-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OSzP0SO/Zi/rKTzp0hPe8fUp+X4w4auqp6fTbL4HA7bJb+efDWuX4ICEVhQlf4pI nDlT6CmONum2Q1LkVXJezg== 0001193125-09-218880.txt : 20091030 0001193125-09-218880.hdr.sgml : 20091030 20091030160117 ACCESSION NUMBER: 0001193125-09-218880 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20090831 FILED AS OF DATE: 20091030 DATE AS OF CHANGE: 20091030 EFFECTIVENESS DATE: 20091030 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LORD ABBETT INVESTMENT TRUST CENTRAL INDEX KEY: 0000911507 IRS NUMBER: 133731507 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-07988 FILM NUMBER: 091148205 BUSINESS ADDRESS: STREET 1: 90 HUDSON STREET CITY: JERSEY CITY STATE: NJ ZIP: 07302 BUSINESS PHONE: 201-827-2000 MAIL ADDRESS: STREET 1: 90 HUDSON STREET CITY: JERSEY CITY STATE: NJ ZIP: 07302 0000911507 S000007276 Lord Abbett Convertible Fund C000019975 Class A LACFX C000019976 Class B LBCFX C000019977 Class C LACCX C000019978 Class P LCFPX C000019979 Class I LCFYX C000054882 Class F LBFFX C000054883 Class R2 LBCQX C000054884 Class R3 LCFRX 0000911507 S000007277 Lord Abbett Core Fixed Income Fund C000019980 Class A LCRAX C000019981 Class B LCRBX C000019982 Class C LCRCX C000019983 Class P LCRPX C000019984 Class I LCRYX C000054885 Class F LCRFX C000054886 Class R2 LCRQX C000054887 Class R3 LCRRX 0000911507 S000007278 Lord Abbett High Yield Fund C000019985 Class A LHYAX C000019986 Class B LHYBX C000019987 Class C LHYCX C000019988 Class P LHYPX C000019989 Class I LAHYX C000054888 Class F LHYFX C000054889 Class R2 LHYQX C000054890 Class R3 LHYRX 0000911507 S000007279 Lord Abbett Short Duration Income Fund C000019990 Class P C000019991 Class I C000019992 Class A LALDX C000019993 Class B LLTBX C000019994 Class C LDLAX C000054891 Class F LDLFX C000054892 Class R2 LDLQX C000054893 Class R3 0000911507 S000007280 Lord Abbett Total Return Fund C000019995 Class A LTRAX C000019996 Class B LTRBX C000019997 Class C LTRCX C000019998 Class P LTRPX C000019999 Class I LTRYX C000054894 Class F LTRFX C000054895 Class R2 LTRQX C000054896 Class R3 LTRRX 0000911507 S000007281 Lord Abbett Income Fund C000020000 Class P C000020001 Class I C000020002 Class A LAGVX C000020003 Class B LAVBX C000020004 Class C LAUSX C000054897 Class F LAUFX C000054898 Class R2 LAUQX C000054899 Class R3 LAURX 0000911507 S000007282 Lord Abbett Balanced Strategy Fund C000020005 Class I LABYX C000020006 Class A LABFX C000020007 Class B LABBX C000020008 Class C BFLAX C000020009 Class P LABPX C000054900 Class F BLAFX C000054901 Class R2 BLAQX C000054902 Class R3 BLARX 0000911507 S000007283 Lord Abbett Diversified Income Strategy Fund C000020010 Class A ISFAX C000020011 Class B ISFBX C000020012 Class C ISFCX C000020013 Class P ISFPX C000020014 Class I ISFYX C000054903 Class F LIGFX C000054904 Class R2 LIGQX C000054905 Class R3 LIXRX 0000911507 S000007284 Lord Abbett Growth & Income Strategy Fund C000020015 Class A LWSAX C000020016 Class B LWSBX C000020017 Class C LWSCX C000020018 Class P LWSPX C000020019 Class I LWSYX C000054906 Class F LGXFX C000054907 Class R2 LGIQX C000054908 Class R3 LGIRX 0000911507 S000012541 Lord Abbett Diversified Equity Strategy Fund C000034096 Class A LDSAX C000034097 Class B LDSBX C000034098 Class C LDSCX C000034099 Class P LDSPX C000034100 Class I LDSYX C000054909 Class F LDSFX C000054910 Class R2 LDSQX C000054911 Class R3 LDSRX 0000911507 S000019792 Floating Rate Fund C000055470 Class A LFRAX C000055471 Class B LFRBX C000055472 Class C LFRCX C000055473 Class F LFRFX C000055474 Class I LFRIX C000055475 Class R2 LFRRX C000055476 Class R3 LRRRX N-Q 1 dnq.htm QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS Quarterly Schedule of Portfolio Holdings

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act File Number: 811-07988

LORD ABBETT INVESTMENT TRUST

(Exact name of Registrant as specified in charter)

90 Hudson Street, Jersey City, NJ 07302

(Address of principal executive offices) (Zip code)

Thomas R. Phillips, Esq., Vice President & Assistant Secretary

90 Hudson Street, Jersey City, NJ 07302

(Name and address of agent for service)

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

Date of fiscal year end: 11/30

Date of reporting period: 8/31/2009


Item 1: Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - BALANCED STRATEGY FUND August 31, 2009

 

Investments

   Shares    Value
(000)
 

INVESTMENTS IN UNDERLYING FUNDS(a) 99.97%

     

Lord Abbett Affiliated Fund, Inc. - Class I(b)

     26,042,510    $ 248,966   

Lord Abbett Bond Debenture Fund, Inc. - Class I(c)

     23,138,108      157,571   

Lord Abbett Research Fund, Inc. - Capital Structure Fund (formerly, America’s Value Fund) - Class I(d)

     21,662,227      213,373   

Lord Abbett Research Fund, Inc. - Classic Stock Fund (formerly, Large Cap Core Fund) -
Class I
(e)

     5,135,656      124,745   

Lord Abbett Investment Trust - Floating Rate Fund - Class I(f)

     2,616,286      23,573   

Lord Abbett Investment Trust - High Yield Fund - Class I(c)

     25,125,487      172,863   

Lord Abbett Securities Trust - International Core Equity Fund - Class I(g)

     6,949,822      77,560   

Lord Abbett Securities Trust - International Dividend Income Fund - Class I(h)

     20,094,300      160,755   
           

Total Investments in Underlying Funds
(cost $1,373,431,147)

        1,179,406   
           
     Principal
Amount
(000)
      

SHORT-TERM INVESTMENT 0.05%

     

Repurchase Agreement

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $600,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $599,700; proceeds: $584,397
(cost $584,397)

   $ 584      584   
           

Total Investments in Securities 100.02%
(cost $1,374,015,544)

        1,179,990   
           

Liabilities in Excess of Other Assets (0.02%)

        (185
           

Net Assets 100.00%

      $ 1,179,805   
           

 

(a) Affiliated issuers (see Note 4).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(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 current income and capital appreciation.
(e) Fund investment objective is growth of capital and growth of income consistent with reasonable risk.
(f) Fund investment objective is to seek a high level of 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.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

              Shares
(000)
   Value

LONG-TERM INVESTMENTS 96.83%

          

COMMON STOCK 1.08%

          

Exchange Traded Fund

          

Financial Select Sector SPDR Fund
(cost $3,566,887)

          275    $ 4,042,500
              
      Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
    

CONVERTIBLE BONDS 77.20%

          

Advertising 3.26%

          

Interpublic Group of Cos., Inc.

   4.25   3/15/2023    $ 6,760      6,236,100

Omnicom Group, Inc.

   Zero Coupon      7/1/2038      6,040      5,972,050
              

Total

             12,208,150
              

Aerospace & Defense 0.46%

          

Orbital Sciences Corp.

   2.438   1/15/2027      1,916      1,729,190
              

Airlines 1.18%

          

JetBlue Airways Corp.

   3.75   3/15/2035      4,528      4,437,440
              

Beverages 2.88%

          

Central Euro Distribution Corp.

   3.00   3/15/2013      6,790      5,584,775

Molson Coors Brewing Co.

   2.50   7/30/2013      4,650      5,202,188
              

Total

             10,786,963
              

Biotechnology 5.86%

          

Affymetrix, Inc.

   3.50   1/15/2038      2,880      2,250,000

Amylin Pharmaceuticals, Inc.

   2.50   4/15/2011      4,930      4,461,650

Human Genome Sciences, Inc.

   2.25   10/15/2011      1,750      2,515,625

Incyte Corp.

   3.50   2/15/2011      500      425,625

Incyte Corp.

   3.50   2/15/2011      1,200      1,042,500

Integra LifeSciences Holdings Corp.

   2.75   6/1/2010      7,115      6,972,700

Life Technologies Corp.

   3.25   6/15/2025      3,905      4,295,500
              

Total

             21,963,600
              

Commercial Services 2.09%

          

Quanta Services, Inc.

   3.75   4/30/2026      3,466      3,851,593

WESCO International, Inc.

   6.00   9/15/2029      3,576      3,973,830
              

Total

             7,825,423
              

Communications Equipment 3.03%

          

ADC Telecommunications, Inc.

   1.593 %#    6/15/2013      7,730      6,039,062

Alcatel-Lucent USA, Inc.

   2.875   6/15/2023      5,460      5,309,850
              

Total

             11,348,912
              

Computers & Peripherals 1.12%

          

NetApp, Inc.

   1.75   6/1/2013      4,230      4,203,563
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Diversified Financials 3.07%

          

Affiliated Managers Group, Inc.

   3.95   8/15/2038    $ 7,625    $ 7,110,312

Euronet Worldwide, Inc.

   3.50   10/15/2025      4,770      4,400,325
              

Total

             11,510,637
              

Diversified Metals & Mining 0.41%

          

Patriot Coal Corp.

   3.25   5/31/2013      2,000      1,520,000
              

Electronic Equipment & Instruments 2.87%

          

General Cable Corp.

   1.00   10/15/2012      5,105      4,332,869

Itron, Inc.

   2.50   8/1/2026      108      119,070

Teradyne, Inc.

   4.50   3/15/2014      3,675      6,288,844
              

Total

             10,740,783
              

Entertainment 1.85%

          

Regal Entertainment Group

   6.25   3/15/2011      6,960      6,942,600
              

Foods 0.24%

          

Spartan Stores, Inc.

   3.375   5/15/2027      1,240      908,300
              

Health Services 0.26%

          

Five Star Quality Care, Inc.

   3.75   10/15/2026      1,280      988,800
              

Healthcare Equipment & Supplies 4.45%

          

Beckman Coulter, Inc.

   2.50   12/15/2036      3,960      4,459,950

Fisher Scientific International, Inc.

   3.25   3/1/2024      2,600      3,311,750

Laboratory Corporation of America Holdings

   Zero Coupon      9/11/2021      4,766      4,515,785

NuVasive, Inc.

   2.25   3/15/2013      4,100      4,392,125
              

Total

             16,679,610
              

Homebuilders 1.01%

          

D.R. Horton, Inc.

   2.00   5/15/2014      3,055      3,788,200
              

Information Technology Services 1.47%

          

BearingPoint, Inc.(a)

   5.00   4/15/2025      5,775      1,169,438

CSG Systems International, Inc.

   2.50   6/15/2024      4,475      4,351,937
              

Total

             5,521,375
              

Insurance-Reinsurance 0.48%

          

Old Republic International Corp.

   8.00   5/15/2012      1,500      1,801,875
              

Internet Software & Services 1.17%

          

Blackboard, Inc.

   3.25   7/1/2027      4,530      4,388,438
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Leisure Products 3.43%

          

Eastman Kodak Co.

   3.375   10/15/2033    $ 6,447    $ 5,915,122

International Game Technology†

   3.25   5/1/2014      5,435      6,956,800
              

Total

             12,871,922
              

Lodging 0.43%

          

Wyndham Worldwide Corp.

   3.50   5/1/2012      1,200      1,626,000
              

Machinery 1.35%

          

Ingersoll-Rand Co., Ltd.

   4.50   4/15/2012      2,750      5,073,750
              

Miscellaneous: Energy 3.84%

          

Covanta Holding Corp.

   1.00   2/1/2027      3,800      3,420,000

Evergreen Energy Inc.

   8.00   8/1/2012      5,930      1,867,950

Suntech Power Holdings Co., Ltd. (China)(b)

   3.00   3/15/2013      5,850      4,402,125

Yingli Green Energy Holding Co., Ltd. (China)(b)

   Zero Coupon      12/15/2012      4,605      4,720,125
              

Total

             14,410,200
              

Miscellaneous: Financial 1.46%

          

Cherating Capital Ltd. (Malaysia)(b)

   2.00   7/5/2012      5,100      5,482,500
              

Miscellaneous: Industrials 0.75%

          

EnerSys (Zero Coupon after 6/1/2015)(c)

   3.375   6/1/2038      3,338      2,803,920
              

Oil & Gas Products 0.68%

          

NorthernStar Natural Gas, Inc.

   5.00   5/15/2014      2,550      2,550,000
              

Oil Services 2.84%

          

Core Laboratories LP

   0.25   10/31/2011      4,110      4,623,750

Helix Energy Solutions Group, Inc.

   3.25   12/15/2025      2,305      1,973,656

SEACOR Holdings, Inc.

   2.875   12/15/2024      400      435,000

Transocean Ltd. (Switzerland)(b)

   1.625   12/15/2037      3,700      3,616,750
              

Total

             10,649,156
              

Oil: Integrated 2.70%

          

Chesapeake Energy Corp.

   2.75   11/15/2035      4,850      4,431,688

Hercules Offshore, Inc. (Zero Coupon after 6/1/2013)†(d)

   3.375   6/1/2038      1,765      1,217,850

Penn Virginia Corp.

   4.50   11/15/2012      5,150      4,461,187
              

Total

             10,110,725
              

Pharmaceuticals 3.41%

          

Allergan, Inc.

   1.50   4/1/2026      925      1,017,500

Biovail Corp. (Canada)(b)

   5.375   8/1/2014      3,360      3,717,000

Teva Pharmaceutical Finance LLC (Israel)(b)

   0.25   2/1/2026      3,400      3,914,250

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Pharmaceuticals (continued)

          

United Therapeutics Corp.

   0.50   10/15/2011    $ 3,203    $ 4,147,885
              

Total

             12,796,635
              

Pollution Control 0.48%

          

Waste Connections, Inc.

   3.75   4/1/2026      1,725      1,800,469
              

Precious Metals 0.73%

          

Newmont Mining Corp.

   3.00   2/15/2012      2,360      2,734,650
              

Real Estate 5.80%

          

Host Hotels & Resorts LP

   2.625   4/15/2027      5,265      4,646,362

iStar Financial, Inc.

   1.097 %#    10/1/2012      2,265      849,375

ProLogis

   2.25   4/1/2037      8,375      7,254,844

Rayonier TRS Holdings, Inc.

   3.75   10/15/2012      3,950      4,142,562

Vornado Realty LP

   3.875   4/15/2025      2,950      2,997,938

Vornado Realty Trust

   3.625   11/15/2026      1,950      1,854,938
              

Total

             21,746,019
              

Retail: Multiline 0.35%

          

Saks, Inc.

   2.00   3/15/2024      1,665      1,317,431
              

Retail: Specialty 0.59%

          

Charming Shoppes, Inc.

   1.125   5/1/2014      3,010      2,212,350
              

Semiconductors 2.50%

          

Diodes, Inc.

   2.25   10/1/2026      2,175      2,096,156

ON Semiconductor Corp.

   2.625   12/15/2026      7,015      7,269,294
              

Total

             9,365,450
              

Software - Applications & Systems 4.27%

          

EMC Corp.

   1.75   12/1/2011      3,230      3,771,025

Informatica Corp.

   3.00   3/15/2026      3,400      3,748,500

Sybase, Inc.

   3.50   8/15/2029      860      894,400

Take-Two Interactive Software, Inc.

   4.375   6/1/2014      1,670      2,014,438

VeriFone Holdings, Inc.

   1.375   6/15/2012      6,830      5,574,987
              

Total

             16,003,350
              

Steel 1.61%

          

Steel Dynamics, Inc.

   5.125   6/15/2014      2,200      2,678,500

United States Steel Corp.

   4.00   5/15/2014      2,130      3,344,100
              

Total

             6,022,600
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Wireless Communications Services 2.82%

          

Leap Wireless International, Inc.

   4.50   7/15/2014    $ 4,955    $ 3,660,506

NII Holdings, Inc.

   3.125   6/15/2012      8,090      6,896,725
              

Total

             10,557,231
              

Total Convertible Bonds
(cost $282,808,665)

             289,428,217
              
                Shares
(000)
    

CONVERTIBLE PREFERRED STOCKS 18.31%

          

Auto Parts 1.48%

          

Autoliv, Inc. (Sweden)(b)

   8.00        56      2,537,403

Johnson Controls, Inc.

   11.50        24      3,013,223
              

Total

             5,550,626
              

Communications Equipment 1.70%

          

Lucent Technologies Capital Trust I

   7.75        9      6,367,780
              

Consumer Services 0.23%

          

United Rentals Trust I

   6.50        36      853,813
              

Diversified Metals & Mining 3.24%

          

Freeport-McMoRan Copper & Gold, Inc.

   6.75        60      5,741,937

Vale Capital Ltd. (Brazil)(b)

   5.50        160      6,382,974
              

Total

             12,124,911
              

Foods 2.70%

          

Archer Daniels Midland Co.

   6.25        109      4,230,560

Bunge Ltd.

   5.125        9      5,896,250
              

Total

             10,126,810
              

Household Durables 1.08%

          

Stanley Works (The)

   5.125        5      4,037,850
              

Insurance-Casualty 0.66%

          

XL Capital Ltd.

   10.75        91      2,475,175
              

Oil Services 0.77%

          

Bristow Group, Inc.

   5.50        70      2,899,875
              

Pharmaceuticals 2.68%

          

Mylan, Inc.

   6.50        6      5,453,662

Schering-Plough Corp.

   6.00        19      4,603,890
              

Total

             10,057,552
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - CONVERTIBLE FUND August 31, 2009

 

Investments

   Interest
Rate
         Shares
(000)
   Value

Railroads 0.64%

          

Kansas City Southern

   5.125        2    $ 2,398,550
              

Textiles & Apparel 0.54%

          

Retail Ventures, Inc.

   6.625        68      2,034,000
              

Utilities: Electric 2.59%

          

AES Trust III

   6.75        133      5,578,460

FPL Group, Inc.

   8.375        80      4,133,304
              

Total

             9,711,764
              

Total Convertible Preferred Stocks
(cost $65,419,824)

             68,638,706
              
           Maturity
Date
   Principal
Amount
(000)
    

CORPORATE BOND 0.24%

          

Oil & Gas Products

          

NorthernStar Natural Gas, Inc.
(cost $1,197,061)

   5.00   5/15/2014    $ 1,031      902,508
              

Total Long-Term Investments
(cost $352,992,437)

             363,011,931
              

SHORT-TERM INVESTMENT 2.23%

          

Repurchase Agreement

          

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $8,525,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $8,520,738; proceeds: $8,351,636 (cost $8,351,633)

          8,352      8,351,633
              

Total Investments in Securities 99.06%
(cost $361,344,070)

             371,363,564
              

Other Assets in Excess of Liabilities 0.94%

             3,539,126
              

Net Assets 100.00%

           $ 374,902,690
              

 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
# Variable rate security. The interest rate represents the rate at August 31, 2009.
(a) Defaulted Security.
(b) Foreign security traded in U.S. dollars.
(c) The notes will not bear any interest after the six-month period ending June 1, 2015, but will accrete principal beginning on June 1, 2015 at the rate that provides holders with an aggregate yield to maturity of 3.375% per year. Beginning with the six-month period commencing on June 1, 2015, the issuer will pay contingent interest during any six-month interest period to the holders of notes if the trading price of the notes for each of the five trading days ending on, and including, the second trading day immediately preceding the first day of the applicable six-month period equals or excludes 130% of the accreted principal amount of the notes.
(d) The notes will not bear any interest after the six-month period ending June 1, 2013, but will accrete principal beginning on June 1, 2013 at the rate that provides holders with an aggregate yield to maturity of 3.375% per year. Beginning with the six-month period commencing on or after June 1, 2013, the issuer will pay contingent interest during any six-month interest period to the holders of notes if the trading price of the notes for each of the five trading days ending on the second trading day immediately preceding the first day of the applicable interest period equals or excludes 120% of the accreted principal amount of the notes.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

LONG-TERM INVESTMENTS 96.58%

          

ASSET-BACKED SECURITIES 7.98%

          

Automobile 4.47%

          

Capital One Prime Auto Receivables Trust 2007-2 A3

   4.89   1/15/2012    $ 1,910    $ 1,946,174

Carmax Auto Owner Trust 2007-2 A3

   5.23   12/15/2011      839      858,509

Carmax Auto Owner Trust 2007-3 A3B

   0.673 %#    12/15/2011      1,569      1,566,360

Ford Credit Auto Owner Trust 2006-B A4

   5.25   9/15/2011      850      871,217

Ford Credit Auto Owner Trust 2007-A A3B

   0.303 %#    8/15/2011      1,225      1,221,105

Ford Credit Auto Owner Trust 2008-A A2

   0.873 %#    7/15/2010      336      335,727

Ford Credit Auto Owner Trust 2008-C A2B

   1.173 %#    1/15/2011      2,199      2,202,272

Harley-Davidson Motorcycle Trust 2006-3 A3

   5.24   1/15/2012      540      542,911

Harley-Davidson Motorcycle Trust 2007-3 A3

   0.623 %#    6/15/2012      674      673,683

Harley-Davidson Motorcycle Trust 2009-1 A2

   2.52   5/15/2012      1,750      1,765,486

Honda Auto Receivables Owner Trust 2009-2 A2

   2.22   8/15/2011      1,500      1,514,949

USAA Auto Owner Trust 2007-2 A3

   4.90   2/15/2012      561      570,950

USAA Auto Owner Trust 2009-1 A2

   2.64   8/15/2011      2,500      2,526,993

World Omni Auto Receivables Trust 2007-A A3

   5.23   2/15/2011      65      65,533
              

Total

             16,661,869
              

Credit Cards 3.34%

          

American Express Issuance Trust 2005-1 A

   0.303 %#    8/15/2011      2,975      2,960,640

Chase Issuance Trust 2007-A14

   0.523 %#    9/15/2011      2,058      2,057,874

Chase Issuance Trust 2007-A6

   0.273 %#    4/16/2012      1,700      1,694,530

Discover Card Master Trust I 2007-1 A

   0.283 %#    8/15/2012      1,000      997,359

MBNA Credit Card Master Note Trust 2003-A8

   0.463 %#    12/17/2012      1,550      1,543,567

MBNA Credit Card Master Note Trust 2004-A10 A

   0.353 %#    3/15/2012      3,200      3,198,389
              

Total

             12,452,359
              

Home Equity 0.17%

          

Option One Mortgage Loan Trust 2007-FXD2 2A1

   5.90   3/25/2037      661      613,665
              

Total Asset-Backed Securities
(cost $29,551,561)

             29,727,893
              

CORPORATE BONDS 28.43%

          

Aerospace & Defense 0.11%

          

Meccanica Holdings USA

   6.25   7/15/2019      365      389,152
              

Automotive 0.38%

          

Roper Industries, Inc.

   6.25   9/1/2019      803      816,419

Roper Industries, Inc.

   6.625   8/15/2013      566      606,104
              

Total

             1,422,523
              

Banks: Money Center 1.68%

          

Asian Development Bank (Philippines)(a)

   2.75   5/21/2014      1,577      1,580,782

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Banks: Money Center (continued)

          

European Investment Bank (Luxembourg)(a)

   3.125   6/4/2014    $ 3,037    $ 3,089,373

Inter-American Development Bank

   3.00   4/22/2014      1,570      1,596,045
              

Total

             6,266,200
              

Banks: Regional 5.74%

          

Bank of America Corp.

   2.10   4/30/2012      2,900      2,933,016

Barclays Bank plc (United Kingdom)(a)

   6.75   5/22/2019      815      894,612

Citigroup, Inc.

   8.125   7/15/2039      850      876,204

Compass Bank

   6.40   10/1/2017      475      429,257

Corporacion Andina de Fomento (Venezuela)(a)

   8.125   6/4/2019      229      263,753

Credit Suisse NY

   5.30   8/13/2019      730      740,034

GMAC, Inc.

   2.20   12/19/2012      1,698      1,712,489

Goldman Sachs Group, Inc. (The)

   1.625   7/15/2011      1,250      1,261,935

Goldman Sachs Group, Inc. (The)

   5.35   1/15/2016      362      369,416

Goldman Sachs Group, Inc. (The)

   6.125   2/15/2033      359      375,966

JPMorgan Chase & Co.

   2.20   6/15/2012      1,950      1,980,471

JPMorgan Chase & Co.

   6.00   1/15/2018      780      839,647

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   2.25   4/16/2012      1,620      1,645,181

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   4.875   6/17/2019      1,141      1,234,023

Morgan Stanley

   6.25   8/28/2017      420      433,727

Morgan Stanley

   6.625   4/1/2018      2,526      2,703,568

RSHB Capital SA for OJSC Russian Agricultural Bank (Luxembourg)†(a)

   9.00   6/11/2014      200      213,480

Societe de Financement de l’Economie Francaise (France)†(a)

   3.375   5/5/2014      2,440      2,488,629
              

Total

             21,395,408
              

Beverage 0.81%

          

Anheuser-Busch InBev Worldwide, Inc.

   8.00   11/15/2039      550      686,566

Bacardi Ltd.†(a)

   7.45   4/1/2014      745      837,757

FBG Finance Ltd. (Australia)†(a)

   5.875   6/15/2035      479      452,638

FBG Finance Ltd. (Australia)†(a)

   7.875   6/1/2016      900      1,031,193
              

Total

             3,008,154
              

Broadcasting 0.32%

          

Cox Communications, Inc.

   8.375   3/1/2039      146      181,617

Cox Communications, Inc.

   9.375   1/15/2019      792      1,011,206
              

Total

             1,192,823
              

Brokers 0.26%

          

Raymond James Financial, Inc.

   8.60   8/15/2019      912      960,110
              

Cable Services 0.27%

          

Time Warner Cable, Inc.

   7.30   7/1/2038      528      599,343

Time Warner Cable, Inc.

   7.50   4/1/2014      355      407,850
              

Total

             1,007,193
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Chemicals 0.18%

          

Airgas, Inc.

   7.125   10/1/2018    $ 670    $ 670,000
              

Computer Software 0.15%

          

BMC Software, Inc.

   7.25   6/1/2018      382      412,052

Intuit, Inc.

   5.75   3/15/2017      156      159,518
              

Total

             571,570
              

Computer Technology 0.10%

          

EQT Corp.

   6.50   4/1/2018      380      384,300
              

Consumer Products 0.39%

          

Ralcorp Holdings, Inc.

   6.625   8/15/2039      1,405      1,459,340
              

Containers 0.84%

          

Pactiv Corp.

   5.875   7/15/2012      350      373,123

Pactiv Corp.

   7.95   12/15/2025      600      610,874

Rexam plc (United Kingdom)†(a)

   6.75   6/1/2013      2,044      2,135,142
              

Total

             3,119,139
              

Diversified 0.20%

          

Tyco Electronics Group (Switzerland)(a)

   7.125   10/1/2037      741      743,270
              

Diversified Materials & Processing 0.04%

          

Tyco International Finance SA (Switzerland)(a)

   8.50   1/15/2019      131      158,427
              

Drugs 0.30%

          

Hospira, Inc.

   6.05   3/30/2017      649      675,963

Watson Pharmaceuticals, Inc.

   6.125   8/15/2019      437      450,120
              

Total

             1,126,083
              

Electric: Equipment/Components 0.31%

          

Centrais Eletricas Brasileiras SA (Brazil)†(a)

   6.875   7/30/2019      100      106,000

Enel Finance International SA (Italy)†(a)

   6.25   9/15/2017      645      707,803

Enel Finance International SA (Italy)†(a)

   6.80   9/15/2037      300      346,420
              

Total

             1,160,223
              

Electric: Power 2.96%

          

Black Hills Corp.

   6.50   5/15/2013      2,007      2,099,432

E. On International Finance BV (Netherlands)†(a)

   6.65   4/30/2038      470      537,834

EDF SA (France)†(a)

   6.50   1/26/2019      205      234,503

Entergy Arkansas, Inc.

   5.66   2/1/2025      594      566,255

General Electric Capital Corp.

   6.00   8/7/2019      375      378,544

General Electric Capital Corp.

   6.875   1/10/2039      2,403      2,390,699

Kansas City Power & Light Co.

   7.15   4/1/2019      384      445,381

Kansas Gas & Electric Co.

   6.70   6/15/2019      150      169,824

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Electric: Power (continued)

          

Korea Hydro & Nuclear Power Co., Ltd. (South Korea)†(a)

   6.25   6/17/2014    $ 175    $ 185,037

Oncor Electric Delivery Co.

   6.375   1/15/2015      327      363,906

Oncor Electric Delivery Co.

   7.25   1/15/2033      272      331,737

Rochester Gas & Electric Corp.

   5.90   7/15/2019      269      287,095

Scottish Power plc (United Kingdom)(a)

   5.375   3/15/2015      349      367,032

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.165   10/25/2017      426      426,337

Texas-New Mexico Power Co.

   9.50   4/1/2019      1,450      1,696,891

Toledo Edison Co. (The)

   7.25   5/1/2020      469      547,890
              

Total

             11,028,397
              

Electrical: Household 0.28%

          

EDP Finance BV (Netherlands)†(a)

   6.00   2/2/2018      960      1,037,136
              

Electronics: Semi-Conductors/Components 0.80%

          

Agilent Technologies, Inc.

   6.50   11/1/2017      1,274      1,229,007

Analog Devices, Inc.

   5.00   7/1/2014      469      486,979

KLA-Tencor Corp.

   6.90   5/1/2018      1,224      1,253,858
              

Total

             2,969,844
              

Energy Equipment & Services 0.18%

          

Cameron International Corp.

   6.375   7/15/2018      273      281,354

EQT Corp.

   8.125   6/1/2019      356      400,622
              

Total

             681,976
              

Financial Services 1.03%

          

Bear Stearns Cos., Inc.

   7.25   2/1/2018      879      1,003,991

Citigroup Funding, Inc.

   2.25   12/10/2012      1,260      1,273,551

Marsh & McLennan Cos., Inc.

   9.25   4/15/2019      676      833,275

Western Union Co. (The)

   6.50   2/26/2014      662      722,886
              

Total

             3,833,703
              

Food 0.05%

          

H.J. Heinz Co.

   7.125   8/1/2039      160      188,516
              

Gaming 0.17%

          

International Game Technology

   7.50   6/15/2019      575      623,650
              

Healthcare Products 0.17%

          

Biogen Idec, Inc.

   6.875   3/1/2018      587      642,230
              

Industrial Products 0.11%

          

Vale Overseas Ltd. (Brazil)(a)

   6.875   11/21/2036      403      405,501
              

Investment Management Companies 0.32%

          

BlackRock, Inc.

   6.25   9/15/2017      1,114      1,173,676
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Machinery: Agricultural 0.57%

          

BAT International Finance plc (United Kingdom)†(a)

   8.125   11/15/2013    $ 205    $ 233,424

Lorillard Tobacco Co.

   8.125   6/23/2019      1,702      1,896,719
              

Total

             2,130,143
              

Machinery: Oil Well Equipment & Services 0.19%

          

Pride International, Inc.

   7.375   7/15/2014      300      304,500

Pride International, Inc.

   8.50   6/15/2019      396      417,780
              

Total

             722,280
              

Media 0.56%

          

DirecTV Holdings LLC

   6.375   6/15/2015      297      302,198

DirecTV Holdings LLC

   7.625   5/15/2016      686      725,445

Discovery Communications LLC

   5.625   8/15/2019      1,020      1,044,964
              

Total

             2,072,607
              

Metals & Minerals Miscellaneous 1.08%

          

Anglo American Capital plc (United Kingdom)†(a)

   9.375   4/8/2014      2,025      2,310,685

Rio Tinto Finance USA Ltd. (Australia)(a)

   8.95   5/1/2014      1,454      1,696,252
              

Total

             4,006,937
              

Miscellaneous 0.04%

          

Magellan Midstream Partners LP

   6.40   5/1/2037      137      143,293
              

Multi-Sector Companies 0.21%

          

General Electric Co.

   5.00   2/1/2013      750      793,772
              

Natural Gas 0.39%

          

Atmos Energy Corp.

   8.50   3/15/2019      265      326,117

Florida Gas Transmission Co. LLC

   7.90   5/15/2019      700      829,254

Tennessee Gas Pipeline Co.

   6.00   12/15/2011      280      277,395
              

Total

             1,432,766
              

Office Supplies 0.42%

          

Staples, Inc.

   9.75   1/15/2014      1,344      1,579,137
              

Oil 1.34%

          

Ecopetrol SA (Columbia)†(a)

   7.625   7/23/2019      178      190,691

Empresa Nacional del Petroleo (Chile) †(a)

   6.25   7/8/2019      200      208,781

Panhandle Eastern Pipe Line Co.

   7.00   6/15/2018      375      408,926

Panhandle Eastern Pipe Line Co.

   8.125   6/1/2019      545      632,679

Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)

   9.75   8/14/2019      100      109,125

Questar Market Resources, Inc.

   6.80   4/1/2018      573      585,132

Questar Market Resources, Inc.

   6.80   3/1/2020      360      368,810

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil (continued)

          

Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)

   6.75   9/30/2019    $ 500    $ 525,094

Suncor Energy, Inc. (Canada)(a)

   6.85   6/1/2039      1,225      1,313,325

Woodside Finance Ltd. (Australia)†(a)

   8.125   3/1/2014      600      665,359
              

Total

             5,007,922
              

Oil: Crude Producers 1.01%

          

Anadarko Petroleum Corp.

   7.625   3/15/2014      350      396,001

Anadarko Petroleum Corp.

   8.70   3/15/2019      672      792,869

Gulfstream Natural Gas System LLC

   6.95   6/1/2016      402      446,128

Maritimes & Northeast Pipeline LLC

   7.50   5/31/2014      1,610      1,698,466

Talisman Energy, Inc. (Canada)(a)

   7.75   6/1/2019      375      437,143
              

Total

             3,770,607
              

Oil: Integrated Domestic 1.22%

          

National Fuel Gas Co.

   6.50   4/15/2018      257      257,563

National Fuel Gas Co.

   8.75   5/1/2019      825      955,072

Pacific Energy Partners LP

   6.25   9/15/2015      978      991,770

Petronas Capital Ltd. (Malaysia)†(a)

   5.25   8/12/2019      1,100      1,099,034

Petronas Global Sukuk Ltd. (Malaysia)†(a)

   4.25   8/12/2014      900      898,788

Rockies Express Pipeline LLC

   6.25   7/15/2013      200      215,705

Rockies Express Pipeline LLC

   6.85   7/15/2018      100      111,406
              

Total

             4,529,338
              

Oil: Integrated International 0.04%

          

Questar Pipeline Co.

   5.83   2/1/2018      150      156,540
              

Real Estate Investment Trusts 0.10%

          

Simon Property Group LP

   6.75   5/15/2014      122      130,859

Tanger Properties LP

   6.15   11/15/2015      248      233,556
              

Total

             364,415
              

Retail: Specialty 0.22%

          

Kohl’s Corp.

   6.875   12/15/2037      742      810,958
              

Steel 0.82%

          

Allegheny Technologies, Inc.

   9.375   6/1/2019      1,090      1,197,222

ArcelorMittal (Luxembourg)(a)

   9.85   6/1/2019      1,634      1,869,430
              

Total

             3,066,652
              

Technology 0.28%

          

Fisher Scientific International, Inc.

   6.75   8/15/2014      1,000      1,034,042
              

Telecommunications 0.73%

          

Qtel International Finance Ltd.

   6.50   6/10/2014      300      325,739

Telecom Italia Capital SpA (Italy)(a)

   6.375   11/15/2033      1,168      1,163,009

Telecom Italia Capital SpA (Italy)(a)

   7.20   7/18/2036      996      1,096,260

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Telecommunications (continued)

          

Telemar Norte Leste SA (Brazil)†(a)

   9.50   4/23/2019    $ 100    $ 117,875
              

Total

             2,702,883
              

Tobacco 0.50%

          

Altria Group, Inc.

   9.95   11/10/2038      1,395      1,843,924
              

Utilities 0.13%

          

Commonwealth Edison Co.

   6.95   7/15/2018      349      391,232

El Paso Electric Co.

   7.50   3/15/2038      84      87,460
              

Total

             478,692
              

Utilities: Electrical 0.12%

          

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.50   10/27/2036      500      455,477
              

Utilities: Miscellaneous 0.31%

          

American Water Capital Corp.

   6.593   10/15/2037      609      619,781

Source Gas LLC

   5.90   4/1/2017      676      549,526
              

Total

             1,169,307
              

Total Corporate Bonds
(cost $98,025,388)

             105,890,236
              

FOREIGN GOVERNMENT OBLIGATIONS(a) 0.41%

          

Export Development Canada (Canada)

   2.375   3/19/2012      630      643,535

Mubadala Development Company - Global Medium Term Note (United Arab Emirates)

   5.75   5/6/2014      400      417,826

Republic of Poland (Poland)

   6.375   7/15/2019      332      357,854

Republic of South Africa (South Africa)

   6.875   5/27/2019      100      107,875
              

Total Foreign Government Obligations
(cost $1,462,712)

             1,527,090
              

GOVERNMENT SPONSORED ENTERPRISES BONDS 1.36%

          

Federal National Mortgage Assoc.
(cost $5,062,237)

   5.25   9/15/2016      4,555      5,056,938
              

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.34%

          

Federal Home Loan Mortgage Corp. K003 A5
(cost $1,256,839)

   5.085   3/25/2019      1,210      1,274,625
              

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 25.25%

          

Federal Home Loan Mortgage Corp.

   5.00   2/1/2019 - 5/1/2021      5,083      5,341,279

Federal Home Loan Mortgage Corp.(b)

   5.00   TBA      3,600      3,749,062

Federal Home Loan Mortgage Corp.

   5.221 %#    12/1/2037      2,287      2,397,317

Federal Home Loan Mortgage Corp.

   5.69 %#    11/1/2035      436      459,196

Federal Home Loan Mortgage Corp.

   5.704 %#    11/1/2037      1,700      1,788,332

Federal Home Loan Mortgage Corp.

   6.00   10/1/2017      81      86,961

Federal National Mortgage Assoc.

   4.333 %#    7/1/2039      2,787      2,864,530

Federal National Mortgage Assoc.

   4.91   4/1/2016      1,445      1,549,684

Federal National Mortgage Assoc. (b)

   5.00   TBA      9,600      9,900,607

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)

          

Federal National Mortgage Assoc.

   5.00   4/1/2018 - 2/1/2021    $ 5,820    $ 6,111,182

Federal National Mortgage Assoc.

   5.258 %#    10/1/2035      777      807,277

Federal National Mortgage Assoc.

   5.466 %#    5/1/2037      3,716      3,893,360

Federal National Mortgage Assoc.

   5.50   11/1/2034 - 1/1/2037      43,736      45,764,278

Federal National Mortgage Assoc.(b)

   5.50   TBA      2,900      3,019,173

Federal National Mortgage Assoc.

   5.622 %#    8/1/2036      543      571,766

Federal National Mortgage Assoc.

   5.641 %#    10/1/2038      1,376      1,445,763

Federal National Mortgage Assoc.

   5.714 %#    10/1/2036      476      501,574

Federal National Mortgage Assoc.

   5.783 %#    10/1/2036      1,084      1,142,064

Federal National Mortgage Assoc.

   5.819 %#    10/1/2036      317      333,764

Federal National Mortgage Assoc.

   5.878 %#    5/1/2036      327      345,728

Federal National Mortgage Assoc.

   5.922 %#    8/1/2036      520      547,759

Federal National Mortgage Assoc.

   5.937 %#    12/1/2036      923      972,987

Federal National Mortgage Assoc.

