                   
                    
Turkiye Halk Bankasi AS (Turkey)†(c)   4.75%   6/4/2019  $16,400   $16,408,676 
Turkiye Halk Bankasi AS (Turkey)†(c)   4.875%   7/19/2017   22,600    22,883,720 
Turkiye Vakiflar Bankasi TAO (Turkey)†(c)   3.75%   4/15/2018   6,700    6,663,117 
Turkiye Vakiflar Bankasi TAO (Turkey)†(c)   5.75%   4/24/2017   29,700    30,209,266 
UBS AG (Jersey)(c)   7.25%   2/22/2022   28,675    29,396,492 
UBS Group Funding Jersey Ltd. (Jersey)†(c)   2.65%   2/1/2022   57,608    57,658,695 
UBS Group Funding Jersey Ltd. (Jersey)†(c)   2.95%   9/24/2020   20,546    21,112,248 
UBS Group Funding Jersey Ltd. (Jersey)†(c)   3.00%   4/15/2021   41,067    42,393,628 
Wilmington Trust Corp.   8.50%   4/2/2018   10,931    12,056,674 
Total                 3,133,915,113 
                    
Beverages 0.32%                   
                    
Beam Suntory, Inc.   1.75%   6/15/2018   811    812,186 
Beam Suntory, Inc.   1.875%   5/15/2017   14,017    14,062,934 
Innovation Ventures LLC/Innovation Ventures Finance Corp.   9.50%   8/15/2019   43,865    46,113,081 
Pernod Ricard SA (France)†(c)   2.95%   1/15/2017   27,050    27,227,881 
Pernod Ricard SA (France)†(c)   5.75%   4/7/2021   26,473    30,606,256 
Total                 118,822,338 
                    
Building Materials 0.37%                   
                    
Cemex SAB de CV (Mexico)†(c)   5.43%#   10/15/2018   12,000    12,450,000 
Fortune Brands Home & Security, Inc.   3.00%   6/15/2020   14,469    14,828,931 
Louisiana-Pacific Corp.   7.50%   6/1/2020   9,718    10,112,794 
Martin Marietta Materials, Inc.   1.731%#   6/30/2017   50,959    50,832,265 
Martin Marietta Materials, Inc.   6.60%   4/15/2018   21,137    22,563,895 
Owens Corning   6.50%   12/1/2016   221    222,682 
Owens Corning   9.00%   6/15/2019   6,772    7,837,486 
Standard Industries, Inc.   5.125%   2/15/2021   8,200    8,702,250 
Vulcan Materials Co.   7.50%   6/15/2021   6,693    8,232,390 
Total                 135,782,693 
                    
Business Services 0.50%                   
                    
APX Group, Inc.   6.375%   12/1/2019   19,579    20,190,648 
Chicago Parking Meters LLC   5.489%   12/30/2020   16,550    17,929,873 
ERAC USA Finance LLC   6.375%   10/15/2017   1,803    1,896,866 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Business Services (continued)                   
                    
HPHT Finance 15 Ltd.   2.25%   3/17/2018  $17,700   $17,821,511 
Korea Expressway Corp. (South Korea)†(c)   1.625%   4/28/2017   4,800    4,804,152 
NES Rentals Holdings, Inc.   7.875%   5/1/2018   20,588    20,176,240 
Verisk Analytics, Inc.   4.875%   1/15/2019   2,330    2,485,970 
Western Union Co. (The)   2.875%   12/10/2017   48,503    49,177,143 
Western Union Co. (The)   3.35%   5/22/2019   24,500    25,185,436 
Western Union Co. (The)   3.65%   8/22/2018   6,934    7,153,163 
Western Union Co. (The)   5.93%   10/1/2016   17,943    18,004,096 
Total                 184,825,098 
                    
Chemicals 0.54%                   
                    
Blue Cube Spinco, Inc.   9.75%   10/15/2023   36,676    43,644,440 
Celanese US Holdings LLC   5.875%   6/15/2021   38,462    44,062,836 
LyondellBasell Industries NV   5.00%   4/15/2019   28,653    30,863,035 
RPM International, Inc.   6.50%   2/15/2018   11,542    12,318,684 
Yara International ASA (Norway)†(c)   7.875%   6/11/2019   57,638    66,138,337 
Total                 197,027,332 
                    
Computer Hardware 1.80%                   
                    
Denali International LLC/Denali Finance Corp.   5.625%   10/15/2020   213,658    223,539,683 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   3.48%   6/1/2019   149,465    153,900,822 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   4.42%   6/15/2021   96,229    100,727,032 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   5.875%   6/15/2021   18,951    20,046,102 
Hewlett Packard Enterprise Co.   2.393%#   10/5/2017   5,164    5,205,911 
Hewlett Packard Enterprise Co.   2.45%   10/5/2017   25,450    25,674,902 
Hewlett Packard Enterprise Co.   2.583%#   10/5/2018   700    712,314 
Hewlett Packard Enterprise Co.   2.85%   10/5/2018   117,445    119,769,941 
Leidos Holdings, Inc.   4.45%   12/1/2020   7,518    7,838,718 
NetApp, Inc.   2.00%   12/15/2017   2,293    2,305,034 
Total                 659,720,459 
                    
Computer Software 0.70%                   
                    
Activision Blizzard, Inc.   5.625%   9/15/2021   124,073    129,811,376 
Change Healthcare Holdings, Inc.   11.00%   12/31/2019   43,586    46,103,091 
Dun & Bradstreet Corp. (The)   3.25%   12/1/2017   34,357    34,817,556 
Fidelity National Information Services, Inc.   2.85%   10/15/2018   42,571    43,634,551 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Computer Software (continued)                   
                    
Fidelity National Information Services, Inc.   5.00%   3/15/2022  $3,969   $4,106,018 
Total                 258,472,592 
                    
Construction/Homebuilding 0.08%                   
                    
Brookfield Residential Properties, Inc. (Canada)†(c)   6.50%   12/15/2020   535    552,388 
William Lyon Homes, Inc.   8.50%   11/15/2020   26,287    27,798,502 
Total                 28,350,890 
                    
Containers 0.49%                   
                    
Coveris Holdings SA (Luxembourg)†(c)   7.875%   11/1/2019   6,715    6,882,875 
Novelis, Inc.   8.75%   12/15/2020   89,280    93,688,200 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   8.25%   2/15/2021   17,518    18,238,498 
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg) SA   9.875%   8/15/2019   57,805    59,539,150 
WestRock RKT Co.   4.45%   3/1/2019   1,280    1,356,257 
Total                 179,704,980 
                    
Diversified 0.08%                   
                    
DH Services Luxembourg Sarl (Luxembourg)†(c)   7.75%   12/15/2020   28,384    29,767,720 
                    
Drugs 2.16%                   
                    
Actavis Funding SCS (Luxembourg)(c)   2.35%   3/12/2018   19,315    19,547,765 
Actavis, Inc.   1.875%   10/1/2017   4,039    4,058,238 
Capsugel SA PIK (Luxembourg)†(c)   7.00%   5/15/2019   40,214    40,666,408 
Forest Laboratories LLC   4.375%   2/1/2019   201,780    213,069,591 
Forest Laboratories LLC   5.00%   12/15/2021   15,204    17,095,028 
Mylan NV   2.50%   6/7/2019   14,466    14,666,513 
Mylan NV   3.00%   12/15/2018   24,082    24,679,980 
Mylan NV   3.15%   6/15/2021   24,111    24,689,688 
Mylan NV   3.75%   12/15/2020   20,100    21,054,971 
Mylan, Inc.   1.35%   11/29/2016   80,630    80,727,320 
Mylan, Inc.   2.55%   3/28/2019   27,859    28,231,921 
Mylan, Inc.   2.60%   6/24/2018   97,234    98,689,301 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Drugs (continued)                   
                    
NBTY, Inc.   7.625%   5/15/2021  $14,769   $15,138,225 
Perrigo Co. plc (Ireland)(c)   1.30%   11/8/2016   78,434    78,469,766 
Perrigo Co. plc (Ireland)(c)   2.30%   11/8/2018   55,627    55,952,752 
Zoetis, Inc.   1.875%   2/1/2018   55,588    55,743,257 
Total                 792,480,724 
                    
Electric: Power 1.76%                   
                    
Abu Dhabi National Energy Co. PJSC (United Arab Emirates)†(c)   2.50%   1/12/2018   23,300    23,534,678 
Cleveland Electric Illuminating Co. (The)   5.70%   4/1/2017   11,296    11,557,209 
Cleveland Electric Illuminating Co. (The)   8.875%   11/15/2018   14,991    17,250,998 
Dominion Resources, Inc.   2.962%   7/1/2019   20,921    21,504,759 
Dominion Resources, Inc.   4.104%   4/1/2021   60,806    65,030,436 
Duquesne Light Holdings, Inc.   6.40%   9/15/2020   9,316    10,581,215 
Emera US Finance LP   2.15%   6/15/2019   19,284    19,495,006 
Enel Finance International NV (Netherlands)†(c)   6.25%   9/15/2017   2,175    2,281,399 
Entergy Corp.   4.70%   1/15/2017   63,947    64,548,613 
Exelon Generation Co. LLC   2.95%   1/15/2020   33,489    34,480,743 
Exelon Generation Co. LLC   4.00%   10/1/2020   28,314    30,224,431 
Exelon Generation Co. LLC   5.20%   10/1/2019   1,453    1,595,959 
Exelon Generation Co. LLC   6.20%   10/1/2017   10,077    10,562,389 
Israel Electric Corp. Ltd. (Israel)†(c)   6.70%   2/10/2017   24,230    24,772,146 
Jersey Central Power & Light Co.   5.65%   6/1/2017   19,579    20,164,647 
Jersey Central Power & Light Co.   7.35%   2/1/2019   4,202    4,705,416 
Majapahit Holding BV (Netherlands)†(c)   7.75%   10/17/2016   13,835    13,939,039 
Metropolitan Edison Co.   7.70%   1/15/2019   17,918    20,222,165 
Origin Energy Finance Ltd. (Australia)†(c)   3.50%   10/9/2018   58,145    59,003,453 
Pennsylvania Electric Co.   5.20%   4/1/2020   2,070    2,248,188 
Pennsylvania Electric Co.   6.05%   9/1/2017   2,422    2,519,556 
Pepco Holdings LLC   6.125%   6/1/2017   22,992    23,577,675 
PPL UK Distribution Holdings Ltd./Western Power Distribution Ltd. (United Kingdom)†(c)   7.25%   12/15/2017   14,085    14,604,032 
PPL WEM Ltd./Western Power Distribution Ltd. (United Kingdom)†(c)   5.375%   5/1/2021   21,622    23,988,679 
Progress Energy, Inc.   7.05%   3/15/2019   5,911    6,700,000 
Public Service Co. of New Mexico   7.95%   5/15/2018   19,955    21,963,132 
Red Oak Power LLC   8.54%   11/30/2019   12,118    12,178,246 
TECO Finance, Inc.   5.15%   3/15/2020   9,316    10,265,645 
TECO Finance, Inc.   6.572%   11/1/2017   13,463    14,238,792 
TransAlta Corp. (Canada)(c)   1.90%   6/3/2017   56,615    56,660,462 
Total                 644,399,108 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electrical Equipment 0.86%                   
                    
Freescale Semiconductor, Inc.   6.00%   1/15/2022  $138,407   $145,967,482 
KLA-Tencor Corp.   2.375%   11/1/2017   38,180    38,373,611 
KLA-Tencor Corp.   3.375%   11/1/2019   58,284    60,601,197 
NXP BV/NXP Funding LLC (Netherlands)†(c)   4.125%   6/1/2021   66,155    69,363,518 
Total                 314,305,808 
                    
Electronics 0.08%                   
                    
Arrow Electronics, Inc.   3.00%   3/1/2018   183    185,464 
Jabil Circuit, Inc.   8.25%   3/15/2018   26,185    28,574,381 
Total                28,759,845 
                    
Engineering & Contracting Services 0.07%                   
                    
New Enterprise Stone & Lime Co., Inc.   11.00%   9/1/2018   24,293    24,232,268 
                    
Entertainment 0.60%                   
                    
CCM Merger, Inc.   9.125%   5/1/2019   33,532    35,172,721 
Churchill Downs, Inc.   5.375%   12/15/2021   1,357    1,418,065 
Churchill Downs, Inc.   5.375%   12/15/2021   2,086    2,179,870 
DreamWorks Animation LLC   6.875%   8/15/2020   23,232    24,509,760 
Isle of Capri Casinos, Inc.   8.875%   6/15/2020   10,630    11,148,212 
Mohegan Tribal Gaming Authority   9.75%   9/1/2021  7,209    7,758,686 
Mohegan Tribal Gaming Authority   11.00%   9/15/2018   25,939    26,137,978 
Peninsula Gaming LLC/Peninsula Gaming Corp.   8.375%   2/15/2018   35,087    35,087,000 
Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.   6.125%   8/15/2021   7,221    7,455,683 
Seminole Tribe of Florida, Inc.   6.535%   10/1/2020   25,842    26,229,630 
Seminole Tribe of Florida, Inc.   7.804%   10/1/2020   15,658    16,049,450 
Shingle Springs Tribal Gaming Authority   9.75%   9/1/2021   23,039    25,342,900 
Total                 218,489,955 
                    
Environmental Services 0.09%                   
                    
Advanced Disposal Services, Inc.   8.25%   10/1/2020   29,527    31,040,259 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Financial Services 3.79%                   
                    
Air Lease Corp.   5.625%   4/1/2017  $263,354   $269,234,695 
Alliance Data Systems Corp.   6.375%   4/1/2020   26,757    27,392,479 
Bear Stearns Cos. LLC (The)   6.40%   10/2/2017   17,733    18,684,109 
Bear Stearns Cos. LLC (The)   7.25%   2/1/2018   80,581    87,041,259 
CIT Group, Inc.   3.875%   2/19/2019   6,601    6,763,979 
CIT Group, Inc.   4.25%   8/15/2017   26,013    26,533,260 
CIT Group, Inc.   5.25%   3/15/2018   5,925    6,191,625 
CIT Group, Inc.   5.50%   2/15/2019   92,017    97,653,041 
Discover Financial Services   6.45%   6/12/2017   30,653    31,756,110 
E*TRADE Financial Corp.   5.375%   11/15/2022   50,693    54,685,074 
International Lease Finance Corp.   5.875%   4/1/2019   34,795    37,622,094 
International Lease Finance Corp.   6.25%   5/15/2019   56,216    61,314,791 
International Lease Finance Corp.   7.125%   9/1/2018   80,955    89,260,173 
International Lease Finance Corp.   8.875%   9/1/2017   7,879    8,400,984 
Jefferies Group LLC   8.50%   7/15/2019   117,954    135,478,190 
Lazard Group LLC   4.25%   11/14/2020   18,828    19,985,263 
Lazard Group LLC   6.85%   6/15/2017   17,040    17,695,035 
Macquarie Group Ltd. (Australia)†(c)   6.00%   1/14/2020   21,622    23,991,771 
Macquarie Group Ltd. (Australia)†(c)   7.625%   8/13/2019   6,526    7,490,732 
National Financial Partners Corp.   9.00%   7/15/2021   8,414    8,719,008 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%   10/1/2020   22,735    23,019,187 
Nationstar Mortgage LLC/Nationstar Capital Corp.   9.625%   5/1/2019   41,450    43,574,312 
Navient Corp.   4.875%   6/17/2019   61,243    62,008,537 
Navient Corp.   5.50%   1/15/2019   41,437    42,680,110 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%   3/15/2022   76,786    80,145,387 
Raymond James Financial, Inc.   8.60%   8/15/2019   21,256    25,039,547 
ROC Finance LLC/ROC Finance 1 Corp.   12.125%   9/1/2018   39,867    41,262,345 
SteelRiver Transmission Co. LLC   4.71%   6/30/2017   37,958    38,432,112 
Total                1,392,055,209 
                    
Food 0.60%                   
                    
Bumble Bee Holdco SCA PIK (Luxembourg)†(c)   9.625%   3/15/2018   21,556    21,529,055 
FAGE International SA/FAGE USA Dairy Industry, Inc. (Luxembourg)†(c)   9.875%   2/1/2020   32,415    33,514,776 
Grupo Bimbo SAB de CV (Mexico)†(c)   4.875%   6/30/2020   13,734    15,039,417 
JBS USA LLC/JBS USA Finance, Inc.   7.25%   6/1/2021   100,431    104,448,240 
JBS USA LLC/JBS USA Finance, Inc.   8.25%   2/1/2020   9,651    10,085,295 
Koninklijke Ahold Delhaize NV (Netherlands)(c)   6.50%   6/15/2017   1,500    1,556,710 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food (continued)                   
                    
Minerva Luxembourg SA (Luxembourg)†(c)   12.25%   2/10/2022  $4,820   $5,302,000 
Want Want China Finance Ltd. (China)†(c)   1.875%   5/14/2018   28,822    28,721,959 
Total                 220,197,452 
                    
Health Care Products 0.57%                   
                    
Boston Scientific Corp.   6.00%   1/15/2020   44,922    50,804,671 
ConvaTec Finance International SA PIK (Luxembourg)†(c)   8.25%   1/15/2019   30,200    30,253,152 
Life Technologies Corp.   5.00%   1/15/2021   1,600    1,765,694 
Life Technologies Corp.   6.00%   3/1/2020   20,914    23,438,153 
Zimmer Biomet Holdings, Inc.   2.00%   4/1/2018   39,818    40,109,189 
Zimmer Biomet Holdings, Inc.   2.70%   4/1/2020   60,419    61,903,676 
Zimmer Biomet Holdings, Inc.   4.625%   11/30/2019   1,500    1,620,462 
Total                 209,894,997 
                    
Health Care Services 0.22%                   
                    
Anthem, Inc.   2.25%   8/15/2019   5,374    5,471,167 
DaVita HealthCare Partners, Inc.   5.75%   8/15/2022   22,965    24,170,662 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%   5/15/2019   10,250    9,340,313 
Laboratory Corp. of America Holdings   2.20%   8/23/2017   750    757,112 
Tenet Healthcare Corp.   8.00%   8/1/2020   27,397    27,910,694 
Universal Health Services, Inc.   3.75%   8/1/2019   12,613    13,133,286 
Total                 80,783,234 
                    
Household Equipment/Products 0.03%                   
                    
Century Intermediate Holding Co. 2 PIK   9.75%   2/15/2019   6,640    6,797,700 
Newell Brands, Inc.   6.25%   4/15/2018   3,065    3,277,310 
Total                 10,075,010 
                    
Insurance 0.76%                   
                    
CNO Financial Group, Inc.   4.50%   5/30/2020   15,910    16,148,650 
Fidelity National Financial, Inc.   6.60%   5/15/2017   33,420    34,486,299 
HUB International Ltd.   9.25%   2/15/2021   22,634    23,992,040 
Kemper Corp.   6.00%   5/15/2017   27,087    27,913,452 
Lincoln National Corp.   8.75%   7/1/2019   19,044    22,289,440 
TIAA Asset Management Finance Co. LLC   2.95%   11/1/2019   67,861    69,764,840 
Trinity Acquisition plc (United Kingdom)(c)   3.50%   9/15/2021   22,864    23,809,083 
Willis North America, Inc.   6.20%   3/28/2017   58,769    60,340,777 
Total                 278,744,581 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Leasing 0.55%                   
                    
Aviation Capital Group Corp.   2.875%   9/17/2018  $48,130   $49,092,600 
Aviation Capital Group Corp.   3.875%   9/27/2016   55,154    55,291,885 
Aviation Capital Group Corp.   4.625%   1/31/2018   11,869    12,358,596 
Penske Truck Leasing Co. LP/PTL Finance Corp.   2.50%   6/15/2019   4,569    4,610,313 
Penske Truck Leasing Co. LP/PTL Finance Corp.   2.875%   7/17/2018   6,845    6,977,464 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.20%   7/15/2020   43,175    44,551,419 
Penske Truck Leasing Co. LP/PTL Finance Corp.   3.75%   5/11/2017   30,085    30,552,160 
Total                 203,434,437 
                    
Leisure 0.03%                   
                    
Carlson Wagonlit BV (Netherlands)†(c)   6.875%   6/15/2019   12,143    12,577,100 
                    
Lodging 0.22%                   
                    
Boyd Gaming Corp.   9.00%   7/1/2020   12,391    12,948,595 
Hyatt Hotels Corp.   6.875%   8/15/2019   5,035    5,760,856 
Starwood Hotels & Resorts Worldwide, Inc.   6.75%   5/15/2018   11,268    12,227,132 
Station Casinos LLC   7.50%   3/1/2021   34,837    37,051,658 
Wyndham Worldwide Corp.   2.50%   3/1/2018   4,598    4,642,775 
Wyndham Worldwide Corp.   2.95%   3/1/2017   6,159    6,194,254 
Total                 78,825,270 
                    
Machinery: Agricultural 0.33%                   
                    
Imperial Brands Finance plc (United Kingdom)†(c)   2.95%   7/21/2020   51,527    53,276,909 
Viterra, Inc. (Canada)†(c)   5.95%   8/1/2020   65,062    69,090,899 
Total                 122,367,808 
                    
Machinery: Industrial/Specialty 0.09%                   
                    
Cleaver-Brooks, Inc.   8.75%   12/15/2019   9,993    10,505,141 
CNH Industrial Capital LLC   6.25%   11/1/2016   2,000    2,014,424 
Milacron LLC/Mcron Finance Corp.   7.75%   2/15/2021   19,416    20,386,800 
Total                 32,906,365 
                    
Manufacturing 0.05%                   
                    
Pentair Finance SA (Luxembourg)(c)   1.875%   9/15/2017   5,681    5,692,532 
Smith & Wesson Holding Corp.   5.00%   7/15/2018   2,100    2,131,500 
Textron, Inc.   5.60%   12/1/2017   10,666    11,179,664 
Total                 19,003,696 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Media 1.18%                   
                    
Block Communications, Inc.   7.25%   2/1/2020  $18,453   $19,098,855 
Cox Communications, Inc.   5.875%   12/1/2016   41,817    42,265,738 
Cox Communications, Inc.   6.25%   6/1/2018   5,015    5,348,272 
Cox Communications, Inc.   9.375%   1/15/2019   18,826    21,771,685 
CSC Holdings LLC   10.125%   1/15/2023   26,200    29,982,625 
Discovery Communications LLC   5.625%   8/15/2019   10,045    11,023,202 
Gray Television, Inc.   7.50%   10/1/2020   5,000    5,206,250 
Mediacom LLC/Mediacom Capital Corp.   7.25%   2/15/2022   13,039    13,707,249 
Scripps Networks Interactive, Inc.   2.75%   11/15/2019   16,770    17,110,968 
Sirius XM Radio, Inc.   5.25%   8/15/2022   39,792    42,129,780 
Sky plc (United Kingdom)†(c)   9.50%   11/15/2018   4,404    5,116,100 
Thomson Reuters Corp.   1.65%   9/29/2017   4,795    4,815,120 
Time Warner Cable, Inc.   8.25%   4/1/2019   18,619    21,539,614 
Time Warner Cable, Inc.   8.75%   2/14/2019   25,144    29,235,507 
Univision Communications, Inc.   8.50%   5/15/2021   49,536    51,542,654 
Viacom, Inc.   2.20%   4/1/2019   4,453    4,470,416 
Viacom, Inc.   2.75%   12/15/2019   22,660    23,185,893 
Viacom, Inc.   3.50%   4/1/2017   20,183    20,426,326 
Viacom, Inc.   5.625%   9/15/2019   3,000    3,314,829 
Viacom, Inc.   6.125%   10/5/2017   29,514    30,965,469 
WaveDivision Escrow LLC/WaveDivision Escrow Corp.   8.125%   9/1/2020   31,260    32,666,700 
Total                 434,923,252 
                    
Metals & Minerals: Miscellaneous 1.21%                   
                    
Barrick Gold Corp. (Canada)(c)   6.95%   4/1/2019   3,269    3,652,441 
Barrick North America Finance LLC   4.40%   5/30/2021   52,263    57,208,021 
Barrick North America Finance LLC   6.80%   9/15/2018   1,000    1,091,421 
Barrick PD Australia Finance Pty Ltd. (Australia)(c)   4.95%   1/15/2020   1,644    1,774,811 
Glencore Finance Canada Ltd. (Canada)†(c)   2.70%   10/25/2017   46,557    46,811,201 
Glencore Finance Canada Ltd. (Canada)†(c)   3.60%   1/15/2017   9,671    9,720,225 
Glencore Finance Canada Ltd. (Canada)†(c)   4.95%   11/15/2021   22,762    23,870,441 
Glencore Funding LLC   2.04%#   1/15/2019   29,075    28,784,250 
Goldcorp, Inc. (Canada)(c)   2.125%   3/15/2018   10,978    11,012,559 
Goldcorp, Inc. (Canada)(c)   3.625%   6/9/2021   57,484    60,718,625 
Kinross Gold Corp. (Canada)(c)   3.625%   9/1/2016   77,837    77,837,000 
New Gold, Inc. (Canada)†(c)   7.00%   4/15/2020   46,843    48,482,505 
Teck Resources Ltd. (Canada)(c)   4.50%   1/15/2021   29,900    28,629,250 
Teck Resources Ltd. (Canada)†(c)   8.00%   6/1/2021   10,396    11,247,172 
Thompson Creek Metals Co., Inc.   9.75%   12/1/2017   10,329    10,691,548 
Thompson Creek Metals Co., Inc.   12.50%   5/1/2019   23,268    24,140,550 
Total                 445,672,020 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Natural Gas 0.20%                   
                    
Black Hills Gas LLC   5.90%   4/1/2017  $3,180   $3,234,419 
CenterPoint Energy Resources Corp.   4.50%   1/15/2021   20,520    22,255,089 
CenterPoint Energy Resources Corp.   6.00%   5/15/2018   1,250    1,331,943 
CenterPoint Energy Resources Corp.   6.125%   11/1/2017   9,461    9,932,603 
CenterPoint Energy, Inc.   5.95%   2/1/2017   33,648    34,263,691 
Sempra Energy   6.15%   6/15/2018   1,555    1,675,752 
Total                 72,693,497 
                    
Oil 4.89%                   
                    
Afren plc (United Kingdom)†(a)(c)   6.625%   12/9/2020   8,099    31,183 
Afren plc (United Kingdom)†(a)(c)   10.25%   4/8/2019   11,027    42,454 
Afren plc (United Kingdom)†(a)(c)   11.50%   2/1/2016   16,833    64,808 
Anadarko Holding Co.   7.05%   5/15/2018   5,862    6,228,375 
Anadarko Petroleum Corp.   6.375%   9/15/2017   25,806    27,001,824 
Anadarko Petroleum Corp.   6.95%   6/15/2019   57,653    63,926,799 
Anadarko Petroleum Corp.   8.70%   3/15/2019   87,685    100,202,034 
BG Energy Capital plc (United Kingdom)†(c)   4.00%   12/9/2020   42,300    45,762,255 
Bill Barrett Corp.   7.00%   10/15/2022   2,921    2,146,935 
Canadian Natural Resources Ltd. (Canada)(c)   1.75%   1/15/2018   11,923    11,883,225 
Canadian Natural Resources Ltd. (Canada)(c)   5.70%   5/15/2017   140,589    144,793,314 
Canadian Natural Resources Ltd. (Canada)(c)   5.90%   2/1/2018   6,618    6,960,402 
Carrizo Oil & Gas, Inc.   6.25%   4/15/2023   4,740    4,704,450 
Carrizo Oil & Gas, Inc.   7.50%   9/15/2020   67,538    69,564,140 
Cenovus Energy, Inc. (Canada)(c)   5.70%   10/15/2019   4,450    4,785,850 
Chaparral Energy, Inc.(a)   8.25%   9/1/2021   18,815    11,947,525 
Chaparral Energy, Inc.(a)   9.875%   10/1/2020   31,305    19,878,675 
Cimarex Energy Co.   5.875%   5/1/2022   41,388    43,166,525 
Clayton Williams Energy, Inc.   7.75%   4/1/2019   4,828    4,562,460 
CNOOC Finance 2013 Ltd. (Hong Kong)(c)   1.75%   5/9/2018   9,900    9,883,279 
CNPC General Capital Ltd. (China)†(c)   1.717%#   5/14/2017   27,800    27,816,096 
CNPC General Capital Ltd. (China)†(c)   2.75%   4/19/2017   9,800    9,879,429 
Concho Resources, Inc.   6.50%   1/15/2022   16,732    17,484,940 
Concho Resources, Inc.   7.00%   1/15/2021   51,086    53,321,013 
ConocoPhillips   6.00%   1/15/2020   33,024    37,380,658 
ConocoPhillips   6.65%   7/15/2018   5,900    6,436,109 
Continental Resources, Inc.   7.125%   4/1/2021   105,575    109,600,047 
Continental Resources, Inc.   7.375%   10/1/2020   86,151    88,304,775 
Delek & Avner Tamar Bond Ltd. (Israel)†(c)   2.803%   12/30/2016   10,000    10,025,000 
Denbury Resources, Inc.   5.50%   5/1/2022   24,678    17,027,820 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                   
                    
