UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08895
Voya Funds Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: March 31
Date of reporting period: March 31, 2021
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each fund’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’ website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from each fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let each fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
April 15, 2021
| | Index | | | | Description | | |
| | ICE BofAML U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index | | | | The index is designed to track the performance of a synthetic asset paying London Interbank Offered Rate (“LIBOR”) to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that day’s fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day rate) and rolled into a new instrument. | | |
| | Bloomberg Barclays GNMA Index | | | | An index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages. | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond Index | | | | A widely recognized index of publicly issued fixed rate, investment grade debt securities, including Treasuries, Agencies and credit securities with a maturity of one to three years. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Universal Bond Index | | | | The index represents the union of the U.S. Aggregate Index, U.S. Corporate High Yield Index, Investment Grade 144A Index, Eurodollar Index, U.S. Emerging Markets Index, and the non-ERISA eligible portion of the CMBS Index. The index covers USD-denominated, taxable bonds that are rated either investment grade or high-yield. | | |
Portfolio Managers’ Report | Voya GNMA Income Fund |
| Investment Type Allocation as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 59.6% | |
| Collateralized Mortgage Obligations | | | 49.7% | |
| Commercial Mortgage-Backed Securities | | | 1.7% | |
| Asset-Backed Securities | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (11.1)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya GNMA Income Fund | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2021 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Including Sales Charge: | | | | | ||||||||||||||||
| | Class A(1) | | | | | -1.45% | | | | | | 1.64% | | | | | | 2.36% | | | |
| | Class C(2) | | | | | -0.56% | | | | | | 1.41% | | | | | | 1.87% | | | |
| | Class I | | | | | 1.50% | | | | | | 2.48% | | | | | | 2.93% | | | |
| | Class P(3) | | | | | 1.81% | | | | | | 2.55% | | | | | | 2.97% | | | |
| | Class R6(3) | | | | | 1.48% | | | | | | 2.48% | | | | | | 2.93% | | | |
| | Class W | | | | | 1.45% | | | | | | 2.44% | | | | | | 2.90% | | | |
| | Excluding Sales Charge: | | | | | | | | | | | | | | | | | | | | |
| | Class A | | | | | 1.08% | | | | | | 2.16% | | | | | | 2.63% | | | |
| | Class C | | | | | 0.44% | | | | | | 1.41% | | | | | | 1.87% | | | |
| | Class I | | | | | 1.50% | | | | | | 2.48% | | | | | | 2.93% | | | |
| | Class P(3) | | | | | 1.81% | | | | | | 2.55% | | | | | | 2.97% | | | |
| | Class R6(3) | | | | | 1.48% | | | | | | 2.48% | | | | | | 2.93% | | | |
| | Class W | | | | | 1.45% | | | | | | 2.44% | | | | | | 2.90% | | | |
| | Bloomberg Barclays GNMA | | | | | -0.36% | | | | | | 2.22% | | | | | | 2.75% | | | |
| | | | |
Portfolio Managers’ Report | Voya High Yield Bond Fund |
| Sector Diversification as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Consumer, Cyclical | | | 22.7% | |
| Consumer, Non-cyclical | | | 15.5% | |
| Communications | | | 15.5% | |
| Energy | | | 12.3% | |
| Industrials | | | 9.9% | |
| Basic Materials | | | 7.1% | |
| Financials | | | 5.2% | |
| Technology | | | 4.8% | |
| Utilities | | | 1.8% | |
| REITs – Hotels | | | 0.8% | |
| Consumer Staples | | | 0.2% | |
| Health Care | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 4.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2021* (as a percentage of net assets) | | |||
| | | | | |
| Sprint Corp., 7.125%, 06/15/24 | | | 0.7% | |
| HCA, Inc., 5.375%, 02/01/25 | | | 0.6% | |
| Bausch Health Americas, Inc., 8.500%, 01/31/27 | | | 0.5% | |
| Occidental Petroleum Corp., 4.200%, 03/15/48 | | | 0.5% | |
| Occidental Petroleum Corp., 6.625%, 09/01/30 | | | 0.5% | |
| Univision Communications, Inc., 6.625%, 06/01/27 | | | 0.5% | |
| Freeport-McMoRan, Inc., 4.125%, 03/01/28 | | | 0.5% | |
| CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/32 | | | 0.4% | |
| L Brands, Inc., 6.750%, 07/01/36 | | | 0.4% | |
| SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/25 | | | 0.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya High Yield Bond Fund | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2021 | | | ||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class P June 14, 2013 | | | Since Inception of Class R January 30, 2014 | | | Since Inception of Class P3 June 1, 2018 | | | ||||||||||||||||||
| | Including Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A(1) | | | | | 16.76% | | | | | | 5.83% | | | | | | 5.61% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | 17.88% | | | | | | 5.62% | | | | | | 5.10% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 20.19% | | | | | | 6.76% | | | | | | 6.26% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P | | | | | 20.96% | | | | | | 7.46% | | | | | | — | | | | | | 6.02% | | | | | | | | | | | | — | | | |
| | Class P3 | | | | | 21.18% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.16% | | | |
| | Class R | | | | | 19.44% | | | | | | 6.14% | | | | | | — | | | | | | — | | | | | | 4.44% | | | | | | — | | | |
| | Class R6(3) | | | | | 20.39% | | | | | | 6.80% | | | | | | 6.08% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class W(3) | | | | | 20.03% | | | | | | 6.65% | | | | | | 6.28% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A | | | | | 19.76% | | | | | | 6.38% | | | | | | 5.87% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C | | | | | 18.88% | | | | | | 5.62% | | | | | | 5.10% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 20.19% | | | | | | 6.76% | | | | | | 6.26% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P | | | | | 20.96% | | | | | | 7.46% | | | | | | — | | | | | | 6.02% | | | | | | — | | | | | | | | | |
| | Class P3 | | | | | 21.18% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.16% | | | |
| | Class R | | | | | 19.44% | | | | | | 6.14% | | | | | | — | | | | | | — | | | | | | 4.44% | | | | | | — | | | |
| | Class R6(3) | | | | | 20.39% | | | | | | 6.80% | | | | | | 6.08% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class W(3) | | | | | 20.03% | | | | | | 6.65% | | | | | | 6.28% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Bloomberg Barclays High Yield Bond – 2% Issuer Constrained Composite | | | | | 23.65% | | | | | | 8.04% | | | | | | 6.47% | | | | | | 5.84% | | | | | | 5.61% | | | | | | 6.98% | | | |
| | | | |
Portfolio Managers’ Report | Voya Intermediate Bond Fund |
| Investment Type Allocation as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 39.1% | |
| Collateralized Mortgage Obligations | | | 16.9% | |
| Asset-Backed Securities | | | 15.8% | |
| U.S. Government Agency Obligations | | | 11.3% | |
| Commercial Mortgage-Backed Securities | | | 7.7% | |
| U.S. Treasury Obligations | | | 7.3% | |
| Sovereign Bonds | | | 3.0% | |
| Purchased Options | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (1.2)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 0.250%, 03/15/24 | | | 2.1% | |
| United States Treasury Bond, 1.875%, 02/15/41 | | | 1.5% | |
| United States Treasury Note, 0.750%, 03/31/26 | | | 1.2% | |
| United States Treasury Note, 0.125%, 03/31/23 | | | 1.0% | |
| Uniform Mortgage-Backed Securities, 2.000%, 05/01/50 | | | 1.0% | |
| United States Treasury Note, 1.250%, 03/31/28 | | | 0.7% | |
| Ginnie Mae, 3.000%, 07/20/50 | | | 0.7% | |
| United States Treasury Bond, 1.625%, 11/15/50 | | | 0.7% | |
| Ginnie Mae, 2.500%, 05/01/50 | | | 0.6% | |
| Uniform Mortgage-Backed Securities, 2.500%, 05/25/50 | | | 0.5% | |
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Fund | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2021 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class P3 June 1, 2018 | | | ||||||||||||
| | Including Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A(1) | | | | | 3.46% | | | | | | 3.19% | | | | | | 3.95% | | | | | | — | | | |
| | Class C(2) | | | | | 4.34% | | | | | | 2.94% | | | | | | 3.42% | | | | | | — | | | |
| | Class I | | | | | 6.57% | | | | | | 4.08% | | | | | | 4.55% | | | | | | — | | | |
| | Class P3 | | | | | 6.83% | | | | | | — | | | | | | — | | | | | | 6.09% | | | |
| | Class R | | | | | 5.86% | | | | | | 3.46% | | | | | | 3.95% | | | | | | — | | | |
| | Class R6(3) | | | | | 6.50% | | | | | | 4.10% | | | | | | 4.56% | | | | | | — | | | |
| | Class W | | | | | 6.39% | | | | | | 3.99% | | | | | | 4.59% | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | |||||||||||||||||||||
| | Class A | | | | | 6.12% | | | | | | 3.71% | | | | | | 4.21% | | | | | | — | | | |
| | Class C | | | | | 5.34% | | | | | | 2.94% | | | | | | 3.42% | | | | | | — | | | |
| | Class I | | | | | 6.57% | | | | | | 4.08% | | | | | | 4.55% | | | | | | — | | | |
| | Class P3 | | | | | 6.83% | | | | | | — | | | | | | — | | | | | | 6.09% | | | |
| | Class R | | | | | 5.86% | | | | | | 3.46% | | | | | | 3.95% | | | | | | — | | | |
| | Class R6(3) | | | | | 6.50% | | | | | | 4.10% | | | | | | 4.56% | | | | | | — | | | |
| | Class W | | | | | 6.39% | | | | | | 3.99% | | | | | | 4.59% | | | | | | — | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 0.71% | | | | | | 3.10% | | | | | | 3.44% | | | | | | 5.09% | | | |
| | | | |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| Investment Type Allocation as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 44.4% | |
| Commercial Mortgage-Backed Securities | | | 19.2% | |
| Asset-Backed Securities | | | 18.6% | |
| U.S. Treasury Obligations | | | 8.3% | |
| Collateralized Mortgage Obligations | | | 7.0% | |
| U.S. Government Agency Obligations | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2021* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 0.250%, 03/15/24 | | | 3.7% | |
| United States Treasury Note, 1.750%, 03/31/22 | | | 2.8% | |
| United States Treasury Note, 0.125%, 03/31/23 | | | 1.7% | |
| Bank of America Corp., 3.004%, 12/20/23 | | | 0.8% | |
| Freddie Mac 3049 XF, 0.456%, 05/15/33 | | | 0.7% | |
| VMC Finance 2019-FL3 A LLC, 1.208%, 09/15/36 | | | 0.6% | |
| Morgan Stanley, 3.750%, 02/25/23 | | | 0.6% | |
| DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/44 | | | 0.5% | |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.336%, 05/15/36 | | | 0.5% | |
| WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/44 | | | 0.5% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Short Term Bond Fund | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Short Term Bond Fund |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2021 | | | ||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes A, C, I, and W December 19, 2012 | | | Since Inception of Class R July 31, 2014 | | | Since Inception of Class P3 June 1, 2018 | | | Since Inception of Class P2 October 22, 2019 | | | ||||||||||||||||||
| | Including Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A(1) | | | | | 3.87% | | | | | | 1.60% | | | | | | 1.37% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C(2) | | | | | 4.69% | | | | | | 1.35% | | | | | | 0.92% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 6.81% | | | | | | 2.40% | | | | | | 1.97% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P2 | | | | | 7.03% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.25% | | | |
| | Class P3 | | | | | 7.13% | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.86% | | | | | | — | | | |
| | Class R | | | | | 6.32% | | | | | | 1.92% | | | | | | — | | | | | | 1.61% | | | | | | — | | | | | | — | | | |
| | Class R6(3) | | | | | 6.83% | | | | | | 2.43% | | | | | | 2.01% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class W | | | | | 6.84% | | | | | | 2.41% | | | | | | 1.96% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Excluding Sales Charge: | | | | | | | | |||||||||||||||||||||||||||||||
| | Class A | | | | | 6.48% | | | | | | 2.11% | | | | | | 1.69% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class C | | | | | 5.69% | | | | | | 1.35% | | | | | | 0.92% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 6.81% | | | | | | 2.40% | | | | | | 1.97% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P2 | | | | | 7.03% | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.25% | | | |
| | Class P3 | | | | | 7.13% | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.86% | | | | | | — | | | |
| | Class R | | | | | 6.32% | | | | | | 1.92% | | | | | | — | | | | | | 1.61% | | | | | | — | | | | | | — | | | |
| | Class R6(3) | | | | | 6.83% | | | | | | 2.43% | | | | | | 2.01% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class W | | | | | 6.84% | | | | | | 2.41% | | | | | | 1.96% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Bloomberg Barclays U.S. 1-3 Year Government/Credit Bond | | | | | 1.57% | | | | | | 2.00% | | | | | | 1.58% | | | | | | 1.79% | | | | | | 3.16% | | | | | | 2.56% | | | |
| | | | |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| Investment Type Allocation as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Collateralized Mortgage Obligations | | | 23.8% | |
| Commercial Mortgage-Backed Securities | | | 18.9% | |
| Corporate Bonds/Notes | | | 17.0% | |
| Asset-Backed Securities | | | 16.8% | |
| Bank Loans | | | 13.7% | |
| Sovereign Bonds | | | 4.7% | |
| U.S. Treasury Obligations | | | 0.8% | |
| Purchased Options | | | 0.1% | |
| Common Stock | | | 0.0% | |
| Preferred Stock | | | 0.0% | |
| Convertible Bonds/Notes | | | 0.0% | |
| Warrants | | | 0.0% | |
| U.S. Government Agency Obligations | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of March 31, 2021* (as a percentage of net assets) | | |||
| | | | | |
| Benefit Street Partners CLO XII Ltd. 2017-12A A1, 1.491%, 10/15/30 | | | 0.6% | |
| Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/50 | | | 0.5% | |
| Sound Point CLO XXVIII Ltd. 2020-3A A1, 1.535%, 01/25/32 | | | 0.5% | |
| GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/45 | | | 0.5% | |
| Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/38 | | | 0.4% | |
| Turkey Government Bond, 11.000%, 02/24/27 | | | 0.4% | |
| WFRBS Commercial Mortgage Trust 2013-C17 D, 5.039%, 12/15/46 | | | 0.4% | |
| Apidos CLO XXII 2015-22A BR, 2.174%, 04/20/31 | | | 0.4% | |
| WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/48 | | | 0.4% | |
| JP Morgan Mortgage Trust 2018-8 B1, 4.186%, 01/25/49 | | | 0.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Strategic Income Opportunities Fund |
Voya Strategic Income Opportunities Fund | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended March 31, 2021 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Years | | | Since Inception of Classes A, C, I, R, and W November 2, 2012 | | | |||||||||
| | Including Sales Charge: | | | | | ||||||||||||||||
| | Class A(1) | | | | | 12.16% | | | | | | 3.92% | | | | | | 3.34% | | | |
| | Class C(2) | | | | | 13.20% | | | | | | 3.68% | | | | | | 2.86% | | | |
| | Class I | | | | | 15.35% | | | | | | 4.81% | | | | | | 4.02% | | | |
| | Class P(3) | | | | | 15.82% | | | | | | 5.01% | | | | | | 4.14% | | | |
| | Class R | | | | | 14.81% | | | | | | 4.18% | | | | | | 3.37% | | | |
| | Class R6(3) | | | | | 15.46% | | | | | | 4.80% | | | | | | 4.01% | | | |
| | Class W | | | | | 15.42% | | | | | | 4.74% | | | | | | 3.82% | | | |
| | Excluding Sales Charge: | | | | | ||||||||||||||||
| | Class A | | | | | 14.99% | | | | | | 4.44% | | | | | | 3.66% | | | |
| | Class C | | | | | 14.20% | | | | | | 3.68% | | | | | | 2.86% | | | |
| | Class I | | | | | 15.35% | | | | | | 4.81% | | | | | | 4.02% | | | |
| | Class P(3) | | | | | 15.82% | | | | | | 5.01% | | | | | | 4.14% | | | |
| | Class R | | | | | 14.81% | | | | | | 4.18% | | | | | | 3.37% | | | |
| | Class R6(3) | | | | | 15.46% | | | | | | 4.80% | | | | | | 4.01% | | | |
| | Class W | | | | | 15.42% | | | | | | 4.74% | | | | | | 3.82% | | | |
| | ICE BofA U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity | | | | | 0.64% | | | | | | 1.49% | | | | | | 1.00% | | | |
| | Bloomberg Barclays U.S. Universal Bond | | | | | 2.95% | | | | | | 3.59% | | | | | | 3.08% | | | |
| | | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2021* | | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2021* | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,001.60 | | | | | | 0.84% | | | | | $ | 4.19 | | | | | $ | 1,000.00 | | | | | $ | 1,020.74 | | | | | | 0.84% | | | | | $ | 4.23 | | | | | | | | | | | ||||||||||||||||
Class C | | | | | 1,000.00 | | | | | | 999.00 | | | | | | 1.59 | | | | | | 7.92 | | | | | | 1,000.00 | | | | | | 1,017.00 | | | | | | 1.59 | | | | | | 8.00 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,004.50 | | | | | | 0.54 | | | | | | 2.70 | | | | | | 1,000.00 | | | | | | 1,022.24 | | | | | | 0.54 | | | | | | 2.72 | | | | | | | | | | | ||||||||||||||||
Class P | | | | | 1,000.00 | | | | | | 1,005.90 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.18 | | | | | | 0.15 | | | | | | 0.76 | | | | | | | | | | | ||||||||||||||||
Class R6 | | | | | 1,000.00 | | | | | | 1,004.50 | | | | | | 0.48 | | | | | | 2.40 | | | | | | 1,000.00 | | | | | | 1,022.54 | | | | | | 0.48 | | | | | | 2.42 | | | | | | | | | | | ||||||||||||||||
Class W | | | | | 1,000.00 | | | | | | 1,003.10 | | | | | | 0.59 | | | | | | 2.95 | | | | | | 1,000.00 | | | | | | 1,021.99 | | | | | | 0.59 | | | | | | 2.97 | | | | | | | | | | | ||||||||||||||||
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,061.10 | | | | | | 1.04% | | | | | $ | 5.34 | | | | | $ | 1,000.00 | | | | | $ | 1,019.75 | | | | | | 1.04% | | | | | $ | 5.24 | | | | | | | | | | | ||||||||||||||||
Class C | | | | | 1,000.00 | | | | | | 1,057.10 | | | | | | 1.79 | | | | | | 9.18 | | | | | | 1,000.00 | | | | | | 1,016.01 | | | | | | 1.79 | | | | | | 9.00 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,062.90 | | | | | | 0.69 | | | | | | 3.55 | | | | | | 1,000.00 | | | | | | 1,021.49 | | | | | | 0.69 | | | | | | 3.48 | | | | | | | | | | | ||||||||||||||||
Class P | | | | | 1,000.00 | | | | | | 1,066.40 | | | | | | 0.04 | | | | | | 0.21 | | | | | | 1,000.00 | | | | | | 1,024.73 | | | | | | 0.04 | | | | | | 0.20 | | | | | | | | | | | ||||||||||||||||
Class P3 | | | | | 1,000.00 | | | | | | 1,066.60 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Class R | | | | | 1,000.00 | | | | | | 1,059.70 | | | | | | 1.29 | | | | | | 6.62 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.29 | | | | | | 6.49 | | | | | | | | | | | ||||||||||||||||
Class R6 | | | | | 1,000.00 | | | | | | 1,063.20 | | | | | | 0.63 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,021.79 | | | | | | 0.63 | | | | | | 3.18 | | | | | | | | | | | ||||||||||||||||
Class W | | | | | 1,000.00 | | | | | | 1,061.00 | | | | | | 0.79 | | | | | | 4.06 | | | | | | 1,000.00 | | | | | | 1,020.99 | | | | | | 0.79 | | | | | | 3.98 | | | | | | | | | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2021* | | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended March 31, 2021* | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 985.10 | | | | | | 0.70% | | | | | $ | 3.46 | | | | | $ | 1,000.00 | | | | | $ | 1,021.44 | | | | | | 0.70% | | | | | $ | 3.53 | | | | | | | | | | | ||||||||||||||||
Class C | | | | | 1,000.00 | | | | | | 981.30 | | | | | | 1.45 | | | | | | 7.16 | | | | | | 1,000.00 | | | | | | 1,017.70 | | | | | | 1.45 | | | | | | 7.29 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 986.60 | | | | | | 0.34 | | | | | | 1.68 | | | | | | 1,000.00 | | | | | | 1,023.24 | | | | | | 0.34 | | | | | | 1.72 | | | | | | | | | | | ||||||||||||||||
Class P3 | | | | | 1,000.00 | | | | | | 988.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Class R | | | | | 1,000.00 | | | | | | 983.80 | | | | | | 0.95 | | | | | | 4.70 | | | | | | 1,000.00 | | | | | | 1,020.19 | | | | | | 0.95 | | | | | | 4.78 | | | | | | | | | | | ||||||||||||||||
Class R6 | | | | | 1,000.00 | | | | | | 986.80 | | | | | | 0.30 | | | | | | 1.49 | | | | | | 1,000.00 | | | | | | 1,023.44 | | | | | | 0.30 | | | | | | 1.51 | | | | | | | | | | | ||||||||||||||||
Class W | | | | | 1,000.00 | | | | | | 986.30 | | | | | | 0.45 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.69 | | | | | | 0.45 | | | | | | 2.27 | | | | | | | | | | | ||||||||||||||||
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,012.50 | | | | | | 0.60% | | | | | $ | 3.01 | | | | | $ | 1,000.00 | | | | | $ | 1,021.94 | | | | | | 0.60% | | | | | $ | 3.02 | | | | | | | | | | | ||||||||||||||||
Class C | | | | | 1,000.00 | | | | | | 1,008.70 | | | | | | 1.35 | | | | | | 6.76 | | | | | | 1,000.00 | | | | | | 1,018.20 | | | | | | 1.35 | | | | | | 6.79 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,013.00 | | | | | | 0.35 | | | | | | 1.76 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.35 | | | | | | 1.77 | | | | | | | | | | | ||||||||||||||||
Class P2 | | | | | 1,000.00 | | | | | | 1,014.60 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.18 | | | | | | 0.15 | | | | | | 0.76 | | | | | | | | | | | ||||||||||||||||
Class P3 | | | | | 1,000.00 | | | | | | 1,014.60 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.93 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Class R | | | | | 1,000.00 | | | | | | 1,011.30 | | | | | | 0.85 | | | | | | 4.26 | | | | | | 1,000.00 | | | | | | 1,020.69 | | | | | | 0.85 | | | | | | 4.28 | | | | | | | | | | | ||||||||||||||||
Class R6 | | | | | 1,000.00 | | | | | | 1,014.20 | | | | | | 0.30 | | | | | | 1.51 | | | | | | 1,000.00 | | | | | | 1,023.44 | | | | | | 0.30 | | | | | | 1.51 | | | | | | | | | | | ||||||||||||||||
Class W | | | | | 1,000.00 | | | | | | 1,013.80 | | | | | | 0.35 | | | | | | 1.76 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.35 | | | | | | 1.77 | | | | | | | | | | | ||||||||||||||||
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,049.10 | | | | | | 0.88% | | | | | $ | 4.50 | | | | | $ | 1,000.00 | | | | | $ | 1,020.54 | | | | | | 0.88% | | | | | $ | 4.43 | | | | | | | | | | | ||||||||||||||||
Class C | | | | | 1,000.00 | | | | | | 1,044.70 | | | | | | 1.63 | | | | | | 8.31 | | | | | | 1,000.00 | | | | | | 1,016.80 | | | | | | 1.63 | | | | | | 8.20 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,049.80 | | | | | | 0.63 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.79 | | | | | | 0.63 | | | | | | 3.18 | | | | | | | | | | | ||||||||||||||||
Class P | | | | | 1,000.00 | | | | | | 1,051.80 | | | | | | 0.07 | | | | | | 0.36 | | | | | | 1,000.00 | | | | | | 1,024.58 | | | | | | 0.07 | | | | | | 0.35 | | | | | | | | | | | ||||||||||||||||
Class R | | | | | 1,000.00 | | | | | | 1,048.10 | | | | | | 1.13 | | | | | | 5.77 | | | | | | 1,000.00 | | | | | | 1,019.30 | | | | | | 1.13 | | | | | | 5.69 | | | | | | | | | | | ||||||||||||||||
Class R6 | | | | | 1,000.00 | | | | | | 1,050.20 | | | | | | 0.57 | | | | | | 2.91 | | | | | | 1,000.00 | | | | | | 1,022.09 | | | | | | 0.57 | | | | | | 2.87 | | | | | | | | | | | ||||||||||||||||
Class W | | | | | 1,000.00 | | | | | | 1,050.50 | | | | | | 0.63 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.79 | | | | | | 0.63 | | | | | | 3.18 | | | | | | | | | | |
182/365 to reflect the most recent fiscal half-year.
May 26, 2021
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,032,733,193 | | | | | $ | 903,392,513 | | | | | $ | 10,119,203,654 | | |
Short-term investments at fair value† | | | | | 694,272,411 | | | | | | 52,255,660 | | | | | | 277,410,921 | | |
Cash | | | | | — | | | | | | 4,375,347 | | | | | | — | | |
Cash collateral for futures contracts | | | | | 3,813,796 | | | | | | — | | | | | | 18,801,418 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 1,670,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 11,357,691 | | | | | | — | | | | | | 4,161,938 | | |
Foreign currencies at value‡ | | | | | — | | | | | | — | | | | | | 259,230 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 15,888,946 | | | | | | 13,809,394 | | | | | | 67,065,474 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 389,839,209 | | | | | | — | | | | | | 204,655,538 | | |
Fund shares sold | | | | | 6,118,223 | | | | | | 3,227,916 | | | | | | 27,122,846 | | |
Dividends | | | | | — | | | | | | 305 | | | | | | 1,266 | | |
Interest | | | | | 3,831,543 | | | | | | 13,122,262 | | | | | | 58,205,672 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 95,165 | | |
Variation margin on futures contracts | | | | | 598,600 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 2,404,575 | | |
Prepaid expenses | | | | | 54,782 | | | | | | 65,843 | | | | | | 137,651 | | |
Reimbursement due from Investment Adviser | | | | | 64,325 | | | | | | 16,271 | | | | | | 9,561 | | |
Other assets | | | | | 43,093 | | | | | | 18,538 | | | | | | 163,317 | | |
Total assets | | | | | 3,158,615,812 | | | | | | 990,284,049 | | | | | | 10,781,368,226 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 399,640 | | | | | | 70,925 | | | | | | 2,896,682 | | |
Payable for investment securities purchased | | | | | 285,081,219 | | | | | | 20,221,086 | | | | | | 114,944,863 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 1,037,408,434 | | | | | | — | | | | | | 454,630,999 | | |
Payable for fund shares redeemed | | | | | 3,825,182 | | | | | | 643,963 | | | | | | 14,021,724 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 26,397,002 | | | | | | 175,382,123 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 157 | | |
Variation margin payable on futures contracts | | | | | — | | | | | | — | | | | | | 2,365,360 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 3,780,000 | | |
Payable for investment management fees | | | | | 672,450 | | | | | | 307,688 | | | | | | 2,315,056 | | |
Payable for distribution and shareholder service fees | | | | | 168,174 | | | | | | 19,291 | | | | | | 192,659 | | |
Payable to custodian due to bank overdraft | | | | | 31,797 | | | | | | — | | | | | | 1,703,324 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 43,093 | | | | | | 18,538 | | | | | | 163,317 | | |
Payable for trustee fees | | | | | 7,994 | | | | | | 4,072 | | | | | | 48,026 | | |
Other accrued expenses and liabilities | | | | | 634,251 | | | | | | 209,945 | | | | | | 1,459,071 | | |
Written options, at fair value^ | | | | | — | | | | | | — | | | | | | 6,446,626 | | |
Total liabilities | | | | | 1,328,272,234 | | | | | | 47,892,510 | | | | | | 780,349,987 | | |
NET ASSETS | | | | $ | 1,830,343,578 | | | | | $ | 942,391,539 | | | | | $ | 10,001,018,239 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,836,685,230 | | | | | $ | 909,873,498 | | | | | $ | 9,941,179,965 | | |
Total distributable earnings (loss) | | | | | (6,341,652) | | | | | | 32,518,041 | | | | | | 59,838,274 | | |
NET ASSETS | | | | $ | 1,830,343,578 | | | | | $ | 942,391,539 | | | | | $ | 10,001,018,239 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 25,762,869 | | | | | $ | 171,457,044 | | |
* Cost of investments in securities | | | | $ | 2,011,101,768 | | | | | $ | 855,425,052 | | | | | $ | 9,940,524,441 | | |
† Cost of short-term investments | | | | $ | 694,263,188 | | | | | $ | 52,255,800 | | | | | $ | 277,410,326 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | 266,271 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | — | | | | | $ | 4,050,806 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 591,761,877 | | | | | $ | 49,804,999 | | | | | $ | 459,960,273 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 69,613,689 | | | | | | 6,234,204 | | | | | | 44,878,450 | | |
Net asset value and redemption price per share† | | | | $ | 8.50 | | | | | $ | 7.99 | | | | | $ | 10.25 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.72 | | | | | $ | 8.19 | | | | | $ | 10.51 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 48,911,347 | | | | | $ | 10,149,891 | | | | | $ | 22,702,414 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,783,374 | | | | | | 1,270,921 | | | | | | 2,218,263 | | |
Net asset value and redemption price per share† | | | | $ | 8.46 | | | | | $ | 7.99 | | | | | $ | 10.23 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 968,367,228 | | | | | $ | 171,057,966 | | | | | $ | 6,175,478,521 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 113,701,346 | | | | | | 21,445,016 | | | | | | 602,540,216 | | |
Net asset value and redemption price per share | | | | $ | 8.52 | | | | | $ | 7.98 | | | | | $ | 10.25 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 33,317 | | | | | $ | 313,305,856 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 3,917 | | | | | | 39,208,574 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 8.51 | | | | | $ | 7.99 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 8,813,904 | | | | | $ | 36,991,490 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,101,995 | | | | | | 3,607,856 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.00 | | | | | $ | 10.25 | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 546,824 | | | | | $ | 175,288,673 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 68,363 | | | | | | 17,080,543 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.00 | | | | | $ | 10.26 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 41,739,370 | | | | | $ | 242,749,416 | | | | | $ | 2,861,962,790 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,900,385 | | | | | | 30,352,773 | | | | | | 279,127,825 | | |
Net asset value and redemption price per share | | | | $ | 8.52 | | | | | $ | 8.00 | | | | | $ | 10.25 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 179,530,439 | | | | | $ | 145,962,683 | | | | | $ | 268,634,078 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 21,053,423 | | | | | | 18,235,740 | | | | | | 26,226,150 | | |
Net asset value and redemption price per share | | | | $ | 8.53 | | | | | $ | 8.00 | | | | | $ | 10.24 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 203,904,812 | | | | | $ | 2,354,139,649 | | |
Short-term investments at fair value† | | | | | 2,508,585 | | | | | | 133,864,260 | | |
Cash | | | | | 266,351 | | | | | | 2,378,482 | | |
Cash collateral for futures contracts | | | | | 136,817 | | | | | | 9,207,216 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 521,846 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 3,420,000 | | |
Foreign currencies at value‡ | | | | | — | | | | | | 148,454 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 10,125,250 | | | | | | 4,577,381 | | |
Fund shares sold | | | | | 93,369 | | | | | | 11,618,596 | | |
Dividends | | | | | 144 | | | | | | 4,175 | | |
Interest | | | | | 900,600 | | | | | | 14,103,522 | | |
Variation margin on futures contracts | | | | | 3,139 | | | | | | 1,170,975 | | |
Variation margin on centrally cleared swaps | | | | | — | | | | | | 6,970 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 25,299,825 | | |
Prepaid expenses | | | | | 60,406 | | | | | | 95,849 | | |
Reimbursement due from Investment Adviser | | | | | 25,933 | | | | | | — | | |
Other assets | | | | | 4,475 | | | | | | 24,532 | | |
Total assets | | | | | 218,029,881 | | | | | | 2,560,581,732 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 964 | | | | | | 770,185 | | |
Payable for investment securities purchased | | | | | 9,284,333 | | | | | | 49,169,028 | | |
Payable for fund shares redeemed | | | | | 34,874 | | | | | | 8,793,161 | | |
Payable to broker | | | | | — | | | | | | 754,554 | | |
Payable upon receipt of securities loaned | | | | | 115,585 | | | | | | 10,317,665 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 24,107,840 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 4,800,000 | | |
Payable for investment management fees | | | | | 44,343 | | | | | | 1,047,409 | | |
Payable for distribution and shareholder service fees | | | | | 4,827 | | | | | | 86,855 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 4,475 | | | | | | 24,532 | | |
Payable for trustee fees | | | | | 984 | | | | | | 12,610 | | |
Unfunded loan commitments (Note 10) | | | | | — | | | | | | 738,122 | | |
Other accrued expenses and liabilities | | | | | 25,586 | | | | | | 235,385 | | |
Written options, at fair value^ | | | | | — | | | | | | 3,582,206 | | |
Total liabilities | | | | | 9,515,971 | | | | | | 104,439,552 | | |
NET ASSETS | | | | $ | 208,513,910 | | | | | $ | 2,456,142,180 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 209,508,410 | | | | | $ | 2,505,078,915 | | |
Total distributable loss | | | | | (994,500) | | | | | | (48,936,735) | | |
NET ASSETS | | | | $ | 208,513,910 | | | | | $ | 2,456,142,180 | | |
+ Including securities loaned at value | | | | $ | 112,947 | | | | | $ | 10,064,202 | | |
* Cost of investments in securities | | | | $ | 202,247,577 | | | | | $ | 2,347,400,519 | | |
† Cost of short-term investments | | | | $ | 2,508,585 | | | | | $ | 133,864,260 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | 152,487 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 2,577,130 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 19,498,650 | | | | | $ | 147,462,695 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,954,124 | | | | | | 14,566,354 | | |
Net asset value and redemption price per share† | | | | $ | 9.98 | | | | | $ | 10.12 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.24 | | | | | $ | 10.38 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 547,964 | | | | | $ | 53,645,870 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 54,896 | | | | | | 5,379,562 | | |
Net asset value and redemption price per share† | | | | $ | 9.98 | | | | | $ | 9.97 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 16,761,865 | | | | | $ | 2,029,153,916 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,680,970 | | | | | | 199,898,951 | | |
Net asset value and redemption price per share | | | | $ | 9.97 | | | | | $ | 10.15 | | |
Class P | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,310 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 328 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.09 | | |
Class P2 | | | | | | | | | | | | | |
Net assets | | | | $ | 95,093,321 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 9,568,195 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.94 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | |
Net assets | | | | $ | 3,324,386 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 334,042 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.95 | | | | | | n/a | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 8,465 | | | | | $ | 22,403,376 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 846 | | | | | | 2,231,371 | | |
Net asset value and redemption price per share | | | | $ | 10.01 | | | | | $ | 10.04 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 51,298,390 | | | | | $ | 154,514,580 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,141,850 | | | | | | 15,269,917 | | |
Net asset value and redemption price per share | | | | $ | 9.98 | | | | | $ | 10.12 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 21,980,869 | | | | | $ | 48,958,433 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,196,919 | | | | | | 4,848,538 | | |
Net asset value and redemption price per share | | | | $ | 10.01 | | | | | $ | 10.10 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 14,809 | | | | | $ | 34,779 | | |
Interest, net of foreign taxes withheld* | | | | | 26,074,085 | | | | | | 47,750,882 | | | | | | 291,130,525 | | |
Securities lending income, net | | | | | — | | | | | | 150,665 | | | | | | 761,471 | | |
Total investment income | | | | | 26,074,085 | | | | | | 47,916,356 | | | | | | 291,926,775 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 6,994,844 | | | | | | 4,778,836 | | | | | | 25,933,893 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 1,423,903 | | | | | | 120,431 | | | | | | 1,191,228 | | |
Class C | | | | | 490,477 | | | | | | 107,774 | | | | | | 253,352 | | |
Class R | | | | | — | | | | | | 3,598 | | | | | | 938,794 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 724,871 | | | | | | 78,132 | | | | | | 715,645 | | |
Class C | | | | | 62,500 | | | | | | 17,479 | | | | | | 38,205 | | |
Class I | | | | | 733,306 | | | | | | 68,260 | | | | | | 2,667,831 | | |
Class P | | | | | 334 | | | | | | 8,376 | | | | | | — | | |
Class P3 | | | | | — | | | | | | 148 | | | | | | 495 | | |
Class R | | | | | — | | | | | | 1,166 | | | | | | 282,720 | | |
Class R6 | | | | | 508 | | | | | | 4,753 | | | | | | 28,592 | | |
Class W | | | | | 195,216 | | | | | | 234,231 | | | | | | 373,882 | | |
Shareholder reporting expense | | | | | 50,000 | | | | | | 49,640 | | | | | | 265,869 | | |
Registration fees | | | | | 201,487 | | | | | | 149,256 | | | | | | 477,510 | | |
Professional fees | | | | | 49,982 | | | | | | 38,690 | | | | | | 269,964 | | |
Custody and accounting expense | | | | | 164,460 | | | | | | 48,910 | | | | | | 932,289 | | |
Trustee fees | | | | | 63,955 | | | | | | 32,576 | | | | | | 384,204 | | |
Miscellaneous expense | | | | | 53,793 | | | | | | 28,295 | | | | | | 203,732 | | |
Interest expense | | | | | 656 | | | | | | 2,248 | | | | | | 139 | | |
Total expenses | | | | | 11,210,292 | | | | | | 5,772,799 | | | | | | 34,958,344 | | |
Waived and reimbursed fees | | | | | (312,378) | | | | | | (1,639,665) | | | | | | (91,806) | | |
Net expenses | | | | | 10,897,914 | | | | | | 4,133,134 | | | | | | 34,866,538 | | |
Net investment income | | | | | 15,176,171 | | | | | | 43,783,222 | | | | | | 257,060,237 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 12,880,060 | | | | | | 9,678,584 | | | | | | (11,188,060) | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 6,093,523 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (1,249,774) | | |
Futures | | | | | 4,597,698 | | | | | | — | | | | | | (31,247,518) | | |
Swaps | | | | | — | | | | | | — | | | | | | 1,740,897 | | |
Written options | | | | | — | | | | | | — | | | | | | 17,971,780 | | |
Net realized gain (loss) | | | | | 17,477,758 | | | | | | 9,678,584 | | | | | | (17,879,152) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (32,721,222) | | | | | | 83,281,518 | | | | | | 352,057,971 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | (12,338,909) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | 1,332,425 | | |
Futures | | | | | 17,341,867 | | | | | | — | | | | | | (49,389,420) | | |
Swaps | | | | | — | | | | | | — | | | | | | (15,901,067) | | |
Written options | | | | | — | | | | | | — | | | | | | 8,728,546 | | |
Net change in unrealized appreciation (depreciation) | | | | | (15,379,355) | | | | | | 83,281,518 | | | | | | 284,489,546 | | |
Net realized and unrealized gain | | | | | 2,098,403 | | | | | | 92,960,102 | | | | | | 266,610,394 | | |
Increase in net assets resulting from operations | | | | $ | 17,274,574 | | | | | $ | 136,743,324 | | | | | $ | 523,670,631 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 228,653 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 3,340 | | | | | $ | 68,735 | | |
Interest, net of foreign taxes withheld* | | | | | 4,460,012 | | | | | | 104,310,713 | | |
Securities lending income, net | | | | | 3,285 | | | | | | 56,741 | | |
Total investment income | | | | | 4,466,637 | | | | | | 104,436,189 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 491,875 | | | | | | 12,610,128 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 43,658 | | | | | | 372,526 | | |
Class C | | | | | 4,714 | | | | | | 558,314 | | |
Class R | | | | | 22 | | | | | | 103,006 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class A | | | | | 9,129 | | | | | | 92,028 | | |
Class C | | | | | 246 | | | | | | 34,480 | | |
Class I | | | | | 16,314 | | | | | | 1,402,241 | | |
Class P | | | | | — | | | | | | 66 | | |
Class P2 | | | | | 1,876 | | | | | | — | | |
Class P3(1) | | | | | 71 | | | | | | 8 | | |
Class R | | | | | 1 | | | | | | 12,724 | | |
Class R6 | | | | | 316 | | | | | | 1,272 | | |
Class W | | | | | 9,537 | | | | | | 33,941 | | |
Shareholder reporting expense | | | | | 6,375 | | | | | | 163,600 | | |
Registration fees | | | | | 139,873 | | | | | | 660,654 | | |
Professional fees | | | | | 16,253 | | | | | | 104,920 | | |
Custody and accounting expense | | | | | 54,010 | | | | | | 445,650 | | |
Trustee fees | | | | | 7,870 | | | | | | 100,881 | | |
Miscellaneous expense | | | | | 25,326 | | | | | | 169,836 | | |
Interest expense | | | | | 109 | | | | | | — | | |
Total expenses | | | | | 827,575 | | | | | | 16,866,275 | | |
Waived and reimbursed fees | | | | | (296,569) | | | | | | (55,059) | | |
Net expenses | | | | | 531,006 | | | | | | 16,811,216 | | |
Net investment income | | | | | 3,935,631 | | | | | | 87,624,973 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 349,309 | | | | | | (50,169,456) | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,522,985 | | |
Foreign currency related transactions | | | | | 396 | | | | | | (882,770) | | |
Futures | | | | | 310,738 | | | | | | 26,010,856 | | |
Swaps | | | | | 156,949 | | | | | | 494,132 | | |
Written options | | | | | — | | | | | | 10,623,225 | | |
Net realized gain (loss) | | | | | 817,392 | | | | | | (11,401,028) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 7,645,254 | | | | | | 284,576,951 | | |
Forward foreign currency contracts | | | | | — | | | | | | (6,271,724) | | |
Foreign currency related transactions | | | | | 19,985 | | | | | | 757,069 | | |
Futures | | | | | (174,505) | | | | | | 14,986,218 | | |
Swaps | | | | | (174,506) | | | | | | (11,749,260) | | |
Written options | | | | | — | | | | | | 2,988,733 | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,316,228 | | | | | | 285,287,987 | | |
Net realized and unrealized gain | | | | | 8,133,620 | | | | | | 273,886,959 | | |
Increase in net assets resulting from operations | | | | $ | 12,069,251 | | | | | $ | 361,511,932 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 75,621 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 15,176,171 | | | | | $ | 24,042,399 | | | | | $ | 43,783,222 | | | | | $ | 22,831,850 | | |
Net realized gain (loss) | | | | | 17,477,758 | | | | | | (8,276,034) | | | | | | 9,678,584 | | | | | | (7,355,188) | | |
Net change in unrealized appreciation (depreciation) | | | | | (15,379,355) | | | | | | 43,402,003 | | | | | | 83,281,518 | | | | | | (36,492,863) | | |
Increase (decrease) in net assets resulting from operations | | | | | 17,274,574 | | | | | | 59,168,368 | | | | | | 136,743,324 | | | | | | (21,016,201) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (9,377,238) | | | | | | (11,550,826) | | | | | | (2,347,151) | | | | | | (2,809,390) | | |
Class C | | | | | (455,335) | | | | | | (1,094,068) | | | | | | (447,906) | | | | | | (672,337) | | |
Class I | | | | | (14,869,649) | | | | | | (14,382,786) | | | | | | (5,258,208) | | | | | | (4,782,685) | | |
Class P | | | | | (653) | | | | | | — | | | | | | (15,894,893) | | | | | | (5,968,215) | | |
Class P3 | | | | | — | | | | | | — | | | | | | (415,677) | | | | | | (2,446) | | |
Class R | | | | | — | | | | | | — | | | | | | (33,483) | | | | | | (67,635) | | |
Class R6 | | | | | (371,629) | | | | | | — | | | | | | (12,023,544) | | | | | | (3,873,671) | | |
Class W | | | | | (2,783,574) | | | | | | (3,203,430) | | | | | | (7,324,885) | | | | | | (6,214,047) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (1,926,810) | | | | | | — | | | | | | (114,765) | | | | | | — | | |
Class C | | | | | (159,566) | | | | | | — | | | | | | (23,566) | | | | | | — | | |
Class I | | | | | (2,889,673) | | | | | | — | | | | | | (359,331) | | | | | | — | | |
Class P | | | | | (108) | | | | | | — | | | | | | (719,676) | | | | | | — | | |
Class P3 | | | | | — | | | | | | — | | | | | | (19,834) | | | | | | — | | |
Class R | | | | | — | | | | | | — | | | | | | (1,496) | | | | | | — | | |
Class R6 | | | | | (126,940) | | | | | | — | | | | | | (554,730) | | | | | | — | | |
Class W | | | | | (567,620) | | | | | | — | | | | | | (367,110) | | | | | | — | | |
Total distributions | | | | | (33,528,795) | | | | | | (30,231,110) | | | | | | (45,906,255) | | | | | | (24,390,426) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,168,302,809 | | | | | | 674,186,979 | | | | | | 665,909,788 | | | | | | 304,226,953 | | |
Reinvestment of distributions | | | | | 28,307,653 | | | | | | 26,105,948 | | | | | | 44,999,241 | | | | | | 23,799,386 | | |
| | | | | 1,196,610,462 | | | | | | 700,292,927 | | | | | | 710,909,029 | | | | | | 328,026,339 | | |
Cost of shares redeemed | | | | | (651,435,706) | | | | | | (364,328,264) | | | | | | (347,677,664) | | | | | | (181,600,825) | | |
Net increase in net assets resulting from capital share transactions | | | | | 545,174,756 | | | | | | 335,964,663 | | | | | | 363,231,365 | | | | | | 146,425,514 | | |
Net increase in net assets | | | | | 528,920,535 | | | | | | 364,901,921 | | | | | | 454,068,434 | | | | | | 101,018,887 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,301,423,043 | | | | | | 936,521,122 | | | | | | 488,323,105 | | | | | | 387,304,218 | | |
End of year or period | | | | $ | 1,830,343,578 | | | | | $ | 1,301,423,043 | | | | | $ | 942,391,539 | | | | | $ | 488,323,105 | | |
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | | ||||||||||||||||||
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 257,060,237 | | | | | $ | 236,828,968 | | | | | $ | 3,935,631 | | | | | $ | 4,766,421 | | |
Net realized gain (loss) | | | | | (17,879,152) | | | | | | 251,736,083 | | | | | | 817,392 | | | | | | (70,165) | | |
Net change in unrealized appreciation (depreciation) | | | | | 284,489,546 | | | | | | (214,426,317) | | | | | | 7,316,228 | | | | | | (5,619,593) | | |
Increase (decrease) in net assets resulting from operations | | | | | 523,670,631 | | | | | | 274,138,734 | | | | | | 12,069,251 | | | | | | (923,337) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (20,564,182) | | | | | | (15,303,664) | | | | | | (278,104) | | | | | | (163,981) | | |
Class C | | | | | (893,744) | | | | | | (737,285) | | | | | | (3,952) | | | | | | (8,799) | | |
Class I | | | | | (275,242,006) | | | | | | (170,342,310) | | | | | | (288,052) | | | | | | (280,703) | | |
Class O(1) | | | | | — | | | | | | (51,556) | | | | | | — | | | | | | — | | |
Class P2 | | | | | — | | | | | | — | | | | | | (2,186,280) | | | | | | (660,465) | | |
Class P3 | | | | | (1,562,771) | | | | | | (785,587) | | | | | | (81,188) | | | | | | (168,320) | | |
Class R | | | | | (7,528,131) | | | | | | (5,667,590) | | | | | | (55) | | | | | | (61) | | |
Class R6 | | | | | (127,827,065) | | | | | | (75,467,807) | | | | | | (1,089,714) | | | | | | (3,538,580) | | |
Class W | | | | | (11,423,548) | | | | | | (7,387,108) | | | | | | (337,343) | | | | | | (11,347) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (1,426,181) | | | | | | — | | | | | | (41,825) | | | | | | — | | |
Class C | | | | | (69,869) | | | | | | — | | | | | | (1,134) | | | | | | — | | |
Class I | | | | | (19,029,063) | | | | | | — | | | | | | (34,181) | | | | | | — | | |
Class P2 | | | | | — | | | | | | — | | | | | | (198,897) | | | | | | — | | |
Class P3 | | | | | (107,543) | | | | | | — | | | | | | (6,905) | | | | | | — | | |
Class R | | | | | (534,794) | | | | | | — | | | | | | (14) | | | | | | — | | |
Class R6 | | | | | (8,604,830) | | | | | | — | | | | | | (103,871) | | | | | | — | | |
Class W | | | | | (813,151) | | | | | | — | | | | | | (44,753) | | | | | | — | | |
Total distributions | | | | | (475,626,878) | | | | | | (275,742,907) | | | | | | (4,696,268) | | | | | | (4,832,256) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,097,730,949 | | | | | | 3,992,382,313 | | | | | | 122,358,355 | | | | | | 223,489,488 | | |
Reinvestment of distributions | | | | | 425,239,101 | | | | | | 247,954,219 | | | | | | 4,616,589 | | | | | | 4,734,147 | | |
| | | | | 4,522,970,050 | | | | | | 4,240,336,532 | | | | | | 126,974,944 | | | | | | 228,223,635 | | |
Cost of shares redeemed | | | | | (2,798,974,263) | | | | | | (2,827,431,133) | | | | | | (98,064,607) | | | | | | (165,300,289) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,723,995,787 | | | | | | 1,412,905,399 | | | | | | 28,910,337 | | | | | | 62,923,346 | | |
Net increase in net assets | | | | | 1,772,039,540 | | | | | | 1,411,301,226 | | | | | | 36,283,320 | | | | | | 57,167,753 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 8,228,978,699 | | | | | | 6,817,677,473 | | | | | | 172,230,590 | | | | | | 115,062,837 | | |
End of year or period | | | | $ | 10,001,018,239 | | | | | $ | 8,228,978,699 | | | | | $ | 208,513,910 | | | | | $ | 172,230,590 | | |
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 87,624,973 | | | | | $ | 88,352,883 | | |
Net realized loss | | | | | (11,401,028) | | | | | | (40,985,272) | | |
Net change in unrealized appreciation (depreciation) | | | | | 285,287,987 | | | | | | (276,356,200) | | |
Increase (decrease) in net assets resulting from operations | | | | | 361,511,932 | | | | | | (228,988,589) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (4,573,237) | | | | | | (7,268,307) | | |
Class C | | | | | (1,296,760) | | | | | | (1,334,631) | | |
Class I | | | | | (70,280,162) | | | | | | (78,896,166) | | |
Class P | | | | | (435,158) | | | | | | (502,612) | | |
Class P3(1) | | | | | (61,640) | | | | | | (139,449) | | |
Class R | | | | | (571,163) | | | | | | (599,354) | | |
Class R6 | | | | | (6,311,083) | | | | | | (9,781,658) | | |
Class W | | | | | (1,869,031) | | | | | | (2,688,325) | | |
Return of capital: | | | | | | | | | | | | | |
Class A | | | | | (764,196) | | | | | | — | | |
Class C | | | | | (285,148) | | | | | | — | | |
Class I | | | | | (10,402,184) | | | | | | — | | |
Class P | | | | | (17) | | | | | | — | | |
Class R | | | | | (114,529) | | | | | | — | | |
Class R6 | | | | | (796,329) | | | | | | — | | |
Class W | | | | | (244,753) | | | | | | — | | |
Total distributions | | | | | (98,005,390) | | | | | | (101,210,502) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,049,049,671 | | | | | | 2,687,928,062 | | |
Reinvestment of distributions | | | | | 87,221,563 | | | | | | 95,332,067 | | |
