Lord Abbett Floating Rate Fund

LORD ABBETT INVESTMENT TRUST · 10 share classes

Actively managed U.S. bond fund
One fund, 10 share classes:LFRAXLARCXLFRFXLFRIXLFRRXLRRRXLRRKXLRRTXLRRVXLFROX
$4.33B NAV
475 positions · as of 2026-05-31 · filed 2026-07-29

Fund classification

Classified from what the fund holds · as of 2026 Q2

Lord Abbett Floating Rate Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
High yield
Rate sensitivity
Short duration

Fund profile

As filed in the prospectus · 2026 Q2

The Funds investment objective is to seek a high level of current income.

Strategy · summarised

The fund invests at least 80% of assets in floating or adjustable rate loans and debt securities, including senior and subordinated loans, structured products, and derivatives that convert fixed-rate debt into floating rate exposure, with the goal of capturing rising interest income as rates move higher. The fund may hold up to 20% in fixed-rate debt and other instruments, up to 25% in non-U.S. issuers and emerging markets, and accepts below-investment-grade credit quality. Because the fund's income depends on the floating rate instruments it selects and their credit performance, deterioration in those issuers or a decline in interest rates will reduce returns.

Expenses
0.54% 1.43%across 10 share classes
Share classExpense ratio
LFRAX0.81%
LARCX1.43%
LFRFX0.71%
LFRIX0.61%
LFRRX1.21%
LRRRX1.11%
LRRKX0.86%
LRRTX0.61%
LRRVX0.54%
LFROX0.54%

Portfolio turnover 83.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

101.33%
of net assets
Loans84.11%
Bonds9.69%
Cash & short-term5.79%
Stocks0.90%
2 smaller0.85%

Look-through blends 2 underlying funds; 0.0% of NAV was not looked through and stays direct-classified.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other75.5%
International12.6%
Information Technology2.4%
Utilities1.4%
11 smaller8.1%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 126 new109 exited

Largest new: ALLOY FINCO LIMITED, DISCOVERY GLOBAL HOLDINGS INC, ATHENAHEALTH GROUP INC, SWORD PURCHASER LLC, BCPE EMPIRE HOLDINGS INC, CORE SCIENTIFIC FINANCE, NRG ENERGY INC, HOLOGIC INC

Largest exited: Fixed Income Clearing Corp, Alloy Finco Limited, X Corp., BRADYPLUS HOLDINGS LLC, Press Ganey Holdings Inc, AZURIA WATER SOLUTIONS INC, Ascend Learning LLC, EFS Cogen Holdings I LLC

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+7.11%+26.36%+32.53%2.11%-0.88%
+6.56%+24.16%+28.44%2.33%-1.06%
+7.21%+26.71%+33.15%2.29%-1.00%
+7.44%+27.24%+33.97%2.33%-0.99%
+6.66%+24.85%+29.92%2.17%-0.91%
+6.76%+25.20%+30.56%2.29%-1.03%
+7.04%+26.14%+32.16%2.19%-0.89%
+7.29%+27.06%+33.81%2.29%-0.99%
+7.39%+27.33%+34.29%2.11%-0.86%
+7.41%+27.33%+34.28%2.20%-0.86%

These classes hold the same portfolio, so the 5.84pp spread over 5 years is the cost difference between them — roughly 1.17pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
6.60%
Avg maturity
4.82 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

85%
floating
Floating rate85.0%
Fixed rate10.3%
Zero-coupon or unclassified4.7%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y1.4%
1-3y20.1%
3-5y25.1%
5-10y52.8%
10y+0.6%
Flagged holdings
Defaulted: 0.23% · $9.06M · 1 positions
In arrears: 0.14% · $5.53M · 1 positions
Paid in kind: 1.70% · $68.40M · 3 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Interest-rate moves barely touch this fund — but its credit exposure is real: a 100bp widening in credit spreads costs roughly 3.5%. Duration alone would have told you none of that.

Interest-rate duration
0.10 yr
approx. move per 100bp
Credit-spread duration
3.60 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -3.5%
of value
Credit spreads97%
Interest rates3%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+3.60
yrs total
High yield+3.47 yr
Investment grade+0.13 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate0.10 yr total
3 mo30 yr
3 mo0.05 yr18%
1 yr0.21 yr81%
30 yr0.00 yr0%

5 yr and 10 yr are NEGATIVE (-0.08 yr, -0.08 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

Credit spread3.60 yr total
3 mo10 yr
3 mo0.02 yr1%
1 yr0.60 yr17%
5 yr2.55 yr71%
10 yr0.43 yr12%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.05+0.00+0.02$150$8.0k
1 yr+0.21+0.01+0.59$2.9k$257.7k
5 yr-0.08+0.09+2.46$40.3k$1.07m
10 yr-0.08+0.03+0.40$12.5k$172.3k
30 yr+0.00+0.00+0.00$0$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 0.10 yr.

USD+0.08 yr
EUR+0.01 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
RBC Dominion Securities, Inc.4.36%$189.00M
Invesco Senior Loan ETF1.25%$54.09M
Fidelity Investments1.16%$50.24M
ALLOY FINCO LIMITED13.50% floating · due 2028-03-061.11%$48.27M
DISCOVERY GLOBAL HOLDINGS INC0.00% · due 2033-06-300.94%$40.86M
HUDSON RIVER TRADING LLC6.14% floating · due 2030-03-180.72%$31.30M
AI AQUA MERGER SUB INC6.16% floating · due 2028-07-310.64%$27.76M
American Airlines, Inc.5.93% floating · due 2028-04-200.63%$27.46M
Allied Universal Holdco LLC6.90% floating · due 2032-08-200.61%$26.32M
PROOFPOINT INC6.70% floating · due 2028-08-310.61%$26.23M
Showing 10 of 475Sign in to see more

Reported price is the fund's own reported value divided by its own reported shares at 2026-05-31 — not a live quote, and not what the fund paid.

Top 10 positions are 12.04% of net assets, top 25 20.03%, across 385 issuers.

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