   6.50   7/1/2032 - 1/1/2036      441      475,519
              

Total Government Sponsored Enterprises Pass-Throughs
(cost $91,930,218)

             94,069,162
              

MUNICIPAL BONDS 2.00%

          

Education 0.07%

          

Texas A&M Univ Rev Fin Sys Ser A

   5.00   5/15/2029      250      263,340
              

General Obligation 0.11%

          

Chicago IL Metro Wtr Reclamation Dist - Greater Chicago Build America Bds

   5.72   12/1/2038      375      398,828
              

Healthcare 0.28%

          

Fairfax Cnty VA Indl Dev Auth Rev Hlthcare Inova Hlth Sys Ser A

   5.50   5/15/2035      1,000      1,036,420
              

Housing 0.05%

          

Port of Seattle WA Ser B1

   7.00   5/1/2036      180      188,582
              

Power 0.26%

          

Chula Vista CA Rev San Diego Gas Ser E Rmkt

   5.875   1/1/2034      365      370,504

Platte River Pwr Auth CO Rev Ser HH

   5.00   6/1/2028      200      211,362

Sacramento CA Muni Util Dist Rev Build America Bds Ser V

   6.322   5/15/2036      375      393,289
              

Total

             975,155
              

Pre-Refunded 0.24%

          

NY St Metro Transn Auth Rev Build America Bds

   7.336   11/15/2039      465      567,170

NY St Metro Transn Auth Rev Ser B

   5.00   11/15/2034      305      308,870
              

Total

             876,040
              

Toll Roads 0.55%

          

IL St Toll Hwy Auth Rev Build America Bds

   6.184   1/1/2034      400      432,136

Metro Washington DC Arpts Auth Dulles Toll Rd Rev Build America Bds

   7.462   10/1/2046      545      572,130

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Toll Roads (continued)

          

NC Tpk Auth Rev Build America Bds

   6.70   1/1/2039    $ 370    $ 391,778

North TX Twy Auth Rev Build America Bds

   6.718   1/1/2049      605      652,329
              

Total

             2,048,373
              

Transportation 0.22%

          

NJ St Tpk Auth Rev Build America Bds Ser F

   7.414   1/1/2040      210      256,208

NJ St Tpk Auth Rev Ser E

   5.25   1/1/2040      290      299,480

UT Transit Auth Rev Build America Bds Ser B

   5.937   6/15/2039      245      260,942
              

Total

             816,630
              

Water/Sewer 0.22%

          

MA St Wtr Res Auth Rev Ser B

   5.00   8/1/2039      310      317,781

Riverside CA Swr Rev Build America Bds

   7.20   8/1/2039      485      513,276
              

Total

             831,057
              

Total Municipal Bonds
(cost $6,994,953)

             7,434,425
              

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 18.71%

          

Banc of America Commercial Mortgage, Inc. 2002-2 A3

   5.118   7/11/2043      2,840      2,918,000

Banc of America Commercial Mortgage, Inc. 2003-1 A1

   3.878   9/11/2036      260      263,137

Banc of America Commercial Mortgage, Inc. 2003-2 A4

   5.061   3/11/2041      610      605,046

Banc of America Commercial Mortgage, Inc. 2004-1 A2

   4.037   11/10/2039      10      10,277

Banc of America Commercial Mortgage, Inc. 2004-4 A3

   4.128   7/10/2042      214      214,560

Banc of America Commercial Mortgage, Inc. 2005-3 A4

   4.668   7/10/2043      1,000      931,628

Banc of America Commercial Mortgage, Inc. 2005-5 A4

   5.115   10/10/2045      1,760      1,661,106

Banc of America Commercial Mortgage, Inc. 2005-6 A1

   5.001   9/10/2047      719      730,213

Banc of America Commercial Mortgage, Inc. 2005-6 A2

   5.165   9/10/2047      675      684,967

Banc of America Commercial Mortgage, Inc. 2006-1 A4

   5.372   9/10/2045      1,800      1,625,884

Banc of America Commercial Mortgage, Inc. 2006-3 A2

   5.806   7/10/2044      400      384,872

Bear Stearns Commercial Mortgage Securities, Inc. 2003-T10 A2

   4.74   3/13/2040      650      669,155

Bear Stearns Commercial Mortgage Securities, Inc. 2004-PWR5 A2

   4.254   7/11/2042      121      121,506

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 A2

   5.27   12/11/2040      1,035      1,039,632

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 AAB

   5.382   12/11/2040      1,590      1,637,058

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR7 A2

   4.945   2/11/2041      521      533,401

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A1

   4.498   9/11/2042      141      141,852

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A4A

   4.871   9/11/2042      210      196,052

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Bear Stearns Commercial Mortgage Securities, Inc. 2005-T18 A2

   4.556   2/13/2042    $ 1,460    $ 1,461,860

Bear Stearns Commercial Mortgage Securities, Inc. 2005-T20 AAB

   5.282 %#    10/12/2042      640      641,627

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW11 AAB

   5.623 %#    3/11/2039      765      759,825

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW13 AAB

   5.53   9/11/2041      625      620,424

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 A1

   5.044   12/11/2038      180      183,337

Bear Stearns Commercial Mortgage Securities, Inc. 2006-T22 AAB

   5.629 %#    4/12/2038      625      616,378

Bear Stearns Commercial Mortgage Securities, Inc. 2006-T24 AB

   5.533   10/12/2041      1,480      1,463,473

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A1

   5.047   7/15/2044      474      475,962

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A4

   5.399 %#    7/15/2044      500      484,605

Commercial Mortgage Pass-Through Certificates 2005-C6 A5A

   5.116   6/10/2044      1,918      1,854,937

CS First Boston Mortgage Securities Corp. 2002-CP3 A3

   5.603   7/15/2035      1,090      1,137,876

CS First Boston Mortgage Securities Corp. 2003-C4 A4

   5.137   8/15/2036      480      493,606

CS First Boston Mortgage Securities Corp. 2003-C5 A4

   4.90   12/15/2036      775      777,806

CS First Boston Mortgage Securities Corp. 2003-CK2 A2

   3.861   3/15/2036      19      19,248

CS First Boston Mortgage Securities Corp. 2004-C5 A2

   4.183   11/15/2037      522      522,036

CS First Boston Mortgage Securities Corp. 2005-C2 A4

   4.832   4/15/2037      410      397,277

CS First Boston Mortgage Securities Corp. 2005-C3 A4

   4.686   7/15/2037      700      673,618

GE Capital Commercial Mortgage Corp. 2004-C3 A2

   4.433   7/10/2039      180      181,619

GE Capital Commercial Mortgage Corp. 2005-C3 A7A

   4.974   7/10/2045      680      640,507

GE Capital Commercial Mortgage Corp. 2005-C4 A4

   5.513 %#    11/10/2045      500      468,990

GE Capital Commercial Mortgage Corp. 2006-C1 A4

   5.515 %#    3/10/2044      2,060      1,978,275

GMAC Commercial Mortgage Securities, Inc. 2002-C3 A1

   4.154   7/10/2039      123      125,372

GMAC Commercial Mortgage Securities, Inc. 2002-C3 A2

   4.93   7/10/2039      685      701,887

GMAC Commercial Mortgage Securities, Inc. 2003-C1 A1

   3.337   5/10/2036      1,243      1,251,676

GMAC Commercial Mortgage Securities, Inc. 2003-C1 A2

   4.079   5/10/2036      2,535      2,500,177

GMAC Commercial Mortgage Securities, Inc. 2003-C2 A1

   4.576   5/10/2040      447      457,338

GMAC Commercial Mortgage Securities, Inc. 2003-C2 A2

   5.668 %#    5/10/2040      820      843,053

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

GMAC Commercial Mortgage Securities, Inc. 2006-C1 A4

   5.238   11/10/2045    $ 500    $ 457,302

Greenwich Capital Commercial Funding Corp. 2003-C2 A4

   4.915   1/5/2036      580      591,639

GS Mortgage Securities Corp. II 2005-GG4 A2

   4.475   7/10/2039      1,000      997,155

GS Mortgage Securities Corp. II 2005-GG4 A4A

   4.751   7/10/2039      1,900      1,764,011

GS Mortgage Securities Corp. II 2006-GG6 A1

   5.417   4/10/2038      309      312,020

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-C1 A1

   4.275   1/12/2037      990      1,008,426

JPMorgan Chase Commercial Mortgage Securities Corp. 2004-LN2 A1

   4.475   7/15/2041      1,898      1,922,421

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-CB12 A4

   4.895   9/12/2037      1,300      1,207,646

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP3 ASB

   4.893   8/15/2042      460      467,420

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A1

   5.035   12/15/2044      515      520,546

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A4

   5.344 %#    12/15/2044      1,958      1,861,924

JPMorgan Chase Commercial Mortgage Securities Corp. 2006-CB14 ASB

   5.506   12/12/2044      1,315      1,295,575

LB-UBS Commercial Mortgage Trust 2004-C7 A2

   3.992   10/15/2029      117      116,805

LB-UBS Commercial Mortgage Trust 2004-C8 A2

   4.201   12/15/2029      251      250,940

LB-UBS Commercial Mortgage Trust 2005-C1 A2

   4.31   2/15/2030      337      337,053

LB-UBS Commercial Mortgage Trust 2005-C3 A5

   4.739   7/15/2030      360      345,832

LB-UBS Commercial Mortgage Trust 2005-C5 AAB

   4.93   9/15/2030      140      140,583

LB-UBS Commercial Mortgage Trust 2005-C7 A4

   5.197   11/15/2030      1,300      1,264,249

LB-UBS Commercial Mortgage Trust 2006-C1 A1

   5.018   2/15/2031      241      243,676

Merrill Lynch Mortgage Trust 2005-CIP1 A4

   5.047   7/12/2038      1,080      1,045,492

Merrill Lynch Mortgage Trust 2005-CIP1 ASB

   5.022   7/12/2038      400      408,202

Merrill Lynch Mortgage Trust 2005-CKI1 A2

   5.384 %#    11/12/2037      175      178,256

Merrill Lynch Mortgage Trust 2005-MCP1 A2

   4.556   6/12/2043      1,571      1,582,745

Merrill Lynch Mortgage Trust 2005-MCP1 ASB

   4.674   6/12/2043      490      497,603

Merrill Lynch Mortgage Trust 2006-C1 A1

   5.528   5/12/2039      175      177,982

Merrill Lynch Mortgage Trust 2006-C1 A2

   5.795 %#    5/12/2039      2,000      2,019,119

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-1 A2

   5.439   2/12/2039      430      432,375

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-2 A1

   5.773   6/12/2046      363      368,518

Morgan Stanley Capital I 2003-IQ6 A2

   4.17   12/15/2041      242      243,968

Morgan Stanley Capital I 2005-HQ6 A4A

   4.989   8/13/2042      1,095      1,055,325

Morgan Stanley Capital I 2005-HQ7 A4

   5.378 %#    11/14/2042      265      256,640

Morgan Stanley Capital I 2005-HQ7 AAB

   5.355 %#    11/14/2042      109      112,041

Morgan Stanley Capital I 2005-T19 A4A

   4.89   6/12/2047      160      153,233

Morgan Stanley Capital I 2006-HQ9 AAB

   5.685   7/12/2044      200      195,277

Morgan Stanley Capital I 2006-T21 A2

   5.09   10/12/2052      535      535,887

Morgan Stanley Capital I 2006-T23 A1

   5.682   8/12/2041      567      581,126

Wachovia Bank Commercial Mortgage Trust 2002-C1 A4

   6.287   4/15/2034      355      384,063

Wachovia Bank Commercial Mortgage Trust 2003-C5 A1

   2.986   6/15/2035      1,938      1,943,301

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Wachovia Bank Commercial Mortgage Trust 2003-C5 A2

   3.989   6/15/2035    $ 970    $ 952,553

Wachovia Bank Commercial Mortgage Trust 2003-C6 A4

   5.125   8/15/2035      1,205      1,203,394

Wachovia Bank Commercial Mortgage Trust 2005-C18 A4

   4.935   4/15/2042      1,440      1,380,773

Wachovia Bank Commercial Mortgage Trust 2005-C18 APB

   4.807   4/15/2042      1,000      1,016,404

Wachovia Bank Commercial Mortgage Trust 2005-C22 A4

   5.44 %#    12/15/2044      1,230      1,191,040

Wachovia Bank Commercial Mortgage Trust 2006-C27 APB

   5.727   7/15/2045      600      573,032
              

Total Non-Agency Commercial Mortgage-Backed Securities
(cost $64,026,136)

             69,694,707
              

U.S. TREASURY OBLIGATIONS 12.10%

          

U.S. Treasury Bond

   4.25   5/15/2039      1,432      1,448,335

U.S. Treasury Note

   1.50   7/15/2012      5,812      5,825,170

U.S. Treasury Note

   1.75   8/15/2012      6,149      6,199,446

U.S. Treasury Note

   2.375   8/31/2014      2,088      2,087,186

U.S. Treasury Note

   2.625   7/31/2014      3,176      3,214,709

U.S. Treasury Note

   2.625   6/30/2014      2,520      2,553,667

U.S. Treasury Note

   3.00   8/31/2016      5,765      5,754,196

U.S. Treasury Note

   3.25   7/31/2016      7,768      7,889,383

U.S. Treasury Note

   3.625   8/15/2019      293      298,494

U.S. Treasury Notes Inflation Index Bond(c)

   1.625   1/15/2015      836      835,160

U.S. Treasury Strips

   Zero Coupon      11/15/2022      5,891      3,355,402

U.S. Treasury Strips

   Zero Coupon      11/15/2027      12,322      5,619,990
              

Total U.S. Treasury Obligations
(cost $44,230,120)

             45,081,138
              

Total Long-Term Investments
(cost $342,540,164)

             359,756,214
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - CORE FIXED INCOME FUND August 31, 2009

 

Investments

   Principal
Amount
(000)
   Value  

SHORT-TERM INVESTMENTS 9.26%

     

Repurchase Agreements

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $260,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $259,870; proceeds: $250,566

   $ 251    $ 250,566   

Repurchase Agreement dated 8/31/2009, 0.11% due 9/1/2009 with JPMorgan Chase & Co. collateralized by $34,905,000 of Federal Home Loan Bank at 0.26% due 7/9/2010; value: $34,932,137; proceeds: $34,233,105

     34,233      34,233,000   
           

Total Short-Term Investments
(cost $34,483,566)

        34,483,566   
           

Total Investments in Securities 105.84%
(cost $377,023,730)

        394,239,780   
           

Liabilities in Excess of Other Assets(d) (5.84%)

        (21,740,312
           

Net Assets 100.00%

      $ 372,499,468   
           

 

# Variable rate security. The interest rate represents the rate at August 31, 2009.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
(a) Foreign security traded in U.S. dollars.
(b) To be announced (“TBA”). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned.
(c) Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.
(d) Liabilities in excess of other assets include net unrealized appreciation on open futures contracts, as follows:

Open Futures Contracts at August 31, 2009:

 

Type

   Expiration    Contracts    Position    Market Value    Unrealized
Appreciation

U.S. 30-Year Treasury Bond

   December 2009    22    Long    $ 2,634,500    $ 3,027

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED EQUITY STRATEGY FUND August 31, 2009

 

Investments

   Shares    Value
(000)
 

INVESTMENTS IN UNDERLYING FUNDS(a) 100.03%

     

Lord Abbett Affiliated Fund, Inc. - Class I(b)

     1,800,951    $ 17,217   

Lord Abbett Research Fund, Inc. - Classic Stock Fund (formerly, Large Cap Core Fund) - Class I(c)

     943,363      22,914   

Lord Abbett Developing Growth Fund, Inc. - Class I*(d)

     396,770      5,690   

Lord Abbett Securities Trust - Fundamental Equity Fund (formerly, All Value Fund) - Class I(b)

     1,157,526      11,483   

Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I*(e)

     677,962      11,417   

Lord Abbett Securities Trust - International Core Equity Fund - Class I(f)

     1,239,923      13,838   

Lord Abbett Securities Trust - International Opportunities Fund - Class I(g)

     859,655      9,215   

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) - Class I*(h)

     2,485,812      11,559   

Lord Abbett Securities Trust - Value Opportunities Fund - Class I(g)

     985,133      11,487   
           

Total Investments in Underlying Funds
(cost $125,132,351)

        114,820   
           
     Principal
Amount
(000)
      

SHORT-TERM INVESTMENT 0.42%

     

Repurchase Agreement

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $490,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $489,755; proceeds: $476,362 (cost $476,362)

   $ 476      476   
           

Total Investments in Securities 100.45%
(cost $125,608,713)

        115,296   
           

Liabilities in Excess of Cash and Other Assets (0.45%)

        (515
           

Net Assets 100.00%

      $ 114,781   
           

 

* Non-income producing security.
(a) Affiliated issuers (See Note 4).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c) Fund investment objective is growth of capital and growth of income consistent with reasonable risk.
(d) Fund investment objective is to seek 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.
(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.
(h) Fund investment objective is long-term capital growth.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - DIVERSIFIED INCOME STRATEGY FUND August 31, 2009

 

Investments

   Shares    Value
(000)

INVESTMENTS IN UNDERLYING FUNDS(a) 99.21%

     

Lord Abbett Affiliated Fund, Inc. - Class I(b)

     327,391    $ 3,130

Lord Abbett Bond Debenture Fund, Inc. - Class I(c)

     2,500,907      17,031

Lord Abbett Research Fund, Inc. - Capital Structure Fund (formerly, America’s Value Fund) - Class I(d)

     3,458,070      34,062

Lord Abbett Investment Trust - Floating Rate Fund - Class I(e)

     280,540      2,528

Lord Abbett Investment Trust - High Yield Fund - Class I(c)

     7,341,330      50,508

Lord Abbett Securities Trust - International Dividend Income Fund - Class I(f)

     812,602      6,501

Lord Abbett Investment Trust - Total Return Fund - Class I(g)

     1,171,557      12,629
         

Total Investments in Underlying Funds
(cost $137,075,081)

        126,389
         
     Principal
Amount
(000)
    

SHORT-TERM INVESTMENT 0.32%

     

Repurchase Agreement

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $420,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $419,790; proceeds: $410,234 (cost $410,234)

   $ 410      410
         

Total Investments in Securities 99.53%
(cost $137,485,315)

        126,799
         

Other Assets in Excess of Liabilities 0.47%

        600
         

Net Assets 100.00%

      $ 127,399
         

 

(a) Affiliated issuers (See Note 4).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(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 current income and capital appreciation.
(e) Fund investment objective is to seek a high level of current income.
(f) Fund investment objective is to seek a high level of total return.
(g) Fund investment objective is to seek income and capital appreciation to produce a high total return.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

LONG-TERM INVESTMENTS 98.63%

          

CORPORATE BONDS 5.05%

          

Energy 0.22%

          

El Paso Corp.

   8.25   2/15/2016    $ 250    $ 253,750

Forest Oil Corp.

   8.50   2/15/2014      250      252,500

Quicksilver Resources, Inc.

   8.25   8/1/2015      250      236,250
              

Total

             742,500
              

Financial 0.05%

          

NXP BV LLC (Netherlands)(a)

   3.259 %#    10/15/2013      250      155,938
              

Food/Tobacco 0.17%

          

Anheuser-Busch InBev Worldwide, Inc.

   7.20   1/15/2014      500      562,106
              

Forest Products 0.17%

          

Georgia-Pacific LLC

   8.25   5/1/2016      250      253,750

International Paper Co.

   7.95   6/15/2018      175      186,037

Rock-Tenn Co.

   9.25   3/15/2016      125      132,188
              

Total

             571,975
              

Gaming/Leisure 0.68%

          

Ameristar Casinos, Inc.

   9.25   6/1/2014      250      256,875

Harrah’s Operating Escrow LLC/ Harrah’s Escrow Corp.

   11.25   6/1/2017      250      255,625

Host Hotels & Resorts LP

   9.00   5/15/2017      500      512,500

MGM Mirage

   10.375   5/15/2014      250      264,375

Scientific Games International, Inc.

   9.25   6/15/2019      500      515,000

WMG Acquisition Corp.

   9.50   6/15/2016      500      520,000
              

Total

             2,324,375
              

Healthcare 0.35%

          

Axcan Intermediate Holdings, Inc.

   12.75   3/1/2016      50      52,500

HCA, Inc.

   7.875   2/15/2020      650      635,375

HCA, Inc.

   9.875   2/15/2017      250      258,750

Select Medical Corp.

   7.625   2/1/2015      250      228,750
              

Total

             1,175,375
              

Housing 0.45%

          

K. Hovnanian Enterprises, Inc.

   11.50   5/1/2013      500      486,250

KB Home

   9.10   9/15/2017      450      461,250

Lennar Corp.

   12.25   6/1/2017      500      580,000
              

Total

             1,527,500
              

Manufacturing 0.37%

          

Actuant Corp.

   6.875   6/15/2017      500      465,000

Stanadyne Corp.

   10.00   8/15/2014      1,000      807,500
              

Total

             1,272,500
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Media/Telecommunications 1.91%

          

Allbritton Communications Co.

   7.75   12/15/2012    $ 500    $ 430,000

CC Holdings GS V LLC/ Crown Castle GS III Corp.

   7.75   5/1/2017      500      507,500

Cinemark USA, Inc.

   8.625   6/15/2019      750      761,250

CSC Holdings, Inc.

   8.50   4/15/2014      250      255,000

DigitalGlobe, Inc.

   10.50   5/1/2014      250      262,813

Discovery Communications LLC

   5.625   8/15/2019      500      512,237

Hughes Network Systems LLC

   9.50   4/15/2014      500      510,000

Intelsat Subsidiary Holding Co., Ltd.

   8.875   1/15/2015      250      251,875

Mediacom Communications Corp.

   9.125   8/15/2019      500      497,500

Qwest Corp.

   3.879 %#    6/15/2013      750      697,500

SBA Telecommunications, Inc.

   8.25   8/15/2019      250      252,500

Verizon Wireless Capital LLC

   8.50   11/15/2018      475      599,320

Wind Acquisition Finance SA (Italy)†(a)

   11.75   7/15/2017      400      436,000

XM Satellite Radio, Inc.

   11.25   6/15/2013      500      521,250
              

Total

             6,494,745
              

Metals/Minerals 0.16%

          

Teck Resources Ltd. (Canada)(a)

   9.75   5/15/2014      500      542,500
              

Retail 0.22%

          

Ingles Markets, Inc.

   8.875   5/15/2017      500      505,000

Owens-Brockway Glass Container, Inc.

   7.375   5/15/2016      250      250,000
              

Total

             755,000
              

Service 0.15%

          

Corrections Corp. of America

   7.75   6/1/2017      500      496,250
              

Transportation 0.08%

          

Goodyear Tire & Rubber Co. (The)

   10.50   5/15/2016      250      268,125
              

Utility 0.07%

          

Inergy Finance LP

   8.75   3/1/2015      250      253,750
              

Total Corporate Bonds
(cost $16,080,737)

             17,142,639
              

FLOATING-RATE LOANS(b) 93.58%

          

Aerospace 0.86%

          

Hawker Beechcraft Acquisition Co. LLC Letter of Credit Facility Deposits

   2.598   3/26/2014      54      40,518

Hawker Beechcraft Acquisition Co. LLC Term Loan

   2.261% - 2.598   3/26/2014      912      686,515

TransDigm Group, Inc. Term Loan

   2.269% - 2.612   6/23/2013      2,250      2,186,719
              

Total

             2,913,752
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Chemicals 6.23%

          

Ashland Chemical, Inc. Term Loan A

   6.75   11/13/2013    $ 849    $ 854,885

Ashland Chemical, Inc. Term Loan B

   7.65   5/13/2014      3,703      3,784,429

Celanese Holdings LLC Dollar Term Loan

   2.345   4/2/2014      1,235      1,184,338

Hexion Specialty Chemicals Term Loan C1

   2.875   5/6/2013      2,053      1,576,543

Hexion Specialty Chemicals Term Loan C2

   2.875   5/6/2013      446      342,470

Huntsman International LLC New Term Loan

   2.011   4/21/2014      495      463,706

INEOS U.S. Intermediate Finance LLC Term Loan B2

   9.501   12/16/2013      1,235      949,681

INEOS U.S. Intermediate Finance LLC Term Loan C2

   10.001   12/16/2014      1,235      949,681

Momentive Performance Materials, Inc. Term Loan B

   2.563   12/4/2013      3,036      2,479,543

Nalco Co. Term Loan

   6.50   5/13/2016      4,500      4,575,938

Rockwood Specialties Group, Inc. Term Loan

   6.00   5/15/2014      3,982      4,023,355
              

Total

             21,184,569
              

Consumer Non-Durables 1.51%

          

Central Garden & Pet Co., Term Loan B

   1.77   9/30/2012      2,006      1,898,606

Jarden Corp. Term Loan B3

   3.098   1/26/2015      1,432      1,419,552

Levi Strauss & Co. Term Loan

   2.523   3/27/2014      2,000      1,810,000
              

Total

             5,128,158
              

Energy 2.85%

          

CGGVeritas Services, Inc. Term Loan B(c)

   3.339% - 4.575   1/12/2014      1,915      1,876,603

Dresser, Inc. Term Loan

   2.679   5/4/2014      2,885      2,706,852

Hercules Offshore, Inc. Term Loan B

   2.35% - 8.75   7/11/2013      2,240      2,071,912

IFM Colonial Pipeline 2 Term Loan B(c)

   2.27% - 2.38   2/27/2012      1,237      1,181,079

Petroleum Geo-Services Term Loan B

   2.35   6/29/2015      1,978      1,854,245
              

Total

             9,690,691
              

Financial 3.75%

          

Alliant Holdings I Ltd. Term Loan B(c)

   3.598   8/21/2014      2,000      1,860,000

HUB International Holdings, Inc. Delayed Draw Term Loan

   2.761   6/13/2014      273      251,115

HUB International Holdings, Inc. Initial Term Loan

   2.761   6/13/2014      1,216      1,117,203

Nuveen Investments, Inc. Second Lien Term Loan

   12.50   7/31/2015      1,375      1,304,531

Nuveen Investments, Inc. Term Loan

   3.285% - 3.488   11/13/2014      4,609      3,767,760

Royalty Pharma Finance Trust Term Loan B

   2.848   4/16/2013      3,166      3,113,469

USI Holdings Corp. Term Loan(c)

   3.35   5/5/2014      1,496      1,316,641
              

Total

             12,730,719
              

Food/Tobacco 4.14%

          

ARAMARK Corp. Synthetic Letter of Credit

   2.336   1/27/2014      98      92,233

ARAMARK Corp. Term Loan

   2.473   1/27/2014      1,546      1,451,809

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Food/Tobacco (continued)

          

Dole Food Co., Inc. Credit Link Deposit

   7.366% - 8.00   4/12/2013    $ 645    $ 651,799

Dole Food Co., Inc. Term Loan B

   8.00   4/12/2013      1,127      1,139,404

Dole Food Co., Inc. Term Loan C

   8.00   4/12/2013      4,201      4,245,522

OSI Restaurant Partners, Inc. LLC Revolver(d)

   2.563   6/14/2013      249      198,563

OSI Restaurant Partners, Inc. LLC Term Loan B(d)

   2.563   6/14/2014      2,751      2,197,063

Pinnacle Foods Group, Inc. Term Loan B

   3.031   4/2/2014      2,294      2,129,096

Wm. Wrigley Jr. Co. Term Loan B

   6.50   9/30/2014      1,950      1,977,362
              

Total

             14,082,851
              

Forest Products 4.79%

          

Anchor Glass Container Corp. Term Loan B

   6.75   6/20/2014      552      547,042

Boise Paper Holdings LLC Term Loan B

   5.75   2/24/2014      722      724,156

Georgia-Pacific LLC New Term Loan C

   3.589% - 3.90   12/20/2014      694      693,014

Graham Packaging Co. LP Term Loan C

   6.75   4/5/2014      4,021      4,029,127

Graphic Packaging International, Inc. Term Loan C

   3.084% - 3.347   5/16/2014      2,235      2,189,554

New Page Corp. First Lien Term Loan

   4.063   12/21/2014      3,977      3,710,413

Smurfit Stone Container Enterprises, Inc. Debtor in Possession Term Loan(e)

   10.00   7/28/2010      2,417      2,453,551

Smurfit Stone Container Enterprises, Inc. Deposit Funded Loan(e)

   4.50   11/1/2010      173      165,342

Smurfit Stone Container Enterprises, Inc. Revolver(c)(e)

   2.50% - 4.50   11/2/2009      861      824,832

Smurfit Stone Container Enterprises, Inc. Revolver(c)(e)

   2.50% - 4.50   11/1/2009      286      273,572

Smurfit Stone Container Enterprises, Inc. Term Loan B(e)

   2.57   11/1/2011      197      188,164

Smurfit Stone Container Enterprises, Inc. Term Loan C(e)

   2.57   11/1/2011      371      354,503

Smurfit Stone Container Enterprises, Inc. Term Loan C1(e)

   2.57   11/1/2011      112      107,182
              

Total

             16,260,452
              

Gaming/Leisure 1.83%

          

CCM Merger, Inc. Term Loan B

   8.50   7/13/2012      2,000      1,880,000

Green Valley Ranch Gaming LLC First Lien Term Loan B

   2.538% - 4.00   2/16/2014      997      703,132

Harrah’s Operating Co., Inc. Term Loan B2

   3.504   1/28/2015      1,875      1,519,974

Isle of Capri Casinos, Inc. New Delayed Draw Term Loan A

   2.348   11/25/2013      200      188,255

Isle of Capri Casinos, Inc. New Delayed Draw Term Loan B

   2.011   7/26/2014      228      214,057

Isle of Capri Casinos, Inc. New Term Loan B

   2.348   7/26/2014      569      535,142

Las Vegas Sands LLC Delayed Draw Term Loan

   2.09   5/23/2014      290      228,085

Las Vegas Sands LLC Term Loan B

   2.09   5/23/2014      1,203      945,278
              

Total

             6,213,923
              

Healthcare 11.09%

          

APP Pharmaceuticals LLC Term Loan B2

   6.75   9/10/2014      695      701,735

Bausch & Lomb, Inc. Delayed Draw Term Loan

   3.511% - 3.848   4/24/2015      856      813,752

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Healthcare (continued)

          

Bausch & Lomb, Inc. Term Loan

   3.848   4/24/2015    $ 3,373    $ 3,206,184

Biomet, Inc. Term Loan B

   3.261% - 3.608   3/25/2015      4,075      3,928,703

Catalent Pharma Solutions Dollar Term Loan

   2.511   4/10/2014      494      432,607

Community Health Systems, Inc. Delayed Draw Term Loan

   2.511   7/25/2014      178      166,471

Community Health Systems, Inc. Term Loan

   2.511% - 2.622   7/25/2014      3,493      3,263,149

Fresenius U.S. Finance I, Inc. Term Loan B1

   6.75   9/10/2014      2,290      2,312,368

Hanger Orthopedic Term Loan B

   2.27   5/26/2013      1,850      1,743,158

HCA, Inc. Term Loan B

   2.848   11/18/2013      3,656      3,449,386

Health Management Associates Term Loan B

   2.348   2/28/2014      988      930,432

HealthSouth Corp. Term Loan B

   2.52% - 2.53   3/11/2013      1,651      1,604,847

IASIS Healthcare Corp. Delayed Draw Term Loan

   2.261   3/14/2014      359      340,550

IASIS Healthcare Corp. Synthetic Letter of Credit

   2.259   3/14/2014      97      91,731

IASIS Healthcare Corp. Term Loan B

   2.261   3/14/2014      1,038      984,093

King Pharmaceuticals, Inc. Term Loan(c)

   8.00   12/28/2012      404      400,892

Life Technologies Corp. Term Loan A

   2.761% - 2.996   11/21/2013      962      957,215

Life Technologies Corp. Term Loan B

   5.25   11/20/2015      2,463      2,493,503

Mylan Laboratories, Inc. Term Loan B

   3.563% - 3.875   10/2/2014      4,454      4,335,138

Select Medical Corp. Extended Term Loan B(c)

   4.157% - 6.00   8/22/2014      500      475,000

Select Medical Corp. Term Loan B

   2.407% - 4.25   2/24/2012      2,744      2,609,489

Vanguard Health Holding Co. II Replacement Term Loan

   2.511   9/23/2011      2,479      2,428,231
              

Total

             37,668,634
              

Housing 1.28%

          

Building Materials Holding Corp. First Lien Term Loan

   3.063   2/24/2014      2,592      2,386,895

Goodman Global, Inc. Term Loan B

   6.25   2/13/2014      2,000      1,980,000
              

Total

             4,366,895
              

Information Technology 4.81%

          

Brocade Communications Systems, Inc. Term Loan B

   7.00   10/7/2013      4,620      4,637,702

Commscope, Inc. Term Loan B

   3.098   12/26/2014      3,977      3,896,013

Freescale Semiconductor Term Loan B

   2.031   11/29/2013      489      368,227

Iron Mountain, Inc. Term Loan B(c)

   1.875   4/16/2014      744      729,404

Nuance Communications, Inc. Term Loan

   2.27   3/29/2013      997      959,085

Nuance Communications, Inc. Term Loan B1

   2.27   3/29/2013      1,494      1,436,225

SERENA Software, Inc. Term Loan B

   2.629   3/10/2013      1,461      1,361,044

SunGard Data Systems, Inc. Incremental Term Loan

   6.75   2/28/2014      2,240      2,238,777

SunGard Data Systems, Inc. Term Loan A

   2.026   2/28/2014      26      24,199

SunGard Data Systems, Inc. Term Loan B

   3.948% - 4.089   2/26/2016      721      699,666
              

Total

             16,350,342
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Manufacturing 9.01%

          

Baldor Electric Co. Term Loan B

   5.25   1/31/2014    $ 3,160    $ 3,132,853

Brand Energy & Infrastructure Services, Inc. Term Loan B2(c)

   3.563% - 3.688   2/7/2014      3,472      3,229,221

Edwards (Cayman Islands II) Ltd. First Lien Term Loan

   2.285   5/31/2014      1,070      682,340

Itron, Inc. Dollar Term Loan

   4.02   4/18/2014      2,365      2,357,266

Manitowoc Co., Inc. (The) Term Loan B

   7.50   11/6/2014      3,241      2,956,011

Mueller Water Products, Inc. Term Loan B

   5.988% - 6.098   5/24/2014      4,027      3,825,660

Precision Drilling Corp. Term Loan B1

   9.25   9/30/2014      2,926      2,943,319

Precision Drilling Corp. Term Loan B2

   11.25   9/30/2014      2,218      2,262,802

Rexnord Corp. Term Loan B

   2.813% - 3.063   7/19/2013      3,931      3,633,333

Sensus Metering Systems, Inc. Term Loan B1

   2.294% - 4.25   6/3/2013      1,346      1,352,813

Sensus Metering Systems, Inc. Term Loan B3(c)

   7.00   6/3/2013      2,907      2,921,944

Veyance Technologies, Inc. Delayed Draw Term Loan

   2.53   7/31/2014      617      437,471

Veyance Technologies, Inc. Initial Term Loan

   2.53   7/31/2014      1,238      876,957
              

Total

             30,611,990
              

Media/Telecommunications 19.12%

          

Atlantic Broadband Finance LLC Term Loan B2 B

   6.75   6/1/2013      2,872      2,886,088

Carmike Cinemas, Inc. Initial Term Loan

   4.10   5/19/2012      1,065      1,007,531

Carmike Cinemas, Inc. Term Loan

   4.49   5/19/2012      1,173      1,110,387

Cedar Fair LP Term Loan

   2.261   8/30/2012      1,377      1,329,526

Cedar Fair LP Extended Term Loan B

   4.261   8/30/2014      1,560      1,521,738

Cequel Communications LLC New Term Loan

   2.275% - 4.25   11/5/2013      2,440      2,315,660

Charter Communications Operating LLC New Term Loan

   9.25   3/6/2014      5,528      5,557,043

Cinemark USA, Inc. Term Loan

   2.02% - 2.21   10/5/2013      572      553,316

Consolidated Communications, Inc. Delayed Draw Term Loan

   2.77   12/31/2014      1,000      881,250

Consolidated Communications, Inc. Term Loan B(c)

   2.77   12/31/2014      1,000      907,500

Dex Media West LLC New Term Loan B

   7.00   10/24/2014      1,888      1,611,429

DIRECTV Holdings LLC Term Loan C

   5.25   4/13/2013      3,482      3,499,229

Discovery Communications Holdings LLC Term Loan B

   2.598   5/14/2014      1,485      1,447,046

Discovery Communications Holdings LLC Term Loan C

   5.25   5/14/2014      1,496      1,519,318

FoxCo Acquisition Sub LLC Term Loan

   7.25   7/14/2015      2,765      2,299,906

Hughes Network Systems LLC Term Loan

   2.875   4/15/2014      2,500      2,278,125

Idearc, Inc. Term Loan B

   6.25   11/17/2014      959      446,806

Intelsat Subsidiary Holding Co., Ltd. Term Loan B

   2.776   7/3/2013      2,187      2,097,412

Knology, Inc. Term Loan B(c)

   2.511   6/29/2010      2,000      1,910,000

Lamar Media Corp. Incremental Term Loan B

   5.50   9/28/2012      986      984,020

Lamar Media Corp. Series F

   5.50   3/31/2014      1,995      1,985,025

Lamar Media Corp. Term Loan B(c)

   5.50   9/30/2012      1,480      1,464,932

Local TV Finance LLC Term Loan B

   2.27   5/7/2013      491      340,175

MCC Iowa LLC Term Loan E

   6.50   1/3/2016      3,380      3,400,389

Mediacom Illinois LLC Term Loan D(d)

   5.50   1/3/2016      3,000      3,007,500

Metro-Goldwyn-Mayer Studios, Inc. Term Loan B

   3.511   4/8/2012      491      277,635

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Media/Telecommunications (continued)

          

MetroPCS Wireless, Inc. Term Loan B

   2.563% - 2.75   11/4/2013    $ 1,987    $ 1,875,176

Nielsen Finance LLC Term Loan A

   2.276   8/9/2013      383      358,166

Nielsen Finance LLC Term Loan B

   4.026   5/2/2016      3,300      3,107,037

nTelos, Inc. Term Loan B

   5.75   8/7/2015      1,750      1,753,281

PAETEC Communications Incremental Term Loan B1

   2.761   2/28/2013      82      78,371

PAETEC Holding Corp. Initial Term Loan B1

   2.761   2/28/2013      199      188,788

Palm, Inc. Term Loan(c)

   3.77   10/24/2014      610      526,239

Regal Cinemas, Inc. Term Loan

   4.348   10/28/2013      2,488      2,479,875

Telesat Canada Term Loan I (Canada)(a)

   3.27   10/31/2014      3,199      3,071,846

Telesat Canada Term Loan II (Canada)(a)

   3.27   10/31/2014      275      263,841

Univision Communications Term Loan B(d)

   2.533   9/29/2014      1,000      790,357

Weather Channel Term Loan B

   7.25   9/12/2015      1,987      2,007,728

WideOpenWest Finance LLC Term Loan B

   2.776% - 4.75   6/18/2014      1,496      1,336,338

World Color Press, Inc. and World Color (USA) Corp. Exit Term Loan

   9.00   7/23/2012      500      498,750
              

Total

             64,974,779
              

Metals/Minerals 2.01%

          

Aleris International, Inc. Debtor in Possession Term Loan(e)(f)

   13.00   2/15/2010      83      83,064

Aleris International, Inc. Term Loan B1

   3.25   2/15/2010      224      90,723

Aleris International, Inc. Term Loan B1

   4.25   12/19/2013      114      9,858

Aleris International, Inc. Term Loan C1(c)

   4.25   12/19/2013      159      110,205

Algoma Steel, Inc. Term Loan B (Canada)(a)

   2.77   6/20/2013      1,742      1,585,606

John Maneely Co. Term Loan

   3.524% - 3.755   12/9/2013      2,702      2,147,925

Noranda Aluminum Acquisition Corp. Term Loan B

   2.268   5/18/2014      1,653      1,223,227

Oxbow Carbon & Minerals Holdings LLC Delayed Draw Term Loan B

   2.261   5/8/2014      147      136,631

Oxbow Carbon & Minerals Holdings LLC Term Loan B

   2.261% - 2.598   5/8/2014      1,538      1,432,361
              

Total

             6,819,600
              

Retail 7.31%

          

Dollar General Corp. Term Loan B1

   3.011% - 3.238   7/7/2014      3,596      3,516,090

General Nutrition Centers, Inc. Term Loan B(d)

   2.54   9/16/2013      1,500      1,389,375

Michaels Stores, Inc. New Term Loan B

   2.563   10/31/2013      1,990      1,769,652

Nebraska Book Co., Inc. Incremental Term Loan(c)

   9.25   3/4/2011      149      148,485

Nebraska Book Co., Inc. Term Loan(c)

   9.25% - 9.88   3/4/2011      1,595      1,586,899

Neiman-Marcus Group, Inc. (The) Term Loan B

   2.276% - 2.629   4/6/2013      1,775      1,471,349

Petco Animal Supplies, Inc. Term Loan B

   2.511% - 2.848   10/25/2013      1,000      963,125

QVC, Inc. Term Loan J

   5.773   3/30/2014      1,500      1,486,407

QVC, Inc. Term Loan W

   5.273   6/30/2013      1,500      1,484,063

QVC, Inc. Term Loan W

   5.773   3/30/2014      500      495,469

Rite Aid Corp. Term Loan(c)

   9.50   6/10/2015      3,700      3,848,000

Sally Holdings LLC Term Loan B

   5.229% - 5.479   11/16/2013      1,122      1,073,256

Toys “R” Us, Inc. Delaware Term Loan B

   4.518   7/19/2012      2,500      2,402,678

Yankee Candle Co., Inc. (The) Term Loan B

   2.27   2/6/2014      3,437      3,205,217
              

Total

             24,840,065
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Service 5.08%

          

Asurion Corp. First Lien Term Loan

   3.276% - 3.281   7/3/2014    $ 3,250    $ 3,115,346

Education Management LLC Term Loan C

   2.375   6/3/2013      2,240      2,151,360

First Data Corp. Term Loan(d)