| | | | | 1,136,271,234 | | | | | | 2,783,260,129 | | |
Cost of shares redeemed | | | | | (1,520,530,385) | | | | | | (1,289,308,113) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (384,259,151) | | | | | | 1,493,952,016 | | |
Net increase (decrease) in net assets | | | | | (120,752,609) | | | | | | 1,163,752,925 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 2,576,894,789 | | | | | | 1,413,141,864 | | |
End of year or period | | | | $ | 2,456,142,180 | | | | | $ | 2,576,894,789 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 8.58 | | | | | | 0.07• | | | | | | 0.02 | | | | | | 0.09 | | | | | | 0.14 | | | | | | — | | | | | | 0.03 | | | | | | 0.17 | | | | | | — | | | | | | 8.50 | | | | | | 1.08 | | | | | | 0.85 | | | | 0.84 | | | 0.84 | | | 0.82 | | | | | 591,762 | | | | | | 419 | | |
03-31-20 | | | | | 8.36 | | | | | | 0.18• | | | | | | 0.27 | | | | | | 0.45 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.58 | | | | | | 5.43 | | | | | | 0.93 | | | | 0.92 | | | 0.92 | | | 2.12 | | | | | 493,737 | | | | | | 421 | | |
03-31-19 | | | | | 8.25 | | | | | | 0.18 | | | | | | 0.13 | | | | | | 0.31 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.36 | | | | | | 3.85 | | | | | | 0.97 | | | | 0.95 | | | 0.95 | | | 2.25 | | | | | 394,763 | | | | | | 398 | | |
03-31-18 | | | | | 8.44 | | | | | | 0.14• | | | | | | (0.13) | | | | | | 0.01 | | | | | | 0.18 | | | | | | — | | | | | | 0.02 | | | | | | 0.20 | | | | | | — | | | | | | 8.25 | | | | | | 0.08 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 1.66 | | | | | 435,118 | | | | | | 367 | | |
03-31-17 | | | | | 8.63 | | | | | | 0.08 | | | | | | (0.04) | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | 8.44 | | | | | | 0.44 | | | | | | 0.93 | | | | 0.93 | | | 0.93 | | | 1.02 | | | | | 513,223 | | | | | | 580 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 8.53 | | | | | | 0.01• | | | | | | 0.03 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | 0.03 | | | | | | 0.11 | | | | | | — | | | | | | 8.46 | | | | | | 0.44 | | | | | | 1.60 | | | | 1.59 | | | 1.59 | | | 0.09 | | | | | 48,911 | | | | | | 419 | | |
03-31-20 | | | | | 8.31 | | | | | | 0.12• | | | | | | 0.26 | | | | | | 0.38 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 8.53 | | | | | | 4.66 | | | | | | 1.68 | | | | 1.67 | | | 1.67 | | | 1.37 | | | | | 47,577 | | | | | | 421 | | |
03-31-19 | | | | | 8.21 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 0.24 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 8.31 | | | | | | 2.96 | | | | | | 1.72 | | | | 1.70 | | | 1.70 | | | 1.49 | | | | | 62,769 | | | | | | 398 | | |
03-31-18 | | | | | 8.39 | | | | | | 0.06 | | | | | | (0.10) | | | | | | (0.04) | | | | | | 0.12 | | | | | | — | | | | | | 0.02 | | | | | | 0.14 | | | | | | — | | | | | | 8.21 | | | | | | (0.56) | | | | | | 1.70 | | | | 1.70 | | | 1.70 | | | 0.90 | | | | | 76,535 | | | | | | 367 | | |
03-31-17 | | | | | 8.58 | | | | | | 0.02 | | | | | | (0.05) | | | | | | (0.03) | | | | | | 0.06 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 8.39 | | | | | | (0.37) | | | | | | 1.68 | | | | 1.68 | | | 1.68 | | | 0.27 | | | | | 111,103 | | | | | | 580 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 8.59 | | | | | | 0.09• | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.17 | | | | | | — | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 8.52 | | | | | | 1.50 | | | | | | 0.57 | | | | 0.54 | | | 0.54 | | | 1.10 | | | | | 968,367 | | | | | | 419 | | |
03-31-20 | | | | | 8.37 | | | | | | 0.21• | | | | | | 0.26 | | | | | | 0.47 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.59 | | | | | | 5.75 | | | | | | 0.67 | | | | 0.62 | | | 0.62 | | | 2.42 | | | | | 604,194 | | | | | | 421 | | |
03-31-19 | | | | | 8.26 | | | | | | 0.21 | | | | | | 0.13 | | | | | | 0.34 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.37 | | | | | | 4.16 | | | | | | 0.71 | | | | 0.65 | | | 0.65 | | | 2.55 | | | | | 387,607 | | | | | | 398 | | |
03-31-18 | | | | | 8.45 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.26 | | | | | | 0.37 | | | | | | 0.70 | | | | 0.65 | | | 0.65 | | | 1.95 | | | | | 350,326 | | | | | | 367 | | |
03-31-17 | | | | | 8.64 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.45 | | | | | | 0.76 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 1.29 | | | | | 461,076 | | | | | | 580 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-22-20(4) - 03-31-21 | | | | | 8.62 | | | | | | 0.09• | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.17 | | | | | | — | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 8.51 | | | | | | 1.03 | | | | | | 1.67 | | | | 0.15 | | | 0.15 | | | 1.28 | | | | | 33 | | | | | | 419 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
07-31-20(4) - 03-31-21 | | | | | 8.58 | | | | | | 0.04• | | | | | | 0.02 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.03 | | | | | | 0.12 | | | | | | — | | | | | | 8.52 | | | | | | 0.64 | | | | | | 0.48 | | | | 0.48 | | | 0.48 | | | 0.62 | | | | | 41,739 | | | | | | 419 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 8.60 | | | | | | 0.09• | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.17 | | | | | | — | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 8.53 | | | | | | 1.45 | | | | | | 0.60 | | | | 0.59 | | | 0.59 | | | 1.02 | | | | | 179,530 | | | | | | 419 | | |
03-31-20 | | | | | 8.38 | | | | | | 0.20• | | | | | | 0.27 | | | | | | 0.47 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.60 | | | | | | 5.69 | | | | | | 0.68 | | | | 0.67 | | | 0.67 | | | 2.38 | | | | | 155,915 | | | | | | 421 | | |
03-31-19 | | | | | 8.27 | | | | | | 0.20• | | | | | | 0.13 | | | | | | 0.33 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.38 | | | | | | 4.11 | | | | | | 0.72 | | | | 0.70 | | | 0.70 | | | 2.47 | | | | | 91,383 | | | | | | 398 | | |
03-31-18 | | | | | 8.46 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.27 | | | | | | 0.33 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 1.92 | | | | | 156,625 | | | | | | 367 | | |
03-31-17 | | | | | 8.65 | | | | | | 0.12 | | | | | | (0.05) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.46 | | | | | | 0.72 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 1.26 | | | | | 141,853 | | | | | | 580 | | |
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.02 | | | | | | 0.38• | | | | | | 0.99 | | | | | | 1.37 | | | | | | 0.38 | | | | | | — | | | | | | 0.02 | | | | | | 0.40 | | | | | | — | | | | | | 7.99 | | | | | | 19.76 | | | | | | 1.04 | | | | 1.04 | | | 1.04 | | | 4.86 | | | | | 49,805 | | | | | | 78 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.39• | | | | | | (0.81) | | | | | | (0.42) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 7.02 | | | | | | (5.76) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 4.97 | | | | | 44,060 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.43 | | | | | | (0.05) | | | | | | 0.38 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.86 | | | | | | 5.03 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 5.49 | | | | | 60,390 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.43 | | | | | | (0.22) | | | | | | 0.21 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.89 | | | | | | 2.52 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 5.27 | | | | | 52,994 | | | | | | 40 | | |
03-31-17 | | | | | 7.62 | | | | | | 0.41 | | | | | | 0.50 | | | | | | 0.91 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.11 | | | | | | 12.13 | | | | | | 1.06 | | | | 1.06 | | | 1.06 | | | 5.23 | | | | | 60,927 | | | | | | 41 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.02 | | | | | | 0.32• | | | | | | 0.99 | | | | | | 1.31 | | | | | | 0.32 | | | | | | — | | | | | | 0.02 | | | | | | 0.34 | | | | | | — | | | | | | 7.99 | | | | | | 18.88 | | | | | | 1.79 | | | | 1.79 | | | 1.79 | | | 4.12 | | | | | 10,150 | | | | | | 78 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.34• | | | | | | (0.82) | | | | | | (0.48) | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 7.02 | | | | | | (6.47) | | | | | | 1.85 | | | | 1.85 | | | 1.85 | | | 4.23 | | | | | 11,215 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.37 | | | | | | (0.05) | | | | | | 0.32 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.86 | | | | | | 4.24 | | | | | | 1.85 | | | | 1.85 | | | 1.85 | | | 4.77 | | | | | 15,945 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.37 | | | | | | (0.23) | | | | | | 0.14 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 7.89 | | | | | | 1.75 | | | | | | 1.82 | | | | 1.82 | | | 1.82 | | | 4.52 | | | | | 10,513 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.36 | | | | | | 0.50 | | | | | | 0.86 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 8.11 | | | | | | 11.45 | | | | | | 1.81 | | | | 1.81 | | | 1.81 | | | 4.49 | | | | | 13,113 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.01 | | | | | | 0.40• | | | | | | 0.99 | | | | | | 1.39 | | | | | | 0.40 | | | | | | — | | | | | | 0.02 | | | | | | 0.42 | | | | | | — | | | | | | 7.98 | | | | | | 20.19 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.18 | | | | | 171,058 | | | | | | 78 | | |
03-31-20 | | | | | 7.85 | | | | | | 0.42• | | | | | | (0.81) | | | | | | (0.39) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.01 | | | | | | (5.45) | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.32 | | | | | 68,214 | | | | | | 57 | | |
03-31-19 | | | | | 7.88 | | | | | | 0.47 | | | | | | (0.06) | | | | | | 0.41 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.85 | | | | | | 5.39 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.82 | | | | | 81,121 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.23) | | | | | | 0.23 | | | | | | 0.45 | | | | | �� | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.88 | | | | | | 2.87 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 5.62 | | | | | 149,279 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.10 | | | | | | 12.54 | | | | | | 0.71 | | | | 0.71 | | | 0.71 | | | 5.56 | | | | | 204,818 | | | | | | 41 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.02 | | | | | | 0.45• | | | | | | 1.00 | | | | | | 1.45 | | | | | | 0.46 | | | | | | — | | | | | | 0.02 | | | | | | 0.48 | | | | | | — | | | | | | 7.99 | | | | | | 20.96 | | | | | | 0.63 | | | | 0.04 | | | 0.04 | | | 5.83 | | | | | 313,306 | | | | | | 78 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.47• | | | | | | (0.82) | | | | | | (0.35) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 7.02 | | | | | | (4.92) | | | | | | 0.69 | | | | 0.08 | | | 0.08 | | | 5.98 | | | | | 99,000 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.51 | | | | | | (0.05) | | | | | | 0.46 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.87 | | | | | | 6.05 | | | | | | 0.69 | | | | 0.08 | | | 0.08 | | | 6.51 | | | | | 120,464 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.51 | | | | | | (0.22) | | | | | | 0.29 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 7.90 | | | | | | 3.63 | | | | | | 0.66 | | | | 0.06 | | | 0.06 | | | 6.28 | | | | | 132,713 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.50 | | | | | | 0.49 | | | | | | 0.99 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 8.11 | | | | | | 13.36 | | | | | | 0.66 | | | | 0.07 | | | 0.07 | | | 6.25 | | | | | 149,606 | | | | | | 41 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.02 | | | | | | 0.46• | | | | | | 1.00 | | | | | | 1.46 | | | | | | 0.46 | | | | | | — | | | | | | 0.02 | | | | | | 0.48 | | | | | | — | | | | | | 8.00 | | | | | | 21.18 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 5.88 | | | | | 8,814 | | | | | | 78 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.46• | | | | | | (0.79) | | | | | | (0.33) | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 7.02 | | | | | | (4.74) | | | | | | 0.74 | | | | 0.00* | | | 0.00* | | | 7.32 | | | | | 1,143 | | | | | | 57 | | |
06-01-18(4) - 03-31-19 | | | | | 7.85 | | | | | | 0.41• | | | | | | 0.00* | | | | | | 0.41 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 7.86 | | | | | | 5.36 | | | | | | 0.69 | | | | 0.00* | | | 0.00* | | | 6.25 | | | | | 3 | | | | | | 33 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.03 | | | | | | 0.36• | | | | | | 0.99 | | | | | | 1.35 | | | | | | 0.36 | | | | | | — | | | | | | 0.02 | | | | | | 0.38 | | | | | | — | | | | | | 8.00 | | | | | | 19.44 | | | | | | 1.29 | | | | 1.29 | | | 1.29 | | | 4.61 | | | | | 547 | | | | | | 78 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.37• | | | | | | (0.81) | | | | | | (0.44) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 7.03 | | | | | | (5.99) | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 4.72 | | | | | 684 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.41 | | | | | | (0.05) | | | | | | 0.36 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.87 | | | | | | 4.76 | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 5.25 | | | | | 1,185 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.41 | | | | | | (0.21) | | | | | | 0.20 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.90 | | | | | | 2.39 | | | | | | 1.32 | | | | 1.32 | | | 1.32 | | | 5.00 | | | | | 791 | | | | | | 40 | | |
03-31-17 | | | | | 7.62 | | | | | | 0.40 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 8.11 | | | | | | 11.85 | | | | | | 1.31 | | | | 1.31 | | | 1.31 | | | 4.99 | | | | | 267 | | | | | | 41 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.02 | | | | | | 0.41• | | | | | | 1.00 | | | | | | 1.41 | | | | | | 0.41 | | | | | | — | | | | | | 0.02 | | | | | | 0.43 | | | | | | — | | | | | | 8.00 | | | | | | 20.39 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 5.26 | | | | | 242,749 | | | | | | 78 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.43• | | | | | | (0.82) | | | | | | (0.39) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 7.02 | | | | | | (5.49) | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.44 | | | | | 125,036 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.45• | | | | | | (0.03) | | | | | | 0.42 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.87 | | | | | | 5.52 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.72 | | | | | 10,002 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.22) | | | | | | 0.24 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.89 | | | | | | 2.97 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.67 | | | | | 117,343 | | | | | | 40 | | |
08-03-16(4) - 03-31-17 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.20 | | | | | | 0.50 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.10 | | | | | | 6.39 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.74 | | | | | 120,605 | | | | | | 41 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 7.03 | | | | | | 0.40• | | | | | | 0.99 | | | | | | 1.39 | | | | | | 0.40 | | | | | | — | | | | | | 0.02 | | | | | | 0.42 | | | | | | — | | | | | | 8.00 | | | | | | 20.03 | | | | | | 0.79 | | | | 0.79 | | | 0.79 | | | 5.09 | | | | | 145,963 | | | | | | 78 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.41• | | | | | | (0.81) | | | | | | (0.40) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.03 | | | | | | (5.51) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 5.22 | | | | | 138,971 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.45 | | | | | | (0.05) | | | | | | 0.40 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.87 | | | | | | 5.29 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 5.74 | | | | | 98,192 | | | | | | 33 | | |
03-31-18 | | | | | 8.12 | | | | | | 0.45 | | | | | | (0.22) | | | | | | 0.23 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.90 | | | | | | 2.78 | | | | | | 0.82 | | | | 0.82 | | | 0.82 | | | 5.51 | | | | | 98,970 | | | | | | 40 | | |
03-31-17 | | | | | 7.63 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.12 | | | | | | 12.40 | | | | | | 0.81 | | | | 0.81 | | | 0.81 | | | 5.49 | | | | | 90,878 | | | | | | 41 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.11 | | | | | | 0.25• | | | | | | 0.38 | | | | | | 0.63 | | | | | | 0.29 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.49 | | | | | | — | | | | | | 10.25 | | | | | | 6.12 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 2.35 | | | | | 459,960 | | | | | | 159†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.30 | | | | | | 0.13 | | | | | | 0.43 | | | | | | 0.33 | | | | | | 0.01 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.11 | | | | | | 4.29 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 2.88 | | | | | 451,338 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.30 | | | | | | 0.11 | | | | | | 0.41 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.02 | | | | | | 4.28 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.06 | | | | | 431,210 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.27 | | | | | | (0.09) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.90 | | | | | | 1.75 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 2.63 | | | | | 444,865 | | | | | | 482†† | | |
03-31-17 | | | | | 10.09 | | | | | | 0.27 | | | | | | (0.05) | | | | | | 0.22 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.01 | | | | | | 2.19 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.65 | | | | | 436,938 | | | | | | 403†† | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.09 | | | | | | 0.17• | | | | | | 0.38 | | | | | | 0.55 | | | | | | 0.21 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.41 | | | | | | — | | | | | | 10.23 | | | | | | 5.34 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 1.62 | | | | | 22,702 | | | | | | 159†† | | |
03-31-20 | | | | | 10.01 | | | | | | 0.21 | | | | | | 0.14 | | | | | | 0.35 | | | | | | 0.26 | | | | | | 0.01 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.09 | | | | | | 3.41 | | | | | | 1.44 | | | | 1.44 | | | 1.44 | | | 2.06 | | | | | 25,556 | | | | | | 253†† | | |
03-31-19 | | | | | 9.89 | | | | | | 0.23 | | | | | | 0.11 | | | | | | 0.34 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.01 | | | | | | 3.51 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 2.31 | | | | | 28,657 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.19 | | | | | | (0.09) | | | | | | 0.10 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.89 | | | | | | 0.99 | | | | | | 1.42 | | | | 1.42 | | | 1.42 | | | 1.89 | | | | | 30,922 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.19 | | | | | | (0.04) | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.00 | | | | | | 1.53 | | | | | | 1.40 | | | | 1.40 | | | 1.40 | | | 1.91 | | | | | 28,270 | | | | | | 403†† | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.10 | | | | | | 0.29• | | | | | | 0.38 | | | | | | 0.67 | | | | | | 0.32 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.52 | | | | | | — | | | | | | 10.25 | | | | | | 6.57 | | | | | | 0.34 | | | | 0.34 | | | 0.34 | | | 2.70 | | | | | 6,175,479 | | | | | | 159†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.32 | | | | | | 0.14 | | | | | | 0.46 | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.10 | | | | | | 4.53 | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.13 | | | | | 4,988,317 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.33 | | | | | | 0.12 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.63 | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.41 | | | | | 4,142,382 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.30 | | | | | | (0.09) | | | | | | 0.21 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.09 | | | | | | 0.35 | | | | 0.35 | | | 0.35 | | | 2.96 | | | | | 2,510,746 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.01 | | | | | | 2.63 | | | | | | 0.33 | | | | 0.33 | | | 0.33 | | | 3.00 | | | | | 1,578,844 | | | | | | 403†† | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.11 | | | | | | 0.32• | | | | | | 0.38 | | | | | | 0.70 | | | | | | 0.36 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.56 | | | | | | — | | | | | | 10.25 | | | | | | 6.83 | | | | | | 0.30 | | | | 0.00* | | | 0.00* | | | 3.02 | | | | | 36,991 | | | | | | 159†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.36 | | | | | | 0.14 | | | | | | 0.50 | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.11 | | | | | | 4.99 | | | | | | 0.30 | | | | 0.00* | | | 0.00* | | | 3.49 | | | | | 20,936 | | | | | | 253†† | | |
06-01-18(4) - 03-31-19 | | | | | 9.80 | | | | | | 0.31• | | | | | | 0.21 | | | | | | 0.52 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.02 | | | | | | 5.40 | | | | | | 0.31 | | | | 0.00* | | | 0.00* | | | 3.80 | | | | | 16,286 | | | | | | 329†† | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.12 | | | | | | 0.22• | | | | | | 0.38 | | | | | | 0.60 | | | | | | 0.26 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.46 | | | | | | — | | | | | | 10.26 | | | | | | 5.86 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.11 | | | | | 175,289 | | | | | | 159†† | | |
03-31-20 | | | | | 10.03 | | | | | | 0.26 | | | | | | 0.15 | | | | | | 0.41 | | | | | | 0.31 | | | | | | 0.01 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.12 | | | | | | 4.03 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 2.56 | | | | | 186,915 | | | | | | 253†† | | |
03-31-19 | | | | | 9.92 | | | | | | 0.28 | | | | | | 0.10 | | | | | | 0.38 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.03 | | | | | | 3.92 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.81 | | | | | 170,236 | | | | | | 329†† | | |
03-31-18 | | | | | 10.02 | | | | | | 0.24 | | | | | | (0.08) | | | | | | 0.16 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.92 | | | | | | 1.60 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 2.38 | | | | | 186,904 | | | | | | 482†† | | |
03-31-17 | | | | | 10.10 | | | | | | 0.24 | | | | | | (0.04) | | | | | | 0.20 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.02 | | | | | | 1.93 | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.42 | | | | | 166,268 | | | | | | 403†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.11 | | | | | | 0.29• | | | | | | 0.38 | | | | | | 0.67 | | | | | | 0.33 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.53 | | | | | | — | | | | | | 10.25 | | | | | | 6.50 | | | | | | 0.30 | | | | 0.30 | | | 0.30 | | | 2.74 | | | | | 2,861,963 | | | | | | 159†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.33 | | | | | | 0.14 | | | | | | 0.47 | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.11 | | | | | | 4.67 | | | | | | 0.30 | | | | 0.30 | | | 0.30 | | | 3.19 | | | | | 2,306,857 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.34 | | | | | | 0.11 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.65 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.46 | | | | | 1,851,627 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.31 | | | | | | (0.09) | | | | | | 0.22 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.20 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.00 | | | | | 1,514,795 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.01 | | | | | 832,462 | | | | | | 403†† | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 10.10 | | | | | | 0.27• | | | | | | 0.38 | | | | | | 0.65 | | | | | | 0.31 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.51 | | | | | | — | | | | | | 10.24 | | | | | | 6.39 | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 2.59 | | | | | 268,634 | | | | | | 159†† | | |
03-31-20 | | | | | 10.01 | | | | | | 0.32 | | | | | | 0.14 | | | | | | 0.46 | | | | | | 0.36 | | | | | | 0.01 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 10.10 | | | | | | 4.56 | | | | | | 0.44 | | | | 0.44 | | | 0.44 | | | 3.05 | | | | | 249,060 | | | | | | 253†† | | |
03-31-19 | | | | | 9.89 | | | | | | 0.32• | | | | | | 0.12 | | | | | | 0.44 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.01 | | | | | | 4.55 | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 3.25 | | | | | 174,570 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.29 | | | | | | (0.09) | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.89 | | | | | | 2.00 | | | | | | 0.42 | | | | 0.42 | | | 0.42 | | | 2.89 | | | | | 760,186 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.29 | | | | | | (0.03) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.40 | | | | 0.40 | | | 0.40 | | | 2.92 | | | | | 654,374 | | | | | | 403†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.55 | | | | | | 0.16• | | | | | | 0.46 | | | | | | 0.62 | | | | | | 0.17 | | | | | | — | | | | | | 0.02 | | | | | | 0.19 | | | | | | — | | | | | | 9.98 | | | | | | 6.48 | | | | | | 0.68 | | | | 0.60 | | | 0.60 | | | 1.62 | | | | | 19,499 | | | | | | 145 | | |
03-31-20 | | | | | 9.77 | | | | | | 0.22• | | | | | | (0.23) | | | | | | (0.01) | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.55 | | | | | | (0.14) | | | | | | 0.72 | | | | 0.65 | | | 0.65 | | | 2.19 | | | | | 6,907 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.21• | | | | | | 0.06 | | | | | | 0.27 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.77 | | | | | | 2.85 | | | | | | 0.93 | | | | 0.77 | | | 0.77 | | | 2.14 | | | | | 14,247 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.16 | | | | | | (0.12) | | | | | | 0.04 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.72 | | | | | | 0.35 | | | | | | 0.88 | | | | 0.77 | | | 0.77 | | | 1.55 | | | | | 2,618 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.12• | | | | | | (0.01) | | | | | | 0.11 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.84 | | | | | | 1.16 | | | | | | 0.85 | | | | 0.76 | | | 0.76 | | | 1.18 | | | | | 4,894 | | | | | | 227 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.55 | | | | | | 0.09• | | | | | | 0.45 | | | | | | 0.54 | | | | | | 0.09 | | | | | | — | | | | | | 0.02 | | | | | | 0.11 | | | | | | — | | | | | | 9.98 | | | | | | 5.69 | | | | | | 1.43 | | | | 1.35 | | | 1.35 | | | 0.89 | | | | | 548 | | | | | | 145 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.14• | | | | | | (0.21) | | | | | | (0.07) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.55 | | | | | | (0.78) | | | | | | 1.47 | | | | 1.40 | | | 1.40 | | | 1.41 | | | | | 335 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.12 | | | | | | 0.07 | | | | | | 0.19 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.76 | | | | | | 1.97 | | | | | | 1.68 | | | | 1.52 | | | 1.52 | | | 1.38 | | | | | 1,038 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.08 | | | | | | (0.12) | | | | | | (0.04) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.72 | | | | | | (0.40) | | | | | | 1.63 | | | | 1.52 | | | 1.52 | | | 0.81 | | | | | 728 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.04 | | | | | | 0.00* | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.84 | | | | | | 0.40 | | | | | | 1.60 | | | | 1.51 | | | 1.51 | | | 0.45 | | | | | 1,079 | | | | | | 227 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.54 | | | | | | 0.19• | | | | | | 0.46 | | | | | | 0.65 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 9.97 | | | | | | 6.81 | | | | | | 0.49 | | | | 0.35 | | | 0.35 | | | 1.91 | | | | | 16,762 | | | | | | 145 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.24• | | | | | | (0.22) | | | | | | 0.02 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.54 | | | | | | 0.16 | | | | | | 0.57 | | | | 0.40 | | | 0.40 | | | 2.43 | | | | | 11,925 | | | | | | 192 | | |
03-31-19 | | | | | 9.71 | | | | | | 0.23 | | | | | | 0.07 | | | | | | 0.30 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.15 | | | | | | 0.78 | | | | 0.50 | | | 0.50 | | | 2.37 | | | | | 9,283 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.71 | | | | | | 0.55 | | | | | | 0.71 | | | | 0.51 | | | 0.51 | | | 1.84 | | | | | 9,578 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.15 | | | | | | (0.01) | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.84 | | | | | | 1.46 | | | | | | 0.67 | | | | 0.50 | | | 0.50 | | | 1.46 | | | | | 12,921 | | | | | | 227 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.54 | | | | | | 0.21• | | | | | | 0.46 | | | | | | 0.67 | | | | | | 0.25 | | | | | | — | | | | | | 0.02 | | | | | | 0.27 | | | | | | — | | | | | | 9.94 | | | | | | 7.03 | | | | | | 0.38 | | | | 0.15 | | | 0.15 | | | 2.11 | | | | | 95,093 | | | | | | 145 | | |
10-22-19(4) - 03-31-20 | | | | | 9.88 | | | | | | 0.26• | | | | | | (0.47) | | | | | | (0.21) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.54 | | | | | | (2.16) | | | | | | 0.36 | | | | 0.15 | | | 0.15 | | | 2.67 | | | | | 49,296 | | | | | | 192 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.54 | | | | | | 0.23• | | | | | | 0.45 | | | | | | 0.68 | | | | | | 0.25 | | | | | | — | | | | | | 0.02 | | | | | | 0.27 | | | | | | — | | | | | | 9.95 | | | | | | 7.13 | | | | | | 0.38 | | | | 0.00* | | | 0.00* | | | 2.30 | | | | | 3,324 | | | | | | 145 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.28• | | | | | | (0.21) | | | | | | 0.07 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.54 | | | | | | 0.67 | | | | | | 0.42 | | | | 0.00* | | | 0.00* | | | 2.83 | | | | | 5,288 | | | | | | 192 | | |
06-01-18(4) - 03-31-19 | | | | | 9.71 | | | | | | 0.23• | | | | | | 0.08 | | | | | | 0.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.76 | | | | | | 3.22 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 2.90 | | | | | 3,341 | | | | | | 137 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.57 | | | | | | 0.14• | | | | | | 0.46 | | | | | | 0.60 | | | | | | 0.14 | | | | | | — | | | | | | 0.02 | | | | | | 0.16 | | | | | | — | | | | | | 10.01 | | | | | | 6.32 | | | | | | 0.93 | | | | 0.85 | | | 0.85 | | | 1.39 | | | | | 8 | | | | | | 145 | | |
03-31-20 | | | | | 9.77 | | | | | | 0.19• | | | | | | (0.20) | | | | | | (0.01) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.57 | | | | | | (0.18) | | | | | | 0.97 | | | | 0.90 | | | 0.90 | | | 1.93 | | | | | 3 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.18 | | | | | | 0.07 | | | | | | 0.25 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.77 | | | | | | 2.60 | | | | | | 1.18 | | | | 1.02 | | | 1.02 | | | 1.85 | | | | | 3 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.13 | | | | | | (0.12) | | | | | | 0.01 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.72 | | | | | | 0.10 | | | | | | 1.13 | | | | 1.02 | | | 1.02 | | | 1.33 | | | | | 3 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.09 | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.84 | | | | | | 0.89 | | | | | | 1.10 | | | | 1.01 | | | 1.01 | | | 0.93 | | | | | 3 | | | | | | 227 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.55 | | | | | | 0.20• | | | | | | 0.45 | | | | | | 0.65 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 9.98 | | | | | | 6.83 | | | | | | 0.38 | | | | 0.30 | | | 0.30 | | | 2.01 | | | | | 51,298 | | | | | | 145 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.24• | | | | | | (0.21) | | | | | | 0.03 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.55 | | | | | | 0.29 | | | | | | 0.42 | | | | 0.35 | | | 0.35 | | | 2.47 | | | | | 98,380 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.23 | | | | | | 0.06 | | | | | | 0.29 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.08 | | | | | | 0.63 | | | | 0.47 | | | 0.47 | | | 2.40 | | | | | 86,628 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.11) | | | | | | 0.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.72 | | | | | | 0.68 | | | | | | 0.59 | | | | 0.48 | | | 0.48 | | | 1.85 | | | | | 93,094 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14 | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.84 | | | | | | 1.39 | | | | | | 0.56 | | | | 0.47 | | | 0.47 | | | 1.47 | | | | | 73,871 | | | | | | 227 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.57 | | | | | | 0.18• | | | | | | 0.47 | | | | | | 0.65 | | | | | | 0.19 | | | | | | — | | | | | | 0.02 | | | | | | 0.21 | | | | | | — | | | | | | 10.01 | | | | | | 6.84 | | | | | | 0.43 | | | | 0.35 | | | 0.35 | | | 1.85 | | | | | 21,981 | | | | | | 145 | | |
03-31-20 | | | | | 9.79 | | | | | | 0.24• | | | | | | (0.22) | | | | | | 0.02 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.57 | | | | | | 0.12 | | | | | | 0.47 | | | | 0.40 | | | 0.40 | | | 2.41 | | | | | 97 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.22 | | | | | | 0.10 | | | | | | 0.32 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.79 | | | | | | 3.31 | | | | | | 0.68 | | | | 0.52 | | | 0.52 | | | 2.38 | | | | | 523 | | | | | | 137 | | |
03-31-18 | | | | | 9.85 | | | | | | 0.18• | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.72 | | | | | | 0.50 | | | | | | 0.63 | | | | 0.52 | | | 0.52 | | | 1.83 | | | | | 79 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14• | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.85 | | | | | | 1.41 | | | | | | 0.60 | | | | 0.51 | | | 0.51 | | | 1.42 | | | | | 393 | | | | | | 227 | | |
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.12 | | | | | | 0.32• | | | | | | 1.03 | | | | | | 1.35 | | | | | | 0.30 | | | | | | — | | | | | | 0.05 | | | | | | 0.35 | | | | | | — | | | | | | 10.12 | | | | | | 14.99 | | | | | | 0.88 | | | | 0.88 | | | 0.88 | | | 3.26 | | | | | 147,463 | | | | | | 45 | | |
03-31-20 | | | | | 10.15 | | | | | | 0.35• | | | | | | (0.97) | | | | | | (0.62) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.12 | | | | | | (6.48) | | | | | | 0.86 | | | | 0.86 | | | 0.86 | | | 3.45 | | | | | 146,080 | | | | | | 167 | | |
03-31-19 | | | | | 10.16 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.15 | | | | | | 3.99 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 3.63 | | | | | 128,224 | | | | | | 155 | | |
03-31-18 | | | | | 10.12 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.16 | | | | | | 4.01 | | | | | | 1.13 | | | | 1.05 | | | 1.05 | | | 3.52 | | | | | 30,921 | | | | | | 103 | | |
03-31-17 | | | | | 9.94 | | | | | | 0.42• | | | | | | 0.24 | | | | | | 0.66 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 10.12 | | | | | | 6.82 | | | | | | 1.22 | | | | 1.06 | | | 1.06 | | | 4.17 | | | | | 11,255 | | | | | | 68 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 8.98 | | | | | | 0.24• | | | | | | 1.02 | | | | | | 1.26 | | | | | | 0.22 | | | | | | — | | | | | | 0.05 | | | | | | 0.27 | | | | | | — | | | | | | 9.97 | | | | | | 14.20 | | | | | | 1.63 | | | | 1.63 | | | 1.63 | | | 2.51 | | | | | 53,646 | | | | | | 45 | | |
03-31-20 | | | | | 10.00 | | | | | | 0.27• | | | | | | (0.96) | | | | | | (0.69) | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 8.98 | | | | | | (7.24) | | | | | | 1.61 | | | | 1.61 | | | 1.61 | | | 2.68 | | | | | 53,333 | | | | | | 167 | | |
03-31-19 | | | | | 10.00 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 3.32 | | | | | | 1.69 | | | | 1.69 | | | 1.69 | | | 2.87 | | | | | 25,999 | | | | | | 155 | | |
03-31-18 | | | | | 9.96 | | | | | | 0.29 | | | | | | 0.03 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.00 | | | | | | 3.24 | | | | | | 1.88 | | | | 1.80 | | | 1.80 | | | 2.79 | | | | | 8,150 | | | | | | 103 | | |
03-31-17 | | | | | 9.78 | | | | | | 0.33• | | | | | | 0.25 | | | | | | 0.58 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.96 | | | | | | 6.05 | | | | | | 1.97 | | | | 1.81 | | | 1.81 | | | 3.38 | | | | | 1,893 | | | | | | 68 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.15 | | | | | | 0.34• | | | | | | 1.04 | | | | | | 1.38 | | | | | | 0.33 | | | | | | — | | | | | | 0.05 | | | | | | 0.38 | | | | | | — | | | | | | 10.15 | | | | | | 15.35 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 3.51 | | | | | 2,029,154 | | | | | | 45 | | |
03-31-20 | | | | | 10.20 | | | | | | 0.38• | | | | | | (0.98) | | | | | | (0.60) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.15 | | | | | | (6.30) | | | | | | 0.60 | | | | 0.60 | | | 0.60 | | | 3.68 | | | | | 2,046,289 | | | | | | 167 | | |
03-31-19 | | | | | 10.21 | | | | | | 0.42 | | | | | | 0.02 | | | | | | 0.44 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.20 | | | | | | 4.42 | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 3.99 | | | | | 1,151,236 | | | | | | 155 | | |
03-31-18 | | | | | 10.18 | | | | | | 0.40• | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.21 | | | | | | 4.37 | | | | | | 0.78 | | | | 0.70 | | | 0.70 | | | 3.87 | | | | | 194,924 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45• | | | | | | 0.27 | | | | | | 0.72 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.18 | | | | | | 7.38 | | | | | | 0.85 | | | | 0.69 | | | 0.69 | | | 4.51 | | | | | 27,339 | | | | | | 68 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.11 | | | | | | 0.40• | | | | | | 1.02 | | | | | | 1.42 | | | | | | 0.39 | | | | | | — | | | | | | 0.05 | | | | | | 0.44 | | | | | | — | | | | | | 10.09 | | | | | | 15.82 | | | | | | 0.57 | | | | 0.07 | | | 0.07 | | | 4.13 | | | | | 3 | | | | | | 45 | | |
03-31-20 | | | | | 10.18 | | | | | | 0.44• | | | | | | (1.01) | | | | | | (0.57) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.11 | | | | | | (5.99) | | | | | | 0.55 | | | | 0.05 | | | 0.05 | | | 4.26 | | | | | 9,529 | | | | | | 167 | | |
02-01-19(4) - 03-31-19 | | | | | 10.13 | | | | | | 0.05• | | | | | | 0.08 | | | | | | 0.13 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.18 | | | | | | 1.33 | | | | | | 0.58 | | | | 0.08 | | | 0.08 | | | 3.22 | | | | | 3 | | | | | | 155 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.04 | | | | | | 0.29• | | | | | | 1.03 | | | | | | 1.32 | | | | | | 0.27 | | | | | | — | | | | | | 0.05 | | | | | | 0.32 | | | | | | — | | | | | | 10.04 | | | | | | 14.81 | | | | | | 1.13 | | | | 1.13 | | | 1.13 | | | 3.00 | | | | | 22,403 | | | | | | 45 | | |
03-31-20 | | | | | 10.07 | | | | | | 0.32• | | | | | | (0.97) | | | | | | (0.65) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.04 | | | | | | (6.80) | | | | | | 1.11 | | | | 1.11 | | | 1.11 | | | 3.20 | | | | | 18,459 | | | | | | 167 | | |
03-31-19 | | | | | 10.08 | | | | | | 0.34 | | | | | | 0.03 | | | | | | 0.37 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.07 | | | | | | 3.73 | | | | | | 1.19 | | | | 1.19 | | | 1.19 | | | 3.37 | | | | | 12,425 | | | | | | 155 | | |
03-31-18 | | | | | 10.04 | | | | | | 0.33 | | | | | | 0.04 | | | | | | 0.37 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.08 | | | | | | 3.76 | | | | | | 1.38 | | | | 1.30 | | | 1.30 | | | 3.26 | | | | | 5,168 | | | | | | 103 | | |
03-31-17 | | | | | 9.86 | | | | | | 0.37 | | | | | | 0.26 | | | | | | 0.63 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.04 | | | | | | 6.57 | | | | | | 1.47 | | | | 1.31 | | | 1.31 | | | 3.82 | | | | | 3,955 | | | | | | 68 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.12 | | | | | | 0.35• | | | | | | 1.04 | | | | | | 1.39 | | | | | | 0.34 | | | | | | — | | | | | | 0.05 | | | | | | 0.39 | | | | | | — | | | | | | 10.12 | | | | | | 15.46 | | | | | | 0.57 | | | | 0.57 | | | 0.57 | | | 3.59 | | | | | 154,515 | | | | | | 45 | | |
03-31-20 | | | | | 10.17 | | | | | | 0.38• | | | | | | (0.98) | | | | | | (0.60) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.12 | | | | | | (6.28) | | | | | | 0.55 | | | | 0.55 | | | 0.55 | | | 3.75 | | | | | 229,913 | | | | | | 167 | | |
03-31-19 | | | | | 10.19 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.17 | | | | | | 4.36 | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 3.82 | | | | | 47,004 | | | | | | 155 | | |
03-31-18 | | | | | 10.16 | | | | | | 0.40 | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.19 | | | | | | 4.41 | | | | | | 0.74 | | | | 0.66 | | | 0.66 | | | 3.88 | | | | | 112,151 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45 | | | | | | 0.25 | | | | | | 0.70 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.16 | | | | | | 7.21 | | | | | | 0.83 | | | | 0.67 | | | 0.67 | | | 4.46 | | | | | 111,530 | | | | | | 68 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 9.09 | | | | | | 0.34• | | | | | | 1.04 | | | | | | 1.38 | | | | | | 0.32 | | | | | | — | | | | | | 0.05 | | | | | | 0.37 | | | | | | — | | | | | | 10.10 | | | | | | 15.42 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 3.53 | | | | | 48,958 | | | | | | 45 | | |
03-31-20 | | | | | 10.13 | | | | | | 0.38• | | | | | | (0.99) | | | | | | (0.61) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 9.09 | | | | | | (6.37) | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 3.69 | | | | | 69,522 | | | | | | 167 | | |
03-31-19 | | | | | 10.13 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.13 | | | | | | 4.35 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 3.75 | | | | | 48,251 | | | | | | 155 | | |
03-31-18 | | | | | 10.09 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.13 | | | | | | 4.27 | | | | | | 0.88 | | | | 0.80 | | | 0.80 | | | 3.77 | | | | | 26,567 | | | | | | 103 | | |
03-31-17 | | | | | 9.90 | | | | | | 0.44• | | | | | | 0.26 | | | | | | 0.70 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 10.09 | | | | | | 7.19 | | | | | | 0.97 | | | | 0.81 | | | 0.81 | | | 4.38 | | | | | 4,161 | | | | | | 68 | | |
| | | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 10,993,524 | | | | | $ | 114,004,820 | | |
Strategic Income Opportunities | | | | | 761,210,294 | | | | | | 729,503,068 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 24,970,667 | | | | | $ | 353,175,999 | | |
Intermediate Bond | | | | | 1,450,957,371 | | | | | | 632,143,781 | | |
Short Term Bond | | | | | 60,604,372 | | | | | | 20,993,011 | | |
Strategic Income Opportunities | | | | | 305,026,568 | | | | | | 385,551,442 | | |
| | | Purchased | | | Sold | | ||||||
Intermediate Bond | | | | $ | 329,636,661 | | | | | $ | — | | |
Short Tem Bond | | | | | 1,104,741 | | | | | | — | | |
Strategic Income Opportunities | | | | | 83,743,778 | | | | | | 15,120,000 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 45,633,184 | | | | | $ | 3,868,383 | | |
High Yield Bond | | | | | 956,336,075 | | | | | | 606,251,655 | | |
Intermediate Bond | | | | | 4,881,817,581 | | | | | | 2,849,891,180 | | |
Short Term Bond | | | | | 84,986,141 | | | | | | 67,653,204 | | |
Strategic Income Opportunities | | | | | 826,229,782 | | | | | | 994,395,949 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 8,228,569,336 | | | | | $ | 7,744,892,999 | | |
Intermediate Bond | | | | | 11,989,347,163 | | | | | | 12,247,750,237 | | |
Short Term Bond | | | | | 220,070,541 | | | | | | 210,703,046 | | |
Strategic Income Opportunities | | | | | 254,306,487 | | | | | | 367,044,764 | | |
Fund | | | Fee | |
GNMA Income | | | 0.45% on the first $1 billion, 0.43% on the next $500 million and 0.41% on assets thereafter | |
High Yield Bond | | | 0.61% on the first $500 million, 0.55% on the next $4.5 billion and 0.50% on assets thereafter | |
Intermediate Bond | | | 0.27% on all assets | |
Short Term Bond | | | 0.25% on all assets | |
Strategic Income Opportunities | | | 0.50% on all assets | |
Fund | | | Class A | | | Class C | | | Class R | | |||||||||
GNMA Income | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | |
High Yield Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Intermediate Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Strategic Income Opportunities | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
| | | Class A | | | Class C | | ||||||
Initial Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 35,150 | | | | | $ | — | | |
High Yield Bond | | | | | 1,856 | | | | | | — | | |
Intermediate Bond | | | | | 15,927 | | | | | | — | | |
Short Term Bond | | | | | 754 | | | | | | — | | |
Strategic Income Opportunities | | | | | 13,104 | | | | | | — | | |
| | | Class A | | | Class C | | ||||||
Contingent Deferred Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 7,008 | | | | | $ | 7,045 | | |
High Yield Bond | | | | | — | | | | | | 558 | | |
Intermediate Bond | | | | | 1,394 | | | | | | 2,300 | | |
Short Term Bond | | | | | — | | | | | | 163 | | |
Strategic Income Opportunities | | | | | 12,400 | | | | | | 19,097 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Index Solution Income Portfolio | | | Short Term Bond | | | | | 45.73% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 14.01 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 14.02 | | |
Voya Investment Trust Co. | | | High Yield Bond | | | | | 10.38 | | |
Voya Retirement Insurance and Annuity Company | | | Intermediate Bond | | | | | 9.46 | | |
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 14.30 | | |
Fund | | | Amount | | |||
GNMA Income | | | | $ | 417,223 | | |
High Yield Bond | | | | | 8,012 | | |
Intermediate Bond | | | | | 488,275 | | |
Short Term Bond | | | | | 19 | | |
Strategic Income Opportunities | | | | | 18,947 | | |
Fund | | | Class A | | | Class C | | | Class I | | | Class P | | | Class P2 | | | Class P3 | | | Class R | | | Class R6 | | | Class W | | |||||||||||||||||||||||||||
GNMA Income | | | | | 0.84% | | | | | | 1.59% | | | | | | 0.54% | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 0.54% | | | | | | 0.59% | | |
High Yield Bond | | | | | 1.10% | | | | | | 1.85% | | | | | | 0.85% | | | | | | 0.15% | | | | | | N/A | | | | | | 0.00% | | | | | | 1.35% | | | | | | 0.83% | | | | | | 0.85% | | |
Intermediate Bond | | | | | 0.75% | | | | | | 1.50% | | | | | | 0.50% | | | | | | N/A | | | | | | N/A | | | | | | 0.00% | | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.65% | | | | | | 1.40% | | | | | | 0.35% | | | | | | N/A | | | | | | 0.15% | | | | | | 0.00% | | | | | | 0.90% | | | | | | 0.30% | | | | | | 0.40% | | |
Strategic Income Opportunities | | | | | 1.15% | | | | | | 1.90% | | | | | | 0.72% | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | 1.40% | | | | | | 0.60% | | | | | | 0.90% | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
GNMA Income | | | | $ | 108,098 | | | | | $ | 78,050 | | | | | $ | — | | | | | $ | 186,148 | | |
High Yield Bond | | | | | 11,105 | | | | | | 224 | | | | | | 44,399 | | | | | | 55,728 | | |
Intermediate Bond | | | | | 26,399 | | | | | | 58,675 | | | | | | 91,806 | | | | | | 176,880 | | |
Short Term Bond | | | | | 180,697 | | | | | | 178,941 | | | | | | 288,006 | | | | | | 647,644 | | |
| | | March 31, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | $ | — | | | | | $ | — | | | | | $ | 68,885 | | | | | $ | 68,885 | | |
Class C | | | | | — | | | | | | — | | | | | | 6,083 | | | | | | 6,083 | | |
Class I | | | | | 145,938 | | | | | | 180,602 | | | | | | 220,385 | | | | | | 546,925 | | |
Class P | | | | | — | | | | | | — | | | | | | 300 | | | | | | 300 | | |
Class W | | | | | — | | | | | | — | | | | | | 16,599 | | | | | | 16,599 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | 11,389 | | | | | | 12,071 | | | | | | 8,563 | | | | | | 32,023 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
GNMA Income | | | | | 2 | | | | | $ | 9,231,500 | | | | | | 1.28% | | |
High Yield Bond | | | | | 5 | | | | | | 12,546,400 | | | | | | 1.29 | | |
Intermediate Bond | | | | | 2 | | | | | | 2,382,500 | | | | | | 1.05 | | |
Short Term Bond | | | | | 1 | | | | | | 3,786,000 | | | | | | 1.04 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
GNMA Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 26,944,868 | | | | | | — | | | | | | 1,200,962 | | | | | | (16,087,280) | | | | | | — | | | | | | 12,058,550 | | | | | | 231,045,151 | | | | | | — | | | | | | 10,292,022 | | | | | | (137,788,797) | | | | | | — | | | | | | 103,548,376 | | |
3/31/2020 | | | | | 20,741,177 | | | | | | — | | | | | | 1,241,380 | | | | | | (11,670,558) | | | | | | — | | | | | | 10,311,999 | | | | | | 175,424,054 | | | | | | — | | | | | | 10,520,814 | | | | | | (98,564,317) | | | | | | — | | | | | | 87,380,551 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,967,981 | | | | | | — | | | | | | 64,684 | | | | | | (1,823,764) | | | | | | — | | | | | | 208,901 | | | | | | 16,786,460 | | | | | | — | | | | | | 551,827 | | | | | | (15,553,503) | | | | | | — | | | | | | 1,784,784 | | |
3/31/2020 | | | | | 715,957 | | | | | | — | | | | | | 113,821 | | | | | | (2,805,702) | | | | | | — | | | | | | (1,975,924) | | | | | | 6,017,633 | | | | | | — | | | | | | 958,864 | | | | | | (23,590,724) | | | | | | — | | | | | | (16,614,227) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 89,156,852 | | | | | | — | | | | | | 1,593,392 | | | | | | (47,354,775) | | | | | | — | | | | | | 43,395,469 | | | | | | 765,178,344 | | | | | | — | | | | | | 13,675,785 | | | | | | (406,391,460) | | | | | | — | | | | | | 372,462,669 | | |
3/31/2020 | | | | | 47,467,729 | | | | | | — | | | | | | 1,345,831 | | | | | | (24,816,202) | | | | | | — | | | | | | 23,997,358 | | | | | | 402,637,399 | | | | | | — | | | | | | 11,427,997 | | | | | | (210,089,972) | | | | | | — | | | | | | 203,975,424 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
5/22/2020(1) - 3/31/2021 | | | | | 3,828 | | | | | | — | | | | | | 89 | | | | | | — | | | | | | — | | | | | | 3,917 | | | | | | 33,000 | | | | | | — | | | | | | 761 | | | | | | — | | | | | | — | | | | | | 33,761 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
7/31/2020(1) - 3/31/2021 | | | | | 5,139,871 | | | | | | — | | | | | | 58,209 | | | | | | (297,695) | | | | | | — | | | | | | 4,900,385 | | | | | | 44,091,192 | | | | | | — | | | | | | 498,569 | | | | | | (2,551,069) | | | | | | — | | | | | | 42,038,692 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 12,911,284 | | | | | | — | | | | | | 382,737 | | | | | | (10,360,560) | | | | | | — | | | | | | 2,933,461 | | | | | | 111,168,662 | | | | | | — | | | | | | 3,288,689 | | | | | | (89,150,877) | | | | | | — | | | | | | 25,306,474 | | |
3/31/2020 | | | | | 10,623,196 | | | | | | — | | | | | | 376,031 | | | | | | (3,784,558) | | | | | | — | | | | | | 7,214,669 | | | | | | 90,107,893 | | | | | | — | | | | | | 3,198,273 | | | | | | (32,083,251) | | | | | | — | | | | | | 61,222,915 | | |
High Yield Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,277,866 | | | | | | — | | | | | | 278,827 | | | | | | (1,602,122) | | | | | | — | | | | | | (45,429) | | | | | | 9,799,174 | | | | | | — | | | | | | 2,166,595 | | | | | | (12,205,285) | | | | | | — | | | | | | (239,516) | | |
3/31/2020 | | | | | 2,165,022 | | | | | | — | | | | | | 314,805 | | | | | | (3,880,925) | | | | | | — | | | | | | (1,401,098) | | | | | | 17,163,512 | | | | | | — | | | | | | 2,475,988 | | | | | | (30,378,845) | | | | | | — | | | | | | (10,739,345) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 52,327 | | | | | | — | | | | | | 56,970 | | | | | | (437,035) | | | | | | — | | | | | | (327,738) | | | | | | 407,776 | | | | | | — | | | | | | 442,005 | | | | | | (3,379,701) | | | | | | — | | | | | | (2,529,920) | | |