Devon Energy Corp.   1.193%#   12/15/2016  $1,400   $1,394,683 
Devon Energy Corp.   4.00%   7/15/2021   3,853    4,032,315 
Diamondback Energy, Inc.   7.625%   10/1/2021   22,193    23,552,321 
Encana Corp. (Canada)(c)   6.50%   5/15/2019   80,188    86,078,610 
Eni SpA (Italy)†(c)   4.15%   10/1/2020   13,256    13,982,707 
EOG Resources, Inc.   5.625%   6/1/2019   31,199    34,122,128 
Gulfport Energy Corp.   7.75%   11/1/2020   3,543    3,702,435 
Hess Corp.   1.30%   6/15/2017   10,975    10,895,453 
Hess Corp.   8.125%   2/15/2019   4,427    5,006,317 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%   4/15/2021   34,391    35,422,730 
Marathon Petroleum Corp.   3.40%   12/15/2020   23,013    23,996,438 
MEG Energy Corp. (Canada)†(c)   6.50%   3/15/2021   30,692    25,320,900 
MEG Energy Corp. (Canada)†(c)   7.00%   3/31/2024   5,833    4,724,730 
Memorial Resource Development Corp.   5.875%   7/1/2022   55,267    55,957,838 
Newfield Exploration Co.   5.75%   1/30/2022   27,880    29,064,900 
Nexen Energy ULC (Canada)(c)   6.20%   7/30/2019   8,005    8,967,561 
Noble Energy, Inc.   5.625%   5/1/2021   56,857    59,371,728 
OGX Austria GmbH (Austria)†(a)(c)   8.50%   6/1/2018   31,150    623 
Petroleos Mexicanos (Mexico)†(c)   5.50%   2/4/2019   34,300    36,529,500 
Petroleos Mexicanos (Mexico)(c)   5.75%   3/1/2018   48,025    50,594,338 
Pioneer Natural Resources Co.   6.65%   3/15/2017   13,919    14,235,309 
Pioneer Natural Resources Co.   6.875%   5/1/2018   20,061    21,601,043 
Pioneer Natural Resources Co.   7.50%   1/15/2020   3,053    3,510,288 
Precision Drilling Corp. (Canada)(c)   6.625%   11/15/2020   33,775    32,255,125 
Range Resources Corp.   5.75%   6/1/2021   36,737    37,471,740 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(c)   5.832%   9/30/2016   1,772    1,777,551 
Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(c)   6.75%   9/30/2019   3,675    4,207,875 
Sanchez Energy Corp.   6.125%   1/15/2023   4,671    3,713,445 
Seven Generations Energy Ltd. (Canada)†(c)   8.25%   5/15/2020   26,096    27,890,100 
Sinopec Group Overseas Development 2012 Ltd.   2.75%   5/17/2017   10,375    10,474,185 
Sinopec Group Overseas Development 2013 Ltd.   2.50%   10/17/2018   19,500    19,810,752 
Sinopec Group Overseas Development 2014 Ltd.   1.445%#   4/10/2017   37,800    37,770,251 
SM Energy Co.   6.125%   11/15/2022   4,675    4,569,813 
SM Energy Co.   6.50%   11/15/2021   19,488    19,390,560 
SM Energy Co.   6.50%   1/1/2023   4,506    4,438,410 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil (continued)                   
                    
Suncor Energy, Inc. (Canada)(c)   6.10%   6/1/2018  $25,884   $27,816,991 
Sunoco, Inc.   5.75%   1/15/2017   25,908    26,300,662 
Valero Energy Corp.   9.375%   3/15/2019   25,557    30,254,504 
Total                1,795,019,258 
                    
Oil: Crude Producers 4.14%                   
                    
Buckeye Partners LP   2.65%   11/15/2018   12,245    12,377,577 
Buckeye Partners LP   4.875%   2/1/2021   8,650    9,251,123 
Buckeye Partners LP   6.05%   1/15/2018   22,537    23,709,172 
Columbia Pipeline Group, Inc.   2.45%   6/1/2018   15,291    15,374,412 
Columbia Pipeline Group, Inc.   3.30%   6/1/2020   43,974    45,575,753 
Copano Energy LLC/Copano Energy Finance Corp.   7.125%   4/1/2021   113,845    117,715,730 
DCP Midstream LLC   9.75%   3/15/2019   36,058    40,339,887 
Enbridge Energy Partners LP   4.375%   10/15/2020   13,965    14,573,357 
Enbridge Energy Partners LP   5.20%   3/15/2020   11,550    12,337,491 
Enbridge Energy Partners LP   6.50%   4/15/2018   5,285    5,592,307 
Enbridge Energy Partners LP   9.875%   3/1/2019   65,597    76,606,800 
Energy Transfer Partners LP   2.50%   6/15/2018   14,444    14,589,032 
Energy Transfer Partners LP   9.00%   4/15/2019   98,113    111,825,175 
Energy Transfer Partners LP   9.70%   3/15/2019   51,882    59,753,641 
EnLink Midstream Partners LP/EnLink Midstream Finance Corp.   7.125%   6/1/2022   85,034    90,480,088 
Enterprise Products Operating LLC   6.30%   9/15/2017   12,359    12,967,446 
Florida Gas Transmission Co. LLC   5.45%   7/15/2020   13,759    15,122,985 
Florida Gas Transmission Co. LLC   7.90%   5/15/2019   19,210    21,871,930 
Gulf South Pipeline Co. LP   6.30%   8/15/2017   2,996    3,107,652 
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.   7.25%   10/1/2020   160,205    166,212,687 
Hiland Partners Holdings LLC/Hiland Partners Finance Corp.   5.50%   5/15/2022   30,796    31,990,762 
Holly Energy Partners LP/Holly Energy Finance Corp.   6.50%   3/1/2020   26,924    27,866,340 
Kinder Morgan Energy Partners LP   6.50%   4/1/2020   8,003    8,954,173 
Kinder Morgan, Inc.   7.25%   6/1/2018   42,923    46,549,135 
Magellan Midstream Partners LP   5.65%   10/15/2016   12,293    12,346,438 
Magellan Midstream Partners LP   6.55%   7/15/2019   23,860    26,895,899 
Midcontinent Express Pipeline LLC   6.70%   9/15/2019   50,957    53,250,065 
ONEOK Partners LP   2.00%   10/1/2017   45,355    45,393,552 
ONEOK Partners LP   3.20%   9/15/2018   5,405    5,501,328 
Panhandle Eastern Pipeline Co. LP   6.20%   11/1/2017   9,443    9,758,377 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Oil: Crude Producers (continued)                   
                    
Panhandle Eastern Pipeline Co. LP   7.00%   6/15/2018  $9,427   $10,133,195 
Regency Energy Partners LP/Regency Energy Finance Corp.   6.50%   7/15/2021   74,226    76,640,572 
Rockies Express Pipeline LLC   6.00%   1/15/2019   20,795    21,990,712 
Rockies Express Pipeline LLC   6.85%   7/15/2018   9,595    10,206,681 
Sabine Pass Liquefaction LLC   5.625%   2/1/2021   23,722    25,026,710 
Sabine Pass LNG LP   6.50%   11/1/2020   43,749    45,444,274 
Sabine Pass LNG LP   7.50%   11/30/2016   18,300    18,563,063 
Spectra Energy Capital LLC   6.20%   4/15/2018   1,929    2,050,787 
Tesoro Logistics LP/Tesoro Logistics Finance Corp.   6.125%   10/15/2021   3,325    3,489,172 
Texas Eastern Transmission LP   6.00%   9/15/2017   6,151    6,410,898 
TransCanada PipeLines Ltd. (Canada)(c)   1.875%   1/12/2018   4,913    4,939,923 
TransCanada PipeLines Ltd. (Canada)(c)   6.50%   8/15/2018   1,205    1,315,056 
Williams Partners LP/ACMP Finance Corp.   4.875%   5/15/2023   37,253    37,827,180 
Williams Partners LP/ACMP Finance Corp.   6.125%   7/15/2022   114,446    119,005,300 
Total                 1,520,933,837 
                    
Oil: Integrated Domestic 0.69%                   
                    
Cameron International Corp.   1.40%   6/15/2017   10,533    10,546,703 
FMC Technologies, Inc.   2.00%   10/1/2017   9,495    9,455,235 
Halliburton Co.   2.00%   8/1/2018   2,650    2,667,506 
Halliburton Co.   3.25%   11/15/2021   17,210    17,880,708 
Halliburton Co.   5.90%   9/15/2018   1,335    1,442,677 
Halliburton Co.   6.15%   9/15/2019   8,132    9,127,788 
National Oilwell Varco, Inc.   1.35%   12/1/2017   44,155    43,847,946 
SESI LLC   6.375%   5/1/2019   32,759    32,595,205 
Weatherford International Ltd.   7.75%   6/15/2021   19,286    19,165,463 
Weatherford International Ltd.   9.625%   3/1/2019   98,309    107,402,582 
Total                 254,131,813 
                    
Paper & Forest Products 0.05%                   
                    
Georgia-Pacific LLC   5.40%   11/1/2020   15,819    17,911,252 
International Paper Co.   9.375%   5/15/2019   1,302    1,554,915 
Total                 19,466,167 
                    
Real Estate Investment Trusts 1.96%                   
                    
American Tower Corp.   2.80%   6/1/2020   25,504    26,158,866 
American Tower Corp.   7.25%   5/15/2019   82,583    92,943,037 
Brandywine Operating Partnership LP   4.95%   4/15/2018   229    239,470 
Brandywine Operating Partnership LP   5.70%   5/1/2017   5,289    5,435,685 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Real Estate Investment Trusts (continued)                   
                    
DDR Corp.   7.50%   4/1/2017  $21,949   $22,652,026 
DDR Corp.   7.50%   7/15/2018   1,880    2,059,303 
Digital Realty Trust LP   3.40%   10/1/2020   9,650    10,072,467 
Digital Realty Trust LP   5.875%   2/1/2020   78,189    87,624,536 
DuPont Fabros Technology LP   5.875%   9/15/2021   1,500    1,570,313 
EPR Properties   7.75%   7/15/2020   71,321    83,188,886 
First Industrial LP   7.50%   12/1/2017   1,700    1,812,474 
Goodman Funding Pty Ltd. (Australia)†(c)   6.375%   11/12/2020   9,383    10,886,813 
HCP, Inc.   2.625%   2/1/2020   12,481    12,674,618 
HCP, Inc.   3.75%   2/1/2019   22,014    22,854,142 
HCP, Inc.   5.375%   2/1/2021   14,800    16,626,187 
HCP, Inc.   5.625%   5/1/2017   4,776    4,895,572 
HCP, Inc.   6.00%   1/30/2017   17,923    18,232,333 
HCP, Inc.   6.30%   9/15/2016   5,614    5,620,855 
HCP, Inc.   6.70%   1/30/2018   31,974    34,204,954 
Healthcare Realty Trust, Inc.   5.75%   1/15/2021   15,044    16,987,023 
Hospitality Properties Trust   6.70%   1/15/2018   5,210    5,417,441 
Kilroy Realty LP   4.80%   7/15/2018   21,923    22,966,842 
Kilroy Realty LP   6.625%   6/1/2020   7,016    8,048,411 
MPT Operating Partnership LP/MPT Finance Corp.   6.375%   2/15/2022   19,290    20,302,725 
National Retail Properties, Inc.   6.875%   10/15/2017   1,925    2,029,774 
SL Green Realty Corp.   5.00%   8/15/2018   11,525    12,051,900 
SL Green Realty Corp.   7.75%   3/15/2020   34,295    39,910,738 
VEREIT Operating Partnership LP   3.00%   2/6/2019   102,084    103,337,592 
Vereit Operating Partnership LP   4.125%   6/1/2021   8,116    8,511,655 
Vornado Realty LP   2.50%   6/30/2019   889    900,710 
Welltower, Inc.   2.25%   3/15/2018   1,784    1,801,043 
Welltower, Inc.   4.125%   4/1/2019   8,628    9,099,166 
Welltower, Inc.   4.70%   9/15/2017   2,340    2,417,793 
Weyerhaeuser Co.   7.375%   10/1/2019   5,227    5,981,209 
Total                 719,516,559 
                    
Retail 0.33%                   
                    
Jo-Ann Stores LLC   8.125%   3/15/2019   13,077    13,142,385 
Macy’s Retail Holdings, Inc.   7.45%   7/15/2017   3,705    3,890,939 
Marks & Spencer plc (United Kingdom)†(c)   6.25%   12/1/2017   17,020    17,947,011 
Neiman Marcus Group Ltd. LLC   8.00%   10/15/2021   28,421    24,461,955 
Rite Aid Corp.   9.25%   3/15/2020   16,872    17,821,050 
Serta Simmons Bedding LLC   8.125%   10/1/2020   42,231    44,105,001 
Total                 121,368,341 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Retail: Specialty 0.08%                   
                    
Elizabeth Arden, Inc.   7.375%   3/15/2021  $29,528   $30,450,750 
                    
Savings & Loan 0.04%                   
                    
Astoria Financial Corp.   5.00%   6/19/2017   13,493    13,750,892 
                    
Steel 0.04%                   
                    
GTL Trade Finance, Inc.   7.25%   10/20/2017   4,226    4,410,888 
Nucor Corp.   5.75%   12/1/2017   8,906    9,296,715 
Nucor Corp.   5.85%   6/1/2018   1,625    1,739,338 
Total                15,446,941 
                    
Technology 0.90%                   
                    
Alibaba Group Holding Ltd. (China)(c)(d)   1.625%   11/28/2017   48,570    48,690,648 
Alibaba Group Holding Ltd. (China)(c)   2.50%   11/28/2019   74,282    75,759,469 
Alibaba Group Holding Ltd. (China)(c)   3.125%   11/28/2021   9,050    9,404,905 
Baidu, Inc. (China)(c)   2.25%   11/28/2017   23,350    23,566,221 
Baidu, Inc. (China)(c)(d)   2.75%   6/9/2019   21,550    22,075,303 
Baidu, Inc. (China)(c)   3.25%   8/6/2018   14,500    14,872,868 
eBay, Inc.   1.237%#   8/1/2019   500    498,510 
Expedia, Inc.   7.456%   8/15/2018   51,996    57,493,433 
Symantec Corp.   2.75%   6/15/2017   14,346    14,419,939 
Tencent Holdings Ltd. (China)†(c)   2.00%   5/2/2017   14,800    14,856,610 
Tencent Holdings Ltd. (China)†(c)   3.375%   5/2/2019   32,546    33,788,606 
Tencent Holdings Ltd. (China)†(c)   4.625%   12/12/2016   13,100    13,215,791 
Total                 328,642,303 
                    
Telecommunications 1.48%                   
                    
America Movil SAB de CV (Mexico)(c)   1.656%#   9/12/2016   19,400    19,401,358 
BellSouth LLC   4.40%   4/26/2017   189,275    193,078,860 
Digicel Group Ltd. (Jamaica)†(c)   8.25%   9/30/2020   46,300    42,133,000 
FairPoint Communications, Inc.   8.75%   8/15/2019   3,647    3,742,734 
Frontier Communications Corp.   6.25%   9/15/2021   5,000    4,901,600 
Frontier Communications Corp.   8.50%   4/15/2020   44,387    48,048,927 
Frontier Communications Corp.   8.875%   9/15/2020   76,266    83,415,937 
Frontier Communications Corp.   9.25%   7/1/2021   23,296    25,305,280 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Telecommunications (continued)                   
                    
GTH Finance BV (Netherlands)†(c)   6.25%   4/26/2020  $9,400   $9,901,725 
Millicom International Cellular SA (Luxembourg)†(c)   4.75%   5/22/2020   4,000    4,061,000 
SBA Telecommunications, Inc.   5.75%   7/15/2020   2,115    2,177,128 
T-Mobile USA, Inc.   6.464%   4/28/2019   66,220    67,627,175 
T-Mobile USA, Inc.   6.625%   11/15/2020   37,526    38,792,503 
Total                 542,587,227 
                    
Toys 0.00%                   
                    
Mattel, Inc.   1.70%   3/15/2018   1,108    1,112,260 
                    
Transportation: Miscellaneous 0.15%                   
                    
Florida East Coast Holdings Corp.   6.75%   5/1/2019   39,702    41,091,570 
Ryder System, Inc.   5.85%   11/1/2016   14,750    14,860,861 
Total                 55,952,431 
                    
Utilities 0.00%                   
                    
United Utilities plc (United Kingdom)(c)   4.55%   6/19/2018   1,500    1,559,100 
                    
Wholesale 0.22%                   
                    
HD Supply, Inc.   7.50%   7/15/2020   13,646    14,225,955 
Ingram Micro, Inc.   5.25%   9/1/2017   48,575    50,041,722 
Rexel SA (France)†(c)   5.25%   6/15/2020   15,955    16,672,975 
Total                 80,940,652 
Total Corporate Bonds (cost $16,810,204,195)                 16,975,732,017 
                    
FLOATING RATE LOANS(e) 5.31%                   
                    
Auto Parts: Original Equipment 0.14%                   
                    
Allison Transmission, Inc. Term Loan B3   3.50%   9/23/2022   22,496    22,582,907 
MPG Holdco I, Inc. 2015 Term Loan B   3.75%   10/20/2021   28,689    28,757,996 
Total                 51,340,903 
                    
Business Services 0.05%                   
                    
Neff Rental LLC 2nd Lien Closing Date Term Loan   7.25%   6/9/2021   16,839    16,376,043 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Chemicals 0.18%                   
                    
Huntsman International, LLC 2016 Term Loan B   4.25%   4/1/2023  $23,912   $24,080,310 
INEOS US Finance LLC Term Loan   3.75%   5/4/2018   43,203    43,265,666 
Total                 67,345,976 
                    
Computer Software 0.19%                   
                    
First Data Corp. 2022 Term Loan   4.272%   7/8/2022   67,323    67,625,953 
                    
Containers 0.26%                   
                    
Ball Corporation EUR Term Loan A(b)   (f)   3/18/2021  EUR9,525    10,637,944 
Ball Corporation USD Term Loan A   (f)   3/18/2021  $17,100    17,089,312 
Owens llinois, Inc. Term Loan A   2.247%   4/22/2020   37,464    37,018,838 
Owens llinois, Inc. Term Loan B   3.50%   9/1/2022   23,134    23,311,255 
WestRock Company Closing Date Term Loan   (f)   7/1/2020   7,753    7,757,793 
Total                 95,815,142 
                    
Drugs 0.02%                   
                    
Express Scripts Holding Co. 2 Year Term Loan   1.621%   4/28/2017   6,850    6,839,314 
                    
Electric: Power 0.13%                   
                    
Dayton Power & Light Company (The) Term Loan   4.00%   8/24/2022   8,901    8,984,400 
Moxie Liberty LLC Advance Construction Term Loan B1   7.50%   8/21/2020   25,424    24,978,867 
Moxie Patriot LLC Advanced Construction Term Loan B1   6.75%   12/19/2020   15,013    14,412,635 
Total                 48,375,902 
                    
Electrical Equipment 0.48%                   
                    
Avago Technologies Cayman Ltd. 2016 Term Loan A   2.258%   2/1/2021   72,242    71,474,305 
Avago Technologies Cayman Ltd. Term Loan B3   3.508%   2/1/2023   61,807    62,433,710 
MKS Instruments, Inc. Tranche B1 Term Loan   4.25%   5/1/2023   2,674    2,703,054 
Sensata Technologies B.V. 6th Amendment Term Loan (Netherlands)(c)   3.00%   10/14/2021   39,827    40,029,448 
Total                 176,640,517 
                    
Entertainment 0.13%                   
                    
Kasima LLC Term Loan   3.25%   5/17/2021   46,187    46,367,818 
                    
Financial: Miscellaneous 0.04%                   
                    
Windsor Financing LLC Facility B Term Loan   6.25%   12/5/2017   15,347    15,269,998 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Food 0.18%                   
                    
Amplify Snack Brands, Inc. Term Loan   6.50%   9/2/2023  $17,340   $17,267,779 
Dole Food Co., Inc. Tranche B Term Loan   4.50% - 6.00%   11/1/2018   24,254    24,375,585 
Supervalu, Inc. Refi Term Loan B   5.50%   3/21/2019   22,478    22,528,386 
Total                 64,171,750 
                    
Gaming 0.28%                   
                    
Seminole Tribe of Florida Initial Term Loan   3.00%   4/29/2020   102,203    102,611,737 
                    
Health Care Products 0.21%                   
                    
Boston Scientific Corporation   2.063%   8/6/2018   10,250    10,224,375 
Medtronic, Inc. Term Loan   1.399%   1/26/2018   30,085    29,934,575 
Zimmer Holdings, Inc. Term Loan1.873% - 1.898%   5/29/2019   38,524    38,379,535 
Total                 78,538,485 
                    
Health Care Services 0.20%                   
                    
Fresenius Medical Care AG & Co. KGaA Tranche A Term Loan   2.002%   10/30/2017   42,122    41,998,778 
Laboratory Corp. of America Holdings Term Loan   1.774%   12/19/2019   29,998    30,035,915 
Total                 72,034,693 
                    
Household Equipment/Products 0.06%                   
                    
Dell International LLC Term Loan B2   4.00%   4/29/2020   14,479    14,538,701 
Sun Products Corporation (The) Term Loan B   5.50%   3/23/2020   7,635    7,650,537 
Total                 22,189,238 
                    
Lodging 0.50%                   
                    
Cannery Casino Resorts LLC 1st Lien Term Loan   6.00%   10/2/2018   27,122    27,147,509 
Jack Ohio Finance LLC Funded Term Loan B   5.00%   6/20/2019   2,918    2,864,635 
Las Vegas Sands LLC Term Loan B   3.25%   12/19/2020   153,506    154,236,300 
Total                 184,248,444 
                    
Media 0.52%                   
                    
AMC Networks, Inc. Term Loan A   1.998%   12/31/2019   117,250    116,224,185 
Charter Communications Operating LLC Term Loan E   3.00%   7/1/2020   72,526    72,742,493 
Total                 188,966,678 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Miscellaneous 0.24%                   
                    
Harris Corp. 3 Year Tranche Term Loan   2.03%   3/16/2018  $54,412   $54,411,538 
Harris Corp. 5 Year Tranche Term Loan   2.03%   3/16/2020   34,946    34,945,616 
Total                 89,357,154 
                    

Oil 0.11%

                   
                    
Callon Petroleum Co. 2nd Lien Term Loan   8.50%   10/8/2021   9,684    9,780,840 
Chesapeake Energy Corp. Class A Term Loan   8.50%   8/23/2021   19,199    19,862,759 
Noble Energy, Inc. Initial Term Loan   1.698%   1/6/2019   10,664    10,550,748 
Templar Energy LLC 2nd Lien New Term Loan   8.50%   11/25/2020   7,322    1,708,479 
Total                 41,902,826 
                    
Real Estate Investment Trusts 0.45%                   
                    
American Tower Corp. Term Loan   1.78%   1/29/2021   98,760    97,525,514 
Crown Castle International Corporation Term Loan   1.905%   1/21/2021   69,544    68,804,847 
Total                 166,330,361 
                    
Retail 0.53%                   
                    
BJ’s Wholesale Club, Inc. New 2013 1st Lien Replacement Term Loan   4.50%   9/26/2019   28,859    28,893,512 
J. Crew Group, Inc. Initial Term Loan   4.00%   3/5/2021   48,147    38,300,831 
Michaels Stores, Inc. Term Loan B   3.75%   1/28/2020   33,587    33,774,052 
PVH Corp. Term Loan A   2.007%   5/19/2021   56,856    56,820,425 
Rite Aid Corp. 2nd Lien Tranche 2 Term Loan   4.875%   6/21/2021   26,982    27,083,182 
Yum! Brands Inc. 1st Lien Term Loan B   3.257%   6/16/2023   10,595    10,677,270 
Total                 195,549,272 
                    
Technology 0.09%                   
                    
Zayo Group LLC  2021 Term Loan   3.75%   5/6/2021   32,922    33,012,292 
                    
Telecommunications 0.32%                   
                    
AT&T, Inc. Advance Tranche A Term Loan   1.633%   1/16/2018   7,079    7,078,745 
Verizon Communications Inc. 5 year Term Loan   1.772%   7/31/2019   110,233    110,302,221 
Total                 117,380,966 
Total Floating Rate Loans (cost $1,946,762,742)                 1,948,291,462 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
FOREIGN BONDS(b) 0.03%                   
                    
United Kingdom                   
                    
R&R Ice Cream plc PIK(b)   9.25%   5/15/2018  EUR300   $337,981 
R&R Ice Cream plc PIK   9.25%   5/15/2018  EUR9,176    10,337,725 
Total                 10,675,706 
Total Foreign Bonds (cost $12,981,144)                 10,675,706 
                    
FOREIGN GOVERNMENT OBLIGATION(c) 0.01%                   
                    
Dominican Republic                   
                    
Dominican Republic
(cost $4,693,593)
   9.04%   1/23/2018  $4,551    4,796,930 
                    
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 1.91% 
                    
Federal Home Loan Mortgage Corp. 2011-K704 B   4.69%#   10/25/2030   51,714    53,933,849 
Federal Home Loan Mortgage Corp. 2012-K705 C   4.302%#   9/25/2044   4,165    4,253,567 
Federal Home Loan Mortgage Corp. 2012-K706 B   4.167%#   11/25/2044   6,835    7,062,886 
Federal Home Loan Mortgage Corp. 2012-K707 B   4.019%#   1/25/2047   6,970    7,175,158 
Federal Home Loan Mortgage Corp. 2012-K708 C   3.883%#   2/25/2045   6,800    6,795,717 
Federal Home Loan Mortgage Corp. 2012-K709 B   3.872%#   4/25/2045   32,745    33,659,227 
Federal Home Loan Mortgage Corp. 2012-K709 C   3.872%#   4/25/2045   10,007    10,216,201 
Federal Home Loan Mortgage Corp. 2012-K710 B   3.952%#   6/25/2047   11,400    11,798,323 
Federal Home Loan Mortgage Corp. 2012-K711 B   3.684%#   8/25/2045   17,975    18,525,988 
Federal Home Loan Mortgage Corp. 2012-K711 C   3.684%#   8/25/2045   20,300    20,435,137 
Federal Home Loan Mortgage Corp. 2013-K502 C   3.196%#   3/25/2045   5,000    5,018,830 
Federal Home Loan Mortgage Corp. 2013-K712 B   3.484%#   5/25/2045   12,100    12,413,325 
Federal Home Loan Mortgage Corp. 2013-K713 B   3.274%#   4/25/2046   35,440    36,315,652 
Federal Home Loan Mortgage Corp. 2014-K503 B   3.08%#   10/25/2047   37,094    37,542,114 
Federal Home Loan Mortgage Corp. K503 X1 IO   0.68%#   8/25/2019   293,454    3,540,461 
Federal Home Loan Mortgage Corp. K722 X1 IO   1.443%#   3/25/2023   204,810    14,334,809 
Government National Mortgage Assoc. 2013-162 A   2.75%   9/16/2046   11,800    11,994,735 
Government National Mortgage Assoc. 2013-171 IO   1.024%#   6/16/2054   49,553    3,657,188 
Government National Mortgage Assoc. 2013-193 IO   1.056%#   1/16/2055   121,629    8,957,912 
Government National Mortgage Assoc. 2014-109 A   2.325%   1/16/2046   48,103    48,507,759 
Government National Mortgage Assoc. 2014-112 A   3.00%   1/16/2048   24,029    24,926,410 
Government National Mortgage Assoc. 2014-135 AS   2.30%   2/16/2047   19,401    19,579,980 
Government National Mortgage Assoc. 2014-15 IO   0.946%#   8/16/2054   64,886    4,246,005 
Government National Mortgage Assoc. 2014-164 AK   2.90%   3/16/2055   17,257    17,890,254 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS (continued) 
  
