T. Rowe Price Floating Rate Fund

T. ROWE PRICE FLOATING RATE FUND, INC. · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:PRFRXPAFRXTFAIXTRIZX
$4.05B NAV
338 positions · as of 2026-05-31 · filed 2026-07-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

T. Rowe Price 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 · 2025 Q3

The fund seeks high current income and,

Strategy · summarised

The fund invests at least 80% of its net assets in floating rate loans and debt securities, predominantly below-investment-grade leveraged loans that typically rank senior in a borrower's capital structure. The fund may also hold fixed rate debt and up to 20% in non-U.S. dollar investments. Because the fund's returns depend on the credit quality and repayment capacity of borrowers in its portfolio, credit deterioration or defaults will reduce fund value.

Portfolio turnover 106.90% · as of 2025 Q3

Allocation

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

104.25%
of net assets
Loans86.91%
Bonds9.20%
Cash & short-term7.67%
Stocks0.47%
Derivatives0.01%

Derivatives are shown at market value, not notional exposure.

Sector allocation

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

100%
of net assets
Other76.8%
Cash7.4%
International4.9%
Information Technology3.8%
9 smaller7.1%

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: 67 new51 exited

Largest new: HOLOGIC TL 2L BANKDEBT, ELECTRONIC ARTS TL B 1L BANKDEBT, EDELMAN TL 1L BANKDEBT, LEVEL 3 FINANCING INC TL B5 1L USD BANKDEBT, WARNER BROTHERS TL B 1L BANKDEBT, CLARIOS GLOBAL LP TL B 1L BANKDEBT, HOLOGIC TL B 1L USD BANKDEBT, SEALED AIR TL B 1L BANKDEBT

Largest exited: HOLOGIC TL 2L BANKDEBT, LTI HOLDINGS INC TL B 1L USD BANKDEBT, LEVEL 3 TL B4 1L BANKDEBT, X/TWITTER TL 1L BANKDEBT, MEDLINE TL B 1L BANKDEBT, X/TWITTER TL B1 1L BANKDEBT, HOPPER MERGER SUB INC TL B 1L USD BANKDEBT, CLARIOS GLOBAL TL B 1L BANKDEBT

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+6.81%+26.26%+33.58%2.21%-1.01%
+6.73%+25.63%+32.40%2.27%-1.04%
+7.09%+26.73%+34.58%2.32%-0.99%
+7.75%+28.95%+38.58%2.31%-0.99%

These classes hold the same portfolio, so the 6.18pp spread over 5 years is the cost difference between them — roughly 1.24pp 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
6.90%
Avg maturity
5.05 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.

91%
floating
Floating rate91.4%
Fixed rate8.0%
Zero-coupon or unclassified0.6%
Maturity ladder

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

<1yUnknown
<1y0.4%
1-3y14.5%
3-5y28.0%
5-10y56.4%
Unknown0.6%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: 0.30% · $11.65M · 2 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 4.0%. Duration alone would have told you none of that.

Interest-rate duration
0.25 yr
approx. move per 100bp
Credit-spread duration
3.93 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.

≈ -4.0%
of value
Credit spreads94%
Interest rates6%

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.

+3.93
yrs total
High yield+3.88 yr
Investment grade+0.05 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate0.25 yr total
3 mo30 yr
3 mo0.00 yr2%
1 yr0.06 yr24%
5 yr0.15 yr62%
10 yr0.01 yr5%
30 yr0.02 yr8%
Credit spread3.93 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.28 yr7%
5 yr2.88 yr73%
10 yr0.75 yr19%
30 yr0.02 yr0%

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+0.00+0.00+0.00$0$1.4k
1 yr+0.06+0.00+0.28$0$112.1k
5 yr+0.15+0.03+2.85$11.9k$1.15m
10 yr+0.01+0.02+0.73$8.6k$294.9k
30 yr+0.02+0.00+0.02$0$7.5k

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

Holdings

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

Issuer%NAVValue
T. Rowe Price Government Reserve FundTRPGRIA7.67%$310.29M
HOLOGIC TL 2L BANKDEBT8.68% floating · due 2034-01-051.71%$69.21M
TRUIST INSURANCE HOLDING TL 2L BANKDEBT8.45% floating · due 2032-05-061.43%$57.89M
HUB INTERNATIONAL LTD TL B 1L BANKDEBT5.92% floating · due 2030-06-201.35%$54.65M
ALERA TL B 2L BANKDEBT9.12% floating · due 2033-05-301.33%$53.71M
ELECTRONIC ARTS TL B 1L BANKDEBT0.00% floating · due 2033-03-241.23%$49.75M
SEDGWICK CMS INC TL B 1L USD BANKDEBT6.16% floating · due 2031-07-311.15%$46.56M
UKG INC TL B 1L USD BANKDEBT5.91% floating · due 2031-02-101.11%$44.84M
OPELLA TL B 1L BANKDEBT6.70% floating · due 2032-04-281.09%$44.26M
NIELSEN TL B 1L BANKDEBT8.77% floating · due 2033-02-031.04%$42.15M
Showing 10 of 338Sign in to see more

Top 10 positions are 19.12% of net assets, top 25 32.67%, across 317 issuers.

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