3/31/2020 | | | | | 135,657 | | | | | | — | | | | | | 74,510 | | | | | | (640,022) | | | | | | — | | | | | | (429,855) | | | | | | 1,043,649 | | | | | | — | | | | | | 586,632 | | | | | | (5,074,288) | | | | | | — | | | | | | (3,444,007) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
High Yield Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 17,254,831 | | | | | | — | | | | | | 676,970 | | | | | | (6,224,650) | | | | | | — | | | | | | 11,707,151 | | | | | | 135,709,963 | | | | | | — | | | | | | 5,288,007 | | | | | | (48,118,788) | | | | | | — | | | | | | 92,879,182 | | |
3/31/2020 | | | | | 5,514,232 | | | | | | — | | | | | | 588,273 | | | | | | (6,700,287) | | | | | | — | | | | | | (597,782) | | | | | | 43,825,729 | | | | | | — | | | | | | 4,624,462 | | | | | | (52,967,067) | | | | | | — | | | | | | (4,516,876) | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 30,843,627 | | | | | | — | | | | | | 2,122,977 | | | | | | (7,863,387) | | | | | | — | | | | | | 25,103,217 | | | | | | 230,588,862 | | | | | | — | | | | | | 16,599,577 | | | | | | (62,071,848) | | | | | | — | | | | | | 185,116,591 | | |
3/31/2020 | | | | | 4,444,532 | | | | | | — | | | | | | 758,284 | | | | | | (6,410,069) | | | | | | — | | | | | | (1,207,253) | | | | | | 31,961,979 | | | | | | — | | | | | | 5,961,665 | | | | | | (50,868,102) | | | | | | — | | | | | | (12,944,458) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,065,181 | | | | | | — | | | | | | 55,612 | | | | | | (181,619) | | | | | | — | | | | | | 939,174 | | | | | | 7,925,155 | | | | | | — | | | | | | 435,511 | | | | | | (1,424,482) | | | | | | — | | | | | | 6,936,184 | | |
3/31/2020 | | | | | 163,946 | | | | | | — | | | | | | 345 | | | | | | (1,870) | | | | | | — | | | | | | 162,421 | | | | | | 1,079,822 | | | | | | — | | | | | | 2,446 | | | | | | (12,210) | | | | | | — | | | | | | 1,070,058 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 12,372 | | | | | | — | | | | | | 4,474 | | | | | | (45,872) | | | | | | — | | | | | | (29,026) | | | | | | 96,072 | | | | | | — | | | | | | 34,769 | | | | | | (362,000) | | | | | | — | | | | | | (231,159) | | |
3/31/2020 | | | | | 86,955 | | | | | | — | | | | | | 8,075 | | | | | | (148,314) | | | | | | — | | | | | | (53,284) | | | | | | 685,862 | | | | | | — | | | | | | 63,829 | | | | | | (1,092,964) | | | | | | — | | | | | | (343,273) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 25,766,653 | | | | | | — | | | | | | 1,585,305 | | | | | | (14,803,857) | | | | | | — | | | | | | 12,548,101 | | | | | | 189,942,494 | | | | | | — | | | | | | 12,382,591 | | | | | | (111,639,906) | | | | | | — | | | | | | 90,685,179 | | |
3/31/2020 | | | | | 18,190,543 | | | | | | — | | | | | | 494,422 | | | | | | (2,151,871) | | | | | | — | | | | | | 16,533,094 | | | | | | 132,931,513 | | | | | | — | | | | | | 3,873,560 | | | | | | (16,605,178) | | | | | | — | | | | | | 120,199,895 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 12,079,442 | | | | | | — | | | | | | 978,485 | | | | | | (14,599,434) | | | | | | — | | | | | | (1,541,507) | | | | | | 91,440,292 | | | | | | — | | | | | | 7,650,186 | | | | | | (108,475,654) | | | | | | — | | | | | | (9,385,176) | | |
3/31/2020 | | | | | 9,673,020 | | | | | | — | | | | | | 791,877 | | | | | | (3,159,631) | | | | | | — | | | | | | 7,305,266 | | | | | | 75,534,887 | | | | | | — | | | | | | 6,210,804 | | | | | | (24,602,171) | | | | | | — | | | | | | 57,143,520 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 14,337,503 | | | | | | — | | | | | | 1,552,224 | | | | | | (15,665,755) | | | | | | — | | | | | | 223,972 | | | | | | 152,354,422 | | | | | | — | | | | | | 16,466,501 | | | | | | (165,401,171) | | | | | | — | | | | | | 3,419,752 | | |
3/31/2020 | | | | | 16,071,031 | | | | | | — | | | | | | 1,099,851 | | | | | | (15,811,149) | | | | | | 267,957 | | | | | | 1,627,690 | | | | | | 166,370,297 | | | | | | — | | | | | | 11,386,329 | | | | | | (162,385,511) | | | | | | 2,789,429 | | | | | | 18,160,544 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 674,364 | | | | | | — | | | | | | 65,573 | | | | | | (1,053,723) | | | | | | — | | | | | | (313,786) | | | | | | 7,134,581 | | | | | | — | | | | | | 695,023 | | | | | | (11,175,900) | | | | | | — | | | | | | (3,346,296) | | |
3/31/2020 | | | | | 1,055,682 | | | | | | — | | | | | | 48,840 | | | | | | (1,436,355) | | | | | | — | | | | | | (331,833) | | | | | | 10,927,142 | | | | | | — | | | | | | 504,562 | | | | | | (14,810,623) | | | | | | — | | | | | | (3,378,919) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 253,636,822 | | | | | | — | | | | | | 24,279,303 | | | | | | (169,105,998) | | | | | | — | | | | | | 108,810,127 | | | | | | 2,687,298,658 | | | | | | — | | | | | | 257,485,987 | | | | | | (1,780,411,799) | | | | | | — | | | | | | 1,164,372,846 | | |
3/31/2020 | | | | | 250,260,793 | | | | | | — | | | | | | 14,521,492 | | | | | | (184,603,928) | | | | | | — | | | | | | 80,178,357 | | | | | | 2,588,026,639 | | | | | | — | | | | | | 150,301,009 | | | | | | (1,891,112,199) | | | | | | — | | | | | | 847,215,449 | | |
Class O(2) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 764 | | | | | | — | | | | | | 4,926 | | | | | | (8,086) | | | | | | (267,957) | | | | | | (270,353) | | | | | | 7,896 | | | | | | — | | | | | | 50,749 | | | | | | (82,889) | | | | | | (2,789,429) | | | | | | (2,813,673) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 2,626,038 | | | | | | — | | | | | | 157,427 | | | | | | (1,246,780) | | | | | | — | | | | | | 1,536,685 | | | | | | 27,738,103 | | | | | | — | | | | | | 1,670,314 | | | | | | (13,195,021) | | | | | | — | | | | | | 16,213,396 | | |
3/31/2020 | | | | | 2,525,823 | | | | | | — | | | | | | 75,862 | | | | | | (2,155,864) | | | | | | — | | | | | | 445,821 | | | | | | 26,002,901 | | | | | | — | | | | | | 785,587 | | | | | | (22,158,664) | | | | | | — | | | | | | 4,629,824 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 3,335,407 | | | | | | — | | | | | | 743,273 | | | | | | (5,467,067) | | | | | | — | | | | | | (1,388,387) | | | | | | 35,462,358 | | | | | | — | | | | | | 7,897,423 | | | | | | (58,088,638) | | | | | | — | | | | | | (14,728,857) | | |
3/31/2020 | | | | | 5,658,896 | | | | | | — | | | | | | 514,077 | | | | | | (4,668,322) | | | | | | — | | | | | | 1,504,651 | | | | | | 58,523,196 | | | | | | — | | | | | | 5,328,302 | | | | | | (48,214,716) | | | | | | — | | | | | | 15,636,782 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 100,455,433 | | | | | | — | | | | | | 12,213,279 | | | | | | (61,776,505) | | | | | | — | | | | | | 50,892,207 | | | | | | 1,064,229,002 | | | | | | — | | | | | | 129,554,847 | | | | | | (654,642,138) | | | | | | — | | | | | | 539,141,711 | | |
3/31/2020 | | | | | 98,347,226 | | | | | | — | | | | | | 7,012,519 | | | | | | (61,939,704) | | | | | | — | | | | | | 43,420,041 | | | | | | 1,021,901,643 | | | | | | — | | | | | | 72,601,626 | | | | | | (636,316,473) | | | | | | — | | | | | | 458,186,796 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 11,639,725 | | | | | | — | | | | | | 1,081,979 | | | | | | (11,153,189) | | | | | | — | | | | | | 1,568,515 | | | | | | 123,513,825 | | | | | | — | | | | | | 11,469,006 | | | | | | (116,059,596) | | | | | | — | | | | | | 18,923,235 | | |
3/31/2020 | | | | | 11,653,738 | | | | | | — | | | | | | 675,903 | | | | | | (5,103,415) | | | | | | — | | | | | | 7,226,226 | | | | | | 120,622,599 | | | | | | — | | | | | | 6,996,055 | | | | | | (52,350,058) | | | | | | — | | | | | | 75,268,596 | | |
Short Term Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,387,184 | | | | | | — | | | | | | 32,156 | | | | | | (188,734) | | | | | | — | | | | | | 1,230,606 | | | | | | 13,693,922 | | | | | | — | | | | | | 319,816 | | | | | | (1,881,765) | | | | | | — | | | | | | 12,131,973 | | |
3/31/2020 | | | | | 1,018,684 | | | | | | — | | | | | | 16,685 | | | | | | (1,770,466) | | | | | | — | | | | | | (735,097) | | | | | | 10,049,550 | | | | | | — | | | | | | 163,960 | | | | | | (17,465,867) | | | | | | — | | | | | | (7,252,357) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 39,979 | | | | | | — | | | | | | 511 | | | | | | (20,714) | | | | | | — | | | | | | 19,776 | | | | | | 397,712 | | | | | | — | | | | | | 5,073 | | | | | | (206,085) | | | | | | — | | | | | | 196,700 | | |
3/31/2020 | | | | | 67,423 | | | | | | — | | | | | | 890 | | | | | | (139,551) | | | | | | — | | | | | | (71,238) | | | | | | 666,843 | | | | | | — | | | | | | 8,753 | | | | | | (1,370,500) | | | | | | — | | | | | | (694,904) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 715,015 | | | | | | — | | | | | | 31,098 | | | | | | (314,891) | | | | | | — | | | | | | 431,222 | | | | | | 7,108,557 | | | | | | — | | | | | | 308,686 | | | | | | (3,134,143) | | | | | | — | | | | | | 4,283,100 | | |
3/31/2020 | | | | | 585,982 | | | | | | — | | | | | | 27,123 | | | | | | (314,732) | | | | | | — | | | | | | 298,373 | | | | | | 5,768,478 | | | | | | — | | | | | | 266,726 | | | | | | (3,090,252) | | | | | | — | | | | | | 2,944,952 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 5,953,129 | | | | | | — | | | | | | 240,462 | | | | | | (1,791,711) | | | | | | — | | | | | | 4,401,880 | | | | | | 58,091,606 | | | | | | — | | | | | | 2,385,177 | | | | | | (17,709,956) | | | | | | — | | | | | | 42,766,827 | | |
10/22/2019(1) - 3/31/2020 | | | | | 6,211,230 | | | | | | — | | | | | | 67,215 | | | | | | (1,112,130) | | | | | | — | | | | | | 5,166,315 | | | | | | 61,353,506 | | | | | | — | | | | | | 660,465 | | | | | | (10,775,852) | | | | | | — | | | | | | 51,238,119 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 127,704 | | | | | | — | | | | | | 8,539 | | | | | | (356,586) | | | | | | — | | | | | | (220,343) | | | | | | 1,265,904 | | | | | | — | | | | | | 84,609 | | | | | | (3,461,267) | | | | | | — | | | | | | (2,110,754) | | |
3/31/2020 | | | | | 670,165 | | | | | | — | | | | | | 17,116 | | | | | | (475,172) | | | | | | — | | | | | | 212,109 | | | | | | 6,579,444 | | | | | | — | | | | | | 168,320 | | | | | | (4,594,498) | | | | | | — | | | | | | 2,153,266 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | �� | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
Short Term Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 512 | | | | | | — | | | | | | 7 | | | | | | (0)* | | | | | | — | | | | | | 519 | | | | | | 5,119 | | | | | | — | | | | | | 69 | | | | | | (2) | | | | | | — | | | | | | 5,186 | | |
3/31/2020 | | | | | — | | | | | | — | | | | | | 6 | | | | | | — | | | | | | — | | | | | | 6 | | | | | | — | | | | | | — | | | | | | 60 | | | | | | — | | | | | | — | | | | | | 60 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,665,203 | | | | | | — | | | | | | 114,007 | | | | | | (6,943,954) | | | | | | — | | | | | | (5,164,744) | | | | | | 16,524,973 | | | | | | — | | | | | | 1,131,114 | | | | | | (67,439,922) | | | | | | — | | | | | | (49,783,835) | | |
3/31/2020 | | | | | 14,157,093 | | | | | | — | | | | | | 350,993 | | | | | | (13,078,412) | | | | | | — | | | | | | 1,429,674 | | | | | | 138,912,667 | | | | | | — | | | | | | 3,454,516 | | | | | | (127,422,594) | | | | | | — | | | | | | 14,944,589 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 2,572,329 | | | | | | — | | | | | | 38,283 | | | | | | (423,843) | | | | | | — | | | | | | 2,186,769 | | | | | | 25,270,562 | | | | | | — | | | | | | 382,045 | | | | | | (4,231,467) | | | | | | — | | | | | | 21,421,140 | | |
3/31/2020 | | | | | 16,095 | | | | | | — | | | | | | 1,149 | | | | | | (60,465) | | | | | | — | | | | | | (43,221) | | | | | | 159,000 | | | | | | — | | | | | | 11,347 | | | | | | (580,726) | | | | | | — | | | | | | (410,379) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 5,638,505 | | | | | | — | | | | | | 502,590 | | | | | | (7,594,730) | | | | | | — | | | | | | (1,453,635) | | | | | | 55,160,875 | | | | | | — | | | | | | 4,935,133 | | | | | | (74,321,820) | | | | | | — | | | | | | (14,225,812) | | |
3/31/2020 | | | | | 23,902,684 | | | | | | — | | | | | | 695,363 | | | | | | (21,206,575) | | | | | | — | | | | | | 3,391,472 | | | | | | 244,819,457 | | | | | | — | | | | | | 7,089,898 | | | | | | (214,573,951) | | | | | | — | | | | | | 37,335,404 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,279,251 | | | | | | — | | | | | | 145,324 | | | | | | (1,982,228) | | | | | | — | | | | | | (557,653) | | | | | | 12,318,707 | | | | | | — | | | | | | 1,406,352 | | | | | | (19,227,048) | | | | | | — | | | | | | (5,501,989) | | |
3/31/2020 | | | | | 4,396,854 | | | | | | — | | | | | | 126,789 | | | | | | (1,186,101) | | | | | | — | | | | | | 3,337,542 | | | | | | 44,456,409 | | | | | | — | | | | | | 1,269,302 | | | | | | (11,772,089) | | | | | | — | | | | | | 33,953,622 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 92,126,382 | | | | | | — | | | | | | 7,205,439 | | | | | | (122,990,435) | | | | | | — | | | | | | (23,658,614) | | | | | | 905,049,159 | | | | | | — | | | | | | 71,006,762 | | | | | | (1,206,675,912) | | | | | | — | | | | | | (230,619,991) | | |
3/31/2020 | | | | | 195,469,467 | | | | | | — | | | | | | 7,191,414 | | | | | | (91,955,251) | | | | | | — | | | | | | 110,705,630 | | | | | | 2,000,948,486 | | | | | | — | | | | | | 73,423,768 | | | | | | (914,265,041) | | | | | | — | | | | | | 1,160,107,213 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 691,537 | | | | | | — | | | | | | 38,288 | | | | | | (1,775,035) | | | | | | — | | | | | | (1,045,210) | | | | | | 6,382,889 | | | | | | — | | | | | | 369,485 | | | | | | (17,409,442) | | | | | | — | | | | | | (10,657,068) | | |
3/31/2020 | | | | | 1,163,131 | | | | | | — | | | | | | 49,314 | | | | | | (167,206) | | | | | | — | | | | | | 1,045,239 | | | | | | 11,845,242 | | | | | | — | | | | | | 502,612 | | | | | | (1,717,991) | | | | | | — | | | | | | 10,629,863 | | |
Class P3(3) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 103,085 | | | | | | — | | | | | | 5,890 | | | | | | (520,666) | | | | | | — | | | | | | (411,691) | | | | | | 980,634 | | | | | | — | | | | | | 56,632 | | | | | | (5,082,987) | | | | | | — | | | | | | (4,045,721) | | |
8/1/2019(1) - 3/31/2020 | | | | | 763,159 | | | | | | — | | | | | | 13,658 | | | | | | (365,126) | | | | | | — | | | | | | 411,691 | | | | | | 7,839,386 | | | | | | — | | | | | | 139,321 | | | | | | (3,751,777) | | | | | | — | | | | | | 4,226,930 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 659,184 | | | | | | — | | | | | | 70,301 | | | | | | (539,213) | | | | | | — | | | | | | 190,272 | | | | | | 6,418,592 | | | | | | — | | | | | | 685,666 | | | | | | (5,232,485) | | | | | | — | | | | | | 1,871,773 | | |
3/31/2020 | | | | | 988,581 | | | | | | — | | | | | | 59,448 | | | | | | (240,623) | | | | | | — | | | | | | 807,406 | | | | | | 10,052,447 | | | | | | — | | | | | | 599,353 | | | | | | (2,353,160) | | | | | | — | | | | | | 8,298,640 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 4,356,387 | | | | | | — | | | | | | 704,515 | | | | | | (14,987,777) | | | | | | — | | | | | | (9,926,875) | | | | | | 42,894,452 | | | | | | — | | | | | | 6,902,093 | | | | | | (144,013,867) | | | | | | — | | | | | | (94,217,322) | | |
3/31/2020 | | | | | 30,312,878 | | | | | | — | | | | | | 957,844 | | | | | | (10,693,475) | | | | | | — | | | | | | 20,577,247 | | | | | | 308,585,262 | | | | | | — | | | | | | 9,766,425 | | | | | | (109,376,847) | | | | | | — | | | | | | 208,974,840 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 2,029,429 | | | | | | — | | | | | | 190,661 | | | | | | (5,016,103) | | | | | | — | | | | | | (2,796,013) | | | | | | 19,844,363 | | | | | | — | | | | | | 1,859,440 | | | | | | (48,566,824) | | | | | | — | | | | | | (26,863,021) | | |
3/31/2020 | | | | | 5,835,417 | | | | | | — | | | | | | 250,569 | | | | | | (3,206,738) | | | | | | — | | | | | | 2,879,248 | | | | | | 59,381,373 | | | | | | — | | | | | | 2,541,388 | | | | | | (31,497,257) | | | | | | — | | | | | | 30,425,504 | | |
Loan | | | Unfunded Loan Commitment | | |||
Cano Health LLC Delayed Draw Term Loan | | | | $ | 76,145 | | |
Constant Contact Inc Delayed Draw Term Loan | | | | | 148,235 | | |
National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan | | | | | 139,884 | | |
OneDigital Borrower LLC 2020 Delayed Draw Term Loan | | | | | 86,250 | | |
Loan | | | Unfunded Loan Commitment | | |||
Service Logic Acquisition, Inc Delayed Draw Term Loan | | | | | 168,448 | | |
Therma Intermediate LLC, 2020 Delayed Draw Term Loan | | | | | 24,194 | | |
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan | | | | | 94,966 | | |
| | | | $ | 738,122 | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 6,229,802 | | | | | $ | (6,229,802) | | | | | $ | — | | |
BNP Paribas | | | | | 613,312 | | | | | | (613,312) | | | | | | — | | |
Citadel Clearing LLC | | | | | 9,094 | | | | | | (9,094) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 446,195 | | | | | | (446,195) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 125,844 | | | | | | (125,844) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,388,311 | | | | | | (1,388,311) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 4,664,447 | | | | | | (4,664,447) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,527,370 | | | | | | (3,527,370) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,304,291 | | | | | | (1,304,291) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 443,818 | | | | | | (443,818) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 277,576 | | | | | | (277,576) | | | | | | — | | |
UBS AG | | | | | 2,896,635 | | | | | | (2,896,635) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,836,174 | | | | | | (3,836,174) | | | | | | — | | |
| | | | $ | 25,762,869 | | | | | $ | (25,762,869) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,893,134 | | | | | $ | (4,893,134) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 268,989 | | | | | | (268,989) | | | | | | — | | |
BNP Paribas | | | | | 6,443,954 | | | | | | (6,443,954) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,331,733 | | | | | | (1,331,733) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,127,634 | | | | | | (2,127,634) | | | | | | — | | |
BofA Securities Inc | | | | | 60,512,394 | | | | | | (60,512,394) | | | | | | — | | |
Canadian Imperial Bank of Commerce | | | | | 2,913,905 | | | | | | (2,913,905) | | | | | | — | | |
Citadel Clearing LLC | | | | | 609 | | | | | | (609) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 646,079 | | | | | | (646,079) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,188,646 | | | | | | (2,188,646) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 4,583,613 | | | | | | (4,583,613) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 1,678,532 | | | | | | (1,678,532) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,180,114 | | | | | | (1,180,114) | | | | | | — | | |
Merrill Lynch International | | | | | 4,966,664 | | | | | | (4,966,664) | | | | | | — | | |
Mirae Asset Securities (USA) INC. | | | | | 231,982 | | | | | | (231,982) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 38,113,424 | | | | | | (38,113,424) | | | | | | — | | |
National Bank Financial INC | | | | | 173,948 | | | | | | (173,948) | | | | | | — | | |
National Financial Services LLC | | | | | 392,565 | | | | | | (392,565) | | | | | | — | | |
Nomura International PLC | | | | | 765,267 | | | | | | (765,267) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 332,080 | | | | | | (332,080) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 4,830,007 | | | | | | (4,830,007) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 8,392,162 | | | | | | (8,392,162) | | | | | | — | | |
Societe Generale | | | | | 20,281,739 | | | | | | (20,281,739) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,207,870 | | | | | | (4,207,870) | | | | | | — | | |
| | | | $ | 171,457,044 | | | | | $ | (171,457,044) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Jefferies LLC | | | | $ | 112,947 | | | | | $ | (112,947) | | | | | $ | — | | |
| | | | $ | 112,947 | | | | | $ | (112,947) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,446,080 | | | | | $ | (1,446,080) | | | | | $ | — | | |
BofA Securities Inc | | | | | 26,128 | | | | | | (26,128) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 324,968 | | | | | | (324,968) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (Europe) Limited | | | | | 351,033 | | | | | | (351,033) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 488,557 | | | | | | (488,557) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 817,993 | | | | | | (817,993) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 770,492 | | | | | | (770,492) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,338,311 | | | | | | (3,338,311) | | | | | | — | | |
Merrill Lynch International | | | | | 1,152,088 | | | | | | (1,152,088) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,527 | | | | | | (2,527) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 214,192 | | | | | | (214,192) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 187,987 | | | | | | (187,987) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 651,083 | | | | | | (651,083) | | | | | | — | | |
UBS AG | | | | | 292,763 | | | | | | (292,763) | | | | | | — | | |
| | | | $ | 10,064,202 | | | | | $ | (10,064,202) | | | | | $ | — | | |
|
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | | Ordinary Income | | ||||||||||||
GNMA Income | | | | $ | 27,858,078 | | | | | $ | — | | | | | $ | 5,670,717 | | | | | $ | 30,231,110 | | |
High Yield Bond | | | | | 43,745,747 | | | | | | — | | | | | | 2,160,508 | | | | | | 24,390,426 | | |
Intermediate Bond | | | | | 419,034,382 | | | | | | 26,007,065 | | | | | | 30,585,431 | | | | | | 275,742,907 | | |
Short Term Bond | | | | | 4,264,688 | | | | | | — | | | | | | 431,580 | | | | | | 4,832,256 | | |
Strategic Income Opportunities | | | | | 85,398,234 | | | | | | — | | | | | | 12,607,156 | | | | | | 101,210,502 | | |
| | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/(Loss) | | ||||||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||||
GNMA Income | | | | $ | — | | | | | $ | — | | | | | $ | 18,288,960 | | | | | $ | (5,282,110) | | | | | | Short-term | | | | | | None | | | | | $ | (425,874) | | | | | $ | (6,341,652) | | |
| | | | | | | | | | | | | | | | | | | | | | | (18,922,628) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (24,204,738) | | | | | | | | | | | | | | | | | | | | | | | | | | |
High Yield Bond | | | | | — | | | | | | — | | | | | | 47,676,865 | | | | | | (15,077,041) | | | | | | Long-term | | | | | | None | | | | | | (81,783) | | | | | | 32,518,041 | | |
Intermediate Bond | | | | | (10,050,095) | | | | | | (91,628,968) | | | | | | 164,510,409 | | | | | | — | | | | | | — | | | | | | — | | | | | | (2,993,072) | | | | | | 59,838,274 | | |
Short Term Bond | | | | | — | | | | | | — | | | | | | 1,671,454 | | | | | | (1,159,175) | | | | | | Short-term | | | | | | None | | | | | | (3,553) | | | | | | (994,500) | | |
| | | | | | | | | | | | | | | | | | | | | | | (1,503,226) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (2,662,401) | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/(Loss) | | ||||||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||||
Strategic Income Opportunities | | | | | (5,553,079) | | | | | | — | | | | | | 3,769,477 | | | | | | (18,029,501) | | | | | | Short-term | | | | | | None | | | | | | (784,481) | | | | | | (48,936,735) | | |
| | | | | | | | | | | | | | | | | | | | | | | (28,339,151) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (46,368,652) | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
GNMA Income | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0110 | | | | May 3, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0058 | | | | May 3, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0132 | | | | May 3, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0166 | | | | May 3, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0132 | | | | May 3, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0128 | | | | May 3, 2021 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0330 | | | | May 3, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0281 | | | | May 3, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0353 | | | | May 3, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0397 | | | | May 3, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0401 | | | | May 3, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0314 | | | | May 3, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0358 | | | | May 3, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0347 | | | | May 3, 2021 | | | | | Daily | | |
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0239 | | | | May 3, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0175 | | | | May 3, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0266 | | | | May 3, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0295 | | | | May 3, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0218 | | | | May 3, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0269 | | | | May 3, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0259 | | | | May 3, 2021 | | | | | Daily | | |
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0139 | | | | May 3, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0077 | | | | May 3, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0163 | | | | May 3, 2021 | | | | | Daily | | |
Class P2 | | | | $ | 0.0221 | | | | May 3, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0205 | | | | May 3, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0119 | | | | May 3, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0166 | | | | May 3, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0160 | | | | May 3, 2021 | | | | | Daily | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0249 | | | | May 3, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0184 | | | | May 3, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0279 | | | | May 3, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0320 | | | | May 3, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0226 | | | | May 3, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0283 | | | | May 3, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0269 | | | | May 3, 2021 | | | | | Daily | | |
Voya GNMA Income Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 49.7% | | |||||||||||||||
1,756,027 | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 2,262,583 | | | | | | 0.1 | | |
2,517,368 | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 3,076,888 | | | | | | 0.2 | | |
6,965,749 | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | | | | | 8,675,290 | | | | | | 0.5 | | |
1,982,198 | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,327,587 | | | | | | 0.1 | | |
1,063,271 | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,161,684 | | | | | | 0.1 | | |
3,074,941 (1) | | | Fannie Mae 2010-150 PS, 6.491%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 165,902 | | | | | | 0.0 | | |
4,510,694 (1) | | | Fannie Mae 2010-95 SB, 6.491%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 731,285 | | | | | | 0.0 | | |
5,149,702 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 5,984,243 | | | | | | 0.3 | | |
6,978,739 (1) | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 753,030 | | | | | | 0.0 | | |
19,107,571 (1) | | | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | | | | | 1,312,476 | | | | | | 0.1 | | |
213,766 (2) | | | Fannie Mae REMIC Trust 2002-W1 3A, 3.586%, 04/25/2042 | | | | | 223,704 | | | | | | 0.0 | | |
984,050 (2) | | | Fannie Mae REMIC Trust 2002-W6 3A, 3.988%, 01/25/2042 | | | | | 1,032,729 | | | | | | 0.1 | | |
1,132,861 | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 1,333,670 | | | | | | 0.1 | | |
2,844,279 | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 3,066,469 | | | | | | 0.2 | | |
103,773 | | | Fannie Mae REMIC Trust 2004-61 SH, 23.553%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | | 155,876 | | | | | | 0.0 | | |
3,165,737 (2) | | | Fannie Mae REMIC Trust 2004-W11 2A, 3.649%, 03/25/2043 | | | | | 3,165,521 | | | | | | 0.2 | | |
2,954,460 | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 3,254,662 | | | | | | 0.2 | | |
574,614 (1) | | | Fannie Mae REMIC Trust 2005-17 ES, 6.641%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 71,212 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
551,335 | | | Fannie Mae REMIC Trust 2005-59 NQ, 16.603%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | $ | 680,173 | | | | | | 0.0 | | |
605,797 | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 688,709 | | | | | | 0.0 | | |
146,892 | | | Fannie Mae REMIC Trust 2006-115 ES, 26.126%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | | 231,551 | | | | | | 0.0 | | |
1,045,555 (1) | | | Fannie Mae REMIC Trust 2006-36 SP, 6.591%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | | 163,823 | | | | | | 0.0 | | |
3,332,149 (1) | | | Fannie Mae REMIC Trust 2006-79 SH, 6.341%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 792,704 | | | | | | 0.0 | | |
246,079 (2) | | | Fannie Mae REMIC Trust 2009-12 LK, 10.419%, 03/25/2039 | | | | | 285,679 | | | | | | 0.0 | | |
1,861,549 | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,247,143 | | | | | | 0.1 | | |
3,360,290 | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 3,564,877 | | | | | | 0.2 | | |
5,084,839 | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 5,924,935 | | | | | | 0.3 | | |
1,450,088 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 1,525,958 | | | | | | 0.1 | | |
5,377,991 (1) | | | Fannie Mae REMIC Trust 2012-128 VS, 6.141%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | | 743,110 | | | | | | 0.0 | | |
3,827,233 (1) | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 217,125 | | | | | | 0.0 | | |
2,614,422 (1) | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 324,623 | | | | | | 0.0 | | |
2,086,759 (1) | | | Fannie Mae REMIC Trust 2012-68 SD, 6.591%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 361,062 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,457,000 | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | | | | $ | 3,749,114 | | | | | | 0.2 | | |
849,898 (1) | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | | 80,822 | | | | | | 0.0 | | |
2,271,764 (1) | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | | 196,402 | | | | | | 0.0 | | |
4,135 (3) | | | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | | | | | 3,784 | | | | | | 0.0 | | |
1,477,904 | | | Fannie Mae REMICS 2010-26 F, 0.879%, (US0001M + 0.770%), 11/25/2036 | | | | | 1,513,511 | | | | | | 0.1 | | |
1,547,174 | | | Fannie Mae REMICS 2010-39 FN, 0.939%, (US0001M + 0.830%), 05/25/2040 | | | | | 1,581,735 | | | | | | 0.1 | | |
683,925 | | | Fannie Mae REMICS 2010-80 PZ, 5.000%, 07/25/2040 | | | | | 812,750 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae REMICS 2010-87 PL, 4.000%, 06/25/2040 | | | | | 1,099,756 | | | | | | 0.1 | | |
1,610,737 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,814,524 | | | | | | 0.1 | | |
750,000 | | | Fannie Mae REMICS 2011-105 MB, 4.000%, 10/25/2041 | | | | | 824,813 | | | | | | 0.0 | | |
1,730,000 | | | Fannie Mae REMICS 2011-131 PB, 4.500%, 12/25/2041 | | | | | 1,974,658 | | | | | | 0.1 | | |
3,860,724 (1) | | | Fannie Mae REMICS 2012-137 EI, 3.000%, 12/25/2027 | | | | | 229,122 | | | | | | 0.0 | | |
9,220,004 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 10,068,980 | | | | | | 0.6 | | |
2,500,000 | | | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | | | | | 2,688,386 | | | | | | 0.2 | | |
2,322,707 (3) | | | Fannie Mae REMICS 2013-135 PO, 0.000%, 01/25/2044 | | | | | 2,039,436 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,720,706 (1) | | | Fannie Mae REMICS 2013-25 BI, 3.000%, 03/25/2033 | | | | $ | 347,564 | | | | | | 0.0 | | |
1,264,538 | | | Fannie Mae REMICS 2013-55 VZ, 3.000%, 06/25/2043 | | | | | 1,337,976 | | | | | | 0.1 | | |
2,899,886 (1) | | | Fannie Mae REMICS 2013-62 AI, 3.000%, 06/25/2033 | | | | | 306,546 | | | | | | 0.0 | | |
1,401,927 | | | Fannie Mae REMICS 2015-22 DY, 3.000%, 04/25/2045 | | | | | 1,423,088 | | | | | | 0.1 | | |
1,264,407 | | | Fannie Mae REMICS 2015-26 UZ, 3.000%, 05/25/2045 | | | | | 1,263,009 | | | | | | 0.1 | | |
711,932 | | | Fannie Mae REMICS 2015-68 JW, 3.500%, 09/25/2030 | | | | | 775,718 | | | | | | 0.0 | | |
1,410,000 | | | Fannie Mae REMICS 2016-103 PB, 3.000%, 01/25/2047 | | | | | 1,489,201 | | | | | | 0.1 | | |
4,283,554 | | | Fannie Mae REMICS 2016-64 LD, 3.500%, 09/25/2046 | | | | | 4,621,111 | | | | | | 0.3 | | |
5,043,295 | | | Fannie Mae REMICS 2017-22 DZ, 4.000%, 04/25/2047 | | | | | 5,775,702 | | | | | | 0.3 | | |
11,781,631 (1) | | | Fannie Mae REMICS 2019-49 IG, 3.000%, 03/25/2033 | | | | | 985,596 | | | | | | 0.1 | | |
1,543,190 | | | Fannie Mae REMICS 2019-6 GZ, 4.000%, 03/25/2059 | | | | | 1,798,937 | | | | | | 0.1 | | |
6,738,716 (1) | | | Fannie Mae REMICS 2020-44 TI, 5.500%, 12/25/2035 | | | | | 1,277,026 | | | | | | 0.1 | | |
4,395,497 | | | Fannie Mae Series 2016-51 S, 5.811%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | | 4,699,384 | | | | | | 0.3 | | |
2,113,106 (2) | | | Fannie Mae Trust 2004-W2 3A, 3.379%, 02/25/2044 | | | | | 2,226,388 | | | | | | 0.1 | | |
2,028,185 (2) | | | Fannie Mae Trust 2004-W2 4A, 3.414%, 02/25/2044 | | | | | 2,133,290 | | | | | | 0.1 | | |
2,521,931 | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 2,889,631 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,318,422 | | | Freddie Mac REMIC Trust 2005-S001 2A2, 0.259%, (US0001M + 0.150%), 09/25/2045 | | | | $ | 2,298,173 | | | | | | 0.1 | | |
449,204 | | | Freddie Mac REMIC Trust 2653 SC, 6.742%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 498,926 | | | | | | 0.0 | | |
1,124,061 | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,328,740 | | | | | | 0.1 | | |
125,493 | | | Freddie Mac REMIC Trust 3012 ST, 21.578%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | | 174,844 | | | | | | 0.0 | | |
287,728 | | | Freddie Mac REMIC Trust 3065 DC, 19.542%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 399,497 | | | | | | 0.0 | | |
512,079 | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | | 598,523 | | | | | | 0.0 | | |
3,811,190 (1) | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 78,837 | | | | | | 0.0 | | |
291,083 (1) | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 51,068 | | | | | | 0.0 | | |
388,580 | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | | 421,655 | | | | | | 0.0 | | |
1,986,464 | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 2,147,546 | | | | | | 0.1 | | |
475,917 (1) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 17,867 | | | | | | 0.0 | | |
170,198 (3) | | | Freddie Mac REMICS 2974 KO, 0.000%, 05/15/2035 | | | | | 151,045 | | | | | | 0.0 | | |
3,345,857 | | | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | | | | | 4,461,687 | | | | | | 0.2 | | |
1,018,939 | | | Freddie Mac REMICS 3658 CZ, 5.000%, 04/15/2040 | | | | | 1,229,267 | | | | | | 0.1 | | |
5,075,000 | | | Freddie Mac REMICS 4059 DY, 3.500%, 06/15/2042 | | | | | 5,616,308 | | | | | | 0.3 | | |
1,349,831 | | | Freddie Mac REMICS 4097 ZA, 3.500%, 08/15/2042 | | | | | 1,463,949 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,710,056 | | | Freddie Mac REMICS 4136 LU, 3.000%, 07/15/2032 | | | | $ | 5,850,374 | | | | | | 0.3 | | |
8,990,143 | | | Freddie Mac REMICS 4159 LZ, 3.500%, 01/15/2043 | | | | | 9,625,108 | | | | | | 0.5 | | |
2,755,100 | | | Freddie Mac REMICS 4249 CS, 4.564%, (-0.750*US0001M + 4.650%), 09/15/2043 | | | | | 2,598,626 | | | | | | 0.1 | | |
2,877,185 | | | Freddie Mac REMICS 4274 US, 5.744%, (-1.000*US0001M + 5.850%), 10/15/2035 | | | | | 2,868,396 | | | | | | 0.2 | | |
956,107 | | | Freddie Mac REMICS 4341 VH, 4.350%, 03/15/2027 | | | | | 986,764 | | | | | | 0.1 | | |
9,812,713 | | | Freddie Mac REMICS 4367 MZ, 4.000%, 07/15/2044 | | | | | 11,068,576 | | | | | | 0.6 | | |
6,919,653 | | | Freddie Mac REMICS 4480 ZX, 4.000%, 11/15/2044 | | | | | 7,572,662 | | | | | | 0.4 | | |
3,199,351 | | | Freddie Mac REMICS 4764 CJ, 4.000%, 06/15/2045 | | | | | 3,284,582 | | | | | | 0.2 | | |
2,341,302 | | | Freddie Mac REMICS 4764 DA, 4.000%, 07/15/2045 | | | | | 2,415,298 | | | | | | 0.1 | | |
5,301,662 | | | Freddie Mac REMICS 4818 GZ, 4.000%, 08/15/2048 | | | | | 5,689,920 | | | | | | 0.3 | | |
2,597,868 | | | Freddie Mac REMICS 5000 DC, 2.500%, 03/25/2040 | | | | | 2,685,779 | | | | | | 0.2 | | |
1,316,859 | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | | 1,624,003 | | | | | | 0.1 | | |
1,459,833 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 2A, 3.714%, 07/25/2033 | | | | | 1,544,550 | | | | | | 0.1 | | |
866,266 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 4A, 3.691%, 02/25/2043 | | | | | 937,790 | | | | | | 0.1 | | |
77,934 (1) | | | Freddie Mac-Ginnie Mae Series 21 SA, 7.891%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | | 6,113 | | | | | | 0.0 | | |
998,134 | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 1,138,510 | | | | | | 0.1 | | |
5,643,878 | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 6,856,002 | | | | | | 0.4 | | |
784,859 | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 943,679 | | | | | | 0.1 | | |
616,679 | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 797,796 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,467,299 | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | $ | 5,364,732 | | | | | | 0.3 | | |
536,008 | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 612,298 | | | | | | 0.0 | | |
1,293,411 | | | Ginnie Mae 2009-H01 FA, 1.261%, (US0001M + 1.150%), 11/20/2059 | | | | | 1,304,397 | | | | | | 0.1 | | |
2,000,000 | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,282,328 | | | | | | 0.1 | | |
4,146,889 | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | | 4,429,547 | | | | | | 0.2 | | |
3,484,392 (3) | | | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | | | | | 3,079,931 | | | | | | 0.2 | | |
2,891,096 (1) | | | Ginnie Mae 2014-107 XS, 5.494%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 494,721 | | | | | | 0.0 | | |
1,387,954 (1) | | | Ginnie Mae 2014-96 SQ, 5.494%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | �� | | 234,847 | | | | | | 0.0 | | |
9,206,644 | | | Ginnie Mae 2015-H13 FG, 0.520%, (US0001M + 0.400%), 04/20/2065 | | | | | 9,229,250 | | | | | | 0.5 | | |
18,586,720 (1) | | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 2,259,036 | | | | | | 0.1 | | |
1,114,489 (1) | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 62,890 | | | | | | 0.0 | | |
16,965,485 | | | Ginnie Mae 2016-H20 FB, 0.670%, (US0001M + 0.550%), 09/20/2066 | | | | | 17,089,984 | | | | | | 0.9 | | |
1,358,961 (1) | | | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | | | | | 180,888 | | | | | | 0.0 | | |
2,724,112 | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | | | | | 3,000,260 | | | | | | 0.2 | | |
102,131 | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 113,512 | | | | | | 0.0 | | |
948,595 | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 1,058,373 | | | | | | 0.1 | | |
660,382 | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 751,351 | | | | | | 0.0 | | |
328,111 (3) | | | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | | | | | 301,343 | | | | | | 0.0 | | |
2,448,774 | | | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | | | | | 2,720,132 | | | | | | 0.2 | | |
2,492,131 | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 2,785,255 | | | | | | 0.2 | | |
1,034,339 (1) | | | Ginnie Mae Series 2004-98 SA, 6.589%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 233,343 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
841,040 | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | $ | 950,598 | | | | | | 0.1 | | |
236,358 (1) | | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 34,072 | | | | | | 0.0 | | |
659,247 (1) | | | Ginnie Mae Series 2005-7 AH, 6.664%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 122,965 | | | | | | 0.0 | | |
774,000 (1) | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | | 143,055 | | | | | | 0.0 | | |
449,587 | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | | 508,614 | | | | | | 0.0 | | |
200,972 | | | Ginnie Mae Series 2005-91 UP, 14.088%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 247,332 | | | | | | 0.0 | | |
7,921,105 | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 9,052,111 | | | | | | 0.5 | | |
1,395,057 | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 1,607,357 | | | | | | 0.1 | | |
6,946,520 (1) | | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | | 66,015 | | | | | | 0.0 | | |
2,197,985 | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 2,518,392 | | | | | | 0.1 | | |
1,571,287 (1) | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 383,729 | | | | | | 0.0 | | |
1,602,756 (3) | | | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | | | | | 1,423,844 | | | | | | 0.1 | | |
94,156 | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 106,842 | | | | | | 0.0 | | |
300,212 | | | Ginnie Mae Series 2007-48 SY, 19.932%, (-3.000*US0001M + 20.250%), 08/16/2037 | | | | | 413,862 | | | | | | 0.0 | | |
1,767,947 (1) | | | Ginnie Mae Series 2007-53 SC, 6.389%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 375,347 | | | | | | 0.0 | | |
49,520 | | | Ginnie Mae Series 2007-53 SW, 19.872%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 71,560 | | | | | | 0.0 | | |
946,736 | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 1,051,849 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,113,447 | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | $ | 3,629,793 | | | | | | 0.2 | | |
508,477 (1) | | | Ginnie Mae Series 2008-3 SA, 6.439%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 113,922 | | | | | | 0.0 | | |
948,838 (1) | | | Ginnie Mae Series 2008-40 PS, 6.394%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 179,640 | | | | | | 0.0 | | |
1,186,350 (1) | | | Ginnie Mae Series 2008-51 GS, 6.124%, (-1.000*US0001M + 6.230%), 06/16/2038 | | | | | 243,395 | | | | | | 0.0 | | |
2,248,505 (1) | | | Ginnie Mae Series 2008-82 SA, 5.889%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 447,560 | | | | | | 0.0 | | |
3,679,601 (1) | | | Ginnie Mae Series 2009-110 SA, 6.244%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 361,081 | | | | | | 0.0 | | |
831,852 | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 949,501 | | | | | | 0.1 | | |
3,432,832 | | | Ginnie Mae Series 2009-118 XZ, 5.000%, 12/20/2039 | | | | | 3,863,438 | | | | | | 0.2 | | |
1,366,480 | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | | 1,566,140 | | | | | | 0.1 | | |
1,029,000 | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,200,165 | | | | | | 0.1 | | |
2,164,758 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,429,782 | | | | | | 0.1 | | |
2,029,062 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 2,259,905 | | | | | | 0.1 | | |
2,777,235 | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 3,175,763 | | | | | | 0.2 | | |
241,529 (1) | | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 9,453 | | | | | | 0.0 | | |
2,067,689 | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,655,811 | | | | | | 0.2 | | |
6,155,608 | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 8,384,595 | | | | | | 0.5 | | |
3,508,612 | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | | 4,441,658 | | | | | | 0.2 | | |
1,261,940 (1) | | | Ginnie Mae Series 2009-66 QS, 5.989%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 161,874 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,073,638 | | | Ginnie Mae Series 2009-68 ZC, 5.500%, 08/16/2039 | | | | $ | 1,329,546 | | | | | | 0.1 | | |
784,073 (1) | | | Ginnie Mae Series 2009-77 SA, 6.044%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 150,817 | | | | | | 0.0 | | |
3,759,184 | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | | 4,364,562 | | | | | | 0.2 | | |
1,064,702 | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,360,104 | | | | | | 0.1 | | |
634,686 | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 727,372 | | | | | | 0.0 | | |
1,502,497 | | | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | | | | | 1,794,131 | | | | | | 0.1 | | |
1,670,262 (1) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 176,803 | | | | | | 0.0 | | |
10,371,000 | | | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | | | | | 11,822,498 | | | | | | 0.7 | | |
1,456,865 (1) | | | Ginnie Mae Series 2010-116 NS, 6.544%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 261,593 | | | | | | 0.0 | | |
5,957,245 | | | Ginnie Mae Series 2010-117 ZQ, 4.500%, 09/20/2040 | | | | | 6,779,236 | | | | | | 0.4 | | |
111,489 (1) | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | | 7,730 | | | | | | 0.0 | | |
1,500,000 | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | | 1,694,026 | | | | | | 0.1 | | |
1,643,805 | | | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | | | | | 1,677,806 | | | | | | 0.1 | | |
1,025,662 (1) | | | Ginnie Mae Series 2010-158 SA, 5.939%, (-1.000*US0001M + 6.050)%, 12/20/2040 | | | | | 200,444 | | | | | | 0.0 | | |
1,320,571 | | | Ginnie Mae Series 2010-162 ZE, 4.000%, 12/16/2040 | | | | | 1,470,953 | | | | | | 0.1 | | |
14,688,190 (1) | | | Ginnie Mae Series 2010-166 GS, 5.889%, (-1.000*US0001M + 6.000)%, 12/20/2040 | | | | | 2,336,572 | | | | | | 0.1 | | |
1,170,150 (1) | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 76,813 | | | | | | 0.0 | | |
1,537,180 | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | | 1,707,936 | | | | | | 0.1 | | |
1,961,667 | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 2,098,575 | | | | | | 0.1 | | |
363,639 (1) | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 29,999 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,569,579 | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | $ | 1,783,692 | | | | | | 0.1 | | |
1,634,107 (1) | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 249,840 | | | | | | 0.0 | | |
5,083,540 | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 6,006,401 | | | | | | 0.3 | | |
1,181,235 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 1,326,495 | | | | | | 0.1 | | |
3,784,219 | | | Ginnie Mae Series 2010-H01 FA, 0.935%, (US0001M + 0.820)%, 01/20/2060 | | | | | 3,823,441 | | | | | | 0.2 | | |
9,700,321 | | | Ginnie Mae Series 2010-H10 FB, 1.115%, (US0001M + 1.000)%, 05/20/2060 | | | | | 9,871,367 | | | | | | 0.5 | | |
5,593,478 | | | Ginnie Mae Series 2010-H10 FC, 1.115%, (US0001M + 1.000)%, 05/20/2060 | | | | | 5,678,297 | | | | | | 0.3 | | |
1,797,864 | | | Ginnie Mae Series 2010-H20 AF, 0.450%, (US0001M + 0.330)%, 10/20/2060 | | | | | 1,799,739 | | | | | | 0.1 | | |
808,746 | | | Ginnie Mae Series 2011-116 CI, 4.000%, 05/16/2026 | | | | | 47,812 | | | | | | 0.0 | | |
293,246 (1) | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 36,512 | | | | | | 0.0 | | |
691,553 | | | Ginnie Mae Series 2011-128 TF, 0.556%, (US0001M + 0.450)%, 05/16/2041 | | | | | 697,354 | | | | | | 0.0 | | |
3,358,750 (1) | | | Ginnie Mae Series 2011-141 PS, 6.594%, (-1.000*US0001M + 6.700)%, 06/16/2041 | | | | | 586,922 | | | | | | 0.0 | | |
2,422,039 (1) | | | Ginnie Mae Series 2011-146 EI, 5.000%, 11/16/2041 | | | | | 451,157 | | | | | | 0.0 | | |
945,000 | | | Ginnie Mae Series 2011-151 PY, 3.000%, 11/20/2041 | | | | | 989,379 | | | | | | 0.1 | | |
83,197 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 91,885 | | | | | | 0.0 | | |
239,064 (2) | | | Ginnie Mae Series 2011-169 BG, 5.432%, 04/16/2039 | | | | | 265,320 | | | | | | 0.0 | | |
7,474,589 | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 8,164,242 | | | | | | 0.5 | | |
1,613,856 | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | | 1,710,920 | | | | | | 0.1 | | |
4,636,568 | | | Ginnie Mae Series 2011-69 HW, 4.000%, 04/20/2040 | | | | | 4,836,958 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,929,411 (1) | | | Ginnie Mae Series 2011-73 LS, 6.579%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | $ | 180,425 | | | | | | 0.0 | | |
3,228,910 | | | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | | | | | 3,518,471 | | | | | | 0.2 | | |
1,883,809 | | | Ginnie Mae Series 2011-H01 AF, 0.570%, (US0001M + 0.450%), 11/20/2060 | | | | | 1,891,060 | | | | | | 0.1 | | |
2,685,381 | | | Ginnie Mae Series 2011-H03 FA, 0.620%, (US0001M + 0.500%), 01/20/2061 | | | | | 2,698,607 | | | | | | 0.2 | | |
837,603 | | | Ginnie Mae Series 2011-H07 FA, 0.620%, (US0001M + 0.500%), 02/20/2061 | | | | | 840,440 | | | | | | 0.1 | | |
241,521 | | | Ginnie Mae Series 2011-H08 FD, 0.620%, (US0001M + 0.500%), 02/20/2061 | | | | | 242,716 | | | | | | 0.0 | | |
687,297 | | | Ginnie Mae Series 2011-H11 FB, 0.620%, (US0001M + 0.500%), 04/20/2061 | | | | | 690,539 | | | | | | 0.0 | | |
1,917,733 | | | Ginnie Mae Series 2011-H20 FA, 0.670%, (US0001M + 0.550%), 09/20/2061 | | | | | 1,929,193 | | | | | | 0.1 | | |
425,350 | | | Ginnie Mae Series 2011-H21 FT, 0.790%, (H15T1Y + 0.700%), 10/20/2061 | | | | | 424,077 | | | | | | 0.0 | | |
464,839 (1) | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 7,565 | | | | | | 0.0 | | |
1,758,798 (1) | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | | 119,484 | | | | | | 0.0 | | |
408,019 (1) | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 31,779 | | | | | | 0.0 | | |
4,405,356 (1) | | | Ginnie Mae Series 2012-136 BI, 3.500%, 11/20/2042 | | | | | 724,498 | | | | | | 0.0 | | |
5,204,502 (1) | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 273,000 | | | | | | 0.0 | | |
438,998 (1) | | | Ginnie Mae Series 2012-34 MS, 6.594%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 66,059 | | | | | | 0.0 | | |
3,774,340 (1) | | | Ginnie Mae Series 2012-48 SA, 6.544%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 855,758 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,121,262 (1) | | | Ginnie Mae Series 2012-60 SG, 5.994%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | $ | 1,062,281 | | | | | | 0.1 | | |
5,505,107 | | | Ginnie Mae Series 2012-77 FE, 0.496%, (US0001M + 0.390%), 05/16/2041 | | | | | 5,545,471 | | | | | | 0.3 | | |