Government National Mortgage Assoc. 2014-172 A   3.05%   1/16/2049  $13,817   $14,319,117 
Government National Mortgage Assoc. 2014-186 AP   2.80%   4/16/2050   43,413    44,595,706 
Government National Mortgage Assoc. 2014-64 A   2.20%   2/16/2045   16,332    16,438,901 
Government National Mortgage Assoc. 2014-64 IO   1.281%#   12/16/2054   69,169    5,527,559 
Government National Mortgage Assoc. 2014-70 A   2.50%   3/16/2049   7,373    7,499,985 
Government National Mortgage Assoc. 2014-78 A   2.20%   4/16/2047   9,258    9,263,974 
Government National Mortgage Assoc. 2014-78 IO   0.743%#   3/16/2056   59,873    3,545,942 
Government National Mortgage Assoc. 2015-19 AD   2.90%   10/16/2055   45,212    46,475,385 
Government National Mortgage Assoc. 2015-22 AS   2.90%   1/16/2049   39,475    40,462,815 
Government National Mortgage Assoc. 2015-33 AS   2.90%   5/16/2054   34,317    35,403,435 
Government National Mortgage Assoc. 2015-41 AD   2.90%   8/16/2055   36,781    37,921,520 
Government National Mortgage Assoc. 2015-48 AS   2.90%   2/16/2049   17,674    18,188,902 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $700,760,502)  702,424,728 
     
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 2.55%     
                    
Federal Home Loan Mortgage Corp.   2.605%#   12/1/2036   26,290    27,774,815 
Federal Home Loan Mortgage Corp.   2.633%#   4/1/2037   19,010    19,941,231 
Federal Home Loan Mortgage Corp.   2.642%#   2/1/2038   10,015    10,599,498 
Federal Home Loan Mortgage Corp.   2.662%#   12/1/2039   19,371    20,383,200 
Federal Home Loan Mortgage Corp.   2.68%#   10/1/2038   11,897    12,560,784 
Federal Home Loan Mortgage Corp.   2.683%#   6/1/2041   6,995    7,417,834 
Federal Home Loan Mortgage Corp.   2.685%#   9/1/2035   8,278    8,754,295 
Federal Home Loan Mortgage Corp.   2.693%#   5/1/2036   9,955    10,507,667 
Federal Home Loan Mortgage Corp.   2.809%#   9/1/2036   23,896    25,267,484 
Federal Home Loan Mortgage Corp.   2.85%#   2/1/2037   11,425    12,134,749 
Federal Home Loan Mortgage Corp.   2.852%#   5/1/2037   13,273    14,076,343 
Federal Home Loan Mortgage Corp.   2.857%#   12/1/2035   9,244    9,839,473 
Federal Home Loan Mortgage Corp.   3.063%#   10/1/2043   6,475    6,677,347 
Federal Home Loan Mortgage Corp.   3.128%#   11/1/2043   5,854    6,061,481 
Federal Home Loan Mortgage Corp.   3.176%#   12/1/2040   5,399    5,633,197 
Federal Home Loan Mortgage Corp.   3.384%#   6/1/2042   30,047    31,623,193 
Federal Home Loan Mortgage Corp.   3.699%#   12/1/2040   11,796    12,358,137 
Federal National Mortgage Assoc.   2.321%#   12/1/2035   27,788    29,342,398 
Federal National Mortgage Assoc.   2.394%#   2/1/2036   13,827    14,454,621 
Federal National Mortgage Assoc.   2.456%#   6/1/2038   8,330    8,687,688 
Federal National Mortgage Assoc.   2.538%#   3/1/2039   11,806    12,325,975 
Federal National Mortgage Assoc.   2.551%#   10/1/2035   24,478    25,844,175 
Federal National Mortgage Assoc.   2.58%   11/1/2018   14,766    15,137,456 
Federal National Mortgage Assoc.   2.596%#   3/1/2038   17,189    18,092,292 
Federal National Mortgage Assoc.   2.642%#   1/1/2038   10,040    10,590,449 
Federal National Mortgage Assoc.   2.645%#   1/1/2038   8,132    8,579,802 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)      
       
Federal National Mortgage Assoc.   2.666%#   11/1/2036  $11,720   $12,387,219 
Federal National Mortgage Assoc.   2.681%#   12/1/2036   10,447    10,989,056 
Federal National Mortgage Assoc.   2.691%#   4/1/2038  20,399   21,421,270 
Federal National Mortgage Assoc.   2.695%#   8/1/2038   9,903    10,405,867 
Federal National Mortgage Assoc.   2.697%#   9/1/2038   10,545    11,114,371 
Federal National Mortgage Assoc.   2.702%#   7/1/2040   14,338    15,156,343 
Federal National Mortgage Assoc.   2.703%#   8/1/2037   14,546    15,343,866 
Federal National Mortgage Assoc.   2.712%#   3/1/2038   9,058    9,553,970 
Federal National Mortgage Assoc.   2.719%#   12/1/2045   22,648    23,506,525 
Federal National Mortgage Assoc.   2.737%#   12/1/2045   21,113    21,917,094 
Federal National Mortgage Assoc.   2.75%#   11/1/2038   18,295    19,285,545 
Federal National Mortgage Assoc.   2.767%#   9/1/2036   10,003    10,486,843 
Federal National Mortgage Assoc.   2.786%#   8/1/2034   20,089    21,194,528 
Federal National Mortgage Assoc.   2.806%#   10/1/2036   17,403    18,306,801 
Federal National Mortgage Assoc.   2.821%#   10/1/2036   11,425    12,062,683 
Federal National Mortgage Assoc.   2.838%#   10/1/2045   24,086    24,996,931 
Federal National Mortgage Assoc.   2.90%#   6/1/2042   19,198    19,970,712 
Federal National Mortgage Assoc.   2.943%#   5/1/2042   39,317    40,726,946 
Federal National Mortgage Assoc.   2.948%#   12/1/2038   8,336    8,824,465 
Federal National Mortgage Assoc.   3.14%#   3/1/2042   27,871    29,296,749 
Federal National Mortgage Assoc.   3.29%#   1/1/2041   27,555    29,119,123 
Federal National Mortgage Assoc.   3.361%#   12/1/2040   12,784    13,408,409 
Federal National Mortgage Assoc.   3.419%#   12/1/2040   25,536    26,752,299 
Federal National Mortgage Assoc.   3.461%#   11/1/2040   37,213    39,274,181 
Federal National Mortgage Assoc.   3.464%#   10/1/2040   8,749    9,236,024 
Federal National Mortgage Assoc.   3.469%#   8/1/2041   16,111    16,955,545 
Federal National Mortgage Assoc.   3.70%#   1/1/2041   15,084    15,853,555 
Federal National Mortgage Assoc.   3.703%#   1/1/2042   24,858    26,146,650 
Federal National Mortgage Assoc.   3.961%#   4/1/2040   9,297    9,719,672 
Federal National Mortgage Assoc.   4.177%#   7/1/2040   6,830    7,222,076 
Federal National Mortgage Assoc.   5.50%   1/1/2035   1,573    1,790,055 
Total Government Sponsored Enterprises Pass-Throughs (cost $938,495,148)    937,090,957 
       
MUNICIPAL BONDS 0.66%                   
                    
Miscellaneous                   
                    
IL State GO   2.42%   4/1/2017   3,935    3,950,189 
IL State GO   2.77%   4/1/2018   9,500    9,533,725 
IL State GO   4.35%   6/1/2018   6,989    7,145,562 
IL State GO   4.833%   2/1/2017   3,675    3,718,806 
IL State GO   5.297%   4/1/2018   3,375    3,498,188 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Miscellaneous (continued)                   
                    
IL State GO   5.365%   3/1/2017  $12,465   $12,712,555 
IL State GO   5.375%   7/1/2018   700    733,089 
IL State GO   5.665%   3/1/2018   40,980    43,124,893 
IL State GO   6.20%   7/1/2021   290    315,468 
IL State GO (AGM)   5.09%   4/1/2017   400    405,792 
Illinois   3.90%   1/1/2018   8,780    8,943,835 
Illinois   5.877%   3/1/2019   10,535    11,456,180 
Kentucky Pub Transprtn Infrast Auth   3.22%   7/1/2017   6,210    6,290,544 
New Jersey Bldg Auth   2.033%   6/15/2017   775    778,185 
New Jersey Econ Dev Auth   1.348%   3/1/2017   12,650    12,687,570 
New Jersey Econ Dev Auth   1.648%   3/1/2018   1,000    1,003,780 
New Jersey Econ Dev Auth   2.421%   6/15/2018   20,745    20,794,788 
New Jersey Econ Dev Auth (AGM)   Zero Coupon    2/15/2019   13,255    12,549,436 
New Jersey Econ Dev Auth (AGM)   Zero Coupon    2/15/2020   7,750    7,124,963 
New Jersey Econ Dev Auth (NPFGC)   Zero Coupon    2/15/2017   4,900    4,863,250 
New Jersey Transp Tr Fnd Auth   1.087%   12/15/2016   32,900    32,932,900 
New Jersey Transp Tr Fnd Auth   1.758%   12/15/2018   7,165    7,069,920 
New Jersey Transp Tr Fnd Auth   3.60%   12/15/2017   280    287,762 
New Jersey Transp Tr Fnd Auth   5.00%   6/15/2018   1,140    1,210,851 
New Jersey Transp Tr Fnd Auth   5.00%   12/15/2018   10,940    11,798,134 
New Jersey Transp Tr Fnd Auth   5.00%   12/15/2019   6,900    7,645,476 
NJ Trans Trust Fund   5.00%   6/15/2019   1,000    1,092,760 
San Luis Opispo Cnty CA   7.45%   9/1/2019   6,450    7,453,233 
Total Municipal Bonds (cost $239,568,697)                 241,121,834 
                    
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 23.07%      
                    
1211 Avenue of the Americas Trust 2015-1211 XA IO   0.38%#   8/10/2035   214,200    4,614,939 
A10 Bridge Asset Financing LLC 2015-AA A   2.558%#   5/15/2030   108,501    108,501,063 
Americold LLC Trust 2010-ARTA A1   3.847%   1/14/2029   35,886    37,537,314 
Assurant Commercial Mortgage Trust 2016-1A A1   1.362%   5/15/2049   38,559    38,430,623 
Aventura Mall Trust 2013-AVM A   3.867%#   12/5/2032   51,464    55,503,070 
Aventura Mall Trust 2013-AVM D   3.867%#   12/5/2032   5,000    5,172,290 
BAMLL Commercial Mortgage Securities Trust 2014-ICTS C  1.908%#   6/15/2028   10,000    9,953,360 
BAMLL Commercial Mortgage Securities Trust 2014-IP A   2.808%#   6/15/2028   215,533    218,302,297 
BAMLL Commercial Mortgage Securities Trust 2014-IP B   2.808%#   6/15/2028   23,050    23,163,355 
BAMLL Commercial Mortgage Securities Trust 2014-IP C   2.808%#   6/15/2028   23,040    23,300,525 
BAMLL-DB Trust 2012-OSI A2FX   3.352%   4/13/2029   30,134    30,396,591 
Banc of America Commercial Mortgage Trust 2006-6 AM   5.39%   10/10/2045   139,012    139,548,030 
Banc of America Commercial Mortgage Trust 2007-2 AM   5.801%#   4/10/2049   125,968    128,703,545 
Banc of America Commercial Mortgage Trust 2007-3 AM   5.723%#   6/10/2049   45,215    46,274,374 
Banc of America Commercial Mortgage Trust 2007-3 AMF   5.317%   6/10/2049   24,919    25,353,722 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)    
                    
Banc of America Commercial Mortgage Trust 2016-UB10 XA IO   2.176%#   6/15/2049  $89,299   $11,485,532 
Banc of America Re-REMIC Trust 2009-UB1 A4B   5.703%#   6/24/2050   25,851    26,448,936 
Banc of America Re-REMIC Trust 2009-UB2 A4B5   6.29%#   12/24/2049   7,504    7,654,026 
Banc of America Re-REMIC Trust 2010-RC30 A5B   5.334%   12/16/2043   23,312    23,362,208 
Banc of America Re-REMIC Trust 2010-UB3 A4B3   6.152%#   2/15/2051   9,770    9,810,371 
Banc of America Re-REMIC Trust 2010-UB5 A4B   5.673%#   2/17/2051   10,000    10,220,413 
BB-UBS Trust 2012-TFT A   2.892%   6/5/2030   57,267    58,291,902 
BB-UBS Trust 2012-TFT B   3.584%#   6/5/2030   7,850    7,926,463 
BB-UBS Trust 2012-TFT C   3.584%#   6/5/2030   14,354    14,202,463 
BBCMS Trust 2013-TYSN C   3.821%   9/5/2032   5,475    5,745,619 
BBCMS Trust 2013-TYSN D   3.631%   9/5/2032   5,525    5,699,267 
BBCMS Trust 2015-STP B   3.927%   9/10/2028   11,400    11,840,169 
BBCMS Trust 2015-STP C   4.427%#   9/10/2028   23,900    24,659,317 
BBCMS Trust 2015-STP XA IO   1.104%#   9/10/2028   336,700    12,338,371 
BBCMS Trust 2015-VFM A1   2.466%   3/10/2036   21,267    21,203,353 
BCAP LLC Trust 2013-RR3 4A1   0.648%#   11/26/2036   3,848    3,784,905 
BCRR Trust 2009-1 1A2   5.988%#   8/17/2045   21,298    21,574,576 
BCRR Trust 2009-1 2A2   5.858%   7/17/2040   7,000    7,085,475 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW16 AM   5.91%#   6/11/2040   29,308    30,087,562 
Bear Stearns Commercial Mortgage Securities Trust 2007-PW17 AM   5.915%#   6/11/2050   9,119    9,428,788 
Bear Stearns Deutsche Bank Trust 2005-AFR1 A2   5.008%   9/15/2027   5,405    5,891,811 
BWAY Mortgage Trust 2013-1515 XB IO   0.534%#   3/10/2033   103,040    3,357,301 
CFCRE Commercial Mortgage Trust 2011-C2 AJ   5.885%#   12/15/2047   8,307    9,636,633 
CFCRE Commercial Mortgage Trust 2016-C4 XA IO   1.937%#   5/10/2058   71,672    8,843,183 
CG-CCRE Commercial Mortgage Trust 2014-FL1 A   1.458%#   6/15/2031   13,639    13,630,496 
CGBAM Commercial Mortgage Trust 2015-SMRT B   3.213%   4/10/2028   22,707    22,994,698 
CGBAM Commercial Mortgage Trust 2015-SMRT C   3.516%   4/10/2028   15,195    15,380,324 
CGBAM Commercial Mortgage Trust 2015-SMRT D   3.768%   4/10/2028   5,200    5,252,168 
CGBAM Commercial Mortgage Trust 2015-SMRT E   3.912%#   4/10/2028   8,000    7,722,221 
CGBAM Commercial Mortgage Trust 2015-SMRT F   3.912%#   4/10/2028   7,519    7,100,198 
Cherrywood SB Commercial Mortgage Loan Trust 2016-1A AFX   3.73%#   3/25/2049   17,424    17,793,275 
Citigroup Commercial Mortgage Trust 2007-C6 AM   5.90%#   12/10/2049   157,403    159,978,423 
Citigroup Commercial Mortgage Trust 2009-RR1 CA4B   5.322%   12/17/2049   7,746    7,777,810 
Citigroup Commercial Mortgage Trust 2010-RR2 CA3B   5.311%#   12/19/2039   9,953    9,945,348 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

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   0.224%#   9/10/2045  $218,445   $2,062,051 
Citigroup Commercial Mortgage Trust 2013-GC11 A2   1.987%   4/10/2046   40,010    40,192,166 
Citigroup Commercial Mortgage Trust 2013-GC11 XA IO   1.973%#   4/10/2046   595,115    36,210,892 
Citigroup Commercial Mortgage Trust 2013-GC15 A2   3.161%   9/10/2046   19,400    19,902,953 
Citigroup Commercial Mortgage Trust 2013-SMP C   2.738%   1/12/2030   11,950    11,954,694 
Citigroup Commercial Mortgage Trust 2013-SMP D   3.008%#   1/12/2030   8,600    8,567,165 
Citigroup Commercial Mortgage Trust 2014-GC21 XA IO   1.444%#   5/10/2047   269,209    19,480,118 
Citigroup Commercial Mortgage Trust 2014-GC23 XB IO   0.319%#   7/10/2047   120,131    2,188,330 
Citigroup Commercial Mortgage Trust 2015-GC27 XA IO   1.583%#   2/10/2048   127,505    11,375,186 
Citigroup Commercial Mortgage Trust 2015-GC31 XA IO   0.59%#   6/10/2048   253,993    7,790,158 
Citigroup Commercial Mortgage Trust 2015-GC35 XA IO   1.055%#   11/10/2048   182,472    10,472,405 
Citigroup Commercial Mortgage Trust 2016-GC36 XA IO   1.51%#   2/10/2049   103,654    9,667,286 
Citigroup Commercial Mortgage Trust 2016-GC37 XA IO   1.974%#   4/10/2049   69,075    9,013,091 
Citigroup Mortgage Loan Trust 2013-2 5A1   0.628%#   7/25/2036   8,608    8,242,701 
Citigroup Mortgage Loan Trust 2013-A A   3.00%   5/25/2042   5,595    5,577,890 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AM   5.461%   4/15/2047   19,780    20,087,947 
COBALT CMBS Commercial Mortgage Trust 2007-C2 AMFX   5.526%   4/15/2047   84,035    85,409,233 
Commercial Mortgage Pass-Through Certificates 2007-C9 AM   5.65%   12/10/2049   11,440    11,759,763 
Commercial Mortgage Pass-Through Certificates 2010-C1 C  6.188%#   7/10/2046   17,961    20,151,991 
Commercial Mortgage Pass-Through Certificates 2010-RR1 GEA   5.543%   12/11/2049   4,900    4,941,230 
Commercial Mortgage Pass-Through Certificates 2012-9W57 X IO   1.525%#   2/10/2029   525,000    1,388,888 
Commercial Mortgage Pass-Through Certificates 2012-CR4 XA IO   2.067%#   10/15/2045   269,037    20,564,884 
Commercial Mortgage Pass-Through Certificates 2012-LC4 XA IO   2.48%#   12/10/2044   81,155    6,939,073 
Commercial Mortgage Pass-Through Certificates 2012-LTRT A1   2.15%   10/5/2030   29,034    28,981,761 
Commercial Mortgage Pass-Through Certificates 2013-CR11 A2   3.047%   10/10/2046   15,240    15,666,778 
Commercial Mortgage Pass-Through Certificates 2013-CR6 A2  2.122%   3/10/2046   115,710    116,368,830 
Commercial Mortgage Pass-Through Certificates 2013-CR7 A2  2.022%   3/10/2046   50,205    50,504,383 
Commercial Mortgage Pass-Through Certificates 2013-CR7 XA IO   1.603%#   3/10/2046   329,309    19,985,181 
Commercial Mortgage Pass-Through Certificates 2013-CR8 A2  2.367%   6/10/2046   10,000    10,143,040 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

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   0.792%#   6/10/2046  $598,247   $16,079,270 
Commercial Mortgage Pass-Through Certificates 2013-GAM A2   3.367%   2/10/2028   13,713    14,317,693 
Commercial Mortgage Pass-Through Certificates 2013-LC6 A2  1.906%   1/10/2046   62,485    62,815,777 
Commercial Mortgage Pass-Through Certificates 2013-SFS A1  1.873%   4/12/2035   27,831    27,841,200 
Commercial Mortgage Pass-Through Certificates 2013-THL A1  1.499%#   6/8/2030   985    978,417 
Commercial Mortgage Pass-Through Certificates 2013-THL B  2.099%#   6/8/2030   14,775    14,715,489 
Commercial Mortgage Pass-Through Certificates 2013-THL C  2.499%#   6/8/2030   29,195    28,901,076 
Commercial Mortgage Pass-Through Certificates 2013-THL D  3.149%#   6/8/2030   16,262    16,234,205 
Commercial Mortgage Pass-Through Certificates 2013-THL E  4.249%#   6/8/2030   13,900    13,921,712 
Commercial Mortgage Pass-Through Certificates 2013-WWP XB IO   0.389%#   3/10/2031   265,903    4,773,597 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.431%#   8/10/2047   115,983    7,344,459 
Commercial Mortgage Pass-Through Certificates 2014-CR21 XA IO   1.149%#   12/10/2047   139,222    7,924,821 
Commercial Mortgage Pass-Through Certificates 2014-FL4 C  2.458%#   7/13/2031   10,279    10,347,416 
Commercial Mortgage Pass-Through Certificates 2014-FL5 B  2.658%#   10/15/2031   11,824    11,614,579 
Commercial Mortgage Pass-Through Certificates 2014-LC17 XA IO   1.145%#   10/10/2047   156,786    7,336,834 
Commercial Mortgage Pass-Through Certificates 2014-SAVA A   1.658%#   6/15/2034   12,896    12,916,186 
Commercial Mortgage Pass-Through Certificates 2014-SAVA B   2.258%#   6/15/2034   21,424    21,297,316 
Commercial Mortgage Pass-Through Certificates 2014-SAVA C   2.908%#   6/15/2034   32,760    32,512,374 
Commercial Mortgage Pass-Through Certificates 2014-UBS3 A2   2.844%   6/10/2047   13,000    13,379,497 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

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   1.237%#   9/10/2047  $266,259   $14,324,494 
Commercial Mortgage Pass-Through Certificates 2015-CR23 CMC   3.807%#   5/10/2048   8,800    8,416,980 
Commercial Mortgage Pass-Through Certificates 2015-PC1 XA IO   0.935%#   7/10/2050   192,400    8,658,932 
Commercial Mortgage Pass-Through Certificates 2016-GCT D  3.576%#   8/10/2029   7,298    7,315,715 
Commercial Mortgage Pass-Through Certificates 2016-GCT E  3.576%#   8/10/2029   6,850    6,430,035 
Commercial Mortgage Trust 2006-GG7 AM   5.951%#   7/10/2038   35,075    35,034,372 
Commericial Mortgage Trust 2016-CD1 XA IO   1.582%#   8/10/2049   217,616    23,161,524 
Core Industrial Trust 2015-CALW C   3.555%   2/10/2034   19,195    20,109,845 
Core Industrial Trust 2015-CALW XA IO   0.939%#   2/10/2034   99,819    3,973,255 
Core Industrial Trust 2015-WEST XA IO   1.076%#   2/10/2037   183,565    12,388,765 
Core Industrial Trust 2015-WEST XB IO   0.844%#   2/10/2037   90,323    4,866,152 
Credit Suisse Commercial Mortgage Trust 2006-C5 AM   5.343%   12/15/2039   33,990    34,115,956 
Credit Suisse Commercial Mortgage Trust 2008-C1 AM   6.267%#   2/15/2041   31,550    32,595,684 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA A   5.384%   5/15/2023   2,286    2,343,939 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA B2   5.538%   5/15/2023   9,750    10,784,200 
Credit Suisse First Boston Mortgage Securities Corp. 2006-OMA C   5.587%   5/15/2023   9,852    10,916,097 
Credit Suisse Mortgage Capital Certificates 2010-RR2 2B   6.135%#   9/15/2039   11,500    11,749,376 
Credit Suisse Mortgage Capital Certificates 2010-UD1 BA   5.924%#   12/16/2049   21,825    22,544,528 
Credit Suisse Mortgage Capital Certificates 2011-2R 4A1   0.598%#   2/27/2037   5,641    5,445,650 
Credit Suisse Mortgage Capital Certificates 2012-7R 2A1   3.817%#   6/26/2036   8,085    8,183,216 
Credit Suisse Mortgage Capital Certificates 2014-2R 22A1   3.00%   7/27/2036   4,099    3,990,095 
Credit Suisse Mortgage Capital Certificates 2014-2R 26A1   3.00%   6/27/2037   24,356    23,884,699 
Credit Suisse Mortgage Capital Certificates 2014-RS1 MRA   0.833%#   11/22/2046   19,862    19,741,927 
Credit Suisse Mortgage Capital Certificates 2014-TIKI B   1.858%#   9/15/2038   9,616    9,431,939 
Credit Suisse Mortgage Capital Certificates 2014-TIKI C   2.308%#   9/15/2038   29,782    29,142,846 
Credit Suisse Mortgage Capital Certificates 2014-USA X1 IO   0.697%#   9/15/2037   115,519    4,918,219 
Credit Suisse Mortgage Capital Certificates 2015-DEAL A   1.828%#   4/15/2029   14,507    14,452,278 
Credit Suisse Mortgage Capital Certificates 2015-DEAL B   2.358%#   4/15/2029   28,546    28,404,883 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
        