   3.036   9/24/2014      2,000      1,676,666

Hertz Corp. (The) Synthetic Letter of Credit

   0.609   12/21/2012      154      147,374

Hertz Corp. (The) Term Loan B

   2.02% - 2.07   12/21/2012      843      804,894

Metavante Corp. Term Loan B

   2.233   11/1/2014      1,487      1,475,984

Orbitz Worldwide, Inc. Term Loan

   8.34   7/25/2014      2,500      2,089,583

Rental Service Corp. Second Lien Term Loan

   3.77% - 5.75   11/30/2013      3,000      2,591,250

Travelport LLC Term Loan C

   10.50   8/23/2013      2,000      2,027,500

Weight Watchers International, Inc. Term Loan B

   1.813% - 2.125   1/26/2014      495      474,638

West Corp. Term Loan B2

   2.636% - 2.651   10/24/2013      747      712,277
              

Total

             17,266,872
              

Transportation 6.28%

          

Allison Transmission, Inc. Term Loan B

   3.03   8/7/2014      1,719      1,477,657

Cooper Standard Automotive, Inc. Term Loan B

   3.125   12/23/2011      157      127,768

Cooper Standard Automotive, Inc. Term Loan C

   3.125   12/23/2011      392      319,158

Cooper Standard Automotive, Inc. Term Loan D

   3.125   12/23/2011      436      348,967

Cooper Standard Automotive, Inc. Debtor in Possession Term Loan A(f)

   12.50   4/30/2010      54      53,301

Cooper Standard Automotive, Inc. Debtor in Possession Term Loan B(f)

   12.50   4/30/2010      23      22,843

DaimlerChrysler Financial Services Americas LLC Term Loan

   4.28   8/3/2012      1,984      1,887,306

Dana Corp. Term Loan B

   7.25   1/29/2015      2,149      1,660,572

Federal-Mogul Corp. Term Loan B

   2.208% - 2.218   12/19/2014      2,061      1,571,479

Federal-Mogul Corp. Term Loan C

   2.208% - 2.218   12/28/2015      1,052      801,775

Ford Motor Co. Term Loan

   3.28% - 3.51   12/16/2013      3,982      3,476,092

Goodyear Tire & Rubber Co. (The) Second Lien Term Loan

   2.02   4/30/2014      1,000      927,000

Navistar International Corp. Revolver

   3.511% - 3.535   1/19/2012      533      499,556

Navistar International Corp. Term Loan B

   3.511   1/19/2012      1,467      1,373,778

Oshkosh Truck Corp. Term Loan B

   6.60% - 6.64   12/6/2013      3,852      3,849,303

Tenneco, Inc. Term Loan B1 Letter of Credit(d)

   5.776   3/16/2014      1,727      1,571,180

TRW Automotive, Inc. Term Loan B1

   6.313   2/9/2014      1,374      1,373,820
              

Total

             21,341,555
              

Utility 1.63%

          

Boston Generating LLC First Lien Term Loan

   2.589   12/20/2013      384      283,542

Boston Generating LLC Revolver

   2.848   12/20/2013      24      18,015

Boston Generating LLC Synthetic Letter of Credit

   2.723   12/20/2013      87      64,339

NRG Energy, Inc. Synthetic Letter of Credit

   2.348   2/1/2013      586      555,049

NRG Energy, Inc. Term Loan

   2.011% - 2.348   2/1/2013      690      653,666

Texas Competitive Electric Holdings Co. LLC Term Loan B1

   3.776% - 3.785   10/10/2014      992      756,941

Texas Competitive Electric Holdings Co. LLC Term Loan B2

   3.776% - 3.785   10/10/2014      3,975      3,031,461

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - FLOATING RATE FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
    Value  

Utility (continued)

         

Texas Competitive Electric Holdings Co. LLC Term Loan B3

   3.761% - 3.785   10/10/2014    $ 247      $ 188,218   
               

Total

            5,551,231   
               

Total Floating Rate Loans
(cost $305,681,553)

            317,997,078   
               

Total Long-Term Investments
(cost $321,762,290)

            335,139,717   
               

SHORT-TERM INVESTMENTS 6.64%

         

Repurchase Agreement 6.64%

         

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $23,015,000 of U.S. Treasury Bill at 0.12% due 9/24/2009; value: $23,012,699; proceeds: $22,559,006

          22,559        22,559,000   
               

Time Deposit 0.00%

         

State Street Bank & Trust Co. Euro Dollar Time Deposit

   0.01   9/1/2009      —   (g)      152   
               

Total Short-Term Investments
(cost $22,559,152)

            22,559,152   
               

Total Investments in Securities 105.27%
(cost $344,321,442)

            357,698,869   
               

Liabilities in Excess of Cash and Other Assets (5.27%)

            (17,892,930
               

Net Assets 100.00%

          $ 339,805,939   
               

 

# Variable rate security. The interest rate represents the rate at August 31, 2009.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
(a) Foreign security traded in U.S. dollars.
(b) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks.
(c) Illiquid security. The total market value of these securities at August 31, 2009 is $25,591,448, which represents 7.53% of the Fund’s net assets.
(d) Security purchased on a when-issued basis (See Note 2(f)). Interest rate will be determined upon final settlement.
(e) The borrower has filed for protection in federal bankruptcy court.
(f) This security has additional commitments and contingencies. Principal amount and value exclude unfunded commitment.
(g) Amount is less than $1,000.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - GROWTH & INCOME STRATEGY FUND August 31, 2009

 

Investments

   Shares    Value
(000)

INVESTMENTS IN UNDERLYING FUNDS(a) 99.69%

     

Lord Abbett Affiliated Fund, Inc. - Class I(b)

     4,233,480    $ 40,472

Lord Abbett Research Fund, Inc. - Capital Structure Fund (formerly, America’s Value Fund) - Class I(c)

     3,324,818      32,749

Lord Abbett Research Fund, Inc. - Classic Stock Fund (formerly, Large Cap Core Fund) - Class I(d)

     2,540,530      61,710

Lord Abbett Investment Trust - Floating Rate Fund - Class I(e)

     857,001      7,722

Lord Abbett Securities Trust - Fundamental Equity Fund
(formerly, All Value Fund) - Class I
(b)

     4,057,770      40,253

Lord Abbett Research Fund, Inc. - Growth Opportunities Fund - Class I*(f)

     946,267      15,935

Lord Abbett Investment Trust - High Yield Fund - Class I(g)

     11,102,834      76,388

Lord Abbett Securities Trust - International Core Equity Fund - Class I(h)

     5,831,308      65,077

Lord Abbett Securities Trust - International Dividend Income Fund - Class I(i)

     2,609,486      20,876

Lord Abbett Securities Trust - International Opportunities Fund - Class I(j)

     2,037,140      21,838

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) - Class I*(k)

     2,158,945      10,039

Lord Abbett Securities Trust - Value Opportunities Fund - Class I(j)

     1,734,590      20,225
         

Total Investments in Underlying Funds
(cost $497,137,479)

      $ 413,284
         
     Principal
Amount
(000)
    

SHORT-TERM INVESTMENT 0.22%

     

Repurchase Agreement

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $915,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $914,543; proceeds: $895,964
(cost $895,964)

   $ 896      896
         

Total Investments in Securities 99.91%
(cost $498,033,443)

        414,180
         

Other Assets in Excess of Liabilities 0.09%

        371
         

Net Assets 100.00%

      $ 414,551
         

 

* Non-income producing security.
(a) Affiliated issuers (See Note 4).
(b) Fund investment objective is long-term growth of capital and income without excessive fluctuations in market value.
(c) Fund investment objective is to seek current income and capital appreciation.
(d) Fund investment objective is growth of capital and growth of income consistent with reasonable risk.
(e) Fund investment objective is to seek a high level of current income.
(f) Fund investment objective is capital appreciation.
(g) Fund investment objective is to seek high current income and the opportunity for capital appreciation to produce a high total return.
(h) Fund investment objective is to seek long-term capital appreciation.
(i) Fund objective is to seek a high level of total return.
(j) Fund investment objective is long-term capital appreciation.
(k) Fund investment objective is long-term capital growth.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

              Shares
(000)
   Value

LONG-TERM INVESTMENTS 94.29%

          

COMMON STOCK 0.20%

          

Media: Cable

          

CCH I LLC Class A**
(cost $1,278,938)

          68    $ 1,278,938
              
     Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
    

CONVERTIBLE BONDS 3.40%

          

Electronics 0.33%

          

L-1 Identity Solutions, Inc.

   3.75   5/15/2027    $ 2,500      2,187,500
              

Health Services 0.57%

          

Incyte Corp.

   3.50   2/15/2011      2,500      2,128,125

Life Technologies Corp.

   3.25   6/15/2025      1,500      1,650,000
              

Total

             3,778,125
              

Integrated Energy 0.31%

          

Energy Conversion Devices, Inc.

   3.00   6/15/2013      3,175      2,063,750
              

Media: Broadcast 0.44%

          

Sinclair Broadcast Group, Inc.

   3.00   5/15/2027      3,200      2,876,000
              

Oil Field Equipment & Services 0.63%

          

Hanover Compressor Co.

   4.75   1/15/2014      5,000      4,125,000
              

Telecommunications Equipment 0.67%

          

Ciena Corp.

   0.875   6/15/2017      3,425      2,144,906

JDS Uniphase Corp.

   1.00   5/15/2026      2,750      2,275,625
              

Total

             4,420,531
              

Theaters & Entertainment 0.45%

          

Regal Entertainment Group

   6.25   3/15/2011      3,000      2,992,500
              

Total Convertible Bonds
(cost $21,399,959)

             22,443,406
              
                Shares
(000)
    

CONVERTIBLE PREFERRED STOCK 0.01%

          

Agency/Government Related

          

Fannie Mae
(cost $1,500,000)

   8.75        30      89,700
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

FLOATING RATE LOANS(a) 3.24%

          

Apparel/Textiles 0.54%

          

Michaels Stores, Inc. New Term Loan B

   2.563   10/31/2013    $ 3,982    $ 3,541,572
              

Automotive 1.39%

          

Ford Motor Co. Term Loan B

   3.28% - 3.51   12/16/2013      6,960      6,076,289

Oshkosh Corp. Term Loan B

   6.60% - 6.64   12/6/2013      3,093      3,090,179
              

Total

             9,166,468
              

Electronics 0.14%

          

Palm, Inc. Term Loan(b)

   3.77   10/24/2014      1,100      948,750
              

Investments & Miscellaneous Financial Services 0.58%

          

Nuveen Investments, Inc. Second Lien Term Loan

   12.50   7/31/2015      4,000      3,795,000
              

Non-Food & Drug Retailers 0.59%

          

Dollar General Corp. Term Loan B1

   3.011% -3.238   7/7/2014      4,000      3,911,112
              

Total Floating Rate Loans
(cost $19,017,289)

             21,362,902
              

HIGH YIELD CORPORATE BONDS 87.44%

          

Aerospace/Defense 1.26%

          

Esterline Technologies Corp.

   7.75   6/15/2013      3,240      3,126,600

L-3 Communications Corp.

   6.125   1/15/2014      3,000      2,880,000

Moog, Inc.

   6.25   1/15/2015      2,500      2,337,500
              

Total

             8,344,100
              

Airlines 1.40%

          

Continental Airlines, Inc.

   7.487   10/2/2010      2,525      2,449,250

Continental Airlines, Inc.

   7.918   5/1/2010      1,350      1,323,000

Continental Airlines, Inc.

   8.307   4/2/2018      2,950      2,241,781

Southwest Airlines Co.

   10.50   12/15/2011      3,000      3,243,237
              

Total

             9,257,268
              

Apparel/Textiles 1.36%

          

Levi Strauss & Co.

   9.75   1/15/2015      3,870      3,976,425

Oxford Industries, Inc.

   11.375   7/15/2015      2,925      3,056,625

Quiksilver, Inc.

   6.875   4/15/2015      3,000      1,920,000
              

Total

             8,953,050
              

Auto Loans 0.75%

          

Ford Motor Credit Co. LLC

   12.00   5/15/2015      4,750      4,950,070
              

Auto Parts & Equipment 1.33%

          

Cooper-Standard Automotive, Inc.(c)

   8.375   12/15/2014      3,000      180,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Auto Parts & Equipment (continued)

          

Stanadyne Corp.

   12.00   2/15/2015    $ 5,000    $ 2,475,000

Tenneco, Inc.

   10.25   7/15/2013      3,500      3,570,000

TRW Automotive, Inc.

   7.25   3/15/2017      3,000      2,535,000
              

Total

             8,760,000
              

Automotive 0.77%

          

Ford Holdings LLC

   9.30   3/1/2030      3,500      2,581,250

Ford Motor Co.

   9.50   9/15/2011      2,675      2,527,875
              

Total

             5,109,125
              

Banking 3.03%

          

CIT Group, Inc.

   0.759 %#    3/12/2010      7,300      4,571,625

GMAC, Inc.

   6.875   9/15/2011      3,500      3,263,750

GMAC, Inc.

   8.00   11/1/2031      4,000      3,130,000

Goldman Sachs Capital I

   6.345   2/15/2034      2,500      2,210,147

Sovereign Bank

   8.75   5/30/2018      1,500      1,635,823

Wachovia Capital Trust III

   5.80   3/29/2049      7,850      5,181,000
              

Total

             19,992,345
              

Beverage 1.06%

          

Cerveceria Nacional Dominicana C Por A (Dominican Republic)†(d)

   16.00   3/27/2012      4,000      3,463,720

Constellation Brands, Inc.

   8.375   12/15/2014      3,475      3,553,188
              

Total

             7,016,908
              

Brokerage 1.03%

          

Lazard Group LLC

   7.125   5/15/2015      3,000      3,017,097

Raymond James Financial, Inc.

   8.60   8/15/2019      3,600      3,789,907
              

Total

             6,807,004
              

Building & Construction 2.12%

          

Beazer Homes USA, Inc.

   8.375   4/15/2012      4,000      3,040,000

K. Hovnanian Enterprises, Inc.

   11.50   5/1/2013      3,925      3,817,063

KB Home

   9.10   9/15/2017      3,700      3,792,500

Lennar Corp.

   12.25   6/1/2017      2,175      2,523,000

William Lyon Homes, Inc.

   10.75   4/1/2013      2,000      830,000
              

Total

             14,002,563
              

Building Materials 0.58%

          

Building Materials Corp. of America

   7.75   8/1/2014      2,250      2,126,250

Ply Gem Industries, Inc.

   11.75   6/15/2013      2,000      1,680,000
              

Total

             3,806,250
              

Chemicals 1.23%

          

Dow Chemical Co. (The)

   8.55   5/15/2019      4,400      4,800,734

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Chemicals (continued)

          

INEOS Group Holdings plc (United Kingdom)†(d)

   8.50   2/15/2016    $ 2,600    $ 1,209,000

MacDermid, Inc.

   9.50   4/15/2017      2,500      2,112,500
              

Total

             8,122,234
              

Computer Hardware 0.37%

          

Seagate Technology International

   10.00   5/1/2014      2,250      2,424,375
              

Consumer/Commercial/Lease Financing 1.49%

          

American General Finance Corp.

   6.90   12/15/2017      5,000      3,091,545

General Electric Capital Corp.

   6.375   11/15/2067      5,000      4,043,560

International Lease Finance Corp.

   6.375   3/25/2013      3,425      2,689,553
              

Total

             9,824,658
              

Diversified Capital Goods 0.97%

          

CPM Holdings, Inc.

   10.625   9/1/2014      3,100      3,146,500

RBS Global & Rexnord Corp.

   11.75   8/1/2016      3,825      3,232,125
              

Total

             6,378,625
              

Electric: Generation 3.17%

          

Edison Mission Energy

   7.75   6/15/2016      7,500      6,150,000

Mirant Americas Generation LLC

   9.125   5/1/2031      10,425      8,079,375

Texas Competitive Electric Holdings Co. LLC

   10.25   11/1/2015      10,000      6,675,000
              

Total

             20,904,375
              

Electronics 0.64%

          

Freescale Semiconductor, Inc.

   10.125   12/15/2016      2,500      1,400,000

NXP BV LLC (Netherlands)(d)

   3.259 %#    10/15/2013      4,500      2,806,875
              

Total

             4,206,875
              

Energy: Exploration & Production 2.82%

          

Berry Petroleum Co.

   10.25   6/1/2014      3,725      3,906,594

Chesapeake Energy Corp.

   6.25   1/15/2018      4,000      3,500,000

Cimarex Energy Co.

   7.125   5/1/2017      1,500      1,395,000

Forest Oil Corp.

   7.25   6/15/2019      4,475      4,228,875

Newfield Exploration Co.

   7.125   5/15/2018      3,025      2,956,937

Penn Virginia Corp.

   10.375   6/15/2016      2,500      2,643,750
              

Total

             18,631,156
              

Environmental 0.63%

          

Casella Waste Systems, Inc.

   11.00   7/15/2014      4,000      4,150,000
              

Food & Drug Retailers 1.43%

          

Duane Reade, Inc.

   11.75   8/1/2015      1,175      1,192,625

Ingles Markets, Inc.

   8.875   5/15/2017      3,300      3,333,000

New Albertson’s, Inc.

   6.625   6/1/2028      2,285      1,725,175

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Food & Drug Retailers (continued)

          

Rite Aid Corp.

   7.50   3/1/2017    $ 3,500    $ 2,940,000

Rite Aid Corp.

   9.375   12/15/2015      350      259,000
              

Total

             9,449,800
              

Food: Wholesale 1.76%

          

Del Monte Corp.

   8.625   12/15/2012      2,100      2,155,125

M-Foods Holdings, Inc.

   9.75   10/1/2013      2,300      2,340,250

Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp.

   10.625   4/1/2017      7,500      7,087,500
              

Total

             11,582,875
              

Forestry/Paper 2.73%

          

Abitibi-Consolidated, Inc. (Canada)(c)(d)

   15.50   7/15/2010      2,425      400,125

Cellu Tissue Holdings, Inc.

   11.50   6/1/2014      3,200      3,360,000

Clearwater Paper Corp.

   10.625   6/15/2016      2,725      2,932,781

Graphic Packaging International Corp.

   9.50   6/15/2017      4,200      4,326,000

PE Paper Escrow GmbH (Austria)(d)

   12.00   8/1/2014      3,500      3,594,080

Rock-Tenn Co.

   9.25   3/15/2016      3,200      3,384,000
              

Total

             17,996,986
              

Gaming 4.43%

          

Boyd Gaming Corp.

   7.125   2/1/2016      3,150      2,638,125

Downstream Development Quapaw

   12.00   10/15/2015      2,500      1,593,750

Harrah’s Operating Co., Inc.

   10.75   2/1/2016      2,350      1,533,375

Harrah’s Operating Escrow LLC/Harrah’s Escrow Corp.

   11.25   6/1/2017      2,275      2,326,187

Las Vegas Sands Corp.

   6.375   2/15/2015      3,100      2,673,750

MGM Mirage

   8.375   2/1/2011      3,950      3,367,375

MGM Mirage

   11.125   11/15/2017      1,800      1,957,500

Mohegan Tribal Gaming Authority

   8.00   4/1/2012      3,025      2,495,625

River Rock Entertainment Authority (The)

   9.75   11/1/2011      4,000      3,540,000

Scientific Games International, Inc.

   9.25   6/15/2019      2,750      2,832,500

Shingle Springs Tribal Gaming Authority

   9.375   6/15/2015      2,525      1,805,375

Snoqualmie Entertainment Authority

   4.68 %#    2/1/2014      5,000      2,475,000
              

Total

             29,238,562
              

Gas Distribution 3.69%

          

El Paso Corp.

   8.05   10/15/2030      12,576      11,317,168

Ferrellgas Partners LP

   6.75   5/1/2014      3,320      3,062,700

Inergy Finance LP

   8.25   3/1/2016      10,000      9,950,000
              

Total

             24,329,868
              

Health Services 6.23%

          

Bio-Rad Laboratories, Inc.

   8.00   9/15/2016      3,100      3,169,750

Biomet, Inc.

   11.625   10/15/2017      3,000      3,187,500

Community Health Systems

   8.875   7/15/2015      4,350      4,388,062

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Health Services (continued)

          

HCA, Inc.

   7.875   2/15/2020    $ 1,250    $ 1,221,875

HCA, Inc.

   9.125   11/15/2014      10,000      10,125,000

Healthsouth Corp.

   7.218 %#    6/15/2014      5,000      4,800,000

National Mentor Holdings, Inc.

   11.25   7/1/2014      1,800      1,660,500

Sun Healthcare Group, Inc.

   9.125   4/15/2015      3,000      2,970,000

Tenet Healthcare Corp.

   9.25   2/1/2015      3,600      3,465,000

United Surgical Partners International, Inc. PIK

   9.25   5/1/2017      3,000      2,670,000

Vanguard Health Holdings Co. (11.25% after 10/1/2009)††

   Zero Coupon      10/1/2015      3,450      3,484,500
              

Total

             41,142,187
              

Hotels 1.09%

          

Host Hotels & Resorts LP

   9.00   5/15/2017      7,000      7,175,000
              

Household & Leisure Products 0.45%

          

Brunswick Corp.

   11.25   11/1/2016      2,850      2,999,625
              

Investments & Miscellaneous Financial Services 0.54%

          

Nuveen Investments, Inc.

   10.50   11/15/2015      4,750      3,586,250
              

Leisure 0.41%

          

Speedway Motorsports, Inc.

   8.75   6/1/2016      2,600      2,691,000
              

Life Insurance 0.89%

          

MetLife Capital Trust X

   9.25   4/8/2038      6,000      5,849,328
              

Local-Authority 0.79%

          

New York City Industrial Development Agency

   11.00   3/1/2029      5,000      5,202,550
              

Machinery 1.12%

          

Baldor Electric Co.

   8.625   2/15/2017      5,665      5,665,000

Gardner Denver, Inc.

   8.00   5/1/2013      1,825      1,733,750
              

Total

             7,398,750
              

Media: Broadcast 2.95%

          

Allbritton Communications Co.

   7.75   12/15/2012      2,525      2,171,500

CBS Corp.

   8.875   5/15/2019      2,450      2,639,363

Clear Channel Communications, Inc.

   10.75   8/1/2016      2,950      1,298,000

Fox Acquisition Sub LLC

   13.375   7/15/2016      4,100      2,480,500

Rainbow National Services LLC

   10.375   9/1/2014      2,720      2,856,000

Univision Communications, Inc. PIK

   9.75   3/15/2015      4,400      2,838,000

XM Satellite Radio, Inc.

   11.25   6/15/2013      5,000      5,212,500
              

Total

             19,495,863
              

Media: Cable 3.17%

          

CCH I LLC/CCH I Capital Corp.(c)

   11.00   10/1/2015      5,000      725,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Media: Cable (continued)

          

CCH II LLC/CCH II Capital Corp.(c)

   10.25   9/15/2010    $ 5,200    $ 5,804,500

DirecTV Holdings LLC

   8.375   3/15/2013      3,900      4,017,000

Mediacom Communications Corp.

   9.125   8/15/2019      4,700      4,676,500

Virgin Media Finance plc (United Kingdom)(d)

   9.125   8/15/2016      2,500      2,543,750

Virgin Media Finance plc (United Kingdom)(d)

   9.50   8/15/2016      3,075      3,174,938
              

Total

             20,941,688
              

Media: Services 1.38%

          

Interpublic Group of Cos., Inc. (The)

   10.00   7/15/2017      2,750      2,887,500

Nielsen Finance LLC/Nielsen Finance Co.

   11.625   2/1/2014      2,975      2,967,563

WMG Acquisition Corp.

   9.50   6/15/2016      3,150      3,276,000
              

Total

             9,131,063
              

Metals/Mining (Excluding Steel) 3.09%

          

Anglo American Capital plc (United Kingdom)†(d)

   9.375   4/8/2019      5,500      6,445,565

Compass Minerals International, Inc.

   8.00   6/1/2019      3,000      3,000,000

Freeport-McMoRan Copper & Gold, Inc.

   8.375   4/1/2017      5,675      5,924,462

Teck Resources Ltd. (Canada)(d)

   10.25   5/15/2016      4,500      4,995,000
              

Total

             20,365,027
              

Mortgage Banks & Thrifts 0.00%

          

Washington Mutual Bank(c)

   6.875   6/15/2011      2,500      9,375
              

Multi-Line Insurance 2.24%

          

American International Group, Inc.

   8.175   5/15/2058      5,900      2,817,250

American International Group, Inc.

   8.25   8/15/2018      5,000      4,010,115

AXA SA (France)†(d)

   6.379   12/29/2049      7,000      5,215,000

USI Holdings Corp.

   9.75   5/15/2015      2,000      1,642,500

ZFS Finance (USA) Trust V

   6.50   5/9/2037      1,410      1,128,000
              

Total

             14,812,865
              

Non-Food & Drug Retailers 2.33%

          

Limited Brands, Inc.

   6.90   7/15/2017      2,325      2,124,943

Limited Brands, Inc.

   8.50   6/15/2019      2,325      2,359,180

Macy’s Retail Holdings, Inc.

   8.875   7/15/2015      3,530      3,592,460

Michaels Stores, Inc.

   11.375   11/1/2016      2,965      2,564,725

Neiman-Marcus Group, Inc. (The)

   10.375   10/15/2015      2,475      1,856,250

Toys “R” Us Property Co. I LLC

   10.75   7/15/2017      2,800      2,856,000
              

Total

             15,353,558
              

Oil Field Equipment & Services 2.06%

          

Basic Energy Services, Inc.

   11.625   8/1/2014      3,725      3,818,125

Bristow Group, Inc.

   6.125   6/15/2013      2,850      2,693,250

Hornbeck Offshore Services, Inc.

   8.00   9/1/2017      4,800      4,728,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil Field Equipment & Services (continued)

          

PHI, Inc.

   7.125   4/15/2013    $ 2,500    $ 2,331,250
              

Total

             13,570,625
              

Oil Refining & Marketing 0.54%

          

Tesoro Corp.

   9.75   6/1/2019      3,500      3,561,250
              

Packaging 0.89%

          

Graham Packaging Co. LP/GPC Capital Corp. I

   9.875   10/15/2014      3,000      3,000,000

Solo Cup Co.

   8.50   2/15/2014      3,125      2,882,813
              

Total

             5,882,813
              

Property & Casualty 0.95%

          

Liberty Mutual Group, Inc.

   10.75   6/15/2058      7,000      6,265,000
              

Restaurants 0.96%

          

Denny’s Corp./Denny’s Holdings, Inc.

   10.00   10/1/2012      3,000      3,022,500

OSI Restaurant Partners LLC

   10.00   6/15/2015      3,980      3,303,400
              

Total

             6,325,900
              

Software/Services 2.82%

          

First Data Corp.

   9.875   9/24/2015      5,000      4,300,000

SunGard Data Systems, Inc.

   10.25   8/15/2015      6,150      6,119,250

Unisys Corp.

   14.25   9/15/2015      5,000      4,925,000

Vangent, Inc.

   9.625   2/15/2015      3,500      3,272,500
              

Total

             18,616,750
              

Steel Producers/Products 0.64%

          

ArcelorMittal (Luxembourg)(d)

   9.85   6/1/2019      3,700      4,233,103
              

Support: Services 2.00%

          

Corrections Corp. of America

   7.75   6/1/2017      1,350      1,339,875

Education Management LLC/Education Management Finance Corp.

   8.75   6/1/2014      2,500      2,575,000

Rental Service Corp.

   9.50   12/1/2014      3,750      3,375,000

Rental Service Corp.

   10.00   7/15/2017      2,500      2,625,000

United Rentals (North America), Inc.

   10.875   6/15/2016      3,175      3,254,375
              

Total

             13,169,250
              

Telecommunications: Integrated/Services 4.78%

          

Cincinnati Bell, Inc.

   8.375   1/15/2014      2,925      2,851,875

Hughes Network Systems LLC

   9.50   4/15/2014      1,325      1,351,500

Hughes Network Systems LLC

   9.50   4/15/2014      1,700      1,734,000

Intelsat Corp.

   9.25   8/15/2014      3,050      3,111,000

Intelsat Subsidiary Holding Co., Ltd.

   8.50   1/15/2013      3,050      3,088,125

MasTec, Inc.

   7.625   2/1/2017      2,125      1,944,375

Nordic Telephone Holdings Co. (Denmark)†(d)

   8.875   5/1/2016      9,000      9,180,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Telecommunications: Integrated/Services (continued)

          

Qwest Communications International, Inc.

   7.25   2/15/2011    $ 5,000    $ 4,987,500

Windstream Corp.

   8.125   8/1/2013      3,250      3,266,250
              

Total

             31,514,625
              

Telecommunications: Wireless 4.44%

          

CC Holdings GS V LLC/Crown Castle GS III Corp.

   7.75   5/1/2017      1,925      1,953,875

Centennial Communications Corp.

   10.00   1/1/2013      2,000      2,060,000

Cricket Communications, Inc.

   9.375   11/1/2014      3,150      2,984,625

iPCS, Inc.

   2.608 %#    5/1/2013      3,130      2,582,250

MetroPCS Wireless, Inc.

   9.25   11/1/2014      4,575      4,512,094

Sprint Capital Corp.

   8.375   3/15/2012      5,250      5,282,812

Sprint Capital Corp.

   8.75   3/15/2032      2,075      1,732,625

Wind Acquisition Finance SA (Italy)†(d)

   10.75   12/1/2015      5,725      6,183,000

Wind Acquisition Finance SA (Italy)†(d)

   11.75   7/15/2017      1,875      2,043,750
              

Total

             29,335,031
              

Theaters & Entertainment 0.28%

          

Cinemark USA, Inc.

   8.625   6/15/2019      1,850      1,877,750
              

Transportation (Excluding Air/Rail) 0.35%

          

Commercial Barge Line Co.

   12.50   7/15/2017      2,350      2,326,500
              

Total High Yield Corporate Bonds
(cost $559,582,787)

             577,071,798
              

Total Long-Term Investments
(cost $602,778,973)

             622,246,744
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - HIGH YIELD FUND August 31, 2009

 

Investments

   Principal
Amount
(000)
   Value

SHORT-TERM INVESTMENT 3.75%

     

Repurchase Agreement

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $25,285,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $25,272,358; proceeds: $24,772,579 (cost $24,772,572)

   $ 24,773    $ 24,772,572
         

Total Investments in Securities 98.04%
(cost $627,551,545)

        647,019,316
         

Cash and Other Assets in Excess of Liabilities 1.96%

        12,923,543
         

Net Assets 100.00%

      $ 659,942,859
         

 

PIK Payment-in-kind.

 

** Restricted security. The Fund acquired 68,210 shares in a private placement on June 11, 2009 for a cost of $1,278,938. The fair value price per share on August 31, 2009 is $18.75.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
# Variable rate security. The interest rate represents the rate at August 31, 2009.
†† Deferred interest debentures pay the stated rate, after which they pay a predetermined interest rate.
(a) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks.
(b) Illiquid security. The total market value of this security at August 31, 2009 is $948,750, which represents 0.14% of the Fund’s net assets.
(c) Defaulted security.
(d) Foreign security traded in U.S. dollars.

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

LONG-TERM INVESTMENTS 97.88%

          

ASSET-BACKED SECURITIES 1.56%

          

Automobile 0.99%

          

Capital Auto Receivables Asset Trust 2007-1 A3A

   5.00   4/15/2011    $ 585    $ 593,251

Ford Credit Auto Owner Trust 2008-C A2B

   1.173 %#    1/15/2011      4,398      4,404,543

Harley-Davidson Motorcycle Trust 2009-2 A2

   2.00   7/15/2012      2,000      2,010,823
              

Total

             7,008,617
              

Credit Cards 0.57%

          

MBNA Credit Card Master Note Trust 2004-A10 A

   0.353 %#    3/15/2012      4,000      3,997,987
              

Total Asset-Backed Securities
(cost $10,929,170)

             11,006,604
              

CORPORATE BONDS 80.22%

          

Aerospace/Defense 0.34%

          

L-3 Communications Corp.

   5.875   1/15/2015      600      564,000

L-3 Communications Corp.

   7.625   6/15/2012      1,250      1,268,750

Meccanica Holdings USA

   6.25   7/15/2019      500      533,085
              

Total

             2,365,835
              

Air Transportation 1.59%

          

Bristow Group, Inc.

   6.125   6/15/2013      1,000      945,000

Bristow Group, Inc.

   7.50   9/15/2017      395      375,250

Qantas Airways Ltd. (Australia)†(a)

   6.05   4/15/2016      2,000      1,832,102

Southwest Airlines Co.

   10.50   12/15/2011      7,500      8,108,092
              

Total

             11,260,444
              

Apparel 0.70%

          

Phillips-Van Heusen Corp.

   7.25   2/15/2011      2,800      2,828,000

Phillips-Van Heusen Corp.

   8.125   5/1/2013      250      255,000

Warnaco Group, Inc.

   8.875   6/15/2013      1,785      1,843,013
              

Total

             4,926,013
              

Auto Parts: After Market 0.22%

          

Affinia Group, Inc.

   10.75   8/15/2016      1,520      1,577,000
              

Auto Parts: Original Equipment 0.48%

          

ITC Holdings Corp.

   6.05   1/31/2018      3,325      3,362,739
              

Auto Trucks & Parts 0.07%

          

American Axle & Manufacturing, Inc.

   5.25   2/11/2014      750      517,500
              

Automotive 0.97%

          

Roper Industries, Inc.

   6.25   9/1/2019      2,350      2,389,271

Roper Industries, Inc.

   6.625   8/15/2013      4,175      4,470,820
              

Total

             6,860,091
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Banks: Money Center 0.43%

          

European Investment Bank (Luxembourg)(a)

   3.125   6/4/2014    $ 3,000    $ 3,051,735
              

Banks: Regional 2.70%

          

Barclays Bank plc (United Kingdom)(a)

   6.75   5/22/2019      1,155      1,267,824

Citigroup, Inc.

   8.125   7/15/2039      1,504      1,550,365

Compass Bank

   6.40   10/1/2017      500      451,850

Corporacion Andina de Fomento (Venezuela)(a)

   8.125   6/4/2019      445      512,533

Credit Suisse NY

   5.30   8/13/2019      1,600      1,621,992

GMAC, Inc.

   7.00   2/1/2012      225      204,187

Goldman Sachs Group, Inc. (The)

   5.35   1/15/2016      4,223      4,309,508

Goldman Sachs Group, Inc. (The)

   6.125   2/15/2033      1,575      1,649,431

JPMorgan Chase & Co.

   6.00   1/15/2018      1,200      1,291,764

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   4.875   6/17/2019      2,251      2,434,520

Morgan Stanley

   6.25   8/28/2017      1,104      1,140,082

Morgan Stanley

   6.625   4/1/2018      2,350      2,515,196

RSHB Capital SA for OJSC Russian Agricultural Bank
(Luxembourg)
†(a)

   9.00   6/11/2014      125      133,425
              

Total

             19,082,677
              

Beverages 2.37%

          

Anheuser-Busch InBev Worldwide, Inc.

   5.375   11/15/2014      750      799,700

Anheuser-Busch InBev Worldwide, Inc.

   8.00   11/15/2039      3,150      3,932,151

Bacardi Ltd.

   7.45   4/1/2014      2,400      2,698,814

Bacardi Ltd.

   8.20   4/1/2019      2,000      2,368,892

FBG Finance Ltd. (Australia)†(a)

   5.125   6/15/2015      1,500      1,538,337

FBG Finance Ltd. (Australia)†(a)

   5.875   6/15/2035      1,650      1,559,192

FBG Finance Ltd. (Australia)†(a)

   7.875   6/1/2016      1,700      1,947,809

SABMiller plc (United Kingdom)†(a)

   5.70   1/15/2014      750      800,117

SABMiller plc (United Kingdom)†(a)

   6.50   7/1/2016      1,000      1,077,386
              

Total

             16,722,398
              

Biotechnology Research & Production 0.42%

          

Cellu Tissue Holdings, Inc.

   11.50   6/1/2014      1,325      1,391,250

Laboratory Corp. of America Holdings

   5.625   12/15/2015      1,600      1,563,070
              

Total

             2,954,320
              

Broadcasting 0.99%

          

Cox Communications, Inc.

   8.375   3/1/2039      290      360,746

Cox Communications, Inc.

   9.375   1/15/2019      5,200      6,639,230
              

Total

             6,999,976
              

Brokers 0.28%

          

Raymond James Financial, Inc.

   8.60   8/15/2019      1,900      2,000,229
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Building Materials 0.87%

          

Celulosa Arauco y Constitucion SA (Chile)†(a)

   7.25   7/29/2019    $ 164    $ 177,082

Martin Marietta Materials, Inc.

   6.25   5/1/2037      2,450      2,008,493

Owens Corning, Inc.

   9.00   6/15/2019      2,200      2,285,556

Texas Industries, Inc.

   7.25   7/15/2013      350      329,000

Texas Industries, Inc.

   7.25   7/15/2013      1,400      1,316,000
              

Total

             6,116,131
              

Business Services 0.41%

          

Seminole Indian Tribe of Florida

   6.535   10/1/2020      3,375      2,885,426
              

Cable Services 2.70%

          

Comcast Corp.

   6.95   8/15/2037      7,719      8,765,148

Time Warner Cable, Inc.

   5.85   5/1/2017      4,500      4,733,024

Time Warner Cable, Inc.

   7.30   7/1/2038      4,008      4,549,557

Time Warner Cable, Inc.

   7.50   4/1/2014      888      1,020,199
              

Total

             19,067,928
              

Chemicals 1.34%

          

Airgas, Inc.

   7.125   10/1/2018      5,500      5,500,000

Huntsman International LLC

   7.375   1/1/2015      1,290      1,115,850

Huntsman International LLC

   7.875   11/15/2014      250      223,750

Methanex Corp. (Canada)(a)

   6.00   8/15/2015      500      416,290

Methanex Corp. (Canada)(a)

   8.75   8/15/2012      1,900      1,881,000

Nalco Co.

   7.75   11/15/2011      343      344,715
              

Total

             9,481,605
              

Coal 1.15%

          

Arch Coal, Inc.

   8.75   8/1/2016      550      552,750

CONSOL Energy, Inc.

   7.875   3/1/2012      4,450      4,361,000

Drummond Co., Inc.

   7.375   2/15/2016      2,295      2,031,075

Peabody Energy Corp.

   5.875   4/15/2016      1,250      1,156,250
              

Total

             8,101,075
              

Communications & Media 0.18%

          

Digicel Ltd.

   9.25   9/1/2012      1,250      1,253,125
              

Communications Equipment 0.29%

          

Harris Corp.

   5.00   10/1/2015      2,000      2,049,110
              

Communications Technology 0.18%

          

American Tower Corp.

   7.125   10/15/2012      1,250      1,270,313
              

Computer Software 0.87%

          

BMC Software, Inc.

   7.25   6/1/2018      2,675      2,885,445

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Computer Software (continued)

          

Intuit, Inc.

   5.75   3/15/2017    $ 2,687    $ 2,747,589

SunGard Data Systems, Inc.

   10.25   8/15/2015      525      522,375
              

Total

             6,155,409
              

Computer Technology 0.16%

          

EQT Corp.

   6.50   4/1/2018      1,100      1,112,449
              

Consumer Products 0.62%

          

Elizabeth Arden, Inc.

   7.75   1/15/2014      1,400      1,295,000

Ralcorp Holdings, Inc.

   6.625   8/15/2039      3,000      3,116,028
              

Total

             4,411,028
              

Containers 2.17%

          

Ball Corp.

   6.875   12/15/2012      1,500      1,511,250

Ball Corp.

   7.125   9/1/2016      400      402,000

Crown Americas LLC/Crown Americas Capital Corp.

   7.625   11/15/2013      1,350      1,350,000

Pactiv Corp.

   5.875   7/15/2012      700      746,246

Pactiv Corp.

   7.95   12/15/2025      1,838      1,871,310

Rexam plc (United Kingdom)†(a)

   6.75   6/1/2013      5,475      5,719,130

Sealed Air Corp.

   5.625   7/15/2013      500      503,764

Sealed Air Corp.

   6.875   7/15/2033      3,550      3,212,249
              

Total

             15,315,949
              

Diversified 0.79%

          

Tyco Electronics Group (Switzerland)(a)

   6.00   10/1/2012      2,000      2,070,656

Tyco Electronics Group (Switzerland)(a)

   7.125   10/1/2037      3,500      3,510,724
              

Total

             5,581,380
              

Diversified Materials & Processing 0.05%

          

Tyco International Finance SA (Switzerland)(a)

   8.50   1/15/2019      320      386,997
              

Drugs 0.72%

          

Hospira, Inc.

   6.05   3/30/2017      2,775      2,890,288

Valeant Pharmaceuticals International

   8.375   6/15/2016      1,350      1,377,000

Watson Pharmaceuticals, Inc.