1,195,196 (1) | | | Ginnie Mae Series 2012-93 NS, 5.989%, (-1.000*US0001M + 6.100%), 07/20/2042 | | | | | 205,757 | | | | | | 0.0 | | |
1,247,044 (1) | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | | | | | 148,252 | | | | | | 0.0 | | |
2,883,163 | | | Ginnie Mae Series 2012-H06 FS, 0.820%, (US0001M + 0.700%), 03/20/2062 | | | | | 2,917,516 | | | | | | 0.2 | | |
9,900,233 | | | Ginnie Mae Series 2012-H08 FA, 0.720%, (US0001M + 0.600%), 01/20/2062 | | | | | 9,965,238 | | | | | | 0.5 | | |
3,714,997 | | | Ginnie Mae Series 2012-H08 FB, 0.720%, (US0001M + 0.600%), 03/20/2062 | | | | | 3,736,127 | | | | | | 0.2 | | |
198,200 | | | Ginnie Mae Series 2012-H11 FA, 0.820%, (US0001M + 0.700%), 02/20/2062 | | | | | 199,838 | | | | | | 0.0 | | |
1,271,844 | | | Ginnie Mae Series 2012-H11 GA, 0.700%, (US0001M + 0.580%), 05/20/2062 | | | | | 1,278,116 | | | | | | 0.1 | | |
1,831,985 | | | Ginnie Mae Series 2012-H11 VA, 0.770%, (US0001M + 0.650%), 05/20/2062 | | | | | 1,851,749 | | | | | | 0.1 | | |
2,473,010 | | | Ginnie Mae Series 2012-H12 FA, 0.670%, (US0001M + 0.550%), 04/20/2062 | | | | | 2,485,715 | | | | | | 0.1 | | |
16,483,750 | | | Ginnie Mae Series 2012-H12 FB, 1.170%, (US0001M + 1.050%), 02/20/2062 | | | | | 16,726,651 | | | | | | 0.9 | | |
961,040 | | | Ginnie Mae Series 2012-H14 FK, 0.700%, (US0001M + 0.580%), 07/20/2062 | | | | | 966,455 | | | | | | 0.1 | | |
7,439,042 | | | Ginnie Mae Series 2012-H20 BA, 0.680%, (US0001M + 0.560%), 09/20/2062 | | | | | 7,473,970 | | | | | | 0.4 | | |
2,756,493 | | | Ginnie Mae Series 2012-H20 PT, 0.930%, 07/20/2062 | | | | | 2,753,417 | | | | | | 0.2 | | |
3,172,841 | | | Ginnie Mae Series 2012-H26 BA, 0.470%, (US0001M + 0.350%), 10/20/2062 | | | | | 3,177,299 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
328,700 | | | Ginnie Mae Series 2012-H29 FA, 0.635%, (US0001M + 0.515%), 10/20/2062 | | | | $ | 330,108 | | | | | | 0.0 | | |
1,572,893 | | | Ginnie Mae Series 2012-H30 GA, 0.470%, (US0001M + 0.350%), 12/20/2062 | | | | | 1,574,898 | | | | | | 0.1 | | |
1,522,069 | | | Ginnie Mae Series 2012-H31 FD, 0.460%, (US0001M + 0.340%), 12/20/2062 | | | | | 1,524,124 | | | | | | 0.1 | | |
2,117,760 | | | Ginnie Mae Series 2013-119 TZ, 3.000%, 08/20/2043 | | | | | 2,181,442 | | | | | | 0.1 | | |
7,000,000 | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | | 7,742,938 | | | | | | 0.4 | | |
1,411,077 | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | | 1,457,741 | | | | | | 0.1 | | |
1,900,000 (1) | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 457,816 | | | | | | 0.0 | | |
893,286 (1) | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | | 114,123 | | | | | | 0.0 | | |
4,810,919 (1) | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 666,097 | | | | | | 0.0 | | |
2,406,955 (1) | | | Ginnie Mae Series 2013-23 IO, 3.500%, 02/20/2043 | | | | | 397,891 | | | | | | 0.0 | | |
1,803,131 (1) | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 67,369 | | | | | | 0.0 | | |
1,204,285 (1) | | | Ginnie Mae Series 2013-88 AI, 5.735%, (-1.000*US0001M + 5.850%), 06/20/2043 | | | | | 212,868 | | | | | | 0.0 | | |
1,657,632 (1) | | | Ginnie Mae Series 2013-99 SK, 5.785%, (-1.000*US0001M + 5.900%), 07/20/2043 | | | | | 278,094 | | | | | | 0.0 | | |
2,858,460 | | | Ginnie Mae Series 2013-H02 FD, 0.460%, (US0001M + 0.340%), 12/20/2062 | | | | | 2,861,580 | | | | | | 0.2 | | |
439,063 | | | Ginnie Mae Series 2013-H07 HA, 0.530%, (US0001M + 0.410%), 03/20/2063 | | | | | 440,241 | | | | | | 0.0 | | |
1,848,354 | | | Ginnie Mae Series 2013-H08 BF, 0.520%, (US0001M + 0.400%), 03/20/2063 | | | | | 1,852,392 | | | | | | 0.1 | | |
2,861,584 | | | Ginnie Mae Series 2013-H10 FT, 0.540%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 2,839,611 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,967,896 | | | Ginnie Mae Series 2013-H13 FS, 1.120%, (US0001M + 1.000%), 06/20/2063 | | | | $ | 2,010,134 | | | | | | 0.1 | | |
3,974,009 | | | Ginnie Mae Series 2013-H14 FC, 0.590%, (US0001M + 0.470%), 06/20/2063 | | | | | 3,988,156 | | | | | | 0.2 | | |
1,329,390 | | | Ginnie Mae Series 2013-H14 FD, 0.590%, (US0001M + 0.470%), 06/20/2063 | | | | | 1,334,201 | | | | | | 0.1 | | |
1,167,672 | | | Ginnie Mae Series 2013-H14 FG, 0.590%, (US0001M + 0.470%), 05/20/2063 | | | | | 1,172,113 | | | | | | 0.1 | | |
1,002,733 | | | Ginnie Mae Series 2013-H15 FA, 0.660%, (US0001M + 0.540%), 06/20/2063 | | | | | 1,007,287 | | | | | | 0.1 | | |
2,949,236 | | | Ginnie Mae Series 2013-H17 FA, 0.670%, (US0001M + 0.550%), 07/20/2063 | | | | | 2,961,352 | | | | | | 0.2 | | |
765,857 | | | Ginnie Mae Series 2013-H18 BA, 0.720%, (US0001M + 0.600%), 07/20/2063 | | | | | 770,934 | | | | | | 0.0 | | |
1,450,940 | | | Ginnie Mae Series 2013-H18 EA, 0.620%, (US0001M + 0.500%), 07/20/2063 | | | | | 1,456,473 | | | | | | 0.1 | | |
2,319,008 | | | Ginnie Mae Series 2013-H18 FA, 0.620%, (US0001M + 0.500%), 06/20/2063 | | | | | 2,329,901 | | | | | | 0.1 | | |
3,556,996 | | | Ginnie Mae Series 2013-H19 DF, 0.770%, (US0001M + 0.650%), 05/20/2063 | | | | | 3,580,728 | | | | | | 0.2 | | |
2,287,445 | | | Ginnie Mae Series 2013-H20 FB, 1.120%, (US0001M + 1.000%), 08/20/2063 | | | | | 2,310,798 | | | | | | 0.1 | | |
1,112,664 | | | Ginnie Mae Series 2013-H21 FB, 0.820%, (US0001M + 0.700%), 09/20/2063 | | | | | 1,120,964 | | | | | | 0.1 | | |
1,891,518 | | | Ginnie Mae Series 2013-H22 FB, 0.820%, (US0001M + 0.700%), 08/20/2063 | | | | | 1,905,748 | | | | | | 0.1 | | |
2,627,908 | | | Ginnie Mae Series 2013-H22 FT, 0.740%, (H15T1Y + 0.650%), 04/20/2063 | | | | | 2,618,790 | | | | | | 0.1 | | |
3,029,968 | | | Ginnie Mae Series 2013-H23 FA, 1.420%, (US0001M + 1.300%), 09/20/2063 | | | | | 3,079,002 | | | | | | 0.2 | | |
405,556 | | | Ginnie Mae Series 2013-H24 FB, 0.850%, (US0001M + 0.730%), 09/20/2063 | | | | | 408,313 | | | | | | 0.0 | | |
2,793,200 | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 3,125,099 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,007,890 | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | $ | 5,458,307 | | | | | | 0.3 | | |
1,874,478 (1) | | | Ginnie Mae Series 2014-129 WS, 5.785%, (-1.000*US0001M + 5.900%), 09/20/2044 | | | | | 320,275 | | | | | | 0.0 | | |
1,945,532 (1) | | | Ginnie Mae Series 2014-161 WS, 5.785%, (-1.000*US0001M + 5.900%), 11/20/2044 | | | | | 323,554 | | | | | | 0.0 | | |
1,583,681 (1) | | | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | | | | | 276,758 | | | | | | 0.0 | | |
2,223,624 (1) | | | Ginnie Mae Series 2014-30 ES, 4.889%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | | 338,531 | | | | | | 0.0 | | |
3,227,702 (1) | | | Ginnie Mae Series 2014-99 IO, 4.500%, 06/20/2044 | | | | | 600,364 | | | | | | 0.0 | | |
9,161,722 | | | Ginnie Mae Series 2014-H03 FS, 0.770%, (US0001M + 0.650%), 02/20/2064 | | | | | 9,265,345 | | | | | | 0.5 | | |
2,229,632 | | | Ginnie Mae Series 2014-H04 FB, 0.770%, (US0001M + 0.650%), 02/20/2064 | | | | | 2,247,032 | | | | | | 0.1 | | |
7,486,629 | | | Ginnie Mae Series 2014-H05 FB, 0.720%, (US0001M + 0.600%), 12/20/2063 | | | | | 7,532,882 | | | | | | 0.4 | | |
1,828,915 | | | Ginnie Mae Series 2014-H06 FA, 0.690%, (US0001M + 0.570%), 03/20/2064 | | | | | 1,839,590 | | | | | | 0.1 | | |
736,370 | | | Ginnie Mae Series 2014-H06 HB, 0.770%, (US0001M + 0.650%), 03/20/2064 | | | | | 742,123 | | | | | | 0.0 | | |
3,289,699 | | | Ginnie Mae Series 2014-H11 VA, 0.620%, (US0001M + 0.500%), 06/20/2064 | | | | | 3,314,421 | | | | | | 0.2 | | |
3,551,355 | | | Ginnie Mae Series 2014-H15 FA, 0.620%, (US0001M + 0.500%), 07/20/2064 | | | | | 3,577,479 | | | | | | 0.2 | | |
1,841,554 | | | Ginnie Mae Series 2014-H21 FA, 0.770%, (US0001M + 0.650%), 10/20/2064 | | | | | 1,863,770 | | | | | | 0.1 | | |
9,400,327 (2) | | | Ginnie Mae Series 2015-10 Q, 2.348%, 10/20/2044 | | | | | 9,632,643 | | | | | | 0.5 | | |
2,364,266 (1) | | | Ginnie Mae Series 2015-141 IX, 2.060%, (-0.714*US0001M + 2.142%), 06/20/2045 | | | | | 163,204 | | | | | | 0.0 | | |
12,125,000 | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 13,174,996 | | | | | | 0.7 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,025,150 (1) | | | Ginnie Mae Series 2015-149 IL, 4.500%, 10/20/2045 | | | | $ | 586,577 | | | | | | 0.0 | | |
2,355,110 (1) | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 252,224 | | | | | | 0.0 | | |
3,924,353 | | | Ginnie Mae Series 2015-165 ZA, 3.500%, 07/20/2045 | | | | | 4,168,434 | | | | | | 0.2 | | |
7,701,773 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 8,117,943 | | | | | | 0.4 | | |
2,702,292 | | | Ginnie Mae Series 2015-H03 FA, 0.620%, (US0001M + 0.500%), 12/20/2064 | | | | | 2,714,333 | | | | | | 0.2 | | |
115,703 | | | Ginnie Mae Series 2015-H04 FL, 0.590%, (US0001M + 0.470%), 02/20/2065 | | | | | 116,328 | | | | | | 0.0 | | |
3,329,443 | | | Ginnie Mae Series 2015-H05 FC, 0.600%, (US0001M + 0.480%), 02/20/2065 | | | | | 3,324,566 | | | | | | 0.2 | | |
1,776,519 | | | Ginnie Mae Series 2015-H06 FA, 0.600%, (US0001M + 0.480%), 02/20/2065 | | | | | 1,786,129 | | | | | | 0.1 | | |
3,409,682 | | | Ginnie Mae Series 2015-H08 FB, 0.750%, (US0001M + 0.630%), 03/20/2065 | | | | | 3,445,432 | | | | | | 0.2 | | |
2,480,320 | | | Ginnie Mae Series 2015-H08 FC, 0.600%, (US0001M + 0.480%), 03/20/2065 | | | | | 2,495,579 | | | | | | 0.1 | | |
3,784,165 | | | Ginnie Mae Series 2015-H09 FA, 0.740%, (US0001M + 0.620%), 04/20/2065 | | | | | 3,824,463 | | | | | | 0.2 | | |
6,988,614 | | | Ginnie Mae Series 2015-H10 FA, 0.720%, (US0001M + 0.600%), 04/20/2065 | | | | | 7,057,620 | | | | | | 0.4 | | |
2,164,711 | | | Ginnie Mae Series 2015-H10 FH, 0.720%, (US0001M + 0.600%), 04/20/2065 | | | | | 2,185,752 | | | | | | 0.1 | | |
270,044 | | | Ginnie Mae Series 2015-H12 FA, 0.600%, (US0001M + 0.480%), 05/20/2065 | | | | | 271,696 | | | | | | 0.0 | | |
2,139,382 | | | Ginnie Mae Series 2015-H12 FL, 0.350%, (US0001M + 0.230%), 05/20/2065 | | | | | 2,136,952 | | | | | | 0.1 | | |
719,649 | | | Ginnie Mae Series 2015-H14 FB, 0.550%, (US0001M + 0.430%), 05/20/2065 | | | | | 721,829 | | | | | | 0.0 | | |
979,721 | | | Ginnie Mae Series 2015-H18 FB, 0.720%, (US0001M + 0.600%), 07/20/2065 | | | | | 989,298 | | | | | | 0.1 | | |
1,141,146 | | | Ginnie Mae Series 2015-H20 FB, 0.720%, (US0001M + 0.600%), 08/20/2065 | | | | | 1,152,930 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,063,402 | | | Ginnie Mae Series 2015-H22 FC, 0.720%, (US0001M + 0.600%), 09/20/2065 | | | | $ | 2,085,110 | | | | | | 0.1 | | |
1,600,532 | | | Ginnie Mae Series 2015-H26 FA, 0.640%, (US0001M + 0.520%), 10/20/2065 | | | | | 1,613,710 | | | | | | 0.1 | | |
3,926,987 | | | Ginnie Mae Series 2015-H26 FC, 0.720%, (US0001M + 0.600%), 08/20/2065 | | | | | 3,946,383 | | | | | | 0.2 | | |
314,067 | | | Ginnie Mae Series 2015-H26 FG, 0.640%, (US0001M + 0.520%), 10/20/2065 | | | | | 315,312 | | | | | | 0.0 | | |
2,126,935 | | | Ginnie Mae Series 2015-H27 FA, 0.870%, (US0001M + 0.750%), 09/20/2065 | | | | | 2,159,224 | | | | | | 0.1 | | |
2,861,934 | | | Ginnie Mae Series 2015-H29 FL, 0.720%, (US0001M + 0.600%), 11/20/2065 | | | | | 2,880,763 | | | | | | 0.2 | | |
35,084,900 | | | Ginnie Mae Series 2015-H30 FC, 0.780%, (US0001M + 0.660%), 11/20/2065 | | | | | 35,529,668 | | | | | | 1.9 | | |
139,172 | | | Ginnie Mae Series 2015-H30 FD, 0.720%, (US0001M + 0.600%), 10/20/2065 | | | | | 140,174 | | | | | | 0.0 | | |
1,388,722 | | | Ginnie Mae Series 2015-H30 FE, 0.720%, (US0001M + 0.600%), 11/20/2065 | | | | | 1,404,038 | | | | | | 0.1 | | |
3,065,410 | | | Ginnie Mae Series 2015-H31 FT, 0.770%, (US0001M + 0.650%), 11/20/2065 | | | | | 3,076,747 | | | | | | 0.2 | | |
9,767,984 (1) | | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 1,440,119 | | | | | | 0.1 | | |
8,162,393 (1) | | | Ginnie Mae Series 2016-20 BS, 5.989%, (-1.000*US0001M + 6.100%), 02/20/2046 | | | | | 1,693,395 | | | | | | 0.1 | | |
4,736,743 (2) | | | Ginnie Mae Series 2016-5 AB, 4.682%, 01/20/2046 | | | | | 5,383,137 | | | | | | 0.3 | | |
9,268,646 | | | Ginnie Mae Series 2016-69 B, 3.000%, 05/20/2046 | | | | | 9,745,705 | | | | | | 0.5 | | |
760,969 | | | Ginnie Mae Series 2016-H01 FL, 0.770%, (US0001M + 0.650%), 12/20/2065 | | | | | 766,051 | | | | | | 0.0 | | |
613,631 | | | Ginnie Mae Series 2016-H02 FH, 1.120%, (US0001M + 1.000%), 01/20/2066 | | | | | 628,477 | | | | | | 0.0 | | |
245,215 | | | Ginnie Mae Series 2016-H03 FB, 0.770%, (US0001M + 0.650%), 01/20/2066 | | | | | 247,249 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,185,413 | | | Ginnie Mae Series 2016-H04 FK, 1.170%, (US0001M + 1.050%), 02/20/2066 | | | | $ | 3,230,720 | | | | | | 0.2 | | |
420,201 | | | Ginnie Mae Series 2016-H07 FK, 1.120%, (US0001M + 1.000%), 03/20/2066 | | | | | 430,283 | | | | | | 0.0 | | |
6,887,321 | | | Ginnie Mae Series 2016-H08 FT, 0.840%, (US0001M + 0.720%), 02/20/2066 | | | | | 6,940,028 | | | | | | 0.4 | | |
1,327,161 | | | Ginnie Mae Series 2016-H09 FB, 1.020%, (US0001M + 0.900%), 04/20/2066 | | | | | 1,354,866 | | | | | | 0.1 | | |
286,210 | | | Ginnie Mae Series 2016-H10 FJ, 0.720%, (US0001M + 0.600%), 04/20/2066 | | | | | 286,299 | | | | | | 0.0 | | |
2,807,651 | | | Ginnie Mae Series 2016-H11 F, 0.920%, (US0001M + 0.800%), 05/20/2066 | | | | | 2,856,130 | | | | | | 0.2 | | |
1,216,909 | | | Ginnie Mae Series 2016-H11 FE, 0.970%, (US0001M + 0.850%), 04/20/2066 | | | | | 1,240,713 | | | | | | 0.1 | | |
3,543,959 | | | Ginnie Mae Series 2016-H13 FD, 0.540%, (H15T1Y + 0.450%), 05/20/2066 | | | | | 3,518,374 | | | | | | 0.2 | | |
979,543 | | | Ginnie Mae Series 2016-H13 FT, 0.700%, (US0001M + 0.580%), 05/20/2066 | | | | | 983,472 | | | | | | 0.1 | | |
435,495 | | | Ginnie Mae Series 2016-H20 FG, 0.820%, (US0001M + 0.700%), 08/20/2066 | | | | | 438,784 | | | | | | 0.0 | | |
1,918,584 | | | Ginnie Mae Series 2016-H21 FH, 0.970%, (US0001M + 0.850%), 09/20/2066 | | | | | 1,956,014 | | | | | | 0.1 | | |
3,568,526 | | | Ginnie Mae Series 2017-107 QZ, 3.000%, 08/20/2045 | | | | | 3,650,810 | | | | | | 0.2 | | |
3,523,265 (1) | | | Ginnie Mae Series 2017-123 IO, 5.000%, 08/16/2047 | | | | | 775,814 | | | | | | 0.0 | | |
2,890,000 | | | Ginnie Mae Series 2017-162 PL, 3.000%, 10/20/2047 | | | | | 2,977,353 | | | | | | 0.2 | | |
2,580,532 | | | Ginnie Mae Series 2017-56 HM, 3.000%, 12/20/2046 | | | | | 2,749,106 | | | | | | 0.2 | | |
4,751,726 | | | Ginnie Mae Series 2017-56 JZ, 3.000%, 04/20/2047 | | | | | 5,206,276 | | | | | | 0.3 | | |
33,878,864 | | | Ginnie Mae Series 2017-H05 FC, 0.870%, (US0001M + 0.750%), 02/20/2067 | | | | | 34,453,206 | | | | | | 1.9 | | |
679,249 | | | Ginnie Mae Series 2017-H07 FG, 0.580%, (US0001M + 0.460%), 02/20/2067 | | | | | 681,953 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
201,758 | | | Ginnie Mae Series 2017-H14 FD, 0.590%, (US0001M + 0.470%), 06/20/2067 | | | | $ | 202,818 | | | | | | 0.0 | | |
1,683,117 | | | Ginnie Mae Series 2017-H14 FV, 0.620%, (US0001M + 0.500%), 06/20/2067 | | | | | 1,694,977 | | | | | | 0.1 | | |
2,680,055 | | | Ginnie Mae Series 2017-H17 FG, 0.620%, (US0001M + 0.500%), 08/20/2067 | | | | | 2,693,782 | | | | | | 0.2 | | |
2,100,422 | | | Ginnie Mae Series 2017-H19 FA, 0.570%, (US0001M + 0.450%), 08/20/2067 | | | | | 2,106,427 | | | | | | 0.1 | | |
31,458,462 | | | Ginnie Mae Series 2017-H23 FC, 0.570%, (US0001M + 0.450%), 11/20/2067 | | | | | 31,579,677 | | | | | | 1.7 | | |
2,426,757 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,591,832 | | | | | | 0.1 | | |
313,130 | | | Ginnie Mae Series 2018-163 DZ, 4.500%, 11/20/2048 | | | | | 355,602 | | | | | | 0.0 | | |
3,381,014 | | | Ginnie Mae Series 2018-H04 FM, 0.420%, (US0001M + 0.300%), 03/20/2068 | | | | | 3,382,477 | | | | | | 0.2 | | |
886,669 | | | Ginnie Mae Series 2018-H07 FE, 0.470%, (US0001M + 0.350%), 02/20/2068 | | | | | 887,760 | | | | | | 0.1 | | |
7,449,776 | | | Ginnie Mae Series 2018-H14 FG, 0.470%, (US0001M + 0.350%), 09/20/2068 | | | | | 7,439,032 | | | | | | 0.4 | | |
8,759,013 | | | Ginnie Mae Series 2018-H18 FC, 0.470%, (US0001M + 0.350%), 08/20/2065 | | | | | 8,771,044 | | | | | | 0.5 | | |
4,535,581 | | | Ginnie Mae Series 2019-1 Z, 4.000%, 01/20/2049 | | | | | 4,785,435 | | | | | | 0.3 | | |
6,857,545 | | | Ginnie Mae Series 2019-100 FD, 0.511%, (US0001M + 0.400%), 08/20/2049 | | | | | 6,892,564 | | | | | | 0.4 | | |
1,548,417 | | | Ginnie Mae Series 2019-29 AI, 5.000%, 07/20/2048 | | | | | 295,300 | | | | | | 0.0 | | |
12,000,000 (1) | | | Ginnie Mae Series 2019-56 YI, 5.000%, 05/20/2049 | | | | | 3,989,689 | | | | | | 0.2 | | |
1,414,643 | | | Ginnie Mae Series 2019-H01 FJ, 0.420%, (US0001M + 0.300%), 09/20/2068 | | | | | 1,415,066 | | | | | | 0.1 | | |
1,330,036 | | | Ginnie Mae Series 2019-H01 FL, 0.570%, (US0001M + 0.450%), 12/20/2068 | | | | | 1,331,809 | | | | | | 0.1 | | |
4,776,975 | | | Ginnie Mae Series 2019-H05 FL, 0.600%, (US0001M + 0.480%), 03/20/2069 | | | | | 4,774,153 | | | | | | 0.3 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
311,339 | | | Ginnie Mae Series 2019-H10 FM, 0.520%, (US0001M + 0.400%), 05/20/2069 | | | | $ | 311,306 | | | | | | 0.0 | | |
3,580,673 | | | Ginnie Mae Series 2019-H19 FB, 0.570%, (US0001M + 0.450%), 11/20/2069 | | | | | 3,594,527 | | | | | | 0.2 | | |
33,511,878 (1) | | | Ginnie Mae Series 2020-47 LI, 3.500%, 04/20/2050 | | | | | 5,381,740 | | | | | | 0.3 | | |
1,921,765 | | | Ginnie Mae Series 2020-H01 FT, 0.610%, (H15T1Y + 0.500%), 01/20/2070 | | | | | 1,910,646 | | | | | | 0.1 | | |
9,236,538 | | | Ginnie Mae Series 2020-H10 FD, 0.511%, (US0001M + 0.400%), 05/20/2070 | | | | | 9,257,178 | | | | | | 0.5 | | |
1,076,887 | | | Seasoned Credit Risk Transfer Trust Series 2017-2 MA, 3.000%, 08/25/2056 | | | | | 1,141,159 | | | | | | 0.1 | | |
307,191 | | | Seasoned Credit Risk Transfer Trust Series 2019-1 M55D, 4.000%, 07/25/2058 | | | | | 337,812 | | | | | | 0.0 | | |
2,565,000 | | | Seasoned Loans Structured Transaction Series 2019-1 A2, 3.500%, 05/25/2029 | | | | | 2,800,636 | | | | | | 0.2 | | |
1,754,505 | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | | | | | 1,860,956 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $892,985,016) | | | | | 908,948,465 | | | | | | 49.7 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 59.6% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 1.2%(4) | | ||||||||||||
1,567,490 | | | 3.500%, 07/01/2047 | | | | | 1,665,124 | | | | | | 0.1 | | |
2,920,578 | | | 3.500%, 12/01/2047 | | | | | 3,146,675 | | | | | | 0.2 | | |
4,976,750 | | | 3.500%, 03/01/2048 | | | | | 5,371,427 | | | | | | 0.3 | | |
5,604,521 | | | 3.500%,11/01/2048 | | | | | 6,048,998 | | | | | | 0.3 | | |
2,211,426 | | | 4.000%, 07/01/2047 | | | | | 2,389,207 | | | | | | 0.1 | | |
889,547 | | | 4.500%, 08/01/2047 | | | | | 977,044 | | | | | | 0.1 | | |
140,674 | | | 5.290%, 10/01/2037 | | | | | 156,722 | | | | | | 0.0 | | |
25,890 | | | 5.410%, 07/01/2037 | | | | | 28,899 | | | | | | 0.0 | | |
25,100 | | | 5.410%, 08/01/2037 | | | | | 28,018 | | | | | | 0.0 | | |
14,837 | | | 5.410%, 08/01/2037 | | | | | 16,551 | | | | | | 0.0 | | |
37,699 | | | 5.440%, 01/01/2037 | | | | | 42,103 | | | | | | 0.0 | | |
20,050 | | | 5.440%, 02/01/2037 | | | | | 22,384 | | | | | | 0.0 | | |
49,369 | | | 5.440%, 04/01/2037 | | | | | 55,172 | | | | | | 0.0 | | |
30,522 | | | 5.440%, 09/01/2037 | | | | | 34,089 | | | | | | 0.0 | | |
29,119 | | | 5.440%, 02/01/2038 | | | | | 32,518 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
134,627 | | | 5.450%, 12/01/2037 | | | | $ | 148,977 | | | | | | 0.0 | | |
103,708 | | | 5.450%, 12/01/2037 | | | | | 115,211 | | | | | | 0.0 | | |
40,040 | | | 5.460%, 05/01/2037 | | | | | 44,734 | | | | | | 0.0 | | |
34,588 | | | 5.460%, 08/01/2037 | | | | | 38,640 | | | | | | 0.0 | | |
38,045 | | | 5.460%, 01/01/2038 | | | | | 42,271 | | | | | | 0.0 | | |
36,856 | | | 5.480%, 08/01/2037 | | | | | 41,189 | | | | | | 0.0 | | |
77,476 | | | 5.500%, 08/01/2037 | | | | | 87,341 | | | | | | 0.0 | | |
91,414 | | | 5.500%, 11/01/2037 | | | | | 102,633 | | | | | | 0.0 | | |
27,956 | | | 5.500%, 04/01/2038 | | | | | 31,261 | | | | | | 0.0 | | |
17,590 | | | 5.520%, 10/01/2037 | | | | | 19,669 | | | | | | 0.0 | | |
39,071 | | | 5.620%, 12/01/2036 | | | | | 43,757 | | | | | | 0.0 | | |
93,983 | | | 5.620%, 03/01/2037 | | | | | 106,133 | | | | | | 0.0 | | |
66,367 | | | 5.620%, 08/01/2037 | | | | | 74,412 | | | | | | 0.0 | | |
197,055 | | | 5.625%, 12/01/2036 | | | | | 220,869 | | | | | | 0.0 | | |
187,702 | | | 5.625%, 01/01/2037 | | | | | 210,430 | | | | | | 0.0 | | |
169,599 | | | 5.625%, 03/01/2037 | | | | | 190,057 | | | | | | 0.0 | | |
91,937 | | | 5.625%, 06/01/2037 | | | | | 102,951 | | | | | | 0.0 | | |
81,695 | | | 5.625%, 07/01/2037 | | | | | 91,478 | | | | | | 0.0 | | |
45,198 | | | 5.625%, 02/01/2038 | | | | | 50,610 | | | | | | 0.0 | | |
576,062 | | | 5.750%, 09/01/2037 | | | | | 670,492 | | | | | | 0.1 | | |
78,660 | | | 5.750%, 10/01/2037 | | | | | 88,235 | | | | | | 0.0 | | |
147,469 | | | 5.750%, 11/01/2037 | | | | | 165,527 | | | | | | 0.0 | | |
52,868 | | | 5.750%, 12/01/2037 | | | | | 59,301 | | | | | | 0.0 | | |
96,187 | | | 6.090%, 12/01/2037 | | | | | 108,285 | | | | | | 0.0 | | |
6,260 | | | 7.500%, 01/01/2030 | | | | | 7,442 | | | | | | 0.0 | | |
8,076 | | | 8.000%, 01/01/2030 | | | | | 8,111 | | | | | | 0.0 | | |
| | | | | | | | 22,884,947 | | | | | | 1.2 | | |
| | | Federal National Mortgage Association: 0.7%(4) | | ||||||||||||
6,975,845 | | | 4.000%, 07/01/2056 | | | | | 7,821,653 | | | | | | 0.5 | | |
1,328,607 | | | 4.500%, 09/01/2047 | | | | | 1,532,368 | | | | | | 0.1 | | |
331,830 | | | 5.290%, 09/01/2037 | | | | | 359,335 | | | | | | 0.0 | | |
259,586 | | | 5.290%, 09/01/2037 | | | | | 277,344 | | | | | | 0.0 | | |
290,529 | | | 5.290%, 11/01/2037 | | | | | 319,535 | | | | | | 0.0 | | |
81,818 | | | 5.290%, 12/01/2037 | | | | | 85,177 | | | | | | 0.0 | | |
262,854 | | | 5.290%, 04/01/2038 | | | | | 284,080 | | | | | | 0.0 | | |
51,512 | | | 5.350%, 04/01/2029 | | | | | 57,671 | | | | | | 0.0 | | |
37,587 | | | 5.350%, 09/01/2029 | | | | | 42,265 | | | | | | 0.0 | | |
68,579 | | | 5.390%, 05/01/2038 | | | | | 79,226 | | | | | | 0.0 | | |
165,559 | | | 5.440%, 08/01/2047 | | | | | 179,103 | | | | | | 0.0 | | |
117,689 | | | 5.440%, 08/01/2047 | | | | | 129,464 | | | | | | 0.0 | | |
286,466 | | | 5.440%, 08/01/2047 | | | | | 310,349 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association (continued) | | ||||||||||||
176,783 | | | 5.440%, 09/01/2047 | | | | $ | 191,301 | | | | | | 0.0 | | |
473,792 | | | 5.440%, 10/01/2047 | | | | | 522,504 | | | | | | 0.1 | | |
94,251 | | | 5.440%, 05/01/2048 | | | | | 103,679 | | | | | | 0.0 | | |
65,756 | | | 5.620%, 12/01/2036 | | | | | 69,062 | | | | | | 0.0 | | |
36,024 | | | 5.875%, 06/01/2035 | | | | | 36,407 | | | | | | 0.0 | | |
103,582 | | | 5.890%, 08/01/2047 | | | | | 112,513 | | | | | | 0.0 | | |
111,835 | | | 5.890%, 10/01/2047 | | | | | 122,066 | | | | | | 0.0 | | |
18,409 | | | 5.900%, 09/01/2028 | | | | | 19,862 | | | | | | 0.0 | | |
25,154 | | | 6.600%, 07/01/2027 | | | | | 25,432 | | | | | | 0.0 | | |
31,223 | | | 6.600%, 09/01/2027 | | | | | 31,656 | | | | | | 0.0 | | |
28,091 | | | 6.600%, 11/01/2027 | | | | | 28,296 | | | | | | 0.0 | | |
24,038 | | | 6.600%, 06/01/2028 | | | | | 24,214 | | | | | | 0.0 | | |
| | | | | | | | 12,764,562 | | | | | | 0.7 | | |
| | | Government National Mortgage Association: 53.6% | | ||||||||||||
218,069,000 (5) | | | 2.000%, 04/01/2051 | | | | | 220,198,583 | | | | | | 12.0 | | |
339,620,000 (5) | | | 2.500%, 05/01/2050 | | | | | 349,768,803 | | | | | | 19.1 | | |
1,182,690 | | | 3.000%, 04/20/2045 | | | | | 1,254,704 | | | | | | 0.1 | | |
417,481 | | | 3.000%, 11/20/2045 | | | | | 440,413 | | | | | | 0.0 | | |
229,261 | | | 3.000%, 12/20/2045 | | | | | 239,195 | | | | | | 0.0 | | |
185,585 | | | 3.000%, 12/20/2045 | | | | | 193,635 | | | | | | 0.0 | | |
114,198 | | | 3.000%, 12/20/2045 | | | | | 119,099 | | | | | | 0.0 | | |
71,741 | | | 3.000%, 01/20/2046 | | | | | 74,834 | | | | | | 0.0 | | |
3,545,832 | | | 3.000%, 02/20/2050 | | | | | 3,697,919 | | | | | | 0.2 | | |
6,780,000 (5) | | | 3.000%, 04/21/2050 | | | | | 7,063,648 | | | | | | 0.4 | | |
20,821,425 | | | 3.000%, 06/20/2050 | | | | | 21,709,239 | | | | | | 1.2 | | |
22,936,965 | | | 3.000%, 07/20/2050 | | | | | 23,915,274 | | | | | | 1.3 | | |
44,669,907 | | | 3.000%, 08/20/2050 | | | | | 46,576,162 | | | | | | 2.6 | | |
6,821,763 | | | 3.000%, 11/20/2050 | | | | | 7,167,710 | | | | | | 0.4 | | |
4,650,111 | | | 3.180%, 04/15/2041 | | | | | 4,670,205 | | | | | | 0.3 | | |
1,498,506 | | | 3.500%, 04/20/2043 | | | | | 1,629,601 | | | | | | 0.1 | | |
1,743,669 | | | 3.500%, 06/20/2045 | | | | | 1,893,028 | | | | | | 0.1 | | |
5,367,632 | | | 3.500%, 04/20/2046 | | | | | 5,745,387 | | | | | | 0.3 | | |
7,273,538 | | | 3.500%, 03/20/2047 | | | | | 8,005,843 | | | | | | 0.5 | | |
1,731,670 | | | 3.500%, 07/20/2047 | | | | | 1,891,149 | | | | | | 0.1 | | |
1,127,636 | | | 3.500%, 07/20/2047 | | | | | 1,200,271 | | | | | | 0.1 | | |
38,527,613 | | | 3.500%, 12/20/2047 | | | | | 41,336,592 | | | | | | 2.3 | | |
12,878,242 | | | 3.500%, 01/20/2048 | | | | | 13,802,828 | | | | | | 0.8 | | |
9,391,992 | | | 3.500%, 02/20/2048 | | | | | 10,057,065 | | | | | | 0.6 | | |
5,230,452 | | | 3.500%, 02/20/2048 | | | | | 5,654,025 | | | | | | 0.3 | | |
18,359,949 | | | 3.500%, 03/20/2048 | | | | | 19,756,287 | | | | | | 1.1 | | |
11,000,000 (5) | | | 3.500%, 04/01/2048 | | | | | 11,608,437 | | | | | | 0.6 | | |
4,042,992 | | | 3.750%, 05/20/2042 | | | | | 4,364,370 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
3,413,904 | | | 3.750%, 05/20/2042 | | | | $ | 3,669,462 | | | | | | 0.2 | | |
89,382 | | | 4.000%, 05/20/2033 | | | | | 97,413 | | | | | | 0.0 | | |
16,448 | | | 4.000%, 08/15/2033 | | | | | 17,584 | | | | | | 0.0 | | |
34,956 | | | 4.000%, 01/15/2034 | | | | | 37,429 | | | | | | 0.0 | | |
754,934 | | | 4.000%, 05/20/2034 | | | | | 810,955 | | | | | | 0.1 | | |
500,907 | | | 4.000%, 07/20/2034 | | | | | 537,683 | | | | | | 0.0 | | |
1,353,614 | | | 4.000%, 07/20/2034 | | | | | 1,456,093 | | | | | | 0.1 | | |
86,705 | | | 4.000%, 08/20/2035 | | | | | 92,741 | | | | | | 0.0 | | |
159,460 | | | 4.000%, 05/15/2040 | | | | | 170,870 | | | | | | 0.0 | | |
1,140,036 | | | 4.000%, 09/20/2040 | | | | | 1,224,163 | | | | | | 0.1 | | |
1,928,978 | | | 4.000%, 07/20/2041 | | | | | 2,088,783 | | | | | | 0.1 | | |
7,397,410 | | | 4.000%, 08/20/2042 | | | | | 8,211,559 | | | | | | 0.5 | | |
289,480 | | | 4.000%, 09/15/2042 | | | | | 312,503 | | | | | | 0.0 | | |
1,466,862 | | | 4.000%, 10/20/2043 | | | | | 1,614,613 | | | | | | 0.1 | | |
2,173,852 | | | 4.000%, 12/20/2044 | | | | | 2,367,549 | | | | | | 0.1 | | |
2,065,180 | | | 4.000%, 01/20/2045 | | | | | 2,273,058 | | | | | | 0.1 | | |
574,810 | | | 4.000%, 06/20/2045 | | | | | 632,797 | | | | | | 0.1 | | |
2,481,810 | | | 4.000%, 07/20/2045 | | | | | 2,734,594 | | | | | | 0.2 | | |
2,860,234 | | | 4.000%, 09/20/2045 | | | | | 3,141,984 | | | | | | 0.2 | | |
243,783 | | | 4.000%, 12/20/2045 | | | | | 260,996 | | | | | | 0.0 | | |
4,278,661 | | | 4.000%, 01/20/2046 | | | | | 4,652,477 | | | | | | 0.3 | | |
461,085 | | | 4.000%, 01/20/2046 | | | | | 499,813 | | | | | | 0.0 | | |
129,646 | | | 4.000%, 02/20/2046 | | | | | 142,396 | | | | | | 0.0 | | |
2,922,434 | | | 4.000%, 03/20/2046 | | | | | 3,209,183 | | | | | | 0.2 | | |
1,583,677 | | | 4.000%, 04/20/2046 | | | | | 1,738,501 | | | | | | 0.1 | | |
696,673 | | | 4.000%, 08/20/2046 | | | | | 762,960 | | | | | | 0.1 | | |
4,317,101 | | | 4.000%, 09/20/2047 | | | | | 4,624,266 | | | | | | 0.3 | | |
37,869,723 | | | 4.000%, 02/20/2050 | | | | | 40,533,454 | | | | | | 2.2 | | |
5,542 | | | 4.500%, 07/20/2036 | | | | | 6,012 | | | | | | 0.0 | | |
716,746 | | | 4.500%, 10/15/2039 | | | | | 814,016 | | | | | | 0.1 | | |
544,421 | | | 4.500%, 11/15/2039 | | | | | 618,307 | | | | | | 0.0 | | |
378,594 | | | 4.500%, 11/15/2039 | | | | | 429,969 | | | | | | 0.0 | | |
146,416 | | | 4.500%, 12/15/2039 | | | | | 166,287 | | | | | | 0.0 | | |
415,256 | | | 4.500%, 01/15/2040 | | | | | 469,077 | | | | | | 0.0 | | |
45,801 | | | 4.500%, 01/20/2040 | | | | | 49,947 | | | | | | 0.0 | | |
1,650,602 | | | 4.500%, 02/15/2040 | | | | | 1,864,701 | | | | | | 0.1 | | |
361,977 | | | 4.500%, 06/15/2040 | | | | | 403,410 | | | | | | 0.0 | | |
33,198 | | | 4.500%, 07/20/2040 | | | | | 36,163 | | | | | | 0.0 | | |
228,358 | | | 4.500%, 08/20/2040 | | | | | 248,588 | | | | | | 0.0 | | |
937,637 | | | 4.500%, 09/20/2041 | | | | | 1,052,024 | | | | | | 0.1 | | |
588,607 | | | 4.500%, 10/20/2048 | | | | | 638,314 | | | | | | 0.1 | | |
275,519 | | | 4.500%, 11/20/2048 | | | | | 298,760 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
8,261,399 | | | 4.500%, 12/20/2048 | | | | $ | 8,955,973 | | | | | | 0.5 | | |
214,003 | | | 4.500%, 01/20/2049 | | | | | 232,064 | | | | | | 0.0 | | |
741,390 | | | 4.500%, 03/20/2049 | | | | | 802,757 | | | | | | 0.1 | | |
122,282 | | | 4.500%, 05/20/2049 | | | | | 132,284 | | | | | | 0.0 | | |
13,613,205 | | | 4.500%, 11/20/2049 | | | | | 14,743,657 | | | | | | 0.8 | | |
17,438,679 | | | 4.500%, 12/20/2049 | | | | | 18,862,487 | | | | | | 1.0 | | |
34,371 | | | 4.580%, 12/20/2033 | | | | | 37,552 | | | | | | 0.0 | | |
30,191 | | | 4.580%, 01/20/2034 | | | | | 33,023 | | | | | | 0.0 | | |
46,184 | | | 4.580%, 03/20/2034 | | | | | 50,104 | | | | | | 0.0 | | |
36,128 | | | 4.580%, 04/20/2034 | | | | | 39,523 | | | | | | 0.0 | | |
46,862 | | | 4.580%, 04/20/2034 | | | | | 51,263 | | | | | | 0.0 | | |
45,453 | | | 4.580%, 06/20/2034 | | | | | 49,724 | | | | | | 0.0 | | |
627,287 | | | 4.750%, 06/15/2029 | | | | | 691,303 | | | | | | 0.1 | | |
160,779 | | | 4.750%, 01/15/2030 | | | | | 176,382 | | | | | | 0.0 | | |
30,653 | | | 4.750%, 06/20/2033 | | | | | 33,370 | | | | | | 0.0 | | |
56,071 | | | 4.750%, 06/20/2033 | | | | | 61,126 | | | | | | 0.0 | | |
42,027 | | | 4.750%, 07/20/2033 | | | | | 45,564 | | | | | | 0.0 | | |
67,077 | | | 4.750%, 07/20/2033 | | | | | 73,112 | | | | | | 0.0 | | |
90,779 | | | 4.750%, 07/20/2033 | | | | | 98,873 | | | | | | 0.0 | | |
27,943 | | | 4.750%, 08/20/2033 | | | | | 30,453 | | | | | | 0.0 | | |
66,133 | | | 4.750%, 08/20/2033 | | | | | 72,074 | | | | | | 0.0 | | |
23,565 | | | 4.750%, 09/20/2033 | | | | | 25,680 | | | | | | 0.0 | | |
58,973 | | | 4.750%, 10/20/2033 | | | | | 64,658 | | | | | | 0.0 | | |
25,985 | | | 4.750%, 11/20/2033 | | | | | 28,312 | | | | | | 0.0 | | |
23,084 | | | 4.750%, 12/20/2033 | | | | | 25,150 | | | | | | 0.0 | | |
306,360 | | | 4.750%, 09/15/2034 | | | | | 344,125 | | | | | | 0.0 | | |
39,738 | | | 4.920%, 03/20/2033 | | | | | 43,443 | | | | | | 0.0 | | |
48,576 | | | 4.920%, 04/20/2033 | | | | | 53,092 | | | | | | 0.0 | | |
25,549 | | | 4.920%, 04/20/2033 | | | | | 27,912 | | | | | | 0.0 | | |
32,949 | | | 4.920%, 05/20/2033 | | | | | 35,997 | | | | | | 0.0 | | |
31,550 | | | 4.920%, 05/20/2033 | | | | | 34,491 | | | | | | 0.0 | | |
28,985 | | | 4.920%, 05/20/2033 | | | | | 31,667 | | | | | | 0.0 | | |
31,788 | | | 4.920%, 05/20/2033 | | | | | 34,747 | | | | | | 0.0 | | |
13,169 | | | 5.000%, 03/20/2024 | | | | | 14,241 | | | | | | 0.0 | | |
732,835 | | | 5.000%, 04/20/2030 | | | | | 815,738 | | | | | | 0.1 | | |
181,782 | | | 5.000%, 07/15/2033 | | | | | 205,217 | | | | | | 0.0 | | |
64,707 | | | 5.000%, 03/15/2034 | | | | | 74,720 | | | | | | 0.0 | | |
34,013 | | | 5.000%, 04/15/2034 | | | | | 38,409 | | | | | | 0.0 | | |
67,137 | | | 5.000%, 01/15/2035 | | | | | 75,805 | | | | | | 0.0 | | |
11,161 | | | 5.000%, 03/15/2035 | | | | | 12,805 | | | | | | 0.0 | | |
155,456 | | | 5.000%, 03/15/2035 | | | | | 175,511 | | | | | | 0.0 | | |
47,534 | | | 5.000%, 04/15/2035 | | | | | 53,583 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
60,197 | | | 5.000%, 04/15/2035 | | | | $ | 69,715 | | | | | | 0.0 | | |
260,716 | | | 5.000%, 04/15/2035 | | | | | 303,026 | | | | | | 0.0 | | |
21,357 | | | 5.000%, 05/15/2035 | | | | | 24,600 | | | | | | 0.0 | | |
62,322 | | | 5.000%, 05/20/2035 | | | | | 71,326 | | | | | | 0.0 | | |
325,029 | | | 5.000%, 11/20/2035 | | | | | 371,985 | | | | | | 0.0 | | |
159,907 | | | 5.000%, 04/20/2036 | | | | | 182,921 | | | | | | 0.0 | | |
43,055 | | | 5.000%, 06/20/2038 | | | | | 46,113 | | | | | | 0.0 | | |
26,448 | | | 5.000%, 08/20/2038 | | | | | 29,153 | | | | | | 0.0 | | |
174,779 | | | 5.000%, 10/20/2038 | | | | | 189,926 | | | | | | 0.0 | | |
31,021 | | | 5.000%, 11/20/2038 | | | | | 33,057 | | | | | | 0.0 | | |
116,712 | | | 5.000%, 01/20/2039 | | | | | 126,712 | | | | | | 0.0 | | |
162,970 | | | 5.000%, 02/15/2039 | | | | | 183,978 | | | | | | 0.0 | | |
220,090 | | | 5.000%, 03/15/2039 | | | | | 248,463 | | | | | | 0.0 | | |
783,141 | | | 5.000%, 11/15/2039 | | | | | 912,068 | | | | | | 0.1 | | |
701,100 | | | 5.000%, 11/15/2039 | | | | | 816,437 | | | | | | 0.1 | | |
62,478 | | | 5.000%, 11/15/2039 | | | | | 70,501 | | | | | | 0.0 | | |
108,846 | | | 5.000%, 04/15/2040 | | | | | 125,832 | | | | | | 0.0 | | |
697,566 | | | 5.000%, 09/15/2040 | | | | | 806,738 | | | | | | 0.1 | | |
715,324 | | | 5.000%, 07/20/2041 | | | | | 822,737 | | | | | | 0.1 | | |
16,700 | | | 5.250%, 01/15/2024 | | | | | 17,546 | | | | | | 0.0 | | |
44,752 | | | 5.250%, 06/15/2028 | | | | | 49,535 | | | | | | 0.0 | | |
68,772 | | | 5.250%, 06/15/2029 | | | | | 76,446 | | | | | | 0.0 | | |
915,701 | | | 5.250%, 01/20/2036 | | | | | 1,031,474 | | | | | | 0.1 | | |
116,694 | | | 5.290%, 07/20/2037 | | | | | 128,542 | | | | | | 0.0 | | |
167,795 | | | 5.290%, 08/20/2037 | | | | | 184,843 | | | | | | 0.0 | | |
133,849 | | | 5.290%, 08/20/2037 | | | | | 148,183 | | | | | | 0.0 | | |
374,894 | | | 5.290%, 09/20/2037 | | | | | 415,470 | | | | | | 0.0 | | |
101,102 | | | 5.290%, 09/20/2037 | | | | | 111,327 | | | | | | 0.0 | | |
117,279 | | | 5.290%, 01/20/2038 | | | | | 129,163 | | | | | | 0.0 | | |
7,012 | | | 5.350%, 01/15/2029 | | | | | 7,904 | | | | | | 0.0 | | |
13,703 | | | 5.350%, 01/20/2029 | | | | | 15,079 | | | | | | 0.0 | | |
61,286 | | | 5.350%, 04/20/2029 | | | | | 67,554 | | | | | | 0.0 | | |
31,710 | | | 5.350%, 06/20/2029 | | | | | 34,953 | | | | | | 0.0 | | |
40,017 | | | 5.350%, 10/20/2029 | | | | | 44,113 | | | | | | 0.0 | | |
82,792 | | | 5.350%, 07/20/2033 | | | | | 91,947 | | | | | | 0.0 | | |
14,503 | | | 5.350%, 08/20/2033 | | | | | 15,971 | | | | | | 0.0 | | |
149,731 | | | 5.390%, 08/20/2038 | | | | | 158,158 | | | | | | 0.0 | | |
74,696 | | | 5.390%, 09/15/2038 | | | | | 84,202 | | | | | | 0.0 | | |
26,793 | | | 5.490%, 08/20/2033 | | | | | 29,591 | | | | | | 0.0 | | |
47,847 | | | 5.490%, 09/20/2033 | | | | | 52,833 | | | | | | 0.0 | | |
46,430 | | | 5.490%, 09/20/2033 | | | | | 51,136 | | | | | | 0.0 | | |
56,865 | | | 5.490%, 09/20/2033 | | | | | 62,803 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
235,595 | | | 5.490%, 09/20/2033 | | | | $ | 260,907 | | | | | | 0.0 | | |
305,995 | | | 5.490%, 10/20/2033 | | | | | 340,634 | | | | | | 0.0 | | |
217,068 | | | 5.490%, 10/20/2033 | | | | | 239,747 | | | | | | 0.0 | | |
303,995 | | | 5.490%, 11/20/2033 | | | | | 339,466 | | | | | | 0.0 | | |
334,428 | | | 5.490%, 11/20/2033 | | | | | 372,672 | | | | | | 0.0 | | |
236,319 | | | 5.490%, 12/20/2033 | | | | | 260,830 | | | | | | 0.0 | | |
151,180 | | | 5.490%, 12/20/2033 | | | | | 166,915 | | | | | | 0.0 | | |
177,393 | | | 5.490%, 12/20/2033 | | | | | 196,320 | | | | | | 0.0 | | |
47,820 | | | 5.490%, 01/20/2034 | | | | | 52,788 | | | | | | 0.0 | | |
136,075 | | | 5.490%, 03/20/2034 | | | | | 149,947 | | | | | | 0.0 | | |
40,653 | | | 5.490%, 03/20/2034 | | | | | 44,831 | | | | | | 0.0 | | |
40,955 | | | 5.490%, 06/20/2034 | | | | | 45,234 | | | | | | 0.0 | | |
35,155 | | | 5.500%, 08/15/2024 | | | | | 35,911 | | | | | | 0.0 | | |
18,245 | | | 5.500%, 08/20/2024 | | | | | 20,124 | | | | | | 0.0 | | |
591 | | | 5.500%, 04/20/2029 | | | | | 652 | | | | | | 0.0 | | |
240,743 | | | 5.500%, 09/15/2029 | | | | | 270,208 | | | | | | 0.0 | | |
148,754 | | | 5.500%, 10/15/2029 | | | | | 167,678 | | | | | | 0.0 | | |
34,442 | | | 5.500%, 12/20/2032 | | | | | 40,062 | | | | | | 0.0 | | |
114,909 | | | 5.500%, 08/20/2033 | | | | | 134,054 | | | | | | 0.0 | | |
63,554 | | | 5.500%, 11/20/2033 | | | | | 65,079 | | | | | | 0.0 | | |
32,315 | | | 5.500%, 12/20/2033 | | | | | 37,297 | | | | | | 0.0 | | |
65,364 | | | 5.500%, 03/20/2034 | | | | | 66,951 | | | | | | 0.0 | | |
188,666 | | | 5.500%, 04/20/2034 | | | | | 220,665 | | | | | | 0.0 | | |
118,637 | | | 5.500%, 04/20/2034 | | | | | 125,003 | | | | | | 0.0 | | |
172,438 | | | 5.500%, 06/20/2034 | | | | | 190,790 | | | | | | 0.0 | | |
85,150 | | | 5.500%, 06/20/2034 | | | | | 87,967 | | | | | | 0.0 | | |
78,741 | | | 5.500%, 07/20/2034 | | | | | 86,974 | | | | | | 0.0 | | |
106,793 | | | 5.500%, 01/20/2035 | | | | | 112,472 | | | | | | 0.0 | | |
172,010 | | | 5.500%, 05/15/2035 | | | | | 191,286 | | | | | | 0.0 | | |
53,891 | | | 5.500%, 05/20/2035 | | | | | 59,554 | | | | | | 0.0 | | |
26,846 | | | 5.500%, 06/20/2035 | | | | | 29,654 | | | | | | 0.0 | | |
204,413 | | | 5.500%, 07/15/2035 | | | | | 227,755 | | | | | | 0.0 | | |
185,938 | | | 5.500%, 08/15/2035 | | | | | 206,757 | | | | | | 0.0 | | |
213,035 | | | 5.500%, 09/20/2035 | | | | | 236,596 | | | | | | 0.0 | | |
153,179 | | | 5.500%, 04/15/2036 | | | | | 170,283 | | | | | | 0.0 | | |
42,964 | | | 5.500%, 06/20/2036 | | | | | 50,406 | | | | | | 0.0 | | |
7,783 | | | 5.500%, 06/20/2038 | | | | | 8,669 | | | | | | 0.0 | | |
20,693 | | | 5.500%, 08/20/2038 | | | | | 23,078 | | | | | | 0.0 | | |
7,852 | | | 5.500%, 09/20/2038 | | | | | 8,729 | | | | | | 0.0 | | |
1,551 | | | 5.500%, 10/20/2038 | | | | | 1,696 | | | | | | 0.0 | | |
32,175 | | | 5.500%, 11/20/2038 | | | | | 35,857 | | | | | | 0.0 | | |
3,634 | | | 5.500%, 12/20/2038 | | | | | 4,045 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
88,133 | | | 5.500%, 01/15/2039 | | | | $ | 97,914 | | | | | | 0.0 | | |
5,955 | | | 5.500%, 01/20/2039 | | | | | 6,502 | | | | | | 0.0 | | |
82,818 | | | 5.500%, 03/20/2039 | | | | | 90,651 | | | | | | 0.0 | | |
29,122 | | | 5.500%, 06/15/2039 | | | | | 32,292 | | | | | | 0.0 | | |
16,852 | | | 5.500%, 06/20/2039 | | | | | 18,455 | | | | | | 0.0 | | |
31,910 | | | 5.500%, 10/20/2039 | | | | | 37,257 | | | | | | 0.0 | | |
199,720 | | | 5.500%, 09/15/2040 | | | | | 222,416 | | | | | | 0.0 | | |
113,435 | | | 5.580%, 12/20/2033 | | | | | 125,304 | | | | | | 0.0 | | |
74,964 | | | 5.580%, 12/20/2033 | | | | | 83,585 | | | | | | 0.0 | | |
190,383 | | | 5.580%, 01/20/2034 | | | | | 210,842 | | | | | | 0.0 | | |
86,964 | | | 5.580%, 02/20/2034 | | | | | 96,045 | | | | | | 0.0 | | |
145,364 | | | 5.580%, 03/20/2034 | | | | | 160,798 | | | | | | 0.0 | | |
133,483 | | | 5.580%, 04/20/2034 | | | | | 147,701 | | | | | | 0.0 | | |
48,873 | | | 5.580%, 04/20/2034 | | | | | 54,472 | | | | | | 0.0 | | |
107,019 | | | 5.580%, 04/20/2034 | | | | | 119,713 | | | | | | 0.0 | | |
33,782 | | | 5.580%, 06/20/2034 | | | | | 37,670 | | | | | | 0.0 | | |
50,045 | | | 5.580%, 06/20/2034 | | | | | 55,869 | | | | | | 0.0 | | |
57,173 | | | 5.580%, 09/20/2034 | | | | | 63,756 | | | | | | 0.0 | | |
267,135 | | | 5.590%, 06/20/2033 | | | | | 298,904 | | | | | | 0.0 | | |
98,772 | | | 5.590%, 07/20/2033 | | | | | 109,211 | | | | | | 0.0 | | |
15,483 | | | 5.590%, 07/20/2033 | | | | | 17,118 | | | | | | 0.0 | | |
33,291 | | | 5.590%, 07/20/2033 | | | | | 37,202 | | | | | | 0.0 | | |
212,650 | | | 5.590%, 07/20/2033 | | | | | 235,492 | | | | | | 0.0 | | |
139,104 | | | 5.590%, 08/20/2033 | | | | | 153,999 | | | | | | 0.0 | | |
27,855 | | | 5.590%, 08/20/2033 | | | | | 31,116 | | | | | | 0.0 | | |
26,839 | | | 5.590%, 09/20/2033 | | | | | 29,939 | | | | | | 0.0 | | |
43,708 | | | 5.590%, 09/20/2033 | | | | | 48,824 | | | | | | 0.0 | | |
40,293 | | | 5.590%,09/20/2033 | | | | | 45,029 | | | | | | 0.0 | | |
219,098 | | | 5.590%, 09/20/2033 | | | | | 243,329 | | | | | | 0.0 | | |
66,795 | | | 5.590%, 10/20/2033 | | | | | 74,638 | | | | | | 0.0 | | |
27,652 | | | 5.590%, 11/20/2033 | | | | | 30,817 | | | | | | 0.0 | | |
51,623 | | | 5.590%, 11/20/2033 | | | | | 57,692 | | | | | | 0.0 | | |
51,407 | | | 5.590%, 11/20/2033 | | | | | 57,441 | | | | | | 0.0 | | |
36,038 | | | 5.590%, 11/20/2033 | | | | | 40,206 | | | | | | 0.0 | | |
80,331 | | | 5.590%, 12/20/2033 | | | | | 89,585 | | | | | | 0.0 | | |
127,606 | | | 5.740%, 08/20/2037 | | | | | 141,288 | | | | | | 0.0 | | |
253,054 | | | 5.740%, 09/20/2037 | | | | | 280,913 | | | | | | 0.0 | | |
339,691 | | | 5.740%, 09/20/2037 | | | | | 377,298 | | | | | | 0.0 | | |
82,959 | | | 5.740%, 09/20/2037 | | | | | 91,836 | | | | | | 0.0 | | |
384,260 | | | 5.740%, 10/20/2037 | | | | | 432,447 | | | | | | 0.0 | | |
92,910 | | | 5.740%, 04/20/2038 | | | | | 102,893 | | | | | | 0.0 | | |
47,623 | | | 5.750%, 11/15/2024 | | | | | 49,665 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
617,598 | | | 5.750%, 07/15/2029 | | | | $ | 678,910 | | | | | | 0.1 | | |
399,811 | | | 5.750%, 08/15/2029 | | | | | 441,329 | | | | | | 0.0 | | |
499,221 | | | 5.750%, 11/15/2029 | | | | | 548,806 | | | | | | 0.0 | | |
71,184 | | | 5.750%, 11/15/2029 | | | | | 78,583 | | | | | | 0.0 | | |
42,369 | | | 5.770%, 03/20/2033 | | | | | 46,938 | | | | | | 0.0 | | |
151,506 | | | 5.770%, 03/20/2033 | | | | | 168,004 | | | | | | 0.0 | | |
42,516 | | | 5.770%, 04/20/2033 | | | | | 47,103 | | | | | | 0.0 | | |
108,568 | | | 5.770%, 04/20/2033 | | | | | 120,387 | | | | | | 0.0 | | |
37,913 | | | 5.770%, 04/20/2033 | | | | | 41,994 | | | | | | 0.0 | | |
31,436 | | | 5.770%, 05/20/2033 | | | | | 34,817 | | | | | | 0.0 | | |
85,190 | | | 5.770%, 05/20/2033 | | | | | 94,360 | | | | | | 0.0 | | |
180,018 | | | 5.770%, 05/20/2033 | | | | | 199,353 | | | | | | 0.0 | | |
36,440 | | | 5.770%, 05/20/2033 | | | | | 40,364 | | | | | | 0.0 | | |
41,329 | | | 5.770%, 06/20/2033 | | | | | 45,750 | | | | | | 0.0 | | |
65,156 | | | 5.770%, 07/20/2033 | | | | | 72,166 | | | | | | 0.0 | | |
84,938 | | | 5.770%, 07/20/2033 | | | | | 94,073 | | | | | | 0.0 | | |
4,830 | | | 5.770%, 11/20/2033 | | | | | 5,310 | | | | | | 0.0 | | |
32,616 | | | 5.900%, 05/20/2028 | | | | | 36,165 | | | | | | 0.0 | | |
31,900 | | | 5.900%, 09/20/2028 | | | | | 35,357 | | | | | | 0.0 | | |
1,247,611 | | | 5.970%, 11/15/2031 | | | | | 1,247,036 | | | | | | 0.1 | | |
8,477 | | | 6.000%, 01/20/2024 | | | | | 8,559 | | | | | | 0.0 | | |
50,522 | | | 6.000%, 10/15/2025 | | | | | 56,840 | | | | | | 0.0 | | |
139,560 | | | 6.000%, 04/15/2026 | | | | | 153,916 | | | | | | 0.0 | | |
36,544 | | | 6.000%, 10/20/2027 | | | | | 40,555 | | | | | | 0.0 | | |
102,737 | | | 6.000%, 05/15/2029 | | | | | 111,471 | | | | | | 0.0 | | |
116,415 | | | 6.000%, 07/15/2029 | | | | | 128,543 | | | | | | 0.0 | | |
58,925 | | | 6.000%, 10/20/2034 | | | | | 69,424 | | | | | | 0.0 | | |
126,617 | | | 6.000%, 03/15/2037 | | | | | 151,877 | | | | | | 0.0 | | |
14,094 | | | 6.000%, 05/20/2038 | | | | | 15,501 | | | | | | 0.0 | | |
67,726 | | | 6.000%, 08/20/2038 | | | | | 74,467 | | | | | | 0.0 | | |
12,382 | | | 6.000%, 09/20/2038 | | | | | 13,620 | | | | | | 0.0 | | |
33,882 | | | 6.000%, 10/20/2038 | | | | | 38,916 | | | | | | 0.0 | | |
72,628 | | | 6.000%, 11/15/2038 | | | | | 81,669 | | | | | | 0.0 | | |
76,909 | | | 6.000%, 12/15/2038 | | | | | 86,460 | | | | | | 0.0 | | |
37,677 | | | 6.000%, 12/15/2038 | | | | | 42,303 | | | | | | 0.0 | | |
244,216 | | | 6.000%, 08/15/2039 | | | | | 276,497 | | | | | | 0.0 | | |
272,793 | | | 6.000%, 08/15/2039 | | | | | 309,719 | | | | | | 0.0 | | |
17,406 | | | 6.490%, 01/15/2028 | | | | | 19,543 | | | | | | 0.0 | | |
22,287 | | | 6.500%, 07/20/2029 | | | | | 25,560 | | | | | | 0.0 | | |
46,383 | | | 6.500%, 07/20/2032 | | | | | 47,922 | | | | | | 0.0 | | |
87,207 | | | 6.500%, 02/15/2034 | | | | | 94,914 | | | | | | 0.0 | | |
192 | | | 6.500%, 09/20/2034 | | | | | 197 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
7,172 | | | 7.500%, 08/20/2027 | | | | $ | 8,207 | | | | | | 0.0 | | |
| | | | | | | | 981,035,944 | | | | | | 53.6 | | |
| | | Uniform Mortgage-Backed Securities: 4.1% | | ||||||||||||
34,685,000 (5) | | | 2.000%, 05/01/2050 | | | | | 34,558,996 | | | | | | 1.9 | | |
4,660,000 (5) | | | 2.500%, 05/25/2050 | | | | | 4,772,313 | | | | | | 0.3 | | |
1,681,494 | | | 3.000%, 11/01/2049 | | | | | 1,753,536 | | | | | | 0.1 | | |
8,500,000 (5) | | | 3.500%, 04/01/2044 | | | | | 8,979,785 | | | | | | 0.5 | | |
5,537,361 | | | 3.500%, 12/01/2047 | | | | | 5,874,894 | | | | | | 0.3 | | |
8,982,712 | | | 4.000%, 05/01/2042 | | | | | 9,949,797 | | | | | | 0.6 | | |
715,050 | | | 4.000%, 05/01/2045 | | | | | 782,934 | | | | | | 0.1 | | |
586,964 | | | 4.000%, 08/01/2046 | | | | | 641,794 | | | | | | 0.1 | | |
427,788 | | | 4.250%, 08/01/2035 | | | | | 468,793 | | | | | | 0.0 | | |
433,277 | | | 4.750%, 11/01/2034 | | | | | 487,383 | | | | | | 0.0 | | |
198,091 | | | 4.750%, 11/01/2034 | | | | | 217,676 | | | | | | 0.0 | | |
305,796 | | | 4.750%, 02/01/2035 | | | | | 342,046 | | | | | | 0.0 | | |
561,292 | | | 4.750%, 04/01/2035 | | | | | 632,983 | | | | | | 0.1 | | |
477,006 | | | 4.750%, 05/01/2035 | | | | | 537,487 | | | | | | 0.0 | | |
653,945 | | | 4.750%, 07/01/2035 | | | | | 743,120 | | | | | | 0.1 | | |
129,287 | | | 4.750%, 07/01/2035 | | | | | 142,045 | | | | | | 0.0 | | |
131,502 | | | 5.000%, 02/01/2033 | | | | | 145,848 | | | | | | 0.0 | | |
95,174 | | | 5.000%, 07/01/2033 | | | | | 105,460 | | | | | | 0.0 | | |
83,711 | | | 5.000%, 03/01/2036 | | | | | 92,744 | | | | | | 0.0 | | |
211,189 | | | 5.000%, 05/01/2036 | | | | | 234,942 | | | | | | 0.0 | | |
92,783 | | | 5.030%, 05/01/2037 | | | | | 102,870 | | | | | | 0.0 | | |
100,202 | | | 5.030%, 09/01/2037 | | | | | 111,173 | | | | | | 0.0 | | |
47,730 | | | 5.155%, 11/01/2036 | | | | | 53,032 | | | | | | 0.0 | | |
158,373 | | | 5.155%, 01/01/2037 | | | | | 176,023 | | | | | | 0.0 | | |
133,604 | | | 5.250%, 04/01/2032 | | | | | 148,922 | | | | | | 0.0 | | |
40,395 | | | 5.250%, 04/01/2032 | | | | | 44,941 | | | | | | 0.0 | | |
26,937 | | | 5.280%, 11/01/2036 | | | | | 29,991 | | | | | | 0.0 | | |
117,916 | | | 5.280%, 11/01/2036 | | | | | 131,273 | | | | | | 0.0 | | |
45,485 | | | 5.280%, 01/01/2037 | | | | | 50,642 | | | | | | 0.0 | | |
95,291 | | | 5.290%, 08/01/2037 | | | | | 106,066 | | | | | | 0.0 | | |
321,278 | | | 5.290%, 09/01/2037 | | | | | 360,539 | | | | | | 0.0 | | |
73,600 | | | 5.290%, 09/01/2037 | | | | | 81,926 | | | | | | 0.0 | | |
51,982 | | | 5.300%, 09/01/2036 | | | | | 57,893 | | | | | | 0.0 | | |
29,793 | | | 5.300%, 10/01/2036 | | | | | 33,170 | | | | | | 0.0 | | |
20,177 | | | 5.300%, 10/01/2036 | | | | | 22,459 | | | | | | 0.0 | | |
119,480 | | | 5.300%, 12/01/2036 | | | | | 133,055 | | | | | | 0.0 | | |
85,423 | | | 5.300%, 12/01/2036 | | | | | 95,091 | | | | | | 0.0 | | |
66,708 | | | 5.300%, 02/01/2037 | | | | | 74,296 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
52,173 | | | 5.300%, 05/01/2037 | | | | $ | 58,106 | | | | | | 0.0 | | |
320,298 | | | 5.300%, 08/01/2037 | | | | | 362,753 | | | | | | 0.0 | | |
125,881 | | | 5.390%, 12/01/2037 | | | | | 140,352 | | | | | | 0.0 | | |
172,053 | | | 5.405%, 11/01/2036 | | | | | 191,990 | | | | | | 0.0 | | |
226,797 | | | 5.405%, 02/01/2037 | | | | | 253,522 | | | | | | 0.0 | | |
88,409 | | | 5.740%,07/01/2037 | | | | | 98,978 | | | | | | 0.0 | | |
13,551 | | | 7.500%,05/01/2028 | | | | | 13,602 | | | | | | 0.0 | | |
| | | | | | | | 74,397,241 | | | | | | 4.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $1,084,801,378) | | | | | 1,091,082,694 | | | | | | 59.6 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | | |||||||||||||||
9,287,144 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K106 X1, 1.355%, 01/25/2030 | | | | | 956,873 | | | | | | 0.1 | | |
28,119,093 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K107 X1, 1.690%, 03/25/2030 | | | | | 3,670,056 | | | | | | 0.2 | | |
19,479,673 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K110 X1, 1.698%, 04/25/2030 | | | | | 2,498,124 | | | | | | 0.1 | | |
2,998,232 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K119 X1, 0.933%, 09/25/2030 | | | | | 225,055 | | | | | | 0.0 | | |
16,572,198 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.512%, 05/25/2035 | | | | | 2,741,108 | | | | | | 0.2 | | |
14,992,632 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.334%, 07/25/2035 | | | | | 2,183,903 | | | | | | 0.1 | | |
34,979,206 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1519 X1, 0.611%, 12/25/2035 | | | | | 2,338,189 | | | | | | 0.1 | | |
24,980,193 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K740 X1, 0.760%, 09/25/2027 | | | | | 1,087,912 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
31,466,000 (1) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | $ | 2,829,391 | | | | | | 0.2 | | |
321,958 (2) | | | Ginnie Mae 2004-23 Z, 5.729%, 03/16/2044 | | | | | 351,796 | | | | | | 0.0 | | |
4,775,833 (1)(2) | | | Ginnie Mae 2006-67 IO, 0.472%, 11/16/2046 | | | | | 13,566 | | | | | | 0.0 | | |
367,826 (2) | | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 394,946 | | | | | | 0.0 | | |
633,365 | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 677,909 | | | | | | 0.0 | | |
232,778 (1)(2) | | | Ginnie Mae 2008-45 IO, 0.854%, 02/16/2048 | | | | | 303 | | | | | | 0.0 | | |
233,684 (2) | | | Ginnie Mae 2009-115 D, 4.733%, 01/16/2050 | | | | | 243,060 | | | | | | 0.0 | | |
1,363,904 (1)(2) | | | Ginnie Mae 2010-122 IO, 0.240%, 02/16/2044 | | | | | 1,578 | | | | | | 0.0 | | |
61,632 (1)(2) | | | Ginnie Mae 2010-123 IA, 2.050%, 10/16/2052 | | | | | 704 | | | | | | 0.0 | | |
14,780,814 (1)(2) | | | Ginnie Mae 2011-47 IO, 0.158%, 01/16/2051 | | | | | 51,754 | | | | | | 0.0 | | |
163,284 (2) | | | Ginnie Mae 2011-53 B, 3.905%, 05/16/2051 | | | | | 167,864 | | | | | | 0.0 | | |
10,000,000 (6) | | | STRU CF 1283 3.1 01APR51, 3.100%, 04/01/2051 | | | | | 10,112,500 | | | | | | 0.6 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $31,167,481) | | | | | 30,546,591 | | | | | | 1.7 | | |
ASSET-BACKED SECURITIES: 0.1% | | |||||||||||||||
| | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
1,932,184 | | | Fannie Mae Grantor Trust 2001-T9 A1, 0.219%, (US0001M + 0.220%), 09/25/2031 | | | | | 1,904,640 | | | | | | 0.1 | | |
113,689 (2) | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.683%, 07/26/2033 | | | | | 116,923 | | | | | | 0.0 | | |
