API request doesn't return all objects..

Output the URL and your headers to your screen and verify the same behavior in postman. If it does the same thing in postman, it's a problem with the API. If postman fetches it just fine, it's your script. 

If you're using python, consider using the SDK. Much easier:

alerts = lm.get_alert_list(size=1000,offset=0).items

If you need pagination (because there are more than 1000 items):

alerts = []
end_found = False
offset = 0
size = 1000
while not end_found:
  current = lm.get_alert_list(size=size, offset=offset).items
  alerts += current
  offset += len(current)
  end_found = len(current) != size