   6.125   8/15/2019      800      824,019
              

Total

             5,091,307
              

Electric: Equipment/Components 0.53%

          

Centrais Eletricas Brasileiras SA (Brazil)†(a)

   6.875   7/30/2019      200      212,000

Enel Finance International SA (Italy)†(a)

   6.25   9/15/2017      850      932,764

Enel Finance International SA (Italy)†(a)

   6.80   9/15/2037      2,225      2,569,283
              

Total

             3,714,047
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Electric: Power 7.32%

          

Arizona Public Service Co.

   5.50   9/1/2035    $ 2,850    $ 2,398,207

Black Hills Corp.

   6.50   5/15/2013      500      523,027

Black Hills Corp.

   9.00   5/15/2014      1,950      2,197,675

CenterPoint Energy Houston Electric LLC

   7.00   3/1/2014      1,300      1,446,831

DTE Energy Co.

   7.625   5/15/2014      500      542,024

E. On International Finance BV (Netherlands)†(a)

   6.65   4/30/2038      3,250      3,719,063

EDF SA (France)†(a)

   6.50   1/26/2019      350      400,371

Empresas Publicas de Medellin ESP (Columbia)†(a)

   7.625   7/29/2019      100      106,500

Energy East Corp.

   6.75   7/15/2036      2,450      2,707,831

Entergy Arkansas, Inc.

   5.66   2/1/2025      2,400      2,287,898

Entergy Louisiana LLC

   6.50   9/1/2018      1,000      1,079,409

Entergy Mississippi, Inc.

   5.92   2/1/2016      1,000      1,014,926

General Electric Capital Corp.

   6.00   8/7/2019      800      807,560

General Electric Capital Corp.

   6.875   1/10/2039      1,100      1,094,369

Kansas City Power & Light Co.

   7.15   4/1/2019      1,000      1,159,847

Kansas Gas & Electric Co.

   6.70   6/15/2019      600      679,297

KCP&L Greater Missouri Operations Co.

   11.875   7/1/2012      1,000      1,135,693

Korea Hydro & Nuclear Power Co., Ltd. (South Korea)†(a)

   6.25   6/17/2014      400      422,941

MidAmerican Energy Holdings Co.

   6.125   4/1/2036      3,980      4,233,144

NiSource Finance Corp.

   6.80   1/15/2019      1,700      1,726,998

NiSource Finance Corp.

   10.75   3/15/2016      3,850      4,514,483

Oncor Electric Delivery Co.

   6.375   1/15/2015      2,000      2,225,726

Oncor Electric Delivery Co.

   7.25   1/15/2033      282      343,933

Rochester Gas & Electric Corp.

   5.90   7/15/2019      525      560,315

Scottish Power plc (United Kingdom)(a)

   5.375   3/15/2015      2,930      3,081,384

Sempra Energy

   6.50   6/1/2016      1,500      1,652,016

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.165   10/25/2017      1,400      1,401,106

Texas-New Mexico Power Co.

   9.50   4/1/2019      3,700      4,329,999

Toledo Edison Co. (The)

   7.25   5/1/2020      1,850      2,161,185

Union Electric Co.

   6.40   6/15/2017      1,631      1,790,244
              

Total

             51,744,002
              

Electrical Equipment 0.19%

          

Public Service Co. of New Mexico

   7.50   8/1/2018      1,350      1,313,595
              

Electrical: Household 0.78%

          

EDP Finance BV (Netherlands)†(a)

   6.00   2/2/2018      5,100      5,509,785
              

Electronics 0.09%

          

Sensus USA, Inc.

   8.625   12/15/2013      650      633,750
              

Electronics: Semi-Conductors/Components 1.14%

          

Agilent Technologies, Inc.

   6.50   11/1/2017      3,100      2,990,520

Analog Devices, Inc.

   5.00   7/1/2014      915      950,076

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Electronics: Semi-Conductors/Components (continued)

          

KLA-Tencor Corp.

   6.90   5/1/2018    $ 4,000    $ 4,097,576
              

Total

             8,038,172
              

Energy Equipment & Services 0.84%

          

Cameron International Corp.

   6.375   7/15/2018      726      748,217

Energy Transfer Partners LP

   8.50   4/15/2014      2,000      2,301,650

EQT Corp.

   8.125   6/1/2019      686      771,986

Inergy Finance LP

   8.25   3/1/2016      1,400      1,393,000

Inergy Finance LP

   8.75   3/1/2015      275      279,125

NRG Energy, Inc.

   7.25   2/1/2014      450      438,750
              

Total

             5,932,728
              

Entertainment 0.06%

          

Peninsula Gaming LLC

   8.375   8/15/2015      135      132,975

Peninsula Gaming LLC

   10.75   8/15/2017      275      264,000
              

Total

             396,975
              

Environmental Services 0.11%

          

Williams Cos., Inc. (The)

   8.75   1/15/2020      665      756,218
              

Financial Services 2.43%

          

ABX Financing Co.

   5.75   10/15/2016      2,750      2,860,462

AON Corp.

   7.375   12/14/2012      1,000      1,061,788

Bear Stearns Cos., Inc.

   7.25   2/1/2018      1,000      1,142,197

CPM Holdings, Inc.

   10.625   9/1/2014      900      913,500

Marsh & McLennan Cos., Inc.

   5.375   7/15/2014      3,000      2,973,258

Marsh & McLennan Cos., Inc.

   9.25   4/15/2019      1,075      1,325,105

National Gas Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)

   6.05   1/15/2036      750      587,101

Teco Finance, Inc.

   6.572   11/1/2017      2,382      2,404,217

Teco Finance, Inc.

   6.75   5/1/2015      450      473,908

Teco Finance, Inc.

   7.00   5/1/2012      1,660      1,761,343

Western Union Co. (The)

   6.50   2/26/2014      1,550      1,692,558
              

Total

             17,195,437
              

Financial: Miscellaneous 0.30%

          

Ford Motor Credit Co. LLC

   5.879 %#    6/15/2011      650      598,813

Ford Motor Credit Co. LLC

   7.875   6/15/2010      1,500      1,497,151
              

Total

             2,095,964
              

Food 1.41%

          

Del Monte Corp.

   8.625   12/15/2012      1,250      1,282,813

H.J. Heinz Co.

   7.125   8/1/2039      2,600      3,063,377

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Food (continued)

          

Land O’ Lakes, Inc.

   9.00   12/15/2010    $ 2,150    $ 2,184,938

M-Foods Holdings, Inc.

   9.75   10/1/2013      1,000      1,017,500

Tate & Lyle International Finance plc (United Kingdom)†(a)

   6.625   6/15/2016      2,500      2,420,177
              

Total

             9,968,805
              

Food/Beverage 0.22%

          

Cadbury Holdings Ltd. (United Kingdom)†(a)

   5.125   10/1/2013      1,500      1,562,007
              

Gaming 1.07%

          

International Game Technology

   7.50   6/15/2019      2,500      2,711,522

Mohegan Tribal Gaming Authority

   6.125   2/15/2013      1,875      1,546,875

Penn National Gaming, Inc.

   8.75   8/15/2019      300      299,250

Pinnacle Entertainment, Inc.

   8.25   3/15/2012      1,600      1,608,000

Scientific Games Corp.

   6.25   12/15/2012      575      554,875

Scientific Games International, Inc.

   9.25   6/15/2019      250      257,500

Turning Stone Casino Resort

   9.125   9/15/2014      650      599,625
              

Total

             7,577,647
              

Healthcare Products 0.64%

          

Biogen Idec, Inc.

   6.875   3/1/2018      1,800      1,969,358

Biomet, Inc.

   11.625   10/15/2017      1,050      1,115,625

HCA, Inc.

   7.875   2/1/2011      400      404,000

HCA, Inc.

   9.125   11/15/2014      1,050      1,063,125
              

Total

             4,552,108
              

Healthcare Services 0.04%

          

DASA Finance Corp.

   8.75   5/29/2018      300      313,500
              

Household Furnishings 0.23%

          

ALH Finance LLC/ALH Finance Corp.

   8.50   1/15/2013      800      744,000

Sealy Mattress Co.

   10.875   4/15/2016      800      864,000
              

Total

             1,608,000
              

Industrial Products 0.11%

          

Vale Overseas Ltd. (Brazil)(a)

   6.875   11/21/2036      800      804,964
              

Investment Management Companies 1.34%

          

BlackRock, Inc.

   6.25   9/15/2017      6,350      6,690,163

Lazard Group LLC

   7.125   5/15/2015      2,775      2,790,815
              

Total

             9,480,978
              

Leisure 0.56%

          

Leslie’s Poolmart, Inc.

   7.75   2/1/2013      375      372,188

Seneca Gaming Corp.

   7.25   5/1/2012      1,100      1,039,500

Seneca Gaming Corp.

   7.25   5/1/2012      1,200      1,134,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Leisure (continued)

          

Speedway Motorsports, Inc.

   8.75   6/1/2016    $ 1,350    $ 1,397,250
              

Total

             3,942,938
              

Machinery: Agricultural 0.82%

          

BAT International Finance plc (United Kingdom)†(a)

   8.125   11/15/2013      550      626,261

Ciliandra Perkasa Finance Co. Pte Ltd. (Indonesia)†(a)

   10.75   12/8/2011      300      305,250

Lorillard Tobacco Co.

   8.125   6/23/2019      4,375      4,875,526
              

Total

             5,807,037
              

Machinery: Oil Well Equipment & Services 0.98%

          

National Oilwell Varco, Inc.

   6.125   8/15/2015      3,000      3,042,051

Pride International, Inc.

   7.375   7/15/2014      3,000      3,045,000

Pride International, Inc.

   8.50   6/15/2019      775      817,625
              

Total

             6,904,676
              

Manufacturing 0.16%

          

Tyco International Ltd.

   7.00   12/15/2019      750      811,274

Wabtec Corp.

   6.875   7/31/2013      325      326,219
              

Total

             1,137,493
              

Materials & Commodities 0.15%

          

RBS Global & Rexnord Corp.

   8.875   9/1/2016      1,300      1,049,750
              

Media 2.49%

          

DirecTV Holdings LLC

   7.625   5/15/2016      3,615      3,822,863

Discovery Communications LLC

   5.625   8/15/2019      2,175      2,228,233

Rainbow National Services LLC

   8.75   9/1/2012      1,685      1,710,275

Rainbow National Services LLC

   10.375   9/1/2014      575      603,750

Time Warner, Inc.

   6.75   4/15/2011      1,850      1,967,521

Time Warner, Inc.

   7.625   4/15/2031      4,540      4,999,434

Viacom, Inc.

   4.375   9/15/2014      1,300      1,303,476

Viacom, Inc.

   6.75   10/5/2037      925      972,003
              

Total

             17,607,555
              

Metal Fabricating 0.03%

          

Xstrata Canada Corp. (Canada)(a)

   7.25   7/15/2012      225      235,406
              

Metals & Minerals Miscellaneous 3.99%

          

Anglo American Capital plc (United Kingdom)†(a)

   9.375   4/8/2014      5,325      6,076,246

Barrick North America Finance LLC (Canada)(a)

   7.50   9/15/2038      950      1,213,044

CII Carbon LLC

   11.125   11/15/2015      1,425      1,321,688

Compass Minerals International, Inc.

   8.00   6/1/2019      800      800,000

Rio Tinto Finance USA Ltd. (Australia)(a)

   8.95   5/1/2014      10,500      12,249,415

Silgan Holdings, Inc.

   6.75   11/15/2013      1,750      1,723,750

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Metals & Minerals Miscellaneous (continued)

          

Teck Resources Ltd. (Canada)(a)

   9.75   5/15/2014    $ 500    $ 542,500

Teck Resources Ltd. (Canada)(a)

   10.75   5/15/2019      3,750      4,289,062
              

Total

             28,215,705
              

Miscellaneous 1.79%

          

Downstream Development Quapaw

   12.00   10/15/2015      350      223,125

Fiserv, Inc.

   6.125   11/20/2012      2,250      2,445,561

Freeport-McMoRan Copper & Gold, Inc.

   8.25   4/1/2015      5,875      6,131,497

Lender Processing Services, Inc.

   8.125   7/1/2016      400      411,000

Magellan Midstream Partners LP

   6.40   5/1/2037      950      993,634

Majapahit Holding BV (Netherlands)†(a)

   8.00   8/7/2019      300      304,860

Texas Eastern Transmission LP

   7.00   7/15/2032      1,900      2,120,537
              

Total

             12,630,214
              

Natural Gas 1.47%

          

Atmos Energy Corp.

   8.50   3/15/2019      400      492,251

Florida Gas Transmission Co. LLC

   7.90   5/15/2019      3,600      4,264,733

Tennessee Gas Pipeline Co.

   6.00   12/15/2011      3,770      3,734,928

Tennessee Gas Pipeline Co.

   8.00   2/1/2016      1,700      1,915,958
              

Total

             10,407,870
              

Office Supplies 0.29%

          

Staples, Inc.

   9.75   1/15/2014      1,725      2,026,794
              

Oil 3.90%

          

Ecopetrol SA (Columbia)†(a)

   7.625   7/23/2019      342      366,385

Empresa Nacional del Petroleo (Chile)†(a)

   6.25   7/8/2019      350      365,367

Gulf South Pipeline Co. LP

   5.05   2/1/2015      2,000      1,981,302

Mariner Energy, Inc.

   7.50   4/15/2013      325      308,750

Mariner Energy, Inc.

   11.75   6/30/2016      1,400      1,484,000

Panhandle Eastern Pipe Line Co.

   7.00   6/15/2018      3,800      4,143,778

Premcor Refining Group, Inc. (The)

   7.50   6/15/2015      2,700      2,764,697

Questar Market Resources, Inc.

   6.80   4/1/2018      2,325      2,374,227

Questar Market Resources, Inc.

   6.80   3/1/2020      760      778,598

Ras Laffan Liquefied Natural Gas Co., Ltd. II (Qatar)†(a)

   5.298   9/30/2020      1,300      1,293,617

Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)

   6.75   9/30/2019      1,000      1,050,188

Suncor Energy, Inc. (Canada)(a)

   6.85   6/1/2039      4,750      5,092,485

Valero Energy Corp.

   9.375   3/15/2019      1,300      1,501,592

Whiting Petroleum Corp.

   7.25   5/1/2012      400      400,000

Whiting Petroleum Corp.

   7.25   5/1/2013      300      298,500

Woodside Finance Ltd. (Australia)†(a)

   8.125   3/1/2014      3,000      3,326,796
              

Total

             27,530,282
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil: Crude Producers 3.42%

          

Alberta Energy Co., Ltd. (Canada)(a)

   8.125   9/15/2030    $ 2,990    $ 3,760,643

Anadarko Petroleum Corp.

   7.625   3/15/2014      1,700      1,923,434

Anadarko Petroleum Corp.

   8.70   3/15/2019      1,830      2,159,151

Canadian Natural Resources Ltd. (Canada)(a)

   6.25   3/15/2038      1,000      1,050,998

Cimarex Energy Co.

   7.125   5/1/2017      775      720,750

Colonial Pipeline Co.

   6.58   8/28/2032      325      347,964

Encore Acquisition Co.

   9.50   5/1/2016      750      761,250

Gulfstream Natural Gas System LLC

   6.95   6/1/2016      600      665,862

Holly Energy Partners LP

   6.25   3/1/2015      575      520,375

Kerr-McGee Corp.

   7.125   10/15/2027      1,000      1,014,155

Key Energy Services, Inc.

   8.375   12/1/2014      1,180      1,073,800

Maritimes & Northeast Pipeline LLC

   7.50   5/31/2014      3,900      4,114,297

Noble Energy, Inc.

   5.25   4/15/2014      2,000      1,994,616

Range Resources Corp.

   8.00   5/15/2019      500      512,500

Southeast Supply Header LLC

   4.85   8/15/2014      1,000      1,016,462

Southwestern Energy Co.

   7.50   2/1/2018      1,700      1,719,125

Talisman Energy, Inc. (Canada)(a)

   7.75   6/1/2019      705      821,830
              

Total

             24,177,212
              

Oil: Integrated Domestic 4.95%

          

Buckeye Partners LP

   6.05   1/15/2018      2,000      2,083,020

Ferrellgas Partners LP

   6.75   5/1/2014      725      668,813

Frontier Oil Corp.

   6.625   10/1/2011      1,425      1,425,000

Frontier Oil Corp.

   8.50   9/15/2016      1,300      1,326,000

Marathon Oil Corp.

   6.60   10/1/2037      1,875      1,949,779

National Fuel Gas Co.

   6.50   4/15/2018      1,400      1,403,069

National Fuel Gas Co.

   8.75   5/1/2019      3,975      4,601,710

Newfield Exploration Co.

   7.625   3/1/2011      2,125      2,156,875

Pacific Energy Partners LP

   6.25   9/15/2015      900      912,672

Petronas Capital Ltd. (Malaysia)†(a)

   5.25   8/12/2019      2,205      2,203,064

Petronas Global Sukuk Ltd. (Malaysia)†(a)

   4.25   8/12/2014      1,800      1,797,575

Plains All American Pipeline LP

   7.75   10/15/2012      3,500      3,872,186

Questar Gas Co.

   7.20   4/1/2038      1,000      1,069,205

Rockies Express Pipeline LLC

   6.25   7/15/2013      700      754,968

Rockies Express Pipeline LLC

   6.85   7/15/2018      3,500      3,899,217

TEPPCO Partners LP

   7.625   2/15/2012      1,000      1,101,026

Transcontinental Gas Pipe Line Corp.

   6.05   6/15/2018      400      427,298

Transcontinental Gas Pipe Line Corp.

   7.00   8/15/2011      2,050      2,205,964

Transcontinental Gas Pipe Line Corp.

   7.25   12/1/2026      1,000      1,143,674
              

Total

             35,001,115
              

Oil: Integrated International 0.76%

          

Northwest Pipeline GP

   6.05   6/15/2018      425      452,455

Questar Pipeline Co.

   5.83   2/1/2018      1,250      1,304,497

Transocean Ltd. (Switzerland)(a)

   6.00   3/15/2018      1,500      1,600,341

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil: Integrated International (continued)

          

Transocean Ltd. (Switzerland)(a)

   6.80   3/15/2038    $ 1,800    $ 2,033,393
              

Total

             5,390,686
              

Paper & Forest Products 0.40%

          

Clearwater Paper Corp.

   10.625   6/15/2016      1,075      1,156,969

Georgia-Pacific LLC

   8.125   5/15/2011      800      826,000

Sino-Forest Corp. (Canada)†(a)

   9.125   8/17/2011      230      235,750

Sino-Forest Corp. (Canada)†(a)

   10.25   7/28/2014      550      576,125
              

Total

             2,794,844
              

Plastics 0.23%

          

Plastipak Holdings, Inc.

   10.625   8/15/2019      1,515      1,590,750
              

Pollution Control 0.72%

          

Allied Waste Industries, Inc.

   6.375   4/15/2011      3,600      3,746,426

Clean Harbors, Inc.

   7.625   8/15/2016      1,300      1,309,750
              

Total

             5,056,176
              

Railroads 0.20%

          

Canadian Pacific Railway Co. (Canada)(a)

   5.95   5/15/2037      622      597,583

Union Pacific Corp.

   5.125   2/15/2014      750      794,691
              

Total

             1,392,274
              

Real Estate Investment Trusts 0.33%

          

Simon Property Group LP

   6.75   5/15/2014      236      253,137

Tanger Properties LP

   6.15   11/15/2015      1,250      1,177,196

Ventas Realty LP/Ventas Capital Corp.

   6.50   6/1/2016      1,000      932,500
              

Total

             2,362,833
              

Retail 0.43%

          

Freedom Group, Inc.

   10.25   8/1/2015      900      931,500

Macy’s Retail Holdings, Inc.

   7.45   9/15/2011      2,050      2,104,829
              

Total

             3,036,329
              

Retail: Specialty 0.23%

          

Kohl’s Corp.

   6.875   12/15/2037      1,500      1,639,403
              

Services 0.23%

          

Iron Mountain, Inc.

   8.625   4/1/2013      1,650      1,654,125
              

Steel 1.13%

          

Allegheny Technologies, Inc.

   9.375   6/1/2019      2,600      2,855,759

ArcelorMittal (Luxembourg)(a)

   9.85   6/1/2019      4,500      5,148,369
              

Total

             8,004,128
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Storage Facilities 0.05%

          

Mobile Mini, Inc.

   9.75   8/1/2014    $ 350    $ 351,750
              

Technology 0.29%

          

Fisher Scientific International, Inc.

   6.75   8/15/2014      2,000      2,068,084
              

Telecommunications 3.14%

          

Atlantic Broadband Finance LLC

   9.375   1/15/2014      1,000      927,500

CC Holdings GS V LLC/Crown Castle GS III Corp.

   7.75   5/1/2017      700      710,500

DigitalGlobe, Inc.

   10.50   5/1/2014      600      630,750

Hughes Network Systems LLC

   9.50   4/15/2014      700      714,000

Intelsat Subsidiary Holding Co., Ltd.

   8.875   1/15/2015      1,075      1,083,062

NII Capital Corp.

   10.00   8/15/2016      1,000      995,000

Nordic Telephone Holdings Co. (Denmark)†(a)

   8.875   5/1/2016      2,425      2,473,500

Qtel International Finance Ltd.

   6.50   6/10/2014      600      651,478

Sprint Nextel Corp.

   8.375   8/15/2017      650      622,375

Telecom Italia Capital SpA (Italy)(a)

   5.25   11/15/2013      4,300      4,503,110

Telecom Italia Capital SpA (Italy)(a)

   6.175   6/18/2014      625      677,603

Telecom Italia Capital SpA (Italy)(a)

   6.375   11/15/2033      850      846,368

Telecom Italia Capital SpA (Italy)(a)

   7.20   7/18/2036      3,750      4,127,486

Telemar Norte Leste SA (Brazil)†(a)

   9.50   4/23/2019      500      589,375

Virgin Media Finance plc (United Kingdom)(a)

   9.50   8/15/2016      825      851,813

Wind Acquisition Finance SA (Italy)†(a)

   10.75   12/1/2015      725      783,000

Wind Acquisition Finance SA (Italy)†(a)

   11.75   7/15/2017      900      981,000
              

Total

             22,167,920
              

Telephone-Long Distance 0.20%

          

Centennial Communications Corp.

   10.00   1/1/2013      1,375      1,416,250
              

Tire & Rubber 0.19%

          

Goodyear Tire & Rubber Co. (The)

   5.01 %#    12/1/2009      1,325      1,326,656
              

Tobacco 1.17%

          

Altria Group, Inc.

   7.75   2/6/2014      600      680,896

Altria Group, Inc.

   9.95   11/10/2038      5,750      7,600,402
              

Total

             8,281,298
              

Transportation: Miscellaneous 0.34%

          

Commercial Barge Line Co.

   12.50   7/15/2017      1,000      990,000

CSX Corp.

   5.75   3/15/2013      1,000      1,060,151

TGI International Ltd. (Colombia)†(a)

   9.50   10/3/2017      325      346,125
              

Total

             2,396,276
              

Utilities 0.53%

          

Commonwealth Edison Co.

   6.45   1/15/2038      1,000      1,126,358

Commonwealth Edison Co.

   6.95   7/15/2018      1,050      1,177,061

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Utilities (continued)

          

El Paso Electric Co.

   7.50   3/15/2038    $ 1,400    $ 1,457,666
              

Total

             3,761,085
              

Utilities: Electrical 1.15%

          

IPALCO Enterprises, Inc.

   7.25   4/1/2016      1,225      1,194,375

IPALCO Enterprises, Inc.

   8.625   11/14/2011      2,700      2,767,500

Oklahoma Gas and Electric Co.

   6.45   2/1/2038      1,000      1,052,624

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.50   10/27/2036      3,425      3,120,017
              

Total

             8,134,516
              

Utilities: Miscellaneous 0.59%

          

American Water Capital Corp.

   6.593   10/15/2037      1,357      1,381,022

Source Gas LLC

   5.90   4/1/2017      3,400      2,763,890
              

Total

             4,144,912
              

Total Corporate Bonds
(cost $523,187,538)

             566,803,213
              

FLOATING RATE LOANS(b) 0.48%

          

Household Equipment/Products 0.08%

          

Dollar General Corp. Term Loan B1

   3.011% - 3.238   7/7/2014      600      586,667
              

Telecommunications 0.07%

          

Atlantic Broadband Finance LLC Term Loan B2

   2.85   9/1/2011      18      17,724

Atlantic Broadband Finance LLC Term Loan B2

   6.75   6/1/2013      480      482,018
              

Total

             499,742
              

Utilities: Electrical 0.27%

          

Texas Competitive Electric Holdings Co. LLC Term Loan B1

   3.776% - 3.785   10/10/2014      2,459      1,869,977
              

Utilities: Miscellaneous 0.06%

          

Sensus USA, Inc. Term Loan B3(c)

   6.75% - 7.00   6/3/2013      401      403,133
              

Total Floating Rate Loans
(cost $3,166,014)

             3,359,519
              

FOREIGN GOVERNMENT OBLIGATIONS(a) 0.67%

          

Dominican Republic (Dominican Republic)

   9.04   1/23/2018      328      304,121

Mubadala Development Company - Global Medium Term Note (United Arab Emirates)

   5.75   5/6/2014      650      678,968

Republic of Argentina (Argentina)

   8.28   12/31/2033      376      219,932

Republic of Gabon (Gabon)

   8.20   12/12/2017      500      491,875

Republic of Ghana (Ghana)

   8.50   10/4/2017      1,000      922,500

Republic of Poland (Poland)

   6.375   7/15/2019      312      336,296

Republic of South Africa (South Africa)

   6.875   5/27/2019      150      161,813

Republic of Venezuela (Venezuela)

   9.375   1/13/2034      700      479,500

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
    Value

FOREIGN GOVERNMENT OBLIGATIONS(a) (continued)

         

Russia Eurobonds (Russia)

   7.50   3/31/2030    $ 672      $ 691,320

Ukraine Government (Ukraine)

   6.58   11/21/2016      200        165,500

Ukraine Government (Ukraine)

   7.65   6/11/2013      300        277,500
             

Total Foreign Government Obligations
(cost $4,200,633)

            4,729,325
             

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.07%

         

Federal Home Loan Mortgage Corp. 73 G IO

   1095.35 %(d)    10/15/2020      —   (e)      9,600

Federal Home Loan Mortgage Corp. 141 A PO

   Zero Coupon      7/1/2022      31        28,990

Federal Home Loan Mortgage Corp. 181 F IO

   494.14 %(d)    8/15/2021      3        31,779

Federal Home Loan Mortgage Corp. 1020 S IO

   900.95 %(d)    12/15/2020      —   (e)      5,231

Federal Home Loan Mortgage Corp. 1032 IO

   544.714 %(d)    12/15/2020      1 (e)      9,928

Federal Home Loan Mortgage Corp. 1046 I IO

   1009.00 %(d)    2/15/2021      —   (e)      6,297

Federal Home Loan Mortgage Corp. 1049 N IO

   1010.50 %(d)    2/15/2021      1 (e)      14,395

Federal Home Loan Mortgage Corp. 1058 I IO

   1008.50 %(d)    4/15/2021      —   (e)      5,204

Federal Home Loan Mortgage Corp. 1059 U IO

   409.00 %(d)    4/15/2021      1 (e)      4,900

Federal Home Loan Mortgage Corp. 1066 S IO

   1195.607 %(d)    4/15/2021      1 (e)      22,632

Federal Home Loan Mortgage Corp. 1082 D IO

   1007.78 %(d)    5/15/2021      1        25,181

Federal Home Loan Mortgage Corp. 1095 A PO

   Zero Coupon      6/15/2021      36        33,056

Federal Home Loan Mortgage Corp. 1137 M IO

   1185.497 %(d)    9/15/2021      —   (e)      8,834

Federal Home Loan Mortgage Corp. 1148 F PO

   Zero Coupon      10/15/2021      76        72,358

Federal Home Loan Mortgage Corp. 1180 G IO

   1008.40 %(d)    11/15/2021      —   (e)      3,668

Federal Home Loan Mortgage Corp. 1200 IB IO

   1007.00 %(d)    2/15/2022      —   (e)      1,342

Federal Home Loan Mortgage Corp. 1241 X IO

   982.654 %(d)    4/15/2022      —   (e)      2,279

Federal Home Loan Mortgage Corp. 1363 B PO

   Zero Coupon      8/15/2022      122        107,568

Federal Home Loan Mortgage Corp. 1372 C PO

   Zero Coupon      9/15/2022      67        61,101

Federal National Mortgage Assoc. 94 2 IO

   9.50   8/1/2021      17        2,859

Federal National Mortgage Assoc. 133 1 PO

   Zero Coupon      4/25/2022      7        6,636

Federal National Mortgage Assoc. 1991-158 E IO

   1008.00 %(d)    12/25/2021      —   (e)      6,721
             

Total Government Sponsored Enterprises Collateralized Mortgage Obligations
(cost $350,677)

            470,559
             

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 1.98%

         

Federal Home Loan Mortgage Corp.

   5.69 %#    11/1/2035      2,143        2,258,905

Federal National Mortgage Assoc.

   4.49   5/1/2019      2,492        2,533,700

Federal National Mortgage Assoc.(f)

   5.258 %#    10/1/2035      5,204        5,406,558

Federal National Mortgage Assoc.

   5.622 %#    8/1/2036      3,627        3,820,062
             

Total Government Sponsored Enterprises Pass-Throughs
(cost $13,436,946)

            14,019,225
             

MUNICIPAL BONDS 1.58%

         

General Obligation 0.10%

         

Chicago IL Metro Wtr Reclamation Dist - Greater Chicago Build America Bds

   5.72   12/1/2038      680        723,207
             

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Healthcare 0.09%

          

Fairfax Cnty VA Indl Dev Auth Rev Hlthcare Inova Hlth Sys Ser A

   5.50   5/15/2035    $ 600    $ 621,852
              

Housing 0.05%

          

Port of Seattle WA Ser B1

   7.00   5/1/2036      345      361,450
              

Power 0.20%

          

Chula Vista CA Rev San Diego Gas Ser E Rmkt

   5.875   1/1/2034      700      710,556

Sacramento CA Muni Util Dist Rev Build America Bds Ser V

   6.322   5/15/2036      680      713,164
              

Total

             1,423,720
              

Pre-Refunded 0.23%

          

NY St Metro Transn Auth Rev Build America Bds

   7.336   11/15/2039      830      1,012,368

NY St Metro Transn Auth Rev Ser B

   5.00   11/15/2034      600      607,614
              

Total

             1,619,982
              

Toll Roads 0.54%

          

IL St Toll Hwy Auth Rev Build America Bds

   6.184   1/1/2034      690      745,435

Metro Washington DC Arpts Auth Dulles Toll Rd Rev Build America Bds

   7.462   10/1/2046      1,055      1,107,518

NC Tpk Auth Rev Build America Bds

   6.70   1/1/2039      690      730,613

North TX Twy Auth Rev Build America Bds

   6.718   1/1/2049      1,150      1,239,965
              

Total

             3,823,531
              

Transportation 0.16%

          

NJ St Tpk Auth Rev Build America Bds Ser F

   7.414   1/1/2040      300      366,012

NJ St Tpk Auth Rev Ser E

   5.25   1/1/2040      200      206,538

UT Transit Auth Rev Build America Bds Ser B

   5.937   6/15/2039      500      532,535
              

Total

             1,105,085
              

Water/Sewer 0.21%

          

Riverside CA Swr Rev Build America Bds

   7.20   8/1/2039      1,440      1,523,952
              

Total Municipal Bonds
(cost $10,493,761)

             11,202,779
              

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 11.10%

          

Banc of America Commercial Mortgage, Inc. 2005-3 A4

   4.668   7/10/2043      900      838,465

Banc of America Commercial Mortgage, Inc. 2006-3 A4

   5.889   7/10/2044      3,799      3,144,323

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A4A

   4.871   9/11/2042      1,050      980,259

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 AAB

   5.171   12/11/2038      5,000      4,770,925

Bear Stearns Commercial Mortgage Securities, Inc. 2006-T24 AB

   5.533   10/12/2041      7,415      7,332,197

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Commercial Mortgage Pass-Through Certificates 2005-C6 A5A

   5.116   6/10/2044    $ 3,000    $ 2,901,361

CS First Boston Mortgage Securities Corp. 2001-CK6 A3

   6.387   8/15/2036      5,581      5,841,623

CS First Boston Mortgage Securities Corp. 2003-C3 A5

   3.936   5/15/2038      6,790      6,692,961

CS First Boston Mortgage Securities Corp. 2005-C2 A4

   4.832   4/15/2037      1,200      1,162,761

CS First Boston Mortgage Securities Corp. 2005-C2 AAB

   4.681   4/15/2037      5,120      5,208,377

GE Capital Commercial Mortgage Corp. 2005-C3 A7A

   4.974   7/10/2045      3,000      2,825,764

GE Capital Commercial Mortgage Corp. 2005-C4 A4

   5.513 %#    11/10/2045      2,000      1,875,960

GE Capital Commercial Mortgage Corp. 2006-C1 A4

   5.515 %#    3/10/2044      3,350      3,217,098

GS Mortgage Securities Corp. II 2005-GG4 A4A

   4.751   7/10/2039      3,700      3,435,179

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-CB12 A4

   4.895   9/12/2037      1,000      928,959

LB-UBS Commercial Mortgage Trust 2006-C1 AAB

   5.139   2/15/2031      1,000      977,259

Merrill Lynch Mortgage Trust 2005-CKI1 A6

   5.405 %#    11/12/2037      2,140      2,081,087

Merrill Lynch Mortgage Trust 2005-LC1 A4

   5.291   1/12/2044      3,450      3,307,352

Merrill Lynch Mortgage Trust 2005-MCP1 A2

   4.556   6/12/2043      4,319      4,352,550

Morgan Stanley Capital I 2005-HQ7 A4

   5.378 %#    11/14/2042      4,160      4,028,767

Morgan Stanley Capital I 2006-HQ9 AAB

   5.685   7/12/2044      4,700      4,589,015

Wachovia Bank Commercial Mortgage Trust 2003-C5 A1

   2.986   6/15/2035      831      832,843

Wachovia Bank Commercial Mortgage Trust 2005-C22 A4

   5.44 %#    12/15/2044      7,350      7,117,191
              

Total Non-Agency Commercial Mortgage-Backed Securities
(cost $74,152,531)

             78,442,276
              

U.S. TREASURY OBLIGATIONS 0.22%

          

U.S. Treasury Bond

   4.25   5/15/2039      865      874,867

U.S. Treasury Note

   2.375   8/31/2014      465      463,401

U.S. Treasury Note

   3.625   8/15/2019      196      199,675
              

Total U.S. Treasury Obligations
(cost $1,533,512)

             1,537,943
              

Total Long-Term Investments
(cost $641,450,782)

             691,571,443
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Investments

   Principal
Amount
(000)
   Value

SHORT-TERM INVESTMENTS 0.85%

     

Repurchase Agreements

     

Repurchase Agreement dated 8/31/2009, 0.11% due 9/1/2009 with JPMorgan Chase & Co. collateralized by $5,079,000 of Federal Home Loan Mortgage Corp. at 0.41% due 7/12/2010; value: $5,089,740; proceeds: $4,987,015

   $ 4,987    $ 4,987,000

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $1,035,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $1,034,483; proceeds: $1,011,557

     1,012      1,011,557
         

Total Short-Term Investments
(cost $5,998,557)

        5,998,557
         

Total Investments in Securities 98.73%
(cost $647,449,339)

        697,570,000
         

Other Assets in Excess of Liabilities (g) 1.27%

        8,986,132
         

Net Assets 100.00%

      $ 706,556,132
         

 

IO Interest Only.
PO Principal Only.