65,944 (2) | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.110%, 01/25/2032 | | | | | 71,503 | | | | | | 0.0 | | |
29,079 (2) | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | | 29,100 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
30,781 (2) | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.000%, 05/25/2032 | | | | $ | 33,277 | | | | | | 0.0 | | |
| | | Total Asset-Backed Securities (Cost $2,147,893) | | | | | 2,155,443 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $2,011,101,768) | | | | | 2,032,733,193 | | | | | | 111.1 | | |
SHORT-TERM INVESTMENTS: 37.9% | | |||||||||||||||
| | | U.S. Treasury Bills: 37.9% | | ||||||||||||
271,900,000 (7) | | | United States Treasury Bill, 0.005%, 04/01/2021 | | | | | 271,900,000 | | | | | | 14.9 | | |
41,500,000 (7) | | | United States Treasury Bill, 0.010%, 04/20/2021 | | | | | 41,499,726 | | | | | | 2.2 | | |
20,000,000 (7) | | | United States Treasury Bill, 0.010%, 04/27/2021 | | | | | 19,999,856 | | | | | | 1.1 | | |
150,000,000 (7) | | | United States Treasury Bill, 0.020%, 07/01/2021 | | | | | 149,992,416 | | | | | | 8.2 | | |
10,950,000 (7) | | | United States Treasury Bill, 0.020%, 09/23/2021 | | | | | 10,948,736 | | | | | | 0.6 | | |
125,000,000 (7) | | | United States Treasury Bill, 0.040%, 09/30/2021 | | | | | 124,976,302 | | | | | | 6.8 | | |
75,000,000 (7) | | | United States Treasury Bill, 0.060%, 03/24/2022 | | | | | 74,955,375 | | | | | | 4.1 | | |
| | | Total U.S. Treasury Bills Total Short-Term Investments (Cost $694,263,188) | | | | | 694,272,411 | | | | | | 37.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | U.S. Treasury Bills (continued) | | ||||||||||||
| | | Total Investments in Securities(Cost $2,705,364,956) | | | | $ | 2,727,005,604 | | | | | | 149.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (896,662,026) | | | | | | (49.0) | | |
| | | Net Assets | | | | $ | 1,830,343,578 | | | | | | 100.0 | | |
|
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| US0001M | | | 1-month LIBOR | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 908,948,465 | | | | | $ | — | | | | | $ | 908,948,465 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,091,082,694 | | | | | | — | | | | | | 1,091,082,694 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 20,434,091 | | | | | | 10,112,500 | | | | | | 30,546,591 | | |
Asset-Backed Securities | | | | | — | | | | | | 2,155,443 | | | | | | — | | | | | | 2,155,443 | | |
Short-Term Investments | | | | | — | | | | | | 694,272,411 | | | | | | — | | | | | | 694,272,411 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 2,716,893,104 | | | | | $ | 10,112,500 | | | | | $ | 2,727,005,604 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Futures | | | | | 7,597,125 | | | | | | — | | | | | | — | | | | | | 7,597,125 | | |
Total Assets | | | | $ | 7,597,125 | | | | | $ | 2,716,893,104 | | | | | $ | 10,112,500 | | | | | $ | 2,734,602,729 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (587,152) | | | | | $ | — | | | | | $ | — | | | | | $ | (587,152) | | |
Total Liabilities | | | | $ | (587,152) | | | | | $ | — | | | | | $ | — | | | | | $ | (587,152) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | 114 | | | | | | 06/21/21 | | | | | $ | 16,380,375 | | | | | $ | (587,152) | | |
| | | | | | | | | | | | | | | | $ | 16,380,375 | | | | | $ | (587,152) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (1,406) | | | | | | 06/21/21 | | | | | | (184,098,125) | | | | | | 4,353,331 | | |
U.S. Treasury 2-Year Note | | | | | (144) | | | | | | 06/30/21 | | | | | | (31,784,625) | | | | | | 31,231 | | |
U.S. Treasury 5-Year Note | | | | | (753) | | | | | | 06/30/21 | | | | | | (92,919,024) | | | | | | 1,192,765 | | |
U.S. Treasury Long Bond | | | | | (309) | | | | | | 06/21/21 | | | | | | (47,769,469) | | | | | | 1,865,430 | | |
U.S. Treasury Ultra Long Bond | | | | | (18) | | | | | | 06/21/21 | | | | | | (3,261,937) | | | | | | 154,368 | | |
| | | | | | | | | | | | | | | | $ | (359,833,180) | | | | | $ | 7,597,125 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin receivable on futures contracts* | | | | $ | 7,597,125 | | |
Total Asset Derivatives | | | | | | | $ | 7,597,125 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 587,152 | | |
Total Liability Derivatives | | | | | | | $ | 587,152 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 4,597,698 | | |
Total | | | | $ | 4,597,698 | | |
Voya GNMA Income Fund | as of March 31, 2021 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 17,341,867 | | |
Total | | | | $ | 17,341,867 | | |
| Cost for federal income tax purposes was $2,715,726,617. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 30,750,692 | | |
| Gross Unrealized Depreciation | | | | | (12,461,732) | | |
| Net Unrealized Appreciation | | | | $ | 18,288,960 | | |
Voya High Yield Bond Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 95.3% | | |||||||||||||||
| | | Basic Materials: 7.1% | | ||||||||||||
1,625,000 (1) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | $ | 1,624,269 | | | | | | 0.2 | | |
1,125,000 (1) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 1,123,594 | | | | | | 0.1 | | |
1,400,000 (2) | | | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | | | | | 1,446,305 | | | | | | 0.1 | | |
2,300,000 (1) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 2,201,560 | | | | | | 0.2 | | |
1,475,000 | | | Commercial Metals Co., 3.875%, 02/15/2031 | | | | | 1,449,497 | | | | | | 0.2 | | |
1,775,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 1,902,250 | | | | | | 0.2 | | |
2,025,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 2,140,678 | | | | | | 0.2 | | |
2,050,000 (1) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 2,026,681 | | | | | | 0.2 | | |
2,700,000 (1) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 2,899,125 | | | | | | 0.3 | | |
1,590,000 (1) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 1,620,814 | | | | | | 0.2 | | |
4,080,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 4,296,546 | | | | | | 0.5 | | |
350,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 373,079 | | | | | | 0.0 | | |
950,000 | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 1,040,354 | | | | | | 0.1 | | |
965,000 | | | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | | | | | 1,051,850 | | | | | | 0.1 | | |
1,340,000 (1) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 1,394,350 | | | | | | 0.1 | | |
2,200,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 2,478,410 | | | | | | 0.3 | | |
2,200,000 (1) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | | 2,202,750 | | | | | | 0.2 | | |
2,450,000 (1)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750)%, 02/15/2026 | | | | | 2,483,687 | | | | | | 0.3 | | |
2,253,000(1) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 2,527,584 | | | | | | 0.3 | | |
2,375,000 (1) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 2,386,875 | | | | | | 0.2 | | |
500,000 (1) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 516,287 | | | | | | 0.1 | | |
3,175,000 (1) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 3,317,875 | | | | | | 0.3 | | |
1,775,000 (1) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 1,838,234 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,250,000 (1) | | | OCI NV, 5.250%, 11/01/2024 | | | | $ | 1,302,344 | | | | | | 0.1 | | |
1,350,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 1,398,938 | | | | | | 0.1 | | |
2,425,000 | | | Olin Corp., 5.000%, 02/01/2030 | | | | | 2,545,765 | | | | | | 0.3 | | |
2,325,000 (1) | | | Rayonier AM Products, Inc., 7.625%, 01/15/2026 | | | | | 2,473,219 | | | | | | 0.3 | | |
2,725,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 2,898,201 | | | | | | 0.3 | | |
2,375,000 (1) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 2,420,719 | | | | | | 0.3 | | |
2,640,000 (1) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 2,718,606 | | | | | | 0.3 | | |
1,785,000 (1) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 1,789,463 | | | | | | 0.2 | | |
2,625,000 (1) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 2,552,813 | | | | | | 0.3 | | |
2,800,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 2,902,060 | | | | | | 0.3 | | |
| | | | | | | | 67,344,782 | | | | | | 7.1 | | |
| | | Communications: 15.4% | | ||||||||||||
2,250,000 (1) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 2,221,076 | | | | | | 0.2 | | |
3,375,000 (1) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 3,802,258 | | | | | | 0.4 | | |
1,875,000 (1)(2) | | | Altice France SA/France, 5.125%, 01/15/2029 | | | | | 1,901,953 | | | | | | 0.2 | | |
2,125,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 2,331,646 | | | | | | 0.2 | | |
1,960,000 (1) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 1,963,675 | | | | | | 0.2 | | |
2,550,000 (1) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 2,569,125 | | | | | | 0.3 | | |
4,125,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 4,181,719 | | | | | | 0.4 | | |
3,825,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 4,049,336 | | | | | | 0.4 | | |
2,325,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 2,461,361 | | | | | | 0.3 | | |
| | | | | | | | | | | | | | | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,575,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | $ | 1,560,628 | | | | | | 0.2 | | |
1,263,000 | | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 1,316,267 | | | | | | 0.1 | | |
3,032,000 (1) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 3,096,885 | | | | | | 0.3 | | |
275,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 272,939 | | | | | | 0.0 | | |
1,685,000 (1) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 1,791,829 | | | | | | 0.2 | | |
3,125,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 3,332,156 | | | | | | 0.4 | | |
2,900,000 (1) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 2,856,500 | | | | | | 0.3 | | |
1,875,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 2,026,172 | | | | | | 0.2 | | |
1,870,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 1,971,915 | | | | | | 0.2 | | |
1,025,000 (1) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 1,131,790 | | | | | | 0.1 | | |
1,850,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 1,334,312 | | | | | | 0.1 | | |
1,100,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 573,375 | | | | | | 0.1 | | |
3,175,000 | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 3,325,130 | | | | | | 0.4 | | |
3,025,000 | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 3,177,157 | | | | | | 0.3 | | |
2,500,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 2,883,650 | | | | | | 0.3 | | |
535,000 (1) | | | Frontier Communications Corp., 5.000%, 05/01/2028 | | | | | 545,836 | | | | | | 0.1 | | |
2,425,000 (1) | | | Frontier Communications Corp., 6.750%, 05/01/2029 | | | | | 2,562,194 | | | | | | 0.3 | | |
2,225,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 2,282,016 | | | | | | 0.2 | | |
2,625,000 (2) | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 2,915,325 | | | | | | 0.3 | | |
875,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 901,512 | | | | | | 0.1 | | |
3,375,000 | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 3,623,906 | | | | | | 0.4 | | |
1,100,000 (1) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 1,122,132 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,900,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | $ | 3,095,460 | | | | | | 0.3 | | |
825,000 | | | Level 3 Financing, Inc., 5.250%, 03/15/2026 | | | | | 850,781 | | | | | | 0.1 | | |
2,225,000 (1) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 2,332,089 | | | | | | 0.2 | | |
875,000 | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | | | 945,547 | | | | | | 0.1 | | |
875,000 | | | Lumen Technologies, Inc., 5.800%, 03/15/2022 | | | | | 906,806 | | | | | | 0.1 | | |
2,350,000 (1) | | | MDC Partners, Inc., 7.500%, 05/01/2024 | | | | | 2,388,799 | | | | | | 0.3 | | |
2,873,000 | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 2,960,052 | | | | | | 0.3 | | |
1,900,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 1,982,194 | | | | | | 0.2 | | |
2,150,000 (1) | | | National CineMedia LLC, 5.875%, 04/15/2028 | | | | | 2,004,875 | | | | | | 0.2 | | |
650,000 (1) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 749,314 | | | | | | 0.1 | | |
2,775,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 3,360,021 | | | | | | 0.4 | | |
1,730,000 (1) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | | 1,815,955 | | | | | | 0.2 | | |
2,350,000 (1) | | | Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc., 6.000%, 02/15/2028 | | | | | 2,350,000 | | | | | | 0.3 | | |
3,325,000 (1) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 3,517,268 | | | | | | 0.4 | | |
400,000 (1) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 393,750 | | | | | | 0.0 | | |
500,000 (1) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 497,188 | | | | | | 0.1 | | |
2,500,000 (1) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 2,590,625 | | | | | | 0.3 | | |
2,500,000 (1) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 2,414,063 | | | | | | 0.3 | | |
3,125,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 3,282,859 | | | | | | 0.4 | | |
2,350,000 (1) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 2,314,750 | | | | | | 0.2 | | |
5,495,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 6,333,042 | | | | | | 0.7 | | |
1,600,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 1,961,944 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
355,000 | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | $ | 361,878 | | | | | | 0.0 | | |
850,000 (1) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 903,125 | | | | | | 0.1 | | |
2,400,000 | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 2,492,880 | | | | | | 0.3 | | |
1,550,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 1,761,808 | | | | | | 0.2 | | |
1,775,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 2,093,391 | | | | | | 0.2 | | |
4,060,000 (1) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 4,343,388 | | | | | | 0.5 | | |
1,000,000 (1) | | | Univision Communications, Inc., 9.500%, 05/01/2025 | | | | | 1,100,000 | | | | | | 0.1 | | |
2,325,000 (1) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 2,410,049 | | | | | | 0.3 | | |
1,575,000 (4) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | | 1,753,495 | | | | | | 0.2 | | |
2,250,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 2,289,848 | | | | | | 0.2 | | |
400,000 (1)(2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 420,316 | | | | | | 0.0 | | |
1,160,000 (1) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 1,223,342 | | | | | | 0.1 | | |
650,000 (1) | | | Virgin Media Finance PLC, 5.000%, 07/15/2030 | | | | | 650,000 | | | | | | 0.1 | | |
1,875,000 (1) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 1,992,825 | | | | | | 0.2 | | |
1,700,000 (1) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 1,731,450 | | | | | | 0.2 | | |
| | | | | | | | 144,660,952 | | | | | | 15.4 | | |
| | | Consumer, Cyclical: 22.5% | | ||||||||||||
2,100,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 2,029,125 | | | | | | 0.2 | | |
2,475,000 (1) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 2,611,125 | | | | | | 0.3 | | |
2,675,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 2,810,422 | | | | | | 0.3 | | |
3,125,000 (1)(2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 3,233,844 | | | | | | 0.3 | | |
665,000 (1) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 738,981 | | | | | | 0.1 | | |
3,325,000 (1) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 3,509,953 | | | | | | 0.4 | | |
2,625,000 (1) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 2,873,561 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
941,101 | | | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 10/01/2026 | | | | $ | 936,574 | | | | | | 0.1 | | |
931,071 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 09/22/2027 | | | | | 891,139 | | | | | | 0.1 | | |
3,350,000 (1) | | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | | | 2,863,680 | | | | | | 0.3 | | |
1,185,000 (1) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | | | 1,234,699 | | | | | | 0.1 | | |
1,325,000 (1) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 1,410,992 | | | | | | 0.2 | | |
2,225,000 (2) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | | 2,336,917 | | | | | | 0.2 | | |
1,375,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 1,409,939 | | | | | | 0.1 | | |
1,155,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 1,194,559 | | | | | | 0.1 | | |
1,500,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 1,601,250 | | | | | | 0.2 | | |
1,000,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 1,036,145 | | | | | | 0.1 | | |
525,000 (1)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750)%, 04/01/2027 | | | | | 545,672 | | | | | | 0.1 | | |
3,025,000 (1) | | | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | | | | | 3,098,553 | | | | | | 0.3 | | |
1,800,000 | | | Boyd Gaming Corp., 6.000%, 08/15/2026 | | | | | 1,878,616 | | | | | | 0.2 | | |
2,075,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 2,309,994 | | | | | | 0.2 | | |
2,325,000 (1) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 2,481,403 | | | | | | 0.3 | | |
3,275,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 3,291,375 | | | | | | 0.3 | | |
3,335,000 (1) | | | Carnival Corp., 5.750%, 03/01/2027 | | | | | 3,426,712 | | | | | | 0.4 | | |
2,350,000 (1) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 2,527,542 | | | | | | 0.3 | | |
1,150,000 (1) | | | Carnival Corp., 9.875%, 08/01/2027 | | | | | 1,355,436 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,525,000 (1) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | $ | 2,687,534 | | | | | | 0.3 | | |
2,500,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 2,596,612 | | | | | | 0.3 | | |
1,960,000 (1) | | | Cinemark USA, Inc., 5.875%, 03/15/2026 | | | | | 2,011,822 | | | | | | 0.2 | | |
2,325,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 2,556,047 | | | | | | 0.3 | | |
515,000 (1)(2)(3) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625)%, 09/15/2024 | | | | | 524,280 | | | | | | 0.1 | | |
3,350,000 (1) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 3,444,520 | | | | | | 0.4 | | |
1,175,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 1,278,721 | | | | | | 0.1 | | |
3,100,000 | | | Delta Air Lines, Inc., 2.900%, 10/28/2024 | | | | | 3,101,808 | | | | | | 0.3 | | |
455,000 | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 532,567 | | | | | | 0.1 | | |
2,275,000 | | | Ford Motor Co., 9.000%, 04/22/2025 | | | | | 2,758,210 | | | | | | 0.3 | | |
2,350,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 2,429,312 | | | | | | 0.3 | | |
2,875,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 3,045,919 | | | | | | 0.3 | | |
2,100,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 2,256,870 | | | | | | 0.2 | | |
3,000,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 3,241,920 | | | | | | 0.3 | | |
1,795,000 (1) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 1,914,753 | | | | | | 0.2 | | |
3,050,000 (1) | | | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | | | | | 2,969,937 | | | | | | 0.3 | | |
710,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | | | | | 765,483 | | | | | | 0.1 | | |
1,725,000 (1) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 1,812,328 | | | | | | 0.2 | | |
1,875,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 1,966,050 | | | | | | 0.2 | | |
1,850,000 (1) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | | 1,915,906 | | | | | | 0.2 | | |
500,000 (1) | | | International Game Technology PLC, 4.125%, 04/15/2026 | | | | | 515,040 | | | | | | 0.1 | | |
1,375,000 (1) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 1,424,844 | | | | | | 0.2 | | |
3,475,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 4,107,016 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,195,000 (1) | | | L Brands, Inc., 6.875%, 07/01/2025 | | | | $ | 1,328,631 | | | | | | 0.1 | | |
535,000 (1) | | | L Brands, Inc., 9.375%, 07/01/2025 | | | | | 666,744 | | | | | | 0.1 | | |
2,400,000 (1) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 2,475,000 | | | | | | 0.3 | | |
985,000 (1) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 987,571 | | | | | | 0.1 | | |
2,450,000 (1) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 2,521,981 | | | | | | 0.3 | | |
2,075,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 2,152,812 | | | | | | 0.2 | | |
775,000 | | | M/I Homes, Inc., 5.625%, 08/01/2025 | | | | | 801,075 | | | | | | 0.1 | | |
269,000 (2) | | | Macy’s Retail Holdings LLC, 3.625%, 06/01/2024 | | | | | 269,336 | | | | | | 0.0 | | |
1,025,000 | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 911,737 | | | | | | 0.1 | | |
1,475,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 1,615,125 | | | | | | 0.2 | | |
1,750,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 1,925,000 | | | | | | 0.2 | | |
1,775,000 | | | Meritage Homes Corp., 7.000%, 04/01/2022 | | | | | 1,859,312 | | | | | | 0.2 | | |
3,525,000 (1) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 3,542,184 | | | | | | 0.4 | | |
600,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 645,843 | | | | | | 0.1 | | |
1,175,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 1,260,187 | | | | | | 0.1 | | |
1,450,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 1,591,375 | | | | | | 0.2 | | |
2,650,000 (1)(2) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 2,722,875 | | | | | | 0.3 | | |
1,825,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 1,920,475 | | | | | | 0.2 | | |
450,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 471,852 | | | | | | 0.1 | | |
1,075,000 (1) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,116,689 | | | | | | 0.1 | | |
2,600,000 (1)(2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 2,697,188 | | | | | | 0.3 | | |
3,600,000 (1) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 3,901,320 | | | | | | 0.4 | | |
2,083,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 2,216,208 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,050,000 (1) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | $ | 2,119,188 | | | | | | 0.2 | | |
1,150,000 (1) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 1,157,188 | | | | | | 0.1 | | |
655,000 (1) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 722,583 | | | | | | 0.1 | | |
2,275,000 (1) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | | 2,656,063 | | | | | | 0.3 | | |
2,300,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 2,461,690 | | | | | | 0.3 | | |
1,000,000 (1) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 1,074,205 | | | | | | 0.1 | | |
950,000 (1)(2) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 1,034,028 | | | | | | 0.1 | | |
3,400,000 (1) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 3,701,580 | | | | | | 0.4 | | |
2,250,000 (1) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 2,238,750 | | | | | | 0.2 | | |
2,800,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 2,917,250 | | | | | | 0.3 | | |
3,265,000 (1) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 3,375,194 | | | | | | 0.4 | | |
2,000,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 2,005,000 | | | | | | 0.2 | | |
2,300,000 (1) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 2,274,125 | | | | | | 0.2 | | |
775,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 773,551 | | | | | | 0.1 | | |
1,149,000 (1) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,165,517 | | | | | | 0.1 | | |
2,425,000 (1) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 2,522,000 | | | | | | 0.3 | | |
2,800,000 | | | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | | | | | 2,905,000 | | | | | | 0.3 | | |
2,000,000 (2) | | | Tenneco, Inc., 5.000%, 07/15/2026 | | | | | 1,888,750 | | | | | | 0.2 | | |
850,000 (1) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | | 955,464 | | | | | | 0.1 | | |
1,975,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 2,187,727 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,210,000 | | | United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 07/15/2027 | | | | $ | 1,255,375 | | | | | | 0.1 | | |
1,550,000 | | | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | | | | | 1,579,063 | | | | | | 0.2 | | |
1,725,000 (2) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 1,760,371 | | | | | | 0.2 | | |
2,650,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 2,762,122 | | | | | | 0.3 | | |
3,214,720 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 3,339,799 | | | | | | 0.4 | | |
3,200,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 3,134,000 | | | | | | 0.3 | | |
1,055,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 1,242,263 | | | | | | 0.1 | | |
450,000 (1) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 445,583 | | | | | | 0.0 | | |
2,300,000 (1) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 2,446,200 | | | | | | 0.3 | | |
1,025,000 (1)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250)%, 03/15/2026 | | | | | 1,071,125 | | | | | | 0.1 | | |
2,075,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 2,195,609 | | | | | | 0.2 | | |
1,190,000 (1) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 1,214,544 | | | | | | 0.1 | | |
2,450,000 (1) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 2,491,344 | | | | | | 0.3 | | |
500,000 (1) | | | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | | | | | 533,750 | | | | | | 0.1 | | |
1,800,000 (1) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 1,824,075 | | | | | | 0.2 | | |
1,155,000 (1) | | | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | | | | | 1,183,153 | | | | | | 0.1 | | |
| | | | | | | | 211,709,456 | | | | | | 22.5 | | |
| | | Consumer, Non-cyclical: 15.5% | | ||||||||||||
2,850,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 3,005,681 | | | | | | 0.3 | | |
1,900,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 1,810,491 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
925,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | $ | 951,825 | | | | | | 0.1 | | |
2,250,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 2,402,865 | | | | | | 0.3 | | |
1,500,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 1,593,532 | | | | | | 0.2 | | |
2,800,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 3,077,032 | | | | | | 0.3 | | |
1,755,000 (1) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 1,781,325 | | | | | | 0.2 | | |
700,000 (1) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 698,250 | | | | | | 0.1 | | |
2,450,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 2,509,719 | | | | | | 0.3 | | |
2,075,000 (1) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 2,169,641 | | | | | | 0.2 | | |
4,275,000 (1) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 4,748,627 | | | | | | 0.5 | | |
2,100,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 2,113,272 | | | | | | 0.2 | | |
2,325,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 02/15/2031 | | | | | 2,318,246 | | | | | | 0.2 | | |
1,950,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 2,120,118 | | | | | | 0.2 | | |
1,825,000 (1)(2) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,879,750 | | | | | | 0.2 | | |
1,800,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 1,888,542 | | | | | | 0.2 | | |
3,450,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 3,738,420 | | | | | | 0.4 | | |
900,000 (1) | | | Centene Corp., 5.375%, 06/01/2026 | | | | | 942,255 | | | | | | 0.1 | | |
2,500,000 (1) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 2,600,050 | | | | | | 0.3 | | |
820,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 838,450 | | | | | | 0.1 | | |
2,325,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 2,424,568 | | | | | | 0.3 | | |
950,000 (1) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 929,242 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,425,000 (1) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | $ | 1,494,469 | | | | | | 0.2 | | |
2,650,000 (1) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 2,802,388 | | | | | | 0.3 | | |
1,975,000 (1) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 2,070,037 | | | | | | 0.2 | | |
1,425,000 (1) | | | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | | | | | 1,498,459 | | | | | | 0.2 | | |
1,775,000 (1) | | | CPI CG, Inc., 8.625%, 03/15/2026 | | | | | 1,863,750 | | | | | | 0.2 | | |
1,050,000 (1) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 1,003,385 | | | | | | 0.1 | | |
1,065,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 1,086,417 | | | | | | 0.1 | | |
800,000 (1) | | | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | | | | | 783,500 | | | | | | 0.1 | | |
1,395,000 | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | | 1,445,569 | | | | | | 0.2 | | |
829,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 672,319 | | | | | | 0.1 | | |
542,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 589,764 | | | | | | 0.1 | | |
1,950,000 (1) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 2,013,375 | | | | | | 0.2 | | |
2,085,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 2,186,456 | | | | | | 0.2 | | |
5,000,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 5,585,000 | | | | | | 0.6 | | |
1,125,000 | | | HCA, Inc., 5.625%, 09/01/2028 | | | | | 1,295,747 | | | | | | 0.1 | | |
1,725,000 (1) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 1,781,062 | | | | | | 0.2 | | |
685,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 715,777 | | | | | | 0.1 | | |
2,080,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 2,168,920 | | | | | | 0.2 | | |
3,225,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 3,539,437 | | | | | | 0.4 | | |
1,825,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 2,023,469 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,580,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | $ | 2,876,300 | | | | | | 0.3 | | |
1,150,000 | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | | | 1,204,926 | | | | | | 0.1 | | |
3,440,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 3,965,344 | | | | | | 0.4 | | |
1,200,000 | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 1,472,515 | | | | | | 0.2 | | |
1,875,000 (1) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 1,842,188 | | | | | | 0.2 | | |
900,000 (1) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 887,625 | | | | | | 0.1 | | |
1,500,000 (1) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | | 1,544,940 | | | | | | 0.2 | | |
2,150,000 (1)(2) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 2,098,938 | | | | | | 0.2 | | |
1,315,000 (1) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 1,350,571 | | | | | | 0.1 | | |
1,450,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | | 1,716,162 | | | | | | 0.2 | | |
300,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | | | | | 315,938 | | | | | | 0.0 | | |
2,075,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 2,252,672 | | | | | | 0.2 | | |
1,853,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,967,812 | | | | | | 0.2 | | |
1,150,000 (1) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 1,147,102 | | | | | | 0.1 | | |
2,125,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 2,171,431 | | | | | | 0.2 | | |
2,375,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 2,548,256 | | | | | | 0.3 | | |
1,175,000 (1) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 1,179,406 | | | | | | 0.1 | | |
3,275,000 (1) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 3,452,194 | | | | | | 0.4 | | |
2,625,000 (1) | | | Primo Water Holdings, Inc., 5.500%, 04/01/2025 | | | | | 2,701,256 | | | | | | 0.3 | | |
3,275,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 3,485,583 | | | | | | 0.4 | | |
2,350,000 (1) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 2,373,547 | | | | | | 0.2 | | |
1,150,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 1,232,656 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,825,000 | | | Tenet Healthcare Corp., 5.125%, 05/01/2025 | | | | $ | 1,852,923 | | | | | | 0.2 | | |
2,735,000 (1) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 2,858,075 | | | | | | 0.3 | | |
3,500,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 3,797,150 | | | | | | 0.4 | | |
2,965,000 (1) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 3,026,153 | | | | | | 0.3 | | |
2,525,000 (1)(2) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 2,701,750 | | | | | | 0.3 | | |
1,650,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 1,740,123 | | | | | | 0.2 | | |
825,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | | 896,919 | | | | | | 0.1 | | |
1,950,000 (1) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 2,076,380 | | | | | | 0.2 | | |
| | | | | | | | 145,898,036 | | | | | | 15.5 | | |
| | | Energy: 12.3% | | ||||||||||||
3,400,000 (1) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 3,525,375 | | | | | | 0.4 | | |
2,075,000 (1) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 2,079,347 | | | | | | 0.2 | | |
2,750,000 (2) | | | Antero Resources Corp., 5.000%, 03/01/2025 | | | | | 2,756,242 | | | | | | 0.3 | | |
515,000 (1) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 549,441 | | | | | | 0.1 | | |
3,025,000 | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 3,020,462 | | | | | | 0.3 | | |
3,075,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 3,011,578 | | | | | | 0.3 | | |
1,475,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 1,501,071 | | | | | | 0.2 | | |
950,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 992,750 | | | | | | 0.1 | | |
2,375,000 (1) | | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 8.250%, 12/31/2028 | | | | | 2,474,453 | | | | | | 0.3 | | |
2,175,000 (1) | | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | | | 2,048,578 | | | | | | 0.2 | | |
1,600,000 (1) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 1,455,000 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
2,400,000 (1) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | $ | 2,472,000 | | | | | | 0.3 | | |
1,050,000 (1) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | | | 1,133,575 | | | | | | 0.1 | | |
1,250,000 (1) | | | Cheniere Energy Partners L.P., 4.000%, 03/01/2031 | | | | | 1,273,437 | | | | | | 0.1 | | |
600,000 (1) | | | CNX Resources Corp., 6.000%, 01/15/2029 | | | | | 624,633 | | | | | | 0.1 | | |
2,850,000 (1) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 3,064,776 | | | | | | 0.3 | | |
700,000 | | | Comstock Resources, Inc., 9.750%, 08/15/2026 | | | | | 760,375 | | | | | | 0.1 | | |
550,000 | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | | | 551,042 | | | | | | 0.1 | | |
625,000 (1) | | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | | | 707,100 | | | | | | 0.1 | | |
650,000 (2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | | | 655,213 | | | | | | 0.1 | | |
2,700,000 (1) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 2,664,562 | | | | | | 0.3 | | |
955,000 | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 1,017,209 | | | | | | 0.1 | | |
955,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | | 1,036,652 | | | | | | 0.1 | | |
200,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | | 200,859 | | | | | | 0.0 | | |
2,150,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 2,336,341 | | | | | | 0.2 | | |
2,325,000 | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 2,333,475 | | | | | | 0.2 | | |
4,025,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 3,770,922 | | | | | | 0.4 | | |
3,500,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 3,672,813 | | | | | | 0.4 | | |
975,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 1,025,573 | | | | | | 0.1 | | |
1,200,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 1,293,000 | | | | | | 0.1 | | |
500,000 (2) | | | EQT Corp., 5.000%, 01/15/2029 | | | | | 536,250 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
900,000 (1) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | $ | 912,150 | | | | | | 0.1 | | |
1,803,000 (1) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 1,860,471 | | | | | | 0.2 | | |
1,000,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 1,010,625 | | | | | | 0.1 | | |
1,550,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | | 1,576,156 | | | | | | 0.2 | | |
2,200,000 (1) | | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | | | 2,171,587 | | | | | | 0.2 | | |
1,300,000 | | | Laredo Petroleum, Inc., 9.500%, 01/15/2025 | | | | | 1,252,576 | | | | | | 0.1 | | |
1,360,000 (2) | | | Laredo Petroleum, Inc., 10.125%, 01/15/2028 | | | | | 1,306,294 | | | | | | 0.1 | | |
3,075,000 (1) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 2,481,756 | | | | | | 0.3 | | |
1,550,000 | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | | 1,520,457 | | | | | | 0.2 | | |
2,350,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 2,356,110 | | | | | | 0.2 | | |
1,800,000 (1) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 1,483,875 | | | | | | 0.2 | | |
1,115,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 997,925 | | | | | | 0.1 | | |
5,665,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 4,610,460 | | | | | | 0.5 | | |
2,630,000 | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 2,785,170 | | | | | | 0.3 | | |
3,975,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 4,473,068 | | | | | | 0.5 | | |
2,375,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 2,818,828 | | | | | | 0.3 | | |
1,200,000 | | | Oceaneering International, Inc., 6.000%, 02/01/2028 | | | | | 1,150,254 | | | | | | 0.1 | | |
3,550,000 | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 3,915,334 | | | | | | 0.4 | | |
1,300,000 | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | | | 1,573,141 | | | | | | 0.2 | | |
3,900,000 (1) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | | 4,058,438 | | | | | | 0.4 | | |
675,000 (1) | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 673,734 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,200,000 | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | | $ | 1,257,000 | | | | | | 0.1 | | |
1,125,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,101,999 | | | | | | 0.1 | | |
1,650,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 1,779,071 | | | | | | 0.2 | | |
2,250,000 (1) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 2,283,188 | | | | | | 0.2 | | |
3,970,000 | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 3,968,900 | | | | | | 0.4 | | |
1,400,000 (1) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 1,458,625 | | | | | | 0.2 | | |
925,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 930,587 | | | | | | 0.1 | | |
3,525,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 3,623,700 | | | | | | 0.4 | | |
| | | | | | | | 115,935,583 | | | | | | 12.3 | | |
| | | Financial: 5.2% | | ||||||||||||
1,825,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,074,600 | | | | | | 0.2 | | |
2,050,000 (1) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 2,091,512 | | | | | | 0.2 | | |
3,200,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 3,470,000 | | | | | | 0.4 | | |
3,000,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 3,064,425 | | | | | | 0.3 | | |
1,300,000 (1) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | | 1,363,375 | | | | | | 0.1 | | |
2,500,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 2,609,375 | | | | | | 0.3 | | |
1,050,000 (1) | | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | | | 1,059,188 | | | | | | 0.1 | | |
2,075,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 2,159,297 | | | | | | 0.2 | | |
475,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | | | 474,050 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,775,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | $ | 1,908,557 | | | | | | 0.2 | | |
1,070,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 1,051,350 | | | | | | 0.1 | | |
2,350,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 2,476,383 | | | | | | 0.3 | | |
2,450,000 (1) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 2,419,375 | | | | | | 0.3 | | |
3,050,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 2,989,000 | | | | | | 0.3 | | |
1,625,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 1,631,305 | | | | | | 0.2 | | |
900,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 975,787 | | | | | | 0.1 | | |
700,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 681,625 | | | | | | 0.1 | | |
3,525,000 | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 3,758,531 | | | | | | 0.4 | | |
2,850,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 2,997,844 | | | | | | 0.3 | | |
2,825,000 (1) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 2,789,688 | | | | | | 0.3 | | |
2,500,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 2,558,625 | | | | | | 0.3 | | |
2,200,000 (1) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | | 2,267,375 | | | | | | 0.2 | | |
1,900,000 (1) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 1,878,625 | | | | | | 0.2 | | |
| | | | | | | | 48,749,892 | | | | | | 5.2 | | |
| | | Industrial: 9.9% | | ||||||||||||
500,000 | | | AECOM, 5.125%, 03/15/2027 | | | | | 545,312 | | | | | | 0.1 | | |
2,675,000 | | | AECOM, 5.875%, 10/15/2024 | | | | | 3,012,184 | | | | | | 0.3 | | |
3,725,000 (1)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 3,915,906 | | | | | | 0.4 | | |
3,350,000 (1) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 3,544,719 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
850,000 (1) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | $ | 851,594 | | | | | | 0.1 | | |
1,675,000 (1) | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 1,760,149 | | | | | | 0.2 | | |
2,325,000 (1) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | | 2,426,719 | | | | | | 0.3 | | |
1,250,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 1,312,250 | | | | | | 0.1 | | |
1,090,000 (1) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 1,174,475 | | | | | | 0.1 | | |
2,350,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 2,430,781 | | | | | | 0.3 | | |
3,825,000 (1) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 4,023,422 | | | | | | 0.4 | | |
2,000,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 2,121,250 | | | | | | 0.2 | | |
1,025,000 (1) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 1,083,107 | | | | | | 0.1 | | |
800,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 851,652 | | | | | | 0.1 | | |
3,000,000 (1) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | | 3,158,775 | | | | | | 0.3 | | |
2,040,000 (1) | | | Dycom Industries, Inc., 4.500%, 04/15/2029 | | | | | 2,050,200 | | | | | | 0.2 | | |
2,725,000 (1) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 2,641,547 | | | | | | 0.3 | | |
1,035,000 (1) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 1,141,734 | | | | | | 0.1 | | |
2,375,000 (1) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 2,395,781 | | | | | | 0.3 | | |
2,125,000 (1) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 2,264,453 | | | | | | 0.2 | | |
2,325,000 (1)(2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 2,627,250 | | | | | | 0.3 | | |
1,025,000 (1)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000)%, 01/15/2026 | | | | | 1,048,575 | | | | | | 0.1 | | |
2,875,000 (1) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 2,973,828 | | | | | | 0.3 | | |
2,675,000 (1) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 2,762,379 | | | | | | 0.3 | | |
2,850,000 (1) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 3,206,250 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
2,350,000 (1) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | $ | 2,510,505 | | | | | | 0.3 | | |
2,550,000 | | | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | | | | | 2,581,875 | | | | | | 0.3 | | |
3,390,000 (1) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 3,610,350 | | | | | | 0.4 | | |
3,650,000 (1)(2) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 3,761,781 | | | | | | 0.4 | | |
2,400,000 (1) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 2,556,720 | | | | | | 0.3 | | |
1,800,000 (1) | | | Sensata Technologies BV, 4.000%, 04/15/2029 | | | | | 1,835,829 | | | | | | 0.2 | | |
2,225,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 2,291,349 | | | | | | 0.2 | | |
1,455,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 1,638,876 | | | | | | 0.2 | | |
2,415,000 (1) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 2,598,685 | | | | | | 0.3 | | |
1,800,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 1,881,000 | | | | | | 0.2 | | |
1,775,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 1,872,288 | | | | | | 0.2 | | |
2,525,000 (1) | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 2,492,932 | | | | | | 0.3 | | |
1,640,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 1,700,073 | | | | | | 0.2 | | |
2,275,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 2,356,047 | | | | | | 0.2 | | |
275,000 | | | TransDigm, Inc., 6.500%, 05/15/2025 | | | | | 280,672 | | | | | | 0.0 | | |
1,925,000 (1) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | | 2,073,466 | | | | | | 0.2 | | |
2,175,000 (1) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 2,234,813 | | | | | | 0.2 | | |
| | | | | | | | 93,601,553 | | | | | | 9.9 | | |
| | | REITs — Hotels: 0.8% | | ||||||||||||
690,000 (1) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 706,394 | | | | | | 0.1 | | |
1,230,000 (1) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 1,270,651 | | | | | | 0.1 | | |
920,000 (1) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 962,656 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | REITs — Hotels (continued) | | ||||||||||||
1,285,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | $ | 1,356,575 | | | | | | 0.1 | | |
2,630,000 | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 2,421,112 | | | | | | 0.3 | | |
535,000 | | | Service Properties Trust, 7.500%, 09/15/2025 | | | | | 608,429 | | | | | | 0.1 | | |
| | | | | | | | 7,325,817 | | | | | | 0.8 | | |
| | | Technology: 4.8% | | ||||||||||||
3,150,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 3,240,232 | | | | | | 0.4 | | |
2,375,000 (1) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 2,421,016 | | | | | | 0.3 | | |
2,075,000 (1) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 2,089,784 | | | | | | 0.2 | | |
805,000 (1) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | | 836,942 | | | | | | 0.1 | | |
2,000,000 (1) | | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 2,039,790 | | | | | | 0.2 | | |
2,200,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 2,248,125 | | | | | | 0.2 | | |
1,390,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 1,374,362 | | | | | | 0.2 | | |
1,025,000 | | | CDW LLC / CDW Finance Corp., 4.125%, 05/01/2025 | | | | | 1,067,922 | | | | | | 0.1 | | |
1,675,000 | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | | 1,838,874 | | | | | | 0.2 | | |
2,175,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | | 2,272,875 | | | | | | 0.3 | | |
1,255,000 (1) | | | Entegris, Inc., 4.375%, 04/15/2028 | | | | | 1,297,231 | | | | | | 0.1 | | |
645,000 (1) | | | Entegris, Inc., 4.625%, 02/10/2026 | | | | | 668,381 | | | | | | 0.1 | | |
3,090,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 3,228,930 | | | | | | 0.4 | | |
2,025,000 (1) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 2,206,997 | | | | | | 0.2 | | |
2,125,000 (1) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 2,144,932 | | | | | | 0.2 | | |
375,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 378,150 | | | | | | 0.0 | | |
1,150,000 (1) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 1,190,250 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,150,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | $ | 2,183,390 | | | | | | 0.2 | | |
1,800,000 (1)(2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 1,833,660 | | | | | | 0.2 | | |
3,000,000 (1) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 3,032,625 | | | | | | 0.3 | | |
1,875,000 (1) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 1,941,506 | | | | | | 0.2 | | |
2,180,000 (1) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 2,230,413 | | | | | | 0.2 | | |
875,000 (1)(2) | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 897,969 | | | | | | 0.1 | | |
2,865,000 (1) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 2,979,314 | | | | | | 0.3 | | |
| | | | | | | | 45,643,670 | | | | | | 4.8 | | |
| | | Utilities: 1.8% | | ||||||||||||
2,350,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 2,447,125 | | | | | | 0.3 | | |
2,900,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 3,003,312 | | | | | | 0.3 | | |
2,875,000 (1) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 2,887,578 | | | | | | 0.3 | | |
960,000 (1) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 939,000 | | | | | | 0.1 | | |
1,825,000 | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 1,900,665 | | | | | | 0.2 | | |
2,675,000 | | | PG&E Corp., 5.250%, 07/01/2030 | | | | | 2,838,844 | | | | | | 0.3 | | |
1,300,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 1,348,750 | | | | | | 0.1 | | |
1,850,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,925,554 | | | | | | 0.2 | | |
| | | | | | | | 17,290,828 | | | | | | 1.8 | | |
| | | Total Corporate Bonds/Notes (Cost $850,917,385) | | | | | 898,160,569 | | | | | | 95.3 | | |
|
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: 0.3% | | |||||||||||||||
| | | Consumer, Cyclical: 0.2% | | ||||||||||||
2,480,633 | | | Golden Nugget LLC TL B 1L, 3.250%, (US0001M + 2.500)%, 10/04/2023 | | | | $ | 2,447,144 | | | | | | 0.2 | | |
| | | Health Care: 0.1% | | ||||||||||||