CSAIL Commercial Mortgage Trust 2015-C4 A2   3.157%   11/15/2048  $13,828   $14,527,907 
CSAIL Commercial Mortgage Trust 2016-C6 XA IO   1.976%#   1/15/2049   212,364    25,737,510 
DBJPM Mortgage Trust 2016-C3 XA IO   1.665%#   9/10/2049   199,854    23,389,353 
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   1,031    1,035,165 
DBUBS Mortgage Trust 2011-LC2A A1   3.527%   7/10/2044   17,249    17,954,367 
DBUBS Mortgage Trust 2011-LC2A B   4.998%   7/10/2044   6,825    7,543,466 
DBUBS Mortgage Trust 2011-LC2A C   5.727%#   7/10/2044   5,000    5,601,370 
DBUBS Mortgage Trust 2011-LC2A D   5.727%#   7/10/2044   22,928    24,259,806 
DBUBS Mortgage Trust 2011-LC3A A3   4.638%   8/10/2044   2,016    2,052,038 
DBWF Mortgage Trust 2015-LCM A1   2.998%   6/10/2034   22,062    22,981,254 
DBWF Mortgage Trust 2015-LCM XA IO   0.421%#   6/10/2034   43,596    977,638 
EQTY Mortgage Trust 2014-INNS C   2.099%#   5/8/2031   4,150    4,067,213 
Extended Stay America Trust 2013-ESH7 A27   2.958%   12/5/2031   11,899    11,922,288 
Extended Stay America Trust 2013-ESH7 B7   3.604%   12/5/2031   60,985    61,135,560 
Extended Stay America Trust 2013-ESH7 C7   3.902%   12/5/2031   75,203    75,411,463 
Extended Stay America Trust 2013-ESH7 D7   5.521%#   12/5/2031   25,115    25,208,345 
GAHR Commercial Mortgage Trust 2015-NRF BFX   3.495%#   12/15/2034   19,935    20,624,249 
GAHR Commercial Mortgage Trust 2015-NRF CFX   3.495%#   12/15/2034   5,440    5,554,087 
GAHR Commericial Mortgage Trust 2015-NRF EFX   3.495%#   12/15/2034   31,980    31,347,691 
GRACE Mortgage Trust 2014-GRCE A   3.369%   6/10/2028   19,585    20,906,122 
GRACE Mortgage Trust 2014-GRCE B   3.52%   6/10/2028   6,978    7,402,060 
GRACE Mortgage Trust 2014-GRCE E   3.71%#   6/10/2028   9,858    10,108,680 
Great Wolf Trust 2015-WFMZ M   7.496%#   5/15/2032   31,000    29,454,814 
Great Wolf Trust 2015-WOLF A   1.958%#   5/15/2034   32,340    32,273,325 
Great Wolf Trust 2015-WOLF C   3.008%#   5/15/2034   9,500    9,446,371 
Great Wolf Trust 2015-WOLF F   5.058%#   5/15/2034   5,000    4,689,084 
GS Mortgage Securities Corp. II 2013-KING A   2.706%   12/10/2027   21,891    22,281,143 
GS Mortgage Securities Corp. II 2013-KING B   3.241%   12/10/2027   20,800    21,055,973 
GS Mortgage Securities Corp. II 2013-KING C   3.55%#   12/10/2027   19,750    20,041,974 
GS Mortgage Securities Corp. II 2013-KING E   3.55%#   12/10/2027   3,000    2,872,495 
GS Mortgage Securities Corp. Trust 2012-ALOH C   4.267%#   4/10/2034   6,779    7,335,941 
GS Mortgage Securities Corp. Trust 2012-SHOP B   3.311%   6/5/2031   25,715    26,167,301 
GS Mortgage Securities Corp. Trust 2012-SHOP C   3.633%   6/5/2031   36,895    37,739,305 
GS Mortgage Securities Corp. Trust 2012-SHOP D   4.182%   6/5/2031   13,750    14,063,302 
GS Mortgage Securities Corp. Trust 2013-NYC5 A   2.318%   1/10/2030   40,000    40,206,180 
GS Mortgage Securities Corp. Trust 2013-NYC5 D   3.479%   1/10/2030   16,122    16,169,792 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
GS Mortgage Securities Corp. Trust 2014-NEW B   3.79%   1/10/2031  $12,370   $12,806,646 
GS Mortgage Securities Trust 2006-GG8 AM   5.591%   11/10/2039   61,563    61,555,360 
GS Mortgage Securities Trust 2010-C1 D   6.212%#   8/10/2043   2,309    2,402,312 
GS Mortgage Securities Trust 2010-C2 A1   3.849%   12/10/2043   5,968    6,231,309 
GS Mortgage Securities Trust 2011-GC3 C   5.82%#   3/10/2044   5,000    5,510,372 
GS Mortgage Securities Trust 2012-GC6 XA IO   2.184%#   1/10/2045   191,253    15,918,777 
GS Mortgage Securities Trust 2012-GCJ9 IO   2.456%#   11/10/2045   117,082    9,966,171 
GS Mortgage Securities Trust 2012-GCJ9 XB IO   0.481%#   11/10/2045   93,111    2,040,518 
GS Mortgage Securities Trust 2013-G1 A1   2.059%   4/10/2031   16,951    16,820,506 
GS Mortgage Securities Trust 2013-GC12 A2   2.011%   6/10/2046   93,161    93,632,097 
GS Mortgage Securities Trust 2013-GC12 XA IO   1.836%#   6/10/2046   569,681    40,052,057 
GS Mortgage Securities Trust 2014-GC26 XA IO   1.244%#   11/10/2047   105,523    6,842,405 
GS Mortgage Securities Trust 2014-GSFL B   2.258%#   7/15/2031   10,000    9,895,218 
GS Mortgage Securities Trust 2015-GS1 XA IO   0.986%#   11/10/2048   96,514    5,802,202 
GS Mortgage Securities Trust 2016-GS2 XA IO   1.824%#   5/10/2049   223,974    26,082,473 
GS Mortgage Securities Trust 2016-RENT C   4.202%#   2/10/2029   13,648    14,145,519 
H/2 Asset Funding 2014-1 Ltd.   2.103%   3/19/2037   99,280    99,086,473 
H/2 Asset Funding 2015-1A-AFL   1.846%   6/24/2049   66,019    65,799,484 
H/2 Asset Funding 2015-1A-AFX   3.353%   6/24/2049   22,875    22,873,781 
H/2 Asset Funding 2015-1A-BFX   3.993%   6/24/2049   23,250    22,783,684 
HILT Mortgage Trust 2014-ORL B   1.708%#   7/15/2029   7,600    7,411,011 
HILT Mortgage Trust 2014-ORL C   2.108%#   7/15/2029   9,550    9,392,906 
Hudsons Bay Simon JV Trust 2015-HB10 XA10 IO   1.474%#   8/5/2034   150,785    15,472,803 
Hudsons Bay Simon JV Trust 2015-HB7 XA7 IO   1.417%#   8/5/2034   171,661    11,840,317 
Irvine Core Office Trust 2013-IRV A1   2.068%   5/15/2048   50,227    50,629,815 
Irvine Core Office Trust 2013-IRV XA IO   1.211%#   5/15/2048   102,349    3,816,726 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AM   5.466%   6/12/2047   23,675    23,797,315 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB18 AMFX   5.40%   6/12/2047   16,735    16,855,840 
JPMorgan Chase Commercial Mortgage Securities Trust 2007-CB19 AM   5.881%#   2/12/2049   14,309    14,586,137 
JPMorgan Chase Commercial Mortgage Securities Trust 2009-IWST C   7.693%#   12/5/2027   5,730    6,524,734 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C1 A2   4.608%   6/15/2043   7,380    7,809,314 
JPMorgan Chase Commercial Mortgage Securities Trust 2010-C2 B   5.075%   11/15/2043   1,710    1,891,363 
JPMorgan Chase Commercial Mortgage Securities Trust 2012-WLDN A   3.905%   5/5/2030   29,175    31,459,939 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C10 XA IO   1.38%#   12/15/2047  $413,814   $22,140,769 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 A2   2.424%   7/15/2045   79,404    80,679,038 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C12 XA IO   0.944%#   7/15/2045   205,189    5,809,382 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-C13 A2   2.665%   1/15/2046   35,500    36,293,574 
JPMorgan Chase Commercial Mortgage Securities Trust 2013-LC11 XA IO   1.672%#   4/15/2046   140,712    9,330,779 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH A   1.408%#   4/15/2027   19,385    19,001,551 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-BXH B   1.758%#   4/15/2027   14,300    14,101,924 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 A2   3.046%   4/15/2047   39,960    41,424,854 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.398%#   4/15/2047   127,560    5,069,693 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.436%#   4/15/2047   34,361    760,137 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C24 XA IO   1.223%#   11/15/2047   121,488    6,591,151 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C25 XA IO   1.15%#   11/15/2047   209,958    11,937,208 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 XA IO   1.319%#   1/15/2048   207,813    12,479,558 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY A   3.429%   6/10/2027   141,948    146,714,103 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY B   3.771%   6/10/2027   20,772    21,324,286 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY C   3.931%#   6/10/2027   14,352    14,463,798 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY D   3.931%#   6/10/2027   20,905    20,360,496 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XA IO   0.503%#   6/10/2027   102,274    1,151,094 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-DSTY XB IO   0.16%#   6/10/2027   45,476    94,135 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 C   2.708%#   12/15/2030   9,750    9,688,284 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL4 D   3.608%#   12/15/2030   29,000    28,753,697 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
JPMorgan Chase Commercial Mortgage Securities Trust 2014-FL5 C   2.608%#   7/15/2031  $10,400   $10,228,135 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN A   1.428%#   6/15/2029   37,625    37,486,115 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN B   1.808%#   6/15/2029   5,000    4,953,564 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-INN C   2.208%#   6/15/2029   8,650    8,507,304 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-PHH E   3.808%#   8/15/2027   5,000    4,974,193 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C28 A2   2.773%   10/15/2048   2,966    3,072,465 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C29 XA IO   1.091%#   5/15/2048   107,185    4,738,760 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 XA IO   0.859%#   7/15/2048   151,481    5,865,965 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C31 A2   3.008%   8/15/2048   5,000    5,229,789 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-CSMO E   4.458%#   1/15/2032   18,300    18,330,457 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-UES B   3.387%   9/5/2032   12,900    13,446,850 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-UES C   3.742%#   9/5/2032   10,900    11,313,508 
JPMorgan Chase Commercial Mortgage Securities Trust 2015-UES XA IO   0.809%#   9/5/2032   242,750    6,186,484 
JPMorgan Chase Commercial Mortgage Securities Trust 2016-ATRM A   2.962%   10/5/2028   15,439    15,698,392 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2009-RR1 A4B   5.714%#   3/18/2051   51,570    52,132,247 
JPMorgan Chase Commercial Mortgage-Backed Securities Trust 2010-RR1 JPB   5.927%#   6/18/2049   18,100    18,316,936 
Ladder Capital Commercial Mortgage Securities LLC 2014-909 D   4.028%#   5/15/2031   2,000    2,061,761 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD A   2.952%#   11/14/2027   190,968    196,105,096 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD B   2.952%#   11/14/2027   16,023    16,122,546 
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD MRC   2.952%#   11/14/2027   12,889    13,031,792 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
LB-UBS Commercial Mortgage Trust 2006-C7 AM   5.378%   11/15/2038  $61,361   $61,469,329 
LB-UBS Commercial Mortgage Trust 2007-C1 AM   5.455%   2/15/2040   128,539    129,455,737 
LMREC, Inc. 2015-CRE1 A   2.272%#   2/22/2032   52,185    51,620,510 
LMREC, Inc. 2015-CRE1 B   4.022%#   2/22/2032   6,700    6,496,475 
LSTAR Commercial Mortgage Trust 2014-2 XA IO   1.033%#   1/20/2041   114,093    2,360,179 
LSTAR Commercial Mortgage Trust 2015-3 A2   2.729%   4/20/2048   19,001    19,269,162 
LSTAR Commercial Mortgage Trust 2016-4 XA IO   2.109%#   3/10/2049   114,259    11,145,427 
Madison Avenue Trust 2013-650M D   4.169%#   10/12/2032   5,175    5,305,575 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%   10/25/2036   5,031    4,949,212 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%   10/25/2036   5,231    5,145,366 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-4 AM   5.204%   12/12/2049   40,666    40,768,252 
Merrill Lynch/Countrywide Commercial Mortgage Trust 2007-5 AM   5.419%   8/12/2048   170,262    172,114,451 
Morgan Stanley Bank of America Merrill Lynch Trust 2012-CKSV A1   2.117%   10/15/2030   20,438    20,454,510 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A2   2.964%   7/15/2046   18,595    19,017,040 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 A2   3.001%   10/15/2046   43,730    45,031,868 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 A2   1.97%   5/15/2046   67,618    68,101,119 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XA IO   1.452%#   5/15/2046   272,032    14,451,346 
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 XB IO   0.427%#   5/15/2046   119,710    2,384,049 
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 XA IO   1.30%#   12/15/2047   169,717    10,180,429 
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 XA IO   1.822%#   5/15/2049   134,255    15,193,230 
Morgan Stanley Capital I Trust 2007-HQ12 AM   5.902%#   4/12/2049   77,035    77,344,342 
Morgan Stanley Capital I Trust 2007-IQ15 AM   6.103%#   6/11/2049   62,501    63,977,711 
Morgan Stanley Capital I Trust 2012-C4 XA IO   2.728%#   3/15/2045   270,126    18,748,334 
Morgan Stanley Capital I Trust 2012-STAR A1   2.084%   8/5/2034   30,071    30,088,942 
Morgan Stanley Capital I Trust 2014-CPT A   3.35%   7/13/2029   7,225    7,694,523 
Morgan Stanley Capital I Trust 2014-CPT XA IO   0.188%#   7/13/2029   260,000    1,453,400 
Morgan Stanley Capital I Trust 2014-MP A   3.469%   8/11/2029   5,630    5,971,570 
Morgan Stanley Capital I Trust 2016-UB11 XA IO   1.827%#   8/15/2049   90,707    10,221,890 
Morgan Stanley Capital I Trust 2016-UB11 XB IO   1.137%#   8/15/2049   122,630    10,311,466 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B   5.988%#   8/12/2045  $99,895   $101,290,473 
Morgan Stanley Re-REMIC Trust 2010-GG10 A4B   5.988%#   8/15/2045   90,297    91,850,233 
Morgan Stanley Re-REMIC Trust 2012-IO AXA   1.00%   3/27/2051   26,238    26,106,732 
Motel 6 Trust 2015-MTL6 A2   2.605%   2/5/2030   133,911    134,251,562 
Motel 6 Trust 2015-MTL6 B   3.298%   2/5/2030   26,157    26,252,104 
Motel 6 Trust 2015-MTL6 C   3.644%   2/5/2030   24,382    24,410,478 
Motel 6 Trust 2015-MTL6 D   4.532%   2/5/2030   32,620    32,694,073 
Motel 6 Trust 2015-MTL6 E   5.279%   2/5/2030   47,630    47,614,039 
Motel 6 Trust 2015-MTL6 F   5.00%   2/5/2030   5,250    5,027,503 
MSCG Trust 2015-ALDR A1   2.612%   6/7/2035   29,242    29,782,798 
NorthStar Real Estate CDO Ltd. 2013 -1B   5.524%#   8/25/2029   33,368    33,702,002 
Palisades Center Trust 2016-PLSD C   3.998%   4/13/2033   40,040    40,807,671 
Palisades Center Trust 2016-PLSD XCP IO   1.106%#   5/13/2018   380,772    6,524,528 
Prima Capital CRE Securization 2006-1   2.55%   8/26/2049   144,461    143,623,126 
Prima Capital CRE Securization 2015-5A B   3.50%   12/24/2050   122,787    123,761,376 
Prima Capital Ltd.   2.214%   5/24/2021   40,906    40,925,403 
RAIT Trust 2014-FL2 B   2.658%#   5/13/2031   6,695    6,674,626 
RBSCF Trust 2009-RR2 CWB   5.223%   8/16/2048   14,900    14,885,377 
RBSCF Trust 2010-RR3 MSCB   6.103%#   6/16/2049   5,390    5,531,826 
RBSCF Trust 2010-RR3 WBTB   6.156%#   2/16/2051   22,942    23,131,712 
ReadyCap Commercial Mortgage Trust 2014-1A A   3.01%   10/8/2020   29,738    29,532,247 
ReadyCap Commercial Mortgage Trust 2015-2 A   3.804%   6/25/2055   35,565    36,053,642 
Resource Capital Corp. Ltd. 2014-CRE2 A   1.557%#   4/15/2032   8,090    7,994,110 
Sequoia Mortgage Trust 2012-4 A2   3.00%   9/25/2042   4,903    4,971,897 
SG Commercial Mortgage Securities Trust 2016-C5 XA IO   2.197%#   10/10/2048   58,695    7,911,266 
Shops at Crystals Trust 2016-CSTL XA IO   0.73%#   7/5/2036   112,000    5,961,200 
Structured Asset Securities Corp. 2005-14 2A1   5.75%   7/25/2035   2,299    2,273,856 
Structured Asset Securities Corp. 2006-3H 1A2   5.75%   12/25/2035   11,806    11,876,535 
Structured Asset Securities Corp. 2006-3H 1A3   5.75%   12/25/2035   7,184    7,217,199 
UBS-Barclays Commercial Mortgage Trust 2012-C2 D   5.043%#   5/10/2063   6,481    6,682,207 
UBS-Barclays Commercial Mortgage Trust 2012-C2 XA IO   1.794%#   5/10/2063   114,224    6,214,261 
UBS-Barclays Commercial Mortgage Trust 2013-C5 XA IO   1.194%#   3/10/2046   386,150    20,011,212 
UBS-Barclays Commercial Mortgage Trust 2013-C6 XA IO   1.422%#   4/10/2046   454,379    27,672,580 
UBS-Citigroup Commercial Mortgage Trust 2011-C1 AS   5.154%   1/10/2045   4,900    5,575,385 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
Vornado DP LLC Trust 2010-VNO A1   2.97%   9/13/2028  $15,992   $16,385,339 
Vornado DP LLC Trust 2010-VNO A2FX   4.004%   9/13/2028   14,787    15,718,983 
Vornado DP LLC Trust 2010-VNO C   5.28%   9/13/2028   6,120    6,701,010 
Vornado DP LLC Trust 2010-VNO D   6.356%   9/13/2028   9,926    11,056,366 
Wachovia Bank Commercial Mortgage Trust 2005-C21 D   5.464%#   10/15/2044   10,650    10,634,691 
Wachovia Bank Commercial Mortgage Trust 2006-C27 AM   5.795%   7/15/2045   19,019    19,001,126 
Wachovia Bank Commercial Mortgage Trust 2006-C28 AM   5.603%   10/15/2048   25,625    25,627,803 
Wachovia Bank Commercial Mortgage Trust 2006-C29 AM   5.339%   11/15/2048   45,451    45,794,187 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AM   5.383%   12/15/2043   90,213    91,219,822 
Wachovia Bank Commercial Mortgage Trust 2007-C30 AMFL   0.707%#   12/15/2043   50,000    48,650,865 
Wachovia Bank Commercial Mortgage Trust 2007-C31 AM   5.591%   4/15/2047   218,261    221,648,474 
Waldorf Astoria Boca Raton Trust 2016-BOCA C   2.983%#   6/15/2029   11,999    12,008,573 
Waldorf Astoria Boca Raton Trust 2016-BOCA E   4.858%#   6/15/2029   33,760    33,819,870 
WaMu Mortgage Pass-Through Certificates Trust 2005-AR18 1A1   2.523%#   1/25/2036   6,712    6,419,601 
Wells Fargo Commercial Mortgage Trust 2010-C1 A2   4.393%   11/15/2043   5,940    6,483,726 
Wells Fargo Commercial Mortgage Trust 2015-C29 XA IO   0.906%#   6/15/2048   155,034    7,343,323 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2A   3.075%   12/15/2048   9,888    10,403,479 
Wells Fargo Commercial Mortgage Trust 2015-NXS4 A2B   4.756%#   12/15/2048   66,103    73,875,510 
Wells Fargo Commercial Mortgage Trust 2015-P2 A2B   4.898%#   12/15/2048   82,301    92,703,698 
Wells Fargo Commercial Mortgage Trust 2015-SG1 XA IO   0.967%#   12/15/2047   171,441    8,959,809 
Wells Fargo Commercial Mortgage Trust 2016-BNK1 XA IO   1.955%#   8/15/2049   344,680    47,143,601 
Wells Fargo Commercial Mortgage Trust 2016-C34 XA IO   2.359%#   6/15/2049   156,545    22,529,429 
Wells Fargo Mortgage Backed Securities Trust 2005-3 A4   5.50%   5/25/2035   2,829    2,931,103 
Wells Fargo Resecuritization Trust 2012-IO A   1.75%   8/20/2021   80    79,736 
WF-RBS Commercial Mortgage Trust 2011-C2 A3   4.498%   2/15/2044   27,328    28,641,948 
WF-RBS Commercial Mortgage Trust 2011-C2 A4   4.869%   2/15/2044   6,351    7,116,426 
WF-RBS Commercial Mortgage Trust 2011-C4 A3   4.394%   6/15/2044   575    602,931 
WF-RBS Commercial Mortgage Trust 2011-C5 A3   3.526%   11/15/2044   17,650    18,397,177 
WF-RBS Commercial Mortgage Trust 2012-C10 XA IO   1.865%#   12/15/2045   65,541    4,891,497 
WF-RBS Commercial Mortgage Trust 2012-C7 A1   2.30%   6/15/2045   7,052    7,178,561 
WF-RBS Commercial Mortgage Trust 2012-C7 XA IO   1.663%#   6/15/2045   366,694    23,927,355 
WF-RBS Commercial Mortgage Trust 2012-C8 A2   1.881%   8/15/2045   15,893    15,954,002 
WF-RBS Commercial Mortgage Trust 2012-C8 XA IO   2.30%#   8/15/2045   68,288    4,928,548 
WF-RBS Commercial Mortgage Trust 2013-C11 A2   2.029%   3/15/2045   49,000    49,356,965 
WF-RBS Commercial Mortgage Trust 2013-C13 A2   1.964%   5/15/2045   28,000    28,134,786 
WF-RBS Commercial Mortgage Trust 2013-C13 XA IO   1.534%#   5/15/2045   308,403    19,431,639 
WF-RBS Commercial Mortgage Trust 2013-C16 A2   3.223%   9/15/2046   35,085    36,246,917 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)       
                    
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.348%#   5/15/2047  $254,892   $15,125,797 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.733%#   5/15/2047   50,603    2,111,991 
WF-RBS Commercial Mortgage Trust 2014-C21 XB IO   0.759%#   8/15/2047   77,369    3,479,385 
WF-RBS Commercial Mortgage Trust 2014-C22 XA IO   1.09%#   9/15/2057   99,324    5,122,565 
WF-RBS Commercial Mortgage Trust 2014-C22 XB IO   0.496%#   9/15/2057   37,769    1,180,991 
WFCG Commercial Mortgage Trust 2015-BXRP C   2.279%#   11/15/2029   4,747    4,645,439 
WFCG Commercial Mortgage Trust 2015-BXRP D   3.079%#   11/15/2029   2,089    2,068,393 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $8,631,074,536)    8,472,635,843 
       
U.S. TREASURY OBLIGATIONS 1.33%                   
                    
U.S. Treasury Note   0.875%   10/15/2017   304,182    304,791,276 
U.S. Treasury Note   1.375%   6/30/2018   182,200    184,103,808 
Total U.S. Treasury Obligations (cost $489,227,211)    488,895,084 
Total Long-Term Investments (cost $35,619,001,432)    35,655,567,105 
       
SHORT-TERM INVESTMENTS 2.82%                   
                    
COMMERCIAL PAPER 1.20%                   
                    
Chemicals 0.30%                   
                    
Albemarle Corp.   Zero Coupon    9/14/2016   42,500    42,480,048 
Albemarle Corp.   Zero Coupon    10/4/2016   25,000    24,970,208 
Potash Corp. of Saskatchewan, Inc.   Zero Coupon    10/3/2016   42,500    42,466,756 
Total                 109,917,012 
                    
Health Care Services 0.07%                   
                    
Humana, Inc.   Zero Coupon    9/30/2016   4,000    3,997,036 
Humana, Inc.   Zero Coupon    10/6/2016   21,000    20,982,033 
Total                 24,979,069 
                    
Manufacturing 0.06%                   
                    
Pentair Finance SA   Zero Coupon    9/2/2016   12,500    12,499,514 
Pentair Finance SA   Zero Coupon    10/13/2016   8,000    7,986,000 
Total                 20,485,514 
                    
Metals & Minerals: Miscellaneous 0.05%                   
                    
Alcoa, Inc.   Zero Coupon    9/23/2016   19,000    18,988,157 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Office Furniture & Business Equipment 0.13%                   
                    
Xerox Corp.   Zero Coupon    9/12/2016  $48,000   $47,983,133 
                    
Oil 0.13%                   
                    
Eni Finance USA, Inc.   Zero Coupon    9/16/2016   48,000    47,982,000 
                    
Oil: Crude Producers 0.19%                   
                    
Plains All American Pipeline LP   Zero Coupon    9/12/2016   71,000    70,971,797 
                    
Oil: Integrated Domestic 0.13%                   
                    
FMC Technologies, Inc.   Zero Coupon    9/26/2016   25,615    25,599,346 
Schlumberger Holdings Corp.   Zero Coupon    9/20/2016   22,250    22,238,844 
Total                 47,838,190 
                    
Telecommunications 0.14%                   
                    
Deutsche Telekom AG   Zero Coupon    9/29/2016   51,375    51,339,038 
Total Commercial Paper (cost $440,483,910)                 440,483,910 
                    
CORPORATE BONDS 1.01%                   
                    
Automotive 0.15%                   
                    
Ford Motor Credit Co. LLC   3.00%   6/12/2017   33,725    34,139,986 
Ford Motor Credit Co. LLC   8.00%   12/15/2016  12,309    12,549,776 
Volkswagen International Finance NV (Netherlands)†(c)   1.125%   11/18/2016   7,190    7,190,360 
Total                 53,880,122 
                    
Chemicals 0.01%                   
                    
Eastman Chemical Co.   2.40%   6/1/2017   3,727    3,758,698 
Valspar Corp. (The)   6.05%   5/1/2017   1,795    1,852,035 
Total                 5,610,733 
                    
Computer Software 0.02%                   
                    
Fidelity National Information Services, Inc.   1.45%   6/5/2017   6,283    6,281,699 
                    
Drugs 0.05%                   
                    
Actavis Funding SCS (Luxembourg)(c)   1.30%   6/15/2017   13,736    13,702,388 
Actavis Funding SCS (Luxembourg)(c)   1.85%   3/1/2017   3,743    3,753,297 
Total                 17,455,685 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Electric: Power 0.03%                   
                    
Appalachian Power Co.   5.00%   6/1/2017  $2,092   $2,147,164 
Exelon Corp.   1.55%   6/9/2017   7,519    7,534,940 
Total                 9,682,104 
                    
Financial Services 0.07%                   
                    
International Lease Finance Corp.   6.75%   9/1/2016   9,668    9,668,000 
International Lease Finance Corp.   8.75%   3/15/2017   12,492    12,961,699 
Macquarie Group Ltd. (Australia)†(c)   4.875%   8/10/2017   1,718    1,769,758 
Total                 24,399,457 
                    
Food 0.01%                   
                    
ConAgra Foods, Inc.   5.819%   6/15/2017   2,057    2,123,750 
                    
Health Care Services 0.05%                   
                    
Anthem, Inc.   5.875%   6/15/2017   18,615    19,278,290 
                    
Insurance 0.00%                   
                    
Unum Group   7.125%   9/30/2016   300    301,170 
                    
Lodging 0.01%                   
                    
Marriott International, Inc.   6.375%   6/15/2017   2,120    2,198,887 
                    
Machinery: Agricultural 0.00%                   
                    
Bunge Ltd. Finance Corp.   3.20%   6/15/2017   1,300    1,318,174 
                    
Media 0.06%                   
                    
Scripps Networks Interactive, Inc.   2.70%   12/15/2016   13,085    13,141,266 
Viacom, Inc.   2.50%   12/15/2016   7,690    7,718,922 
Total                 20,860,188 
                    
Metal Fabricating 0.08%                   
                    
WireCo WorldGroup, Inc.   9.50%   5/15/2017   30,910    31,161,144 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Metals & Minerals: Miscellaneous 0.00%                   
                    
Glencore Finance Canada Ltd. (Canada)†(c)   5.80%   11/15/2016  $669   $ 673,716 
                    
Natural Gas 0.02%                   
                    
Sempra Energy   2.30%   4/1/2017   9,550    9,616,382 
                    
Oil 0.11%                   
                    
CNOOC Nexen Finance 2014 ULC (Canada)(c)   1.625%   4/30/2017   33,470    33,530,982 
Valero Energy Corp.   6.125%   6/15/2017   6,838    7,090,801 
Total                 40,621,783 
                    
Oil: Crude Producers 0.03%                   
                    
ONEOK Partners LP   6.15%   10/1/2016   357    358,115 
Plains All American Pipeline LP/PAA Finance Corp.   6.125%   1/15/2017   3,008    3,057,563 
Tennessee Gas Pipeline Co. LLC   7.50%   4/1/2017   2,250    2,321,827 
Williams Partners LP/Williams Partners Finance Corp.   7.25%   2/1/2017   4,013    4,103,240 
Total                 9,840,745 
                    
Real Estate Investment Trusts 0.10%                   
                    
Equity Commonwealth   6.25%   6/15/2017   17,089    17,292,222 
Highwoods Realty LP   5.85%   3/15/2017   4,333    4,423,638 
Hospitality Properties Trust   5.625%   3/15/2017   14,888    15,172,540 
Liberty Property LP   5.50%   12/15/2016   928    938,928 
Total                 37,827,328 
                    
Steel 0.11%                   
                    
Vale Overseas Ltd. (Brazil)(c)   6.25%   1/23/2017   39,798    40,593,960 
                    
Telecommunications 0.05%                   
                    
Qwest Corp.   6.50%   6/1/2017   9,852    10,196,820 
Telefonica Emisiones SAU (Spain)(c)   6.221%   7/3/2017   9,239    9,603,238 
Total                 19,800,058 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investments  Interest
Rate
    Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
Transportation: Miscellaneous 0.05%                   
                    
Ryder System, Inc.   3.50%   6/1/2017  $ 18,485   $ 18,785,067 
Total Corporate Bonds (cost $371,344,457)                 372,310,442 
                    
REPURCHASE AGREEMENT 0.61%                   
                    
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $78,105,000 of Federal Home Loan Mortgage Corp. at 0.875% due 2/22/2017; 50,000,000 of Federal National Mortgage Assoc. at 5.00% due 2/13/2017 and  98,945,000 of U.S. Treasury Note at 0.625% due 12/31/2016; value: $228,496,594; proceeds: $224,012,396 (cost $224,012,210)   224,012    224,012,210 
Total Short-Term Investments (cost $1,035,840,577)                 1,036,806,562 
Total Investments in Securities 99.92% (cost $36,654,842,009)       36,692,373,667 
Liabilities in Excess of Other Assets(g) 0.08%                 28,911,095 
Net Assets 100.00%               $36,721,284,762 

 

 

BRL Brazilian real.
EUR euro.
ADR American Depositary Receipt.
AGM Assured Guaranty Municipal Corporation.
IO Interest Only.
NPFGC  National Public Finance Guarantee Corporation
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at August 31, 2016.
(a) Defaulted (non-income producing security).
(b) Investment in non-U.S. dollar denominated securities.
(c) Foreign security traded in U.S. dollars.
(d) Security has been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2016.
(e) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at August 31, 2016.
(f) Interest rate to be determined.
(g) Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on credit default swaps, forward foreign currency exchange contracts and futures contracts as follows:

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Credit Default Swaps on Indexes - Sell Protection at  August 31, 2016(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   $124,195   $124,059   $(2,476)  $2,340   $(136)
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   24,700,000    127,817    127,677    (5,629)   5,489    (140)
Markit CMBX.
NA.AAA.2(6)
   .07%  3/15/2049   25,000,000    129,370    129,228    (2,644)   2,502    (142)
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   23,000,000    11,058,236    11,044,413    (361,045)   347,222    (13,823)
Markit CMBX.
NA.AAA.3(6)
   .08%  12/13/2049   23,000,000    11,058,236    11,044,413    (370,409)   356,586    (13,823)
Markit CMBX.
NA.AAA.4(6)
   .35%  2/17/2051   29,500,000    25,032,671    24,989,646    (1,815,129)   1,772,104    (43,025)
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   23,400,000    121,090    120,958    (5,334)   5,202    (132)
Markit CMBX.
NA.AAA.2(7)
   .07%  3/15/2049   49,500,000    256,152    255,872    (11,283)   11,003    (280)
Markit CMBX.
NA.AAA.3(7)
   .08%  12/13/2049   9,900,000    4,759,849    4,753,899    (339,690)   333,740    (5,950)
Markit CMBX.
NA.AAA.2(8)
   .07%  3/15/2049   23,000,000    119,020    118,890    (2,727)   2,597    (130)
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   14,800,000    7,115,735    7,106,840    (543,142)   534,247    (8,895)
Markit CMBX.
NA.AAA.3(8)
   .08%  12/13/2049   24,500,000    11,779,426    11,764,702    (899,427)   884,703    (14,724)
                          $(4,358,935)  $4,257,736   $(101,200)

 

 

* The referenced Index is for Credit Default Swaps on Indexes, which is comprised of a basket of commercial mortgage-backed securities (See Note 2 (n)).
(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(n)).
(4) Total unrealized appreciation on Credit Default Swaps on Indexes amounted to $4,257,736. 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 - SHORT DURATION INCOME FUND August 31, 2016

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
  U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
euro    Sell    Goldman Sachs    11/16/2016    9,696,207    $10,875,411    $10,850,408    $25,003 

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts  Position  Fair Value   Unrealized
Appreciation
 
U.S. 2-Year Treasury Note  December 2016  32,169  Long  $7,022,894,813   $6,980,351 
                    
Type  Expiration  Contracts  Position  Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  December 2016  5,429  Short  $(658,266,250)  $(1,790,810)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Credit Cards  $   $971,079,363   $43,222,550(4)  $1,014,301,913 
Remaining Industries       4,827,099,000        4,827,099,000 
Common Stock   392,134            392,134 
Convertible Bonds                    
Oil           1,240,622(5)   1,240,622 
Retail       30,868,875        30,868,875 
Corporate Bonds       17,348,042,459        17,348,042,459 
Floating Rate Loans(6)                    
Auto Parts: Original Equipment       51,340,903        51,340,903 
Business Services       16,376,043        16,376,043 
Chemicals       67,345,976        67,345,976 
Computer Software       67,625,953        67,625,953 
Containers       60,330,093    35,485,049    95,815,142 
Drugs           6,839,314    6,839,314 
Electric: Power       48,375,902        48,375,902 
Electrical Equipment       176,640,517        176,640,517 
Entertainment       46,367,818        46,367,818 
Financial: Miscellaneous           15,269,998    15,269,998 
Food       64,171,750        64,171,750 
Gaming       102,611,737        102,611,737 
Health Care Products       29,934,575    48,603,910    78,538,485 
Health Care Services       41,998,778    30,035,915    72,034,693 
Household Equipment/Products       22,189,238        22,189,238 
Lodging       184,248,444        184,248,444 
Media       188,966,678        188,966,678 
Miscellaneous           89,357,154    89,357,154 
Oil       31,352,078    10,550,748    41,902,826 
Real Estate Investment Trusts       166,330,361        166,330,361 
Retail       195,549,272        195,549,272 
Technology       33,012,292        33,012,292 
Telecommunications       117,380,966        117,380,966 
Foreign Bonds       10,675,706        10,675,706 
Foreign Government Obligation       4,796,930        4,796,930 
Government Sponsored Enterprises Collateralized Mortgage Obligations       702,424,728        702,424,728 
Government Sponsored Enterprises Pass-Throughs       937,090,957        937,090,957 
Municipal Bonds       241,121,834        241,121,834 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Non-Agency Commercial Mortgage-Backed Securities  $   $7,747,834,219   $724,801,624(4)(7)  $8,472,635,843 
U.S. Treasury Obligations       488,895,084        488,895,084 
Commercial Paper       440,483,910        440,483,910 
Repurchase Agreement       224,012,210        224,012,210 
Total  $392,134   $35,686,574,649   $1,005,406,884   $36,692,373,667 
Other Financial Instruments                    
Credit Default Swaps                    
Assets  $   $   $   $ 
Liabilities       (101,200)       (101,200)
Forward Foreign Currency Exchange Contracts                    
Assets       25,003        25,003 
Liabilities                
Futures Contracts                    
Assets   6,980,351            6,980,351 
Liabilities   (1,790,810)           (1,790,810)
Total  $5,189,541   $(76,197)  $   $5,113,344 

 

 

(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2) See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.
(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4) Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.
(5) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financial Statements.
(6) Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Accounting principles generally accepted in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation.
(7) Non-Agency Commercial Mortgage-Backed Securities categorized as Level 3 investment include A10 Bridge Asset Financing LLC 2015-AA A, Banc of America Re-REMIC Trust 2009-UB1 A4B, Cherrywood SB Commercial Mortgage Loan Trust 2016-1A AFX, Commercial Mortgage Pass-Through Certificates 2016-GCT E, Credit Suisse Mortgage Capital Certificates 2014-RS1 MRA, H/2 Asset Funding 2015-1A-AFL, H/2 Asset Funding 2015-1A-AFX, H/2 Asset Funding 2015-1A-BFX, H/2 Asset Funding 2014-1 Ltd., JPMorgan Chase Commercial Mortgage Securities Trust 2015-UES XA IO, Prima Capital CRE Securization 2006-1, Prima Capital CRE Securization 2015-5A B, Prima Capital Ltd., RBSCF Trust 2009-RR2 CWB, Shops at Crystals Trust 2016-CSTL XA IO.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2016

 

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

 

Investment Type  Asset-Backed Securities   Convertible Bonds   Corporate Bonds   Floating
Rate Loans
   Government Sponsored Enterprises Collateralized Mortgage Obligations   Non-Agency Commercial Mortgage-
Backed
Securities
 
Balance as of December 1, 2015  $34,011,809   $1,240,631   $42,359,519   $260,385,180   $47,033,031   $715,235,787 
Accrued discounts/premiums   (3,606)       (102,051)   112,263        (987,975)
Realized gain (loss)               (212,942)       2,456,788 
Change in unrealized appreciation/depreciation   (49,446)   (9)   (52,468)   1,751,414    337,979    1,381,160 
Purchases   43,275,602            172,194,213        202,148,516 
Sales           (42,205,000)   (124,831,820)       (68,450,006)
Net transfers in or out of Level 3   (34,011,809)           (73,256,220)   (47,371,010)   (126,982,646)
Balance as of August 31, 2016  $43,222,550   $1,240,622   $   $236,142,088   $   $724,801,624 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments   Interest
Rate
   Maturity
Date
   Principal
Amount
(000)
    Fair
Value
 
                   
LONG-TERM INVESTMENTS 106.44%                  
                   
ASSET-BACKED SECURITIES 23.12%                  
                   
Automobiles 12.75%                  
                   
Ally Auto Receivables Trust 2012-5 A4   0.85%  1/16/2018  $347   $347,443 
American Credit Acceptance Receivables Trust 2015-1 C   4.29%  4/12/2021   4,587    4,649,929 
AmeriCredit Automobile Receivables Trust 2012-4 C   1.93%  8/8/2018   704    704,887 
AmeriCredit Automobile Receivables Trust 2013-1 C   1.57%  1/8/2019   1,299    1,300,019 
AmeriCredit Automobile Receivables Trust 2013-5 A3   0.90%  9/10/2018   78    78,087 
AmeriCredit Automobile Receivables Trust 2014-1 A3   0.90%  2/8/2019   1,912    1,910,328 
AmeriCredit Automobile Receivables Trust 2014-1 C   2.15%  3/9/2020   2,615    2,632,850 
AmeriCredit Automobile Receivables Trust 2014-2 A3   0.94%  2/8/2019   2,981    2,977,776 
AmeriCredit Automobile Receivables Trust 2014-4 A3   1.27%  7/8/2019   5,946    5,944,726 
AmeriCredit Automobile Receivables Trust 2015-2 C   2.40%  1/8/2021   12,880    13,023,098 
AmeriCredit Automobile Receivables Trust 2015-3 A3   1.54%  3/9/2020   2,977    2,979,663 
AmeriCredit Automobile Receivables Trust 2016-2 A2A   1.42%  10/8/2019   1,960    1,961,114 
AmeriCredit Automobile Receivables Trust 2016-3 A3   1.46%  5/8/2021   7,453    7,436,400 
Avis Budget Rental Car Funding AESOP LLC 2011-3A A   3.41%  11/20/2017   1,239    1,241,518 
Avis Budget Rental Car Funding AESOP LLC 2011-5A A   3.27%  2/20/2018   2,437    2,448,137 
Avis Budget Rental Car Funding AESOP LLC 2012-2A A   2.802%  5/20/2018   7,474    7,521,867 
Avis Budget Rental Car Funding AESOP LLC 2012-3A A   2.10%  3/20/2019   3,267    3,276,749 
Avis Budget Rental Car Funding AESOP LLC 2013-1A A   1.92%  9/20/2019   6,628    6,620,604 
Avis Budget Rental Car Funding AESOP LLC 2013-2A A   2.97%  2/20/2020   3,109    3,166,201 
Avis Budget Rental Car Funding AESOP LLC 2014-1A A   2.46%  7/20/2020   3,588    3,615,135 
Avis Budget Rental Car Funding AESOP LLC 2014-2A A   2.50%  2/20/2021   6,444    6,489,321 
Avis Budget Rental Car Funding AESOP LLC 2015-1A A   2.50%  7/20/2021   5,880    5,915,422 
Avis Budget Rental Car Funding AESOP LLC 2015-2A A   2.63%  12/20/2021   3,880    3,911,622 
BMW Vehicle Lease Trust 2015-1 A3   1.24%  12/20/2017   6,320    6,326,087 
BMW Vehicle Owner Trust 2013-A A4   1.12%  4/27/2020   921    921,324 
BMW Vehicle Owner Trust 2016-A A4   1.37%  12/25/2022   1,632    1,629,135 
California Republic Auto Receivables Trust 2013-1 A2   1.41%  9/17/2018   199    199,399 
California Republic Auto Receivables Trust 2014-3 B   2.66%  8/17/2020   2,460    2,486,235 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Automobiles (continued)                  
                   
California Republic Auto Receivables Trust 2015-2 A4   1.75%  1/15/2021  $3,483   $3,488,990 
California Republic Auto Receivables Trust 2015-2 B   2.53%  6/15/2021   5,940    5,967,705 
California Republic Auto Receivables Trust 2015-3 B   2.70%  9/15/2021   732    740,660 
California Republic Auto Receivables Trust 2016-1 A2   1.50%  12/17/2018   5,489    5,493,570 
California Republic Auto Receivables Trust 2016-1 A4   2.24%  10/15/2021   10,675    10,812,855 
California Republic Auto Receivables Trust 2016-2 A3   1.56%  7/15/2020   1,162    1,160,915 
California Republic Auto Receivables Trust 2016-2 A4   1.83%  12/15/2021   1,522    1,521,799 
Capital Auto Receivables Asset Trust 2013-4 A3   1.09%  3/20/2018   1,245    1,244,435 
Capital Auto Receivables Asset Trust 2014-3 B   2.35%  7/22/2019   6,127    6,189,491 
Capital Auto Receivables Asset Trust 2015-2 A1A   0.99%  10/20/2017   4,208    4,210,062 
Capital Auto Receivables Asset Trust 2015-2 A2   1.39%  9/20/2018   3,160    3,163,908 
Capital Auto Receivables Asset Trust 2016-2 A3   1.46%  6/22/2020   2,317    2,312,205 
Capital Auto Receivables Asset Trust 2016-2 A4   1.63%  1/20/2021   1,217    1,212,339 
CarFinance Capital Auto Trust 2014-1A A   1.46%  12/17/2018   38    38,203 
Carmax Auto Owner Trust 2013-2 A3   0.64%  1/16/2018   93    92,825 
CarMax Auto Owner Trust 2013-3 A3   0.97%  4/16/2018   2,020    2,018,924 
CarMax Auto Owner Trust 2013-4 A3   0.80%  7/16/2018   1,859    1,858,186 
CarMax Auto Owner Trust 2014-1 A4   1.32%  7/15/2019   2,087    2,090,906 
CarMax Auto Owner Trust 2014-2 A3   0.98%  1/15/2019   561    560,904 
CarMax Auto Owner Trust 2015-2 A2A   0.82%  6/15/2018   712    711,349 
CarMax Auto Owner Trust 2015-2 A3   1.37%  3/16/2020   1,261    1,264,306 
CarMax Auto Owner Trust 2015-4 A3   1.56%  11/16/2020   2,392    2,406,074 
CarMax Auto Owner Trust 2016-1 A2A   1.30%  4/15/2019   4,138    4,142,148 
CarMax Auto Owner Trust 2016-3 A2   1.17%  8/15/2019   4,656    4,652,015 
CarMax Auto Owner Trust 2016-3 A3   1.39%  5/17/2021   4,667    4,663,867 
CarMax Auto Owner Trust 2016-3 A4   1.60%  1/18/2022   5,197    5,174,118 
Chesapeake Funding II LLC 2016-2A A1   1.88%  6/15/2028   5,202    5,197,258 
Chrysler Capital Auto Receivables Trust 2014-AA A3   0.83%  9/17/2018   1,475    1,474,453 
Chrysler Capital Auto Receivables Trust 2014-BA A3   1.27%  5/15/2019   3,327    3,327,378 
Chrysler Capital Auto Receivables Trust 2016-AA A2   1.47%  4/15/2019   2,849    2,851,597 
Chrysler Capital Auto Receivables Trust 2016-AA B   2.88%  2/15/2022   1,265    1,269,853 
CPS Auto Receivables Trust 2016-B D   6.58%  3/15/2022   1,600    1,630,076 
Drive Auto Receivables Trust 2015-AA B   2.28%  6/17/2019   2,321    2,325,052 
Drive Auto Receivables Trust 2015-AA C   3.06%  5/17/2021   1,523    1,541,257 
Drive Auto Receivables Trust 2015-BA B   2.12%  6/17/2019   3,677    3,682,011 
Drive Auto Receivables Trust 2015-CA B   2.23%  9/16/2019   1,514    1,515,761 
Drive Auto Receivables Trust 2015-DA C   3.38%  11/15/2021   3,660    3,712,511 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Automobiles (continued)                  
                   
Drive Auto Receivables Trust 2015-DA D   4.59%  1/17/2023  $3,804   $3,938,900 
Drive Auto Receivables Trust 2016-BA A2   1.38%  8/15/2018   7,708    7,705,805 
Drive Auto Receivables Trust 2016-BA A3   1.67%  7/15/2019   5,298    5,295,636 
Fifth Third Auto Trust 2014-3 A3   0.96%  3/15/2019   423    422,862 
First Investors Auto Owner Trust 2013-2A D   3.58%  6/15/2020   1,661    1,654,531 
First Investors Auto Owner Trust 2015-2A A1   1.59%  12/16/2019   3,863    3,856,234 
Ford Credit Auto Owner Trust 2013-D A3   0.67%  4/15/2018   785    784,267 
Ford Credit Auto Owner Trust 2016-B A2A   1.08%  3/15/2019   6,316    6,314,279 
GM Financial Automobile Leasing Trust 2014-2A A3   1.22%  1/22/2018   2,278    2,279,471 
Harley-Davidson Motorcycle Trust 2015-2 A4   1.66%  12/15/2022   1,946    1,962,331 
Honda Auto Receivables Owner Trust 2013-3 A4   1.13%  9/16/2019   651    650,691 
Honda Auto Receivables Owner Trust 2013-4 A3   0.69%  9/18/2017   1,127    1,126,160 
Honda Auto Receivables Owner Trust 2015-1 A3   1.05%  10/15/2018   620    620,231 
Hyundai Auto Receivables Trust 2012-C A4   0.73%  6/15/2018   186    185,846 
Hyundai Auto Receivables Trust 2013-B A4   1.01%  2/15/2019   2,793    2,791,686 
M&T Bank Auto Receivables Trust 2013-1A A4   1.57%  8/15/2018   4,684    4,691,194 
Mercedes-Benz Auto Lease Trust 2016-A A2A   1.34%  7/16/2018   6,657    6,664,016 
NextGear Floorplan Master Owner Trust 2016-1A A2   2.74%  4/15/2021   4,275    4,276,736 
Nissan Auto Receivables Owner Trust 2013-B A3   0.84%  11/15/2017   631    631,246 
Porsche Financial Auto Securitization Trust 2014-1 A4   1.14%  12/23/2021   11,219    11,224,325 
Porsche Innovative Lease Owner Trust 2014-1 A3   1.03%  11/20/2017   5,778    5,777,075 
Santander Drive Auto Receivables Trust 2014-2 C   2.33%  11/15/2019   2,450    2,470,292 
Santander Drive Auto Receivables Trust 2014-3 C   2.13%  8/17/2020   15,089    15,170,444 
Santander Drive Auto Receivables Trust 2014-4 B   1.82%  5/15/2019   3,267    3,272,151 
Santander Drive Auto Receivables Trust 2014-4 C   2.60%  11/16/2020   4,178    4,225,315 
Santander Drive Auto Receivables Trust 2015-1 C   2.57%  4/15/2021   12,530    12,669,507 
Santander Drive Auto Receivables Trust 2015-5 A3   1.58%  9/16/2019   2,889    2,893,888 
Santander Drive Auto Receivables Trust 2016-2 A2A   1.38%  7/15/2019   2,877    2,878,475 
Santander Drive Auto Receivables Trust 2016-2 B   2.08%  2/16/2021   1,245    1,249,227 
SunTrust Auto Receivables Trust 2015-1A D   3.24%  1/16/2023   4,700    4,658,446 
TCF Auto Receivables Owner Trust 2015-1A A3   1.49%  12/16/2019   8,500    8,500,694 
TCF Auto Receivables Owner Trust 2015-1A B   2.49%  4/15/2021   5,176    5,142,905 
Toyota Auto Receivables 2016-C A4   1.32%  11/15/2021   11,393    11,354,872 
Toyota Auto Receivables Owner Trust 2016-B A2A   1.02%  10/15/2018   3,643    3,640,642 
Wheels SPV 2 LLC 2016-1A A2   1.59%  5/20/2025   5,672    5,662,861 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Automobiles (continued)                  
                   
World Omni Automobile Lease Securitization Trust 2014-A A3   1.16%  9/15/2017  $2,858   $2,858,257 
Total                366,936,540 
                   
Credit Cards 3.10%                  
                   
Capital One Multi-Asset Execution Trust 2014-A1   0.88%#  11/15/2019   11,454    11,459,168 
Capital One Multi-Asset Execution Trust 2014-A2   1.26%  1/15/2020   2,740    2,743,935 
Capital One Multi-Asset Execution Trust 2015-A1   1.39%  1/15/2021   2,404    2,413,575 
Capital One Multi-Asset Execution Trust 2016-A1   0.958%#  2/15/2022   8,733    8,782,548 
Chase Issuance Trust 2014-A1   1.15%  1/15/2019   14,853    14,866,680 
Chase Issuance Trust 2014-A6   1.26%  7/15/2019   5,460    5,469,852 
Chase Issuance Trust 2015-A2   1.59%  2/18/2020   1,814    1,826,024 
Chase Issuance Trust 2016-A5   1.27%  7/15/2021   8,126    8,111,622 
Citibank Credit Card Issuance Trust 2013-A6   1.32%  9/7/2018   8,457    8,457,088 
Citibank Credit Card Issuance Trust 2014-A2   1.02%  2/22/2019   8,388    8,391,549 
Discover Card Execution Note Trust 2013-A5   1.04%  4/15/2019   3,049    3,049,203 
Discover Card Execution Note Trust 2014-A3   1.22%  10/15/2019   10,433    10,445,553 
Synchrony Credit Card Master Note Trust 2016-2 B   2.55%  5/15/2024   3,296    3,350,597 
Total                89,367,394 
                   
Home Equity 0.04%                  
                   
New Century Home Equity Loan Trust 2005-A A6   4.954%  8/25/2035   1,063    1,071,476 
                   
Other 7.23%                  
                   
Ally Master Owner Trust 2012-4 A   1.72%  7/15/2019   5,060    5,077,734 
Ally Master Owner Trust 2012-5 A   1.54%  9/15/2019   7,011    7,033,135 
Ally Master Owner Trust 2014-4 A2   1.43%  6/17/2019   9,129    9,144,967 
Ally Master Owner Trust 2014-5 A2   1.60%  10/15/2019   6,860    6,878,206 
ALM XIV Ltd. 2014-14A A1   2.064%#  7/28/2026   7,000    7,003,183 
Ares IIIR/IVR CLO Ltd. 2007-3RA A2   0.853%#  4/16/2021   679    675,857 
Ballyrock CLO Ltd. 2016-1A A†(a)   2.406%#  10/15/2028   7,000    7,000,000 
Carlyle Global Market Strategies CLO Ltd. 2013-4A A2R   2.162%#  10/15/2025   9,650    9,663,025 
Carlyle Global Market Strategies CLO Ltd. 2015-2A A1   2.104%#  4/27/2027   6,550    6,559,864 
Cent CLO Ltd. 2013-18A A   1.758%#  7/23/2025   1,130    1,118,989 
CNH Equipment Trust 2014-C A3   1.05%  11/15/2019   1,888    1,885,731 
CNH Equipment Trust 2015-B A4   1.89%  4/15/2022   2,430    2,450,726 
Dell Equipment Finance Trust 2015-2 A3   1.72%  9/22/2020   1,647    1,649,797 
Dell Equipment Finance Trust 2016-1 A3   1.65%  7/22/2021   533    531,471 
Diamond Resorts Owner Trust 2015-2 A   2.99%  5/22/2028   960    962,000 
Engs Commercial Finance Trust 2015-1A A2   2.31%  10/22/2021   6,922    6,926,639 
Ford Credit Floorplan Master Owner Trust 2012-2 A   1.92%  1/15/2019   5,350    5,366,227 
Ford Credit Floorplan Master Owner Trust 2014-1 A1   1.20%  2/15/2019   4,732    4,734,269 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Other (continued)                  
                   
GMF Floorplan Owner Revolving Trust 2015-1 B   1.97%  5/15/2020  $2,219   $2,216,659 
Goldentree Loan Opportunities VI Ltd. 2012-6A A   1.933%#  4/17/2022   1,947    1,943,070 
Grayson CLO Ltd. 2006-1A A1A   0.882%#  11/1/2021   608    603,112 
Hempstead CLO LP 2013-1A A1   2.128%#  1/15/2026   6,000    6,006,686 
Jackson Mill CLO Ltd. 2015-1A A   2.168%#  4/15/2027   8,300    8,310,075 
JFIN Revolver CLO 2013-1A A   1.884%#  1/20/2021   793    795,226 
JFIN Revolver CLO Ltd. 2014-2A A2   1.936%#  2/20/2022   3,479    3,487,721 
JFIN Revolver CLO Ltd. 2015-3A A1   2.134%#  4/20/2023   4,557    4,563,299 
John Deere Owner Trust 2014-A A3   0.92%  4/16/2018   1,259    1,257,793 
KKR CLO Ltd. 11-A   2.148%#  4/15/2027   8,000    8,009,298 
KKR CLO Ltd. 15-A1A†(a)   2.353%#  10/18/2028   5,905    5,905,000 
Leaf Receivables Funding 10 LLC 2015-1 A4   2.03%  8/17/2020   3,130    3,133,616 
Leaf Receivables Funding 11 LLC 2016-1 A1   1.00%  6/15/2017   6,373    6,373,177 
Macquarie Equipment Funding Trust 2014-A A3   1.23%  7/20/2021   4,810    4,805,574 
Marathon CLO IV Ltd. 2012-4A A1   2.026%#  5/20/2023   4,265    4,270,582 
MMAF Equipment Finance LLC 2016-AA A5   2.21%  12/15/2032   2,100    2,108,081 
NCF Dealer Floorplan Master Trust 2016-1A B   6.012%#  3/21/2022   1,100    1,075,231 
NCF Dealer Floorplan Master Trust 2016-1A C   9.012%#  3/21/2022   4,524    4,479,397 
Nissan Master Owner Trust Receivables 2016-A A2   1.54%  6/15/2021   3,790    3,774,871 
NZCG Funding Ltd. 2015-2A A1   2.184%#  4/27/2027   4,670    4,678,074 
Oaktree CLO Ltd. 2014-2A A1A   2.164%#  10/20/2026   4,000    4,004,440 
Oaktree EIF I Series Ltd. 2015-A1 B   3.233%#  10/18/2027   5,750    5,827,339 
Octagon Investment Partners XIX Ltd. 2014-1A A   2.148%#  4/15/2026   3,378    3,381,798 
OneMain Financial Issuance Trust 2016-1A A   3.66%  2/20/2029   1,983    2,026,833 
OZLM Funding Ltd. 2012-1A A2R   2.985%#  7/22/2027   2,000    2,005,493 
OZLM VIII Ltd. 2014-8A A1A   2.073%#  10/17/2026   3,010    3,008,554 
Shackleton CLO Ltd. 2014-5A A   2.132%#  5/7/2026   350    350,860 
Sheridan Square CLO Ltd. 2013-1A A1   1.678%#  4/15/2025   3,900    3,869,100 
SLM Private Education Loan Trust 2010-A 2A   3.731%#  5/16/2044   1,954    2,016,523 
SLM Private Education Loan Trust 2012-A A1   1.881%#  8/15/2025   224    224,815 
SLM Private Education Loan Trust 2012-E A1   1.231%#  10/16/2023   1,167    1,165,585 
Sound Point CLO IV Ltd. 2013-3A A   2.005%#  1/21/2026   9,000    8,977,810 
Stone Tower CLO VI Ltd. 2007-6A A2B   0.953%#  4/17/2021   1,161    1,156,292 
Tryon Park CLO Ltd. 2013-1A A1   1.748%#  7/15/2025   5,000    4,966,389 
Venture XVIII CLO Ltd. 2014-18A A   2.078%#  10/15/2026   2,250    2,248,457 
Westchester CLO Ltd. 2007-1A A1A   0.862%#  8/1/2022   514    511,676 
Total                208,200,326 
Total Asset-Backed Securities (cost $664,549,032)          665,575,736 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments              Shares
(000)
   Fair
Value
 
                     
COMMON STOCK 0.00%                      
                       
Oil                      
                       
OGX Petroleo e Gas SA ADR                      
(cost $41,276)               27   $21,778 
                       
   Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
     
                   
CONVERTIBLE BONDS 0.00%                  
                   
Oil                  
                   
Oleo e Gas Participacoes SA(b)(c)   10.00%  9/1/2016  BRL17    30,477 
Oleo e Gas Participacoes SA(b)(c)   10.00%  9/1/2016  BRL22    38,359 
                   
Total Convertible Bonds (cost $123,390)                68,836 
                   
CORPORATE BONDS 27.54%                  
                   
Air Transportation 0.07%                  
                   
Air Canada (Canada)†(d)   7.75%  4/15/2021  $458    484,908 
American Airlines 2013-2 Class B Pass-Through Trust   5.60%  1/15/2022   1,554    1,630,078 
Total                2,114,986 
                   
Auto Parts: Original Equipment 0.11%                  
                   
International Automotive Components Group SA (Luxembourg)†(d)   9.125%  6/1/2018   1,446    1,436,963 
MPG Holdco I, Inc.   7.375%  10/15/2022   1,634    1,692,203 
Total                3,129,166 
                   
Automotive 0.60%                  
                   
Ford Motor Co.   6.375%  2/1/2029   1,489    1,816,751 
Ford Motor Co.   7.45%  7/16/2031   2,973    4,050,341 
General Motors Co.   6.60%  4/1/2036   9,142    11,306,551 
Total                17,173,643 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Banks: Regional 4.18%                  
                   