 

# Variable rate security. The interest rate represents the rate at August 31, 2009.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
(a) Foreign security/securities traded in U.S. dollars.
(b) Floating Rate Loans in which the Fund invests generally pay interest at rates that are periodically re-determined at a margin above the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks.
(c) Illiquid security. The total market value of these securities at August 31, 2009 is $403,133, which represents 0.06% of the Fund’s net assets.
(d) 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.
(e) Amount is less than $1,000.
(f) Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2009 (See Note 2(e)).
(g) Other assets in excess of liabilities include net unrealized appreciation (depreciation) on futures contracts and forward foreign currency exchange contracts, as follows:

Open Futures Contracts at August 31, 2009:

 

Type

  

Expiration

   Contracts    Position    Market
Value
   Unrealized
Depreciation
 

U.S. 5-Year Treasury Note

   December 2009    107    Short    $ 12,331,750    $ (54,660

U.S. 10-Year Treasury Note

   December 2009    180    Short      21,099,375      (96,170

U.S. 30-Year Treasury Bond

   September 2009    262    Short      31,685,625      (982,544
                        

Totals

            $ 65,116,750    $ (1,133,374
                        

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

Open Forward Foreign Currency Contracts at August 31, 2009:

 

Forward Foreign Currency
Contracts

   Transaction
Type
   Expiration
Date
   Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Currency
Value
   Unrealized
Appreciation/
(Depreciation)
 

Argentine Peso

   Buy    9/9/2009    5,240,000    $ 1,325,978    $ 1,357,469    $ 31,491   

Argentine Peso

   Sell    9/9/2009    250,000      62,696      64,765      (2,069

Argentine Peso

   Buy    10/9/2009    1,520,000      390,745      389,488      (1,257

Argentine Peso

   Buy    10/9/2009    1,290,000      326,170      330,553      4,383   

Argentine Peso

   Buy    10/9/2009    235,000      60,102      60,217      115   

Argentine Peso

   Buy    12/9/2009    300,000      75,513      74,949      (564

Australian Dollar

   Buy    9/9/2009    1,140,000      919,273      963,008      43,735   

Australian Dollar

   Sell    9/9/2009    375,000      298,087      316,779      (18,692

Australian Dollar

   Sell    9/9/2009    360,000      292,507      304,108      (11,601

Australian Dollar

   Sell    9/9/2009    405,000      333,768      342,121      (8,353

Brazilian Real

   Buy    10/9/2009    2,560,000      1,247,563      1,349,465      101,902   

Brazilian Real

   Buy    10/9/2009    540,000      273,349      284,653      11,304   

Brazilian Real

   Sell    10/9/2009    560,000      279,371      295,195      (15,824

Brazilian Real

   Buy    11/6/2009    130,000      69,406      68,205      (1,201

Brazilian Real

   Buy    11/6/2009    1,470,000      770,400      771,244      844   

Chilean Peso

   Buy    11/6/2009    252,000,000      468,227      456,834      (11,393

Chinese Yuan Renminbi

   Buy    9/9/2009    6,000,000      883,353      878,371      (4,982

Chinese Yuan Renminbi

   Buy    9/9/2009    520,000      76,207      76,125      (82

Chinese Yuan Renminbi

   Buy    9/9/2009    2,400,000      351,555      351,348      (207

Chinese Yuan Renminbi

   Buy    12/9/2009    530,000      77,642      77,612      (30

Colombian Peso

   Buy    9/9/2009    305,000,000      151,316      147,986      (3,330

Colombian Peso

   Buy    9/9/2009    1,485,000,000      697,183      720,523      23,340   

Colombian Peso

   Buy    9/9/2009    1,210,000,000      576,191      587,093      10,902   

Colombian Peso

   Buy    11/9/2009    800,000,000      390,054      384,824      (5,230

Czech Koruna

   Buy    9/9/2009    29,100,000      1,519,622      1,637,585      117,963   

Czech Koruna

   Buy    9/9/2009    1,200,000      67,424      67,529      105   

Czech Koruna

   Buy    9/9/2009    1,770,000      92,797      99,606      6,809   

Czech Koruna

   Buy    9/9/2009    3,750,000      201,297      211,029      9,732   

Czech Koruna

   Buy    10/9/2009    1,400,000      76,902      78,714      1,812   

Czech Koruna

   Buy    10/9/2009    1,250,000      69,822      70,280      458   

Czech Koruna

   Buy    10/9/2009    1,250,000      70,534      70,280      (254

Czech Koruna

   Buy    10/9/2009    41,400,000      2,204,590      2,327,686      123,096   

Hong Kong Dollar

   Buy    10/9/2009    15,050,000      1,943,565      1,942,384      (1,181

Hong Kong Dollar

   Buy    10/9/2009    1,870,000      241,499      241,346      (153

Hong Kong Dollar

   Buy    10/9/2009    1,250,000      161,411      161,328      (83

Hong Kong Dollar

   Buy    11/6/2009    16,460,000      2,125,835      2,124,847      (988

Hong Kong Dollar

   Buy    11/6/2009    1,080,000      139,458      139,419      (39

Hong Kong Dollar

   Buy    11/6/2009    550,000      71,002      71,000      (2

Hong Kong Dollar

   Sell    11/6/2009    2,725,000      351,801      351,774      27   

Hungarian Forint

   Buy    10/9/2009    85,000,000      443,864      444,352      488   

Hungarian Forint

   Buy    10/9/2009    338,000,000      1,684,190      1,766,953      82,763   

Hungarian Forint

   Buy    10/9/2009    24,000,000      121,335      125,464      4,129   

Hungarian Forint

   Buy    10/9/2009    54,500,000      279,918      284,908      4,990   

Hungarian Forint

   Buy    11/6/2009    290,000,000      1,557,884      1,508,311      (49,573

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Forward Foreign Currency
Contracts

   Transaction
Type
   Expiration
Date
   Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Currency
Value
   Unrealized
Appreciation/
(Depreciation)
 

Hungarian Forint

   Buy    11/6/2009    14,000,000    $ 73,307    $ 72,815    $ (492

Indian Rupee

   Buy    10/9/2009    96,750,000      1,985,369      1,976,923      (8,446

Indian Rupee

   Buy    10/9/2009    18,050,000      371,170      368,821      (2,349

Indian Rupee

   Buy    11/6/2009    3,400,000      69,388      69,339      (49

Indian Rupee

   Buy    11/6/2009    7,760,000      160,796      158,256      (2,540

Indonesian Rupiah

   Buy    9/9/2009    5,100,000,000      497,561      505,280      7,719   

Indonesian Rupiah

   Sell    9/9/2009    1,975,000,000      190,637      195,672      (5,035

Indonesian Rupiah

   Buy    10/9/2009    1,600,000,000      158,103      157,611      (492

Indonesian Rupiah

   Buy    10/9/2009    18,475,000,000      1,756,179      1,819,908      63,729   

Israeli New Shekel

   Buy    11/6/2009    1,435,000      380,032      378,125      (1,907

Israeli New Shekel

   Buy    11/6/2009    4,110,000      1,078,514      1,082,992      4,478   

Malaysian Ringgit

   Buy    10/9/2009    2,300,000      648,801      652,079      3,278   

Malaysian Ringgit

   Buy    10/9/2009    2,000,000      559,832      567,026      7,194   

Malaysian Ringgit

   Buy    11/6/2009    250,000      70,391      70,797      406   

Malaysian Ringgit

   Buy    11/6/2009    2,160,000      612,418      611,682      (736

Mexican Peso

   Buy    10/9/2009    1,800,000      138,857      134,157      (4,700

Mexican Peso

   Buy    10/9/2009    900,000      69,571      67,078      (2,493

Mexican Peso

   Buy    10/9/2009    19,500,000      1,456,158      1,453,367      (2,791

Mexican Peso

   Buy    10/9/2009    3,200,000      229,143      238,501      9,358   

Mexican Peso

   Buy    11/6/2009    74,720,000      5,617,834      5,549,273      (68,561

Mexican Peso

   Buy    11/6/2009    950,000      70,719      70,554      (165

New Romanian Leu

   Buy    9/9/2009    5,300,000      1,752,646      1,796,111      43,465   

New Romanian Leu

   Buy    9/9/2009    300,000      96,339      101,667      5,328   

New Romanian Leu

   Sell    9/9/2009    270,000      89,880      91,500      (1,620

New Romanian Leu

   Buy    11/6/2009    4,570,000      1,532,866      1,528,635      (4,231

New Romanian Leu

   Buy    11/6/2009    315,000      104,789      105,366      577   

New Romanian Leu

   Buy    11/6/2009    215,000      71,547      71,916      369   

New Turkish Lira

   Buy    9/9/2009    150,000      101,024      99,819      (1,205

New Turkish Lira

   Buy    9/9/2009    4,170,000      2,651,323      2,774,956      123,633   

New Turkish Lira

   Buy    9/9/2009    200,000      126,976      133,091      6,115   

New Turkish Lira

   Buy    9/9/2009    310,000      197,173      206,291      9,118   

New Turkish Lira

   Buy    9/9/2009    200,000      125,078      133,091      8,013   

New Turkish Lira

   Buy    9/9/2009    350,000      223,475      232,910      9,435   

New Turkish Lira

   Buy    11/6/2009    5,810,000      3,920,907      3,821,631      (99,276

New Turkish Lira

   Buy    11/6/2009    160,000      105,890      105,243      (647

New Turkish Lira

   Buy    11/6/2009    215,000      141,587      141,420      (167

Peruvian Nuevo Sol

   Buy    9/9/2009    3,280,000      1,092,241      1,110,083      17,842   

Peruvian Nuevo Sol

   Sell    9/9/2009    940,000      311,775      318,134      (6,359

Peruvian Nuevo Sol

   Sell    9/9/2009    970,000      331,284      328,287      2,997   

Peruvian Nuevo Sol

   Buy    11/6/2009    970,000      324,415      328,009      3,594   

Philippine Peso

   Buy    9/9/2009    6,600,000      138,075      135,164      (2,911

Philippine Peso

   Buy    9/9/2009    99,500,000      2,096,811      2,037,706      (59,105

Philippine Peso

   Buy    9/9/2009    6,100,000      124,338      124,925      587   

Philippine Peso

   Sell    9/9/2009    13,600,000      280,124      278,521      1,603   

Polish Zloty

   Buy    10/9/2009    400,000      137,575      139,547      1,972   

Polish Zloty

   Buy    10/9/2009    12,500,000      3,881,988      4,360,834      478,846   

Polish Zloty

   Buy    10/9/2009    635,000      201,172      221,530      20,358   

Polish Zloty

   Sell    10/9/2009    865,000      297,200      301,770      (4,570

Polish Zloty

   Buy    11/6/2009    10,775,000      3,784,685      3,751,031      (33,654

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - INCOME FUND August 31, 2009

 

Forward Foreign Currency
Contracts

   Transaction
Type
   Expiration
Date
   Foreign
Currency
   U.S. $ Cost on
Origination
Date
   U.S. $
Currency
Value
   Unrealized
Appreciation/
(Depreciation)
 

Polish Zloty

   Buy    11/6/2009    420,000    $ 140,553    $ 146,212    $ 5,659   

Russian Ruble

   Buy    9/9/2009    50,900,000      1,613,568      1,598,664      (14,904

Russian Ruble

   Buy    9/9/2009    12,250,000      384,978      384,747      (231

Russian Ruble

   Buy    11/6/2009    11,400,000      359,905      353,090      (6,815

Singapore Dollar

   Buy    10/9/2009    150,000      103,914      104,062      148   

Singapore Dollar

   Buy    10/9/2009    100,000      69,139      69,374      235   

Singapore Dollar

   Buy    10/9/2009    2,815,000      1,936,827      1,952,888      16,061   

Singapore Dollar

   Buy    10/9/2009    440,000      303,805      305,247      1,442   

Singapore Dollar

   Buy    10/9/2009    190,000      129,843      131,811      1,968   

Singapore Dollar

   Buy    11/6/2009    3,580,000      2,494,861      2,483,003      (11,858

South African Rand

   Buy    10/9/2009    570,000      69,402      72,755      3,353   

South African Rand

   Buy    10/9/2009    10,860,000      1,342,813      1,386,174      43,361   

South African Rand

   Buy    11/6/2009    10,900,000      1,367,028      1,384,158      17,130   

Thai Baht

   Buy    10/9/2009    2,300,000      67,687      67,580      (107

Thai Baht

   Buy    10/9/2009    21,650,000      635,493      636,132      639   

Thai Baht

   Buy    10/9/2009    22,600,000      664,706      664,046      (660
                       

Net Unrealized Appreciation on Forward Foreign Currency Contracts

                  $ 1,014,234   
                       

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

LONG-TERM INVESTMENTS 95.86%

          

ASSET-BACKED SECURITIES 9.66%

          

Automobile 4.77%

          

Capital Auto Receivables Asset Trust 2007-1 A3A

   5.00   4/15/2011    $ 4,704    $ 4,767,362

Capital Auto Receivables Asset Trust 2007-1 A3B

   0.283 %#    4/15/2011      4,215      4,209,641

Capital Auto Receivables Asset Trust 2007-3 A3B

   0.573 %#    9/15/2011      620      619,413

Capital One Prime Auto Receivables Trust 2007-2 A3

   4.89   1/15/2012      3,233      3,293,019

Carmax Auto Owner Trust 2007-1 A3

   5.24   7/15/2011      1,540      1,561,702

Carmax Auto Owner Trust 2007-2 A3

   5.23   12/15/2011      3,010      3,081,512

Carmax Auto Owner Trust 2007-3 A3B

   0.673 %#    12/15/2011      3,923      3,915,900

Carmax Auto Owner Trust 2008-2 A2B

   1.173 %#    9/15/2011      1,939      1,942,043

Daimler Chrysler Auto Trust 2005-B A4

   4.20   7/8/2010      18      18,318

Daimler Chrysler Auto Trust 2007-A A2B

   0.856 %#    3/8/2011      1,727      1,728,149

Ford Credit Auto Owner Trust 2006-B A4

   5.25   9/15/2011      6,875      7,046,610

Ford Credit Auto Owner Trust 2007-A A3B

   0.303 %#    8/15/2011      4,324      4,309,781

Ford Credit Auto Owner Trust 2008-A A2

   0.873 %#    7/15/2010      915      914,857

Ford Credit Auto Owner Trust 2008-C A2B

   1.173 %#    1/15/2011      4,398      4,404,543

Ford Credit Auto Owner Trust 2009-B A2

   2.10   11/15/2011      8,500      8,576,678

Harley-Davidson Motorcycle Trust 2005-4 A2

   4.85   6/15/2012      474      483,901

Harley-Davidson Motorcycle Trust 2007-1 A3

   5.22   3/15/2012      243      246,327

Harley-Davidson Motorcycle Trust 2007-2 A3

   5.10   5/15/2012      1,201      1,219,756

Harley-Davidson Motorcycle Trust 2007-3 A3

   0.623 %#    6/15/2012      2,800      2,797,499

Harley-Davidson Motorcycle Trust 2009-1 A2

   2.52   5/15/2012      7,500      7,566,367

Harley-Davidson Motorcycle Trust 2009-2 A2

   2.00   7/15/2012      5,000      5,027,057

Honda Auto Receivables Owner Trust 2009-2 A2

   2.22   8/15/2011      3,000      3,029,898

Honda Auto Receivables Owner Trust 2009-3 A2

   1.50   8/15/2011      8,500      8,517,915

Hyundai Auto Receivables Trust 2007-A A3B

   0.673 %#    1/17/2012      9,013      8,993,868

Nissan Auto Receivables Owner Trust 2007-B A3

   5.03   5/16/2011      4,533      4,604,854

Nissan Auto Receivables Owner Trust 2009-A A2

   2.94   7/15/2011      2,600      2,633,309

USAA Auto Owner Trust 2007-2 A3

   4.90   2/15/2012      1,331      1,356,005

USAA Auto Owner Trust 2008-2 A2

   3.91   1/15/2011      740      742,558

USAA Auto Owner Trust 2009-1 A2

   2.64   8/15/2011      7,000      7,075,580

World Omni Auto Receivables Trust 2007-A A3

   5.23   2/15/2011      116      115,775
              

Total

             104,800,197
              

Credit Cards 4.81%

          

American Express Credit Account Master Trust 2004-5 A

   0.363 %#    4/16/2012      2,589      2,588,680

American Express Credit Account Master Trust 2005-1 A

   0.303 %#    10/15/2012      3,000      2,993,425

American Express Credit Account Master Trust 2008-3 A

   1.223 %#    8/15/2012      7,300      7,314,567

American Express Issuance Trust 2005-1 A

   0.303 %#    8/15/2011      9,500      9,454,145

Bank of America Credit Card Trust 2006-A10

   0.253 %#    2/15/2012      2,750      2,749,430

Capital One Multi-Asset Execution Trust 2006-A9

   0.288 %#    5/15/2013      8,300      8,248,233

Capital One Multi-Asset Execution Trust 2006-A13

   0.253 %#    8/15/2012      6,915      6,910,115

Capital One Multi-Asset Execution Trust 2007-A9

   4.95   8/15/2012      1,690      1,698,414

Chase Issuance Trust 2007-A6

   0.273 %#    4/16/2012      5,000      4,983,913

Chase Issuance Trust 2007-A14

   0.523 %#    9/15/2011      6,980      6,979,571

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Credit Cards (continued)

          

Chase Issuance Trust 2008-A7

   0.923 %#    11/15/2011    $ 10,340    $ 10,346,040

Citibank Credit Card Issuance Trust 2006-A6

   0.278 %#    5/24/2012      2,000      1,992,817

Citibank Credit Card Issuance Trust 2007-A2

   0.409 %#    5/21/2012      3,402      3,389,623

Discover Card Master Trust I 2005-4 A1

   0.333 %#    6/18/2013      11,850      11,705,931

Discover Card Master Trust I 2007-1 A

   0.283 %#    8/15/2012      3,000      2,992,078

MBNA Credit Card Master Note Trust 2003-A4

   0.493 %#    9/17/2012      6,290      6,273,526

MBNA Credit Card Master Note Trust 2003-A8

   0.463   12/17/2012      10,000      9,958,497

MBNA Credit Card Master Note Trust 2004-A10 A

   0.353 %#    3/15/2012      2,000      1,998,993

MBNA Credit Card Master Note Trust 2006-A3

   0.293 %#    8/15/2012      3,250      3,239,268
              

Total

             105,817,266
              

Home Equity 0.03%

          

Option One Mortgage Loan Trust 2007-FXD2 2A1

   5.90   3/25/2037      586      544,156
              

Other 0.05%

          

SLM Student Loan Trust 2007-3 A1

   0.494 %#    10/27/2014      1,171      1,168,991
              

Total Asset-Backed Securities
(cost $210,957,383)

             212,330,610
              

CORPORATE BONDS 51.89%

          

Aerospace/Defense 0.43%

          

Alliant Techsystems, Inc.

   6.75   4/1/2016      2,000      1,920,000

L-3 Communications Corp.

   5.875   1/15/2015      1,200      1,128,000

L-3 Communications Corp.

   7.625   6/15/2012      6,300      6,394,500
              

Total

             9,442,500
              

Air Transportation 1.08%

          

Bristow Group, Inc.

   6.125   6/15/2013      2,675      2,527,875

Bristow Group, Inc.

   7.50   9/15/2017      200      190,000

Qantas Airways Ltd. (Australia)†(a)

   6.05   4/15/2016      3,000      2,748,153

Southwest Airlines Co.

   10.50   12/15/2011      17,000      18,378,343
              

Total

             23,844,371
              

Apparel 0.74%

          

Phillips-Van Heusen Corp.

   7.25   2/15/2011      10,250      10,352,500

Phillips-Van Heusen Corp.

   8.125   5/1/2013      2,275      2,320,500

Warnaco Group, Inc.

   8.875   6/15/2013      3,500      3,613,750
              

Total

             16,286,750
              

Auto Parts: After Market 0.18%

          

Affinia Group, Inc.

   10.75   8/15/2016      3,825      3,968,437
              

Auto Trucks & Parts 0.12%

          

American Axle & Manufacturing, Inc.

   5.25   2/11/2014      3,700      2,553,000
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Automotive 0.16%

          

Roper Industries, Inc.

   6.625   8/15/2013    $ 3,285    $ 3,517,759
              

Banks: Money Center 0.88%

          

Asian Development Bank (Philippines)(a)

   2.75   5/21/2014      5,051      5,063,112

European Investment Bank (Luxembourg)(a)

   3.125   6/4/2014      9,235      9,394,258

Inter-American Development Bank

   3.00   4/22/2014      4,800      4,879,627
              

Total

             19,336,997
              

Banks: Regional 4.60%

          

Bank of America Corp.

   2.10   4/30/2012      15,750      15,929,314

Barclays Bank plc (United Kingdom)(a)

   5.20   7/10/2014      9,250      9,720,751

Citigroup, Inc.

   6.50   8/19/2013      9,000      9,249,561

GMAC, Inc.

   2.20   12/19/2012      10,670      10,761,047

GMAC, Inc.

   6.00   12/15/2011      4,525      4,072,500

GMAC, Inc.

   7.00   2/1/2012      850      771,375

Goldman Sachs Group, Inc. (The)

   1.625   7/15/2011      7,000      7,066,836

Goldman Sachs Group, Inc. (The)

   5.15   1/15/2014      4,000      4,172,460

JPMorgan Chase & Co.

   2.20   6/15/2012      9,770      9,922,666

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   2.25   4/16/2012      4,770      4,844,145

Morgan Stanley

   5.95   12/28/2017      5,000      5,120,970

Morgan Stanley

   6.25   8/28/2017      5,492      5,671,495

RSHB Capital SA for OJSC Russian Agricultural Bank (Luxembourg)†(a)

   9.00   6/11/2014      200      213,480

Societe de Financement de l’Economie Francaise (France)†(a)

   3.375   5/5/2014      13,435      13,702,760
              

Total

             101,219,360
              

Beverages 2.30%

          

Anheuser-Busch InBev Worldwide, Inc.

   5.375   11/15/2014      5,102      5,440,089

Anheuser-Busch InBev Worldwide, Inc.

   7.20   1/15/2014      7,678      8,631,700

Bacardi Ltd.

   7.45   4/1/2014      9,175      10,317,343

Cott Beverages USA, Inc.

   8.00   12/15/2011      570      565,012

FBG Finance Ltd. (Australia)†(a)

   5.125   6/15/2015      8,500      8,717,243

Foster’s Finance Corp.

   6.875   6/15/2011      2,000      2,138,862

Miller Brewing Co.

   5.50   8/15/2013      4,871      5,124,472

SABMiller plc (United Kingdom)†(a)

   5.70   1/15/2014      1,425      1,520,221

SABMiller plc (United Kingdom)†(a)

   6.20   7/1/2011      1,500      1,598,757

SABMiller plc (United Kingdom)†(a)

   6.50   7/1/2016      6,100      6,572,055
              

Total

             50,625,754
              

Biotechnology Research & Production 0.40%

          

Cellu Tissue Holdings, Inc.

   11.50   6/1/2014      4,650      4,882,500

Laboratory Corp. of America Holdings

   5.625   12/15/2015      4,100      4,005,368
              

Total

             8,887,868
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Broadcasting 0.28%

          

Cox Communications, Inc.

   5.45   12/15/2014    $ 5,750    $ 6,112,859
              

Building Materials 0.13%

          

Texas Industries, Inc.

   7.25   7/15/2013      1,450      1,363,000

Texas Industries, Inc.

   7.25   7/15/2013      1,497      1,407,180
              

Total

             2,770,180
              

Business Services 0.02%

          

Seminole Indian Tribe of Florida

   5.798   10/1/2013      500      470,817
              

Cable Services 0.16%

          

Time Warner Cable, Inc.

   6.20   7/1/2013      2,250      2,433,463

Time Warner Cable, Inc.

   7.50   4/1/2014      888      1,020,199
              

Total

             3,453,662
              

Chemicals 0.71%

          

Airgas, Inc.

   6.25   7/15/2014      6,000      6,030,000

Huntsman International LLC

   7.375   1/1/2015      480      415,200

Huntsman International LLC

   7.875   11/15/2014      200      179,000

Methanex Corp. (Canada)(a)

   6.00   8/15/2015      1,825      1,519,458

Methanex Corp. (Canada)(a)

   8.75   8/15/2012      4,058      4,017,420

Nalco Co.

   7.75   11/15/2011      271      272,355

Towngas China Co., Ltd. (Hong Kong)(a)

   8.25   9/23/2011      3,000      3,194,400
              

Total

             15,627,833
              

Coal 0.94%

          

Arch Coal, Inc.

   8.75   8/1/2016      1,350      1,356,750

CONSOL Energy, Inc.

   7.875   3/1/2012      11,500      11,270,000

Drummond Co., Inc.

   7.375   2/15/2016      5,245      4,641,825

Peabody Energy Corp.

   5.875   4/15/2016      3,750      3,468,750
              

Total

             20,737,325
              

Communications & Media 0.15%

          

Digicel Ltd.

   9.25   9/1/2012      3,350      3,358,375
              

Communications Technology 0.33%

          

American Tower Corp.

   7.125   10/15/2012      7,225      7,342,406
              

Computer Software 0.14%

          

Intuit, Inc.

   5.40   3/15/2012      1,850      1,943,789

SunGard Data Systems, Inc.

   10.25   8/15/2015      1,100      1,094,500
              

Total

             3,038,289
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Computer Technology 0.02%

          

EQT Corp.

   5.00   10/1/2015    $ 500    $ 490,619
              

Consumer Products 0.15%

          

Elizabeth Arden, Inc.

   7.75   1/15/2014      3,590      3,320,750
              

Containers 2.02%

          

Ball Corp.

   6.875   12/15/2012      12,475      12,568,562

Ball Corp.

   7.125   9/1/2016      2,040      2,050,200

Bemis Co., Inc.

   5.65   8/1/2014      2,850      2,990,901

Crown Americas LLC/Crown Americas Capital Corp.

   7.625   11/15/2013      4,550      4,550,000

Pactiv Corp.

   5.875   7/15/2012      2,025      2,158,784

Rexam plc (United Kingdom)†(a)

   6.75   6/1/2013      17,917      18,715,919

Sealed Air Corp.

   5.625   7/15/2013      1,395      1,405,500
              

Total

             44,439,866
              

Diversified 0.41%

          

Tyco Electronics Group (Switzerland)(a)

   6.00   10/1/2012      8,750      9,059,120
              

Drugs 0.44%

          

Hospira, Inc.

   5.55   3/30/2012      2,700      2,865,675

McKesson Corp.

   6.50   2/15/2014      1,300      1,424,871

Valeant Pharmaceuticals International

   8.375   6/15/2016      2,300      2,346,000

Watson Pharmaceuticals, Inc.

   5.00   8/15/2014      3,000      3,038,676
              

Total

             9,675,222
              

Electric: Equipment/Components 0.04%

          

Enel Finance International SA (Italy)†(a)

   5.70   1/15/2013      850      908,445
              

Electric: Power 4.82%

          

Allegheny Energy Supply Co. LLC

   7.80   3/15/2011      5,961      6,337,097

Arizona Public Service Co.

   6.375   10/15/2011      3,415      3,623,878

Black Hills Corp.

   6.50   5/15/2013      3,750      3,922,706

Black Hills Corp.

   9.00   5/15/2014      5,700      6,423,974

CenterPoint Energy Houston Electric LLC

   7.00   3/1/2014      1,014      1,128,528

DTE Energy Co.

   7.625   5/15/2014      2,800      3,035,334

Entergy Gulf States, Inc.

   4.875   11/1/2011      2,000      2,001,340

Entergy Gulf States, Inc.

   5.25   8/1/2015      2,955      2,941,791

Entergy Mississippi, Inc.

   5.92   2/1/2016      3,900      3,958,211

General Electric Capital Corp.

   5.25   10/19/2012      23,200      24,302,093

KCP&L Greater Missouri Operations Co.

   7.95   2/1/2011      6,415      6,753,981

KCP&L Greater Missouri Operations Co.

   11.875   7/1/2012      3,150      3,577,433

Korea Hydro & Nuclear Power Co., Ltd. (South Korea)†(a)

   6.25   6/17/2014      600      634,411

Nevada Power Co.

   6.50   4/15/2012      6,617      7,083,068

Nevada Power Co.

   7.375   1/15/2014      3,000      3,317,607

Nevada Power Co.

   8.25   6/1/2011      3,835      4,184,372

NiSource Finance Corp.

   7.875   11/15/2010      3,000      3,155,967

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Electric: Power (continued)

          

NiSource Finance Corp.

   10.75   3/15/2016    $ 7,125    $ 8,354,725

Oncor Electric Delivery Co.

   5.95   9/1/2013      1,000      1,082,258

Sempra Energy

   6.50   6/1/2016      3,500      3,854,704

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   5.62   10/25/2012      6,100      6,296,054
              

Total

             105,969,532
              

Electrical: Household 0.30%

          

EDP Finance BV (Netherlands)†(a)

   5.375   11/2/2012      6,100      6,524,206
              

Electronics 0.06%

          

Sensus USA, Inc.

   8.625   12/15/2013      1,400      1,365,000
              

Electronics: Semi-Conductors/Components 0.09%

          

Analog Devices, Inc.

   5.00   7/1/2014      1,955      2,029,943
              

Energy Equipment & Services 0.19%

          

Energy Transfer Partners LP

   8.50   4/15/2014      500      575,413

Inergy Finance LP

   8.25   3/1/2016      775      771,125

Inergy Finance LP†

   8.75   3/1/2015      1,100      1,116,500

NRG Energy, Inc.

   7.25   2/1/2014      995      970,125

NRG Energy, Inc.

   7.375   1/15/2017      670      639,850
              

Total

             4,073,013
              

Entertainment 0.09%

          

Peninsula Gaming LLC

   8.375   8/15/2015      1,445      1,423,325

Peninsula Gaming LLC

   10.75   8/15/2017      625      600,000
              

Total

             2,023,325
              

Financial: Miscellaneous 0.45%

          

Ford Motor Credit Co. LLC

   5.879 %#    6/15/2011      2,000      1,842,500

Ford Motor Credit Co. LLC

   7.875   6/15/2010      8,000      7,984,808
              

Total

             9,827,308
              

Financial Services 2.12%

          

ABX Financing Co.

   5.75   10/15/2016      2,750      2,860,462

Aon Corp.

   7.375   12/14/2012      6,305      6,694,573

Citigroup Funding, Inc.

   2.25   12/10/2012      16,650      16,829,071

CPM Holdings, Inc.

   10.625   9/1/2014      4,675      4,745,125

Marsh & McLennan Cos., Inc.

   4.85   2/15/2013      1,795      1,806,095

Marsh & McLennan Cos., Inc.

   5.375   7/15/2014      2,800      2,775,041

Marsh & McLennan Cos., Inc.

   5.75   9/15/2015      3,505      3,607,661

Teco Finance, Inc.

   6.75   5/1/2015      1,506      1,586,012

Teco Finance, Inc.

   7.00   5/1/2012      2,730      2,896,667

Western Union Co. (The)

   6.50   2/26/2014      2,600      2,839,130
              

Total

             46,639,837
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Food 0.81%

          

Del Monte Corp.

   8.625   12/15/2012    $ 7,055    $ 7,240,194

Kraft Foods, Inc.

   6.75   2/19/2014      500      568,007

Land O’ Lakes, Inc.

   9.00   12/15/2010      6,000      6,097,500

M-Foods Holdings, Inc.

   9.75   10/1/2013      1,725      1,755,187

Tate & Lyle International Finance plc (United Kingdom)†(a)

   6.625   6/15/2016      2,250      2,178,160
              

Total

             17,839,048
              

Food/Beverage 0.58%

          

Cadbury Holdings Ltd. (United Kingdom)†(a)

   5.125   10/1/2013      12,247      12,753,266
              

Gaming 0.72%

          

Mohegan Tribal Gaming Authority

   6.125   2/15/2013      3,650      3,011,250

Penn National Gaming, Inc.

   8.75   8/15/2019      1,075      1,072,313

Pinnacle Entertainment, Inc.

   8.25   3/15/2012      3,051      3,066,255

Scientific Games Corp.

   6.25   12/15/2012      4,675      4,511,375

Scientific Games International, Inc.

   9.25   6/15/2019      765      787,950

Turning Stone Casino Resort

   9.125   9/15/2014      3,627      3,345,907
              

Total

             15,795,050
              

Healthcare Products 0.54%

          

Biogen Idec, Inc.

   6.00   3/1/2013      2,170      2,306,252

Biomet, Inc.

   11.625   10/15/2017      2,200      2,337,500

HCA, Inc.

   7.875   2/1/2011      1,500      1,515,000

HCA, Inc.

   9.125   11/15/2014      5,675      5,745,938
              

Total

             11,904,690
              

Healthcare Services 0.24%

          

DASA Finance Corp.

   8.75   5/29/2018      500      522,500

Express Scripts, Inc.

   6.25   6/15/2014      4,375      4,786,381
              

Total

             5,308,881
              

Household Furnishings 0.15%

          

ALH Finance LLC/ALH Finance Corp.

   8.50   1/15/2013      1,125      1,046,250

Sealy Mattress Co.

   10.875   4/15/2016      2,075      2,241,000
              

Total

             3,287,250
              

Industrial Products 0.06%

          

Deluxe Corp.

   5.00   12/15/2012      1,546      1,401,063
              

Investment Management Companies 0.18%

          

Lazard Group LLC

   7.125   5/15/2015      4,000      4,022,796
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Leisure 0.55%

          

Leslie’s Poolmart, Inc.

   7.75   2/1/2013    $ 1,555    $ 1,543,337

Seneca Gaming Corp.

   7.25   5/1/2012      3,450      3,260,250

Seneca Gaming Corp.

   7.25   5/1/2012      2,305      2,178,225

Speedway Motorsports, Inc.

   8.75   6/1/2016      4,860      5,030,100
              

Total

             12,011,912
              

Machinery: Agricultural 0.05%

          

BAT International Finance plc (United Kingdom)†(a)

   8.125   11/15/2013      350      398,530

Ciliandra Perkasa Finance Co. Pte Ltd. (Indonesia)†(a)

   10.75   12/8/2011      700      712,250
              

Total

             1,110,780
              

Machinery: Oil Well Equipment & Services 0.52%

          

National Oilwell Varco, Inc.

   6.125   8/15/2015      4,853      4,921,024

Pride International, Inc.

   7.375   7/15/2014      6,375      6,470,625
              

Total

             11,391,649
              

Manufacturing 0.17%

          

Wabtec Corp.

   6.875   7/31/2013      3,775      3,789,156
              

Materials & Commodities 0.02%

          

RBS Global & Rexnord Corp.

   8.875   9/1/2016      450      363,375
              

Media 1.65%

          

DirecTV Holdings LLC

   7.625   5/15/2016      1,560      1,649,700

DirecTV Holdings LLC

   8.375   3/15/2013      5,150      5,304,500

Rainbow National Services LLC

   8.75   9/1/2012      12,261      12,444,915

Rainbow National Services LLC

   10.375   9/1/2014      2,204      2,314,200

Shaw Communications, Inc. (Canada)(a)

   7.20   12/15/2011      3,241      3,407,101

Shaw Communications, Inc. (Canada)(a)

   8.25   4/11/2010      3,425      3,536,313

Viacom, Inc.

   4.375   9/15/2014      7,500      7,520,055
              

Total

             36,176,784
              

Metal Fabricating 0.04%

          

Xstrata Canada Corp. (Canada)(a)

   7.25   7/15/2012      725      758,531
              

Metals & Minerals Miscellaneous 3.47%

          

Anglo American Capital plc (United Kingdom)†(a)

   9.375   4/8/2014      20,550      23,449,173

CII Carbon LLC

   11.125   11/15/2015      5,130      4,758,075

Compass Minerals International, Inc.

   8.00   6/1/2019      2,725      2,725,000

Rio Tinto Finance USA Ltd. (Australia)(a)

   8.95   5/1/2014      18,800      21,932,287

Silgan Holdings, Inc.

   6.75   11/15/2013      5,200      5,122,000

Teck Resources Ltd. (Canada)(a)

   9.75   5/15/2014      16,850      18,282,250
              

Total

             76,268,785
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Miscellaneous 1.42%

          

Barrick Gold Financeco LLC (Canada)(a)

   6.125   9/15/2013    $ 1,000    $ 1,083,141

Downstream Development Quapaw

   12.00   10/15/2015      1,400      892,500

Fiserv, Inc.

   6.125   11/20/2012      12,525      13,613,623

Freeport-McMoRan Copper & Gold, Inc.

   8.25   4/1/2015      12,125      12,654,365

Lender Processing Services, Inc.

   8.125   7/1/2016      2,975      3,056,813
              

Total

             31,300,442
              

Multi-Sector Companies 0.12%

          

General Electric Co.

   5.00   2/1/2013      2,450      2,592,987
              

Natural Gas 0.48%

          

Florida Gas Transmission Co. LLC

   7.00   7/17/2012      1,500      1,633,784

Florida Gas Transmission Co. LLC

   7.625   12/1/2010      3,000      3,148,107

Florida Gas Transmission Co. LLC

   7.90   5/15/2019      900      1,066,183

Tennessee Gas Pipeline Co.

   6.00   12/15/2011      1,200      1,188,836

Tennessee Gas Pipeline Co.

   8.00   2/1/2016      3,020      3,403,643
              

Total

             10,440,553
              

Office Supplies 0.60%

          

Staples, Inc.

   9.75   1/15/2014      11,275      13,247,595
              

Oil 2.02%

          

Mariner Energy, Inc.

   7.50   4/15/2013      1,435      1,363,250

Mariner Energy, Inc.

   11.75   6/30/2016      2,458      2,605,480

PC Financial Partnership

   5.00   11/15/2014      2,000      2,055,574

Plains All American Pipeline LP

   4.25   9/1/2012      3,500      3,576,090

Premcor Refining Group, Inc. (The)

   7.50   6/15/2015      3,850      3,942,254

Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)

   5.50   9/30/2014      6,500      6,758,680

Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)

   5.832   9/30/2016      5,000      5,142,555

Sunoco Logistics Partners Operations LP

   7.25   2/15/2012      2,000      2,111,562

Sunoco Logistics Partners Operations LP

   8.75   2/15/2014      1,000      1,079,893

Whiting Petroleum Corp.

   7.25   5/1/2012      2,000      2,000,000

Whiting Petroleum Corp.

   7.25   5/1/2013      2,839      2,824,805

Woodside Finance Ltd. (Australia)†(a)

   8.125   3/1/2014      9,900      10,978,427
              

Total

             44,438,570
              

Oil: Crude Producers 1.86%

          

Anadarko Petroleum Corp.

   7.625   3/15/2014      2,300      2,602,294

Cimarex Energy Co.

   7.125   5/1/2017      550      511,500

Encore Acquisition Co.

   9.50   5/1/2016      1,350      1,370,250

Gulfstream Natural Gas System LLC

   5.56   11/1/2015      1,545      1,593,583

Gulfstream Natural Gas System LLC

   6.95   6/1/2016      3,000      3,329,310

Holly Energy Partners LP

   6.25   3/1/2015      2,650      2,398,250

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil: Crude Producers (continued)

          

Key Energy Services, Inc.

   8.375   12/1/2014    $ 4,985    $ 4,536,350

Maritimes & Northeast Pipeline LLC

   7.50   5/31/2014      8,250      8,703,321

Noble Energy, Inc.

   5.25   4/15/2014      1,350      1,346,366

NuStar Pipeline Operating Partnership LP

   7.75   2/15/2012      1,165      1,224,061

Panhandle Eastern Pipe Line Co.

   6.05   8/15/2013      6,200      6,563,593

Range Resources Corp.

   8.00   5/15/2019      1,300      1,332,500

Southeast Supply Header LLC

   4.85   8/15/2014      3,000      3,049,386

Southwestern Energy Co.

   7.50   2/1/2018      2,250      2,275,312
              

Total

             40,836,076
              

Oil: Integrated Domestic 2.03%

          

Ferrellgas Partners LP

   6.75   5/1/2014      700      645,750

Ferrellgas Partners LP

   6.75   5/1/2014      400      369,000

Frontier Oil Corp.

   6.625   10/1/2011      7,230      7,230,000

Frontier Oil Corp.

   8.50   9/15/2016      760      775,200

National Fuel Gas Co.

   5.25   3/1/2013      3,655      3,631,550

Newfield Exploration Co.

   7.625   3/1/2011      5,375      5,455,625

Pacific Energy Partners LP

   6.25   9/15/2015      2,485      2,519,989

Petronas Global Sukuk Ltd. (Malaysia)†(a)

   4.25   8/12/2014      15,500      15,479,121

Plains All American Pipeline LP

   7.75   10/15/2012      840      929,325

Rockies Express Pipeline LLC

   6.25   7/15/2013      1,515      1,633,965

TEPPCO Partners LP

   7.625   2/15/2012      4,946      5,445,675

Transcontinental Gas Pipe Line Corp.

   7.00   8/15/2011      533      573,551
              

Total

             44,688,751
              

Paper & Forest Products 0.67%

          

Clearwater Paper Corp.

   10.625   6/15/2016      2,475      2,663,719

Georgia-Pacific LLC

   8.125   5/15/2011      8,980      9,271,850

Sino-Forest Corp. (Canada)†(a)

   9.125   8/17/2011      1,150      1,178,750

Sino-Forest Corp. (Canada)†(a)

   10.25   7/28/2014      1,500      1,571,250
              

Total

             14,685,569
              

Plastics 0.19%

          

Plastipak Holdings, Inc.

   10.625   8/15/2019      4,025      4,226,250
              

Pollution Control 0.68%

          

Allied Waste North America, Inc.

   6.125   2/15/2014      5,540      5,697,862

Allied Waste North America, Inc.

   6.375   4/15/2011      4,475      4,657,016

Clean Harbors, Inc.

   7.625   8/15/2016      4,550      4,584,125
              

Total

             14,939,003
              

Railroads 0.08%

          

Union Pacific Corp.

   5.125   2/15/2014      1,750      1,854,279
              

Real Estate Investment Trusts 0.82%

          

Federal Realty Investment Trust

   5.95   8/15/2014      11,200      11,169,738

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Real Estate Investment Trusts (continued)

          

Simon Property Group LP

   6.75   5/15/2014    $ 1,290    $ 1,383,675

Tanger Properties LP

   6.15   11/15/2015      3,297      3,104,973

Ventas Realty LP/Ventas Capital Corp.

   6.50   6/1/2016      2,500      2,331,250
              

Total

             17,989,636
              

Retail 0.65%

          

Freedom Group, Inc.

   10.25   8/1/2015      4,650      4,812,750

Macy’s Retail Holdings, Inc.

   6.625   4/1/2011      5,000      5,007,120

Macy’s Retail Holdings, Inc.

   7.45   9/15/2011      4,275      4,389,339
              

Total

             14,209,209
              

Services 0.50%

          

ARAMARK Corp.

   5.00   6/1/2012      2,715      2,484,225

Corrections Corp. of America

   6.25   3/15/2013      2,500      2,456,250

Iron Mountain, Inc.

   8.625   4/1/2013      6,100      6,115,250
              

Total

             11,055,725
              

Steel 0.22%

          

ArcelorMittal (Luxembourg)(a)

   9.00   2/15/2015      4,325      4,773,485
              

Storage Facilities 0.13%

          

Mobile Mini, Inc.

   9.75   8/1/2014      2,800      2,814,000
              

Technology 0.42%

          

Fisher Scientific International, Inc.

   6.75   8/15/2014      9,000      9,306,378
              

Telecommunications 2.29%

          

Atlantic Broadband Finance LLC

   9.375   1/15/2014      2,209      2,048,848

CC Holdings GS V LLC/Crown Castle GS III Corp.

   7.75   5/1/2017      2,300      2,334,500

CenturyTel, Inc.

   8.375   10/15/2010      1,550      1,635,696

Comcast Cable Communications Holdings, Inc.

   8.375   3/15/2013      1,969      2,277,233

DigitalGlobe, Inc.

   10.50   5/1/2014      3,400      3,574,250

Hughes Network Systems LLC

   9.50   4/15/2014      1,825      1,861,500

Intelsat Subsidiary Holding Co., Ltd.

   8.875   1/15/2015      3,000      3,022,500

NII Capital Corp.

   10.00   8/15/2016      3,000      2,985,000

Nordic Telephone Holdings Co. (Denmark)†(a)

   8.875   5/1/2016      6,175      6,298,500

Qtel International Finance Ltd.

   6.50   6/10/2014      850      922,927

Sprint Nextel Corp.

   8.375   8/15/2017      2,000      1,915,000

Telecom Italia Capital SpA (Italy)(a)

   5.25   11/15/2013      5,630      5,895,933

Telecom Italia Capital SpA (Italy)(a)

   6.175   6/18/2014      8,700      9,432,227

Virgin Media Finance plc (United Kingdom)(a)

   9.50   8/15/2016      2,400      2,478,000

Wind Acquisition Finance SA (Italy)†(a)

   10.75   12/1/2015      400      432,000

Wind Acquisition Finance SA (Italy)†(a)

   11.75   7/15/2017      3,000      3,270,000
              

Total

             50,384,114
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Telephone-Long Distance 0.21%

          

Centennial Communications Corp.

   10.00   1/1/2013    $ 4,375    $ 4,506,250
              

Textile Products 0.02%

          

Mohawk Industries, Inc.

   6.25   1/15/2011      500      500,870
              

Tire & Rubber 0.38%

          

Goodyear Tire & Rubber Co. (The)

   5.01 %#    12/1/2009      8,275      8,285,344
              

Tobacco 0.29%

          

Altria Group, Inc.

   7.75   2/6/2014      3,372      3,826,633

Reynolds American, Inc.

   6.50   7/15/2010      2,465      2,540,185
              

Total

             6,366,818
              

Transportation: Miscellaneous 0.29%

          

Commercial Barge Line Co.

   12.50   7/15/2017      3,400      3,366,000

CSX Corp.

   5.75   3/15/2013      2,375      2,517,859

TGI International Ltd. (Colombia)†(a)

   9.50   10/3/2017      450      479,250
              

Total

             6,363,109
              

Utilities: Electrical 0.70%

          

IPALCO Enterprises, Inc.

   7.25   4/1/2016      2,975      2,900,625

IPALCO Enterprises, Inc.

   8.625   11/14/2011      8,300      8,507,500

TECO Energy, Inc.