740,487 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.109%, (US0001M + 3.000)%, 06/02/2025 | | | | | 738,849 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $3,039,783) | | | | | 3,185,993 | | | | | | 0.3 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
625,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | | 602,375 | | | | | | 0.1 | | |
| | | Total Convertible Bonds/Notes (Cost $619,800) | | | | | 602,375 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.2% | | |||||||||||||||
| | | Consumer Staples: 0.2% | | ||||||||||||
120,298 (5)(6) | | | Southeastern Grocers, Inc. | | | | | 1,443,576 | | | | | | 0.2 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $848,084) | | | | | 1,443,576 | | | | | | 0.2 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $855,425,052) | | | | | 903,392,513 | | | | | | 95.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||
SHORT-TERM INVESTMENTS: 5.5% | | | |||||||||||||||||
| | | Commercial Paper: 1.4% | | | ||||||||||||||
3,000,000 | | | American Electric Power Co., 0.150%, 04/05/2021 | | | | | 2,999,938 | | | | | | 0.3 | | | | ||
5,000,000 | | | Dominion Resources, Inc., 0.190%, 05/07/2021 | | | | | 4,999,013 | | | | | | 0.5 | | | | ||
2,000,000 | | | HP, Inc., 0.240%, 04/12/ 2021 | | | | | 1,999,841 | | | | | | 0.2 | | | | ||
4,000,000 | | | Kellogg Co., 0.150%, 04/08/2021 | | | | | 3,999,866 | | | | | | 0.4 | | | | ||
| | | Total Commercial Paper (Cost $13,998,798) | | | | | 13,998,658 | | | | | | 1.4 | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | | |||||||||||||||||
| | | Repurchase Agreements: 2.6% | | | ||||||||||||||
2,087,279 (7) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $2,087,280, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $2,129,025, due 06/01/21-04/01/51) | | | | $ | 2,087,279 | | | | | | 0.2 | | | | ||
1,527,943 (7) | | | Bethesda Securities LLC, Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $1,527,945, collateralized by various U.S. Government Agency Obligations, 1.500%-5.500%, Market Value plus accrued interest $1,558,502, due 01/01/25-10/01/50) | | | | | 1,527,943 | | | | | | 0.2 | | | | ||
6,143,900 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $6,143,903, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $6,266,778, due 04/15/21-02/20/71) | | | | | 6,143,900 | | | | | | 0.7 | | | | ||
1,664,379 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $1,664,382, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,697,671, due 04/13/21-02/15/48) | | | | | 1,664,379 | | | | | | 0.2 | | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | | |||||||||||||||||
| | | Repurchase Agreements (continued) | | | ||||||||||||||
2,354,987 (7) | | | JVB Financial Group LLC, Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $2,354,990, collateralized by various U.S. Government/U.S. Government Agency | | | | | | | | | | | | | | | ||
| | | Obligations, 0.125%-7.000%, Market Value plus accrued interest $2,402,087, due 07/01/22-03/01/51) | | | | $ | 2,354,987 | | | | | | 0.2 | | | | ||
2,687,864 (7) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 03/31/21, 0.03%, due 04/01/21 (Repurchase Amount $2,687,866, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.500%, Market Value plus accrued interest $2,741,624, due 06/01/21-02/20/71) | | | | | 2,687,864 | | | | | | 0.3 | | | | ||
1,903,959 (7) | | | Palafox Trading LLC, Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $1,903,962, collateralized by various U.S. Government Securities, 0.625%-1.875%, Market Value plus accrued interest $1,947,663, due 01/31/22-02/15/41) | | | | | 1,903,959 | | | | | | 0.2 | | | | ||
6,117,691 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/21, 0.01%, due 04/01/21 (Repurchase Amount $6,117,693, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $6,240,045, due 05/06/21-03/01/51) | | | | | 6,117,691 | | | | | | 0.6 | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | | |||||||||||||||||
| | | Repurchase Agreements (continued) | | | ||||||||||||||
| | | Total Repurchase Agreements (Cost $24,488,002) | | | | $ | 24,488,002 | | | | | | 2.6 | | | | ||
| | | | | | | | | | | | | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.5% | | |||||||||||||||
| | | Mutual Funds(7): 1.5% | | ||||||||||||
12,460,000 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.010% | | | | $ | 12,460,000 | | | | | | 1.3 | | |
650,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.030% | | | | | 650,000 | | | | | | 0.1 | | |
659,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds – Government Portfolio (Institutional Share Class), 0.030% | | | | | 659,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $13,769,000) | | | | | 13,769,000 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $52,255,800) | | | | | 52,255,660 | | | | | | 5.5 | | |
| | | Total Investments in Securities (Cost $907,680,852) | | | | $ | 955,648,173 | | | | | | 101.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (13,256,634) | | | | | | (1.4) | | |
| | | Net Assets | | | | $ | 942,391,539 | | | | | | 100.0 | | |
Voya High Yield Bond Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in ActiveMarkets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 1,443,576 | | | | | $ | 1,443,576 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 1,443,576 | | | | | | 1,443,576 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 898,160,569 | | | | | | — | | | | | | 898,160,569 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 602,375 | | | | | | — | | | | | | 602,375 | | |
Bank Loans | | | | | — | | | | | | 3,185,993 | | | | | | — | | | | | | 3,185,993 | | |
Short-Term Investments | | | | | 13,769,000 | | | | | | 38,486,660 | | | | | | — | | | | | | 52,255,660 | | |
Total Investments, at fair value | | | | $ | 13,769,000 | | | | | $ | 940,435,597 | | | | | $ | 1,443,576 | | | | | $ | 955,648,173 | | |
| Cost for federal income tax purposes was $907,971,308. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 50,069,372 | | |
| Gross Unrealized Depreciation | | | | | (2,392,507) | | |
| Net Unrealized Appreciation | | | | $ | 47,676,865 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 39.1% | | |||||||||||||||
| | | Basic Materials: 1.8% | | ||||||||||||
1,700,000 (1)(2) | | | Alpek SAB de CV, 3.250%, 02/25/2031 | | | | $ | 1,683,663 | | | | | | 0.0 | | |
1,725,000 (2) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | | 1,701,731 | | | | | | 0.0 | | |
2,620,000 (2) | | | Anglo American Capital PLC, 2.875%, 03/17/2031 | | | | | 2,597,227 | | | | | | 0.0 | | |
1,377,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,490,782 | | | | | | 0.0 | | |
2,746,000 (2) | | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | | 3,103,149 | | | | | | 0.0 | | |
1,846,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 2,208,073 | | | | | | 0.0 | | |
750,000 (2) | | | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | | | | | 754,650 | | | | | | 0.0 | | |
4,505,000 | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | | | 4,861,481 | | | | | | 0.1 | | |
7,118,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 8,095,439 | | | | | | 0.1 | | |
5,044,000 | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 4,868,225 | | | | | | 0.1 | | |
4,978,000 | | | Dow Chemical Co/The, 3.600%, 11/15/2050 | | | | | 5,028,179 | | | | | | 0.1 | | |
2,984,000 | | | Dow Chemical Co/The, 4.250%, 10/01/2034 | | | | | 3,309,788 | | | | | | 0.1 | | |
1,534,000 | | | Dow Chemical Co/The, 5.550%, 11/30/2048 | | | | | 2,021,478 | | | | | | 0.0 | | |
10,175,000 (2) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 10,059,258 | | | | | | 0.1 | | |
1,788,000 | | | FMC Corp., 3.450%, 10/01/2029 | | | | | 1,889,037 | | | | | | 0.0 | | |
6,815,000 (2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 6,947,075 | | | | | | 0.1 | | |
9,260,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 9,870,604 | | | | | | 0.1 | | |
3,000,000 (2) | | | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | | | | | 2,968,815 | | | | | | 0.0 | | |
5,625,000 (2) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 5,610,328 | | | | | | 0.1 | | |
1,960,000 (2) | | | Georgia-Pacific LLC, 3.163%, 11/15/2021 | | | | | 1,984,907 | | | | | | 0.0 | | |
10,165,000 (2) | | | Ingevity Corp., 3.875%, 11/01/2028 | | | | | 9,879,109 | | | | | | 0.1 | | |
2,280,000 | | | International Paper Co., 4.400%, 08/15/2047 | | | | | 2,674,482 | | | | | | 0.0 | | |
4,087,000 (1) | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | | | 4,502,055 | | | | | | 0.1 | | |
5,352,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 6,439,403 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,748,000 (2) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | $ | 1,832,585 | | | | | | 0.0 | | |
1,400,000 (2) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 1,522,182 | | | | | | 0.0 | | |
2,217,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 2,161,493 | | | | | | 0.0 | | |
87,000 | | | Newmont Corp., 3.700%, 03/15/2023 | | | | | 91,389 | | | | | | 0.0 | | |
9,450,000 (2) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 9,757,834 | | | | | | 0.1 | | |
2,099,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | | 2,176,339 | | | | | | 0.0 | | |
1,812,000 | | | Nutrien Ltd., 3.950%, 05/13/2050 | | | | | 1,963,279 | | | | | | 0.0 | | |
9,750,000 (2) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 10,097,344 | | | | | | 0.1 | | |
3,954,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 3,877,910 | | | | | | 0.1 | | |
1,000,000 | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | | | 982,500 | | | | | | 0.0 | | |
3,189,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 3,127,085 | | | | | | 0.0 | | |
2,139,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 2,231,121 | | | | | | 0.0 | | |
1,811,000 | | | Steel Dynamics, Inc., 3.250%, 10/15/2050 | | | | | 1,696,212 | | | | | | 0.0 | | |
2,425,000 | | | Suzano Austria GmbH, 3.750%, 01/15/2031 | | | | | 2,499,169 | | | | | | 0.0 | | |
4,825,000 | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | | | 5,685,322 | | | | | | 0.1 | | |
1,750,000 | | | Teck Resources Ltd., 6.125%, 10/01/2035 | | | | | 2,147,529 | | | | | | 0.0 | | |
1,499,000 | | | Teck Resources Ltd., 6.000%, 08/15/2040 | | | | | 1,803,079 | | | | | | 0.0 | | |
10,190,000 (2) | | | Valvoline, Inc., 3.625%, 06/15/2031 | | | | | 9,871,563 | | | | | | 0.1 | | |
800,000 (2) | | | Vedanta Resources Finance II PLC, 8.950%, 03/11/2025 | | | | | 765,512 | | | | | | 0.0 | | |
9,700,000 (2) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 10,053,565 | | | | | | 0.1 | | |
| | | | | | | | 178,891,950 | | | | | | 1.8 | | |
| | | Communications: 4.0% | | ||||||||||||
1,350,000 | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 1,288,952 | | | | | | 0.0 | | |
2,550,000 | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | | | 2,320,047 | | | | | | 0.0 | | |
2,455,000 | | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | | | | | 2,667,030 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
4,071,000 | | | Amazon.com, Inc., 2.500%, 06/03/2050 | | | | $ | 3,648,565 | | | | | | 0.0 | | |
530,000 | | | Amazon.com, Inc., 3.150%, 08/22/2027 | | | | | 580,399 | | | | | | 0.0 | | |
10,190,000 (2) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 10,209,106 | | | | | | 0.1 | | |
5,246,000 | | | AT&T, Inc., 1.650%, 02/01/2028 | | | | | 5,087,062 | | | | | | 0.1 | | |
6,145,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 6,145,760 | | | | | | 0.1 | | |
3,523,000 | | | AT&T, Inc., 2.250%, 02/01/2032 | | | | | 3,355,636 | | | | | | 0.0 | | |
2,356,000 (2) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 2,239,155 | | | | | | 0.0 | | |
5,830,000 | | | AT&T, Inc., 2.750%, 06/01/2031 | | | | | 5,814,278 | | | | | | 0.1 | | |
7,317,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 6,843,109 | | | | | | 0.1 | | |
2,868,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 2,835,198 | | | | | | 0.0 | | |
6,715,000 (2) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 6,156,678 | | | | | | 0.1 | | |
11,847,000 (2) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 10,850,379 | | | | | | 0.1 | | |
3,058,000 (2) | | | AT&T, Inc., 3.800%, 12/01/2057 | | | | | 2,914,951 | | | | | | 0.0 | | |
930,000 | | | AT&T, Inc., 4.300%, 02/15/2030 | | | | | 1,047,730 | | | | | | 0.0 | | |
2,219,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 2,506,631 | | | | | | 0.0 | | |
3,460,000 | | | Booking Holdings, Inc., 4.100%, 04/13/2025 | | | | | 3,858,936 | | | | | | 0.0 | | |
4,515,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 4,147,192 | | | | | | 0.0 | | |
4,725,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 4,929,058 | | | | | | 0.1 | | |
3,860,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 4,150,566 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
5,882,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | $ | 6,671,830 | | | | | | 0.1 | | |
5,000,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 5,122,315 | | | | | | 0.1 | | |
3,288,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 3,697,677 | | | | | | 0.0 | | |
6,289,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 7,028,537 | | | | | | 0.1 | | |
2,932,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 3,295,401 | | | | | | 0.0 | | |
6,080,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 6,806,524 | | | | | | 0.1 | | |
3,250,000 | | | Comcast Corp., 4.600%, 10/15/2038 | | | | | 3,927,871 | | | | | | 0.0 | | |
10,085,000 (2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 10,009,413 | | | | | | 0.1 | | |
1,690,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 2,106,153 | | | | | | 0.0 | | |
9,250,000 (2) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 9,754,125 | | | | | | 0.1 | | |
1,875,000 (2) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 1,906,547 | | | | | | 0.0 | | |
2,876,000 | | | Discovery Communications LLC, 2.950%, 03/20/2023 | | | | | 3,006,411 | | | | | | 0.0 | | |
8,650,000 (2) | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 8,530,081 | | | | | | 0.1 | | |
3,750,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 4,452,630 | | | | | | 0.1 | | |
5,750,000 | | | Discovery Communications LLC, 5.300%, 05/15/2049 | | | | | 6,890,820 | | | | | | 0.1 | | |
4,990,000 | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 5,225,952 | | | | | | 0.1 | | |
4,750,000 (2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 4,871,719 | | | | | | 0.1 | | |
9,240,000 (2) | | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 10,060,050 | | | | | | 0.1 | | |
2,770,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 2,816,561 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,472,000 | | | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | | | | $ | 1,618,022 | | | | | | 0.0 | | |
9,745,000 (2) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 9,789,145 | | | | | | 0.1 | | |
600,000 | | | MercadoLibre, Inc., 2.375%, 01/14/2026 | | | | | 596,628 | | | | | | 0.0 | | |
2,000,000 (1)(2) | | | Millicom International Cellular SA, 4.500%, 04/27/2031 | | | | | 2,083,610 | | | | | | 0.0 | | |
3,125,000 (2)(3) | | | Network i2i Ltd., 3.975%, 12/31/2199 | | | | | 3,141,328 | | | | | | 0.0 | | |
2,375,000 (2) | | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | | | 2,349,398 | | | | | | 0.0 | | |
9,935,000 (2) | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 9,717,672 | | | | | | 0.1 | | |
9,130,000 (2) | | | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | | | | | 9,888,931 | | | | | | 0.1 | | |
7,255,000 | | | Sprint Nextel Corp., 6.875%, 11/15/2028 | | | | | 9,161,940 | | | | | | 0.1 | | |
3,370,000 | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 3,435,294 | | | | | | 0.0 | | |
6,775,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 7,037,193 | | | | | | 0.1 | | |
7,190,000 | | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | | | | | 9,607,638 | | | | | | 0.1 | | |
4,400,000 (2) | | | Tencent Holdings Ltd., 2.390%, 06/03/2030 | | | | | 4,254,657 | | | | | | 0.1 | | |
3,420,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,549,963 | | | | | | 0.0 | | |
2,350,000 | | | Time Warner Cable LLC, 5.500%, 09/01/2041 | | | | | 2,790,238 | | | | | | 0.0 | | |
2,829,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 3,523,991 | | | | | | 0.0 | | |
2,569,000 (2) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 2,522,167 | | | | | | 0.0 | | |
4,830,000 (2) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 4,520,011 | | | | | | 0.1 | | |
3,111,000 (2) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 2,993,513 | | | | | | 0.0 | | |
4,084,000 (2) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 4,468,549 | | | | | | 0.1 | | |
10,865,000 (2) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 11,806,018 | | | | | | 0.1 | | |
4,085,000 (2) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 4,542,765 | | | | | | 0.1 | | |
1,000,000 (2) | | | Total Play Telecomunicaciones SA de CV, 7.500%, 11/12/2025 | | | | | 1,001,000 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
10,674,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | $ | 9,769,041 | | | | | | 0.1 | | |
3,959,000 | | | Verizon Communications, Inc., 2.875%, 11/20/2050 | | | | | 3,525,435 | | | | | | 0.0 | | |
1,518,000 (2) | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 1,342,799 | | | | | | 0.0 | | |
2,312,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 2,350,445 | | | | | | 0.0 | | |
928,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 928,400 | | | | | | 0.0 | | |
7,589,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 7,514,345 | | | | | | 0.1 | | |
4,610,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | | 4,953,926 | | | | | | 0.1 | | |
1,159,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 1,249,519 | | | | | | 0.0 | | |
2,816,000 | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 3,274,016 | | | | | | 0.0 | | |
6,432,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 7,707,300 | | | | | | 0.1 | | |
2,090,000 | | | ViacomCBS, Inc., 5.500%, 05/15/2033 | | | | | 2,533,561 | | | | | | 0.0 | | |
9,660,000 (1)(2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 10,150,631 | | | | | | 0.1 | | |
7,365,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 8,213,812 | | | | | | 0.1 | | |
2,548,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 3,104,947 | | | | | | 0.0 | | |
1,093,000 | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 1,080,293 | | | | | | 0.0 | | |
2,705,000 | | | Walt Disney Co/The, 3.500%, 05/13/2040 | | | | | 2,866,156 | | | | | | 0.0 | | |
3,472,000 | | | Walt Disney Co/The, 4.750%, 11/15/2046 | | | | | 4,355,906 | | | | | | 0.1 | | |
10,050,000 (2) | | | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | | | | | 9,887,240 | | | | | | 0.1 | | |
| | | | | | | | 398,984,478 | | | | | | 4.0 | | |
| | | Consumer, Cyclical: 2.2% | | ||||||||||||
10,165,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 9,821,931 | | | | | | 0.1 | | |
4,800,000 (2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 5,064,000 | | | | | | 0.1 | | |
4,255,409 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 4,670,481 | | | | | | 0.1 | | |
4,770,000 (2) | | | Allison Transmission, Inc., 3.750%, 01/30/2031 | | | | | 4,629,881 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
512,086 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | $ | 517,056 | | | | | | 0.0 | | |
4,162,449 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 4,157,735 | | | | | | 0.0 | | |
608,745 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 616,641 | | | | | | 0.0 | | |
9,508,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 9,833,649 | | | | | | 0.1 | | |
3,681,000 (2) | | | BMW US Capital LLC, 2.550%, 04/01/2031 | | | | | 3,695,758 | | | | | | 0.0 | | |
4,340,000 (2) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 4,580,414 | | | | | | 0.1 | | |
2,485,177 (2) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 2,613,228 | | | | | | 0.0 | | |
1,146,903 | | | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 1,199,696 | | | | | | 0.0 | | |
299,149 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 309,453 | | | | | | 0.0 | | |
2,925,000 | | | Cummins, Inc., 2.600%, 09/01/2050 | | | | | 2,625,911 | | | | | | 0.0 | | |
4,640,000 (2) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 4,779,490 | | | | | | 0.1 | | |
6,383,000 (2) | | | Daimler Finance North America LLC, 2.550%, 08/15/2022 | | | | | 6,545,738 | | | | | | 0.1 | | |
2,890,000 | | | Dana, Inc., 5.375%, 11/15/2027 | | | | | 3,039,919 | | | | | | 0.0 | | |
6,625,000 | | | Dana, Inc., 5.625%, 06/15/2028 | | | | | 7,099,582 | | | | | | 0.1 | | |
810,680 | | | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | | | | | 829,494 | | | | | | 0.0 | | |
1,352,364 | | | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | | | | | 1,447,880 | | | | | | 0.0 | | |
4,897,275 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 4,973,089 | | | | | | 0.1 | | |
1,470,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 1,570,005 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
4,762,884 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | $ | 5,183,317 | | | | | | 0.1 | | |
1,650,000 (1) | | | Falabella SA, 3.750%, 10/30/2027 | | | | | 1,785,112 | | | | | | 0.0 | | |
5,600,000 | | | Ford Motor Credit Co. LLC, 4.000%, 11/13/2030 | | | | | 5,562,144 | | | | | | 0.1 | | |
3,510,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 3,772,197 | | | | | | 0.0 | | |
2,200,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 2,611,882 | | | | | | 0.0 | | |
2,333,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 2,746,093 | | | | | | 0.0 | | |
3,665,000 | | | General Motors Financial Co., Inc., 4.150%, 06/19/2023 | | | | | 3,933,326 | | | | | | 0.0 | | |
1,732,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 1,925,309 | | | | | | 0.0 | | |
2,509,000 | | | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | | | | | 2,722,010 | | | | | | 0.0 | | |
10,150,000 (2) | | | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | | | | | 9,883,562 | | | | | | 0.1 | | |
4,653,000 (1)(2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 4,879,909 | | | | | | 0.1 | | |
4,240,000 | | | Home Depot, Inc./The, 3.300%, 04/15/2040 | | | | | 4,467,228 | | | | | | 0.1 | | |
5,725,000 (2) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 5,730,782 | | | | | | 0.1 | | |
3,631,000 | | | Lowe’s Cos, Inc., 4.050%, 05/03/2047 | | | | | 3,987,845 | | | | | | 0.0 | | |
2,795,000 | | | McDonald’s Corp., 3.500%, 07/01/2027 | | | | | 3,077,089 | | | | | | 0.0 | | |
595,000 | | | McDonald’s Corp., 3.625%, 05/01/2043 | | | | | 620,413 | | | | | | 0.0 | | |
2,325,000 | | | McDonald’s Corp., 3.625%, 09/01/2049 | | | | | 2,433,449 | | | | | | 0.0 | | |
3,095,000 | | | McDonald’s Corp., 4.450%, 09/01/2048 | | | | | 3,615,187 | | | | | | 0.0 | | |
4,625,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 4,978,373 | | | | | | 0.1 | | |
4,750,000 (2) | | | Michaels Stores, Inc., 4.750%, 10/01/2027 | | | | | 5,172,750 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,679,000 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | $ | 2,940,202 | | | | | | 0.0 | | |
4,602,000 (2) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 4,878,007 | | | | | | 0.1 | | |
3,578,000 (2) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 3,928,717 | | | | | | 0.0 | | |
2,331,000 | | | Ralph Lauren Corp., 1.700%, 06/15/2022 | | | | | 2,368,394 | | | | | | 0.0 | | |
4,610,000 (2) | | | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | | | | | 4,598,475 | | | | | | 0.1 | | |
4,414,000 | | | Toyota Motor Credit Corp., 1.150%, 08/13/2027 | | | | | 4,281,364 | | | | | | 0.0 | | |
4,238,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 4,212,461 | | | | | | 0.0 | | |
930,733 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 968,745 | | | | | | 0.0 | | |
1,785,483 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 1,851,135 | | | | | | 0.0 | | |
3,107,179 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 3,185,726 | | | | | | 0.0 | | |
4,207,071 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 4,283,328 | | | | | | 0.0 | | |
2,584,739 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 2,685,306 | | | | | | 0.0 | | |
4,959,000 | | | WW Grainger, Inc., 1.850%, 02/15/2025 | | | | | 5,113,768 | | | | | | 0.1 | | |
9,800,000 (2) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 9,931,075 | | | | | | 0.1 | | |
| | | | | | | | 218,935,711 | | | | | | 2.2 | | |
| | | Consumer, Non-cyclical: 6.4% | | ||||||||||||
2,740,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 2,820,128 | | | | | | 0.0 | | |
5,636,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 5,953,512 | | | | | | 0.1 | | |
8,167,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 8,472,057 | | | | | | 0.1 | | |
3,188,000 | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 3,396,777 | | | | | | 0.0 | | |
1,609,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,803,813 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
3,810,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | $ | 4,401,952 | | | | | | 0.1 | | |
4,325,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 5,034,212 | | | | | | 0.1 | | |
2,526,000 | | | AbbVie, Inc., 4.450%, 05/14/2046 | | | | | 2,917,205 | | | | | | 0.0 | | |
7,965,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 9,362,152 | | | | | | 0.1 | | |
2,298,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,706,281 | | | | | | 0.0 | | |
1,849,000 | | | Aetna, Inc., 2.800%, 06/15/2023 | | | | | 1,929,471 | | | | | | 0.0 | | |
1,764,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 2,013,921 | | | | | | 0.0 | | |
3,398,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | | 4,750,087 | | | | | | 0.1 | | |
8,045,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 7,666,000 | | | | | | 0.1 | | |
2,800,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 2,990,232 | | | | | | 0.0 | | |
2,486,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 2,377,309 | | | | | | 0.0 | | |
4,971,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 4,536,713 | | | | | | 0.1 | | |
3,473,000 | | | Altria Group, Inc., 4.400%, 02/14/2026 | | | | | 3,919,679 | | | | | | 0.0 | | |
533,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 612,817 | | | | | | 0.0 | | |
1,325,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 1,619,680 | | | | | | 0.0 | | |
1,326,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 1,654,683 | | | | | | 0.0 | | |
4,907,000 | | | AmerisourceBergen Corp., 2.700%, 03/15/2031 | | | | | 4,902,296 | | | | | | 0.1 | | |
9,003,000 | | | AmerisourceBergen Corp., 3.400%, 05/15/2024 | | | | | 9,663,713 | | | | | | 0.1 | | |
968,000 | | | Amgen, Inc., 1.900%, 02/21/2025 | | | | | 1,001,011 | | | | | | 0.0 | | |
4,134,000 | | | Amgen, Inc., 4.950%, 10/01/2041 | | | | | 5,140,931 | | | | | | 0.1 | | |
2,960,000 (2) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 2,952,600 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,410,000 (2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | $ | 2,468,744 | | | | | | 0.0 | | |
10,519,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 12,342,546 | | | | | | 0.1 | | |
10,000,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 11,972,496 | | | | | | 0.1 | | |
2,495,000 | | | Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043 | | | | | 2,656,904 | | | | | | 0.0 | | |
4,324,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 5,411,718 | | | | | | 0.1 | | |
4,196,000 | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 4,366,831 | | | | | | 0.1 | | |
1,598,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 1,728,629 | | | | | | 0.0 | | |
4,225,000 | | | Anthem, Inc., 4.650%, 08/15/2044 | | | | | 5,053,188 | | | | | | 0.1 | | |
2,250,000 | | | Anthem, Inc., 5.100%, 01/15/2044 | | | | | 2,802,801 | | | | | | 0.0 | | |
7,854,000 | | | AstraZeneca PLC, 3.375%, 11/16/2025 | | | | | 8,554,984 | | | | | | 0.1 | | |
3,222,000 | | | Automatic Data Processing, Inc., 1.250%, 09/01/2030 | | | | | 2,954,358 | | | | | | 0.0 | | |
14,471,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 14,261,142 | | | | | | 0.2 | | |
2,393,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 2,317,334 | | | | | | 0.0 | | |
1,005,000 | | | BAT Capital Corp., 3.215%, 09/06/2026 | | | | | 1,062,747 | | | | | | 0.0 | | |
2,393,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 2,282,962 | | | | | | 0.0 | | |
4,880,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 5,122,181 | | | | | | 0.1 | | |
9,725,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 9,786,462 | | | | | | 0.1 | | |
8,862,000 (2) | | | Bayer US Finance LLC, 3.000%, 10/08/2021 | | | | | 8,979,093 | | | | | | 0.1 | | |
5,532,000 | | | Becton Dickinson and Co., 2.894%, 06/06/2022 | | | | | 5,676,287 | | | | | | 0.1 | | |
2,720,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 2,923,147 | | | | | | 0.0 | | |
4,160,000 | | | Biogen, Inc., 2.250%, 05/01/2030 | | | | | 4,038,934 | | | | | | 0.0 | | |
2,418,000 | | | Bristol-Myers Squibb Co., 1.450%, 11/13/2030 | | | | | 2,262,078 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,418,000 (1) | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | $ | 2,153,217 | | | | | | 0.0 | | |
2,196,000 | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 2,443,345 | | | | | | 0.0 | | |
3,421,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 3,989,391 | | | | | | 0.0 | | |
7,916,000 | | | Cardinal Health, Inc., 3.079%, 06/15/2024 | | | | | 8,418,939 | | | | | | 0.1 | | |
5,377,000 (2) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 5,811,864 | | | | | | 0.1 | | |
4,450,000 | | | Centene Corp., 3.375%, 02/15/2030 | | | | | 4,498,661 | | | | | | 0.1 | | |
4,750,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 5,147,100 | | | | | | 0.1 | | |
9,915,000 | | | Central Garden & Pet Co., 4.125%, 10/15/2030 | | | | | 10,032,741 | | | | | | 0.1 | | |
6,698,000 | | | Cigna Corp., 3.050%, 11/30/2022 | | | | | 6,956,269 | | | | | | 0.1 | | |
3,471,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 3,736,170 | | | | | | 0.0 | | |
2,145,000 | | | Cigna Corp., 3.400%, 03/15/2050 | | | | | 2,113,097 | | | | | | 0.0 | | |
1,882,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 2,253,429 | | | | | | 0.0 | | |
1,375,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 1,651,766 | | | | | | 0.0 | | |
4,165,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 5,113,949 | | | | | | 0.1 | | |
4,945,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 4,839,782 | | | | | | 0.1 | | |
4,125,000 | | | Coca-Cola Co/The, 2.500%, 06/01/2040 | | | | | 3,882,374 | | | | | | 0.0 | | |
4,475,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 4,130,265 | | | | | | 0.1 | | |
2,465,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 2,726,247 | | | | | | 0.0 | | |
3,492,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 3,866,425 | | | | | | 0.0 | | |
2,326,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 2,749,986 | | | | | | 0.0 | | |
9,602,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 11,806,389 | | | | | | 0.1 | | |
7,379,000 (2) | | | Danone SA, 2.947%, 11/02/2026 | | | | | 7,877,388 | | | | | | 0.1 | | |
6,060,000 (2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 5,790,966 | | | | | | 0.1 | | |
4,330,000 (2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 4,417,076 | | | | | | 0.1 | | |
6,370,000 | | | DENTSPLY SIRONA, Inc., 3.250%, 06/01/2030 | | | | | 6,667,928 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,942,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | $ | 1,877,988 | | | | | | 0.0 | | |
1,963,000 | | | Element Fleet Management Corp., 1.600%, 04/06/2024 | | | | | 1,960,703 | | | | | | 0.0 | | |
5,250,000 (2) | | | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | | | | | 5,141,719 | | | | | | 0.1 | | |
1,525,000 | | | Encompass Health Corp., 4.750%, 02/01/2030 | | | | | 1,571,346 | | | | | | 0.0 | | |
3,460,000 | | | General Mills, Inc., 3.700%, 10/17/2023 | | | | | 3,713,135 | | | | | | 0.0 | | |
4,340,000 | | | General Mills, Inc., 4.000%, 04/17/2025 | | | | | 4,800,687 | | | | | | 0.1 | | |
2,056,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 2,058,587 | | | | | | 0.0 | | |
1,582,000 | | | Gilead Sciences, Inc., 2.800%, 10/01/2050 | | | | | 1,408,773 | | | | | | 0.0 | | |
1,540,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 1,673,920 | | | | | | 0.0 | | |
1,644,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 1,913,764 | | | | | | 0.0 | | |
4,928,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 4,854,690 | | | | | | 0.1 | | |
11,343,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 11,924,297 | | | | | | 0.1 | | |
3,439,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 3,814,957 | | | | | | 0.0 | | |
3,076,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 3,452,613 | | | | | | 0.0 | | |
1,425,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 1,714,580 | | | | | | 0.0 | | |
1,449,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 1,655,842 | | | | | | 0.0 | | |
622,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 762,932 | | | | | | 0.0 | | |
1,820,000 | | | HCA, Inc., 5.500%, 06/15/2047 | | | | | 2,268,799 | | | | | | 0.0 | | |
2,509,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 2,530,032 | | | | | | 0.0 | | |
1,173,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 1,112,837 | | | | | | 0.0 | | |
5,172,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 5,400,565 | | | | | | 0.1 | | |
4,873,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 5,477,416 | | | | | | 0.1 | | |
3,350,000 (2) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 3,522,018 | | | | | | 0.0 | | |
3,695,000 | | | Illumina, Inc., 2.550%, 03/23/2031 | | | | | 3,666,440 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,290,000 (2) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | $ | 2,366,525 | | | | | | 0.0 | | |
2,151,000 (1) | | | Johnson & Johnson, 0.550%, 09/01/2025 | | | | | 2,134,603 | | | | | | 0.0 | | |
2,152,000 | | | Johnson & Johnson, 0.950%, 09/01/2027 | | | | | 2,093,456 | | | | | | 0.0 | | |
2,629,000 | | | Johnson & Johnson, 2.100%, 09/01/2040 | | | | | 2,380,907 | | | | | | 0.0 | | |
5,375,000 | | | Kaiser Foundation Hospitals, 3.266%, 11/01/2049 | | | | | 5,550,612 | | | | | | 0.1 | | |
4,825,000 | | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | | | | | 5,229,171 | | | | | | 0.1 | | |
3,495,000 | | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | | | | | 4,825,688 | | | | | | 0.1 | | |
1,500,000 | | | Kroger Co., 3.875%, 10/15/2046 | | | | | 1,571,885 | | | | | | 0.0 | | |
251,000 | | | Kroger Co/The, 5.150%, 08/01/2043 | | | | | 307,708 | | | | | | 0.0 | | |
2,414,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | | 2,588,599 | | | | | | 0.0 | | |
5,806,000 | | | Laboratory Corp. of America Holdings, 3.750%, 08/23/2022 | | | | | 6,016,485 | | | | | | 0.1 | | |
1,434,000 | | | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | | | | | 1,541,582 | | | | | | 0.0 | | |
1,280,000 | | | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | | | | | 1,456,347 | | | | | | 0.0 | | |
3,585,000 (2) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 3,470,634 | | | | | | 0.0 | | |
3,336,000 (2) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 3,798,187 | | | | | | 0.0 | | |
4,269,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 4,183,112 | | | | | | 0.1 | | |
1,484,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 1,786,391 | | | | | | 0.0 | | |
4,946,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 5,705,832 | | | | | | 0.1 | | |
8,641,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | | 9,012,401 | | | | | | 0.1 | | |
1,938,000 | | | Pfizer, Inc., 2.550%, 05/28/2040 | | | | | 1,851,422 | | | | | | 0.0 | | |
1,890,000 | | | Pfizer, Inc., 2.700%, 05/28/2050 | | | | | 1,773,146 | | | | | | 0.0 | | |
1,689,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 1,793,296 | | | | | | 0.0 | | |
9,620,000 (2) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 9,595,758 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,430,000 (2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | $ | 1,435,362 | | | | | | 0.0 | | |
8,405,000 (2) | | | Post Holdings, Inc., 5.500%, 12/15/2029 | | | | | 9,010,790 | | | | | | 0.1 | | |
9,220,000 (2) | | | Prestige Brands, Inc., 3.750%, 04/01/2031 | | | | | 8,816,625 | | | | | | 0.1 | | |
2,383,000 | | | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | | | | | 2,425,296 | | | | | | 0.0 | | |
7,354,000 | | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | | | | | 6,809,923 | | | | | | 0.1 | | |
6,783,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 8,011,741 | | | | | | 0.1 | | |
818,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 988,654 | | | | | | 0.0 | | |
1,626,000 (2) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 1,594,069 | | | | | | 0.0 | | |
2,055,000 (2) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 1,997,392 | | | | | | 0.0 | | |
13,571,000 (2) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 13,119,471 | | | | | | 0.1 | | |
2,050,000 (2) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 1,958,789 | | | | | | 0.0 | | |
1,815,000 | | | S&P Global, Inc., 2.300%, 08/15/2060 | | | | | 1,478,256 | | | | | | 0.0 | | |
2,250,000 (2) | | | SC Johnson & Son, Inc., 4.750%, 10/15/2046 | | | | | 2,740,620 | | | | | | 0.0 | | |
6,336,000 | | | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/2023 | | | | | 6,660,595 | | | | | | 0.1 | | |
6,130,000 | | | Smith & Nephew PLC, 2.032%, 10/14/2030 | | | | | 5,777,593 | | | | | | 0.1 | | |
1,717,000 | | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | | | | | 1,705,604 | | | | | | 0.0 | | |
8,820,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 8,900,642 | | | | | | 0.1 | | |
1,823,000 | | | Takeda Pharmaceutical Co. Ltd., 3.025%, 07/09/2040 | | | | | 1,766,959 | | | | | | 0.0 | | |
1,125,000 | | | Takeda Pharmaceutical Co. Ltd., 3.175%, 07/09/2050 | | | | | 1,077,501 | | | | | | 0.0 | | |
1,375,000 | | | Takeda Pharmaceutical Co. Ltd., 3.375%, 07/09/2060 | | | | | 1,324,154 | | | | | | 0.0 | | |
9,795,000 (2) | | | Tenet Healthcare Corp., 5.125%, 11/01/2027 | | | | | 10,267,119 | | | | | | 0.1 | | |
1,732,000 | | | Thermo Fisher Scientific, Inc., 2.600%, 10/01/2029 | | | | | 1,777,584 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
4,500,000 (1) | | | United Rentals North America, Inc., 4.000%, 07/15/2030 | | | | $ | 4,585,500 | | | | | | 0.1 | | |
4,325,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 4,561,231 | | | | | | 0.1 | | |
2,117,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 2,281,899 | | | | | | 0.0 | | |
9,504,000 (2) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 9,745,500 | | | | | | 0.1 | | |
5,715,000 (2) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 5,838,848 | | | | | | 0.1 | | |
2,025,000 | | | Zimmer Biomet Holdings, Inc., 3.550%, 03/20/2030 | | | | | 2,167,375 | | | | | | 0.0 | | |
| | | | | | | | 634,837,041 | | | | | | 6.4 | | |
| | | Energy: 4.3% | | ||||||||||||
9,895,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 9,690,916 | | | | | | 0.1 | | |
2,621,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 2,478,903 | | | | | | 0.0 | | |
2,005,000 | | | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | | | | | 1,791,668 | | | | | | 0.0 | | |
5,828,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 6,218,856 | | | | | | 0.1 | | |
4,856,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 5,214,920 | | | | | | 0.1 | | |
4,845,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 4,500,001 | | | | | | 0.1 | | |
3,610,000 (3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 3,876,237 | | | | | | 0.0 | | |
1,140,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 1,531,061 | | | | | | 0.0 | | |
1,220,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 1,613,617 | | | | | | 0.0 | | |
4,095,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 4,323,540 | | | | | | 0.1 | | |
2,150,000 | | | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | | | | | 2,452,016 | | | | | | 0.0 | | |
265,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 285,930 | | | | | | 0.0 | | |
4,468,000 | | | Chevron USA, Inc., 4.200%, 10/15/2049 | | | | | 5,101,174 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
2,013,000 | | | Chevron USA, Inc., 4.950%, 08/15/2047 | | | | $ | 2,536,911 | | | | | | 0.0 | | |
3,728,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | | 4,061,634 | | | | | | 0.1 | | |
7,625,000 (2) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 7,533,479 | | | | | | 0.1 | | |
10,185,000 (2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | | | | | 10,025,859 | | | | | | 0.1 | | |
3,662,000 | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | | 3,865,011 | | | | | | 0.0 | | |
2,473,000 | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 2,471,010 | | | | | | 0.0 | | |
4,245,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 4,479,556 | | | | | | 0.1 | | |
7,532,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 7,822,761 | | | | | | 0.1 | | |
1,979,000 | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 2,030,790 | | | | | | 0.0 | | |
1,436,000 | | | Diamondback Energy, Inc., 4.750%, 05/31/2025 | | | | | 1,606,201 | | | | | | 0.0 | | |
8,250,000 | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | | | 10,060,132 | | | | | | 0.1 | | |
7,100,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 7,485,586 | | | | | | 0.1 | | |
400,000 (2) | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 421,723 | | | | | | 0.0 | | |
5,373,000 (3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 5,762,542 | | | | | | 0.1 | | |
645,000 | | | Energy Transfer Operating L.P., 4.900%, 03/15/2035 | | | | | 681,768 | | | | | | 0.0 | | |
8,457,000 | | | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | | | | | 8,957,228 | | | | | | 0.1 | | |
3,075,000 | | | Energy Transfer Operating L.P., 5.800%, 06/15/2038 | | | | | 3,494,968 | | | | | | 0.0 | | |
1,263,000 | | | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | | 1,360,267 | | | | | | 0.0 | | |
1,775,000 (1)(2) | | | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA, 5.375%, 12/30/2030 | | | | | 1,751,029 | | | | | | 0.0 | | |
1,389,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | | 1,395,690 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
3,800,000 (3) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | $ | 3,580,212 | | | | | | 0.0 | | |
1,989,000 | | | EOG Resources, Inc., 4.950%, 04/15/2050 | | | | | 2,432,331 | | | | | | 0.0 | | |
2,642,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 2,796,858 | | | | | | 0.0 | | |
1,850,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 2,083,987 | | | | | | 0.0 | | |
825,000 (2) | | | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | | | | | 801,280 | | | | | | 0.0 | | |
1,000,000 (2) | | | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | | | | | 967,334 | | | | | | 0.0 | | |
1,800,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | | | 1,975,079 | | | | | | 0.0 | | |
3,450,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | | | 3,768,345 | | | | | | 0.0 | | |
3,250,000 (2) | | | Gazprom PJSC via Gaz Finance PLC, 2.950%, 01/27/2029 | | | | | 3,093,210 | | | | | | 0.0 | | |
9,050,000 | | | Gazprom PJSC Via Gaz Finance PLC, 3.250%, 02/25/2030 | | | | | 8,673,882 | | | | | | 0.1 | | |
9,800,000 | | | Gazprom PJSC Via Gaz Finance PLC, 4.599%, 12/31/2199 | | | | | 9,900,538 | | | | | | 0.1 | | |
163,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 172,753 | | | | | | 0.0 | | |
136,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 149,656 | | | | | | 0.0 | | |
2,450,000 | | | Halliburton Co., 4.850%, 11/15/2035 | | | | | 2,756,203 | | | | | | 0.0 | | |
10,597,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 12,247,652 | | | | | | 0.1 | | |
9,740,000 (2) | | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | | | 9,614,208 | | | | | | 0.1 | | |
5,775,000 | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | | | 6,597,343 | | | | | | 0.1 | | |
2,650,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 3,144,864 | | | | | | 0.0 | | |
1,575,000 (2) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 1,869,117 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,295,000 | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | $ | 1,427,760 | | | | | | 0.0 | | |
3,850,000 | | | Marathon Petroleum Corp., 4.700%, 05/01 / 2025 | | | | | 4,330,248 | | | | | | 0.1 | | |
2,663,000 | | | Marathon Petroleum Corp., 5.125%, 04/01/2024 | | | | | 2,686,282 | | | | | | 0.0 | | |
1,443,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 1,532,329 | | | | | | 0.0 | | |
2,897,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 2,903,430 | | | | | | 0.0 | | |
2,026,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 1,987,840 | | | | | | 0.0 | | |
1,095,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 1,188,372 | | | | | | 0.0 | | |
1,388,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 1,591,187 | | | | | | 0.0 | | |
2,671,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 3,035,645 | | | | | | 0.0 | | |
3,230,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 3,800,417 | | | | | | 0.0 | | |
1,910,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 1,946,731 | | | | | | 0.0 | | |
5,000,000 (2) | | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | | | 4,651,497 | | | | | | 0.1 | | |
6,075,000 (2) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | | 6,161,421 | | | | | | 0.1 | | |
750,000 | | | Pertamina Persero PT, 5.625%, 05/20/2043 | | | | | 851,120 | | | | | | 0.0 | | |
16,250,000 | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | | | 17,154,800 | | | | | | 0.2 | | |
10,500,000 | | | Petrobras Global Finance BV, 5.750%, 02/01/2029 | | | | | 11,476,080 | | | | | | 0.1 | | |
4,750,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 5,018,043 | | | | | | 0.1 | | |
4,000,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 4,225,720 | | | | | | 0.1 | | |
7,000,000 | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 6,733,265 | | | | | | 0.1 | | |
8,500,000 | | | Petroleos Mexicanos, 6.500%, 03/13/2027 | | | | | 8,896,355 | | | | | | 0.1 | | |
2,225,000 | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | | | 2,251,555 | | | | | | 0.0 | | |
3,900,000 (2) | | | Petroleos Mexicanos, 6.875%, 10/16/2025 | | | | | 4,229,803 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
2,225,000 | | | Petroleos Mexicanos, 6.875%, 08/04/2026 | | | | $ | 2,385,689 | | | | | | 0.0 | | |
4,200,000 (1)(2) | | | Petronas Energy Canada Ltd., 2.112%, 03/23/2028 | | | | | 4,149,897 | | | | | | 0.1 | | |
1,425,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 1,425,587 | | | | | | 0.0 | | |
2,828,000 | | | Pioneer Natural Resources Co., 1.900%, 08/15/2030 | | | | | 2,626,786 | | | | | | 0.0 | | |
8,387,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 8,371,648 | | | | | | 0.1 | | |
3,962,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 4,350,466 | | | | | | 0.1 | | |
3,468,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 3,802,177 | | | | | | 0.0 | | |
4,825,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 4,725,739 | | | | | | 0.1 | | |
510,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | | | | | 518,923 | | | | | | 0.0 | | |
1,450,000 (2) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 1,493,224 | | | | | | 0.0 | | |
1,890,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 2,074,657 | | | | | | 0.0 | | |
2,203,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 2,509,374 | | | | | | 0.0 | | |
3,750,000 (2) | | | Saudi Arabian Oil Co., 2.250%, 11/24/2030 | | | | | 3,595,799 | | | | | | 0.0 | | |
1,750,000 (2) | | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | | | 1,586,565 | | | | | | 0.0 | | |
2,675,000 (2) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 2,887,010 | | | | | | 0.0 | | |
5,190,000 (2) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 5,297,255 | | | | | | 0.1 | | |
4,235,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 4,578,621 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
3,245,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | $ | 3,695,545 | | | | | | 0.0 | | |
325,000 | | | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | | | | | 352,233 | | | | | | 0.0 | | |
1,003,000 | | | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | | | | | 1,059,231 | | | | | | 0.0 | | |
3,000,000 (2) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | | 2,997,372 | | | | | | 0.0 | | |
4,282,000 | | | Total Capital International SA, 2.986%, 06/29/2041 | | | | | 4,115,311 | | | | | | 0.1 | | |
4,687,000 | | | Total Capital International SA, 3.127%, 05/29/2050 | | | | | 4,424,834 | | | | | | 0.1 | | |
1,290,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 1,357,549 | | | | | | 0.0 | | |
4,932,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 5,159,986 | | | | | | 0.1 | | |
9,740,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 9,798,830 | | | | | | 0.1 | | |
10,875,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 11,935,960 | | | | | | 0.1 | | |
2,235,000 | | | Williams Cos, Inc./The, 5.100%, 09/15/2045 | | | | | 2,568,643 | | | | | | 0.0 | | |
2,726,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 3,172,440 | | | | | | 0.0 | | |
1,846,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 1,890,970 | | | | | | 0.0 | | |
2,768,000 | | | Williams Partners L.P., 3.750%, 06/15/2027 | | | | | 3,019,756 | | | | | | 0.0 | | |
9,195,000 | | | WPX Energy, Inc., 5.750%, 06/01/2026 | | | | | 9,642,797 | | | | | | 0.1 | | |
| | | | | | | | 433,158,610 | | | | | | 4.3 | | |
| | | Financial: 11.8% | | ||||||||||||
1,000,000 (3) | | | ABN AMRO Bank NV, 4.400%, 03/27/2028 | | | | | 1,058,478 | | | | | | 0.0 | | |
6,000,000 (2) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 6,726,582 | | | | | | 0.1 | | |
5,468,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 5,084,628 | | | | | | 0.1 | | |
2,485,000 | | | Alexandria Real Estate Equities, Inc., 3.000%, 05/18/2051 | | | | | 2,266,736 | | | | | | 0.0 | | |