Banco de Bogota SA (Colombia)†(d)   6.25%  5/12/2026  $2,805   $2,987,325 
Banco de Credito e Inversiones (Chile)†(d)   4.00%  2/11/2023   361    382,725 
Banco Nacional de Comercio Exterior SNC (Mexico)†(d)   4.375%  10/14/2025   1,000    1,070,000 
Bank of America Corp.   3.95%  4/21/2025   2,550    2,660,968 
Bank of America Corp.   4.20%  8/26/2024   9,308    9,896,964 
Bank of America Corp.   4.25%  10/22/2026   3,211    3,410,917 
Bank of America Corp.   4.45%  3/3/2026   2,000    2,158,034 
BBVA Banco Continental SA (Peru)†(d)   5.25%  9/22/2029   1,100    1,193,500 
Citigroup, Inc.   4.45%  9/29/2027   941    994,859 
Citigroup, Inc.   5.50%  9/13/2025   6,297    7,152,151 
Citigroup, Inc.   5.875%  2/22/2033   3,113    3,703,300 
Discover Bank/Greenwood DE   3.45%  7/27/2026   5,182    5,224,959 
Goldman Sachs Group, Inc. (The)   6.25%  2/1/2041   2,098    2,785,842 
Goldman Sachs Group, Inc. (The)   6.75%  10/1/2037   8,121    10,389,212 
Intesa Sanpaolo SpA (Italy)†(d)   5.71%  1/15/2026   3,251    3,192,849 
JPMorgan Chase & Co.   3.90%  7/15/2025  8,027   8,710,371 
JPMorgan Chase & Co.   4.25%  10/1/2027   4,004    4,337,221 
Lloyds Banking Group plc (United Kingdom)†(d)   4.582%  12/10/2025   4,425    4,551,148 
Macquarie Bank Ltd. (Australia)†(d)   4.875%  6/10/2025   3,715    3,957,790 
Macquarie Bank Ltd. (Australia)†(d)   6.625%  4/7/2021   2,775    3,197,388 
Morgan Stanley   3.125%  7/27/2026   7,134    7,232,685 
Morgan Stanley   4.00%  7/23/2025   2,525    2,734,118 
Morgan Stanley   7.25%  4/1/2032   523    729,395 
Popular, Inc.   7.00%  7/1/2019   1,086    1,126,725 
Santander UK Group Holdings plc (United Kingdom)†(d)   4.75%  9/15/2025   5,755    5,801,316 
Santander UK plc (United Kingdom)(d)   7.95%  10/26/2029   4,504    5,719,805 
UBS Group Funding Jersey Ltd. (Jersey)†(d)   4.125%  4/15/2026   7,197    7,615,103 
Wells Fargo & Co.   4.10%  6/3/2026   5,215    5,672,741 
Wells Fargo Bank NA   5.85%  2/1/2037   1,422    1,810,789 
Total                120,400,200 
                   
Beverages 0.71%                  
                   
Anheuser-Busch InBev Finance, Inc.   4.70%  2/1/2036   11,613    13,520,249 
Central American Bottling Corp. (Guatemala)†(d)   6.75%  2/9/2022   4,671    4,869,518 
JB y Cia SA de CV (Mexico)†(d)   3.75%  5/13/2025   1,900    1,972,916 
Total                20,362,683 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Biotechnology Research & Production 0.33%                  
                   
Amgen, Inc.   4.95%  10/1/2041  $975   $1,116,180 
Amgen, Inc.   6.40%  2/1/2039   6,223    8,241,654 
Total                9,357,834 
                   
Building Materials 0.33%                  
                   
Standard Industries, Inc.   5.50%  2/15/2023   1,758    1,874,468 
Standard Industries, Inc.   6.00%  10/15/2025   6,892    7,589,815 
Total                9,464,283 
                   
Business Services 0.05%                  
                   
Mersin Uluslararasi Liman Isletmeciligi AS (Turkey)†(d)   5.875%  8/12/2020   1,500    1,578,750 
                   
Chemicals 0.68%                  
                   
Blue Cube Spinco, Inc.   10.00%  10/15/2025   7,341    8,754,142 
GCP Applied Technologies, Inc.   9.50%  2/1/2023   603    691,943 
Grupo Idesa SA de CV (Mexico)†(d)   7.875%  12/18/2020   2,400    2,496,000 
Mexichem SAB de CV (Mexico)†(d)   4.875%  9/19/2022   1,364    1,498,190 
Montell Finance Co. BV (Netherlands)†(d)   8.10%  3/15/2027   3,956    5,336,391 
Valvoline, Inc.   5.50%  7/15/2024   735    773,220 
Total                19,549,886 
                   
Computer Hardware 0.68%                  
                   
Denali International LLC/Denali Finance Corp.   5.625%  10/15/2020  2,750   2,877,188 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   6.02%  6/15/2026   3,682    3,946,651 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   7.125%  6/15/2024   1,867    2,025,027 
Diamond 1 Finance Corp./Diamond 2 Finance Corp.   8.10%  7/15/2036   2,521    2,936,143 
Hewlett-Packard Enterprise Co.   4.90%  10/15/2025   7,284    7,800,326 
Total                19,585,335 
                   
Containers 0.05%                  
                   
Coveris Holdings SA (Luxembourg)†(d)   7.875%  11/1/2019   1,450    1,486,250 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Diversified 0.11%                  
                   
Argos Merger Sub, Inc.   7.125%  3/15/2023  $2,300   $2,423,625 
KOC Holding AS (Turkey)†(d)   5.25%  3/15/2023   625    646,031 
Total                3,069,656 
                   
Drugs 0.86%                  
                   
AbbVie, Inc.   4.30%  5/14/2036   3,907    4,142,858 
Actavis Funding SCS (Luxembourg)(d)   4.55%  3/15/2035   2,750    2,970,954 
Express Scripts Holding Co.   4.80%  7/15/2046   3,455    3,680,332 
Express Scripts Holding Co.   6.125%  11/15/2041   1,446    1,826,944 
Forest Laboratories LLC   5.00%  12/15/2021   6,978    7,845,903 
Mylan NV   3.95%  6/15/2026   4,016    4,149,363 
Total                24,616,354 
                   
Electric: Power 1.02%                  
                   
AES Gener SA (Chile)†(d)   5.00%  7/14/2025   400    415,680 
Appalachian Power Co.   7.00%  4/1/2038   3,000    4,165,323 
Cleco Corporate Holdings LLC   3.743%  5/1/2026   3,587    3,777,857 
Dominion Resources, Inc.   7.00%  6/15/2038   1,707    2,391,270 
Emera US Finance LP   3.55%  6/15/2026   3,658    3,860,935 
Exelon Generation Co. LLC   5.60%  6/15/2042   2,500    2,682,510 
Exelon Generation Co. LLC   6.25%  10/1/2039   4,230    4,883,903 
Massachusetts Electric Co.   4.004%  8/15/2046   3,105    3,254,086 
Origin Energy Finance Ltd. (Australia)†(d)   3.50%  10/9/2018   1,500    1,522,146 
PPL Electric Utilities Corp.   5.20%  7/15/2041   1,340    1,706,096 
Red Oak Power LLC   8.54%  11/30/2019   743    746,884 
Total                29,406,690 
                   
Engineering & Contracting Services 0.11%                  
                   
China Railway Resources Huitung Ltd. (Hong Kong)(d)   3.85%  2/5/2023   2,849    3,027,290 
                   
Entertainment 0.12%                  
                   
CCM Merger, Inc.   9.125%  5/1/2019   1,658    1,739,126 
Eldorado Resorts, Inc.   7.00%  8/1/2023   665    704,900 
Mohegan Tribal Gaming Authority   11.00%  9/15/2018  1,005   1,012,709 
Total                3,456,735 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                
Financial Services 1.01%                  
                   
Affiliated Managers Group, Inc.   3.50%  8/1/2025  $789   $789,566 
Affiliated Managers Group, Inc.   4.25%  2/15/2024   758    800,533 
Ally Financial, Inc.   8.00%  11/1/2031   1,822    2,291,165 
International Lease Finance Corp.   5.875%  4/1/2019   8,844    9,562,575 
Lazard Group LLC   6.85%  6/15/2017   379    393,569 
Nationstar Mortgage LLC/Nationstar Capital Corp.   7.875%  10/1/2020   2,265    2,293,313 
Navient Corp.   6.625%  7/26/2021   1,187    1,227,061 
Neuberger Berman Group LLC/Neuberger Berman Finance Corp.   5.875%  3/15/2022   3,694    3,855,613 
OM Asset Management plc (United Kingdom)(d)   4.80%  7/27/2026   3,066    3,084,972 
Scottrade Financial Services, Inc.   6.125%  7/11/2021   4,363    4,696,756 
Total                28,995,123 
                   
Food 0.22%                  
                   
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC   5.75%  3/15/2025   2,735    2,837,562 
Gruma SAB de CV (Mexico)†(d)   4.875%  12/1/2024   1,100    1,230,625 
Kraft Heinz Foods Co.   6.875%  1/26/2039   1,659    2,338,452 
Total                6,406,639 
                   
Health Care Services 0.23%                  
                   
Acadia Healthcare Co., Inc.   5.625%  2/15/2023   1,000    1,022,500 
Acadia Healthcare Co., Inc.   6.50%  3/1/2024   316    332,985 
Aetna, Inc.   4.25%  6/15/2036   2,531    2,641,972 
HCA, Inc.   7.50%  11/6/2033   880    968,000 
IASIS Healthcare LLC/IASIS Capital Corp.   8.375%  5/15/2019   396    360,855 
MPH Acquisition Holdings LLC   7.125%  6/1/2024   627    675,592 
Surgical Care Affiliates, Inc.   6.00%  4/1/2023   587    619,285 
Total                6,621,189 
                   
Household Equipment/Products 0.12%                  
                   
Central Garden & Pet Co.   6.125%  11/15/2023   3,250    3,505,938 
                   
Insurance 0.58%                  
                   
CNO Financial Group, Inc.   5.25%  5/30/2025   1,441    1,437,397 
MGIC Investment Corp.   5.75%  8/15/2023   2,056    2,158,800 
Teachers Insurance & Annuity Association of America   4.90%  9/15/2044   5,838    6,678,363 
Trinity Acquistion plc (United Kingdom)(d)   4.40%  3/15/2026   3,450    3,639,816 
Willis North America, Inc.   7.00%  9/29/2019   2,555    2,872,625 
Total                16,787,001 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Investment Management Companies 0.03%                  
                   
GrupoSura Finance SA   5.50%  4/29/2026  $750   $812,813 
                   
Leisure 0.37%                  
                   
Carnival plc (United Kingdom)(d)   7.875%  6/1/2027  3,957   5,078,224 
Royal Caribbean Cruises Ltd.   7.50%  10/15/2027   4,590    5,565,375 
Total                10,643,599 
                   
Lodging 0.44%                  
                   
Caesar’s Entertainment Resort Properties LLC/Caesar’s Entertainment Resort Properties Finance, Inc.   11.00%  10/1/2021   735    761,644 
Starwood Hotels & Resorts Worldwide, Inc.   4.50%  10/1/2034   3,250    3,389,776 
Sugarhouse HSP Gaming Prop. Mezz. LP/Sugarhouse HSP Gaming Finance Corp.   6.375%  6/1/2021   1,220    1,229,150 
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.   5.375%  3/15/2022   6,938    7,224,192 
Total                12,604,762 
                   
Machinery: Agricultural 0.07%                  
                   
Reynolds American, Inc.   8.125%  5/1/2040   1,400    2,025,881 
                   
Machinery: Industrial/Specialty 0.07%                  
                   
SPX FLOW, Inc.   5.625%  8/15/2024   2,019    2,079,570 
                   
Manufacturing 0.23%                  
                   
Gates Global LLC/Gates Global Co.   6.00%  7/15/2022   3,480    3,323,400 
Trinity Industries, Inc.   4.55%  10/1/2024   3,221    3,200,895 
Total                6,524,295 
                   
Media 2.55%                  
                   
21st Century Fox America, Inc.   6.20%  12/15/2034   1,560    1,991,811 
21st Century Fox America, Inc.   6.90%  8/15/2039   3,664    4,990,701 
Cablevision SA (Argentina)†(d)   6.50%  6/15/2021   350    365,750 
Cablevision Systems Corp.   5.875%  9/15/2022   2,630    2,485,350 
CCO Holdings LLC/CCO Holdings Capital Corp.   5.75%  2/15/2026   1,732    1,857,570 
Charter Communications Operating LLC/Charter Communications Operating Capital   6.384%  10/23/2035   4,432    5,314,690 
Comcast Corp.   6.95%  8/15/2037   3,199    4,724,395 
Cox Communications, Inc.   8.375%  3/1/2039   3,839    4,940,517 
CSC Holdings LLC   10.875%  10/15/2025   1,648    1,936,400 
Discovery Communications LLC   6.35%  6/1/2040   3,281    3,484,399 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                
Media (continued)                  
                   
Globo Comunicacao e Participacoes SA (Brazil)†(d)   4.875%  4/11/2022  $3,825   $4,001,906 
Globo Comunicacao e Participacoes SA (Brazil) (7.25% after 5/11/2017)†~(d)   5.307%  5/11/2022   3,550    3,629,875 
Grupo Televisa SAB (Mexico)(d)   6.625%  1/15/2040   2,216    2,734,453 
Myriad International Holdings BV (Netherlands)†(d)   5.50%  7/21/2025   2,500    2,650,000 
SFR Group SA (France)†(d)   6.00%  5/15/2022   1,666    1,708,900 
Time Warner Cable, Inc.   7.30%  7/1/2038   9,023    11,755,264 
Time Warner, Inc.   7.625%  4/15/2031   3,204    4,524,269 
Univision Communications, Inc.   5.125%  2/15/2025   524    549,545 
Univision Communications, Inc.   8.50%  5/15/2021   1,776    1,847,944 
Viacom, Inc.   4.85%  12/15/2034  285   288,607 
Viacom, Inc.   6.875%  4/30/2036   3,034    3,557,620 
VTR Finance BV (Netherlands)†(d)   6.875%  1/15/2024   3,890    4,093,058 
Total                73,433,024 
                   
Metals & Minerals: Miscellaneous 1.17%                  
                   
Aleris International, Inc.   9.50%  4/1/2021   1,543    1,697,300 
Barrick Gold Corp. (Canada)(d)   4.10%  5/1/2023   250    269,527 
Barrick International Barbados Corp. (Barbados)†(d)   6.35%  10/15/2036   1,711    1,981,456 
Coeur Mining, Inc.   7.875%  2/1/2021   1,546    1,534,405 
Corp. Nacional del Cobre de Chile (Chile)†(d)   4.50%  9/16/2025   7,800    8,258,671 
Glencore Finance Canada Ltd. (Canada)†(d)   6.00%  11/15/2041   3,437    3,430,855 
Glencore Funding LLC   4.625%  4/29/2024   453    460,928 
Goldcorp, Inc. (Canada)(d)   5.45%  6/9/2044   2,399    2,632,670 
MMC Norilsk Nickel OJSC via MMC Finance Ltd. (Ireland)†(d)   6.625%  10/14/2022   3,260    3,675,601 
New Gold, Inc. (Canada)†(d)   6.25%  11/15/2022   3,704    3,842,900 
New Gold, Inc. (Canada)†(d)   7.00%  4/15/2020   69    71,415 
Teck Resources Ltd. (Canada)(d)   4.75%  1/15/2022   6,259    5,885,400 
Total                33,741,128 
                   
Natural Gas 0.39%                  
                   
Black Hills Gas LLC   5.90%  4/1/2017   3,984    4,052,178 
Dominion Gas Holdings LLC   4.60%  12/15/2044   4,920    5,365,270 
GNL Quintero SA (Chile)†(d)   4.634%  7/31/2029   1,650    1,722,686 
Total                11,140,134 
                   
Oil 2.14%                  
                   
Afren plc (United Kingdom)†(b)(d)   10.25%  4/8/2019   2,537    9,768 
Apache Corp.   6.00%  1/15/2037   2,213    2,551,020 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                
Oil (continued)                  
                   
Carrizo Oil & Gas, Inc.   7.50%  9/15/2020  $563   $579,890 
CNOOC Finance 2012 Ltd. (Hong Kong)†(d)   3.875%  5/2/2022   8,360    8,973,047 
Eni SpA (Italy)†(d)   5.70%  10/1/2040   10,550    11,262,009 
Gazprom OAO via Gaz Capital SA (Luxembourg)†(d)   4.95%  2/6/2028   1,300    1,305,214 
Helmerich & Payne International Drilling Co.   4.65%  3/15/2025   522    556,008 
Hilcorp Energy I LP/Hilcorp Finance Co.   7.625%  4/15/2021   3,417    3,519,510 
Kerr-McGee Corp.   7.125%  10/15/2027   1,000    1,106,924 
Kerr-McGee Corp.   7.875%  9/15/2031   2,702    3,280,452 
LUKOIL International Finance BV (Netherlands)†(d)   4.563%  4/24/2023   2,970    3,072,115 
LUKOIL International Finance BV (Netherlands)†(d)   6.656%  6/7/2022   500    571,080 
MEG Energy Corp. (Canada)†(d)   6.375%  1/30/2023   289    226,865 
MEG Energy Corp. (Canada)†(d)   7.00%  3/31/2024   2,753    2,229,930 
Murphy Oil Corp.   6.875%  8/15/2024   611    639,729 
OGX Austria GmbH (Austria)†(b)(d)   8.50%  6/1/2018   1,730    35 
PDC Energy, Inc.   7.75%  10/15/2022   2,871    3,028,905 
Petrobras Global Finance BV (Netherlands)(d)   4.375%  5/20/2023   2,346    2,051,833 
Petroleos Mexicanos (Mexico)(d)   4.50%  1/23/2026   4,500    4,518,000 
Shell International Finance BV (Netherlands)(d)   6.375%  12/15/2038  1,058   1,458,543 
Sinopec Group Overseas Development 2013 Ltd.   4.375%  10/17/2023   1,548    1,724,977 
Tengizchevroil Finance Co. International Ltd.   4.00%  8/15/2026   2,900    2,897,100 
Valero Energy Corp.   10.50%  3/15/2039   1,753    2,727,731 
YPF SA (Argentina)†(d)   8.50%  7/28/2025   3,147    3,385,857 
Total                61,676,542 
                   
Oil: Crude Producers 1.81%                  
                   
Enbridge Energy Partners LP   9.875%  3/1/2019   4,721    5,513,373 
Energy Transfer Partners LP   6.125%  12/15/2045   770    829,718 
Energy Transfer Partners LP   6.625%  10/15/2036   1,260    1,368,214 
Energy Transfer Partners LP   7.50%  7/1/2038   4,526    5,342,920 
Enterprise Products Operating LLC   7.55%  4/15/2038   2,773    3,701,534 
Gulfstream Natural Gas System LLC   4.60%  9/15/2025   2,266    2,387,804 
IFM US Colonial Pipeline 2 LLC   6.45%  5/1/2021   3,850    4,338,373 
Kinder Morgan Energy Partners LP   7.40%  3/15/2031   1,900    2,144,676 
Kinder Morgan Energy Partners LP   7.50%  11/15/2040   405    481,649 
Kinder Morgan, Inc.   7.75%  1/15/2032   5,466    6,614,784 
Kinder Morgan, Inc.   7.80%  8/1/2031   1,138    1,396,557 
Regency Energy Partners LP/Regency Energy Finance Corp.   5.875%  3/1/2022   3,240    3,560,971 
Ruby Pipeline LLC   6.00%  4/1/2022   3,557    3,690,405 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Oil: Crude Producers (continued)                  
                   
Tennessee Gas Pipeline Co. LLC   8.375%  6/15/2032  $1,527   $1,924,371 
Transportadora de Gas Internacional SA ESP (Colombia)†(d)   5.70%  3/20/2022   2,634    2,767,280 
Williams Cos., Inc. (The)   8.75%  3/15/2032   4,986    6,182,640 
Total                52,245,269 
                   
Oil: Integrated Domestic 0.60%                  
                   
FTS International, Inc.   8.153%#  6/15/2020   3,122    2,544,430 
Halliburton Co.   6.70%  9/15/2038   613    794,605 
Halliburton Co.   7.45%  9/15/2039   1,347    1,891,311 
National Oilwell Varco, Inc.   2.60%  12/1/2022   1,820    1,716,127 
Oceaneering International, Inc.   4.65%  11/15/2024   2,781    2,790,736 
Trinidad Drilling Ltd. (Canada)†(d)   7.875%  1/15/2019   3,216    2,974,800 
Weatherford International Ltd.   9.875%  3/1/2039   4,749    4,582,785 
Total                17,294,794 
                   
Paper & Forest Products 0.42%                  
                   
Georgia-Pacific LLC   8.875%  5/15/2031   7,478    11,948,019 
                   
Real Estate Investment Trusts 1.32%                  
                   
CBRE Services, Inc.   5.25%  3/15/2025   568    613,928 
Communications Sales & Leasing, Inc./CSL Capital LLC   8.25%  10/15/2023   3,912    4,097,820 
EPR Properties   5.25%  7/15/2023   6,862    7,359,941 
Equinix, Inc.   5.375%  4/1/2023   6,578    6,989,125 
Equinix, Inc.   5.875%  1/15/2026   1,329    1,451,095 
Kilroy Realty LP   6.625%  6/1/2020   517    593,077 
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.   5.625%  5/1/2024   1,245    1,353,938 
Omega Healthcare Investors, Inc.   4.95%  4/1/2024   665    696,830 
Omega Healthcare Investors, Inc.   5.875%  3/15/2024   2,853    2,985,607 
PLA Administradora Industrial S de RL de CV (Mexico)†(d)   5.25%  11/10/2022   2,483    2,613,358 
VEREIT Operating Partnership LP   3.00%  2/6/2019   9,042    9,153,036 
Total                37,907,755 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Retail 0.38%                  
                   
New Albertson’s, Inc.   7.45%  8/1/2029  $1,297   $1,284,030 
Pacific Emerald Pte Ltd. (Singapore)(d)   9.75%  7/25/2018   775    819,562 
PVH Corp.   7.75%  11/15/2023   2,290    2,644,950 
Tops Holding LLC/Top Markets II Corp.   8.00%  6/15/2022   3,034    2,738,185 
Walgreens Boots Alliance, Inc.   4.50%  11/18/2034   3,252    3,543,734 
Total                11,030,461 
                   
Retail: Specialty 0.04%                  
                   
Revlon Escrow Corp.   6.25%  8/1/2024   1,097    1,143,623 
                   
Savings & Loan 0.08%                  
                   
First Niagara Financial Group, Inc.   7.25%  12/15/2021   1,995    2,444,719 
                   
Technology 0.77%                  
                   
Alibaba Group Holding Ltd. (China)(d)   3.60%  11/28/2024   5,900    6,206,711 
Amazon.com, Inc.   4.80%  12/5/2034   10,162    12,242,629 
Baidu, Inc. (China)(d)   3.50%  11/28/2022   200    211,320 
Tencent Holdings Ltd. (China)†(d)   3.375%  5/2/2019   3,500    3,633,630 
Total                22,294,290 
                   
Telecommunications 2.04%                  
                   
AT&T, Inc.   6.00%  8/15/2040   9,767    11,939,620 
AT&T, Inc.   6.50%  9/1/2037   5,375    7,012,117 
Digicel Group Ltd. (Jamaica)†(d)   7.125%  4/1/2022   2,000    1,630,000 
Digicel Ltd. (Jamaica)†(d)   6.75%  3/1/2023   1,077    988,148 
Frontier Communications Corp.   7.625%  4/15/2024   1,445    1,365,525 
Frontier Communications Corp.   9.25%  7/1/2021   5,522    5,998,272 
Frontier Communications Corp.   11.00%  9/15/2025   2,289    2,480,704 
GTH Finance BV (Netherlands)†(d)   7.25%  4/26/2023   750    810,787 
Millicom International Cellular SA (Luxembourg)†(d)   4.75%  5/22/2020   2,500    2,538,125 
MTN Mauritius Investment Ltd. (Mauritius)†(d)   4.755%  11/11/2024   1,865    1,822,553 
Ooredoo International Finance Ltd.   3.75%  6/22/2026   1,800    1,894,689 
T-Mobile USA, Inc.   6.00%  3/1/2023   6,396    6,804,001 
T-Mobile USA, Inc.   6.542%  4/28/2020   2,766    2,859,352 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                
Telecommunications (continued)                  
                   
Verizon Communications, Inc.   4.40%  11/1/2034  $3,073   $3,277,963 
Verizon Communications, Inc.   5.05%  3/15/2034   2,289    2,617,833 
Verizon Communications, Inc.   5.85%  9/15/2035   2,272    2,847,557 
Verizon Communications, Inc.   6.40%  9/15/2033   1,500    1,965,459 
Total                58,852,705 
                   
Transportation: Miscellaneous 0.12%                  
                   
Autoridad del Canal de Panama (Panama)†(d)   4.95%  7/29/2035  200    225,000 
Florida East Coast Holdings Corp.   6.75%  5/1/2019   3,193    3,304,755 
Total                3,529,755 
                   
Utilities 0.18%                  
                   
Aquarion Co.   4.00%  8/15/2024   4,791    5,071,302 
                   
Utilities: Electrical 0.15%                  
                   
Tennessee Valley Authority   3.50%  12/15/2042   3,740    4,181,301 
Total Corporate Bonds (cost $762,635,296)                792,721,372 
                   
FLOATING RATE LOANS(e) 0.22%                  
                   
Electrical Equipment 0.01%                  
                   
MKS Instruments, Inc. 2016 Term Loan B   4.25%  5/1/2023   200    202,451 
                   
Food 0.05%                  
                   
Amplify Snack Brands, Inc. Term Loan   6.50%  9/2/2023   1,357    1,351,348 
                   
Gaming 0.06%                  
                   
Seminole Tribe of Florida Initial Term Loan   3.00%  4/29/2020   1,693    1,699,924 
                   
Oil 0.04%                  
                   
Chesapeake Energy Corp. Class A Term Loan   8.50%  8/23/2021   1,250    1,293,231 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Retail 0.06%                  
                   
J. Crew Group, Inc. Initial Term Loan   4.00%  3/5/2021  $2,388   $1,899,484 
Total Floating Rate Loans (cost $6,401,122)                6,446,438 
                   
FOREIGN BONDS(c) 0.08%                  
                   
Brazil 0.02%                  
                   
BRF SA   7.75%  5/22/2018  BRL 2,500    709,348 
                   
Mexico 0.06%                  
                   
Red de Carreteras de Occidente S.A.P.I.B. de CV   9.00%  6/10/2028  MXN 31,250    1,726,264 
Total Foreign Bonds (cost $3,748,146)                2,435,612 
                   
FOREIGN GOVERNMENT OBLIGATIONS 3.07%              
               
Argentina 0.24%                  
                   
Provincia de Mendoza†(d)   8.375%  5/19/2024  $2,850    3,006,750 
Provincia of Neuquen†(d)   8.625%  5/12/2028   1,500    1,620,000 
Republic of Argentina†(d)   7.625%  4/22/2046   150    169,875 
Republic of Argentina(d)   8.28%  12/31/2033   1,901    2,191,091 
Total                6,987,716 
                   
Bahamas 0.08%                  
                   
Commonwealth of Bahamas†(d)   6.95%  11/20/2029   1,943    2,268,452 
                   
Bermuda 0.10%                  
                   
Government of Bermuda   5.603%  7/20/2020   2,646    2,963,520 
                   
Brazil 0.14%                  
                   
Federal Republic of Brazil(d)   4.25%  1/7/2025   1,000    1,001,250 
Federal Republic of Brazil(d)   5.00%  1/27/2045   1,000    935,000 
Federal Republic of Brazil†(d)   5.333%  2/15/2028   2,000    1,940,000 
Total                3,876,250 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Cayman Islands 0.03%                  
                   
Cayman Islands Government   5.95%  11/24/2019  $800   $908,000 
                   
Chile 0.08%                  
                   
Republic of Chile(d)   3.125%  3/27/2025   713    770,931 
Republic of Chile(d)   3.125%  1/21/2026   1,540    1,659,350 
Total                2,430,281 
                   
Dominican Republic 0.08%                  
                   
Dominican Republic†(d)   6.85%  1/27/2045   1,550    1,767,000 
Dominican Republic†(d)   9.04%  1/23/2018   471    496,281 
Total                2,263,281 
                   
El Salvador 0.05%                  
                   
Republic of EI Salvador†(d)   6.375%  1/18/2027   1,514    1,551,850 
                   
Ethiopia 0.03%                  
                   
Republic of Ethiopia†(d)   6.625%  12/11/2024   800    784,000 
                   
Honduras 0.12%                  
                   
Honduras Government†(d)   7.50%  3/15/2024   3,100    3,503,000 
                   
Hungary 0.12%                  
                   
Republic of Hungary(d)   5.375%  3/25/2024   2,946    3,382,450 
                   
Indonesia 0.17%                  
                   
Perusahaan Penerbit SBSN†(d)   4.00%  11/21/2018   1,700    1,776,500 
Perusahaan Penerbit SBSN†(d)   4.325%  5/28/2025   2,275    2,427,744 
Republic of Indonesia†(d)   5.875%  1/15/2024   670    794,012 
Total                4,998,256 
                   