   2.483 %#    5/1/2010      4,000      3,980,000
              

Total

             15,388,125
              

Utilities: Miscellaneous 0.12%

          

Source Gas LLC

   5.90   4/1/2017      3,180      2,585,051
              

Total Corporate Bonds
(cost $1,101,183,684)

             1,140,901,933
              

FLOATING RATE LOANS(b) 0.28%

          

Drugs 0.04%

          

Mylan, Inc. Term Loan B

   3.563% - 3.875   10/2/2014      977      951,342
              

Household Equipment/Products 0.02%

          

Dollar General Corp. Term Loan B1

   3.011% - 3.238   7/7/2014      400      391,111
              

Telecommunications 0.02%

          

Atlantic Broadband Finance LLC Term Loan B2

   2.85   9/1/2011      18      17,724

Atlantic Broadband Finance LLC Term Loan B2

   6.75   6/1/2013      480      482,018
              

Total

             499,742
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Utilities: Electrical 0.18%

          

Texas Competitive Electric Holdings Co. LLC Term Loan B1

   3.776% - 3.785   10/10/2014    $ 5,018    $ 3,816,258
              

Utilities: Miscellaneous 0.02%

          

Sensus USA, Inc. Term Loan B3(c)

   6.75% - 7.00   6/3/2013      401      403,133
              

Total Floating Rate Loans
(cost $5,866,695)

             6,061,586
              

FOREIGN GOVERNMENT OBLIGATIONS(a) 0.14%

          

Export Development Canada (Canada)

   2.375   3/19/2012      1,935      1,976,572

Mubadala Development Company - Global Medium Term Note (United Arab Emirates)

   5.75   5/6/2014      1,100      1,149,023
              

Total Foreign Government Obligations
(cost $3,042,971)

             3,125,595
              

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.01%

          

Federal Home Loan Mortgage Corp. 1671 JA
(cost $193,570)

   0.713 %#    1/15/2024      195      193,770
              

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 1.92%

          

Federal Home Loan Mortgage Corp.

   4.524 %#    5/1/2039      4,698      4,835,049

Federal Home Loan Mortgage Corp.

   5.124 %#    7/1/2037      10,183      10,649,253

Federal Home Loan Mortgage Corp.

   5.532 %#    7/1/2037      4,527      4,738,425

Federal Home Loan Mortgage Corp.

   5.69 %#    11/1/2035      455      479,359

Federal Home Loan Mortgage Corp.

   6.00   8/1/2013      68      71,617

Federal Home Loan Mortgage Corp.

   6.50   5/1/2014 - 4/1/2029      253      272,354

Federal National Mortgage Assoc.

   4.333 %#    7/1/2039      10,487      10,778,799

Federal National Mortgage Assoc.

   5.622 %#    8/1/2036      692      729,209

Federal National Mortgage Assoc.(d)

   5.641 %#    10/1/2038      4,225      4,440,902

Federal National Mortgage Assoc.

   5.714 %#    10/1/2036      2,248      2,369,609

Federal National Mortgage Assoc.

   5.819 %#    10/1/2036      358      377,154

Federal National Mortgage Assoc.

   5.878 %#    5/1/2036      362      382,497

Federal National Mortgage Assoc.

   5.922 %#    8/1/2036      588      618,828

Federal National Mortgage Assoc.(d)

   5.937 %#    12/1/2036      1,055      1,111,618

Federal National Mortgage Assoc.

   6.00   7/1/2014      50      52,948

Federal National Mortgage Assoc.

   6.50   4/1/2011 - 6/1/2015      228      242,204
              

Total Government Sponsored Enterprises Pass-Throughs
(cost $41,537,909)

             42,149,825
              

MUNICIPAL BOND 0.16%

          

General Obligation

          

CA St Var Purp 3
(cost $3,543,687)

   5.25   4/1/2014      3,590      3,636,419
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 31.80%

          

Banc of America Commercial Mortgage, Inc. 2001-1 A2

   6.503   4/15/2036    $ 13,894    $ 14,512,726

Banc of America Commercial Mortgage, Inc. 2002-2 A3

   5.118   7/11/2043      7,540      7,747,085

Banc of America Commercial Mortgage, Inc. 2002-PB2 A4

   6.186   6/11/2035      20,820      21,815,998

Banc of America Commercial Mortgage, Inc. 2003-1 A1

   3.878   9/11/2036      1,873      1,895,786

Banc of America Commercial Mortgage, Inc. 2004-4 A3

   4.128   7/10/2042      1,113      1,117,323

Banc of America Commercial Mortgage, Inc. 2004-6 A2

   4.161   12/10/2042      927      927,962

Banc of America Commercial Mortgage, Inc. 2005-2 A5

   4.857   7/10/2043      5,000      4,688,123

Banc of America Commercial Mortgage, Inc. 2005-3 A2

   4.501   7/10/2043      1,870      1,866,962

Banc of America Commercial Mortgage, Inc. 2005-3 A4

   4.668   7/10/2043      7,800      7,266,701

Banc of America Commercial Mortgage, Inc. 2005-4 A2

   4.764   7/10/2045      890      898,904

Banc of America Commercial Mortgage, Inc. 2005-4 ASB

   4.867   7/10/2045      1,500      1,524,200

Banc of America Commercial Mortgage, Inc. 2005-5 A4

   5.115   10/10/2045      910      858,867

Banc of America Commercial Mortgage, Inc. 2006-1 A2

   5.334   9/10/2045      1,110      1,120,047

Banc of America Commercial Mortgage, Inc. 2006-2 A1

   5.611   5/10/2045      1,001      1,021,169

Banc of America Commercial Mortgage, Inc. 2006-3 A1

   5.685   7/10/2044      384      390,691

Banc of America Commercial Mortgage, Inc. 2006-3 A2

   5.806   7/10/2044      611      587,892

Banc of America Commercial Mortgage, Inc. 2006-4 A1

   5.363   7/10/2046      1,526      1,551,529

Banc of America Commercial Mortgage, Inc. 2006-6 A1

   5.226   10/10/2045      1,666      1,697,285

Bear Stearns Commercial Mortgage Securities, Inc. 2002-TOP6 A1

   5.92   10/15/2036      203      208,514

Bear Stearns Commercial Mortgage Securities, Inc. 2002-TOP6 A2

   6.46   10/15/2036      13,470      14,157,732

Bear Stearns Commercial Mortgage Securities, Inc. 2002-TOP8 A2

   4.83   8/15/2038      1,425      1,450,718

Bear Stearns Commercial Mortgage Securities, Inc. 2003-PWR2 A4

   5.186   5/11/2039      5,240      5,415,681

Bear Stearns Commercial Mortgage Securities, Inc. 2003-T10 A2

   4.74   3/13/2040      3,840      3,953,160

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 A1

   5.085   12/11/2040      957      970,101

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 A2

   5.27   12/11/2040      1,070      1,074,788

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR7 A2

   4.945   2/11/2041      2,254      2,309,818

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR8 A1

   4.212   6/11/2041      304      305,358

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A2

   4.735   9/11/2042    $ 1,790    $ 1,792,944

Bear Stearns Commercial Mortgage Securities, Inc. 2005-T20 A1

   4.94   10/12/2042      822      828,608

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW11 A1

   5.266   3/11/2039      568      578,106

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW11 AAB

   5.623 %#    3/11/2039      340      337,700

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW12 A1

   5.546   9/11/2038      1,017      1,035,584

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW12 AAB

   5.878 %#    9/11/2038      1,845      1,850,010

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW13 A1

   5.294   9/11/2041      599      610,883

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 A1

   5.044   12/11/2038      6,187      6,296,779

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW14 AAB

   5.171   12/11/2038      6,500      6,202,202

Bear Stearns Commercial Mortgage Securities, Inc. 2006-T22 A2

   5.629 %#    4/12/2038      300      301,948

Bear Stearns Commercial Mortgage Securities, Inc. 2007-T26 A1

   5.145   1/12/2045      75      75,803

Citigroup Commercial Mortgage Trust 2005-C3 A2

   4.639   5/15/2043      2,005      2,013,699

Citigroup Commercial Mortgage Trust 2006-C4 A1

   5.916 %#    3/15/2049      2,017      2,062,520

Citigroup Commercial Mortgage Trust 2006-C5 A2

   5.378   10/15/2049      1,350      1,356,870

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A1

   5.047   7/15/2044      894      896,986

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A4

   5.399 %#    7/15/2044      9,400      9,110,573

Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 A1

   5.454   10/15/2048      169      171,657

Commercial Mortgage Pass-Through Certificates 2003-LB1A A2

   4.084   6/10/2038      5,147      5,077,650

Credit Suisse Mortgage Capital 2006-C1 A1

   4.367   2/15/2039      145      145,600

Credit Suisse Mortgage Capital 2006-C1 AAB

   5.681 %#    2/15/2039      2,000      1,989,255

Credit Suisse Mortgage Capital 2006-C2 A1

   5.25   3/15/2039      250      254,431

Credit Suisse Mortgage Capital 2006-C5 A1

   5.256   12/15/2039      581      590,879

CS First Boston Mortgage Securities Corp. 2001-CK3 A4

   6.53   6/15/2034      5,348      5,591,929

CS First Boston Mortgage Securities Corp. 2001-CK6 A3

   6.387   8/15/2036      13,709      14,347,845

CS First Boston Mortgage Securities Corp. 2001-CKN5 A4

   5.435   9/15/2034      13,264      13,670,934

CS First Boston Mortgage Securities Corp. 2002-CKP1 A3

   6.439   12/15/2035      2,460      2,595,196

CS First Boston Mortgage Securities Corp. 2002-CKS4 A2

   5.183   11/15/2036      6,372      6,574,496

CS First Boston Mortgage Securities Corp. 2002-CP3 A3

   5.603   7/15/2035      7,501      7,829,946

CS First Boston Mortgage Securities Corp. 2002-CP5 A2

   4.94   12/15/2035      11,230      11,621,634

CS First Boston Mortgage Securities Corp. 2003-C3 A5

   3.936   5/15/2038      13,740      13,543,636

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

CS First Boston Mortgage Securities Corp. 2003-C4 A4

   5.137   8/15/2036    $ 7,500    $ 7,712,592

CS First Boston Mortgage Securities Corp. 2003-C5 A4

   4.90   12/15/2036      5,365      5,384,427

CS First Boston Mortgage Securities Corp. 2003-CK2 A2

   3.861   3/15/2036      58      57,743

CS First Boston Mortgage Securities Corp. 2003-CK2 A4

   4.801   3/15/2036      4,073      4,181,530

CS First Boston Mortgage Securities Corp. 2005-C2 A2

   4.577   4/15/2037      1,037      1,043,341

CS First Boston Mortgage Securities Corp. 2005-C2 AAB

   4.681   4/15/2037      2,700      2,746,605

CS First Boston Mortgage Securities Corp. 2005-C3 A4

   4.686   7/15/2037      5,000      4,811,555

CS First Boston Mortgage Securities Corp. 2005-C4 A5

   5.104   8/15/2038      2,000      1,939,219

GE Capital Commercial Mortgage Corp. 2001-3 A2

   6.07   6/10/2038      14,000      14,721,132

GE Capital Commercial Mortgage Corp. 2002-1A A3

   6.269   12/10/2035      12,855      13,543,005

GE Capital Commercial Mortgage Corp. 2002-2A A3

   5.349   8/11/2036      15,000      15,591,366

GE Capital Commercial Mortgage Corp. 2002-3A A2

   4.996   12/10/2037      10,340      10,614,918

GE Capital Commercial Mortgage Corp. 2003-C1 A4

   4.819   1/10/2038      2,075      2,127,993

GE Capital Commercial Mortgage Corp. 2003-C2 A2

   4.17   7/10/2037      4,046      4,091,189

GE Capital Commercial Mortgage Corp. 2003-C2 A4

   5.145   7/10/2037      16,750      16,957,092

GE Capital Commercial Mortgage Corp. 2004-C3 A2

   4.433   7/10/2039      287      290,004

GE Capital Commercial Mortgage Corp. 2005-C1 A2

   4.353   6/10/2048      5,695      5,690,585

GE Capital Commercial Mortgage Corp. 2005-C3 A7A

   4.974   7/10/2045      17,500      16,483,624

GE Capital Commercial Mortgage Corp. 2005-C4 A1

   5.082   11/10/2045      295      300,321

GE Capital Commercial Mortgage Corp. 2006-C1 A1

   5.455 %#    3/10/2044      479      486,208

GMAC Commercial Mortgage Securities, Inc. 2002-C1 A1

   5.785   11/15/2039      2,709      2,771,216

GMAC Commercial Mortgage Securities, Inc. 2002-C2 A3

   5.713   10/15/2038      3,965      4,161,693

GMAC Commercial Mortgage Securities, Inc. 2002-C3 A2

   4.93   7/10/2039      670      686,518

GMAC Commercial Mortgage Securities, Inc. 2003-C1 A1

   3.337   5/10/2036      3,366      3,389,154

GMAC Commercial Mortgage Securities, Inc. 2003-C2 A2

   5.668 %#    5/10/2040      6,790      6,980,893

GMAC Commercial Mortgage Securities, Inc. 2003-C3 A4

   5.023   4/10/2040      799      803,835

GMAC Commercial Mortgage Securities, Inc. 2005-C1 A2

   4.471   5/10/2043      2,331      2,347,389

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Greenwich Capital Commercial Funding Corp. 2002-C1 A4

   4.948   1/11/2035    $ 7,070    $ 7,248,491

Greenwich Capital Commercial Funding Corp. 2003-C1 A2

   3.285   7/5/2035      7,407      7,446,032

Greenwich Capital Commercial Funding Corp. 2003-C2 A4

   4.915   1/5/2036      2,933      2,991,855

GS Mortgage Securities Corp. II 2005-GG4 A2

   4.475   7/10/2039      3,489      3,479,074

GS Mortgage Securities Corp. II 2005-GG4 A4A

   4.751   7/10/2039      13,835      12,844,783

GS Mortgage Securities Corp. II 2005-GG4 AABA

   4.68   7/10/2039      1,400      1,419,690

GS Mortgage Securities Corp. II 2006-GG6 A1

   5.417   4/10/2038      1,323      1,337,228

GS Mortgage Securities Corp. II 2006-GG6 AAB

   5.587   4/10/2038      3,565      3,485,727

GS Mortgage Securities Corp. II 2006-GG8 AAB

   5.535   11/10/2039      5,895      5,660,423

JPMorgan Chase Commercial Mortgage Securities Corp. 2001-CIB2 A3

   6.429   4/15/2035      1,900      1,945,429

JPMorgan Chase Commercial Mortgage Securities Corp. 2001-CIB3 A3

   6.465   11/15/2035      3,470      3,542,669

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C1 A2

   4.914   7/12/2037      3,968      4,059,388

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C1 A3

   5.376   7/12/2037      2,080      2,158,097

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C2 A2

   5.05   12/12/2034      4,225      4,321,869

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C3 A2

   4.994   7/12/2035      5,000      4,856,670

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-CIB4 A3

   6.162   5/12/2034      6,330      6,656,368

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-CIB5 A2

   5.161   10/12/2037      10,667      10,956,674

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-C1 A1

   4.275   1/12/2037      1,585      1,613,481

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-C1 A2

   4.985   1/12/2037      4,598      4,668,589

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-CB6 A1

   4.393   7/12/2037      902      919,823

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-CB6 A2

   5.255   7/12/2037      928      948,628

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-CB7 A2

   4.128   1/12/2038      7,581      7,667,122

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-LN1 A1

   4.134   10/15/2037      167      169,538

JPMorgan Chase Commercial Mortgage Securities Corp. 2004-LN2 A1

   4.475   7/15/2041      13,600      13,773,205

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-CB12 A4

   4.895   9/12/2037      3,000      2,786,876

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP2 A2

   4.575   7/15/2042      500      500,536

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP3 A1

   4.655   8/15/2042      31      31,039

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP3 A4A

   4.936   8/15/2042      10,000      9,593,757

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP4 A2

   4.79   10/15/2042      1,209      1,209,324

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP4 A4

   4.918   10/15/2042    $ 6,600    $ 6,317,372

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP4 ASB

   4.824   10/15/2042      2,000      2,039,596

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A1

   5.035   12/15/2044      501      505,674

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A2

   5.198   12/15/2044      1,000      998,162

JPMorgan Chase Commercial Mortgage Securities Corp. 2006-CB15 A1

   4.745   6/12/2043      699      707,975

JPMorgan Chase Commercial Mortgage Securities Corp. 2006-LDP7 ASB

   6.065 %#    4/15/2045      3,445      3,316,446

LB-UBS Commercial Mortgage Trust 2000-C5 A2

   6.51   12/15/2026      17,285      17,942,258

LB-UBS Commercial Mortgage Trust 2001-C7 A5

   6.133   12/15/2030      5,905      6,208,900

LB-UBS Commercial Mortgage Trust 2002-C1 A4

   6.462   3/15/2031      3,500      3,724,200

LB-UBS Commercial Mortgage Trust 2002-C4 A5

   4.853   9/15/2031      9,605      9,831,164

LB-UBS Commercial Mortgage Trust 2002-C7 A4

   4.96   12/15/2031      5,367      5,482,826

LB-UBS Commercial Mortgage Trust 2003-C1 A4

   4.394   3/15/2032      12,725      12,703,445

LB-UBS Commercial Mortgage Trust 2003-C3 A4

   4.166   5/15/2032      8,835      8,724,987

LB-UBS Commercial Mortgage Trust 2003-C7 A4

   4.931   9/15/2035      3,585      3,580,701

LB-UBS Commercial Mortgage Trust 2003-C8 A4

   5.124   11/15/2032      1,000      1,014,506

LB-UBS Commercial Mortgage Trust 2004-C2 A2

   3.246   3/15/2029      185      184,907

LB-UBS Commercial Mortgage Trust 2004-C6 A2

   4.187   8/15/2029      772      771,742

LB-UBS Commercial Mortgage Trust 2004-C7 A2

   3.992   10/15/2029      1,000      999,502

LB-UBS Commercial Mortgage Trust 2004-C8 A2

   4.201   12/15/2029      319      318,357

LB-UBS Commercial Mortgage Trust 2005-C1 A1

   4.063   2/15/2030      1,129      1,131,397

LB-UBS Commercial Mortgage Trust 2005-C1 A2

   4.31   2/15/2030      2,975      2,975,468

LB-UBS Commercial Mortgage Trust 2005-C1 AAB

   4.568   2/15/2030      360      363,137

LB-UBS Commercial Mortgage Trust 2005-C3 A5

   4.739   7/15/2030      7,600      7,300,906

LB-UBS Commercial Mortgage Trust 2005-C3 AAB

   4.664   7/15/2030      800      797,978

LB-UBS Commercial Mortgage Trust 2005-C5 A2

   4.885   9/15/2030      1,350      1,349,880

LB-UBS Commercial Mortgage Trust 2005-C7 A1

   4.99   11/15/2030      871      879,240

LB-UBS Commercial Mortgage Trust 2005-C7 A4

   5.197   11/15/2030      2,500      2,431,248

LB-UBS Commercial Mortgage Trust 2006-C1 A1

   5.018   2/15/2031      574      579,553

LB-UBS Commercial Mortgage Trust 2006-C4 AAB

   6.055 %#    6/15/2032      3,975      3,924,333

Merrill Lynch Mortgage Trust 2002-MW1 A4

   5.619   7/12/2034      15,175      15,443,481

Merrill Lynch Mortgage Trust 2004-MKB1 A2

   4.353   2/12/2042      396      398,905

Merrill Lynch Mortgage Trust 2005-CIP1 A2

   4.96   7/12/2038      3,145      3,182,312

Merrill Lynch Mortgage Trust 2005-CIP1 A4

   5.047   7/12/2038      12,900      12,487,826

Merrill Lynch Mortgage Trust 2005-CKI1 A2

   5.384 %#    11/12/2037      1,183      1,205,011

Merrill Lynch Mortgage Trust 2005-LC1 A2

   5.202   1/12/2044      1,608      1,647,402

Merrill Lynch Mortgage Trust 2005-MCP1 A2

   4.556   6/12/2043      8,835      8,902,943

Merrill Lynch Mortgage Trust 2006-C1 A1

   5.528   5/12/2039      1,042      1,056,718

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-1 A2

   5.439   2/12/2039      2,180      2,192,040

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-3 A1

   4.711   7/12/2046      286      289,606

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-3 A2

   5.291   7/12/2046      680      677,520

Morgan Stanley Capital I 2003-IQ4 A1

   3.27   5/15/2040      1,570      1,575,677

Morgan Stanley Capital I 2003-IQ4 A2

   4.07   5/15/2040      6,220      6,191,260

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Morgan Stanley Capital I 2004-HQ3 A2

   4.05   1/13/2041    $ 950    $ 959,071

Morgan Stanley Capital I 2004-T13 A2

   3.94   9/13/2045      929      937,832

Morgan Stanley Capital I 2004-T15 A2

   4.69   6/13/2041      357      361,825

Morgan Stanley Capital I 2005-HQ6 A2A

   4.882   8/13/2042      3,070      3,061,636

Morgan Stanley Capital I 2005-IQ9 A2

   4.30   7/15/2056      472      471,380

Morgan Stanley Capital I 2005-IQ10 A1

   4.914   9/15/2042      794      803,854

Morgan Stanley Capital I 2006-HQ10 A2

   5.283   11/12/2041      690      694,485

Morgan Stanley Capital I 2006-IQ12 AAB

   5.325   12/15/2043      380      363,838

Morgan Stanley Capital I 2006-T21 A2

   5.09   10/12/2052      1,685      1,687,793

Morgan Stanley Capital I 2006-T23 A1

   5.682   8/12/2041      835      854,837

Morgan Stanley Capital I 2007-HQ13 A1

   5.357   12/15/2044      3,844      3,914,318

Morgan Stanley Dean Witter Capital I 2002-IQ3 A4

   5.08   9/15/2037      1,595      1,618,639

Morgan Stanley Dean Witter Capital I 2003-TOP9 A1

   3.98   11/13/2036      1,751      1,764,552

Morgan Stanley Dean Witter Capital I 2003-TOP9 A2

   4.74   11/13/2036      2,090      2,124,329

Wachovia Bank Commercial Mortgage Trust 2002-C1 A4

   6.287   4/15/2034      120      129,824

Wachovia Bank Commercial Mortgage Trust 2002-C2 A4

   4.98   11/15/2034      4,500      4,611,857

Wachovia Bank Commercial Mortgage Trust 2003-C5 A1

   2.986   6/15/2035      2,999      3,007,489

Wachovia Bank Commercial Mortgage Trust 2003-C6 A4

   5.125   8/15/2035      3,850      3,844,869

Wachovia Bank Commercial Mortgage Trust 2003-C7 A1

   4.241   10/15/2035      524      531,904

Wachovia Bank Commercial Mortgage Trust 2004-C15 A2

   4.039   10/15/2041      924      923,034

Wachovia Bank Commercial Mortgage Trust 2005-C16 A2

   4.38   10/15/2041      2,471      2,476,927

Wachovia Bank Commercial Mortgage Trust 2005-C22 APB

   5.445 %#    12/15/2044      1,855      1,860,994

Wachovia Bank Commercial Mortgage Trust 2006-C23 A1

   5.203   1/15/2045      821      828,044
              

Total Non-Agency Commercial Mortgage-Backed Securities
(cost $672,451,118)

             699,088,847
              

PASS-THROUGH AGENCIES 0.00%

          

Government National Mortgage Assoc.

   4.125 %#    11/20/2020      11      11,150

Government National Mortgage Assoc.

   4.125 %#    12/20/2027      8      8,554

Government National Mortgage Assoc.

   4.125 %#    11/20/2027      7      6,776

Government National Mortgage Assoc.

   4.50 %#    1/20/2018      21      21,589

Government National Mortgage Assoc.

   4.625 %#    9/20/2031      17      17,596

Government National Mortgage Assoc.

   7.00   4/15/2028      11      12,481

Government National Mortgage Assoc.

   10.50   3/15/2019      14      16,126
              

Total Pass-Through Agencies
(cost $90,854)

             94,272
              

Total Long-Term Investments
(cost $2,038,867,871)

             2,107,582,857
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - SHORT DURATION INCOME FUND August 31, 2009

 

Investments

   Principal
Amount
(000)
   Value

SHORT-TERM INVESTMENTS 3.81%

     

Repurchase Agreements

     

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $9,920,000 of U.S. Treasury Bill at 0.335% due 12/24/2009;
value: $9,915,040; proceeds: $9,717,846

   $ 9,718    $ 9,717,843

Repurchase Agreement dated 8/31/2009, 0.11% due 9/1/2009 with JPMorgan & Chase Co., collateralized by $75,500,000 of Federal Home Loan Bank at 0.50% due 1/12/2010;
value: $75,604,686; proceeds: $74,068,226

     74,068      74,068,000
         

Total Short-Term Investments
(cost $83,785,843)

        83,785,843
         

Total Investments in Securities 99.67%
(cost $2,122,653,714)

        2,191,368,700
         

Other Assets in Excess of Liabilities(e) 0.33%

        7,336,348
         

Net Assets 100.00%

      $ 2,198,705,048
         

 

# Variable rate security. The interest rate represents the rate at August 31, 2009.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
(a) Foreign security/securities traded in U.S. dollars.
(b) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks.
(c) Illiquid security. The total market value of these securities at August 31, 2009 is $403,133, which represents .02% of the Fund’s net assets.
(d) Securities have been fully/partially segregated to cover margin requirements for open futures contracts as of August 31, 2009 (See Note 2(e)).
(e) Other Assets in Excess of Liabilities include net unrealized depreciation on open futures contracts, as follows:

Open Futures Contracts at August 31, 2009:

 

Type

   Expiration    Contracts    Position    Market
Value
    Unrealized
Depreciation
 

U.S. 5-Year Treasury Note

   September 2009    300    Short    $ (34,954,687   $ (270,768

U.S. 5-Year Treasury Note

   December 2009    1,000    Short      (115,250,000     (526,469

U.S. 10-Year Treasury Note

   December 2009    185    Short      (21,685,469     (127,748
                         

Total

   $ (171,890,156   $ (924,985
                         

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

LONG-TERM INVESTMENTS 97.99%

          

ASSET-BACKED SECURITIES 5.94%

          

Automobile 3.55%

          

Capital Auto Receivables Asset Trust 2007-4A A3B

   0.973 %#    12/15/2011    $ 5,400    $ 5,396,236

Capital One Prime Auto Receivables Trust 2007-2 A3

   4.89   1/15/2012      7,435      7,573,943

Carmax Auto Owner Trust 2006-2 A3

   5.15   2/15/2011      583      586,054

Ford Credit Auto Owner Trust 2006-B A4

   5.25   9/15/2011      2,500      2,562,404

Ford Credit Auto Owner Trust 2008-C A2B

   1.173 %#    1/15/2011      8,883      8,897,178

Harley-Davidson Motorcycle Trust 2005-4 A2

   4.85   6/15/2012      768      784,704

Harley-Davidson Motorcycle Trust 2006-3 A3

   5.24   1/15/2012      540      542,911

Harley-Davidson Motorcycle Trust 2007-2 A3

   5.10   5/15/2012      4,474      4,542,372

Harley-Davidson Motorcycle Trust 2009-1 A2

   2.52   5/15/2012      4,500      4,539,820

Harley-Davidson Motorcycle Trust 2009-2 A2

   2.00   7/15/2012      3,700      3,720,022

Honda Auto Receivables Owner Trust 2009-2 A2

   2.22   8/15/2011      5,600      5,655,810

Nissan Auto Receivables Owner Trust 2009-A A2

   2.94   7/15/2011      5,330      5,398,283

World Omni Auto Receivables Trust 2005-B A4

   0.293 %#    9/20/2012      2,052      2,047,222
              

Total

             52,246,959
              

Credit Cards 2.16%

          

American Express Credit Account Master Trust 2005-1 A

   0.303 %#    10/15/2012      4,995      4,984,052

Capital One Multi-Asset Execution Trust 2006-A9

   0.288 %#    5/15/2013      4,300      4,273,181

Capital One Multi-Asset Execution Trust 2007-A9

   4.95   8/15/2012      3,000      3,014,936

Chase Issuance Trust 2007-A6

   0.273 %#    4/16/2012      5,000      4,983,913

Discover Card Master Trust I 2004-2 A2

   0.343 %#    5/15/2012      5,700      5,693,883

Discover Card Master Trust I 2007-1 A

   0.283 %#    8/15/2012      3,000      2,992,078

MBNA Credit Card Master Note Trust 2003-A8

   0.463 %#    12/17/2012      6,000      5,975,098
              

Total

             31,917,141
              

Home Equity 0.23%

          

Option One Mortgage Loan Trust 2007-FXD2 2A1

   5.90   3/25/2037      3,642      3,382,108
              

Total Asset-Backed Securities
(cost $87,249,063)

             87,546,208
              

Corporate Bonds 33.75%

          

Aerospace/Defense 0.15%

          

L-3 Communications Corp.

   7.625   6/15/2012      940      954,100

Meccanica Holdings USA

   6.25   7/15/2019      1,200      1,279,404
              

Total

             2,233,504
              

Air Transportation 0.08%

          

Bristow Group, Inc.

   6.125   6/15/2013      1,232      1,164,240
              

Apparel 0.17%

          

Phillips-Van Heusen Corp.

   7.25   2/15/2011      2,476      2,500,760
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Auto Parts: After Market 0.07%

          

Affinia Group, Inc.

   10.75   8/15/2016    $ 920    $ 954,500
              

Auto Trucks & Parts 0.07%

          

American Axle & Manufacturing, Inc.

   5.25   2/11/2014      1,415      976,350
              

Automotive 0.39%

          

Roper Industries, Inc.

   6.25   9/1/2019      3,194      3,247,375

Roper Industries, Inc.

   6.625   8/15/2013      2,321      2,485,454
              

Total

             5,732,829
              

Banks: Money Center 1.64%

          

Asian Development Bank (Philippines)(a)

   2.75   5/21/2014      6,121      6,135,678

European Investment Bank (Luxembourg)(a)

   3.125   6/4/2014      11,772      11,975,008

Inter-American Development Bank

   3.00   4/22/2014      5,905      6,002,958
              

Total

             24,113,644
              

Banks: Regional 5.74%

          

Bank of America Corp.

   2.10   4/30/2012      11,000      11,125,235

Barclays Bank plc (United Kingdom)(a)

   6.75   5/22/2019      2,960      3,249,142

Citigroup, Inc.

   8.125   7/15/2039      3,366      3,469,767

Compass Bank

   6.40   10/1/2017      1,910      1,726,067

Corporacion Andina de Fomento (Venezuela)(a)

   8.125   6/4/2019      836      962,871

Credit Suisse NY

   5.30   8/13/2019      3,160      3,203,434

GMAC, Inc.

   2.20   12/19/2012      6,734      6,791,461

GMAC, Inc.

   6.00   12/15/2011      1,245      1,120,500

GMAC, Inc.

   7.00   2/1/2012      495      449,213

Goldman Sachs Group, Inc. (The)

   1.625   7/15/2011      5,500      5,552,514

Goldman Sachs Group, Inc. (The)

   5.35   1/15/2016      1,133      1,156,210

Goldman Sachs Group, Inc. (The)

   6.125   2/15/2033      1,219      1,276,607

JPMorgan Chase & Co.

   2.20   6/15/2012      8,033      8,158,524

JPMorgan Chase & Co.

   6.00   1/15/2018      3,950      4,252,056

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   2.25   4/16/2012      6,400      6,499,482

Kreditanstalt fuer Wiederaufbau (Germany)(a)

   4.875   6/17/2019      4,268      4,615,961

Morgan Stanley

   6.25   8/28/2017      1,885      1,946,607

Morgan Stanley

   6.625   4/1/2018      8,025      8,589,125

RSHB Capital SA for OJSC Russian Agricultural Bank (Luxembourg)†(a)

   9.00   6/11/2014      725      773,865

Societe de Financement de l’Economie Francaise (France)†(a)

   3.375   5/5/2014      9,390      9,577,143
              

Total

             84,495,784
              

Beverages 0.76%

          

Anheuser-Busch InBev Worldwide, Inc.

   8.00   11/15/2039      2,671      3,334,215

Bacardi Ltd.

   7.45   4/1/2014      1,990      2,237,767

FBG Finance Ltd. (Australia)†(a)

   5.875   6/15/2035      1,555      1,469,420

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Beverages (continued)

          

FBG Finance Ltd. (Australia)†(a)

   7.875   6/1/2016    $ 3,600    $ 4,124,772
              

Total

             11,166,174
              

Biotechnology Research & Production 0.04%

          

Cellu Tissue Holdings, Inc.

   11.50   6/1/2014      535      561,750
              

Broadcasting 0.48%

          

Cox Communications, Inc.

   8.375   3/1/2039      334      415,480

Cox Communications, Inc.

   9.375   1/15/2019      3,825      4,883,664

Grupo Televisa SA (Mexico)(a)

   6.00   5/15/2018      1,744      1,774,803
              

Total

             7,073,947
              

Brokers 0.27%

          

Raymond James Financial, Inc.

   8.60   8/15/2019      3,817      4,018,354
              

Building Materials 0.48%

          

Celulosa Arauco y Constitucion SA (Chile)†(a)

   7.25   7/29/2019      1,046      1,129,440

Martin Marietta Materials, Inc.

   6.25   5/1/2037      1,720      1,410,044

Owens Corning, Inc.

   9.00   6/15/2019      2,570      2,669,945

Texas Industries, Inc.

   7.25   7/15/2013      1,615      1,518,100

Texas Industries, Inc.

   7.25   7/15/2013      405      380,700
              

Total

             7,108,229
              

Cable Services 0.28%

          

Time Warner Cable, Inc.

   7.30   7/1/2038      2,168      2,460,938

Time Warner Cable, Inc.

   7.50   4/1/2014      1,465      1,683,099
              

Total

             4,144,037
              

Chemicals 0.29%

          

Airgas, Inc.

   7.125   10/1/2018      2,510      2,510,000

Huntsman International LLC

   7.375   1/1/2015      945      817,425

Huntsman International LLC

   7.875   11/15/2014      575      514,625

Methanex Corp. (Canada)(a)

   6.00   8/15/2015      585      487,059
              

Total

             4,329,109
              

Coal 0.46%

          

Arch Coal, Inc.

   8.75   8/1/2016      325      326,625

CONSOL Energy, Inc.

   7.875   3/1/2012      3,135      3,072,300

Drummond Co., Inc.

   7.375   2/15/2016      3,865      3,420,525
              

Total

             6,819,450
              

Computer Software 0.14%

          

BMC Software, Inc.

   7.25   6/1/2018      1,315      1,418,452

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Computer Software (continued)

          

Intuit, Inc.

   5.75   3/15/2017    $ 624    $ 638,071
              

Total

             2,056,523
              

Computer Technology 0.12%

          

EQT Corp.

   6.50   4/1/2018      1,710      1,729,352
              

Consumer Products 0.36%

          

Ralcorp Holdings, Inc.

   6.625   8/15/2039      5,161      5,360,607
              

Containers 1.02%

          

Ball Corp.

   6.875   12/15/2012      1,315      1,324,863

Pactiv Corp.

   5.875   7/15/2012      1,148      1,223,844

Rexam plc (United Kingdom)†(a)

   6.75   6/1/2013      8,811      9,203,882

Sealed Air Corp.

   6.875   7/15/2033      3,575      3,234,871
              

Total

             14,987,460
              

Diversified 0.19%

          

Tyco Electronics Group (Switzerland)(a)

   7.125   10/1/2037      2,776      2,784,506
              

Diversified Materials & Processing 0.05%

          

Tyco International Finance SA (Switzerland)(a)

   8.50   1/15/2019      650      786,089
              

Drugs 0.37%

          

Hospira, Inc.

   6.05   3/30/2017      2,220      2,312,230

Valeant Pharmaceuticals International

   8.375   6/15/2016      1,490      1,519,800

Watson Pharmaceuticals, Inc.

   6.125   8/15/2019      1,565      1,611,987
              

Total

             5,444,017
              

Electric: Equipment/Components 0.21%

          

Centrais Eletricas Brasileiras SA (Brazil)†(a)

   6.875   7/30/2019      438      464,280

Enel Finance International SA (Italy)†(a)

   6.25   9/15/2017      1,250      1,371,711

Enel Finance International SA (Italy)†(a)

   6.80   9/15/2037      1,117      1,289,838
              

Total

             3,125,829
              

Electric: Power 3.10%

          

Black Hills Corp.

   6.50   5/15/2013      3,795      3,969,779

Black Hills Corp.

   9.00   5/15/2014      2,415      2,721,736

E. On International Finance BV (Netherlands)†(a)

   6.65   4/30/2038      2,200      2,517,519

EDF SA (France)†(a)

   6.50   1/26/2019      817      934,580

Empresas Publicas de Medellin ESP (Columbia)†(a)

   7.625   7/29/2019      500      532,500

Entergy Arkansas, Inc.

   5.66   2/1/2025      1,800      1,715,924

Entergy Mississippi, Inc.

   6.64   7/1/2019      2,005      2,148,101

General Electric Capital Corp.

   6.00   8/7/2019      1,450      1,463,703

General Electric Capital Corp.

   6.875   1/10/2039      9,982      9,930,902

Kansas City Power & Light Co.

   7.15   4/1/2019      1,547      1,794,283

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Electric: Power (continued)

          

Kansas Gas & Electric Co.

   6.70   6/15/2019    $ 530    $ 600,045

Korea Hydro & Nuclear Power Co., Ltd. (South Korea)†(a)

   6.25   6/17/2014      900      951,617

Oncor Electric Delivery Co.

   6.375   1/15/2015      1,199      1,334,323

Oncor Electric Delivery Co.

   7.25   1/15/2033      1,265      1,542,822

Rochester Gas & Electric Corp.

   5.90   7/15/2019      1,004      1,071,536

Scottish Power plc (United Kingdom)(a)

   5.375   3/15/2015      1,720      1,808,867

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.165   10/25/2017      1,792      1,793,416

Texas-New Mexico Power Co.

   9.50   4/1/2019      6,345      7,425,363

Toledo Edison Co. (The)

   7.25   5/1/2020      1,172      1,369,140
              

Total

             45,626,156
              

Electrical: Household 0.25%

          

EDP Finance BV (Netherlands)†(a)

   6.00   2/2/2018      3,430      3,705,601
              

Electronics: Semi-Conductors/Components 0.84%

          

Agilent Technologies, Inc.

   6.50   11/1/2017      5,238      5,053,015

Analog Devices, Inc.

   5.00   7/1/2014      1,756      1,823,314

KLA-Tencor Corp.

   6.90   5/1/2018      5,398      5,529,679
              

Total

             12,406,008
              

Energy Equipment & Services 0.34%

          

Cameron International Corp.

   6.375   7/15/2018      942      970,827

EQT Corp.

   8.125   6/1/2019      974      1,096,085

Inergy Finance LP

   8.25   3/1/2016      1,510      1,502,450

Inergy Finance LP

   8.75   3/1/2015      743      754,145

NRG Energy, Inc.

   7.25   2/1/2014      175      170,625

NRG Energy, Inc.

   7.375   1/15/2017      490      467,950
              

Total

             4,962,082
              

Entertainment 0.02%

          

Peninsula Gaming LLC

   8.375   8/15/2015      275      270,875
              

Environmental Services 0.05%

          

Williams Cos., Inc. (The)

   8.75   1/15/2020      585      665,244
              

Financial: Miscellaneous 0.27%

          

Ford Motor Credit Co. LLC

   5.879 %#    6/15/2011      750      690,937

Ford Motor Credit Co. LLC

   7.875   6/15/2010      3,315      3,308,705
              

Total

             3,999,642
              

Financial Services 1.33%

          

Bear Stearns Cos., Inc.

   7.25   2/1/2018      3,315      3,786,383

Citigroup Funding, Inc.

   2.25   12/10/2012      6,740      6,812,489

CPM Holdings, Inc.

   10.625   9/1/2014      705      715,575

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Financial Services (continued)

          

Lukoil International Finance BV (Netherlands)†(a)

   6.656   6/7/2022    $ 925    $ 839,437

Marsh & McLennan Cos., Inc.

   9.25   4/15/2019      2,346      2,891,811

National Gas Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)

   6.05   1/15/2036      1,525      1,193,772

TNK-BP Finance SA (Luxembourg)†(a)

   7.50   7/18/2016      1,200      1,134,000

Western Union Co. (The)

   6.50   2/26/2014      2,077      2,268,028
              

Total

             19,641,495
              

Food 0.05%

          

H.J. Heinz Co.

   7.125   8/1/2039      629      741,102
              

Gaming 0.20%

          

International Game Technology

   7.50   6/15/2019      2,170      2,353,602

Mohegan Tribal Gaming Authority

   6.125   2/15/2013      770      635,250
              

Total

             2,988,852
              

Healthcare Products 0.30%

          

Biogen Idec, Inc.

   6.00   3/1/2013      400      425,116

Biogen Idec, Inc.

   6.875   3/1/2018      2,513      2,749,443

HCA, Inc.

   9.125   11/15/2014      1,192      1,206,900
              

Total

             4,381,459
              

Healthcare Services 0.03%

          

DASA Finance Corp.