3,163,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 3,446,619 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,670,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | $ | 4,055,357 | | | | | | 0.0 | | |
1,147,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | | 1,283,498 | | | | | | 0.0 | | |
4,248,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 4,820,314 | | | | | | 0.1 | | |
2,121,000 | | | American International Group, Inc., 4.750%, 04/01/2048 | | | | | 2,529,976 | | | | | | 0.0 | | |
2,202,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 2,610,210 | | | | | | 0.0 | | |
3,085,000 | | | American Tower Corp., 3.700%, 10/15/2049 | | | | | 3,123,683 | | | | | | 0.0 | | |
3,420,000 (2) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 3,693,767 | | | | | | 0.0 | | |
2,525,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 2,689,642 | | | | | | 0.0 | | |
4,663,000 (2) | | | Athene Global Funding, 2.550%, 11/19/2030 | | | | | 4,505,153 | | | | | | 0.1 | | |
5,689,000 (2) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 5,937,072 | | | | | | 0.1 | | |
3,452,000 (2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 3,629,935 | | | | | | 0.0 | | |
1,137,000 (2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 1,187,461 | | | | | | 0.0 | | |
2,027,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 2,156,722 | | | | | | 0.0 | | |
5,189,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 5,806,830 | | | | | | 0.1 | | |
1,759,000 (2) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 1,683,277 | | | | | | 0.0 | | |
5,232,000 (2) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 4,921,350 | | | | | | 0.1 | | |
1,151,000 (2) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 1,148,005 | | | | | | 0.0 | | |
4,600,000 (2) | | | Banco Bradesco SA/ Cayman Islands, 3.200%, 01/27/2025 | | | | | 4,713,712 | | | | | | 0.1 | | |
4,250,000 (1) | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | | | 4,775,937 | | | | | | 0.1 | | |
3,325,000 (2)(3) | | | Banco de Credito del Peru, 3.250%, 09/30/2031 | | | | | 3,333,312 | | | | | | 0.0 | | |
764,000 | | | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | | | | | 845,095 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,750,000 (2) | | | Banco Nacional de Panama, 2.500%, 08/11/2030 | | | | $ | 3,486,750 | | | | | | 0.0 | | |
1,600,000 | | | Banco Santander SA, 1.849%, 03/25/2026 | | | | | 1,597,690 | | | | | | 0.0 | | |
5,200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 5,438,442 | | | | | | 0.1 | | |
1,600,000 | | | Banco Santander SA, 2.958%, 03/25/2031 | | | | | 1,592,134 | | | | | | 0.0 | | |
4,600,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 4,813,936 | | | | | | 0.1 | | |
4,175,000 | | | Bancolombia SA, 3.000%, 01/29/2025 | | | | | 4,273,008 | | | | | | 0.0 | | |
7,100,000 (2)(3) | | | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | | | | 7,488,228 | | | | | | 0.1 | | |
9,365,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 9,347,009 | | | | | | 0.1 | | |
5,462,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 5,393,580 | | | | | | 0.1 | | |
4,961,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 4,663,992 | | | | | | 0.1 | | |
3,901,000 (3) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 3,674,267 | | | | | | 0.0 | | |
1,495,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 1,532,103 | | | | | | 0.0 | | |
3,402,000 (3) | | | Bank of America Corp., 2.592%, 04/29/2031 | | | | | 3,398,991 | | | | | | 0.0 | | |
7,858,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 7,372,814 | | | | | | 0.1 | | |
5,000,000 (3) | | | Bank of America Corp., 2.884%, 10/22/2030 | | | | | 5,146,003 | | | | | | 0.1 | | |
3,625,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 3,808,041 | | | | | | 0.0 | | |
2,750,000 (3) | | | Bank of America Corp., 3.419%, 12/20/2028 | | | | | 2,954,947 | | | | | | 0.0 | | |
7,787,000 (3) | | | Bank of America Corp., 3.499%, 05/17/2022 | | | | | 7,816,109 | | | | | | 0.1 | | |
2,300,000 (3) | | | Bank of America Corp., 3.550%, 03/05/2024 | | | | | 2,427,350 | | | | | | 0.0 | | |
1,941,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 2,129,828 | | | | | | 0.0 | | |
1,718,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 1,895,312 | | | | | | 0.0 | | |
2,645,000 (3) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 2,933,152 | | | | | | 0.0 | | |
2,000,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 2,224,520 | | | | | | 0.0 | | |
7,307,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 8,132,076 | | | | | | 0.1 | | |
4,495,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | | 5,044,405 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
9,614,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | $ | 10,815,944 | | | | | | 0.1 | | |
5,594,000 (3) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 6,152,114 | | | | | | 0.1 | | |
2,940,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 3,051,071 | | | | | | 0.0 | | |
2,417,000 | | | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | | | | | 2,563,193 | | | | | | 0.0 | | |
4,740,000 (3) | | | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | | | | | 5,051,086 | | | | | | 0.1 | | |
3,962,000 | | | Bank of Nova Scotia, 4.500%, 12/16/2025 | | | | | 4,504,886 | | | | | | 0.1 | | |
4,952,000 (2) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 4,939,664 | | | | | | 0.1 | | |
13,595,000 (2) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 14,275,245 | | | | | | 0.1 | | |
2,980,000 (2) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 3,031,286 | | | | | | 0.0 | | |
6,041,000 (3) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 6,038,418 | | | | | | 0.1 | | |
3,687,000 (3) | | | Barclays PLC, 3.564%, 09/23/2035 | | | | | 3,696,918 | | | | | | 0.0 | | |
4,548,000 (3) | | | Barclays PLC, 3.932%, 05/07/2025 | | | | | 4,911,094 | | | | | | 0.1 | | |
2,475,000 (3) | | | Barclays PLC, 4.610%, 02/15/2023 | | | | | 2,557,571 | | | | | | 0.0 | | |
2,575,000 | | | Berkshire Hathaway Finance Corp., 1.450%, 10/15/2030 | | | | | 2,406,356 | | | | | | 0.0 | | |
1,687,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 1,557,914 | | | | | | 0.0 | | |
7,558,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 8,771,992 | | | | | | 0.1 | | |
5,406,000 (2)(3) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 5,290,670 | | | | | | 0.1 | | |
5,150,000 (2)(3) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 5,284,057 | | | | | | 0.1 | | |
2,641,000 (2)(3) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 2,486,918 | | | | | | 0.0 | | |
9,060,000 (2)(3) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 9,540,359 | | | | | | 0.1 | | |
4,499,000 (2) | | | BNP Paribas SA, 3.375%, 01/09/2025 | | | | | 4,834,635 | | | | | | 0.1 | | |
3,062,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 3,173,826 | | | | | | 0.0 | | |
7,345,000 (2)(3) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 7,110,862 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
8,130,000 (2) | | | BPCE SA, 2.700%, 10/01/2029 | | | | $ | 8,253,606 | | | | | | 0.1 | | |
2,094,000 (2) | | | BPCE SA, 5.150%, 07/21/2024 | | | | | 2,345,594 | | | | | | 0.0 | | |
7,020,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 7,848,478 | | | | | | 0.1 | | |
2,998,000 | | | Brookfield Finance LLC, 3.450%, 04/15/2050 | | | | | 2,845,410 | | | | | | 0.0 | | |
3,394,000 | | | Brookfield Finance, Inc., 4.350%, 04/15/2030 | | | | | 3,837,471 | | | | | | 0.0 | | |
1,394,000 | | | Camden Property Trust, 2.800%, 05/15/2030 | | | | | 1,432,232 | | | | | | 0.0 | | |
11,000,000 (1) | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 11,417,639 | | | | | | 0.1 | | |
12,153,000 (3) | | | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | | | | | 12,481,064 | | | | | | 0.1 | | |
2,002,000 (1) | | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | | | | | 2,133,407 | | | | | | 0.0 | | |
2,119,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 2,320,540 | | | | | | 0.0 | | |
3,146,000 | | | Capital One Financial Corp., 3.750%, 03/09/2027 | | | | | 3,456,243 | | | | | | 0.0 | | |
4,932,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 4,790,508 | | | | | | 0.1 | | |
4,675,000 | | | Charles Schwab Corp./ The, 1.650%, 03/11/2031 | | | | | 4,370,756 | | | | | | 0.1 | | |
1,971,000 | | | Charles Schwab Corp./ The, 2.000%, 03/20/2028 | | | | | 1,981,004 | | | | | | 0.0 | | |
3,329,000 (3) | | | Charles Schwab Corp./ The, 5.375%, 12/31/2199 | | | | | 3,685,769 | | | | | | 0.0 | | |
2,787,000 (3) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 2,845,248 | | | | | | 0.0 | | |
2,141,000 (3) | | | Citigroup, Inc., 2.572%, 06/03/2031 | | | | | 2,141,063 | | | | | | 0.0 | | |
3,170,000 (3) | | | Citigroup, Inc., 2.876%, 07/24/2023 | | | | | 3,265,907 | | | | | | 0.0 | | |
4,915,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 5,702,540 | | | | | | 0.1 | | |
1,147,000 (2) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,200,607 | | | | | | 0.0 | | |
1,201,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 1,244,610 | | | | | | 0.0 | | |
638,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | | 672,393 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,977,000 (2) | | | Commonwealth Bank of Australia, 2.688%, 03/11/2031 | | | | $ | 2,894,442 | | | | | | 0.0 | | |
1,520,000 (2) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 1,589,053 | | | | | | 0.0 | | |
3,693,000 (1)(2)(3) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 3,622,491 | | | | | | 0.0 | | |
4,027,000 (2)(3) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 3,996,510 | | | | | | 0.0 | | |
6,000,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 6,319,929 | | | | | | 0.1 | | |
9,163,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 10,153,661 | | | | | | 0.1 | | |
1,500,000 | | | Cooperatieve Rabobank UA, 4.625%, 12/01/2023 | | | | | 1,644,702 | | | | | | 0.0 | | |
2,700,000 (2) | | | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | | | | | 2,671,204 | | | | | | 0.0 | | |
15,084,000 (2)(3) | | | Credit Agricole SA/ London, 1.907%, 06/16/2026 | | | | | 15,302,390 | | | | | | 0.2 | | |
3,611,000 | | | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | | | | | 3,631,796 | | | | | | 0.0 | | |
4,068,000 (2) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 4,489,546 | | | | | | 0.1 | | |
3,222,000 (2)(3) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 3,277,642 | | | | | | 0.0 | | |
6,870,000 (2)(3) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 7,105,127 | | | | | | 0.1 | | |
8,409,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 8,760,752 | | | | | | 0.1 | | |
1,732,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 1,677,825 | | | | | | 0.0 | | |
2,910,000 | | | Crown Castle International Corp., 2.900%, 04/01/2041 | | | | | 2,681,166 | | | | | | 0.0 | | |
1,033,000 | | | Crown Castle International Corp., 4.150%, 07/01/2050 | | | | | 1,113,094 | | | | | | 0.0 | | |
4,910,000 (2)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 4,861,044 | | | | | | 0.1 | | |
2,005,000 (2) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 2,072,723 | | | | | | 0.0 | | |
4,404,000 (3) | | | Deutsche Bank AG/New York NY, 3.547%, 09/18/2031 | | | | | 4,552,983 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,897,000 | | | Discover Bank, 4.250%, 03/13/2026 | | | | $ | 3,242,454 | | | | | | 0.0 | | |
2,404,000 (3) | | | Discover Bank, 4.682%, 08/09/2028 | | | | | 2,566,066 | | | | | | 0.0 | | |
1,671,000 (2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 1,616,178 | | | | | | 0.0 | | |
6,000,000 | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 6,025,620 | | | | | | 0.1 | | |
10,050,000 (2) | | | ESH Hospitality, Inc., 4.625%, 10/01/2027 | | | | | 10,641,844 | | | | | | 0.1 | | |
1,862,000 | | | Essex Portfolio L.P., 3.250%, 05/01/2023 | | | | | 1,949,620 | | | | | | 0.0 | | |
8,087,000 (2) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 8,320,132 | | | | | | 0.1 | | |
1,903,000 | | | First Horizon Bank, 5.750%, 05/01/2030 | | | | | 2,292,725 | | | | | | 0.0 | | |
750,000 | | | Fondo MIVIVIENDA SA, 3.500%, 01/31/2023 | | | | | 782,741 | | | | | | 0.0 | | |
2,848,000 | | | Franklin Resources, Inc., 1.600%, 10/30/2030 | | | | | 2,638,089 | | | | | | 0.0 | | |
2,511,000 (2) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 2,844,950 | | | | | | 0.0 | | |
4,509,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 5,167,417 | | | | | | 0.1 | | |
4,945,000 (3) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 4,903,045 | | | | | | 0.1 | | |
5,493,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 6,135,129 | | | | | | 0.1 | | |
1,680,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 2,106,231 | | | | | | 0.0 | | |
792,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 1,121,448 | | | | | | 0.0 | | |
4,139,000 (2) | | | Guardian Life Global Funding, 1.250%, 11/19/2027 | | | | | 4,002,022 | | | | | | 0.0 | | |
2,059,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 2,692,712 | | | | | | 0.0 | | |
3,779,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 3,721,727 | | | | | | 0.0 | | |
2,569,000 (3) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 2,572,077 | | | | | | 0.0 | | |
5,105,000 (3) | | | HSBC Holdings PLC, 2.013%, 09/22/2028 | | | | | 5,020,997 | | | | | | 0.1 | | |
6,500,000 (3) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 6,616,258 | | | | | | 0.1 | | |
4,759,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 4,976,221 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
8,523,000 (3) | | | HSBC Holdings PLC, 3.262%, 03/13/2023 | | | | $ | 8,738,306 | | | | | | 0.1 | | |
2,924,000 (3) | | | HSBC Holdings PLC, 3.973%, 05/22/2030 | | | | | 3,167,391 | | | | | | 0.0 | | |
4,593,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 5,030,869 | | | | | | 0.1 | | |
4,085,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 4,575,875 | | | | | | 0.1 | | |
4,751,000 (3) | | | HSBC Holdings PLC, 4.700%, 12/31/2199 | | | | | 4,691,612 | | | | | | 0.1 | | |
1,883,000 | | | HSBC Holdings PLC, 4.950%, 03/31/2030 | | | | | 2,200,182 | | | | | | 0.0 | | |
4,831,000 (3) | | | HSBC Holdings PLC, 6.000%, 12/31/2199 | | | | | 5,300,815 | | | | | | 0.1 | | |
6,599,000 | | | ING Groep NV, 3.550%, 04/09/2024 | | | | | 7,106,994 | | | | | | 0.1 | | |
3,483,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 3,208,885 | | | | | | 0.0 | | |
3,301,000 | | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | | | | | 3,030,356 | | | | | | 0.0 | | |
2,889,000 | | | Intercontinental Exchange, Inc., 4.250%, 09/21/2048 | | | | | 3,219,324 | | | | | | 0.0 | | |
2,500,000 (2) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | | 2,551,162 | | | | | | 0.0 | | |
1,200,000 (2)(3) | | | Itau Unibanco Holding SA/Cayman Island, 3.875%, 04/15/2031 | | | | | 1,166,886 | | | | | | 0.0 | | |
3,479,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 3,394,783 | | | | | | 0.0 | | |
11,469,000 (3) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 10,879,507 | | | | | | 0.1 | | |
9,423,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 9,532,129 | | | | | | 0.1 | | |
5,000,000 (3) | | | JPMorgan Chase & Co., 2.301%, 10/15/2025 | | | | | 5,207,328 | | | | | | 0.1 | | |
9,967,000 (3) | | | JPMorgan Chase & Co., 2.522%, 04/22/2031 | | | | | 9,954,015 | | | | | | 0.1 | | |
7,515,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 6,898,982 | | | | | | 0.1 | | |
8,459,000 (3) | | | JPMorgan Chase & Co., 3.207%, 04/01/2023 | | | | | 8,689,841 | | | | | | 0.1 | | |
10,000 (3) | | | JPMorgan Chase & Co., 3.559%, 04/23/2024 | | | | | 10,601 | | | | | | 0.0 | | |
4,270,000 (3) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 4,571,775 | | | | | | 0.1 | | |
3,700,000 | | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | | | | 4,058,293 | | | | | | 0.0 | | |
2,423,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 2,676,621 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,145,000 (3) | | | JPMorgan Chase & Co., 4.452%, 12/05/2029 | | | | $ | 4,751,069 | | | | | | 0.1 | | |
2,200,000 (3) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 2,537,637 | | | | | | 0.0 | | |
2,990,000 | | | Kilroy Realty L.P., 3.450%, 12/15/2024 | | | | | 3,199,769 | | | | | | 0.0 | | |
4,649,000 | | | Kimco Realty Corp., 3.700%, 10/01/2049 | | | | | 4,677,332 | | | | | | 0.1 | | |
2,641,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 2,769,801 | | | | | | 0.0 | | |
2,500,000 (2) | | | Kookmin Bank, 2.500%, 11/04/2030 | | | | | 2,432,062 | | | | | | 0.0 | | |
2,631,000 (2) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 2,723,450 | | | | | | 0.0 | | |
2,545,000 (3) | | | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | | | | | 2,637,150 | | | | | | 0.0 | | |
2,849,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 2,952,768 | | | | | | 0.0 | | |
4,164,000 (2) | | | LSEGA Financing PLC, 2.500%, 04/06/2031 | | | | | 4,113,597 | | | | | | 0.0 | | |
5,345,000 (2) | | | LSEGA Financing PLC, 3.200%, 04/06/2041 | | | | | 5,312,986 | | | | | | 0.1 | | |
5,560,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 5,533,267 | | | | | | 0.1 | | |
4,310,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 4,642,873 | | | | | | 0.1 | | |
7,183,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 7,182,533 | | | | | | 0.1 | | |
4,479,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | | | | | 4,622,668 | | | | | | 0.1 | | |
725,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | | | | | 768,446 | | | | | | 0.0 | | |
2,750,000 (2)(3) | | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | | | 2,751,031 | | | | | | 0.0 | | |
5,500,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,740,620 | | | | | | 0.1 | | |
5,774,000 (3) | | | Mizuho Financial Group, Inc., 1.241%, 07/10/2024 | | | | | 5,835,995 | | | | | | 0.1 | | |
3,417,000 (3) | | | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | | | | | 3,517,513 | | | | | | 0.0 | | |
2,726,000 (3) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 2,853,590 | | | | | | 0.0 | | |
660,000 (2) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 719,641 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
8,188,000 (3) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | $ | 7,649,169 | | | | | | 0.1 | | |
5,414,000 (3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 5,597,183 | | | | | | 0.1 | | |
8,737,000 (3) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 8,057,922 | | | | | | 0.1 | | |
5,350,000 (3) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 5,815,459 | | | | | | 0.1 | | |
3,840,000 | | | Morgan Stanley, 3.700%, 10/23/2024 | | | | | 4,205,989 | | | | | | 0.0 | | |
3,210,000 | | | Morgan Stanley, 3.875%, 04/29/2024 | | | | | 3,508,642 | | | | | | 0.0 | | |
2,750,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 3,059,862 | | | | | | 0.0 | | |
3,524,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 3,913,116 | | | | | | 0.0 | | |
2,439,000 (3) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 2,860,311 | | | | | | 0.0 | | |
10,040,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 9,865,003 | | | | | | 0.1 | | |
3,787,000 | | | Nasdaq, Inc., 2.500%, 12/21/2040 | | | | | 3,332,876 | | | | | | 0.0 | | |
5,050,000 (2) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 4,780,366 | | | | | | 0.1 | | |
3,590,000 (2)(3) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 3,806,908 | | | | | | 0.0 | | |
5,105,000 (2) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 5,250,089 | | | | | | 0.1 | | |
9,520,000 (2)(3) | | | Nationwide Building Society, 4.363%, 08/01/2024 | | | | | 10,284,054 | | | | | | 0.1 | | |
3,595,000 (3) | | | Natwest Group PLC, 3.032%, 11/28/2035 | | | | | 3,434,411 | | | | | | 0.0 | | |
2,910,000 (3) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 3,032,193 | | | | | | 0.0 | | |
6,418,000 | | | Natwest Group PLC, 3.875%, 09/12/2023 | | | | | 6,884,938 | | | | | | 0.1 | | |
459,000 (3) | | | Natwest Group PLC, 4.269%, 03/22/2025 | | | | | 500,920 | | | | | | 0.0 | | |
5,954,000 (3) | | | Natwest Group PLC, 4.519%, 06/25/2024 | | | | | 6,431,229 | | | | | | 0.1 | | |
5,075,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 5,094,691 | | | | | | 0.1 | | |
1,000,000 (2)(3) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 1,041,710 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,915,000 (2) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | $ | 4,174,066 | | | | | | 0.0 | | |
3,680,000 (2)(3) | | | Nippon Life Insurance Co., 2.750%, 01/21/2051 | | | | | 3,496,000 | | | | | | 0.0 | | |
1,345,000 (2)(3) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 1,463,649 | | | | | | 0.0 | | |
DKK 3 (4) | | | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | | | | | — | | | | | | — | | |
3,885,000 | | | Northern Trust Corp., 1.950%, 05/01/2030 | | | | | 3,794,634 | | | | | | 0.0 | | |
4,068,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 4,113,863 | | | | | | 0.0 | | |
7,860,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 8,497,265 | | | | | | 0.1 | | |
2,000,000 (2)(3) | | | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | | | | | 1,983,820 | | | | | | 0.0 | | |
8,396,000 | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 8,816,629 | | | | | | 0.1 | | |
5,456,000 (2) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 5,847,361 | | | | | | 0.1 | | |
3,412,000 | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | | 3,327,995 | | | | | | 0.0 | | |
1,580,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,706,136 | | | | | | 0.0 | | |
2,335,000 | | | Prologis L.P., 3.000%, 04/15/2050 | | | | | 2,244,612 | | | | | | 0.0 | | |
4,970,000 | | | Public Storage, 0.875%, 02/15/2026 | | | | | 4,864,738 | | | | | | 0.1 | | |
4,895,000 (2) | | | Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.875%, 03/01/2031 | | | | | 4,723,675 | | | | | | 0.1 | | |
4,520,000 (2) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 4,754,475 | | | | | | 0.1 | | |
3,152,000 | | | Regency Centers L.P., 2.950%, 09/15/2029 | | | | | 3,208,430 | | | | | | 0.0 | | |
3,622,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 3,879,914 | | | | | | 0.0 | | |
1,250,000 | | | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | | | | | 1,346,230 | | | | | | 0.0 | | |
3,008,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | | 3,189,679 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,410,000 | | | Royal Bank of Canada, 0.854%, (US0003M + 0.660)%, 10/05/2023 | | | | $ | 4,463,804 | | | | | | 0.1 | | |
3,572,000 (2) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 3,861,231 | | | | | | 0.0 | | |
2,604,000 (2)(3) | | | Scentre Group Trust 2, 5.125%, 09/24/2080 | | | | | 2,712,587 | | | | | | 0.0 | | |
3,482,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 3,382,058 | | | | | | 0.0 | | |
5,780,000 (2) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | | 5,676,914 | | | | | | 0.1 | | |
2,815,000 (2)(3) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 2,750,919 | | | | | | 0.0 | | |
6,104,000 (2)(3) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 5,935,892 | | | | | | 0.1 | | |
5,250,000 (3) | | | State Street Corp., 3.031%, 11/01/2034 | | | | | 5,425,962 | | | | | | 0.1 | | |
4,770,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | | | | | 4,477,286 | | | | | | 0.1 | | |
3,225,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | | | | 3,382,073 | | | | | | 0.0 | | |
300,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | | | | | 320,767 | | | | | | 0.0 | | |
3,351,000 (2) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 3,299,942 | | | | | | 0.0 | | |
6,340,000 | | | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | | | | | 6,824,189 | | | | | | 0.1 | | |
1,354,000 | | | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | | | | | 1,544,878 | | | | | | 0.0 | | |
4,600,000 | | | Truist Bank, 2.250%, 03/11/2030 | | | | | 4,493,868 | | | | | | 0.1 | | |
3,293,000 | | | Truist Bank, 3.200%, 04/01/2024 | | | | | 3,531,360 | | | | | | 0.0 | | |
3,244,000 | | | Truist Financial Corp., 1.125%, 08/03/2027 | | | | | 3,115,451 | | | | | | 0.0 | | |
4,450,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 4,399,041 | | | | | | 0.1 | | |
3,609,000 (3) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 3,943,915 | | | | | | 0.0 | | |
500,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 472,350 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,500,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | | $ | 3,369,128 | | | | | | 0.0 | | |
3,180,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 3,508,351 | | | | | | 0.0 | | |
4,162,000 (2)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 4,188,596 | | | | | | 0.0 | | |
3,853,000 (2)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 3,799,563 | | | | | | 0.0 | | |
5,650,000 (2)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 5,349,132 | | | | | | 0.1 | | |
7,779,000��(2)(3) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 8,021,260 | | | | | | 0.1 | | |
5,000,000 | | | US Bank NA/Cincinnati OH, 2.050%, 01/21/2025 | | | | | 5,189,270 | | | | | | 0.1 | | |
8,766,000 (2) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 8,613,835 | | | | | | 0.1 | | |
1,005,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 1,245,894 | | | | | | 0.0 | | |
5,928,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 5,824,859 | | | | | | 0.1 | | |
9,500,000 (3) | | | Wells Fargo & Co., 1.654%, 06/02/2024 | | | | | 9,707,759 | | | | | | 0.1 | | |
5,017,000 (3) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 5,144,831 | | | | | | 0.1 | | |
9,435,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 9,860,228 | | | | | | 0.1 | | |
2,500,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 2,456,781 | | | | | | 0.0 | | |
6,670,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 7,215,524 | | | | | | 0.1 | | |
4,723,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 5,112,364 | | | | | | 0.1 | | |
1,556,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 1,840,862 | | | | | | 0.0 | | |
3,115,000 (3) | | | Wells Fargo & Co., 5.013%, 04/04/2051 | | | | | 4,001,554 | | | | | | 0.0 | | |
4,455,000 (3) | | | Wells Fargo Bank NA, 2.082%, 09/09/2022 | | | | | 4,489,352 | | | | | | 0.1 | | |
2,270,000 | | | Westpac Banking Corp., 2.350%, 02/19/2025 | | | | | 2,378,116 | | | | | | 0.0 | | |
4,347,000 | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | | 4,049,847 | | | | | | 0.0 | | |
3,004,000 | | | WP Carey, Inc., 2.400%, 02/01/2031 | | | | | 2,880,502 | | | | | | 0.0 | | |
6,067,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 6,770,232 | | | | | | 0.1 | | |
2,000,000 | | | XLIT Ltd., 5.250%, 12/15/2043 | | | | | 2,581,380 | | | | | | 0.0 | | |
2,296,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 2,932,727 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
750,000 (2)(3) | | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | | $ | 732,844 | | | | | | 0.0 | | |
| | | | | | | | 1,174,567,809 | | | | | | 11.8 | | |
| | | Industrial: 2.6% | | ||||||||||||
8,300,000 | | | AECOM, 5.125%, 03/15/2027 | | | | | 9,052,187 | | | | | | 0.1 | | |
4,943,000 | | | Agilent Technologies, Inc., 2.300%, 03/12/2031 | | | | | 4,819,526 | | | | | | 0.1 | | |
8,620,000 (2) | | | Airbus Finance BV, 2.700%, 04/17/2023 | | | | | 8,976,854 | | | | | | 0.1 | | |
3,878,000 (2) | | | BAE Systems PLC, 3.400%, 04/15/2030 | | | | | 4,122,606 | | | | | | 0.1 | | |
3,482,000 (2) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 3,467,776 | | | | | | 0.0 | | |
5,800,000 (2) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 6,137,125 | | | | | | 0.1 | | |
3,395,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 3,514,801 | | | | | | 0.0 | | |
1,709,000 (1) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 1,790,134 | | | | | | 0.0 | | |
1,269,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 1,228,636 | | | | | | 0.0 | | |
3,324,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 3,703,810 | | | | | | 0.0 | | |
2,599,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 3,279,614 | | | | | | 0.0 | | |
9,445,000 (2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 9,915,361 | | | | | | 0.1 | | |
4,885,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 5,338,197 | | | | | | 0.1 | | |
1,165,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | | | | | 1,377,184 | | | | | | 0.0 | | |
2,728,000 | | | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | | | | | 3,518,202 | | | | | | 0.0 | | |
5,082,000 | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 5,134,092 | | | | | | 0.1 | | |
4,460,000 (2) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 4,691,362 | | | | | | 0.1 | | |
5,287,000 (2) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 5,365,437 | | | | | | 0.1 | | |
4,350,000 (2) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 4,712,159 | | | | | | 0.1 | | |
2,715,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 3,300,101 | | | | | | 0.0 | | |
890,000 | | | CSX Corp., 4.500%, 08/01/2054 | | | | | 1,052,125 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,550,000 (2) | | | ENA Master Trust, 4.000%, 05/19/2048 | | | | $ | 1,575,187 | | | | | | 0.0 | | |
1,428,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 1,560,262 | | | | | | 0.0 | | |
4,000,000 | | | FedEx Corp., 4.050%, 02/15/2048 | | | | | 4,366,450 | | | | | | 0.1 | | |
2,096,000 | | | FedEx Corp., 4.250%, 05/15/2030 | | | | | 2,387,945 | | | | | | 0.0 | | |
2,647,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 3,008,610 | | | | | | 0.0 | | |
2,926,604 | | | FedEx Corp. 2020-1 Class AA Pass Through Trust, 1.875%, 08/20/2035 | | | | | 2,845,465 | | | | | | 0.0 | | |
2,800,000 | | | GATX Corp., 4.000%, 06/30/2030 | | | | | 3,089,536 | | | | | | 0.0 | | |
5,327,000 | | | General Dynamics Corp., 3.500%, 04/01/2027 | | | | | 5,883,268 | | | | | | 0.1 | | |
3,906,000 | | | General Dynamics Corp., 4.250%, 04/01/2040 | | | | | 4,607,102 | | | | | | 0.1 | | |
2,518,000 | | | General Electric Co., 3.625%, 05/01/2030 | | | | | 2,714,126 | | | | | | 0.0 | | |
7,705,000 (2) | | | GFL Environmental, Inc., 3.500%, 09/01/2028 | | | | | 7,483,481 | | | | | | 0.1 | | |
1,755,000 (2) | | | GFL Environmental, Inc., 3.750%, 08/01/2025 | | | | | 1,784,616 | | | | | | 0.0 | | |
2,000,000 (2) | | | Klabin Austria GmbH, 3.200%, 01/12/2031 | | | | | 1,904,690 | | | | | | 0.0 | | |
3,379,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 3,700,852 | | | | | | 0.0 | | |
434,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 462,091 | | | | | | 0.0 | | |
3,618,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 3,557,056 | | | | | | 0.0 | | |
7,252,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 7,663,235 | | | | | | 0.1 | | |
2,335,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,496,466 | | | | | | 0.0 | | |
3,686,000 | | | Raytheon Technologies Corp., 3.500%, 03/15/2027 | | | | | 4,041,962 | | | | | | 0.0 | | |
211,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 225,924 | | | | | | 0.0 | | |
538,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 624,083 | | | | | | 0.0 | | |
8,741,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 10,446,003 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
534,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | $ | 676,514 | | | | | | 0.0 | | |
3,147,000 | | | Republic Services, Inc., 1.450%, 02/15/2031 | | | | | 2,879,644 | | | | | | 0.0 | | |
2,591,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 2,405,724 | | | | | | 0.0 | | |
2,498,000 | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | | 2,415,679 | | | | | | 0.0 | | |
6,902,000 | | | Ryder System, Inc., 3.750%, 06/09/2023 | | | | | 7,358,209 | | | | | | 0.1 | | |
3,300,000 (2) | | | Sealed Air Corp., 4.000%, 12/01/2027 | | | | | 3,386,625 | | | | | | 0.0 | | |
10,190,000 (2) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 10,059,466 | | | | | | 0.1 | | |
633,000 (1)(2) | | | Siemens Financieringsmaatschappij NV, 1.700%, 03/11/2028 | | | | | 622,022 | | | | | | 0.0 | | |
3,775,000 (2) | | | Siemens Financieringsmaatschappij NV, 2.150%, 03/11/2031 | | | | | 3,686,872 | | | | | | 0.0 | | |
9,748,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 10,038,685 | | | | | | 0.1 | | |
4,875,000 (2) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 4,625,156 | | | | | | 0.1 | | |
7,120,000 (2) | | | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | | | | | 7,195,009 | | | | | | 0.1 | | |
4,150,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 4,227,377 | | | | | | 0.1 | | |
5,735,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 5,993,075 | | | | | | 0.1 | | |
7,409,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 7,362,647 | | | | | | 0.1 | | |
2,825,000 | | | Teledyne Technologies, Inc., 2.250%, 04/01/2028 | | | | | 2,813,192 | | | | | | 0.0 | | |
5,745,000 (2) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 6,254,860 | | | | | | 0.1 | | |
2,431,000 | | | United Parcel Service, Inc., 2.800%, 11/15/2024 | | | | | 2,600,531 | | | | | | 0.0 | | |
2,283,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 2,113,500 | | | | | | 0.0 | | |
3,540,000 | | | WRKCo, Inc., 3.000%, 06/15/2033 | | | | | 3,593,852 | | | | | | 0.0 | | |
| | | | | | | | 261,234,338 | | | | | | 2.6 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrials: 0.0% | | ||||||||||||
506,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | $ | 687,269 | | | | | | 0.0 | | |
| | | Technology: 1.9% | | ||||||||||||
562,000 | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 615,578 | | | | | | 0.0 | | |
4,971,000 | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 4,744,094 | | | | | | 0.1 | | |
799,000 | | | Apple, Inc., 2.550%, 08/20/2060 | | | | | 689,120 | | | | | | 0.0 | | |
2,605,000 | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 2,373,165 | | | | | | 0.0 | | |
8,535,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 7,814,757 | | | | | | 0.1 | | |
9,863,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 8,878,356 | | | | | | 0.1 | | |
7,492,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 8,315,036 | | | | | | 0.1 | | |
9,223,000 | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 10,135,571 | | | | | | 0.1 | | |
963,000 | | | Apple, Inc., 4.450%, 05/06/2044 | | | | | 1,171,539 | | | | | | 0.0 | | |
6,265,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 6,194,519 | | | | | | 0.1 | | |
2,487,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 2,446,651 | | | | | | 0.0 | | |
2,143,000 (2) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 2,539,198 | | | | | | 0.0 | | |
2,465,000 | | | Fidelity National Information Services, Inc., 2.250%, 03/01/2031 | | | | | 2,424,037 | | | | | | 0.0 | | |
2,695,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 2,849,148 | | | | | | 0.0 | | |
2,895,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 3,039,092 | | | | | | 0.0 | | |
2,139,000 (2) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 2,166,770 | | | | | | 0.0 | | |
1,975,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 1,873,457 | | | | �� | | 0.0 | | |
12,903,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 13,000,573 | | | | | | 0.1 | | |
2,590,000 | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 3,336,526 | | | | | | 0.0 | | |
7,595,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 8,280,288 | | | | | | 0.1 | | |
5,058,000 | | | International Business Machines Corp., 3.500%, 05/15/2029 | | | | | 5,506,258 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
9,650,000 (2) | | | J2 Global, Inc., 4.625%, 10/15/2030 | | | | $ | 9,764,594 | | | | | | 0.1 | | |
5,223,000 (2) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 5,442,579 | | | | | | 0.1 | | |
6,701,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 7,089,767 | | | | | | 0.1 | | |
6,002,000 | | | Microsoft Corp., 2.525%, 06/01/2050 | | | | | 5,476,231 | | | | | | 0.1 | | |
9,677,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 9,561,275 | | | | | | 0.1 | | |
2,332,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 2,382,301 | | | | | | 0.0 | | |
1,820,000 | | | NVIDIA Corp., 3.500%, 04/01/2040 | | | | | 1,961,778 | | | | | | 0.0 | | |
1,855,000 | | | NVIDIA Corp., 3.700%, 04/01/2060 | | | | | 2,003,989 | | | | | | 0.0 | | |
4,533,000 (2) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 5,297,391 | | | | | | 0.1 | | |
2,761,000 (2) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 2,919,938 | | | | | | 0.0 | | |
9,810,000 (2) | | | ON Semiconductor Corp., 3.875%, 09/01/2028 | | | | | 10,103,319 | | | | | | 0.1 | | |
4,912,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 4,977,526 | | | | | | 0.1 | | |
370,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 394,175 | | | | | | 0.0 | | |
2,443,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 2,522,820 | | | | | | 0.0 | | |
8,841,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 9,152,464 | | | | | | 0.1 | | |
10,360,000 (2) | | | Seagate HDD Cayman, 3.375%, 07/15/2031 | | | | | 9,973,572 | | | | | | 0.1 | | |
2,755,000 (2) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | | 2,692,674 | | | | | | 0.0 | | |
2,915,000 (2) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 2,805,579 | | | | | | 0.0 | | |
| | | | | | | | 192,915,705 | | | | | | 1.9 | | |
| | | Utilities: 4.1% | | ||||||||||||
1,059,000 | | | AEP Texas, Inc., 3.450%, 01/15/2050 | | | | | 1,037,816 | | | | | | 0.0 | | |
2,870,000 (2) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 2,799,796 | | | | | | 0.0 | | |
3,943,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 4,222,776 | | | | | | 0.1 | | |
2,480,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 2,537,808 | | | | | | 0.0 | | |
10,755,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 11,465,203 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
3,136,000 | | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | | | | $ | 2,925,095 | | | | | | 0.0 | | |
7,500,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 8,679,375 | | | | | | 0.1 | | |
5,385,000 (2) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 5,554,737 | | | | | | 0.1 | | |
2,812,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 2,810,610 | | | | | | 0.0 | | |
2,011,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 2,042,228 | | | | | | 0.0 | | |
2,595,000 | | | Arizona Public Service Co., 4.200%, 08/15/2048 | | | | | 2,924,765 | | | | | | 0.0 | | |
9,776,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 10,476,405 | | | | | | 0.1 | | |
2,510,000 (1) | | | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | | | | | 2,446,244 | | | | | | 0.0 | | |
3,953,000 (1) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 3,679,989 | | | | | | 0.1 | | |
3,615,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 3,558,775 | | | | | | 0.0 | | |
3,250,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 3,358,402 | | | | | | 0.0 | | |
1,720,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 1,867,138 | | | | | | 0.0 | | |
2,750,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 3,070,748 | | | | | | 0.0 | | |
1,432,000 (1) | | | CenterPoint Energy Houston Electric LLC, 2.900%, 07/01/2050 | | | | | 1,343,764 | | | | | | 0.0 | | |
566,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 596,078 | | | | | | 0.0 | | |
4,750,000 (2) | | | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | | | | | 4,791,705 | | | | | | 0.1 | | |
2,166,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,217,523 | | | | | | 0.0 | | |
3,430,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 3,399,987 | | | | | | 0.0 | | |
5,860,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 6,343,450 | | | | | | 0.1 | | |
2,519,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 2,719,275 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,864,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | $ | 1,957,115 | | | | | | 0.0 | | |
2,591,000 | | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | | | | | 3,065,967 | | | | | | 0.0 | | |
831,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 1,017,487 | | | | | | 0.0 | | |
4,148,000 | | | Consumers Energy Co., 2.500%, 05/01/2060 | | | | | 3,456,341 | | | | | | 0.0 | | |
633,000 | | | Delmarva Power & Light Co., 3.500%, 11/15/2023 | | | | | 678,510 | | | | | | 0.0 | | |
4,865,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 5,134,034 | | | | | | 0.1 | | |
1,476,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 1,473,624 | | | | | | 0.0 | | |
7,263,000 | | | DTE Electric Co., 2.950%, 03/01/2050 | | | | | 6,909,233 | | | | | | 0.1 | | |
1,476,000 | | | DTE Electric Co., 3.250%, 04/01/2051 | | | | | 1,475,952 | | | | | | 0.0 | | |
1,790,000 | | | DTE Electric Co., 3.950%, 03/01/2049 | | | | | 2,005,973 | | | | | | 0.0 | | |
1,210,000 | | | DTE Electric Co., 4.050%, 05/15/2048 | | | | | 1,374,233 | | | | | | 0.0 | | |
6,817,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 6,733,561 | | | | | | 0.1 | | |
1,472,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 1,483,543 | | | | | | 0.0 | | |
1,539,000 | | | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | | | | | 1,659,221 | | | | | | 0.0 | | |
2,322,000 | | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | | | | | 2,281,297 | | | | | | 0.0 | | |
1,472,000 | | | Duke Energy Carolinas LLC, 3.450%, 04/15/2051 | | | | | 1,507,657 | | | | | | 0.0 | | |
2,340,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 2,489,940 | | | | | | 0.0 | | |
2,185,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 2,418,178 | | | | | | 0.0 | | |
2,155,000 (3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 2,282,145 | | | | | | 0.0 | | |
3,383,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 3,045,512 | | | | | | 0.0 | | |
3,500,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 3,460,406 | | | | | | 0.0 | | |
1,200,000 | | | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | | | | | 1,258,511 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,890,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | $ | 1,840,840 | | | | | | 0.0 | | |
2,588,000 | | | Duke Energy Ohio, Inc., 3.700%, 06/15/2046 | | | | | 2,709,361 | | | | | | 0.0 | | |
3,723,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 3,931,193 | | | | | | 0.1 | | |
4,000,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 4,503,803 | | | | | | 0.1 | | |
3,677,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 4,170,394 | | | | | | 0.1 | | |
2,390,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 2,295,517 | | | | | | 0.0 | | |
3,391,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 2,988,660 | | | | | | 0.0 | | |
4,202,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 4,106,865 | | | | | | 0.1 | | |
3,955,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 3,829,771 | | | | | | 0.1 | | |
1,869,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 1,884,958 | | | | | | 0.0 | | |
1,758,000 | | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | | | | | 1,616,592 | | | | | | 0.0 | | |
6,480,000 | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 6,970,532 | | | | | | 0.1 | | |
5,263,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 5,955,120 | | | | | | 0.1 | | |
464,000 | | | Entergy Mississippi LLC, 3.100%, 07/01/2023 | | | | | 487,098 | | | | | | 0.0 | | |
2,421,000 | | | Entergy Mississippi LLC, 3.500%, 06/01/2051 | | | | | 2,459,893 | | | | | | 0.0 | | |
2,172,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 2,411,379 | | | | | | 0.0 | | |
2,882,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 2,830,796 | | | | | | 0.0 | | |
2,520,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 2,491,703 | | | | | | 0.0 | | |
2,943,000 | | | Eversource Energy, 0.800%, 08/15/2025 | | | | | 2,871,787 | | | | | | 0.0 | | |
2,871,000 (1) | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 2,865,022 | | | | | | 0.0 | | |
1,060,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 1,182,017 | | | | | | 0.0 | | |
1,585,000 | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 1,904,919 | | | | | | 0.0 | | |
1,725,000 | | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | | | | | 1,838,447 | | | | | | 0.0 | | |
3,055,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 3,188,751 | | | | | | 0.0 | | |
2,124,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 2,318,165 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,444,000 | | | Idaho Power Co., 4.200%, 03/01/2048 | | | | $ | 1,641,156 | | | | | | 0.0 | | |
6,060,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 6,379,180 | | | | | | 0.1 | | |
2,870,000 | | | Interstate Power and Light Co., 2.300%, 06/01/2030 | | | | | 2,836,647 | | | | | | 0.0 | | |
4,400,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 4,753,627 | | | | | | 0.1 | | |
3,462,000 (2) | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 3,785,353 | | | | | | 0.1 | | |
3,199,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,500,207 | | | | | | 0.0 | | |
3,950,000 (2) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 4,213,623 | | | | | | 0.1 | | |
1,423,000 | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 1,388,488 | | | | | | 0.0 | | |
1,950,000 (2) | | | Metropolitan Edison Co., 3.500%, 03/15/2023 | | | | | 2,019,911 | | | | | | 0.0 | | |
2,430,000 (1) | | | MidAmerican Energy Co., 3.150%, 04/15/2050 | | | | | 2,392,589 | | | | | | 0.0 | | |
4,552,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 5,035,157 | | | | | | 0.1 | | |
271,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 298,915 | | | | | | 0.0 | | |
3,392,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 3,614,713 | | | | | | 0.1 | | |
5,417,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 5,382,196 | | | | | | 0.1 | | |
2,880,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 2,957,635 | | | | | | 0.0 | | |
5,049,000 | | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | | | | | 5,384,440 | | | | | | 0.1 | | |
6,227,000 | | | NiSource, Inc., 0.950%, 08/15/2025 | | | | | 6,112,444 | | | | | | 0.1 | | |
6,788,000 (1) | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 7,368,427 | | | | | | 0.1 | | |
1,453,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 1,890,781 | | | | | | 0.0 | | |
1,310,000 (2) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 1,281,344 | | | | | | 0.0 | | |
3,375,000 (1)(2) | | | NRG Energy, Inc., 3.625%, 02/15/2031 | | | | | 3,296,953 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,992,000 (2) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | $ | 2,918,486 | | | | | | 0.0 | | |
7,408,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 7,411,221 | | | | | | 0.1 | | |
1,861,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 1,788,135 | | | | | | 0.0 | | |
4,188,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 4,088,496 | | | | | | 0.1 | | |
2,484,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 2,459,738 | | | | | | 0.0 | | |
1,138,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 1,289,358 | | | | | | 0.0 | | |
750,000 (2) | | | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | | | | | 866,134 | | | | | | 0.0 | | |
2,675,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 3,103,000 | | | | | | 0.0 | | |
4,500,000 (2) | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 5,220,000 | | | | | | 0.1 | | |
2,035,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 1,983,742 | | | | | | 0.0 | | |
4,226,000 | | | PPL Capital Funding, Inc., 4.125%, 04/15/2030 | | | | | 4,756,829 | | | | | | 0.1 | | |
1,200,000 (2) | | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | | | 1,222,086 | | | | | | 0.0 | | |
2,889,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 2,813,213 | | | | | | 0.0 | | |
2,541,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 2,345,176 | | | | | | 0.0 | | |
3,937,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 4,242,190 | | | | | | 0.1 | | |
3,344,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 3,586,440 | | | | | | 0.0 | | |
5,750,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 6,072,478 | | | | | | 0.1 | | |
5,098,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 5,157,225 | | | | | | 0.1 | | |
435,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 440,812 | | | | | | 0.0 | | |
1,570,000 (1) | | | Southern California Edison Co., 3.650%, 02/01/2050 | | | | | 1,555,842 | | | | | | 0.0 | | |
813,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 846,177 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,444,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | $ | 1,602,045 | | | | | | 0.0 | | |
1,680,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 2,225,545 | | | | | | 0.0 | | |
4,975,000 (3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 5,262,306 | | | | | | 0.1 | | |
4,444,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 4,461,632 | | | | | | 0.1 | | |
1,710,000 | | | Tucson Electric Power Co., 4.850%, 12/01/2048 | | | | | 2,047,890 | | | | | | 0.0 | | |
3,623,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | | 3,359,873 | | | | | | 0.0 | | |
2,500,000 | | | Union Electric Co., 3.250%, 10/01/2049 | | | | | 2,490,339 | | | | | | 0.0 | | |
2,260,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 2,458,346 | | | | | | 0.0 | | |
1,915,000 | | | Virginia Electric and Power Co., 3.450%, 09/01/2022 | | | | | 1,981,639 | | | | | | 0.0 | | |
5,165,000 | | | Virginia Electric and Power Co., 3.800%, 09/15/2047 | | | | | 5,631,500 | | | | | | 0.1 | | |
4,921,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 5,211,757 | | | | | | 0.1 | | |
4,673,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 4,520,051 | | | | | | 0.1 | | |
3,590,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 3,794,929 | | | | | | 0.1 | | |
| | | | | | | | 412,440,131 | | | | | | 4.1 | | |
| | | Total Corporate Bonds/Notes (Cost $3,834,556,751) | | | | | 3,906,653,042 | | | | | | 39.1 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 16.9% | | |||||||||||||||
685,607 (2)(3) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.886%, 09/25/2044 | | | | | 694,033 | | | | | | 0.0 | | |
2,561,166 | | | Alternative Loan Trust 2004-J7 MI, 1.129%, (US0001M + 1.020)%, 10/25/2034 | | | | | 2,510,189 | | | | | | 0.0 | | |