Ivory Coast 0.03%                  
                   
Ivory Coast Bond†(d)   6.375%  3/3/2028   775    811,812 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                
Latvia 0.08%                  
                   
Republic of Latvia†(d)   5.25%  6/16/2021  $2,047   $2,377,611 
                   
Lithuania 0.17%                  
                   
Republic of Lithuania†(d)   7.375%  2/11/2020   4,078    4,837,527 
                   
Mexico 0.46%                  
                   
United Mexican States(d)   4.00%  10/2/2023   12,221    13,305,614 
                   
Panama 0.04%                  
                   
Republic of Panama(d)   4.00%  9/22/2024   348    383,670 
Republic of Panama(d)   6.70%  1/26/2036   600    838,500 
Total                1,222,170 
                   
Paraguay 0.19%                  
                   
Republic of Paraguay†(d)   4.625%  1/25/2023   3,150    3,378,375 
Republic of Paraguay†(d)   5.00%  4/15/2026   600    657,000 
Republic of Paraguay†(d)   6.10%  8/11/2044   1,170    1,351,350 
Total                5,386,725 
                   
Peru 0.04%                  
                   
Republic of Peru(d)   4.125%  8/25/2027   942    1,073,880 
                   
Qatar 0.09%                  
                   
State of Qatar†(d)   3.25%  6/2/2026   2,600    2,664,415 
                   
Romania 0.02%                  
                   
Republic of Romania†(d)   6.125%  1/22/2044   320    431,579 
                   
Russia 0.21%                  
                   
Russia Eurobonds†(d)   4.875%  9/16/2023   5,500    6,025,954 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
Sri Lanka 0.08%                  
                   
Republic of Sri Lanka†(d)   6.25%  7/27/2021  $1,000   $1,058,768 
Republic of Sri Lanka†(d)   6.85%  11/3/2025   1,100    1,185,218 
Total                2,243,986 
                   
Trinidad And Tobago 0.07%                  
                   
Republic of Trinidad & Tobago†(d)   4.375%  1/16/2024   1,830    1,921,500 
                   
Turkey 0.30%                  
                   
Republic of Turkey(d)   3.25%  3/23/2023   1,350    1,285,882 
Republic of Turkey(d)   5.625%  3/30/2021   4,265    4,584,990 
Republic of Turkey(d)   5.75%  3/22/2024   2,625    2,860,922 
Total                8,731,794 
                   
Uruguay 0.05%                  
                   
Republic of Uruguay PIK(d)   7.875%  1/15/2033   968    1,398,760 
Total Foreign Government Obligations (cost $84,368,737)                88,350,383 
                   
GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.76%    
     
Federal Home Loan Mortgage Corp. Q001 XA IO   2.345%#  2/25/2032   18,182    3,206,805 
Government National Mortgage Assoc. 2014-78 A   2.20%  4/16/2047   401    401,118 
Government National Mortgage Assoc. 2015-47 AE   2.90%  11/16/2055   9,152    9,368,740 
Government National Mortgage Assoc. 2015-48 AS   2.90%  2/16/2049   6,673    6,867,538 
Government National Mortgage Assoc. 2015-73 AC   2.90%  2/16/2053   1,827    1,883,658 
Total Government Sponsored Enterprises Collateralized Mortgage Obligations (cost $21,632,207)       21,727,859 
          
GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 20.51%          
Federal Home Loan Mortgage Corp.   3.50%  2/1/2046 - 3/1/2046   18,935    20,156,901 
Federal Home Loan Mortgage Corp.   4.00%  12/1/2044   8,469    9,301,049 
Federal Home Loan Mortgage Corp.   5.00%  6/1/2026   2,873    3,061,008 
Federal National Mortgage Assoc. (f)   3.00%  TBA   204,420    212,657,245 
Federal National Mortgage Assoc.   3.50%  4/1/2043 - 4/1/2046   126,599    134,731,176 
Federal National Mortgage Assoc.(f)   3.50%  TBA   33,420    35,220,243 
Federal National Mortgage Assoc.   4.00%  10/1/2040 - 11/1/2044   23,943    25,868,401 
Federal National Mortgage Assoc.(f)   4.00%  TBA   60,480    64,793,925 
Federal National Mortgage Assoc.(f)   4.50%  TBA   69,298    75,708,069 
Federal National Mortgage Assoc.   5.50%  9/1/2034 - 4/1/2036   7,899    8,965,289 
Total Government Sponsored Enterprises Pass-Throughs (cost $586,755,411)     590,463,306 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
MUNICIPAL BONDS 0.27%                  
                   
Miscellaneous                  
Municipal Elec Auth of Georgia   7.055%  4/1/2057  $1,900   $2,407,737 
North Texas Tollway Auth   8.91%  2/1/2030   2,875    3,465,151 
Pennsylvania   5.35%  5/1/2030   1,600    1,791,248 
Total Municipal Bonds (cost $7,121,991)                7,664,136 
                   
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 2.79%       
        
Banc of America Commercial Mortgage Trust 2015-UBS7 C   4.512%#  9/15/2048   546    580,008 
Citigroup Commercial Mortgage Trust 2014-GC25 XB IO   0.338%#  10/10/2047   50,626    838,584 
Citigroup Commercial Mortgage Trust 2016-GC36 D   2.85%  2/10/2049   7,900    5,658,325 
Citigroup Commercial Mortgage Trust 2016-P3 C   4.998%#  4/15/2049   1,600    1,768,611 
Citigroup Commercial Mortgage Trust 2016-P3 D   2.804%#  4/15/2049   1,297    949,400 
Citigroup Commercial Mortgage Trust 2016-P4 C   4.134%#  7/10/2049   3,197    3,206,972 
Commercial Mortgage Pass-Through Certificates 2014-CR19 XA IO   1.431%#  8/10/2047   5,421    343,281 
Commercial Mortgage Pass-Through Certificates 2015-LC23 C   4.801%#  10/10/2053   1,750    1,852,648 
Commercial Mortgage Pass-Through Certificates 2015-LC23 D   3.801%#  10/10/2053   3,663    3,079,922 
Commercial Mortgage Pass-Through Certificates 2015-PC1 B   4.591%#  7/10/2050   1,140    1,218,413 
Commercial Mortgage Pass-Through Certificates 2015-PC1 C   4.591%#  7/10/2050   2,684    2,516,404 
Credit Suisse Mortgage Capital Certificates 2014-USA E   4.373%  9/15/2037   1,600    1,399,698 
DBWF Mortgage Trust 2015-LCM D   3.535%#  6/10/2034   1,620    1,546,131 
GAHR Commercial Mortgage Trust 2015-NRF DFX   3.495%#  12/15/2034   1,732    1,744,766 
GS Mortgage Securities Trust 2014-GC26 D   4.661%#  11/10/2047   755    626,746 
GS Mortgage Securities Trust 2015-GC32 C   4.559%#  7/10/2048   1,230    1,292,577 
Hudsons Bay Simon JV Trust 2015-HB10 XB10 IO   0.723%#  8/5/2034   19,156    894,681 
Hudsons Bay Simon JV Trust 2015-HB7 B7   4.666%  8/5/2034   4,226    4,405,532 
Hudsons Bay Simon JV Trust 2015-HB7 D7   5.331%#  8/5/2034   3,741    3,618,943 
Hudsons Bay Simon JV Trust 2015-HB7 XB7 IO   0.665%#  8/5/2034   22,024    659,509 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XA IO   1.395%#  4/15/2047   5,611    223,004 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C19 XB IO   0.435%#  4/15/2047   1,595    35,285 
JPMorgan Chase Commercial Mortgage Securities Trust 2014-C26 D   4.07%#  1/15/2048   561    457,804 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
       
NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)      
       
JPMorgan Chase Commercial Mortgage Securities Trust 2015-C30 C   4.456%#  7/15/2048  $978   $919,171 
MASTR Asset Securitization Trust 2006-3 1A3   6.00%  10/25/2036   365    359,031 
MASTR Asset Securitization Trust 2006-3 1A8   6.00%  10/25/2036   387    380,715 
Merrill Lynch Mortgage Investors Trust 2006-AF2 AF1   6.25%  10/25/2036   1,080    909,585 
Motel 6 Trust 2015-MTL6 D   4.532%  2/5/2030   6,289    6,303,281 
Sequoia Mortgage Trust 2012-4 A3   2.069%  9/25/2042   647    637,033 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A1   3.872%  1/5/2043   695    741,680 
SFAVE Commercial Mortgage Securities Trust 2015-5AVE A2B   4.144%  1/5/2043   450    487,972 
UBS-BAMLL Trust 2012-WRM E   4.379%#  6/10/2030   3,905    3,771,101 
Wells Fargo Commercial Mortgage Trust 2013-120B D   2.80%#  3/18/2028   2,405    2,322,748 
Wells Fargo Commercial Mortgage Trust 2013-LC12 D   4.432%#  7/15/2046   5,195    4,901,713 
Wells Fargo Commercial Mortgage Trust 2015-C28 D   4.274%#  5/15/2048   7,460    5,822,655 
Wells Fargo Commercial Mortgage Trust 2016-C35 C   4.176%  7/15/2048   5,630    5,802,638 
Wells Fargo Commercial Mortgage Trust 2016-NXS5 E   5.045%#  1/15/2059   2,748    2,176,669 
WF-RBS Commercial Mortgage Trust 2014-C20 XA IO   1.345%#  5/15/2047   11,085    657,796 
WF-RBS Commercial Mortgage Trust 2014-C20 XB IO   0.733%#  5/15/2047   2,205    92,029 
WF-RBS Commercial Mortgage Trust 2014-C23 C   3.994%#  10/15/2057   608    616,726 
WF-RBS Commercial Mortgage Trust 2014-C23 XA IO   0.841%#  10/15/2057   68,880    2,587,877 
WF-RBS Commercial Mortgage Trust 2014-C23 XB IO   0.307%  10/15/2057   100,000    1,996,750 
Total Non-Agency Commercial Mortgage-Backed Securities (cost $77,532,282)     80,404,414 
                
U.S. TREASURY OBLIGATIONS 28.08%                  
                   
U.S. Treasury Bond   2.50%  5/15/2046   84,980    89,946,061 
U.S. Treasury Bond   3.00%  5/15/2045   31,142    36,264,018 
U.S. Treasury Note   0.875%  10/15/2017   31,019    31,081,131 
U.S. Treasury Note   1.125%  8/31/2021   199,457    198,927,242 
U.S. Treasury Note   1.25%  11/15/2018   161,895    163,327,447 
U.S. Treasury Note   1.25%  3/31/2021   47,985    48,150,884 
U.S. Treasury Note   1.375%  6/30/2018   76,127    76,922,451 
U.S. Treasury Note   1.375%  5/31/2021   59,347    59,887,177 
U.S. Treasury Note   1.50%  8/15/2026   49,112    48,801,219 
U.S. Treasury Note   1.75%  10/31/2020   19,347    19,831,817 
U.S. Treasury Note   2.625%  11/15/2020   33,059    35,065,152 
Total U.S. Treasury Obligations (cost $801,758,514)                808,204,599 
Total Long-Term Investments (cost $3,016,667,404)                3,064,084,469 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

Investments  Interest
Rate
   Maturity
Date
  Principal
Amount
(000)
   Fair
Value
 
                   
SHORT-TERM INVESTMENTS 8.72%                  
                   
ASSET-BACKED SECURITY 0.08%                  
                   
Other                  
                   
Ascentium Equipment Receivables Trust 2016-1A A1                   
(cost $2,283,193)   0.95%  4/10/2017  $2,283   $2,283,272 
                   
COMMERCIAL PAPER 0.23%                  
                   
Chemicals 0.14%                  
                   
Albemarle Corp.   Zero Coupon   9/14/2016   2,000    1,999,061 
Potash Corp. of Saskatchewan, Inc.   Zero Coupon   10/3/2016   2,000    1,998,436 
Total                3,997,497 
                   
Oil: Integrated Domestic 0.09%                  
                   
Schlumberger Holdings Corp.   Zero Coupon   9/20/2016   2,500    2,498,746 
Total Commercial Paper (cost $6,496,243)                6,496,243 
                   
U.S. TREASURY OBLIGATIONS 4.51%                  
                   
U.S. Treasury Note   1.00%  9/30/2016   40,553    40,576,886 
U.S. Treasury Note   0.875%  9/15/2016   89,119    89,139,943 
Total U.S. Treasury Obligations (cost $129,709,309)                129,716,829 
                   
REPURCHASE AGREEMENT 3.90%                  
                   
Repurchase Agreement dated 8/31/2016, 0.03% due 9/1/2016 with Fixed Income Clearing Corp. collateralized by $25,000,000 of Federal Home Loan Bank. at 1.25% due 6/8/2018; $58,045,000 of Federal Home Loan Mortgage Corp. at 1.06% due 6/22/2018 and $30,160,000 of U.S. Treasury Note at 2.75% due 2/28/2018; value: $114,401,106; proceeds: $112,155,548                  
(cost $112,155,455)           112,155    112,155,455 
Total Short-Term Investments (cost $250,644,200)                250,651,799 
Total Investments in Securities 115.16% (cost $3,267,311,604)        3,314,736,268 
Liabilities in Excess of Other Assets(g) (15.16%)                (436,352,967)
Net Assets 100.00%               $2,878,383,301 

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

 
BRL Brazilian real.
MXN Mexican peso.
ADR American Depositary Receipt.
IO Interest Only.
PIK Payment-in-kind.
   
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers.
# Variable rate security. The interest rate represents the rate in effect at August 31, 2016.
~ Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Securities purchased on a when-issued basis (See Note 2(f)).
(b) Defaulted (non-income producing security).
(c) Investment in non-U.S. dollar denominated securities.
(d) Foreign security traded in U.S. dollars.
(e) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Interbank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at August 31, 2016.
(f) To-be-announced (“TBA”).  Security purchased on a forward commitment basis with an approximate principal and maturity date.  Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(g) Liabilities in Excess of Other Assets include net unrealized appreciation/depreciation on forward foreign currency exchange contracts and futures contracts as follows:

 

Open Forward Foreign Currency Exchange Contracts at August 31, 2016:

 

Forward
Foreign Currency
Exchange Contracts
  Transaction
Type
  Counterparty  Expiration
Date
  Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Current
Value
   Unrealized
Appreciation
 
Brazilian real  Sell  State Street Bank and Trust  11/14/2016   2,690,000   $822,379   $815,221   $7,158 
Mexican peso  Sell  J.P. Morgan  11/14/2016   31,600,000    1,706,393    1,668,700    37,693 
Unrealized Appreciation on Forward Foreign Currency Exchange Contracts        $44,851 

 

Open Futures Contracts at August 31, 2016:

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Appreciation
 
U.S. 10-Year Treasury Note  December 2016   439   Short  $(57,474,703)  $26,676 

 

Type  Expiration  Contracts   Position  Fair Value   Unrealized
Depreciation
 
U.S. 5-Year Treasury Note  December 2016   1,373   Long  $166,476,250   $(174,041)

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

The following is a summary of the inputs used as of August 31, 2016 in valuing the Fund’s investments carried at fair value(1):

 

Investment Type(2)(3)  Level 1   Level 2   Level 3   Total 
Asset-Backed Securities                    
Credit Cards  $   $86,016,797   $3,350,597(4)(5)  $89,367,394 
Other       197,578,598    12,905,000(4)(5)   210,483,598 
Remaining Industries       368,008,016        368,008,016 
Common Stock   21,778            21,778 
Convertible Bonds           68,836(6)   68,836 
Corporate Bonds       792,721,372        792,721,372 
Floating Rate Loans       6,446,438        6,446,438 
Foreign Bonds       2,435,612        2,435,612 
Foreign Government Obligations       88,350,383        88,350,383 
Government Sponsored Enterprises Collateralized Mortgage Obligations       21,727,859        21,727,859 
Government Sponsored Enterprises Pass-Throughs       590,463,306        590,463,306 
Municipal Bonds       7,664,136        7,664,136 
Non-Agency Commercial Mortgage-Backed Securities       80,404,414        80,404,414 
U.S. Treasury Obligations       937,921,428        937,921,428 
Commercial Paper       6,496,243        6,496,243 
Repurchase Agreement       112,155,455        112,155,455 
Total  $21,778   $3,298,390,057   $16,324,433   $3,314,736,268 
                     
Other Financial Instruments                    
Forward Foreign Currency Exchange Contracts                    
Assets  $   $44,851   $   $44,851 
Liabilities                
Futures Contracts                    
Assets   26,676            26,676 
Liabilities   (174,041)           (174,041)
Total  $(147,365)  $44,851   $   $(102,514)

 

 
(1) Refer to Note 2(o) for a description of fair value measurements and the three-tier hierarchy of inputs.
(2)

See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. Industries are presented within an Investment Type should such Investment Type include securities classified as two or more levels within the three-tier fair value hierarchy.

(3) There were no Level 1/Level 2 transfers during the period ended August 31, 2016.
(4)

Includes securities valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.

(5) Asset-Backed Securities categorized as Level 3 investment includes Synchrony Credit Card Master Note Trust 2016-2 B, Ballyrock CLO Ltd. 2016-1A A and KKR CLO Ltd. 15-A1A.
(6) Level 3 security fair valued by the Pricing Committee, as described in Note 2(a) in the Notes to Financial Statements.

 

See Notes to Schedule of Investments.

 
 

Schedule of Investments (unaudited)(concluded)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2016

 

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

 

 

Investment Type  Asset-Backed Securities   Convertible Bonds 
Balance as of December 1, 2015  $2,409,066   $68,836 
Accrued discounts/premiums   (280)    
Realized gain (loss)        
Change in unrealized appreciation/depreciation   (3,833)    
Purchases   16,259,710     
Sales        
Net transfers in or out of Level 3   (2,409,066)    
Balance as of August 31, 2016  $16,255,597   $68,836 

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

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 their 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 economically hedge some of its investment risk, or as a substitute position in lieu of holding the underlying asset on which the instrument is based. 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.
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

(g)TBA Sale Commitments-Each Fund may enter into TBA sale commitments to hedge its positions or to sell mortgage-backed securities it owns under delayed delivery arrangements. Proceeds of TBA sale commitments are not received until the contractual settlement date. During the time a TBA sale commitment is outstanding, equivalent deliverable securities, or an offsetting TBA purchase commitment deliverable on or before the sale commitment date, are held as “cover” for the transaction. Unsettled TBA sale commitments are valued at the current market value of the underlying securities, according to the procedures described under “Investment Valuation” above. The contract is adjusted to market value daily and the change in market value is recorded by each Fund as unrealized appreciation (depreciation). If the TBA sale (purchase) commitment is closed through the acquisition of an offsetting purchase (sale) commitment, each Fund realizes a gain or loss from the sale of the securities based upon the unit price established at the date the commitment was entered into.

 

(h)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.

 

(i)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.

 

(j)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.

 

(k)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.

 

(l)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.
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

Unfunded commitments represent the remaining obligation of each Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. As of August 31, 2016, the following Fund had unfunded loan commitments:

 

Security Name     Inflation Focused
Fund
 
Lam Research Corporation 3 Year Tranche Loan  $444,937 
Lam Research Corporation 5 Year Tranche Loan   373,748 

 

(m) 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.

 

(n)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, Core Plus Bond Fund, Income Fund, Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps based on CMBX indicies, which are comprised of a basket of commercial mortgage-backed securities.

 

Credit default swaps are fair valued based upon quotations from counterparties, brokers or market-makers and the change in value, if any, is recorded as an unrealized appreciation or depreciation. For a credit default swap sold by 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.
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

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.

 

(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 classification is determined based on the lowest level of inputs that is significant to the fair value measurement, and is summarized in the three broad Levels listed below:

 

 

Level 1 - unadjusted quoted prices in active markets for identical investments;
 

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.); and
 

Level 3 - significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments).

 

A summary of inputs used in valuing each Fund’s investments and other financial instruments as of August 31, 2016 and, if applicable, Level 1/Level 2 transfers and Level 3 rollforwards for the period then ended is included in each Fund’s Schedule of Investments.

 

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 August 31, 2016, 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    Core Plus Bond Fund 
Tax cost  $526,071,084   $1,410,319,999   $11,969,445 
Gross unrealized gain   42,099,585    14,602,157    356,716 
Gross unrealized loss   (7,275,124)   (1,654,479)   (12,897)
Net unrealized security gain  $34,824,461   $12,947,678   $343,819 
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

    Diversified Equity Strategy
Fund
    Floating Rate Fund    High Yield Fund 
Tax cost  $252,869,871   $7,690,065,131   $5,551,854,679 
Gross unrealized gain   15,473,804    101,545,049    295,420,948 
Gross unrealized loss   (6,813,454)   (69,563,280)   (89,563,971)
Net unrealized security gain  $8,660,350   $31,981,769   $205,856,977 
             
   Income Fund   Inflation Focused Fund   Multi-Asset Balanced
Opportunity Fund
 
Tax cost  $1,825,905,397   $696,264,375   $2,028,829,604 
Gross unrealized gain   50,833,553    5,558,152    78,533,585 
Gross unrealized loss   (21,123,716)   (24,466,101)   (121,499,564)
Net unrealized security gain (loss)  $29,709,837   $(18,907,949)  $(42,965,979)
             
   Multi-Asset Growth Fund   Multi-Asset Income Fund   Short Duration Income
Fund
 
Tax cost  $1,132,229,938   $1,954,301,017   $37,364,372,528 
Gross unrealized gain   52,975,937    10,005,732    364,134,656 
Gross unrealized loss   (66,737,943)   (116,450,925)   (1,036,133,517)
Net unrealized security loss  $(13,762,006)  $(106,445,193)  $(671,998,861)
                       
  Total Return Fund                 
Tax cost $3,278,999,416                 
Gross unrealized gain   48,854,659                 
Gross unrealized loss   (13,117,807)                
Net unrealized security gain  $35,736,852                 

 

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

 

4.DISCLOSURES ABOUT DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

 

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 entered into forward foreign currency exchange contracts for the period ended August 31, 2016 (as described in note 2(d)). A forward foreign currency exchange contract reduces the Funds’ exposure to changes in the value of the currency it will deliver (or settle in cash) and increases its exposure to changes in the value of the currency it will receive (or settle in cash) for the duration of the contract. Each Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and the Funds’ returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. 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, Multi-Asset Growth Fund and Multi-Asset Income Fund entered into E-Mini S&P 500 Index futures contracts for the period ended August 31, 2016 (as described in note 2(e)) to manage cash. 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.

 
 

Notes to Schedule of Investments (unaudited)(continued)

 

Core Fixed Income Fund, Core Plus Bond 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 entered into U.S. Treasury futures contracts for the period ended August 31, 2016 (as described in note 2(e)) to economically 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 August 31, 2016 (as described in note 2(m)) to speculate the rate of inflation in the U.S. economy. The Fund’s use of CPI swaps involves the risk that Lord Abbett will not accurately predict expectations of inflation or interest rates, and the Fund’s returns could be reduced as a result. The Fund’s risk of loss from counterparty credit risk is the unrealized appreciation on CPI swaps.

 

Core Plus Bond Fund, High Yield Fund, Income Fund, Inflation Focused Fund and Short Duration Income Fund entered into credit default swaps for the period ended August 31, 2016 (as described in note 2(n)) for investment purposes, to economically 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.

 

Multi-Asset Balanced Opportunity Fund, Multi-Asset Growth Fund and Multi-Asset Income Fund entered into centrally cleared credit default swaps on indexes for the period then ended August 31, 2016 (as described in note 2(n)) to economically hedge credit risk. Centrally cleared credit default swaps on indexes involve the exchange of a fixed rate premium for protection against the loss in value of underlying securities within an index 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. There is minimal counterparty credit risk to the Fund since these credit default swaps are traded through a central clearinghouse. As a counterparty to all centrally cleared credit default swaps, the clearinghouse guarantees credit default swaps against default.

 

As of August 31, 2016, each 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         
Liability Derivatives  Interest
Rate
Contracts
        
Futures Contracts  $40,483         
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

 

  Core Plus Bond Fund 
Asset Derivatives   Interest
Rate
Contracts
    Credit Contracts 
Credit Default Swaps  $   $31,255 
Futures Contracts  $1,291   $ 
Liability Derivatives          
Credit Default Swaps  $   $90,498 
Futures Contracts  $2,139   $ 
      
    Floating Rate Fund 
Asset Derivatives   Interest
Rate
Contracts
    Foreign Currency Contracts 
Forward Foreign Currency Exchange Contracts  $   $166,192 
Futures Contracts  $29,046   $ 
Liability Derivatives          
Forward Foreign Currency Exchange Contracts  $   $4,950 
Futures Contracts  $25,069   $ 
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

    High Yield Fund          
Asset Derivatives  Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts         
Credit Default Swaps  $   $   $281,052         
Forward Foreign Currency Exchange Contracts  $   $343,724   $         
Futures Contracts  $56,025   $   $         
Liability Derivatives                      
Forward Foreign Currency Exchange Contracts  $   $196,314   $         
Futures Contracts  $665,476   $   $         

 

    Income Fund          
Asset Derivatives  Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts         
Credit Default Swaps  $   $   $252,561         
Forward Foreign Currency Exchange Contracts  $   $3,409,565   $         
Futures Contracts  $197,496   $   $         
Liability Derivatives                      
Forward Foreign Currency Exchange Contracts  $   $1,449,854   $         
Futures Contracts  $419,018   $   $         

 

    Inflation Focused Fund  
Asset Derivatives  Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts   Inflation
Linked
Contracts
 
CPI Swaps  $   $   $   $15,582,863 
Forward Foreign Currency Exchange Contracts  $   $519   $   $ 
Futures Contracts  $111,553   $   $   $ 
Liability Derivatives                   
CPI Swaps  $   $   $   $147,304,548 
Credit Default Swaps  $   $   $3,031   $ 
Futures Contracts  $51,208   $   $   $ 

 

    Multi-Asset Balanced Opportunity Fund  
Asset Derivatives  Equity Contracts   Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts 
Centrally Cleared Credit Default Swaps  $   $   $   $206,897 
Forward Foreign Currency Exchange Contracts  $   $   $307,557   $ 
Futures Contracts  $438,495   $4,739   $   $ 
Liability Derivatives                    
Forward Foreign Currency Exchange Contracts  $   $   $208,252   $ 
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

   Multi-Asset Growth Fund  
Asset Derivatives  Equity Contracts   Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts 
Centrally Cleared Credit Default Swaps  $   $   $   $116,678 
Forward Foreign Currency Exchange Contracts  $   $   $192,115   $ 
Futures Contracts  $248,871   $6,016   $   $ 
Liability Derivatives                   
Forward Foreign Currency Exchange Contracts  $   $   $121,422   $ 

 

   Multi-Asset Income Fund 
Asset Derivatives  Equity Contracts   Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts 
Centrally Cleared Credit Default Swaps  $   $   $   $193,017 
Forward Foreign Currency Exchange Contracts  $   $   $285,098   $ 
Futures Contracts  $419,901   $5,408   $   $ 
Liability Derivatives                   
Forward Foreign Currency Exchange Contracts  $   $   $186,873   $ 

 

   Short Duration Income Fund         
Asset Derivatives  Interest
Rate
Contracts
   Foreign Currency
Contracts
   Credit Contracts         
Forward Foreign Currency Exchange Contracts  $   $25,003   $         
Futures Contracts  $6,980,351   $   $         
Liability Derivatives                      
Credit Default Swaps  $   $   $101,200         
Futures Contracts  $1,790,810   $   $         
                     
   Total Return Fund                 
Asset Derivatives  Interest
Rate
Contracts
   Foreign Currency
Contracts
                 
Forward Foreign Currency Exchange Contracts  $   $44,851                 
Futures Contracts  $26,676   $                 
Liability Derivatives                             
Futures Contracts  $174,041   $                 
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

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 August 31, 2016:

 

Diversified Equity Strategy Fund
Affiliated Issuer  Balance of
Shares
Held at
11/30/2015
   Gross
Additions
   Gross
Sales
   Balance of
Shares
Held at
8/31/2016
   Fair Value at
8/31/2016
   Net Realized
Gain
12/1/2015 to
8/31/2016
   Dividend
Income
12/1/2015 to
8/31/2016
 
Lord Abbett Affiliated Fund, Inc.-Class I   3,767,325    144,933    (500,998)   3,411,260   $52,328,722   $2,552,111   $1,056,418 
Lord Abbett Developing Growth Fund, Inc.-Class I   619,969    60,843    (58,309)   622,503    13,091,248    660,823     
Lord Abbett Securities Trust-Fundamental Equity Fund-Class I   3,412,032        (325,603)   3,086,429    39,506,292    973,748     
Lord Abbett Securities Trust-Growth Leaders Fund-Class I   1,783,493    48,286    (126,026)   1,705,753    39,232,323    1,256,523     
Lord Abbett Research Fund, Inc.-Growth Opportunities Fund-Class I   1,735,255    236,028    (137,505)   1,833,778    39,114,474    3,964,170(a)    
Lord Abbett Securities Trust-International Core Equity Fund-Class I   2,590,240    136,519    (154,946)   2,571,813    31,401,838    433,488    511,934 
Lord Abbett Securities Trust-International Opportunities Fund-Class I   1,256,785    65,741    (83,605)   1,238,921    20,603,254    1,194,670(b)   174,679 
Lord Abbett Securities Trust-Value Opportunities Fund-Class I   1,453,390    2,544    (155,039)   1,300,895    26,252,069    1,530,179     
Total                      $261,530,220   $12,565,712   $1,743,031 

 

 
(a) Includes $4,406,854 of distributed capital gains.
(b) Includes $756,279 of distributed capital gains.
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Balanced Opportunity Fund
Affiliated Issuer  Balance of
Shares
Held at
11/30/2015
   Gross
Additions
   Gross
Sales
   Balance of
Shares
Held at
8/31/2016
   Fair Value at
8/31/2016
   Net Realized
Gain (Loss)
12/1/2015 to
8/31/2016
   Dividend
Income
12/1/2015 to
8/31/2016
 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund - Class I   11,074,939    328,847    (1,027,939)   10,375,847   $204,611,710   $2,061,078   $ 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund - Class I   14,180,045    1,592,222    (3,234,149)   12,538,118    254,147,646    3,293,225     
Lord Abbett Investment Trust-Convertible Fund-Class I   19,586,686    664,746    (2,767,362)   17,484,070    199,668,084    1,094,033    7,019,526 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   7,659,403    260,071    (4,574,975)   3,344,499    37,491,838    1,658,265(a)   1,346,486 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund - Class I   35,934,980    7,253,671    (10,109,644)   33,079,007    176,311,107    (11,027,868)   4,192,028 
Lord Abbett Investment Trust-High Yield Fund - Class I   67,902,973    9,374,621    (10,434,831)   66,842,763    500,652,297    (4,778,766)   22,862,557 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I       3,418,176        3,418,176    40,095,205        195,074 
Lord Abbett Securities Trust-International Core Equity Fund-Class I       935,106    (189,977)   745,129    9,098,025    166,962     
Lord Abbett Securities Trust-International Dividend Income Fund - Class I   49,688,475    1,811,011    (11,646,248)   39,853,238    272,596,147    (13,366,341)   9,715,556 
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   9,547,063    915,743    (1,107,812)   9,354,994    252,771,943    11,182,029    2,493,789 
Lord Abbett Investment Trust-Short Duration Income Fund - Class I   22,437,988    20,030,091    (37,758,325)   4,709,754    20,487,430    (1,756,302)   2,163,870 
Total                      $1,967,931,432   $(11,473,685)  $49,988,886 
                                    
 
(a) Includes $168,035 of distributed capital gains.
 