   8.75   5/29/2018      430      449,350
              

Household Furnishings 0.10%

          

ALH Finance LLC/ALH Finance Corp.

   8.50   1/15/2013      985      916,050

Sealy Mattress Co.

   10.875   4/15/2016      465      502,200
              

Total

             1,418,250
              

Industrial Products 0.12%

          

Vale Overseas Ltd. (Brazil)(a)

   6.875   11/21/2036      1,763      1,773,939
              

Investment Management Companies 0.34%

          

BlackRock, Inc.

   6.25   9/15/2017      4,035      4,251,151

Lazard Group LLC

   7.125   5/15/2015      719      723,097
              

Total

             4,974,248
              

Leisure 0.08%

          

Seneca Gaming Corp.

   7.25   5/1/2012      605      571,725

Speedway Motorsports, Inc.

   8.75   6/1/2016      565      584,775
              

Total

             1,156,500
              

Machinery: Agricultural 0.59%

          

BAT International Finance plc (United Kingdom)†(a)

   8.125   11/15/2013      1,276      1,452,925

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Machinery: Agricultural (continued)

          

Ciliandra Perkasa Finance Co. Pte Ltd. (Indonesia)†(a)

   10.75   12/8/2011    $ 600    $ 610,500

Lorillard Tobacco Co.

   8.125   6/23/2019      5,984      6,668,606
              

Total

             8,732,031
              

Machinery: Oil Well Equipment & Services 0.19%

          

Pride International, Inc.

   7.375   7/15/2014      1,010      1,025,150

Pride International, Inc.

   8.50   6/15/2019      1,703      1,796,665
              

Total

             2,821,815
              

Manufacturing 0.06%

          

Wabtec Corp.

   6.875   7/31/2013      923      926,461
              

Media 0.52%

          

DirecTV Holdings LLC

   6.375   6/15/2015      1,128      1,147,740

DirecTV Holdings LLC

   7.625   5/15/2016      2,443      2,583,473

Discovery Communications LLC

   5.625   8/15/2019      3,849      3,943,204
              

Total

             7,674,417
              

Metals & Minerals Miscellaneous 1.71%

          

Anglo American Capital plc (United Kingdom)†(a)

   9.375   4/8/2014      6,611      7,543,673

CII Carbon LLC

   11.125   11/15/2015      2,475      2,295,562

Compass Minerals International, Inc.

   8.00   6/1/2019      775      775,000

Rio Tinto Finance USA Ltd. (Australia)(a)

   8.95   5/1/2014      5,587      6,517,856

Silgan Holdings, Inc.

   6.75   11/15/2013      2,566      2,527,510

Teck Resources Ltd. (Canada)(a)

   9.75   5/15/2014      500      542,500

Teck Resources Ltd. (Canada)(a)

   10.75   5/15/2019      4,337      4,960,444
              

Total

             25,162,545
              

Miscellaneous 0.25%

          

Freeport-McMoRan Copper & Gold, Inc.

   8.25   4/1/2015      1,750      1,826,403

Magellan Midstream Partners LP

   6.40   5/1/2037      862      901,593

Majapahit Holding BV (Netherlands)†(a)

   8.00   8/7/2019      1,000      1,016,200
              

Total

             3,744,196
              

Natural Gas 0.38%

          

Atmos Energy Corp.

   8.50   3/15/2019      907      1,116,181

Florida Gas Transmission Co. LLC

   7.90   5/15/2019      2,485      2,943,850

Tennessee Gas Pipeline Co.

   6.00   12/15/2011      1,485      1,471,185
              

Total

             5,531,216
              

Office Supplies 0.38%

          

Staples, Inc.

   9.75   1/15/2014      4,714      5,538,728
              

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil 1.58%

          

Ecopetrol SA (Columbia)†(a)

   7.625   7/23/2019    $ 683    $ 731,698

Empresa Nacional del Petroleo (Chile)†(a)

   6.25   7/8/2019      800      835,125

Gaz Capital SA (Luxembourg)†(a)

   8.125   7/31/2014      1,643      1,702,559

Mariner Energy, Inc.

   7.50   4/15/2013      685      650,750

Mariner Energy, Inc.

   11.75   6/30/2016      1,345      1,425,700

Panhandle Eastern Pipe Line Co.

   7.00   6/15/2018      1,200      1,308,561

Panhandle Eastern Pipe Line Co.

   8.125   6/1/2019      1,795      2,083,778

Petroleum Co. of Trinidad & Tobago Ltd. (Trinidad/Tobago)†(a)

   6.00   5/8/2022      600      541,500

Questar Market Resources, Inc.

   6.80   4/1/2018      2,010      2,052,558

Questar Market Resources, Inc.

   6.80   3/1/2020      1,545      1,582,808

Ras Laffan Liquefied Natural Gas Co., Ltd. II (Qatar)†(a)

   5.298   9/30/2020      1,500      1,492,635

Ras Laffan Liquefied Natural Gas Co., Ltd. III (Qatar)†(a)

   6.75   9/30/2019      1,800      1,890,338

Suncor Energy, Inc. (Canada)(a)

   6.85   6/1/2039      3,966      4,251,956

Woodside Finance Ltd. (Australia)†(a)

   8.125   3/1/2014      2,500      2,772,330
              

Total

             23,322,296
              

Oil: Crude Producers 1.12%

          

Anadarko Petroleum Corp.

   7.625   3/15/2014      1,561      1,766,165

Anadarko Petroleum Corp.

   8.70   3/15/2019      2,820      3,327,216

Cimarex Energy Co.

   7.125   5/1/2017      1,144      1,063,920

Encore Acquisition Co.

   9.50   5/1/2016      335      340,025

Gulfstream Natural Gas System LLC

   6.95   6/1/2016      1,613      1,790,059

Key Energy Services, Inc.

   8.375   12/1/2014      665      605,150

Maritimes & Northeast Pipeline LLC

   7.50   5/31/2014      4,840      5,105,948

Southwestern Energy Co.

   7.50   2/1/2018      915      925,294

Talisman Energy, Inc. (Canada)(a)

   7.75   6/1/2019      1,403      1,635,500
              

Total

             16,559,277
              

Oil: Integrated Domestic 1.26%

          

Ferrellgas Partners LP

   6.75   5/1/2014      1,090      1,005,525

Ferrellgas Partners LP

   6.75   5/1/2014      125      115,313

National Fuel Gas Co.

   6.50   4/15/2018      1,373      1,376,010

National Fuel Gas Co.

   8.75   5/1/2019      3,165      3,664,003

Newfield Exploration Co.

   7.625   3/1/2011      1,108      1,124,620

Pacific Energy Partners LP

   6.25   9/15/2015      2,005      2,033,230

Petronas Capital Ltd. (Malaysia)†(a)

   5.25   8/12/2019      4,400      4,396,137

Petronas Global Sukuk Ltd. (Malaysia)†(a)

   4.25   8/12/2014      3,400      3,395,420

Rockies Express Pipeline LLC

   6.25   7/15/2013      750      808,894

Rockies Express Pipeline LLC

   6.85   7/15/2018      540      601,593
              

Total

             18,520,745
              

Oil: Integrated International 0.04%

          

Questar Pipeline Co.

   5.83   2/1/2018      339      353,780

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Oil: Integrated International (continued)

          

Transocean Ltd. (Switzerland)(a)

   6.80   3/15/2038    $ 193    $ 218,025
              

Total

             571,805
              

Paper & Forest Products 0.08%

          

Sino-Forest Corp. (Canada)†(a)

   9.125   8/17/2011      635      650,875

Sino-Forest Corp. (Canada)†(a)

   10.25   7/28/2014      435      455,663
              

Total

             1,106,538
              

Plastics 0.05%

          

Plastipak Holdings, Inc.

   10.625   8/15/2019      755      792,750
              

Pollution Control 0.07%

          

Clean Harbors, Inc.

   7.625   8/15/2016      1,065      1,072,988
              

Real Estate Investment Trusts 0.18%

          

Simon Property Group LP

   6.75   5/15/2014      531      569,559

Tanger Properties LP

   6.15   11/15/2015      1,380      1,299,625

Ventas Realty LP/Ventas Capital Corp.

   6.50   6/1/2016      863      804,747
              

Total

             2,673,931
              

Retail: Specialty 0.22%

          

Kohl’s Corp.

   6.875   12/15/2037      2,952      3,226,344
              

Services 0.05%

          

Iron Mountain, Inc.

   8.625   4/1/2013      783      784,958
              

Steel 0.71%

          

Allegheny Technologies, Inc.

   9.375   6/1/2019      3,504      3,848,685

ArcelorMittal (Luxembourg)(a)

   9.85   6/1/2019      5,811      6,648,260
              

Total

             10,496,945
              

Technology 0.21%

          

Fisher Scientific International, Inc.

   6.75   8/15/2014      2,961      3,061,798
              

Telecommunications 1.46%

          

Atlantic Broadband Finance LLC

   9.375   1/15/2014      900      834,750

DigitalGlobe, Inc.

   10.50   5/1/2014      820      862,025

Intelsat Subsidiary Holding Co., Ltd.

   8.875   1/15/2015      850      856,375

NII Capital Corp.

   10.00   8/15/2016      2,200      2,189,000

Nordic Telephone Holdings Co. (Denmark)†(a)

   8.875   5/1/2016      1,925      1,963,500

Qtel International Finance Ltd.

   6.50   6/10/2014      1,050      1,140,086

Sprint Nextel Corp.

   8.375   8/15/2017      1,161      1,111,657

Telecom Italia Capital SpA (Italy)(a)

   6.375   11/15/2033      3,385      3,370,536

Telecom Italia Capital SpA (Italy)(a)

   7.20   7/18/2036      4,274      4,704,234

Telemar Norte Leste SA (Brazil)†(a)

   9.50   4/23/2019      900      1,060,875

Vimpel-Communications (Ireland)†(a)

   9.125   4/30/2018      597      597,000

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Telecommunications (continued)

          

Virgin Media Finance plc (United Kingdom)(a)

   9.50   8/15/2016    $ 600    $ 619,500

Wind Acquisition Finance SA (Italy)†(a)

   10.75   12/1/2015      975      1,053,000

Wind Acquisition Finance SA (Italy)†(a)

   11.75   7/15/2017      1,000      1,090,000
              

Total

             21,452,538
              

Telephone-Long Distance 0.07%

          

Centennial Communications Corp.

   10.00   1/1/2013      975      1,004,250
              

Tobacco 0.44%

          

Altria Group, Inc.

   9.95   11/10/2038      4,914      6,495,369
              

Transportation: Miscellaneous 0.13%

          

Commercial Barge Line Co.

   12.50   7/15/2017      1,075      1,064,250

TGI International Ltd. (Colombia)†(a)

   9.50   10/3/2017      765      814,725
              

Total

             1,878,975
              

Utilities 0.14%

          

Commonwealth Edison Co.

   6.95   7/15/2018      1,360      1,524,574

El Paso Electric Co.

   7.50   3/15/2038      441      459,165
              

Total

             1,983,739
              

Utilities: Electrical 0.31%

          

IPALCO Enterprises, Inc.

   8.625   11/14/2011      1,320      1,353,000

TAQA Abu Dhabi National Energy Co. (United Arab Emirates)†(a)

   6.50   10/27/2036      3,485      3,174,675
              

Total

             4,527,675
              

Utilities: Miscellaneous 0.30%

          

American Water Capital Corp.

   6.593   10/15/2037      2,161      2,199,254

Source Gas LLC

   5.90   4/1/2017      2,774      2,255,010
              

Total

             4,454,264
              

Total Corporate Bonds
(cost $464,045,018)

             496,946,441
              

FLOATING RATE LOAN 0.12%

          

Utilities: Electrical

          

Texas Competitive Electric Holdings Co. LLC Term Loan B1(b)
(cost $1,735,784)

   2.276% - 2.285   10/10/2014      2,250      1,711,206
              

FOREIGN GOVERNMENT OBLIGATIONS(a) 3.84%

          

Dominican Republic (Dominican Republic)

   9.04   1/23/2018      2,772      2,570,835

Export Development Canada (Canada)

   2.375   3/19/2012      2,440      2,492,421

Federal Republic of Brazil (Brazil)

   5.875   1/15/2019      4,460      4,627,250

Federal Republic of Brazil (Brazil)

   6.00   1/17/2017      800      840,000

Federal Republic of Brazil (Brazil)

   7.125   1/20/2037      450      499,500

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

FOREIGN GOVERNMENT OBLIGATIONS(a) (continued)

          

Mubadala Development Company - Global Medium Term Note (United Arab Emirates)†(a)

   5.75   5/6/2014    $ 1,300    $ 1,357,936

Republic of Argentina (Argentina)

   8.28   12/31/2033      1,526      892,925

Republic of Colombia (Colombia)

   7.375   3/18/2019      1,818      1,994,346

Republic of Costa Rica (Costa Rica)

   9.995   8/1/2020      1,239      1,530,165

Republic of Gabon (Gabon)

   8.20   12/12/2017      1,500      1,475,625

Republic of Ghana (Ghana)

   8.50   10/4/2017      2,000      1,845,000

Republic of Indonesia (Indonesia)

   8.50   10/12/2035      1,250      1,418,750

Republic of Indonesia (Indonesia)

   11.625   3/4/2019      900      1,219,500

Republic of Panama (Panama)

   7.25   3/15/2015      220      245,080

Republic of Panama (Panama)

   8.875   9/30/2027      1,200      1,488,000

Republic of Peru (Peru)

   7.125   3/30/2019      2,320      2,563,600

Republic of Philippines (Philippines)

   8.375   6/17/2019      500      586,875

Republic of Philippines (Philippines)

   10.625   3/16/2025      1,300      1,766,375

Republic of Poland (Poland)

   6.375   7/15/2019      1,513      1,630,820

Republic of South Africa (South Africa)

   6.875   5/27/2019      850      916,937

Republic of Turkey (Turkey)

   11.875   1/15/2030      964      1,508,660

Republic of Uruguay (Uruguay)

   8.00   11/18/2022      1,805      1,949,400

Republic of Venezuela (Venezuela)

   8.50   10/8/2014      1,700      1,436,500

Republic of Venezuela (Venezuela)

   9.375   1/13/2034      5,537      3,792,845

Russia Eurobonds (Russia)

   7.50   3/31/2030      8,356      8,596,070

Ukraine Government (Ukraine)

   6.58   11/21/2016      750      620,625

Ukraine Government (Ukraine)

   7.65   6/11/2013      1,400      1,295,000

United Mexican States (Mexico)

   5.875   2/17/2014      5,036      5,338,160
              

Total Foreign Government Obligations
(cost $52,410,668)

             56,499,200
              

GOVERNMENT SPONSORED ENTERPRISES BONDS 1.11%

          

Federal National Mortgage Assoc.
(cost $16,370,162)

   5.25   9/15/2016      14,766      16,393,139
              

GOVERNMENT SPONSORED ENTERPRISES COLLATERALIZED MORTGAGE OBLIGATIONS 0.34%

          

Federal Home Loan Mortgage Corp. K003 A5
(cost $4,933,874)

   5.085   3/25/2019      4,750      5,003,692
              

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 21.80%

          

Federal Home Loan Mortgage Corp.

   5.00   3/1/2019 - 7/1/2021      31,155      32,739,454

Federal Home Loan Mortgage Corp.(c)

   5.00   TBA      31,050      32,335,656

Federal Home Loan Mortgage Corp.

   5.021 %#    8/1/2035      9,644      10,021,700

Federal Home Loan Mortgage Corp.

   5.221 %#    12/1/2037      6,254      6,556,640

Federal Home Loan Mortgage Corp.

   5.69 %#    11/1/2035      3,243      3,417,490

Federal Home Loan Mortgage Corp.

   6.00   3/1/2016 - 4/1/2016      667      712,033

Federal Home Loan Mortgage Corp.

   7.00   8/1/2032      52      57,663

Federal National Mortgage Assoc.

   4.91   4/1/2016      5,679      6,091,860

Federal National Mortgage Assoc.(c)

   5.00   TBA      19,000      19,501,714

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)

          

Federal National Mortgage Assoc.

   5.258 %#    10/1/2035    $ 5,664    $ 5,883,901

Federal National Mortgage Assoc.

   5.466 %#    5/1/2037      11,402      11,946,232

Federal National Mortgage Assoc.(c)

   5.50   TBA      17,600      18,323,254

Federal National Mortgage Assoc.

   5.50   6/1/2033 - 12/1/2036      127,932      133,825,597

Federal National Mortgage Assoc.

   5.622 %#    8/1/2036      3,569      3,759,294

Federal National Mortgage Assoc.

   5.641 %#    10/1/2038      6,776      7,121,650

Federal National Mortgage Assoc.

   5.714 %#    10/1/2036      4,744      5,001,036

Federal National Mortgage Assoc.

   5.819 %#    10/1/2036      2,770      2,916,432

Federal National Mortgage Assoc.

   5.878 %#    5/1/2036      3,244      3,426,884

Federal National Mortgage Assoc.

   5.922 %#    8/1/2036      7,377      7,769,558

Federal National Mortgage Assoc.

   5.937 %#    12/1/2036      9,131      9,620,954
              

Total Government Sponsored Enterprises Pass-Throughs
(cost $310,866,152)

             321,029,002
              

Municipal Bonds 2.03%

          

Education 0.09%

          

Texas A&M Univ Rev Fin Sys Ser A

   5.00   5/15/2029      1,240      1,306,166
              

General Obligation 0.09%

          

Chicago IL Metro Wtr Reclamation Dist - Greater Chicago Build America Bds

   5.72   12/1/2038      1,315      1,398,555
              

Healthcare 0.27%

          

Fairfax Cnty VA Indl Dev Auth Rev Hlthcare Inova Hlth Sys Ser A

   5.50   5/15/2035      3,820      3,959,124
              

Housing 0.04%

          

Port of Seattle WA Ser B1

   7.00   5/1/2036      605      633,846
              

Power 0.36%

          

Chula Vista CA Rev San Diego Gas Ser E Rmkt

   5.875   1/1/2034      1,385      1,405,886

Platte River Pwr Auth CO Rev Ser HH

   5.00   6/1/2028      2,250      2,377,823

Sacramento CA Muni Util Dist Rev Build America Bds Ser V

   6.322   5/15/2036      1,400      1,468,278
              

Total

             5,251,987
              

Pre-Refunded 0.22%

          

NY St Metro Transn Auth Rev Build America Bds

   7.336   11/15/2039      1,680      2,049,130

NY St Metro Transn Auth Rev Ser B

   5.00   11/15/2034      1,160      1,174,720
              

Total

             3,223,850
              

Toll Roads 0.51%

          

IL St Toll Hwy Auth Rev Build America Bds

   6.184   1/1/2034      1,300      1,404,442

Metro Washington DC Arpts Auth Dulles Toll Rd Rev Build America Bds

   7.462   10/1/2046      2,095      2,199,289

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

Toll Roads (continued)

          

NC Tpk Auth Rev Build America Bds

   6.70   1/1/2039    $ 1,365    $ 1,445,344

North TX Twy Auth Rev Build America Bds

   6.718   1/1/2049      2,265      2,442,191
              

Total

             7,491,266
              

Transportation 0.20%

          

NJ St Tpk Auth Rev Build America Bds Ser F

   7.414   1/1/2040      725      884,529

NJ St Tpk Auth Rev Ser E

   5.25   1/1/2040      1,095      1,130,796

UT Transit Auth Rev Build America Bds Ser B

   5.937   6/15/2039      935      995,840
              

Total

             3,011,165
              

Water/Sewer 0.25%

          

MA St Wtr Res Auth Rev Ser B

   5.00   8/1/2039      1,570      1,609,407

Riverside CA Swr Rev Build America Bds

   7.20   8/1/2039      1,910      2,021,353
              

Total

             3,630,760
              

Total Municipal Bonds
(cost $28,196,117)

             29,906,719
              

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 18.06%

          

Banc of America Commercial Mortgage, Inc. 2002-2 A3

   5.118   7/11/2043      2,618      2,689,903

Banc of America Commercial Mortgage, Inc. 2003-1 A1

   3.878   9/11/2036      1,806      1,827,581

Banc of America Commercial Mortgage, Inc. 2003-2 A2

   4.342   3/11/2041      1,504      1,522,881

Banc of America Commercial Mortgage, Inc. 2003-2 A4

   5.061   3/11/2041      1,100      1,091,067

Banc of America Commercial Mortgage, Inc. 2004-2 A5

   4.58   11/10/2038      400      377,981

Banc of America Commercial Mortgage, Inc. 2004-6 A2

   4.161   12/10/2042      1,681      1,682,704

Banc of America Commercial Mortgage, Inc. 2005-2 A5

   4.857   7/10/2043      2,870      2,690,983

Banc of America Commercial Mortgage, Inc. 2005-3 A4

   4.668   7/10/2043      6,914      6,441,278

Banc of America Commercial Mortgage, Inc. 2005-4 A2

   4.764   7/10/2045      1,205      1,217,056

Banc of America Commercial Mortgage, Inc. 2005-4 A5A

   4.933   7/10/2045      2,950      2,718,435

Banc of America Commercial Mortgage, Inc. 2005-5 A4

   5.115   10/10/2045      2,000      1,887,621

Banc of America Commercial Mortgage, Inc. 2005-6 A2

   5.165   9/10/2047      2,805      2,846,417

Banc of America Commercial Mortgage, Inc. 2006-1 A4

   5.372   9/10/2045      3,555      3,211,120

Bear Stearns Commercial Mortgage Securities, Inc. 2002-TOP6 A2

   6.46   10/15/2036      7,500      7,882,924

Bear Stearns Commercial Mortgage Securities, Inc. 2004-PWR5 A2

   4.254   7/11/2042      499      500,135

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 A2

   5.27   12/11/2040    $ 6,575    $ 6,604,423

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PW10 AAB

   5.382   12/11/2040      12,360      12,725,809

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A1

   4.498   9/11/2042      906      912,411

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A2

   4.735   9/11/2042      350      350,576

Bear Stearns Commercial Mortgage Securities, Inc. 2005-PWR9 A4A

   4.871   9/11/2042      7,760      7,244,580

Bear Stearns Commercial Mortgage Securities, Inc. 2005-T18 A2

   4.556   2/13/2042      534      534,680

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW11 AAB

   5.623 %#    3/11/2039      2,320      2,304,305

Bear Stearns Commercial Mortgage Securities, Inc. 2006-PW13 AAB

   5.53   9/11/2041      775      769,325

Citigroup Commercial Mortgage Trust 2005-C3 A1

   4.391   5/15/2043      264      265,016

Citigroup Commercial Mortgage Trust 2005-C3 A4

   4.86   5/15/2043      949      917,167

Citigroup Commercial Mortgage Trust 2006-C5 A2

   5.378   10/15/2049      875      879,453

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A1

   5.047   7/15/2044      552      554,373

Citigroup/Deutsche Bank Commercial Mortgage Trust 2005-CD1 A4

   5.399 %#    7/15/2044      8,615      8,349,743

Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD2 AAB

   5.575 %#    1/15/2046      9,071      8,855,865

Commercial Mortgage Pass-Through Certificates 2005-C6 A1

   4.735   6/10/2044      702      704,023

Commercial Mortgage Pass-Through Certificates 2005-C6 A5A

   5.116   6/10/2044      1,525      1,474,859

CS First Boston Mortgage Securities Corp. 2001-CK6 A3

   6.387   8/15/2036      10,967      11,478,276

CS First Boston Mortgage Securities Corp. 2002-CP5 A2

   4.94   12/15/2035      4,000      4,139,496

CS First Boston Mortgage Securities Corp. 2003-C4 A4

   5.137   8/15/2036      2,000      2,056,691

CS First Boston Mortgage Securities Corp. 2005-C2 A4

   4.832   4/15/2037      2,560      2,480,557

CS First Boston Mortgage Securities Corp. 2005-C3 A4

   4.686   7/15/2037      6,263      6,026,954

CS First Boston Mortgage Securities Corp. 2005-C3 AAB

   4.614   7/15/2037      1,530      1,545,845

CS First Boston Mortgage Securities Corp. 2005-C6 A1

   4.938   12/15/2040      157      158,227

GE Capital Commercial Mortgage Corp. 2004-C3 A2

   4.433   7/10/2039      505      509,705

GE Capital Commercial Mortgage Corp. 2005-C3 A2

   4.853   7/10/2045      300      302,656

GE Capital Commercial Mortgage Corp. 2005-C3 A7A

   4.974   7/10/2045      5,650      5,321,856

GE Capital Commercial Mortgage Corp. 2006-C1 A1

   5.455 %#    3/10/2044      1,185      1,203,484

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

          

GE Capital Commercial Mortgage Corp. 2006-C1 A2

   5.515 %#    3/10/2044    $ 5,915    $ 5,946,021

GE Capital Commercial Mortgage Corp. 2006-C1 A4

   5.515 %#    3/10/2044      2,620      2,516,059

GMAC Commercial Mortgage Securities, Inc. 2002-C3 A2

   4.93   7/10/2039      4,313      4,419,328

GMAC Commercial Mortgage Securities, Inc. 2003-C1 A1

   3.337   5/10/2036      7,219      7,269,351

GMAC Commercial Mortgage Securities, Inc. 2003-C2 A2

   5.668 %#    5/10/2040      10,370      10,661,540

GMAC Commercial Mortgage Securities, Inc. 2004-C2 A2

   4.76   8/10/2038      562      572,065

GMAC Commercial Mortgage Securities, Inc. 2005-C1 A2

   4.471   5/10/2043      4,000      4,028,120

GMAC Commercial Mortgage Securities, Inc. 2006-C1 A4

   5.238   11/10/2045      1,581      1,445,990

Greenwich Capital Commercial Funding Corp. 2003-C1 A2

   3.285   7/5/2035      605      608,673

GS Mortgage Securities Corp. II 2005-GG4 A4A

   4.751   7/10/2039      7,000      6,498,987

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C1 A3

   5.376   7/12/2037      1,000      1,037,547

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-C3 A2

   4.994   7/12/2035      923      896,541

JPMorgan Chase Commercial Mortgage Securities Corp. 2002-CIB4 A3

   6.162   5/12/2034      5,000      5,257,795

JPMorgan Chase Commercial Mortgage Securities Corp. 2003-C1 A2

   4.985   1/12/2037      3,033      3,079,563

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-CB12 A4

   4.895   9/12/2037      1,600      1,486,334

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-CB13 A2

   5.247   1/12/2043      845      844,441

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP2 A4

   4.738   7/15/2042      2,600      2,473,139

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A2

   5.198   12/15/2044      880      878,382

JPMorgan Chase Commercial Mortgage Securities Corp. 2005-LDP5 A4

   5.344 %#    12/15/2044      2,247      2,136,743

LB-UBS Commercial Mortgage Trust 2001-C7 A5

   6.133   12/15/2030      3,500      3,680,127

LB-UBS Commercial Mortgage Trust 2003-C5 A4

   4.685   7/15/2032      800      801,524

LB-UBS Commercial Mortgage Trust 2003-C7 A4

   4.931   9/15/2035      3,500      3,495,803

LB-UBS Commercial Mortgage Trust 2003-C8 A4

   5.124   11/15/2032      1,815      1,841,328

LB-UBS Commercial Mortgage Trust 2004-C6 A2

   4.187   8/15/2029      579      578,806

LB-UBS Commercial Mortgage Trust 2004-C8 A2

   4.201   12/15/2029      1,175      1,172,303

LB-UBS Commercial Mortgage Trust 2005-C1 A2

   4.31   2/15/2030      700      700,110

LB-UBS Commercial Mortgage Trust 2005-C3 A2

   4.553   7/15/2030      126      126,917

LB-UBS Commercial Mortgage Trust 2005-C3 A5

   4.739   7/15/2030      350      336,226

LB-UBS Commercial Mortgage Trust 2005-C5 AAB

   4.93   9/15/2030      1,360      1,365,661

LB-UBS Commercial Mortgage Trust 2005-C7 A4

   5.197   11/15/2030      1,200      1,166,999

LB-UBS Commercial Mortgage Trust 2006-C6 AAB

   5.341   9/15/2039      1,000      961,788

Merrill Lynch Mortgage Trust 2004-KEY2 A2

   4.166   8/12/2039      1,637      1,648,433

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
    Value

NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)

         

Merrill Lynch Mortgage Trust 2005-CIP1 A4

   5.047   7/12/2038    $ 4,100      $ 3,968,999

Merrill Lynch Mortgage Trust 2005-CKI1 A6

   5.405 %#    11/12/2037      1,500        1,458,706

Merrill Lynch Mortgage Trust 2005-MCP1 ASB

   4.674   6/12/2043      1,275        1,294,782

Merrill Lynch Mortgage Trust 2005-MKB2 A2

   4.806   9/12/2042      1,166        1,163,432

Merrill Lynch Mortgage Trust 2006-C1 A1

   5.528   5/12/2039      507        514,171

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-1 A2

   5.439   2/12/2039      1,500        1,508,284

Merrill Lynch/Countrywide Commercial Mortgage Trust 2006-3 A2

   5.291   7/12/2046      795        792,101

Morgan Stanley Capital I 2003-IQ4 A1

   3.27   5/15/2040      2,291        2,299,858

Morgan Stanley Capital I 2004-HQ3 A2

   4.05   1/13/2041      1,014        1,024,334

Morgan Stanley Capital I 2005-HQ6 A4A

   4.989   8/13/2042      1,940        1,869,708

Morgan Stanley Capital I 2005-HQ7 A4

   5.378 %#    11/14/2042      950        920,031

Morgan Stanley Capital I 2005-HQ7 AAB

   5.355 %#    11/14/2042      520        534,508

Morgan Stanley Capital I 2005-T19 A2

   4.725   6/12/2047      1,459        1,471,341

Morgan Stanley Capital I 2006-HQ8 A4

   5.558 %#    3/12/2044      8,575        7,763,272

Morgan Stanley Capital I 2006-HQ8 AAB

   5.562 %#    3/12/2044      1,300        1,286,507

Morgan Stanley Capital I 2006-T21 A2

   5.09   10/12/2052      4,150        4,156,879

Wachovia Bank Commercial Mortgage Trust 2002-C1 A4

   6.287   4/15/2034      780        843,857

Wachovia Bank Commercial Mortgage Trust 2003-C5 A1

   2.986   6/15/2035      7,125        7,143,943

Wachovia Bank Commercial Mortgage Trust 2003-C5 A2

   3.989   6/15/2035      5,330        5,234,131

Wachovia Bank Commercial Mortgage Trust 2003-C6 A4

   5.125   8/15/2035      3,825        3,819,903

Wachovia Bank Commercial Mortgage Trust 2005-C16 A2

   4.38   10/15/2041      1,392        1,395,452

Wachovia Bank Commercial Mortgage Trust 2005-C19 A2

   4.516   5/15/2044      1,298        1,307,864

Wachovia Bank Commercial Mortgage Trust 2005-C22 A2

   5.242   12/15/2044      594        603,950

Wachovia Bank Commercial Mortgage Trust 2005-C22 A4

   5.44 %#    12/15/2044      5,130        4,967,509

Wachovia Bank Commercial Mortgage Trust 2006-C27 APB

   5.727   7/15/2045      1,545        1,475,558
             

Total Non-Agency Commercial Mortgage-Backed Securities
(cost $250,508,649)

            266,010,165
             

PASS-THROUGH AGENCY 0.00%

         

Government National Mortgage Assoc.
(cost $39)

   12.00   8/15/2013      —   (d)      55
             

U.S. TREASURY OBLIGATIONS 11.00%

         

U.S. Treasury Bond

   4.25   5/15/2039      3,904        3,948,533

U.S. Treasury Note

   1.00   7/31/2011      12,639        12,660,726

U.S. Treasury Note

   1.50   7/15/2012      21,218        21,266,080

U.S. Treasury Note

   1.75   8/15/2012      12,681        12,785,035

U.S. Treasury Note

   2.375   8/31/2014      2,003        2,002,219

U.S. Treasury Note

   2.625   7/31/2014      22,309        22,580,902

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

LORD ABBETT INVESTMENT TRUST - TOTAL RETURN FUND August 31, 2009

 

Investments

   Interest
Rate
    Maturity
Date
   Principal
Amount
(000)
   Value  

U.S. TREASURY OBLIGATIONS (continued)

          

U.S. Treasury Note

   3.00   8/31/2016    $ 25,950    $ 25,901,370   

U.S. Treasury Note

   3.25   7/31/2016      25,896      26,300,651   

U.S. Treasury Note

   3.625   8/15/2019      1,146      1,167,487   

U.S. Treasury Note Inflation Index Bond(e)

   1.625   1/15/2015      3,179      3,176,993   

U.S. Treasury Strips

   Zero Coupon      11/15/2022      21,095      12,015,311   

U.S. Treasury Strips

   Zero Coupon      11/15/2027      39,788      18,147,068   
                

Total U.S. Treasury Obligations
(cost $159,290,596)

             161,952,375   
                

Total Long-Term Investments
(cost $1,375,606,122)

             1,442,998,202   
                

SHORT-TERM INVESTMENTS 7.44%

          

Repurchase Agreements

          

Repurchase Agreement dated 8/31/2009, 0.11% due 9/1/2009 with JPMorgan Chase & Co. collateralized by $104,605,000 of Federal Home Loan Bank at 0.65% due 9/10/2009; value: $105,289,142; proceeds: $103,071,315

          103,071      103,071,000   

Repurchase Agreement dated 8/31/2009, 0.01% due 9/1/2009 with State Street Bank & Trust Co. collateralized by $6,625,000 of U.S. Treasury Bill at 0.335% due 12/24/2009; value: $6,621,688; proceeds: $6,489,762

          6,490      6,489,760   
                

Total Short-Term Investments
(cost $109,560,760)

             109,560,760   
                

Total Investments in Securities 105.43%
(cost $1,485,166,882)

             1,552,558,962   
                

Liabilities in Excess of Other Assets (5.43%)

             (79,988,177
                

Net Assets 100.00%

           $ 1,472,570,785   
                

 

# Variable rate security. The interest rate represents the rate at August 31, 2009.
Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under the Act or exempted from registration, may only be resold to qualified institutional investors. Unless otherwise noted, 144A securities are deemed to be liquid.
(a) Foreign security traded in U.S. dollars.
(b) Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the London Inter-Bank Offered Rate (“LIBOR”) or the prime rate offered by major U.S. banks.
(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) Amount is less than $1,000.
(e) Treasury Inflation Protected Security. A U.S. Treasury Note or Bond that offers protection from inflation by paying a fixed rate of interest on principal amount that is adjusted for inflation based on the Consumer Price Index.

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, 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 eleven funds (separately, a “Fund” and collectively, the “Funds”): Lord Abbett Balanced Strategy Fund (“Balanced Strategy Fund”), Lord Abbett Convertible Fund (“Convertible Fund”), Lord Abbett Core Fixed Income Fund (“Core Fixed Income Fund”), Lord Abbett Diversified Equity Strategy Fund (“Diversified Equity Strategy Fund”), Lord Abbett Diversified Income Strategy Fund (“Diversified Income Strategy Fund”), Lord Abbett Floating Rate Fund (“Floating Rate Fund”), Lord Abbett Growth & Income Strategy Fund (“Growth & Income Strategy Fund”), Lord Abbett High Yield Fund (“High Yield Fund”), Lord Abbett Income Fund (“Income Fund”), Lord Abbett Short Duration Income Fund (“Short Duration Income Fund”) and Lord Abbett Total Return Fund (“Total Return Fund”).

Balanced Strategy Fund’s investment objective is to seek current income and capital growth. Convertible Fund’s investment objective is to seek current income and the opportunity for capital appreciation to produce high total return. Core Fixed Income Fund’s and Total Return Fund’s investment objective is to seek income and capital appreciation to produce a high total return. Diversified Equity Strategy Fund’s investment objective is to seek capital appreciation. Each of Diversified Income Strategy Fund’s and Floating Rate Fund’s investment objective is to seek a high level of current income. Growth & Income Strategy Fund’s investment objective is to seek long-term capital appreciation and growth of income. High Yield Fund’s investment objective is to seek high current income and the opportunity for capital appreciation to produce a high total return. Each of Income Fund’s and Short Duration Income Fund’s investment objective is to seek a high level of income consistent with preservation of capital. Each of Balanced Strategy Fund, Diversified Equity Strategy Fund, Diversified Income Strategy Fund and Growth & Income Strategy Fund invests in other mutual funds (“Underlying Funds”) managed by Lord, Abbett & Co. LLC (“Lord Abbett”).

2. SIGNIFICANT ACCOUNTING POLICIES

 

(a) Investment Valuation-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 more accurately reflect their fair value as of the close of regular trading on the New York Stock Exchange LLC (“NYSE”). Each Fund may rely on an independent fair valuation service in adjusting the valuations of foreign securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and asked prices. Fixed income securities are valued at the mean between the bid and asked prices on the basis of prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and 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. Loans are valued at the average of bid and ask quotations from dealers in loans on the basis of prices supplied by independent pricing services. Securities for which market quotations are not readily available are valued at fair value as determined by management and approved in good faith by the Board of Trustees. 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. Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates current market 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.

 

(d) Forward Foreign Currency Exchange Contracts-The Floating Rate Fund, High Yield Fund, Income Fund, Short Duration Income Fund and Total Return 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 and to lock in the U.S. dollar cost of firm purchase and sale commitments for securities denominated in foreign currencies. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated rate. Forward contracts may also be structured for cash settlement, rather than physical delivery. The contracts are valued daily at forward exchange rates. As of August 31, 2009, only Income Fund had open forward foreign currency exchange contracts.


Notes to Schedule of Investments (unaudited)(continued)

 

(e) Futures Contracts-Each Fund may purchase and sell futures contracts for bona fide hedging purposes including hedging against changes in interest rates and securities prices. 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 called “variation margin” are made on a daily basis as the market price of the futures contract fluctuates. The Funds 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. Generally, open futures contracts are marked to market for federal income tax purposes at fiscal year-end. As of August 31, 2009, Core Fixed Income Fund, Income Fund, and Short Duration Income Fund had open futures contracts.

 

(f) When-Issued or Forward Transactions-Each Fund may purchase portfolio securities on a when-issued or forward basis. When-issued, forward transactions or to-be-announced (“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 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 value of the security in determining its NAV. Each Fund, generally, has the ability to close out a purchase obligation on or before the settlement date rather than take delivery of the security. Under no circumstances will settlement for such securities take place more than 120 days after the purchase date.

 

(g) 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 value of these securities has declined, a Fund may incur a loss upon disposition of the securities.

 

(h) Mortgage Dollar Rolls-Each Fund may enter into mortgage dollar rolls in which a Fund sells 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) Time Deposits-Each Fund is authorized to temporarily invest a substantial amount of its assets in various short-term fixed income securities. Time deposits are non-negotiable deposits maintained at a banking institution for a specified period of time at a specified interest rate.

 

(j) Floating Rate Loans-The Floating Rate Fund, High Yield Fund, Income Fund, Short Duration Income Fund and Total Return 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 London InterBank Offered Rate (“LIBOR”) or the prime rate offered by a designated U.S. bank.

The loans in which a Fund invests are generally readily marketable, but may be subject to some restrictions on resale. For example, a Fund may be contractually obligated to receive approval from the Agent and/or Borrower prior to the sale of these investments. A Fund generally has no right to enforce compliance with the terms of the loan agreement with the Borrower. As a result, a Fund assumes the credit risk of the Borrower, the selling participant and any other persons interpositioned between the Fund and the Borrower (“Intermediate Participants”). In the event that the Borrower, selling participant or Intermediate Participants become insolvent or enters into bankruptcy, the 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 the Fund to the Borrower. At any point in time, up to the maturity date of the issue, the Borrower may demand the unfunded portion. These unfunded amounts are recorded in memorandum accounts. As of August 31, 2009, the Floating Rate Fund had the following unfunded loan commitments:

 

Borrower

   Unfunded
Commitment
   Unrealized
Depreciation
 

Aleris International, Inc. Debtor in Possession Term Loan, 2/13/2010

   $ 125,222    $ (626

Cooper Standard Automotive, Inc. Debtor in Possession Term Loan A, 12/23/2011

     139,147      (2,087

Cooper Standard Automotive, Inc. Debtor in Possession Term Loan B, 12/23/2011

     54,113      (812
               

Total

   $ 318,482    $ (3,525
               

 

(k) Fair Value Measurements-In accordance with FASB Statement of Financial Accounting Standards No. SFAS 157, Fair Value Measurements (“SFAS 157”), fair value is defined as the price that each Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. SFAS 157 established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk—for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

 

   

Level 1 - 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).

The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities.

