An Attractive Income Option for a Strategic Allocation

Voya Floating Rate Fund Quarterly Commentary - 2Q25

Key Takeaways

The second quarter of 2025 opened with a surge in global trade tensions as the U.S. implemented sweeping tariffs on a broad range of trading partners.

The Fund Class I shares underperformed the Index on a net asset value (NAV) basis. . 

Looking ahead, we are continuing to pay close attention to the evolving developments on the policy and macro front.

Actively managed, ultra-short duration floating-rate income strategy that invests primarily in privately syndicated, below investment grade senior secured corporate loans.

Portfolio review

The second quarter of 2025 opened with a surge in global trade tensions as the U.S. implemented sweeping tariffs on a broad range of trading partners. The move branded “Liberation Day,” caught markets off guard with tariff rates significantly higher than expected. Markets reacted swiftly and negatively: equities dropped into correction territory, credit spreads widened sharply, and U.S. Treasuries, which had been rallying on expectations of slower growth, sold off as investor sentiment toward U.S. assets deteriorated. Just days later, the U.S. administration announced a temporary reprieve, significantly reducing tariff rates to allow for negotiations. This reprieve, set to expire on July 9, 2025, helped stabilize markets. Although uncertainty remained, the easing of trade tensions allowed risk assets to recover gradually through the remainder of the quarter. Economic data released during the quarter painted a mixed picture, with 1Q25 gross domestic product (GDP) coming in at –0.5%, largely driven by the surge in imports, while the labor market remained resilient with solid nonfarm payrolls reports. Inflation continued its gradual descent but remained above the U.S. Federal Reserve’s 2% target. Against this backdrop, the Fed held interest rates steady throughout the quarter.

Secondary loan prices, as represented by the weighted average bid price of the Index, finished the quarter 76 basis points (bp) higher at 97.07. After falling below 96 in April post-the Liberation Day tariff sell-off, prices quickly rebounded and finished the quarter on a strong note. The notable rally in prices combined with still elevated levels of coupon income resulted in a quarterly return of 2.32% for the Index, which was the largest gain since 1Q 2024. Dispersion across ratings was fairly limited this quarter, although B rated loans outperformed the broad Index and other segments at 2.46%. BB and CCC rated loans registered gains of 2.13% and 2.31%, respectively. On a YTD basis, performance remains in favor of BB rated loans, as they fared better during April’s heightened volatility. 

In the primary market, new-issue activity underwhelmed during the quarter, as escalating tariff uncertainty and geopolitical risks weighed on new deal flow. Total supply ex-repricings was just $79.6 billion, the lowest reading since 3Q 2023, with both refinancings and merger and acquisition (M&A) deals seeing meaningful declines compared to the prior quarter. Investor demand remained buoyed by collateralized loan obligation (CLO) issuance, as managers priced over $51 billion during the quarter, bringing the YTD tally to a robust $100 billion. Retail loan funds, as tracked by Morningstar, experienced a notable outflow of $8.6 billion during the quarter, most of which occurred at the peak of April’s sell-off, as flows were net positive in May and June. 

On a NAV basis, Class I shares of the Fund underperformed the Index during the second quarter. Please note that effective August 8, 2025, Voya Floating Rate Fund (Fund) is merging into Voya Short Duration High Income Fund. Underperformance for the quarter was driven by selection in software and building products, as well as holding cash in a period of rising loan prices following the sale of positions to prepare for the merger. Half-way through the quarter, the Fund began selling out of loans and was primarily in cash by end of the quarter. Positive contributions for the quarter included the avoidance of select underperforming credits, mostly within the CCC ratings cohort.

Current strategy and outlook

Looking ahead, we are continuing to pay close attention to the evolving developments on the policy and macro front. The top macro concerns are the effects of the tariffs on earnings, pullback in consumer and corporate sentiment and potential recessionary impacts. Despite these concerns, we believe the macro environment still remains generally supportive for loan borrowers, with only a modest slowdown expected and a recession unlikely. Fundamental factors remain in decent shape, although could come under pressure if growth slows meaningfully despite the Fed providing some relief with rate cuts. The overall technical backdrop should remain supportive for the balance of the year. CLO issuance is expected to continue at a strong clip, while M&A activity will likely only modestly increase, which should underpin technical factors and keep the ongoing supply shortage firmly in place. 

From a sector standpoint, we remain cautious around cyclical exposures and industries directly impacted by tariffs. Our greater concern is not with tariffs, but with secondary effects, such as a potential pullback in businesses or consumer spending. As a result, we are focused on industries that we believe are better positioned to withstand broader economic pressure. Across credit quality, we continue to maintain our high single-B profile, with an underweight in BB rated loans and the “right tail” of the market.

Holdings detail

Companies mentioned in this report-percentage of Fund investments, as of 6/30/2025: 0% indicates that the security is no longer in the portfolio. Portfolio holdings are subjected to change on a daily basis.