 

Notes to Schedule of Investments (unaudited)(continued)

 

Multi-Asset Growth Fund
Affiliated Issuer  Balance of
Shares
Held at
11/30/2015
   Gross
Additions
   Gross
Sales
   Balance of
Shares
Held at
8/31/2016
   Fair Value at
8/31/2016
   Net Realized
Gain (Loss)
12/1/2015 to
8/31/2016
   Dividend
Income
12/1/2015 to
8/31/2016
 
Lord Abbett Affiliated Fund, Inc.-Class I   2,858,812    1,448,528    (634,137)   3,673,203   $56,346,931   $(994,911)  $889,877 
Lord Abbett Equity Trust-Calibrated Large Cap Value Fund-Class I   7,269,790        (1,428,287)   5,841,503    115,194,436    343,247     
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   10,802,391    623,483    (1,638,515)   9,787,359    198,389,759    1,619,707     
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   3,500,619    263,101    (2,314,620)   1,449,100    16,244,413    679,208(a)   659,144 
Lord Abbett Investment Trust-High Yield Fund-Class I   39,486,925    4,118,884    (5,800,354)   37,805,455    283,162,860    (3,098,228)   13,069,423 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I       1,928,474        1,928,474    22,620,994        110,062 
Lord Abbett Securities Trust-International Core Equity Fund-Class I       560,520    (87,422)   473,098    5,776,531    32,346     
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   36,354,126    1,762,811    (7,767,577)   30,349,360    207,589,619    (10,982,429)   7,218,259 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   7,974,265    243,707    (876,551)   7,341,421    198,365,208    8,512,601    2,081,991 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   9,482,732    5,892,043    (14,170,753)   1,204,022    5,237,496    (687,917)   774,189 
Total                      $1,108,928,247   $(4,576,376)  $24,802,945 
                                    
 
(a) Includes $79,097 of distributed capital gains.
 
 

Notes to Schedule of Investments (unaudited)(concluded)

 

Multi-Asset Income Fund
Affiliated Issuer  Balance of
Shares
Held at
11/30/2015
   Gross
Additions
   Gross
Sales
   Balance of
Shares
Held at
8/31/2016
   Fair Value at
8/31/2016
   Net Realized
Gain (Loss)
12/1/2015 to
8/31/2016
   Dividend
Income
12/1/2015 to
8/31/2016
 
Lord Abbett Equity Trust-Calibrated Mid Cap Value Fund-Class I   5,370,589    1,944,525    (2,653,243)   4,661,871   $94,496,120   $(11,545,556)  $ 
Lord Abbett Investment Trust-Convertible Fund-Class I   20,039,313    661,024    (4,583,170)   16,117,167    184,058,044    (10,171,401)   7,044,776 
Lord Abbett Investment Trust-Core Fixed Income Fund-Class I   7,344,648    119,353    (5,278,275)   2,185,726    24,501,988    904,595(a)   1,156,033 
Lord Abbett Global Fund, Inc.-Emerging Markets Currency Fund-Class I   39,780,715    3,562,429    (12,136,773)   31,206,371    166,329,958    (14,569,076)   4,271,166 
Lord Abbett Investment Trust-High Yield Fund-Class I   104,719,451    9,829,329    (27,671,627)   86,877,153    650,709,877    (25,935,480)   31,753,666 
Lord Abbett Investment Trust-Inflation Focused Fund-Class I       3,208,291        3,208,291    37,633,250        183,165 
Lord Abbett Securities Trust-International Core Equity Fund-Class I       856,855    (175,767)   681,088    8,316,082    108,412     
Lord Abbett Securities Trust-International Dividend Income Fund-Class I   35,383,579    1,278,781    (13,594,692)   23,067,668    157,782,847    (37,195,391)   5,947,318 
Lord Abbett Mid Cap Stock Fund, Inc.-Class I   3,114,547    895,895    (509,069)   3,501,373    94,607,100    1,937,052    814,467 
Lord Abbett Investment Trust-Short Duration Income Fund-Class I   126,992,872    21,961,752    (54,449,776)   94,504,848    411,096,090    (12,424,362)   14,786,310 
Total                      $1,829,531,356   $(108,891,207)  $65,956,901 

 

 
(a) Includes $155,274 of distributed capital gains.
 
 

Investments in Underlying Funds (unaudited)

 

The Funds invests in Underlying Funds managed by Lord Abbett. As of August 31, 2016, each Fund’s long-term investments were allocated among the Underlying Funds as follows:

 

Diversified Equity Strategy Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   20.01%
Lord Abbett Developing Growth Fund, Inc. - Class I   5.00%
Lord Abbett Securities Trust - Fundamental Equity Fund - Class I   15.10%
Lord Abbett Securities Trust - Growth Leaders Fund - Class I   15.00%
Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I   14.96%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   12.01%
Lord Abbett Securities Trust - International Opportunities Fund - Class I   7.88%
Lord Abbett Securities Trust - Value Opportunities Fund - Class I   10.04%

 

Multi-Asset Balanced Opportunity Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   10.40%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   12.91%
Lord Abbett Investment Trust - Convertible Fund - Class I   10.15%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   1.91%
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   8.96%
Lord Abbett Investment Trust - High Yield Fund - Class I   25.44%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I   2.04%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   0.46%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   13.85%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   12.84%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   1.04%

 

Multi-Asset Growth Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Affiliated Fund, Inc. - Class I   5.08%
Lord Abbett Equity Trust - Calibrated Large Cap Value Fund - Class I   10.39%
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   17.89%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   1.47%
Lord Abbett Investment Trust - High Yield Fund - Class I   25.53%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I   2.04%
Lord Abbett Securities Trust - International Core Equity Fund Class I   0.52%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   18.72%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   17.89%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   0.47%
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Multi-Asset Income Fund’s Investments:

 

Underlying Fund Name  % of Investments 
Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund - Class I   5.17%
Lord Abbett Investment Trust - Convertible Fund - Class I   10.06%
Lord Abbett Investment Trust - Core Fixed Income Fund - Class I   1.34%
Lord Abbett Global Fund, Inc. - Emerging Markets Currency Fund - Class I   9.09%
Lord Abbett Investment Trust - High Yield Fund - Class I   35.57%
Lord Abbett Investment Trust - Inflation Focused Fund - Class I   2.06%
Lord Abbett Securities Trust - International Core Equity Fund - Class I   0.45%
Lord Abbett Securities Trust - International Dividend Income Fund - Class I   8.62%
Lord Abbett Mid Cap Stock Fund, Inc. - Class I   5.17%
Lord Abbett Investment Trust - Short Duration Income Fund - Class I   22.47%

 

The Ten Largest Holdings and the Holdings by Sector, as of August 31, 2016, 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.

 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Affiliated Fund, Inc.

 

Ten Largest Holdings  % of Investments 
JPMorgan Chase & Co.   3.35%
Chevron Corp.   3.35%
Pfizer, Inc.   3.35%
Intel Corp.   2.52%
QUALCOMM, Inc   2.05%
International Business Machines Corp.   1.68%
United Technologies Corp.   1.66%
Fifth Third Bancorp   1.64%
Boeing Co. (The)   1.64%
Ford Motor Co.   1.62%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   9.53%
Consumer Staples   10.08%
Energy   8.93%
Financials   18.09%
Health Care   9.25%
Industrials   11.89%
Information Technology   12.74%
Materials   5.15%
Real Estate   5.09%
Telecommunication Services   2.77%
Utilities   6.07%
Repurchase Agreement   0.41%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Equity Trust - Calibrated Large Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Chevron Corp.   3.71%
Pfizer, Inc.   3.31%
JPMorgan Chase & Co.   3.23%
Citigroup, Inc.   2.85%
General Electric Co.   2.69%
AT&T, Inc.   2.64%
Exxon Mobil Corp.   2.59%
Cisco Systems, Inc.   2.50%
Johnson & Johnson   2.35%
Procter & Gamble Co. (The)   1.96%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   5.37%
Consumer Staples   8.71%
Energy   12.65%
Financials   23.02%
Health Care   11.27%
Industrials   9.15%
Information Technology   10.55%
Materials   3.16%
Real Estate   5.38%
Telecommunication Services   4.00%
Utilities   6.05%
Repurchase Agreement   0.69%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Equity Trust - Calibrated Mid Cap Value Fund

 

Ten Largest Holdings  % of Investments 
Fifth Third Bancorp   2.10%
Invesco Ltd.   1.99%
M&T Bank Corp.   1.94%
Citizens Financial Group, Inc.   1.94%
Whirlpool Corp.   1.86%
Edison International   1.82%
XL Group Ltd.   1.76%
ON Semiconductor Corp.   1.64%
Mallinckrodt plc   1.59%
Huntsman Corp.   1.53%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   9.25%
Consumer Staples   2.88%
Energy   9.40%
Financials   18.51%
Health Care   4.58%
Industrials   11.42%
Information Technology   9.22%
Materials   6.15%
Real Estate   15.65%
Telecommunication Services   1.22%
Utilities   11.49%
Repurchase Agreement   0.23%
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 
Restoration Hardware Holdings, Inc., Zero Coupon, 7/15/2020   4.01%
Intel Corp., 3.25%, 8/1/2039   2.78%
Chesapeake Energy Corp., 2.50%, 5/15/2037   2.77%
Wells Fargo & Co., 7.50%   2.75%
Tesla Motors, Inc., 0.25%, 3/1/2019   2.74%
NVIDIA Corp., 1.00%, 12/1/2018   2.65%
Allergan plc, 5.00%, 3/1/2018   2.39%
Priceline Group, Inc. (The), 0.350%, 6/15/2020   2.11%
Teva Pharmaceutical Industries Ltd., 7.00%, 12/15/2018   2.03%
Gold Exchangeable Ltd., 5.875%, 5/13/2019   1.84%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   7.31%
Consumer Staples   2.53%
Energy   10.46%
Financials   8.35%
Healthcare   17.48%
Industrials   7.63%
Materials   5.22%
Media   3.14%
Technology   27.35%
Telecommunications   5.19%
Utilities   2.48%
Repurchase Agreement   2.86%
Total   100.00%

 

 
*A sector may comprise several industries
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Investment Trust – Core Fixed Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 1.25%, 11/15/2018   9.18%
U.S. Treasury Note, 1.125%, 8/31/2021   7.43%
Federal National Mortgage Assoc., 3.00%, TBA   5.10%
U.S. Treasury Bonds, 2.50%, 5/15/2046   4.10%
Federal National Mortgage Assoc., 4.50%, TBA   2.73%
U.S. Treasury Note, 1.375%, 5/31/2021   2.65%
Federal National Mortgage Assoc., 3.00%, TBA   2.64%
U.S. Treasury Note, 1.375%, 6/30/2018   2.30%
U.S. Treasury Note, 0.875%, 9/15/2016   2.30%
U.S. Treasury Note, 1.50%, 8/15/2026   2.21%
      
Holding by Sector*  % of Investments 
Auto   0.45%
Basic Industry   0.17%
Consumer Cyclicals   0.29%
Consumer Services   1.65%
Consumer Staples   0.46%
Energy   2.80%
Financial Services   27.28%
Foreign Government   1.29%
Health Care   0.84%
Integrated Oils   0.38%
Materials and Processing   0.73%
Municipal   0.57%
Producer Durables   0.28%
Technology   1.17%
Telecommunications   0.94%
U.S. Government   57.09%
Utilities   1.16%
Repurchase Agreement   2.45%
Total   100.00%

 

 
*A sector may comprise several industries
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Developing Growth Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Veeva Systems, Inc.Class A   2.07%
Beacon Roofing Supply, Inc.   2.02%
ZELTIQ Aesthetics, Inc.   1.95%
Paycom Software, Inc.   1.85%
GrubHub, Inc.   1.82%
Wix.com Ltd.   1.81%
Dave & Buster’s Entertainment, Inc.   1.77%
Cirrus Logic, Inc.   1.75%
Nevro Corp.   1.62%
Ellie Mae, Inc.   1.59%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   13.62%
Consumer Staples   2.45%
Energy   0.96%
Financials   2.88%
Health Care   26.14%
Industrials   12.18%
Information Technology   38.47%
Materials   1.08%
Real Estate   0.54%
Telecommunication Services   0.37%
Utilities   0.93%
Repurchase Agreement   0.38%
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 
Brazil Letras do Tesouro Nacional, Zero Coupon, 7/1/2017   1.83%
Citigroup Commercial Mortgage Trust 2015-SSHP C, 2.6077%, 9/15/2027   0.87%
Spire, Inc., 1.567%, 8/15/2017   0.84%
Wachovia Bank Commercial Mortgage Trust 2005-C21 D, 5.4642%, 10/15/2044   0.82%
Martin Marietta Materials, Inc., 1.7311%, 6/30/2017   0.82%
Neuberger Berman Group LLC/Neuberger Berman Finance Corp., 5.875%, 3/15/2022   0.73%
Canadian Natural Resources Ltd., 5.70%, 5/15/2017   0.72%
Hewlett Packard Enterprise Co., 2.45, 10/5/2017   0.71%
Volkswagen International Finance NV, 1.60%, 11/20/2017   0.70%
Federal National Mortgage Assoc., 3.50%, 11/1/2040   0.69%
      
Holding by Sector*  % of Investments 
Asset Backed   12.32%
Automotive   2.85%
Banking   8.42%
Basic Industry   4.10%
Capital Goods   1.28%
Consumer Goods   1.42%
Energy   11.73%
Financial Services   3.00%
Foreign Government   1.83%
Healthcare   3.78%
Insurance   0.74%
Leisure   1.82%
Media   3.05%
Mortgage Backed   20.79%
Municipal   0.18%
Real Estate   4.51%
Retail   0.47%
Services   0.79%
Technology & Electronics   4.76%
Telecommunications   1.43%
Transportation   1.01%
U.S. Government   6.27%
Utility   3.45%
Total   100.00%

 

 
*A sector may comprise several industries
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Securities Trust – Fundamental Equity Fund

 

Ten Largest Holdings  % of Investments 
JPMorgan Chase & Co.   4.63%
General Electric Co.   3.79%
Pfizer, Inc.   3.78%
Exxon Mobil Corp.   3.75%
Johnson & Johnson   3.48%
Occidental Petroleum Corp.   3.28%
Chubb Ltd.   3.28%
Citizens Financial Group, Inc.   2.84%
Intel Corp.   2.83%
General Dynamics Corp.   2.54%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   6.81%
Consumer Staples   7.13%
Energy   13.01%
Financials   23.38%
Health Care   13.06%
Industrials   11.75%
Information Technology   11.22%
Materials   3.07%
Real Estate   2.45%
Telecommunication Services   3.01%
Utilities   3.97%
Repurchase Agreement   1.14%
Total   100.00%

 

 
*A sector may comprise several industries
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Securities Trust – Growth Leaders Fund

 

Ten Largest Holdings  % of Investments 
Facebook, Inc. Class A   5.82%
Amazon.com, Inc.   5.06%
Alphabet, Inc. Class A   4.90%
Microsoft Corp.   3.56%
Visa, Inc. Class A   2.65%
Intuitive Surgical, Inc.   2.44%
Apple, Inc.   2.03%
Veeva Systems, Inc. Class A   1.79%
Comcast Corp. Class A   1.61%
NVIDIA Corp.   1.59%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   15.16%
Consumer Staples   7.08%
Financials   3.54%
Health Care   19.73%
Industrials   9.68%
Information Technology   40.51%
Materials   0.88%
Real Estate   0.99%
Telecommunication Services   0.95%
Repurchase Agreement   1.48%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Electronic Arts, Inc.   2.17%
Moody’s Corp.   1.91%
Zoetis, Inc.   1.87%
Illumina, Inc.   1.85%
MSCI, Inc.   1.75%
Dollar Tree, Inc.   1.72%
Dollar General Corp.   1.72%
ServiceNow, Inc.   1.61%
Microchip Technology, Inc.   1.54%
Tractor Supply Co.   1.53%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   25.69%
Consumer Staples   6.38%
Financials   6.44%
Health Care   19.21%
Industrials   15.78%
Information Technology   20.09%
Materials   5.28%
Real Estate   0.80%
Repurchase Agreement   0.33%
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 
CSC Holdings LLC, 10.875%, 10/15/2025   1.42%
Teck Resources Ltd., 4.75%, 1/15/2022   0.50%
ArcelorMittal, 6.125%,6/1/2025   0.75%
Navient Corp., 5.875%, 3/25/2021   0.68%
Equinix, Inc., 5.8755, 1/15/2026    0.58%
Frontier Communications Corp., 10.50%, 9/15/2022   0.53%
T-Mobile USA, Inc., 6.50%, 1/15/2026   0.52%
T-Mobile USA, Inc., 6.836%, 4/28/2023   0.51%
Frontier Communications Corp., 11.00%, 9/15/2025   0.51%
CCO Holdings LLC/CCO Holdings Capital Corp., 5.875%,4/1/2024   0.50%
      
Holding by Sector*  % of Investments 
Automotive   1.28%
Banking   2.68%
Basic Industry   18.19%
Capital Goods   4.16%
Commercial Mortgage Backed   0.03%
Consumer Goods   5.03%
Energy   16.59%
Financial Services   1.41%
Foreign Sovereign   0.62%
Government Guaranteed   0.20%
Healthcare   6.29%
Insurance   0.74%
Leisure   6.55%
Local-Authority   0.10%
Media   8.35%
Real Estate   0.72%
Retail   5.89%
Services   2.87%
Sovereign   0.20%
Technology & Electronics   6.63%
Telecommunications   7.07%
Transportation   1.52%
Utility   1.70%
Repurchase Agreement   1.18%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Investment Trust – Inflation Focused Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 1.375%, 6/30/2018   1.79%
LB-UBS Commercial Mortgage Trust 2006-C7 AM, 5.378%, 11/15/2038   0.89%
Morgan Stanley Re-REMIC Trust 2009-GG10 A4B, 5.988%, 8/12/2045   0.76%
HBOS plc , 6.75%, 5/21/2018   0.73%
Air Lease Corp., 5.625%, 4/1/2017   0.65%
Government National Mortgage Assoc. 2014-64 IO, 1.281%, 12/16/2054   0.64%
Forest Laboratories LLC, 4.375%, 2/1/2019   0.59%
Bear Stearns Cos. LLC, 7.25%, 2/1/2018   0.55%
Federal National Mortgage Assoc., 3.14%, 3/1/2042   0.51%
Activision Blizzard, Inc., 5.625%, 9/15/2021   0.48%
      
Holding by Sector*  % of Investments 
Auto   2.51%
Basic Industry   1.24%
Capital Goods   1.34%
Consumer Cyclicals   1.81%
Consumer Discretionary   0.91%
Consumer Services   1.90%
Consumer Staples   1.33%
Energy   9.53%
Financial Services   50.63%
Foreign Government   0.01%
Health Care   3.61%
Integrated Oils   0.57%
Materials and Processing   3.10%
Municipal   0.67%
Other   0.29%
Producer Durables   0.57%
Technology   3.01%
Telecommunications   1.75%
Transportation   0.61%
U.S.Government   5.62%
Utilities   2.30%
Repurchase Agreement   6.69%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Securities Trust – International Core Equity Fund

 

Ten Largest Holdings  % of Investments 
Nestle SA Registered Shares   3.13%
Roche Holding AG   2.84%
Mitsubishi UFJ Financial Group, Inc.   2.58%
Siemens AG Registered Shares   2.34%
AstraZeneca plc   2.29%
Koninklijke Ahold Delhaize NV   2.02%
Sumitomo Mitsui Financial Group, Inc.   2.02%
Shire plc   1.99%
Anheuser-Busch InBev NV   1.98%
Unilever NV CVA   1.83%
      
Holding by Sector  % of Investments 
Consumer Discretionary   12.51%
Consumer Staples   13.06%
Energy   3.72%
Financials   18.63%
Health Care   12.26%
Industrials   14.78%
Information Technology   5.84%
Materials   6.91%
Real Estate   4.61%
Telecommunication Services   4.86%
Utilities   2.82%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Securities Trust – International Dividend Income Fund

 

Ten Largest Holdings  % of Investments 
National Grid plc   2.35%
Enagas SA   2.26%
Imperial Brands plc   1.99%
Spark New Zealand Ltd.   1.93%
Nestle SA Registered Shares   1.80%
Rio Tinto plc ADR   1.71%
Taiwan Semiconductor Manufacturing Co., Ltd.   1.70%
Roche Holding AG   1.70%
AstraZeneca plc   1.66%
Sands China Ltd.   1.66%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   7.21%
Consumer Staples   8.20%
Energy   12.30%
Financials   17.92%
Health Care   4.86%
Industrials   7.74%
Information Technology   3.76%
Materials   5.28%
Real Estate   11.07%
Telecommunication Services   8.54%
Utilities   10.34%
Repurchase Agreement   2.78%
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 
Hitachi High-Technologies Corp.   1.69%
Dewan Housing Finance Corp., Ltd.   1.68%
Amer Sports OYJ   1.66%
Bank Tabungan Negara Persero Tbk PT   1.58%
Cramo OYJ   1.55%
Loomis AB Class B   1.53%
Altran Technologies SA   1.52%
VanEck Vectors Junior Gold Miners   1.46%
Frutarom Industries Ltd.   1.46%
SUMCO Corp.   1.46%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   13.20%
Consumer Staples   6.95%
Energy   3.45%
Exchange Traded Fund   1.96%
Financials   11.00%
Health Care   5.42%
Industrials   18.79%
Information Technology   14.55%
Materials   4.55%
Real Estate   12.41%
Telecommunication Services   1.20%
Utilities   3.43%
Repurchase Agreement   3.09%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Mid Cap Stock Fund, Inc.

 

Ten Largest Holdings  % of Investments 
Cimarex Energy Co.   2.80%
Edison International   2.40%
XL Group Ltd.   2.31%
Citizens Financial Group, Inc.   2.28%
PPL Corp.   2.25%
Sempra Energy   2.24%
Noble Energy, Inc.   2.15%
Portland General Electric Co.   2.11%
Motorola Solutions, Inc.   2.03%
Newell Brands, Inc.   1.97%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   10.43%
Consumer Staples   6.13%
Energy   11.64%
Financials   19.05%
Health Care   6.42%
Industrials   7.02%
Information Technology   12.17%
Materials   4.58%
Real Estate   11.74%
Utilities   10.36%
Repurchase Agreement   0.46%
Total   100.00%

 

 
*A sector may comprise several industries.
 
 

Investments in Underlying Funds (unaudited)(continued)

 

Lord Abbett Investment Trust – Short Duration Income Fund

 

Ten Largest Holdings  % of Investments 
U.S. Treasury Note, 0.875%, 10/15/2017   0.83%
HBOS plc , 6.75%, 5/21/2018   0.75%
Air Lease Corp., 5.625%, 4/1/2017   0.73%
Denali International LLC/Denali Finance Corp., 5.625%, 10/15/2020   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%
Forest Laboratories LLC, 4.375%, 2/1/2019   0.58%
Ladder Capital Commercial Mortgage Securities LLC 2014-PKMD A, 2.95%, 11/14/2027   0.53%
BellSouth LLC, 4.40%, 4/26/2017   0.53%
U.S. Treasury Note, 1.375%. 6/30/2018   0.50%
      
Holding by Sector*  % of Investments 
Auto   2.63%
Basic Industry   0.90%
Capital Goods   1.51%
Consumer Cyclicals   1.82%
Consumer Discretionary   1.01%
Consumer Services   1.79%
Consumer Staples   1.15%
Energy   10.02%
Financial Services   56.32%
Foreign Government   0.04%
Health Care   3.61%
Integrated Oils   0.84%
Materials and Processing   3.11%
Municipal   0.67%
Other   0.33%
Producer Durables   0.68%
Technology   3.87%
Telecommunications   2.03%
Transportation   0.81 
U.S. Government   6.24%
Repurchase Agreement   0.62%
Total   100.00%

 

 
*A sector may comprise several industries
 
 

Investments in Underlying Funds (unaudited)(concluded)

 

Lord Abbett Securities Trust – Value Opportunities Fund

 

Ten Largest Holdings  % of Investments 
Federal Realty Investment Trust   2.59%
Alere, Inc.   2.34%
Fidelity National Information Services, Inc.   2.15%
Zayo Group Holdings, Inc.   2.14%
CMS Energy Corp.   2.04%
HealthSouth Corp.   2.04%
Arch Capital Group Ltd.   2.03%
AECOM   2.00%
RenaissanceRe Holdings Ltd.   1.97%
Booz Allen Hamilton Holding Corp.   1.95%
      
Holding by Sector*  % of Investments 
Consumer Discretionary   10.62%
Consumer Staples   1.92%
Energy   5.50%
Financials   15.30%
Health Care   10.65%
Industrials   11.97%
Information Technology   17.67%
Materials   7.46%
Real Estate   8.38%
Telecommunication Services   2.14%
Utilities   5.96%
Repurchase Agreement   2.43%
Total   100.00%

 

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

SIGNATURES

 

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

 

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

 

Date: October 26, 2016

 

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

 

Date: October 26, 2016

 

 

 

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

 

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

 

Date: October 26, 2016

 

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

 

Date: October 26, 2016