The following is a summary of the inputs used as of August 31, 2009 in valuing each Fund’s investments carried at value:

 

      Balanced Strategy Fund    Convertible Fund

Investment Type*

   Level 1
(000)
   Level 2
(000)
   Total
(000)
   Level 1    Level 2    Level 3    Total

Common Stocks

   $ —      $ —      $ —      $ 4 ,042,500    $ —      $ —      $ 4,042,500

Convertible Bonds

     —        —        —        —        286,878,217      2,550,000      289,428,217

Convertible Preferred Stocks

     —        —        —        37,463,497      31,175,209      —        68,638,706

Corporate Bond

     —        —        —        —        902,508      —        902,508

Underlying Funds

     1,179,406      —        1,179,406      —        —        —        —  

Repurchase Agreement

     —        584      584      —        8,351,633      —        8,351,633
                                                

Total

   $ 1,179,406    $ 584    $ 1,179,990    $ 41,505,997    $ 327,307,567    $ 2,550,000    $ 371,363,564
                                                


Notes to Schedule of Investments (unaudited)(continued)

 

      Core Fixed Income Fund    Diversified Equity Strategy Fund

Investment Type*

   Level 1    Level 2    Total    Level 1
(000)
   Level 2
(000)
   Total
(000)

Asset-Backed Securities

   $ —      $ 29,727,893    $ 29,727,893    $ —      $ —      $ —  

Corporate Bonds

     —        105,890,236      105,890,236      —        —        —  

Foreign Government Obligations

     —        1,527,090      1,527,090      —        —        —  

Government Sponsored Enterprises Bonds

     —        5,056,938      5,056,938      —        —        —  

Government Sponsored Enterprises Collateralized Mortgage Obligations

     —        1,274,625      1,274,625      —        —        —  

Government Sponsored Enterprises Pass-Throughs

     —        94,069,162      94,069,162      —        —        —  

Municipal Bonds

     —        7,434,425      7,434,425      —        —        —  

Non-Agency Commercial Mortgage-Backed Securities

     —        69,694,707      69,694,707      —        —        —  

Underlying Funds

     —        —        —        114,820      —        114,820

U.S. Treasury Obligations

     —        45,081,138      45,081,138      —        —        —  

Repurchase Agreement

     —        34,483,566      34,483,566      —        476      476
                                         

Total

   $ —      $ 394,239,780    $ 394,239,780    $ 114,820    $ 476    $ 115,296
                                         

Other Financial Instruments

                 
                                         

Futures

   $ 3,027    $ —      $ 3,027    $ —      $ —      $ —  
                                         

Total

   $ 3,027    $ —      $ 3,027    $ —      $ —      $ —  
                                         

 

      Diversified Income Strategy Fund    Floating Rate Fund

Investment Type*

   Level 1
(000)
   Level 2
(000)
   Total
(000)
   Level 1    Level 2    Level 3    Total

Corporate Bonds

   $ —      $ —      $ —      $ —      $ 17,142,639    $ —      $ 17,142,639

Floating Rate Loans

     —        —        —        —        304,754,246      13,242,832      317,997,078

Underlying Funds

     126,389      —        126,389      —        —        —        —  

Repurchase Agreement

     —        410      410      —        22,559,000      —        22,559,000

Time Deposit

     —        —        —        —        152      —        152
                                                

Total

   $ 126,389    $ 410    $ 126,799    $ —      $ 344,456,037    $ 13,242,832    $ 357,698,869
                                                


Notes to Schedule of Investments (unaudited)(continued)

 

      Growth & Income Strategy Fund    High Yield Fund

Investment Type*

   Level 1
(000)
   Level 2
(000)
   Total
(000)
   Level 1    Level 2    Level 3    Total

Common Stock

   $ —      $ —      $ —      $ —      $ —      $ 1,278,938    $ 1,278,938

Convertible Bonds

     —        —        —        —        22,443,406      —        22,443,406

Convertible Preferred Stocks

     —        —        —        89,700      —        —        89,700

Floating Rate Loans

     —        —        —        —        21,362,902      —        21,362,902

High Yield Corporate Bonds

     —        —        —        —        577,071,798      —        577,071,798

Underlying Funds

     413,284      —        413,284      —        —        —        —  

Repurchase Agreement

     —        896      896      —        24,772,572      —        24,772,572
                                                

Total

   $ 413,284    $ 896    $ 414,180    $ 89,700    $ 645,650,678    $ 1,278,938    $ 647,019,316
                                                

 

      Income Fund  

Investment Type*

   Level 1     Level 2    Level 3    Total  

Asset-Backed Securities

   $ —        $ 11,006,604    $ —      $ 11,006,604   

Convertible Bonds

     —          566,803,213      —        566,803,213   

Floating Rate Loans

     —          2,956,386      403,133      3,359,519   

Foreign Government Obligations

     —          4,729,325      —        4,729,325   

Government Sponsored Enterprises Collateralized Mortgage Obligations

     —          470,559      —        470,559   

Government Sponsored Enterprises Pass-Throughs

     —          14,019,225      —        14,019,225   

Municipal Bonds

     —          11,202,779      —        11,202,779   

Non-Agency Commercial Mortgage-Backed Securities

       78,442,276      —        78,442,276   

U.S. Treasury Obligations

     —          1,537,943      —        1,537,943   

Repurchase Agreement

     —          5,998,557      —        5,998,557   
                              

Total

   $ —        $ 697,166,867    $ 403,133    $ 697,570,000   
                              

Other Financial Instruments

          
                              

Forward Foreign Currency Contracts

   $ 1,014,234      $ —      $ —      $ 1,014,234   

Futures

     (1,133,374     —        —        (1,133,374
                              

Total

   $ (119,140   $ —      $ —      $ (119,140
                              


Notes to Schedule of Investments (unaudited)(continued)

 

      Short Duration Income Fund     Total Return Fund

Investment Type*

   Level 1     Level 2    Level 3    Total     Level 2    Total

Asset-Backed Securities

   $ —        $ 212,330,610    $ —      $ 212,330,610      $ 87,546,208    $ 87,546,208

Corporate Bonds

     —          1,140,901,933      —        1,140,901,933        496,946,441      496,946,441

Floating Rate Loans

     —          5,658,453      403,133      6,061,586        1,711,206      1,711,206

Foreign Government Obligations

     —          3,125,595      —        3,125,595        56,499,200      56,499,200

Government Sponsored Enterprises Bonds

     —          —        —        —          16,393,139      16,393,139

Government Sponsored Enterprises Collateralized Mortgage Obligations

     —          193,770      —        193,770        5,003,692      5,003,692

Government Sponsored Enterprises Pass-Throughs

     —          42,149,825      —        42,149,825        321,029,002      321,029,002

Municipal Bonds

     —          3,636,419      —        3,636,419        29,906,719      29,906,719

Non-Agency Commercial Mortgage-Backed Securities

     —          699,088,847      —        699,088,847        266,010,165      266,010,165

Pass-Through Agencies

     —          94,272      —        94,272        55      55

U.S. Treasury Obligations

     —          —        —        —          161,952,375      161,952,375

Repurchase Agreements

     —          83,785,843      —        83,785,843        109,560,760      109,560,760
                                           

Total

   $ —        $ 2,190,965,567    $ 403,133    $ 2,191,368,700      $ 1,552,558,962    $ 1,552,558,962
                                           

Other Financial Instruments

               
                                           

Futures

   $ (924,985   $ —      $ —      $ (924,985   $ —      $ —  
                                           

Total

   $ (924,985   $ —      $ —      $ (924,985   $ —      $ —  
                                           

 

* See Schedule of Investments for values in each industry.

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

Convertible Fund

 

Investment Type

   Balance as of
December 1, 2008
   Accrued
discounts/
premiums
   Realized
gain (loss)
   Change in
unrealized
appreciation

(depreciation)
   Net
purchase
(sales)
   Net
transfers
in or out
of Level 3
   Balance as of
August 31, 2009

Convertible Bonds

   $ —      $ —      $ —      $ —      $ 2,550,000    $ —      $ 2,550,000

Floating Rate Fund

 

Investment Type

   Balance as of
December 1, 2008
   Accrued
discounts/
premiums
   Realized
gain (loss)
    Change in
unrealized
appreciation

(depreciation)
   Net
purchase
(sales)
   Net
transfers
in or out
of Level 3
    Balance as of
August 31, 2009

Floating Rate Loans

   $ 4,779,264    $ 183,814    $ (66,555   $ 1,916,728    $ 17,519,018    $ (11,089,437   $ 13,242,832


Notes to Schedule of Investments (unaudited)(continued)

High Yield Fund

 

Investment Type

   Balance as of
December 1, 2008
   Accrued
discounts/
premiums
   Realized
gain (loss)
   Change in
unrealized
appreciation

(depreciation)
   Net
purchase
(sales)
   Net
transfers
in or out
of Level 3
   Balance as of
August 31, 2009

Common Stock

   $ —      $ —      $ —      $ —      $ 1,278,938    $ —      $ 1,278,938

Income Fund

 

Investment Type

   Balance as of
December 1, 2008
   Accrued
discounts/
premiums
   Realized
gain (loss)
   Change in
unrealized
appreciation

(depreciation)
   Net
purchase
(sales)
   Net
transfers
in or out
of Level 3
   Balance as of
August 31, 2009

Floating Rate Loans

   $ —      $ —      $ —      $ —      $ 403,133    $ —      $ 403,133

Short Duration Income Fund

 

Investment Type

   Balance as of
December 1, 2008
   Accrued
discounts/
premiums
   Realized
gain (loss)
   Change in
unrealized
appreciation

(depreciation)
   Net
purchase
(sales)
   Net
transfers
in or out
of Level 3
   Balance as of
August 31, 2009

Floating Rate Loans

   $ —      $ —      $ —      $ —      $ 403,133    $ —      $ 403,133

 

(l) Disclosures about Derivative Instruments and Hedging Activities-The Funds adopted FASB Statement of Financial Accounting Standards No. 161 “Disclosures about Derivative Instruments and Hedging Activities” (“SFAS 161”), effective December 1, 2008.

The Income Fund entered into forward foreign currency exchange contracts during the period ended August 31, 2009 (as described in note 2(d)). A forward foreign currency exchange contract reduces the Income Fund’s 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. The Fund’s use of forward foreign currency exchange contracts involves the risk that Lord Abbett will not accurately predict currency movements, and the Fund’s returns could be reduced as a result. Forward foreign currency exchange contracts are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedged positions, that the U.S. dollar will decline relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time. The Income Fund’s risk of loss from counterparty credit risk is the fair value of the foreign currency exchange contracts.

The Core Fixed Income Fund, Income Fund and Short Duration Income Fund entered into U.S. Treasury futures contracts during the period ended August 31, 2009 (as described in note 2(e)) to hedge against changes in interest rates. The Funds bear the risk of interest rates moving unexpectedly, in which case the Funds may not achieve the anticipated benefits of the futures contracts and realize a loss. There is minimal counterparty credit risk to the Funds since futures were exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees futures against default.

At August 31, 2009, the Core Fixed Income Fund, Income Fund and Short Duration Income Fund had the following derivatives, grouped into appropriate risk categories that illustrate how and why the Funds use derivative instruments:

 

      Core Fixed Income Fund

Asset Derivatives

   Interest Rate
Contracts
   Fair
Value

Futures Contracts

   $ 3,027    $ 3,027
             

Total

   $ 3,027    $ 3,027
             


Notes to Schedule of Investments (unaudited)(continued)

 

     Income Fund

Asset Derivatives

   Interest Rate
Contracts
   Foreign Exchange
Contracts
   Fair Value

Futures Contracts

   $ —      $ —      $ —  

Forward Contracts

     —        1,500,399      1,500,399
                    

Total

   $ —      $ 1,500,399    $ 1,500,399
                    

Liability Derivatives

        
                    

Futures Contracts

   $ 1,133,374      —      $ 1,133,374

Forward Contracts

     —      $ 486,165      486,165
                    

Total

   $ 1,133,374    $ 486,165    $ 1,619,539
                    

 

     Short Duration Income Fund

Liability Derivatives

   Interest Rate
Contracts
   Fair Value

Futures Contracts

   $ 924,985    $ 924,985
             

Total

   $ 924,985    $ 924,985
             

3. FEDERAL TAX INFORMATION

As of August 31, 2009, the aggregate unrealized security gains and losses based on cost for U.S. federal income tax purposes were as follows:

 

     Balanced Strategy Fund     Convertible Fund     Core Fixed Income Fund  

Tax cost

   $ 1,377,990,199      $ 364,812,221      $ 377,300,676   
                        

Gross unrealized gain

     —          24,622,540        17,068,720   

Gross unrealized loss

     (198,000,365     (18,071,197     (129,616
                        

Net unrealized security gain (loss)

   $ (198,000,365   $ 6,551,343      $ 16,939,104   
                        
     Diversified Equity
Strategy Fund
    Diversified Income
Strategy Fund
    Floating Rate Fund  

Tax cost

   $ 126,394,167      $ 138,370,934      $ 344,331,796   
                        

Gross unrealized gain

     37,860        628,495        15,961,372   

Gross unrealized loss

     (11,136,360     (12,199,950     (2,594,299
                        

Net unrealized security gain (loss)

   $ (11,098,500   $ (11,571,455   $ 13,367,073   
                        
     Growth &
Income Strategy Fund
    High Yield Fund     Income Fund  

Tax cost

   $ 499,518,297      $ 629,334,519      $ 649,715,666   
                        

Gross unrealized gain

     —          40,884,412        49,640,147   

Gross unrealized loss

     (85,338,214     (23,199,615     (1,785,813
                        

Net unrealized security gain (loss)

   $ (85,338,214   $ 17,684,797      $ 47,854,334   
                        

 

     Short Duration Income
Fund
    Total Return Fund  

Tax cost

   $ 2,123,116,554      $ 1,486,944,562   
                

Gross unrealized gain

     69,707,497        66,757,071   

Gross unrealized loss

     (1,455,351     (1,142,671
                

Net unrealized security gain

   $ 68,252,146      $ 65,614,400   
                

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


Notes to Schedule of Investments (unaudited)(continued)

4. TRANSACTIONS WITH AFFILIATED ISSUERS

An affiliated issuer is one in which a Fund had 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. The Balanced Strategy Fund, Diversified Equity Strategy Fund, Diversified Income Strategy Fund and Growth & Income Strategy Fund had the following transactions with affiliated issuers during the period ended August 31, 2009:

Balanced Strategy Fund

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
    Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Loss
12/1/2008 to
8/31/2009
    Dividend
Income

12/1/2008
to
8/31/2009

Lord Abbett Affiliated Fund, Inc. – Class I

   27,816,577    5,841,181    (7,615,248   26,042,510    $ 248,966,397    $ (11,884,723   $ 2,074,641

Lord Abbett Bond Debenture Fund, Inc. – Class I

   24,142,950    2,333,035    (3,337,877   23,138,108      157,570,513      (4,436,406     9,702,650

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   17,344,707    5,423,838    (1,106,318   21,662,227      213,372,938      (6,436,239     5,742,923

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   4,864,338    271,318    —        5,135,656      124,745,088      —          1,519,619

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   2,789,496    133,893    (307,103   2,616,286      23,572,733      (664,278     1,108,297

Lord Abbett Investment Trust – High Yield Fund – Class I

   27,172,683    2,387,941    (4,435,137   25,125,487      172,863,353      (11,237,305     11,731,540

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   6,119,049    1,194,243    (363,470   6,949,822      77,560,014      (1,913,150     1,676,620

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   6,988,620    13,105,680    —        20,094,300      160,754,401      —          2,145,617

Lord Abbett Investment Trust – Total Return Fund – Class I

   8,146,380    387,941    (8,534,321   —        —        (1,241,356     2,074,182
                                          

Total

              $ 1,179,405,437    $ (37,813,457   $ 37,776,089
                                


Notes to Schedule of Investments (unaudited)(continued)

Diversified Equity Strategy Fund

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
    Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Loss
12/1/2008
to 8/31/2009
    Dividend
Income

12/1/2008
to 8/31/2009

Lord Abbett Affiliated Fund, Inc. – Class I

   1,622,025    346,747    (167,821   1,800,951    $ 17,217,087    $ (1,341,614   $ 120,750

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   805,273    240,896    (102,806   943,363      22,914,275      (1,213,402     261,415

Lord Abbett Developing Growth Fund, Inc. – Class I

   421,831    46,044    (71,105   396,770      5,689,687      (687,375     —  

Lord Abbett Securities Trust – Fundamental Equity Fund (formerly, All Value Fund) – Class I

   1,048,728    239,486    (130,688   1,157,526      11,482,661      (679,985     —  

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund – Class I

   636,793    155,919    (114,750   677,962      11,416,878      (716,587 )(a)      —  

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   1,175,455    257,600    (193,132   1,239,923      13,837,543      (1,279,209     331,518

Lord Abbett Securities Trust – International Opportunities Fund – Class I

   936,647    99,682    (176,674   859,655      9,215,500      (1,751,667     —  

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) – Class I

   2,048,178    771,755    (334,121   2,485,812      11,559,028      (633,712     —  

Lord Abbett Securities Trust – Value Opportunities Fund – Class I

   948,856    157,635    (121,358   985,133      11,486,646      (476,806     —  
                                          

Total

              $ 114,819,305    $ (8,780,357   $ 713,683
                                

Diversified Income Strategy Fund

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
    Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Loss
12/1/2008
to 8/31/2009
    Dividend
Income

12/1/2008
to 8/31/2009

Lord Abbett Affiliated Fund, Inc. – Class I

   237,236    119,646    (29,491   327,391    $ 3,129,860    $ (186,060   $ 18,416

Lord Abbett Bond Debenture Fund, Inc. – Class I

   1,749,385    758,665    (7,143   2,500,907      17,031,175      (17,357     860,719

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   2,359,897    1,131,834    (33,661   3,458,070      34,061,991      (116,460     885,183

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   190,315    95,386    (5,161   280,540      2,527,665      (11,613     94,030

Lord Abbett Investment Trust – High Yield Fund – Class I

   5,624,387    2,117,496    (400,553   7,341,330      50,508,352      (916,302     2,925,160


Notes to Schedule of Investments (unaudited)(continued)

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
    Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Loss
12/1/2008 to
8/31/2009
    Dividend
Income

12/1/2008
to 8/31/2009

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   645,246    213,510    (46,154   812,602      6,500,821      (161,539     164,571

Lord Abbett Investment Trust – Total Return Fund – Class I

   797,303    416,425    (42,171   1,171,557      12,629,382      (24,899     361,047
                                          

Total

              $ 126,389,246    $ (1,434,230   $ 5,309,126
                                

Growth & Income Strategy Fund

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
    Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Gain (Loss)
12/1/2008 to
8/31/2009
    Dividend
Income

12/1/2008
to 8/31/2009

Lord Abbett Affiliated Fund, Inc. – Class I

   3,527,067    845,314    (138,901   4,233,480    $ 40,472,067    $ (1,091,493   $ 263,969

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   2,873,329    580,567    (129,078   3,324,818      32,749,456      (740,426     921,832

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   2,171,984    395,517    (26,971   2,540,530      61,709,470      (252,862     678,214

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   838,092    108,887    (89,978   857,001      7,721,583      (191,458     335,373

Lord Abbett Securities Trust – Fundamental Equity Fund (formerly, All Value Fund) – Class I

   3,673,723    406,403    (22,356   4,057,770      40,253,077      (109,676     —  

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund – Class I

   527,879    418,388    —        946,267      15,935,128      293,448 (b)      —  

Lord Abbett Investment Trust – High Yield Fund – Class I

   11,132,247    3,200,432    (3,229,845   11,102,834      76,387,500      (6,737,577     4,937,050

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   5,106,312    724,996    —        5,831,308      65,077,400      —          1,399,130

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   2,141,422    468,064    —        2,609,486      20,875,888      —          536,222


Notes to Schedule of Investments (unaudited)(concluded)

 

Affiliated Issuer

   Balance of
Shares Held
at 11/30/2008
   Gross
Additions
   Gross
Sales
   Balance of
Shares Held
at 8/31/2009
   Value
at

8/31/2009
   Net Realized
Gain (Loss)
12/1/2008 to
8/31/2009
    Dividend
Income

12/1/2008
to 8/31/2009

Lord Abbett Securities Trust – International Opportunities Fund – Class I

   1,873,035    164,105    —      2,037,140      21,838,139      —          —  

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) – Class I

   1,796,956    361,989    —      2,158,945      10,039,096      —          —  

Lord Abbett Securities Trust – Value Opportunities Fund – Class I

   1,645,294    89,296    —      1,734,590      20,225,315      —          —  
                                         

Total

               $ 413,284,119    $ (8,830,044   $ 9,071,790
                                 

 

(a)

Includes $365,201 of distributed capital gains.

(b)

Amount represents distributions from capital gains.


Investments in Underlying Funds (unaudited)

Balanced Strategy Fund, Diversified Equity Fund, Diversified Income Strategy Fund and Growth & Income Strategy Fund invest in Underlying Funds managed by Lord Abbett. As of August 31, 2009, each Fund’s long-term investments were allocated among the Underlying Funds as follows:

 

Balanced Strategy Fund’s Investments:
Underlying Fund Name

   % of Investments  

Lord Abbett Affiliated Fund, Inc. – Class I

   21.11

Lord Abbett Bond Debenture Fund, Inc. – Class I

   13.36

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   18.09

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   10.58

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   2.00

Lord Abbett Investment Trust – High Yield Fund – Class I

   14.65

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   6.58

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   13.63

Diversified Equity Strategy Fund’s Investments:
Underlying Fund Name

   % of Investments  

Lord Abbett Affiliated Fund, Inc. – Class I

   14.99

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   19.96

Lord Abbett Developing Growth Fund, Inc. – Class I

   4.96

Lord Abbett Securities Trust – Fundamental Equity Fund (formerly, All Value Fund) – Class I

   10.00

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund – Class I

   9.94

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   12.05

Lord Abbett Securities Trust – International Opportunities Fund – Class I

   8.03

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) – Class I

   10.07

Lord Abbett Securities Trust – Value Opportunities Fund – Class I

   10.00

Diversified Income Strategy Fund’s Investments:
Underlying Fund Name

   % of Investments  

Lord Abbett Affiliated Fund, Inc. – Class I

   2.48

Lord Abbett Bond Debenture Fund, Inc. – Class I

   13.48

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   26.95

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   2.00

Lord Abbett Investment Trust – High Yield Fund – Class I

   39.96

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   5.14

Lord Abbett Investment Trust – Total Return Fund – Class I

   9.99

Growth & Income Strategy Fund’s Investments:
Underlying Fund Name

   % of Investments  

Lord Abbett Affiliated Fund, Inc. – Class I

   9.79

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund) – Class I

   7.93

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund) – Class I

   14.93

Lord Abbett Investment Trust – Floating Rate Fund – Class I

   1.87

Lord Abbett Securities Trust – Fundamental Equity Fund (formerly, All Value Fund) – Class I

   9.74

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund – Class I

   3.86

Lord Abbett Investment Trust – High Yield Fund – Class I

   18.48

Lord Abbett Securities Trust – International Core Equity Fund – Class I

   15.75

Lord Abbett Securities Trust – International Dividend Income Fund – Class I

   5.05

Lord Abbett Securities Trust – International Opportunities Fund – Class I

   5.28

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund) – Class I

   2.43

Lord Abbett Securities Trust – Value Opportunities Fund – Class I

   4.89

The Ten Largest Holdings and the Holdings by Sector, as of August 31, 2009, 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 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


Investments In Underlying Funds (unaudited)(continued)

about the first day of the second month following each calendar quarter-end, each Fund makes publicly available a complete schedule of its portfolio holdings as of the last day of each such quarter. The information for the most recently ended calendar quarter may be viewed at www.lordabbett.com or requested at no charge by calling Lord Abbett at 888-522-2388.

Lord Abbett Affiliated Fund, Inc.

 

Ten Largest Holdings

   % of Investments  

JPMorgan Chase & Co.

   4.99

Wells Fargo & Co.

   4.19

Bank of America Corp.

   3.48

Goldman Sachs Group, Inc. (The)

   3.11

Schlumberger Ltd.

   2.59

Exxon Mobil Corp.

   2.56

Target Corp.

   2.44

Chevron Corp.

   2.29

Home Depot, Inc. (The)

   2.12

Morgan Stanley

   2.06

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   16.57

Consumer Staples

   3.51

Energy

   17.00

Financial Services

   31.40

Healthcare

   6.67

Materials & Processing

   3.78

Producer Durables

   8.23

Technology

   6.41

Utilities

   4.02

Short-Term Investment

   2.41
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Bond Debenture Fund, Inc.

 

Ten Largest Holdings

   % of Investments  

Qwest Capital Funding, Inc., 7.90%, 8/15/2010

   1.07

Cincinnati Bell, Inc., 8.375%, 1/15/2014

   0.76

Allied Waste North America, Inc., 7.25%, 3/15/2015

   0.73

Ford Motor Credit Co. LLC, 7.25%, 10/25/2011

   0.68

Allbritton Communications Co., 7.75%, 12/15/2012

   0.68

Edison Mission Energy, 7.00%, 5/15/2017

   0.66

GMAC, Inc., 7.25%, 3/2/2011

   0.64

Teck Resources Ltd., 10.75, 5/15/2019

   0.60

Texas Competitive Electric Holdings Co. LLC, 10.25%, 11/1/2015

   0.59

CC Holdings GS V LLC/Crown Castle GS III Corp., 7.75%, 5/1/2017

   0.59


Notes to Schedule of Investments (unaudited)(continued)

 

Holdings by Sector*

   % of Investments  

Agency

   0.52

Asset Backed

   0.13

Banking

   4.30

Basic Industry

   8.15

Brokerage

   0.44

Capital Goods

   8.58

Consumer Cyclical

   6.63

Consumer Non-Cyclical

   7.65

Energy

   11.72

Finance & Investment

   1.47

Foreign Sovereign

   0.19

Government Guaranteed

   0.26

Insurance

   1.83

Local-Authority

   0.16

Media

   6.83

Mortgage Backed

   0.69

Real Estate

   0.36

Services Cyclical

   9.74

Services Non-Cyclical

   7.14

Technology & Electronics

   7.10

Telecommunications

   8.22

Utility

   7.09

Short-Term Investment

   0.80
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Research Fund, Inc. – Capital Structure Fund (formerly, America’s Value Fund)

 

Ten Largest Holdings

   % of Investments  

Chevron Corp.

   1.91

AT&T, Inc.

   1.84

Mylan, Inc.

   1.76

JPMorgan Chase & Co.

   1.62

Microsoft Corp.

   1.28

Kraft Foods, Inc. Class A

   1.27

Kellogg Co.

   1.26

ConocoPhillips

   1.21

ACE Ltd.

   1.17

EOG Resources, Inc.

   1.07

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   9.71

Consumer Staples

   11.48

Energy

   9.87

Financials

   13.80

Healthcare

   12.78

Industrials

   8.30

Information Technology

   13.95

Materials

   4.72

Telecommunication Services

   7.43

Utilities

   6.83

Short-Term Investment

   1.13
      

Total

   100.00
      

 

* A sector may comprise several industries.


Notes to Schedule of Investments (unaudited)(continued)

Lord Abbett Research Fund, Inc. – Classic Stock Fund (formerly, Large Cap Core Fund)

 

Ten Largest Holdings

   % of Investments  

JPMorgan Chase & Co.

   2.62

Goldman Sachs Group, Inc. (The)

   2.39

Monsanto Co.

   2.38

Apple, Inc.

   2.10

Exxon Mobil Corp.

   2.09

Microsoft Corp.

   2.02

Bank of America Corp.

   1.85

State Street Corp.

   1.77

Target Corp.

   1.75

Google, Inc. Class A

   1.73

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   15.59

Consumer Staples

   4.99

Energy

   11.99

Financial Services

   20.21

Healthcare

   10.45

Materials & Processing

   7.43

Producer Durables

   6.44

Technology

   19.53

Utilities

   2.68

Short-Term Investment

   0.69
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Developing Growth Fund, Inc.

 

Ten Largest Holdings

   % of Investments  

EnerNOC, Inc.

   2.08

Silicon Laboratories, Inc.

   1.93

NetLogic Microsystems, Inc.

   1.82

Alexion Pharmaceuticals, Inc.

   1.82

VistaPrint Ltd.

   1.78

Strayer Education, Inc.

   1.76

American Superconductor Corp.

   1.72

Aruba Networks, Inc.

   1.69

Concur Technologies, Inc.

   1.65

Atheros Communications, Inc.

   1.58

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   24.29

Energy

   5.35

Financial Services

   7.71

Healthcare

   20.80

Materials & Processing

   1.21

Producer Durables

   10.99

Technology

   26.63

Utilities

   0.46

Short-Term Investment

   2.56
      

Total

   100.00
      

 

* A sector may comprise several industries.


Notes to Schedule of Investments (unaudited)(continued)

Lord Abbett Investment Trust – Floating Rate Fund

 

Ten Largest Holdings

   % of Investments  

Charter Communications Operating LLC New Term Loan, 9.25%, 3/6/2014

   1.55

Brocade Communications Systems, Inc. Term Loan B, 7.00%, 10/7/2013

   1.30

Nalco Co. Term Loan, 6.50%, 5/13/2016

   1.28

Mylan Laboratories, Inc. Term Loan B, 3.563% - 3.875%, 10/2/2014

   1.21

Dole Food Co., Inc. Term Loan C, 8.00%, 4/12/2013

   1.19

Graham Packaging Co. LP Term Loan C, 6.75%, 4/5/2014

   1.13

Rockwood Specialties Group, Inc. Term Loan, 6.00%, 5/15/2014

   1.12

Biomet, Inc. Term Loan B, 3.261% - 3.608%, 3/25/2015

   1.10

Commscope, Inc. Term Loan B, 3.098%, 12/27/2014

   1.09

Oshkosh Truck Corp. Term Loan B, 6.60% - 6.64%, 12/6/2013

   1.08

Holdings by Sector*

   % of Investments  

Aerospace

   0.81

Chemicals

   5.92

Consumer Non-Durables

   2.25

Energy

   2.92

Financial

   3.60

Food/Tobacco

   4.09

Forest Products

   4.71

Gaming/Leisure

   2.39

Healthcare

   10.86

Housing

   1.65

Information Technology

   4.57

Manufacturing

   8.10

Media/Telecom

   19.98

Metals/Minerals

   2.06

Retail

   7.15

Service

   4.97

Transportation

   6.04

Utility

   1.62

Short-Term Investments

   6.31
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Securities Trust – Fundamental Equity Fund (formerly, All Value Fund)

 

Ten Largest Holdings

   % of Investments  

Amgen, Inc.

   3.03

DaVita, Inc.

   2.51

Abbott Laboratories

   2.06

JPMorgan Chase & Co.

   2.02

McKesson Corp.

   1.99

State Street Corp.

   1.94

Adobe Systems, Inc.

   1.82

Lazard Ltd. Class A

   1.79

Barrick Gold Corp.

   1.75

ITT Corp.

   1.74


Notes to Schedule of Investments (unaudited)(continued)

 

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   16.17

Consumer Staples

   2.29

Energy

   11.33

Financial Services

   22.57

Healthcare

   19.01

Materials & Processing

   5.80

Producer Durables

   15.46

Technology

   7.10

Short-Term Investment

   0.27
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Research Fund, Inc. – Growth Opportunities Fund

 

Ten Largest Holdings

   % of Investments  

T. Rowe Price Group, Inc.

   1.50

Cognizant Technology Solutions Corp. Class A

   1.45

TJX Companies, Inc. (The)

   1.40

NetApp, Inc.

   1.28

Principal Financial Group, Inc.

   1.21

Nordstrom, Inc.

   1.15

International Game Technology

   1.13

Amphenol Corp. Class A

   1.12

Precision Castparts Corp.

   1.12

Avon Products, Inc.

   1.10

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   24.54

Consumer Staples

   2.40

Energy

   8.09

Financial Services

   13.55

Healthcare

   12.33

Materials & Processing

   3.74

Producer Durables

   11.72

Technology

   22.33

Utilities

   0.83

Short-Term Investment

   0.47
      

Total

   100.00
      

 

* A sector may comprise several industries.


Notes to Schedule of Investments (unaudited)(continued)

Lord Abbett Investment Trust – High Yield Fund

 

Ten Largest Holdings

   % of Investments  

El Paso Corp., 8.05%, 10/15/2030

   1.75

HCA, Inc., 9.125%, 11/15/2014

   1.56

Inergy Finance LP, 8.25%, 3/1/2016

   1.54

Nordic Telephone Holdings Co., 8.875%, 5/1/2016

   1.42

Mirant Americas Generation LLC, 9.125%, 5/1/2031

   1.25

Host Hotels & Resorts LP, 9.00%, 5/15/2017

   1.11

Pinnacle Foods Finance LLC/Pinnacle Foods Finance Corp., 10.625%, 4/1/2017

   1.10

Texas Competitive Electric Holdings Co. LLC, 10.25%, 11/1/2015

   1.03

Anglo American Capital plc, 9.375%, 4/8/2019

   1.00

Liberty Mutual Group, Inc., 10.75%, 6/15/2058

   0.97

Holdings by Sector*

   % of Investments  

Agency

   0.01

Banking

   3.09

Basic Industry

   7.84

Brokerage

   1.05

Capital Goods

   4.92

Consumer Cyclical

   10.68

Consumer Non-Cyclical

   4.34

Energy

   10.24

Finance & Investment

   2.66

Insurance

   4.16

Local-Authority

   0.80

Media

   8.30

Services Cyclical

   12.79

Services Non-Cyclical

   7.58

Technology & Electronics

   5.07

Telecommunications

   9.41

Utility

   3.23

Short-Term Investment

   3.83
      

Total

   100.00
      

 

* A sector may comprise several industries

Lord Abbett Securities Trust – International Core Equity Fund

 

Ten Largest Holdings

   % of Investments  

Tullow Oil plc

   1.96

DnB NOR ASA

   1.95

Bridgestone Corp.

   1.70

Renault SA

   1.67

Cemex SAB de CV ADR

   1.66

Vinci SA

   1.56

Roche Holding Ltd. AG

   1.48

Anglo American plc

   1.47

Nestle SA Registered Shares

   1.45

Honda Motor Co., Ltd.

   1.40


Notes to Schedule of Investments (unaudited)(continued)

 

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   9.44

Consumer Staples

   8.55

Energy

   7.17

Financials

   27.38

Healthcare

   6.87

Industrials

   13.12

Information Technology

   4.81

Materials

   12.21

Telecommunication Services

   6.41

Utilities

   2.68

Short-Term Investment

   1.36
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Securities Trust – International Dividend Income Fund

 

Ten Largest Holdings

   % of Investments  

Australia & New Zealand Banking Group Ltd.

   2.51

National Australia Bank Ltd.

   2.42

Banco Santander SA ADR

   2.23

HSBC Holdings plc

   2.12

Mediaset SpA

   1.83

Wesfarmers Ltd.

   1.62

ThyssenKrupp AG

   1.61

Kumba Iron Ore Ltd.

   1.59

Fletcher Building Ltd.

   1.59

Canon, Inc.

   1.56

Holdings by Sector*

   % of Investments  

Auto

   1.88

Basic Industry

   0.98

Consumer Cyclical

   5.00

Consumer Discretionary

   1.35

Consumer Services

   3.84

Consumer Staples

   3.15

Energy

   5.86

Financial Services

   27.29

Healthcare

   2.92

Integrated Oils

   6.39

Materials & Processing

   13.28

Other

   1.81

Producer Durables

   7.63

Technology

   0.46

Telecommunications

   9.83

Transportation

   1.42

Utilities

   5.59

Short-Term Investment

   1.32
      

Total

   100.00
      

 

* A sector may comprise several industries.


Notes to Schedule of Investments (unaudited)(continued)

Lord Abbett Securities Trust – International Opportunities Fund

 

Ten Largest Holdings

   % of Investments  

Megaworld Corp.

   1.89

Schroders plc

   1.75

Nitori Co., Ltd.

   1.58

Cobham plc

   1.55

Davide Campari-Milano SpA

   1.49

Azimut Holding SpA

   1.48

Gerresheimer AG

   1.41

Shionogi & Co., Ltd.

   1.40

Rheinmetall AG

   1.36

REXLot Holdings Ltd.

   1.35

Holdings by Sector*

   % of Investments  

Basic Materials

   9.13

Consumer Cyclical

   15.61

Consumer Non-Cyclical

   9.39

Diversified Financials

   7.46

Energy

   5.36

Healthcare

   7.70

Industrial Goods & Services

   16.21

Non-Property Financials

   7.29

Property & Property Services

   4.90

Technology

   5.17

Telecommunications

   0.54

Transportation

   3.39

Utilities

   4.92

Short-Term Investment

   2.93
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Stock Appreciation Fund (formerly, Large Cap Growth Fund)

 

Ten Largest Holdings

   % of Investments  

Apple, Inc.

   3.63

Cisco Systems, Inc.

   2.90

Microsoft Corp.

   2.83

Hewlett-Packard Co.

   2.42

International Business Machines Corp.

   2.25

Google, Inc. Class A

   2.08

Philip Morris International, Inc.

   2.03

Johnson & Johnson

   1.88

QUALCOMM, Inc.

   1.73

Target Corp.

   1.67


Notes to Schedule of Investments (unaudited)(continued)

 

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   17.72

Consumer Staples

   7.76

Energy

   4.26

Financial Services

   10.52

Healthcare

   17.06

Materials & Processing

   4.10

Producer Durables

   7.62

Technology

   29.95

Utilities

   0.48

Short-Term Investment

   0.53
      

Total

   100.00
      

 

* A sector may comprise several industries.

Lord Abbett Investment Trust – Total Return Fund

 

Ten Largest Holdings

   % of Investments  

Federal Home Loan Mortgage Corp., 5.00%, TBA

   2.08

Federal National Mortgage Assoc., 5.50%, 11/01/2036

   1.82

U.S. Treasury Note, 3.25%, 7/31/2016

   1.69

U.S. Treasury Note, 3.00%, 08/31/2016

   1.67

U.S. Treasury Note, 2.625%, 07/31/2014

   1.45

U.S. Treasury Note, 1.50%, 07/15/2012

   1.37

Federal National Mortgage Assoc., 5.00%, TBA

   1.26

Federal National Mortgage Assoc., 5.50%, TBA

   1.18

U.S. Treasury Strips, Zero Coupon, 11/15/2027

   1.17

Federal National Mortgage Assoc., 5.25%, 09/15/2016

   1.06

Credit Rating

   % of Investments  

AAA

   50.51

AA+

   1.38

AA

   1.25

AA-

   0.97

A+

   1.29

A

   1.67

A-

   1.56

BBB+

   5.93

BBB

   5.86

BBB-

   5.74

BB+

   1.17

BB

   0.72

BB-

   2.15

B+

   0.86

B

   0.46

B-

   0.34

CCC+

   0.38

CCC

   0.10

Ca

   0.06

NR

   0.11

U.S. Treasury

   10.43

Short-Term Investments

   7.06
      

Total

   100.00
      


Investments In Underlying Funds (unaudited)(concluded)

Lord Abbett Securities Trust – Value Opportunities Fund

 

Ten Largest Holdings

   % of Investments  

Comerica, Inc.

   2.14

Charming Shoppes, Inc.

   1.92

Rovi Corp.

   1.81

Fossil, Inc.

   1.80

Lazard Ltd. Class A

   1.79

PartnerRe Ltd.

   1.77

NBTY, Inc.

   1.63

Sapient Corp.

   1.62

Albemarle Corp.

   1.59

Alliance Data Systems Corp.

   1.53

Holdings by Sector*

   % of Investments  

Consumer Discretionary

   15.12

Consumer Staples

   3.00

Energy

   4.37

Financial Services

   19.37

Healthcare

   10.43

Materials & Processing

   7.22

Producer Durables

   18.97

Technology

   11.97

Utilities

   3.30

Short-Term Investment

   6.25
      

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/ Robert S. Dow

   Robert S. Dow
   Chief Executive Officer and Chairman

Date: October 27, 2009

 

By:  

 /s/ Joan A. Binstock

   Joan A. Binstock
   Chief Financial Officer and Vice President

Date: October 27, 2009

 

 

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/ Robert S. Dow

   Robert S. Dow
   Chief Executive Officer and Chairman

Date: October 27, 2009

 

By:  

 /s/ Joan A. Binstock

   Joan A. Binstock
   Chief Financial Officer and Vice President

Date: October 27, 2009

EX-99.CERT 2 dex99cert.htm CERTIFICATIONS PURSUANT TO SECTION 302 Certifications Pursuant to section 302

CERTIFICATIONS

I, Robert S. Dow, certify that:

 

1. I have reviewed this report on Form N-Q of Lord Abbett Investment Trust;

 

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the Registrant as of the end of the fiscal quarter for which the report is filed;

 

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

 

  (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

  (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

  (c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

 

  (d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and


5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of trustees (or persons performing the equivalent functions):

 

  (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

 

  (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: October 27, 2009

 

/s/ Robert S. Dow

Robert S. Dow
Chief Executive Officer and Chairman


CERTIFICATIONS

I, Joan A. Binstock, certify that:

 

1. I have reviewed this report on Form N-Q of Lord Abbett Investment Trust;

 

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the Registrant as of the end of the fiscal quarter for which the report is filed;

 

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

 

  (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

  (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

  (c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

 

  (d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and


5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of trustees (or persons performing the equivalent functions):

 

  (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

 

  (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: October 27, 2009

 

/s/ Joan A. Binstock

Joan A. Binstock
Chief Financial Officer and Vice President
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