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The Morningstar® LSTA ® US Leveraged Loan index is an unmanaged total return index that captures accrued interest, repayments, and market value changes. The index does not reflect fees, brokerage commissions, taxes or other expenses of investing. Investors cannot invest directly in an index.

Principal Risks: All investing involves risks of fluctuating prices and the uncertainties of rates of return and yield. Investment Risks: The Fund invests primarily in below investment grade, floating rate senior loans (also known as “high yield” or “junk” instruments), which are subject to greater levels of liquidity, credit, and other risks than are investment grade instruments. There is a limited secondary market for floating rate loans, which may limit the Fund’s ability to sell a loan in a timely fashion or at a favorable price. If a loan is illiquid, the value of the loan may be negatively impacted and the manager may not be able to sell the loan in order to meet redemption needs or other portfolio cash requirements. The value of loans in the Fund could be negatively impacted by adverse economic or market conditions and by the failure of borrowers to repay principal or interest. A decrease in demand for loans may adversely affect the value of the Fund’s investments, causing the Fund’s net asset value to fall. Because of the limited market for floating rate senior loans, it may be difficult to value loans in the Fund on a daily basis. The actual price the Fund receives upon the sale of a loan could differ significantly from the value assigned to it in the Fund. The Fund may invest in foreign instruments, which may present increased market, liquidity, currency, interest rate, political, information, and other risks. These risks may be greater in the case of emerging market loans. Although interest rates for floating rate senior loans typically reset periodically, changes in market interest rates may impact the valuation of loans in the portfolio. In the case of early prepayment of loans in the Fund, the Fund may realize proceeds from the repayment that are less than the valuation assigned to the loan by the Fund. In the case of extensions of payment periods by borrowers on loans in the Fund, the valuation of the loans may be reduced. The Fund may also invest in other investment companies and will pay a proportional share of the expenses of the other investment company. Derivative Instruments: Derivative instruments are subject to a number of risks, including the risk of changes in the market price of the underlying securities, credit risk with respect to the counterparty, risk of loss due to changes in interest rates and liquidity risk. The use of certain derivatives may also have a leveraging effect which may increase the volatility of the Fund and reduce its returns. Other investment risks of the Fund include, but are not limited to: Equity Securities, Foreign Investments, High-Yield Securities, Leverage, Liquidity, Prepayment and Extension. Investors should consult the Fund’s prospectus and statement of additional information for a more detailed discussion of the Fund’s risks. An investment in the Fund is not a bank deposit and is not insured by the Federal Deposit Insurance Corporation, the Federal Reserve Board or any other government agency.

This commentary has been prepared by Voya Investment Management for informational purposes. Nothing contained herein should be construed as (i) an offer to sell or solicitation of an offer to buy any security or (ii) a recommendation as to the advisability of investing in, purchasing or selling any security. Any opinions expressed herein reflect our judgment and are subject to change. Certain of the statements contained herein are statements of future expectations and other forward-looking statements that are based on management’s current views and assumptions and involve known and unknown risks and uncertainties that could cause actual results, performance or events to differ materially from those expressed or implied in such statements. Actual results, performance or events may differ materially from those in such statements due to, without limitation, (1) general economic conditions, (2) performance of financial markets, (3) interest rate levels, (4) increasing levels of loan defaults (5) changes in laws and regulations and (6) changes in the policies of governments and/or regulatory authorities. Past performance is no guarantee of future results.

The opinions, views and information expressed in this commentary regarding holdings are subject to change without notice. The information provided regarding holdings is not a recommendation to buy or sell any security. Portfolio holdings are fluid and are subject to daily change based on market conditions and other factors.

The Fund discussed may be available to you as part of your employer sponsored retirement plan. There may be additional plan level fees resulting in personal performance to vary from stated performance. Please call your benefits office for more information.

Performance Attribution: During the period from January 1, 2017 to July 31, 2020, an unaffiliated data provider, which is used by the Funds to identify individual senior loans and groups of senior loans that detracted from or contributed to portfolio performance on an absolute or relative basis (commonly known as “attribution analysis”), provided the Funds with inaccurate data. As a result, the attribution analysis used to explain and analyze a portfolio’s performance against a particular benchmark was inaccurate in some instances during the period. Importantly, the Funds’ actual performance information and performance comparison to their respective benchmark which appeared in various Fund commentaries during this period were correct and were not impacted by the inaccurate data. The data provider has identified and corrected the issue that caused the transmission of inaccurate information, and correct information is reflected in attribution analysis used in commentaries prepared after September 30, 2020.performance. Please call your benefits office for more information.

The Standard & Poor’s rating scale is as follows, from excellent (high grade) to poor (including default): AAA to D, with intermediate ratings offered at each level between AA and CCC. Anything lower than a BBB- rating is considered a non-investment grade or junk bond. Any security that is not rated by Standard & Poor’s is placed in the NR (Not Rated) category.

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