2,377,813 | | | Alternative Loan Trust 2005-10CB 1A1, 0.609%, (US0001M + 0.500)%, 05/25/2035 | | | | | 1,950,186 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,012,395 | | | Alternative Loan Trust 2005-51 3A2A, 1.549%, (12MTA + 1.290)%, 11/20/2035 | | | | $ | 1,900,770 | | | | | | 0.0 | | |
584,507 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 533,740 | | | | | | 0.0 | | |
738,219 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 715,598 | | | | | | 0.0 | | |
1,415,976 | | | Alternative Loan Trust 2005-J2 1A12, 0.509%, (US0001M + 0.400)%, 04/25/2035 | | | | | 1,185,565 | | | | | | 0.0 | | |
701,187 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 475,527 | | | | | | 0.0 | | |
150,295 | | | Alternative Loan Trust 2006-18CB A10, 0.509%, (US0001M + 0.400)%, 07/25/2036 | | | | | 67,917 | | | | | | 0.0 | | |
903,706 | | | Alternative Loan Trust 2006-19CB A28, 0.709%, (US0001M + 0.600)%, 08/25/2036 | | | | | 498,364 | | | | | | 0.0 | | |
783,068 | | | Alternative Loan Trust 2006-HY11 A1, 0.349%, (US0001M + 0.120)%, 06/25/2036 | | | | | 786,357 | | | | | | 0.0 | | |
1,005,912 | | | Alternative Loan Trust 2007-23CB A3, 0.609%, (US0001M + 0.500)%, 09/25/2037 | | | | | 447,340 | | | | | | 0.0 | | |
2,499,863 | | | Alternative Loan Trust 2007-2CB 2A1, 0.709%, (US0001M + 0.600)%, 03/25/2037 | | | | | 1,280,557 | | | | | | 0.0 | | |
998,009 | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | | | | | 666,398 | | | | | | 0.0 | | |
961,577 | | | Alternative Loan Trust 2007-8CB A3, 0.609%, (US0001M + 0.500)%, 05/25/2037 | | | | | 497,656 | | | | | | 0.0 | | |
1,942,044 | | | American Home Mortgage Assets Trust 2007-4 A4, 0.399%, (US0001M + 0.290)%, 08/25/2037 | | | | | 1,856,876 | | | | | | 0.0 | | |
2,004,505 (2)(3) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 2,044,597 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
791,844 | | | Banc of America Funding 2007-2 1A16 Trust, 0.709%, (US0001M + 0.600)%, 03/25/2037 | | | | $ | 618,957 | | | | | | 0.0 | | |
938,017 (5) | | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 110,322 | | | | | | 0.0 | | |
1,091,488 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.762%, 05/25/2035 | | | | | 1,114,903 | | | | | | 0.0 | | |
1,457,356 (3) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 2.986%, 09/25/2035 | | | | | 1,370,957 | | | | | | 0.0 | | |
3,008,253 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.299%, (US0001M + 0.190)%, 01/25/2037 | | | | | 2,828,702 | | | | | | 0.0 | | |
7,300,000 (2) | | | Bellemeade Re 2020-4 M2A Ltd., 2.709%, (US0001M + 2.600)%, 06/25/2030 | | | | | 7,307,042 | | | | | | 0.1 | | |
1,869,017 (2)(3) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.945%, 03/25/2050 | | | | | 1,926,141 | | | | | | 0.0 | | |
2,184,655 (2)(3) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.945%, 03/25/2050 | | | | | 2,268,882 | | | | | | 0.0 | | |
1,389,229 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.769%, 11/25/2034 | | | | | 1,406,069 | | | | | | 0.0 | | |
551,608 | | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | | | | | 406,745 | | | | | | 0.0 | | |
585,070 (2)(3) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 596,579 | | | | | | 0.0 | | |
698,067 (2)(3) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 712,923 | | | | | | 0.0 | | |
2,502,720 (2)(3) | | | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | | | | | 2,552,209 | | | | | | 0.0 | | |
2,907,200 (2)(3) | | | CIM Trust 2019-J2 B2, 3.824%, 10/25/2049 | | | | | 2,930,952 | | | | | | 0.0 | | |
969,067 (2)(3) | | | CIM Trust 2019-J2 B3, 3.824%, 10/25/2049 | | | | | 971,321 | | | | | | 0.0 | | |
2,600,000 (2)(3) | | | CIM Trust 2019-R5 M2, 3.250%, 09/25/2059 | | | | | 2,682,984 | | | | | | 0.0 | | |
3,242,207 (2)(3) | | | CIM Trust 2020-J1 B3, 3.476%, 07/25/2050 | | | | | 3,100,558 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,308,243 (2)(3) | | | CIM Trust 2020-J2 A19, 2.500%, 01/25/2051 | | | | $ | 3,336,724 | | | | | | 0.1 | | |
1,069,693 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 1,078,455 | | | | | | 0.0 | | |
1,083,970 (3) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.132%, 11/25/2036 | | | | | 1,006,096 | | | | | | 0.0 | | |
461,108 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.313%, 09/25/2037 | | | | | 456,501 | | | | | | 0.0 | | |
1,367,201 (2)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,443,894 | | | | | | 0.0 | | |
1,060,067 (2)(3) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | | 1,067,447 | | | | | | 0.0 | | |
7,550,000 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.109%, (US0001M + 2.000)%, 01/25/2040 | | | | | 7,561,124 | | | | | | 0.1 | | |
496,529 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.609%, (US0001M + 0.500)%, 11/25/2035 | | | | | 277,404 | | | | | | 0.0 | | |
4,448,606 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.829%, (US0001M + 0.720)%, 11/25/2035 | | | | | 4,397,176 | | | | | | 0.1 | | |
1,341,751 (2) | | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | | 1,284,942 | | | | | | 0.0 | | |
1,248,674 (2)(3) | | | CSMC Trust 2015-2 B3, 3.908%, 02/25/2045 | | | | | 1,298,020 | | | | | | 0.0 | | |
1,800,000 (2)(3) | | | Deephaven Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | | | | | 1,822,331 | | | | | | 0.0 | | |
1,000,000 (2)(3) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 1,030,898 | | | | | | 0.0 | | |
3,000,000 (2)(3) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | | 3,085,354 | | | | | | 0.0 | | |
74,486,572 (3)(5) | | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.744%, 04/25/2037 | | | | | 3,234,378 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
800,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.759%, (US0001M + 3.650)%, 02/25/2040 | | | | $ | 806,854 | | | | | | 0.0 | | |
3,508,392 (5) | | | Fannie Mae 2008-12 SC, 6.241%, (-1.000*US0001M + 6.350)%, 03/25/2038 | | | | | 714,401 | | | | | | 0.0 | | |
8,742,696 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 10,159,503 | | | | | | 0.1 | | |
782,650 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 829,498 | | | | | | 0.0 | | |
5,919,751 | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 6,724,715 | | | | | | 0.1 | | |
2,499,812 | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 2,664,451 | | | | | | 0.0 | | |
3,075,877 | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | | 3,451,716 | | | | | | 0.1 | | |
22,441,724 (5) | | | Fannie Mae 2016-82 SD, 5.941%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 4,537,847 | | | | | | 0.1 | | |
3,157,632 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 3,298,096 | | | | | | 0.1 | | |
13,511,838 (5) | | | Fannie Mae 2018-86 US, 6.481%, (-1.000*US0001M + 6.590)%, 09/25/2040 | | | | | 3,064,198 | | | | | | 0.0 | | |
4,381,075 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.109%, (US0001M + 4.000)%, 05/25/2025 | | | | | 4,451,828 | | | | | | 0.1 | | |
79,026 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.109%, (US0001M + 4.000)%, 05/25/2025 | | | | | 80,242 | | | | | | 0.0 | | |
7,167,477 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.659%, (US0001M + 5.550)%, 04/25/2028 | | | | | 7,588,600 | | | | | | 0.1 | | |
2,017,556 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.409%, (US0001M + 4.300)%, 02/25/2025 | | | | | 2,049,359 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
385,611 | | | Fannie Mae Connecticut Avenue Securities 2016-C01 2M2, 7.059%, (US0001M + 6.950)%, 08/25/2028 | | | | $ | 412,459 | | | | | | 0.0 | | |
2,493,161 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.659%, (US0001M + 3.550)%, 07/25/2029 | | | | | 2,577,872 | | | | | | 0.0 | | |
12,261,978 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.759%, (US0001M + 3.650)%, 09/25/2029 | | | | | 12,640,871 | | | | | | 0.1 | | |
4,654,057 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.109%, (US0001M + 3.000)%, 10/25/2029 | | | | | 4,777,046 | | | | | | 0.1 | | |
9,327,937 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.959%, (US0001M + 2.850)%, 11/25/2029 | | | | | 9,482,522 | | | | | | 0.1 | | |
8,329,766 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.759%, (US0001M + 2.650)%, 02/25/2030 | | | | | 8,433,585 | | | | | | 0.1 | | |
5,790,427 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.609%, (US0001M + 2.500)%, 05/25/2030 | | | | | 5,845,030 | | | | | | 0.1 | | |
7,817,944 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.909%, (US0001M + 2.800)%, 02/25/2030 | | | | | 7,895,885 | | | | | | 0.1 | | |
9,200,425 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.109%, (US0001M + 2.000)%, 03/25/2031 | | | | | 9,195,797 | | | | | | 0.1 | | |
8,831,254 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.209%, (US0001M + 2.100)%, 03/25/2031 | | | | | 8,832,513 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,642,125 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.409%, (US0001M + 2.300)%, 08/25/2031 | | | | $ | 2,655,271 | | | | | | 0.0 | | |
9,178,078 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.559%, (US0001M + 2.450)%, 07/25/2031 | | | | | 9,230,403 | | | | | | 0.1 | | |
1,000,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.209%, (US0001M + 4.100)%, 07/25/2039 | | | | | 1,006,462 | | | | | | 0.0 | | |
3,300,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.159%, (US0001M + 2.050)%, 01/25/2040 | | | | | 3,309,951 | | | | | | 0.1 | | |
500,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.759%, (US0001M + 3.650)%, 02/25/2040 | | | | | 505,936 | | | | | | 0.0 | | |
5,583,966 | | | Fannie Mae Connecticut Avenue Securities, 5.809%, (US0001M + 5.700)%, 04/25/2028 | | | | | 5,948,490 | | | | | | 0.1 | | |
10,515 | | | Fannie Mae Grantor Trust 1998-T2 A6, 0.661%, (US0001M + 0.550)%, 01/25/2032 | | | | | 10,660 | | | | | | 0.0 | | |
4,068 (5) | | | Fannie Mae Interest Strip Series 104 2, 9.500%, 10/25/2021 | | | | | 52 | | | | | | 0.0 | | |
227,308 (5) | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 22,427 | | | | | | 0.0 | | |
948,508 (5) | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | | 55,837 | | | | | | 0.0 | | |
114,973 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 129,185 | | | | | | 0.0 | | |
79,424 (5) | | | Fannie Mae REMIC Trust 1999-6 SE, 7.578%, (-1.000*US0001M + 7.685)%, 02/17/2029 | | | | | 4,862 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
964,844 | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | $ | 1,114,490 | | | | | | 0.0 | | |
344,783 | | | Fannie Mae REMIC Trust 2003-45 FJ, 1.615%, (US0001M + 1.500)%, 06/25/2033 | | | | | 361,999 | | | | | | 0.0 | | |
1,226,676 (5) | | | Fannie Mae REMIC Trust 2003-66 SA, 7.541%, (-1.000*US0001M + 7.650)%, 07/25/2033 | | | | | 297,835 | | | | | | 0.0 | | |
233,271 (5) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 48,823 | | | | | | 0.0 | | |
582,691 | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | | 666,679 | | | | | | 0.0 | | |
914,282 | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 1,041,673 | | | | | | 0.0 | | |
19,137 | | | Fannie Mae REMIC Trust 2004-56 FE, 0.559%, (US0001M + 0.450)%, 10/25/2033 | | | | | 19,264 | | | | | | 0.0 | | |
475,788 | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 535,094 | | | | | | 0.0 | | |
917,562 | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 1,026,244 | | | | | | 0.0 | | |
2,478,758 | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 2,809,531 | | | | | | 0.0 | | |
121,798 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.907%, (-5.000*US0001M + 33.450)%, 11/25/2036 | | | | | 232,442 | | | | | | 0.0 | | |
2,095,028 (5) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.641%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | | 366,861 | | | | | | 0.0 | | |
718,347 (5) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.631%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | | 161,972 | | | | | | 0.0 | | |
154,457 (5) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.591%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | | 18,625 | | | | | | 0.0 | | |
21,380 | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 24,812 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,780,920 (5) | | | Fannie Mae REMIC Trust 2007-91 AS, 6.291%, (-1.000*US0001M + 6.400)%, 10/25/2037 | | | | $ | 855,023 | | | | | | 0.0 | | |
1,531,362 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,717,008 | | | | | | 0.0 | | |
7,463,834 (3) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.541%, 02/25/2049 | | | | | 8,456,718 | | | | | | 0.1 | | |
1,803,575 (5) | | | Fannie Mae REMIC Trust 2009-90 TS, 6.041%, (-1.000*US0001M + 6.150)%, 11/25/2039 | | | | | 312,017 | | | | | | 0.0 | | |
1,555,347 (5) | | | Fannie Mae REMIC Trust 2010-118 GS, 5.841%, (-1.000*US0001M + 5.950)%, 10/25/2039 | | | | | 88,629 | | | | | | 0.0 | | |
4,206,743 (5) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.961%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 728,438 | | | | | | 0.0 | | |
5,203,226 (5) | | | Fannie Mae REMIC Trust 2010-41 SB, 6.291%, (-1.000*US0001M + 6.400)%, 05/25/2040 | | | | | 1,019,737 | | | | | | 0.0 | | |
1,416,183 (5) | | | Fannie Mae REMIC Trust 2010-43 VS, 6.341%, (-1.000*US0001M + 6.450)%, 05/25/2040 | | | | | 297,222 | | | | | | 0.0 | | |
9,749,381 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 10,997,826 | | | | | | 0.1 | | |
1,291,421 (5) | | | Fannie Mae REMIC Trust 2011-102 SA, 6.491%, (-1.000*US0001M + 6.600)%, 10/25/2041 | | | | | 229,847 | | | | | | 0.0 | | |
2,610,158 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 2,746,724 | | | | | | 0.0 | | |
2,390,482 (5) | | | Fannie Mae REMIC Trust 2011-93 GS, 6.441%, (-1.000*US0001M + 6.550)%, 04/25/2039 | | | | | 561,097 | | | | | | 0.0 | | |
34,942 (5) | | | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | | | | | 15 | | | | | | 0.0 | | |
5,352,663 (5) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.041%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 1,091,613 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,761,529 (5) | | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | $ | 215,203 | | | | | | 0.0 | | |
5,919,971 (5) | | | Fannie Mae REMIC Trust 2012-133 AS, 6.091%, (-1.000*US0001M + 6.200)%, 10/25/2042 | | | | | 1,043,976 | | | | | | 0.0 | | |
882,167 (5) | | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 82,233 | | | | | | 0.0 | | |
2,716,990 (5) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.511%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 189,867 | | | | | | 0.0 | | |
1,852,333 (5) | | | Fannie Mae REMIC Trust 2012-24 HS, 6.441%, (-1.000*US0001M + 6.550)%, 09/25/2040 | | | | | 219,465 | | | | | | 0.0 | | |
3,232,745 (5) | | | Fannie Mae REMIC Trust 2012-30 QS, 6.491%, (-1.000*US0001M + 6.600)%, 04/25/2031 | | | | | 288,939 | | | | | | 0.0 | | |
1,079,134 (5) | | | Fannie Mae REMIC Trust 2012-68 YS, 6.591%, (-1.000*US0001M + 6.700)%, 07/25/2042 | | | | | 180,190 | | | | | | 0.0 | | |
1,935,129 (5) | | | Fannie Mae REMIC Trust 2013-26 JS, 6.091%, (-1.000*US0001M + 6.200)%, 10/25/2032 | | | | | 293,897 | | | | | | 0.0 | | |
6,982,990 (5) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.091%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 1,253,165 | | | | | | 0.0 | | |
6,459,386 (5) | | | Fannie Mae REMIC Trust 2013-9 SM, 6.141%, (-1.000*US0001M + 6.250)%, 02/25/2033 | | | | | 1,115,584 | | | | | | 0.0 | | |
3,100,201 (5) | | | Fannie Mae REMIC Trust 2014-17 DS, 6.091%, (-1.000*US0001M + 6.200)%, 02/25/2043 | | | | | 347,029 | | | | | | 0.0 | | |
1,970,268 (5) | | | Fannie Mae REMIC Trust 2014-28 BS, 6.091%, (-1.000*US0001M + 6.200)%, 08/25/2043 | | | | | 294,947 | | | | | | 0.0 | | |
3,019,000 | | | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | | | | | 3,064,356 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
43,056,906 (5) | | | Fannie Mae REMIC Trust 2015-79 SA, 6.141%, (-1.000*US0001M + 6.250)%, 11/25/2045 | | | | $ | 8,484,906 | | | | | | 0.1 | | |
17,264,424 (5) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 3,931,755 | | | | | | 0.1 | | |
29,862,211 (5) | | | Fannie Mae REMICS 16-60 SB, 5.991%, (-1.000*US0001M + 6.100)%, 09/25/2046 | | | | | 5,953,760 | | | | | | 0.1 | | |
114,201 (5) | | | Fannie Mae REMICS 1997-18 SG, 7.993%, (-1.000*US0001M + 8.100)%, 03/17/2027 | | | | | 12,425 | | | | | | 0.0 | | |
59,883 (5) | | | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500))%, 11/25/2023 | | | | | 19 | | | | | | 0.0 | | |
133 (5) | | | Fannie Mae REMICS 1999-57 SC, 9.643%, (-1.000*US0001M + 9.750)%, 11/17/2029 | | | | | 4 | | | | | | 0.0 | | |
265,519 (5) | | | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500)%, 12/25/2031 | | | | | 9,585 | | | | | | 0.0 | | |
70,284 (5) | | | Fannie Mae REMICS 2001-8 SK, 8.642%, (-1.000*US0001M + 8.750)%, 03/18/2031 | | | | | 8,954 | | | | | | 0.0 | | |
538,605 (5) | | | Fannie Mae REMICS 2003-49 SW, 6.891%, (-1.000*US0001M + 7.000)%, 01/25/2033 | | | | | 107,977 | | | | | | 0.0 | | |
4,588,955 (5) | | | Fannie Mae REMICS 2004-54 SN, 6.941%, (-1.000*US0001M + 7.050)%, 07/25/2034 | | | | | 974,818 | | | | | | 0.0 | | |
9,117,415 (5) | | | Fannie Mae REMICS 2005-75 ES, 5.941%, (-1.000*US0001M + 6.050)%, 09/25/2035 | | | | | 1,725,378 | | | | | | 0.0 | | |
1,083,894 (5) | | | Fannie Mae REMICS 2005-75 SP, 6.641%, (-1.000*US0001M + 6.750)%, 08/25/2035 | | | | | 187,116 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,407,633 (5) | | | Fannie Mae REMICS 2006-56 SM, 6.641%, (-1.000*US0001M + 6.750)%, 07/25/2036 | | | | $ | 460,152 | | | | | | 0.0 | | |
456,431 (5) | | | Fannie Mae REMICS 2007-21 SB, 6.291%, (-1.000*US0001M + 6.400)%, 03/25/2037 | | | | | 49,928 | | | | | | 0.0 | | |
1,319,429 (5) | | | Fannie Mae REMICS 2007-52 NS, 6.341%, (-1.000*US0001M + 6.450)%, 06/25/2037 | | | | | 249,138 | | | | | | 0.0 | | |
1,369,621 (5) | | | Fannie Mae REMICS 2007-85 SM, 6.351%, (-1.000*US0001M + 6.460)%, 09/25/2037 | | | | | 273,502 | | | | | | 0.0 | | |
519,192 | | | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | | | | | 588,805 | | | | | | 0.0 | | |
8,191,038 (5) | | | Fannie Mae REMICS 2009-66 SP, 5.991%, (-1.000*US0001M + 6.100)%, 09/25/2039 | | | | | 1,356,767 | | | | | | 0.0 | | |
4,834,408 (5) | | | Fannie Mae REMICS 2010-1 S, 6.141%, (-1.000*US0001M + 6.250)%, 02/25/2040 | | | | | 984,399 | | | | | | 0.0 | | |
7,422,492 (5) | | | Fannie Mae REMICS 2010-150 SJ, 6.371%, (-1.000*US0001M + 6.480)%, 01/25/2041 | | | | | 1,699,041 | | | | | | 0.0 | | |
1,275,236 (5) | | | Fannie Mae REMICS 2010-35 CS, 6.341%, (-1.000*US0001M + 6.450)%, 04/25/2050 | | | | | 211,202 | | | | | | 0.0 | | |
1,455,859 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,640,051 | | | | | | 0.0 | | |
6,166,562 | | | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | | | | | 6,874,745 | | | | | | 0.1 | | |
694,861 | | | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | | | | | 751,698 | | | | | | 0.0 | | |
115,440 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 122,085 | | | | | | 0.0 | | |
5,712,141 | | | Fannie Mae REMICS 2011-136 PZ, 4.000%, 01/25/2042 | | | | | 6,337,743 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
9,597,677 (5) | | | Fannie Mae REMICS 2011-47 GS, 5.821%, (-1.000*US0001M + 5.930)%, 06/25/2041 | | | | $ | 1,704,601 | | | | | | 0.0 | | |
2,420,657 | | | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | | | | | 2,555,307 | | | | | | 0.0 | | |
6,530,310 | | | Fannie Mae REMICS 2011-87 GB, 4.500%, 09/25/2041 | | | | | 7,664,401 | | | | | | 0.1 | | |
2,953,061 (5) | | | Fannie Mae REMICS 2012-111 SL, 5.991%, (-1.000*US0001M + 6.100)%, 05/25/2041 | | | | | 534,143 | | | | | | 0.0 | | |
6,110,411 | | | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | | | | | 6,583,639 | | | | | | 0.1 | | |
7,254,271 (5) | | | Fannie Mae REMICS 2012-120 WI, 3.000%, 11/25/2027 | | | | | 468,326 | | | | | | 0.0 | | |
2,495,868 | | | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | | | | | 2,552,749 | | | | | | 0.0 | | |
9,346,562 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 10,207,191 | | | | | | 0.1 | | |
5,815,272 | | | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | | | | | 6,434,154 | | | | | | 0.1 | | |
1,484,550 | | | Fannie Mae REMICS 2012-30 AB, 4.000%, 04/25/2042 | | | | | 1,645,881 | | | | | | 0.0 | | |
2,160,631 | | | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | | | | | 2,306,101 | | | | | | 0.0 | | |
552,890 | | | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | | | | | 586,001 | | | | | | 0.0 | | |
3,390,050 | | | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | | | | | 3,671,157 | | | | | | 0.1 | | |
500,000 | | | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | | | | | 534,339 | | | | | | 0.0 | | |
9,956,619 | | | Fannie Mae REMICS 2012-94 LZ, 3.500%, 09/25/2042 | | | | | 10,715,344 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,700,000 | | | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | | | | $ | 2,925,175 | | | | | | 0.0 | | |
1,403,000 | | | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | | | | | 1,667,670 | | | | | | 0.0 | | |
724,296 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 747,173 | | | | | | 0.0 | | |
7,302,758 (5) | | | Fannie Mae REMICS 2013-40 LS, 6.041%, (-1.000*US0001M + 6.150)%, 05/25/2043 | | | | | 1,447,017 | | | | | | 0.0 | | |
8,180,728 (5) | | | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | | | | | 872,670 | | | | | | 0.0 | | |
10,092,256 (5) | | | Fannie Mae REMICS 2014-15 SB, 6.541%, (-1.000*US0001M + 6.650)%, 04/25/2044 | | | | | 2,322,422 | | | | | | 0.0 | | |
3,499,042 (5) | | | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | | | | | 57,237 | | | | | | 0.0 | | |
970,000 | | | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | | | | | 1,043,430 | | | | | | 0.0 | | |
17,116,405 | | | Fannie Mae REMICS 2015-20 EZ, 3.500%, 04/25/2045 | | | | | 18,307,659 | | | | | | 0.2 | | |
7,290,435 (5) | | | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | | | | | 1,471,535 | | | | | | 0.0 | | |
2,000,000 | | | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | | | | | 2,199,997 | | | | | | 0.0 | | |
5,000,000 | | | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | | | | | 5,234,937 | | | | | | 0.1 | | |
3,045,509 (5) | | | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | | | | | 539,070 | | | | | | 0.0 | | |
23,997,332 (5) | | | Fannie Mae REMICS 2015-86 BS, 5.591%, (-1.000*US0001M + 5.700)%, 11/25/2045 | | | | | 4,001,982 | | | | | | 0.1 | | |
38,968,516 (5) | | | Fannie Mae REMICS 2015-88 IO, 6.500%, 12/25/2045 | | | | | 10,120,506 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,643,922 (5) | | | Fannie Mae REMICS 2016-104 BI, 6.000%, 01/25/2047 | | | | $ | 1,215,387 | | | | | | 0.0 | | |
7,897,331 (5) | | | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | | | | | 1,252,599 | | | | | | 0.0 | | |
25,458,546 (5) | | | Fannie Mae REMICS 2016-81 CS, 5.991%, (-1.000*US0001M + 6.100)%, 11/25/2046 | | | | | 4,609,787 | | | | | | 0.1 | | |
625,752 | | | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | | | | | 666,416 | | | | | | 0.0 | | |
18,528,793 (5) | | | Fannie Mae REMICS 2017-10 SA, 5.991%, (-1.000*US0001M + 6.100)%, 03/25/2047 | | | | | 3,356,029 | | | | | | 0.1 | | |
5,488,716 | | | Fannie Mae REMICS 2017-41 MZ, 4.000%, 06/25/2057 | | | | | 6,367,564 | | | | | | 0.1 | | |
7,858,444 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 8,340,892 | | | | | | 0.1 | | |
41,356,538 (5) | | | Fannie Mae REMICS 2018-15 SC, 6.191%, (-1.000*US0001M + 6.300)%, 03/25/2048 | | | | | 8,268,334 | | | | | | 0.1 | | |
2,576,648 | | | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | | | | | 2,693,657 | | | | | | 0.0 | | |
20,694,393 | | | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | | | | | 22,057,404 | | | | | | 0.2 | | |
2,859,634 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 3,032,380 | | | | | | 0.0 | | |
52,912,288 (5) | | | Fannie Mae REMICS 2018-82 SA, 6.091%, (-1.000*US0001M + 6.200)%, 11/25/2048 | | | | | 10,518,042 | | | | | | 0.1 | | |
12,201,976 (5) | | | Fannie Mae REMICS 2018-86 AS, 6.091%, (-1.000*US0001M + 6.200)%, 12/25/2048 | | | | | 2,241,442 | | | | | | 0.0 | | |
52,488,820 (5) | | | Fannie Mae REMICS 2018-86 SM, 6.091%, (-1.000*US0001M + 6.200)%, 12/25/2048 | | | | | 10,075,051 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
46,482,526 (5) | | | Fannie Mae REMICS 2018-91 SB, 5.991%, (-1.000*US0001M + 6.100)%, 12/25/2058 | | | | $ | 9,656,703 | | | | | | 0.1 | | |
15,356,993 (5) | | | Fannie Mae REMICS 2019-21 AI, 5.000%, 05/25/2059 | | | | | 3,638,035 | | | | | | 0.1 | | |
15,839,663 (5) | | | Fannie Mae REMICS 2019-30 SB, 5.991%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | | 2,976,496 | | | | | | 0.0 | | |
14,116,178 (5) | | | Fannie Mae REMICS 2019-39 SA, 5.991%, (-1.000*US0001M + 6.100)%, 08/25/2049 | | | | | 2,703,506 | | | | | | 0.0 | | |
85,259,628 (5) | | | Fannie Mae REMICS 2019-41 S, 5.891%, (-1.000*US0001M + 6.000)%, 08/25/2059 | | | | | 15,719,335 | | | | | | 0.2 | | |
9,565,045 (5) | | | Fannie Mae REMICS 2019-47 SB, 5.991%, (-1.000*US0001M + 6.100)%, 05/25/2040 | | | | | 1,826,884 | | | | | | 0.0 | | |
35,608,138 (5) | | | Fannie Mae REMICS 2020-35 IO, 5.000%, 06/25/2050 | | | | | 6,360,945 | | | | | | 0.1 | | |
27,386,561 (5) | | | Fannie Mae REMICS 2020-44 DI, 2.500%, 07/25/2050 | | | | | 3,828,556 | | | | | | 0.1 | | |
19,305,815 (5) | | | Fannie Mae REMICS 2020-44 EI, 3.500%, 09/25/2042 | | | | | 2,753,440 | | | | | | 0.0 | | |
152,911,938 (5) | | | Fannie Mae REMICS 2021-10 AI, 3.000%, 03/25/2041 | | | | | 15,325,660 | | | | | | 0.2 | | |
54,000,000 (5) | | | Fannie Mae REMICS 2021-22 BI, 4.000%, 04/25/2051 | | | | | 8,893,314 | | | | | | 0.1 | | |
49,325,831 (5) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 8,120,783 | | | | | | 0.1 | | |
3,553 | | | Fannie Mae REMICS G93-35 ZQ, 6.500%, 11/25/2023 | | | | | 3,735 | | | | | | 0.0 | | |
2,895,294 | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 3,066,087 | | | | | | 0.0 | | |
27,769,100 (5) | | | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | | | | | 2,780,167 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,512,550 (5) | | | Fannie Mae Series 2013-72 YS, 6.041%, (-1.000*US0001M + 6.150)%, 07/25/2033 | | | | $ | 270,510 | | | | | | 0.0 | | |
118,500 (5) | | | FHLMC-GNMA 20 S, 8.791%, (-1.000*US0001M + 8.900)%, 10/25/2023 | | | | | 9,558 | | | | | | 0.0 | | |
616,344 | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | | | | | 393,300 | | | | | | 0.0 | | |
1,781,006 (2)(3) | | | First Republic Mortgage Trust 2020-1 B1, 2.885%, 04/25/2050 | | | | | 1,744,054 | | | | | | 0.0 | | |
1,090,554 (2)(3) | | | First Republic Mortgage Trust 2020-1 B2, 2.885%, 04/25/2050 | | | | | 1,018,026 | | | | | | 0.0 | | |
1,862,151 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 4.003%, 03/25/2048 | | | | | 1,938,306 | | | | | | 0.0 | | |
2,183,372 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B2, 4.003%, 03/25/2048 | | | | | 2,279,454 | | | | | | 0.0 | | |
2,428,245 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 4.003%, 03/25/2048 | | | | | 2,509,747 | | | | | | 0.0 | | |
1,244,839 (2)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.064%, 04/25/2048 | | | | | 1,305,009 | | | | | | 0.0 | | |
1,915,742 (2)(3) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,957,810 | | | | | | 0.0 | | |
3,809,806 (2)(3) | | | Flagstar Mortgage Trust 2018-3INV B2, 4.496%, 05/25/2048 | | | | | 4,071,650 | | | | | | 0.1 | | |
943,465 (2)(3) | | | Flagstar Mortgage Trust 2018-4 B3, 4.281%, 07/25/2048 | | | | | 979,324 | | | | | | 0.0 | | |
1,784,172 (2)(3) | | | Flagstar Mortgage Trust 2018-5 B3, 4.539%, 09/25/2048 | | | | | 1,801,899 | | | | | | 0.0 | | |
2,978,689 (2)(3) | | | Flagstar Mortgage Trust 2018-6RR B3, 4.985%, 10/25/2048 | | | | | 3,178,022 | | | | | | 0.1 | | |
1,483,412 (2)(3) | | | Flagstar Mortgage Trust 2019-2 B1, 4.125%, 12/25/2049 | | | | | 1,559,509 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,438,607 (2)(3) | | | Flagstar Mortgage Trust 2019-2 B2, 4.125%, 12/25/2049 | | | | $ | 1,501,531 | | | | | | 0.0 | | |
2,015,140 (2)(3) | | | Flagstar Mortgage Trust 2020-1NV B1A, 4.319%, 03/25/2050 | | | | | 2,132,575 | | | | | | 0.0 | | |
2,439,173 (2)(3) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.319%, 03/25/2050 | | | | | 2,552,497 | | | | | | 0.0 | | |
2,037,252 (2)(3) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 12/25/2049 | | | | | 2,033,180 | | | | | | 0.0 | | |
18,570,917 | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 19,507,101 | | | | | | 0.2 | | |
8,600,097 (5) | | | Freddie Mac 3510 AS, 6.304%, (-1.000*US0001M + 6.410)%, 04/15/2037 | | | | | 1,865,541 | | | | | | 0.0 | | |
5,785,559 (5) | | | Freddie Mac 4191 SA, 6.094%, (-1.000*US0001M + 6.200)%, 03/15/2043 | | | | | 977,075 | | | | | | 0.0 | | |
4,443,872 | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 5,188,940 | | | | | | 0.1 | | |
1,730,023 | | | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | | | | | 1,758,596 | | | | | | 0.0 | | |
656,873 | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 774,772 | | | | | | 0.0 | | |
309,614 | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | | 356,893 | | | | | | 0.0 | | |
91,337 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 103,510 | | | | | | 0.0 | | |
79,468 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 89,404 | | | | | | 0.0 | | |
546,665 | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 628,176 | | | | | | 0.0 | | |
58,480 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 60,049 | | | | | | 0.0 | | |
239,187 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 275,506 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
84,402 (5) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | $ | 17,324 | | | | | | 0.0 | | |
604,722 | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | | 687,115 | | | | | | 0.0 | | |
109,483 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 128,393 | | | | | | 0.0 | | |
23,358 (5) | | | Freddie Mac REMIC Trust 2866 GS, 6.494%, (-1.000*US0001M + 6.600)%, 09/15/2034 | | | | | 59 | | | | | | 0.0 | | |
66,713 (5) | | | Freddie Mac REMIC Trust 2883 SD, 6.594%, (-1.000*US0001M + 6.700)%, 10/15/2034 | | | | | 939 | | | | | | 0.0 | | |
180,458 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 204,970 | | | | | | 0.0 | | |
249,642 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 283,817 | | | | | | 0.0 | | |
5,470,894 (5) | | | Freddie Mac REMIC Trust 3045 DI, 6.624%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 1,116,670 | | | | | | 0.0 | | |
951,470 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,091,613 | | | | | | 0.0 | | |
1,040,524 (5) | | | Freddie Mac REMIC Trust 3171 PS, 6.379%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | | 174,517 | | | | | | 0.0 | | |
5,513,549 (5) | | | Freddie Mac REMIC Trust 3199 S, 6.344%, (-1.000*US0001M + 6.450)%, 08/15/2036 | | | | | 1,190,844 | | | | | | 0.0 | | |
453,263 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 526,445 | | | | | | 0.0 | | |
168,631 | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 194,667 | | | | | | 0.0 | | |
246,379 (3)(5) | | | Freddie Mac REMIC Trust 3524 LA, 5.359%, 03/15/2033 | | | | | 274,526 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,418 | | | Freddie Mac REMIC Trust 3556 NT, 3.206%, (US0001M + 3.100)%, 03/15/2038 | | | | $ | 25,868 | | | | | | 0.0 | | |
5,139,897 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 5,949,678 | | | | | | 0.1 | | |
460,769 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 536,850 | | | | | | 0.0 | | |
341,645 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 387,917 | | | | | | 0.0 | | |
402,389 | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | | 411,707 | | | | | | 0.0 | | |
1,233,014 (5) | | | Freddie Mac REMIC Trust 3856 KS, 6.444%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 223,615 | | | | | | 0.0 | | |
736,630 (5) | | | Freddie Mac REMIC Trust 3925 SD, 5.944%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 75,514 | | | | | | 0.0 | | |
4,395,099 (5) | | | Freddie Mac REMIC Trust 3925 SL, 5.944%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | | 431,216 | | | | | | 0.0 | | |
244,058 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 272,885 | | | | | | 0.0 | | |
713,875 (5) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 2/15/2040 | | | | | 26,801 | | | | | | 0.0 | | |
1,241,633 (5) | | | Freddie Mac REMIC Trust 4088 CS, 5.894%, (-1.000*US0001M + 6.000)%, 08/15/2042 | | | | | 231,444 | | | | | | 0.0 | | |
6,150,559 (5) | | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | | 644,870 | | | | | | 0.0 | | |
2,898,956 (5) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 427,793 | | | | | | 0.0 | | |
3,163,024 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 3,397,016 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,400,555 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | $ | 1,555,513 | | | | | | 0.0 | | |
1,348,821 (5) | | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 159,319 | | | | | | 0.0 | | |
5,176,731 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 5,788,923 | | | | | | 0.1 | | |
6,948,753 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 7,780,795 | | | | | | 0.1 | | |
1,916,000 | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,969,842 | | | | | | 0.0 | | |
4,592,214 (5) | | | Freddie Mac REMIC Trust 4386 LS, 5.994%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 778,233 | | | | | | 0.0 | | |
35,153 (5) | | | Freddie Mac REMICS 2074 S, 8.593%, (-1.000*US0001M + 8.700)%, 07/17/2028 | | | | | 2,499 | | | | | | 0.0 | | |
23,538 (5) | | | Freddie Mac REMICS 2232 SA, 8.493%, (-1.000*US0001M + 8.600)%, 05/17/2030 | | | | | 1,501 | | | | | | 0.0 | | |
15,795 (5) | | | Freddie Mac REMICS 2301 SP, 9.144%, (-1.000*US0001M + 9.250)%, 04/15/2031 | | | | | 2,039 | | | | | | 0.0 | | |
973,890 (5) | | | Freddie Mac REMICS 2953 LS, 6.594%, (-1.000*US0001M + 6.700)%, 12/15/2034 | | | | | 47,922 | | | | | | 0.0 | | |
1,189,616 (5) | | | Freddie Mac REMICS 2993 GS, 6.044%, (-1.000*US0001M + 6.150)%, 06/15/2025 | | | | | 89,176 | | | | | | 0.0 | | |
846,730 (5) | | | Freddie Mac REMICS 3006 SI, 6.634%, (-1.000*US0001M + 6.740)%, 07/15/2035 | | | | | 153,505 | | | | | | 0.0 | | |
808,680 (5) | | | Freddie Mac REMICS 3006 YI, 6.634%, (-1.000*US0001M + 6.740)%, 07/15/2035 | | | | | 178,433 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,343,805 (5) | | | Freddie Mac REMICS 3213 JS, 7.094%, (-1.000*US0001M + 7.200)%, 09/15/2036 | | | | $ | 1,323,982 | | | | | | 0.0 | | |
10,792,377 (5) | | | Freddie Mac REMICS 3346 SC, 6.444%, (-1.000*US0001M + 6.550)%, 10/15/2033 | | | | | 2,108,667 | | | | | | 0.0 | | |
1,192,544 (5) | | | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600)%, 10/15/2037 | | | | | 30,147 | | | | | | 0.0 | | |
8,198,975 (5) | | | Freddie Mac REMICS 3629 CS, 6.244%, (-1.000*US0001M + 6.350)%, 01/15/2040 | | | | | 1,836,683 | | | | | | 0.0 | | |
3,723,677 | | | Freddie Mac REMICS 3736 ZP, 4.000%, 10/15/2040 | | | | | 4,023,020 | | | | | | 0.1 | | |
2,991,774 | | | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | | | | | 3,231,992 | | | | | | 0.1 | | |
22,268,823 | | | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | | | | | 24,832,281 | | | | | | 0.3 | | |
6,061,653 | | | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | | | | | 6,344,739 | | | | | | 0.1 | | |
1,900,000 | | | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | | | | | 2,158,615 | | | | | | 0.0 | | |
745,404 | | | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | | | | | 896,810 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | | | | | 572,019 | | | | | | 0.0 | | |
2,650,000 | | | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | | | | | 3,123,626 | | | | | | 0.1 | | |
3,567,232 | | | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | | | | | 3,855,544 | | | | | | 0.1 | | |
6,828,980 | | | Freddie Mac REMICS 3919 BY, 4.000%, 09/15/2041 | | | | | 7,484,003 | | | | | | 0.1 | | |
9,724,805 | | | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | | | | | 10,702,893 | | | | | | 0.1 | | |
3,790,000 | | | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | | | | | 4,282,085 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,533,014 | | | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | | | | $ | 2,799,757 | | | | | | 0.0 | | |
420,000 | | | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | | | | | 482,575 | | | | | | 0.0 | | |
1,465,735 | | | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | | | | | 1,620,013 | | | | | | 0.0 | | |
2,854,395 | | | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | | | | | 3,080,553 | | | | | | 0.0 | | |
5,354,025 (5) | | | Freddie Mac REMICS 4057 SN, 6.544%, (-1.000*US0001M + 6.650)%, 12/15/2041 | | | | | 866,508 | | | | | | 0.0 | | |
3,258,519 | | | Freddie Mac REMICS 4057 ZB, 3.500%, 06/15/2042 | | | | | 3,533,446 | | | | | | 0.1 | | |
15,407,478 | | | Freddie Mac REMICS 4084 TZ, 4.000%, 07/15/2042 | | | | | 17,177,560 | | | | | | 0.2 | | |
2,303,398 (5) | | | Freddie Mac REMICS 4090 SN, 6.594%, (-1.000*US0001M + 6.700)%, 08/15/2032 | | | | | 437,470 | | | | | | 0.0 | | |
1,107,654 | | | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | | | | | 1,181,384 | | | | | | 0.0 | | |
2,128,000 | | | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | | | | | 2,452,435 | | | | | | 0.0 | | |
10,692,955 | | | Freddie Mac REMICS 4199 BZ, 3.500%, 05/15/2043 | | | | | 11,723,411 | | | | | | 0.1 | | |
310,000 | | | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | | | | | 333,098 | | | | | | 0.0 | | |
37,712,502 (5) | | | Freddie Mac REMICS 4301 SD, 5.994%, (-1.000*US0001M + 6.100)%, 07/15/2037 | | | | | 6,866,805 | | | | | | 0.1 | | |
6,502,385 | | | Freddie Mac REMICS 4310 BZ, 4.000%, 02/15/2044 | | | | | 7,101,238 | | | | | | 0.1 | | |
3,102,000 | | | Freddie Mac REMICS 4401 BL, 3.500%, 10/15/2034 | | | | | 3,399,388 | | | | | | 0.1 | | |
17,921,795 (5) | | | Freddie Mac REMICS 4407 CS, 6.094%, (-1.000*US0001M + 6.200)%, 06/15/2044 | | | | | 2,938,463 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
27,816,680 (5) | | | Freddie Mac REMICS 4407 PS, 5.494%, (-1.000*US0001M + 5.600)%, 06/15/2044 | | | | $ | 3,945,106 | | | | | | 0.1 | | |
20,245,427 (5) | | | Freddie Mac REMICS 4461 AS, 5.494%, (-1.000*US0001M + 5.600)%, 04/15/2045 | | | | | 3,610,019 | | | | | | 0.1 | | |
3,124,000 | | | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | | | | | 3,457,458 | | | | | | 0.1 | | |
467,876 | | | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | | | | | 479,331 | | | | | | 0.0 | | |
2,913,000 | | | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | | | | | 3,016,554 | | | | | | 0.0 | | |
20,225,220 (5) | | | Freddie Mac REMICS 4574 ST, 5.894%, (-1.000*US0001M + 6.000)%, 04/15/2046 | | | | | 4,058,981 | | | | | | 0.1 | | |
101,197,275 (5) | | | Freddie Mac REMICS 4585 AS, 5.994%, (-1.000*US0001M + 6.100)%, 05/15/2046 | | | | | 19,562,921 | | | | | | 0.2 | | |
7,544,590 | | | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | | | | | 8,060,011 | | | | | | 0.1 | | |
28,560,540 (5) | | | Freddie Mac REMICS 4611 BS, 5.994%, (-1.000*US0001M + 6.100)%, 06/15/2041 | | | | | 5,497,678 | | | | | | 0.1 | | |
10,292,853 | | | Freddie Mac REMICS 4664 KZ, 3.500%, 02/15/2047 | | | | | 11,107,590 | | | | | | 0.1 | | |
104,932 | | | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | | | | | 105,589 | | | | | | 0.0 | | |
3,435,797 | | | Freddie Mac REMICS 4680 GZ, 3.500%, 03/15/2047 | | | | | 3,768,557 | | | | | | 0.1 | | |
6,577,179 | | | Freddie Mac REMICS 4682 HZ, 3.500%, 04/15/2047 | | | | | 7,043,835 | | | | | | 0.1 | | |
33,413,398 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 36,138,622 | | | | | | 0.4 | | |
2,457,000 | | | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | | | | | 2,683,613 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
22,545,437 | | | Freddie Mac REMICS 4776 AZ, 4.000%, 07/15/2047 | | | | $ | 24,523,288 | | | | | | 0.3 | | |
1,027,352 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 1,100,803 | | | | | | 0.0 | | |
13,474,764 | | | Freddie Mac REMICS 4795 D, 5.000%, 05/15/2048 | | | | | 15,309,127 | | | | | | 0.2 | | |
55,808,939 (5) | | | Freddie Mac REMICS 4879 DS, 5.994%, (-1.000*US0001M + 6.100)%, 08/15/2034 | | | | | 9,768,378 | | | | | | 0.1 | | |
1,632,872 | | | Freddie Mac REMICS 4904 HB, 3.000%, 08/25/2049 | | | | | 1,693,148 | | | | | | 0.0 | | |
15,242,727 (5) | | | Freddie Mac REMICS 4906 SQ, 5.941%, (-1.000*US0001M + 6.050)%, 09/25/2049 | | | | | 2,695,144 | | | | | | 0.0 | | |
606,535 | | | Freddie Mac REMICS 4914 DB, 3.000%, 09/25/2049 | | | | | 614,367 | | | | | | 0.0 | | |
2,076,327 | | | Freddie Mac REMICS 4941 CZ, 3.000%, 11/25/2049 | | | | | 2,154,679 | | | | | | 0.0 | | |
85,694,302 (5) | | | Freddie Mac REMICS 5014 HI, 4.000%, 09/25/2050 | | | | | 15,576,628 | | | | | | 0.2 | | |
49,183,220 (5) | | | Freddie Mac REMICS 5019 HI, 3.500%, 10/25/2050 | | | | | 8,416,267 | | | | | | 0.1 | | |
38,543,002 (5) | | | Freddie Mac REMICS 5045 BS, 6.183%, (-1.000*SOFR30A + 6.200)%, 11/25/2050 | | | | | 9,018,727 | | | | | | 0.1 | | |
65,893,803 (5) | | | Freddie Mac REMICS 5082 IQ, 3.000%, 03/25/2051 | | | | | 9,043,588 | | | | | | 0.1 | | |
12,109,161 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 13,380,557 | | | | | | 0.2 | | |
3,091,163 (2) | | | Freddie Mac STACR 2019-HQA3 M2, 1.959%, (US0001M + 1.850)%, 09/27/2049 | | | | | 3,085,274 | | | | | | 0.0 | | |
9,350,000 (2) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.959%, (US0001M + 1.850)%, 02/25/2050 | | | | | 9,363,902 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,707,238 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.109%, (US0001M + 3.000)%, 06/25/2050 | | | | $ | 3,735,942 | | | | | | 0.1 | | |
10,187,286 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.009%, (US0001M + 1.900)%, 01/25/2050 | | | | | 10,211,863 | | | | | | 0.1 | | |
7,700,000 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.209%, (US0001M + 3.100)%, 03/25/2050 | | | | | 7,832,721 | | | | | | 0.1 | | |
12,684,592 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.709%, (US0001M + 3.600)%, 07/25/2050 | | | | | 12,852,869 | | | | | | 0.1 | | |
2,640,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 2.267%, (SOFR30A + 2.250)%, 08/25/2033 | | | | | 2,626,270 | | | | | | 0.0 | | |
8,900,000 (2) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.209%, (US0001M + 2.100)%, 09/25/2048 | | | | | 8,897,284 | | | | | | 0.1 | | |
11,487,597 (2) | | | Freddie Mac STACR Trust 2019-DNA3 M2, 2.159%, (US0001M + 2.050)%, 07/25/2049 | | | | | 11,510,899 | | | | | | 0.1 | | |
6,153,320 (2) | | | Freddie Mac Stacr Trust 2019-HQA1 M2, 2.459%, (US0001M + 2.350)%, 02/25/2049 | | | | | 6,187,577 | | | | | | 0.1 | | |
4,774,588 | | | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | | | | | 4,870,827 | | | | | | 0.1 | | |
5,316,340 (5) | | | Freddie Mac Strips 303 C17, 3.500%, 01/15/2043 | | | | | 889,842 | | | | | | 0.0 | | |
1,370,148 (3)(5) | | | Freddie Mac Strips 344 68, 3.000%, 02/15/2045 | | | | | 157,164 | | | | | | 0.0 | | |
482,533 (3)(5) | | | Freddie Mac Strips 344 89, 4.500%, 02/15/2045 | | | | | 89,471 | | | | | | 0.0 | | |
6,384,390 (5) | | | Freddie Mac Strips 344 C13, 4.500%, 02/15/2045 | | | | | 1,285,765 | | | | | | 0.0 | | |
4,402,932 (3)(5) | | | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | | | | | 734,763 | | | | | | 0.0 | | |
8,793,763 (5) | | | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | | | | | 1,548,807 | | | | | | 0.0 | | |
5,523,835 (3)(5) | | | Freddie Mac Strips 344 C19, 3.500%, 02/15/2045 | | | | | 866,048 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
9,132,063 (5) | | | Freddie Mac Strips 344 C2, 4.000%, 02/15/2045 | | | | $ | 1,576,426 | | | | | | 0.0 | | |
7,403,781 (5) | | | Freddie Mac Strips 344 C4, 4.000%, 02/15/2045 | | | | | 1,283,410 | | | | | | 0.0 | | |
13,554,731 (5) | | | Freddie Mac Strips 344 C5, 3.500%, 02/15/2045 | | | | | 1,851,616 | | | | | | 0.0 | | |
14,195,584 (5) | | | Freddie Mac Strips 344 C6, 4.000%, 02/15/2045 | | | | | 2,156,142 | | | | | | 0.0 | | |
7,068,681 (5) | | | Freddie Mac Strips 344 C7, 4.000%, 02/15/2045 | | | | | 1,245,576 | | | | | | 0.0 | | |
7,542,485 (5) | | | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | | | | | 1,113,428 | | | | | | 0.0 | | |
6,506,573 (5) | | | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | | | | | 1,012,916 | | | | | | 0.0 | | |
13,175,336 (5) | | | Freddie Mac Strips 347 C14, 3.500%, 02/15/2044 | | | | | 2,123,775 | | | | | | 0.0 | | |
9,073,882 (5) | | | Freddie Mac Strips 347 C22, 4.000%, 02/15/2044 | | | | | 1,606,882 | | | | | | 0.0 | | |
10,538,899 (5) | | | Freddie Mac Strips 347 C23, 4.000%, 02/15/2044 | | | | | 1,726,226 | | | | | | 0.0 | | |
10,464,664 (5) | | | Freddie Mac Strips 347 C24, 4.000%, 02/15/2044 | | | | | 1,692,264 | | | | | | 0.0 | | |
9,345,894 (5) | | | Freddie Mac Strips 347 C25, 4.000%, 02/15/2044 | | | | | 1,580,722 | | | | | | 0.0 | | |
11,534,726 (5) | | | Freddie Mac Strips 347 C26, 4.000%, 02/15/2044 | | | | | 1,922,845 | | | | | | 0.0 | | |
10,770,041 (5) | | | Freddie Mac Strips 347 C28, 4.500%, 02/15/2044 | | | | | 1,950,828 | | | | | | 0.0 | | |
13,951,668 (5) | | | Freddie Mac Strips 347 C5, 3.000%, 05/15/2043 | | | | | 1,996,653 | | | | | | 0.0 | | |
34,512,604 (5) | | | Freddie Mac Strips 365 C23, 3.500%, 10/15/2047 | | | | | 5,028,069 | | | | | | 0.1 | | |
45,128,019 (5) | | | Freddie Mac Strips Series 311 S1, 5.844%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 8,707,821 | | | | | | 0.1 | | |
2,818,878 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.009%, (US0001M + 3.900)%, 12/25/2027 | | | | | 2,871,201 | | | | | | 0.0 | | |
6,215,992 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA2 M3, 5.259%, (US0001M + 5.150)%, 11/25/2028 | | | | | 6,501,632 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
750,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.959%, (US0001M + 3.850)%, 03/25/2029 | | | | $ | 780,446 | | | | | | 0.0 | | |
11,311,868 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.759%, (US0001M + 2.650)%, 12/25/2029 | | | | | 11,438,597 | | | | | | 0.1 | | |
1,415,310 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.459%, (US0001M + 2.350)%, 04/25/2030 | | | | | 1,439,487 | | | | | | 0.0 | | |
7,895,745 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.909%, (US0001M + 1.800)%, 07/25/2030 | | | | | 7,866,926 | | | | | | 0.1 | | |
1,409,459 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.409%, (US0001M + 2.300)%, 09/25/2030 | | | | | 1,415,823 | | | | | | 0.0 | | |
9,354,622 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.759%, (US0001M + 2.650)%, 01/25/2049 | | | | | 9,448,092 | | | | | | 0.1 | | |
8,508,068 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.159%, (US0001M + 2.050)%, 04/25/2049 | | | | | 8,519,172 | | | | | | 0.1 | | |
966,032 (3) | | | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.744%, 07/25/2033 | | | | | 1,067,007 | | | | | | 0.0 | | |
3,526,279 (2)(3) | | | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | | | | | 3,668,592 | | | | | | 0.1 | | |
2,500,000 (2)(3) | | | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | | | | | 2,596,566 | | | | | | 0.0 | | |
3,871,594 (2)(3) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 4,044,232 | | | | | | 0.1 | | |
1,492,893 (5) | | | Ginnie Mae 2005-37 SI, 6.039%, (-1.000*US0001M + 6.150)%, 05/20/2035 | | | | | 294,720 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,551,365 (5) | | | Ginnie Mae 2007-23 ST, 6.089%, (-1.000*US0001M + 6.200)%, 04/20/2037 | | | | $ | 243,961 | | | | | | 0.0 | | |
1,792,109 (5) | | | Ginnie Mae 2007-40 SE, 6.639%, (-1.000*US0001M + 6.750)%, 07/20/2037 | | | | | 383,501 | | | | | | 0.0 | | |
1,252,413 (5) | | | Ginnie Mae 2007-7 EI, 6.089%, (-1.000*US0001M + 6.200)%, 02/20/2037 | | | | | 238,801 | | | | | | 0.0 | | |
4,279,742 (5) | | | Ginnie Mae 2010-11 SA, 6.314%, (-1.000*US0001M + 6.420)%, 01/16/2040 | | | | | 888,534 | | | | | | 0.0 | | |
1,849,300 (5) | | | Ginnie Mae 2010-14 SB, 6.689%, (-1.000*US0001M + 6.800)%, 11/20/2035 | | | | | 380,984 | | | | | | 0.0 | | |
1,511,074 (5) | | | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | | | | | 242,732 | | | | | | 0.0 | | |
650,711 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 645,896 | | | | | | 0.0 | | |
2,309,006 | | | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | | | | | 2,679,076 | | | | | | 0.0 | | |
38,082,606 (5) | | | Ginnie Mae 2018-167 CS, 5.989%, (-1.000*US0001M + 6.100)%, 12/20/2048 | | | | | 5,505,526 | | | | | | 0.1 | | |
493,579 (5) | | | Ginnie Mae Series 2005-7 AH, 6.664%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 92,064 | | | | | | 0.0 | | |
8,749,632 (5) | | | Ginnie Mae Series 2007-17 IC, 6.144%, (-1.000*US0001M + 6.250)%, 04/16/2037 | | | | | 1,422,415 | | | | | | 0.0 | | |
9,616,535 (5) | | | Ginnie Mae Series 2007-41 SL, 6.589%, (-1.000*US0001M + 6.700)%, 07/20/2037 | | | | | 2,103,023 | | | | | | 0.0 | | |
1,012,082 (5) | | | Ginnie Mae Series 2008-2 SW, 6.439%, (-1.000*US0001M + 6.550)%, 01/20/2038 | | | | | 220,927 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
590,629 (5) | | | Ginnie Mae Series 2008-35 SN, 6.289%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | $ | 100,417 | | | | | | 0.0 | | |
327,751 (5) | | | Ginnie Mae Series 2008-40 PS, 6.394%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | | 62,052 | | | | | | 0.0 | | |
846,974 (5) | | | Ginnie Mae Series 2009-25 KS, 6.089%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 171,979 | | | | | | 0.0 | | |
657,461 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 743,387 | | | | | | 0.0 | | |
661,454 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 742,434 | | | | | | 0.0 | | |
136,829 (5) | | | Ginnie Mae Series 2009-33 SN, 6.189%, (-1.000*US0001M + 6.300)%, 05/20/2039 | | | | | 544 | | | | | | 0.0 | | |
12,828,408 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,894,323 | | | | | | 0.2 | | |
1,352,708 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 1,506,603 | | | | | | 0.0 | | |
1,764,460 | | | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | | | | | 1,871,448 | | | | | | 0.0 | | |
3,658,493 | | | Ginnie Mae Series 2010-108 WL, 4.000%, 04/16/2040 | | | | | 4,023,682 | | | | | | 0.1 | | |
1,646,891 (5) | | | Ginnie Mae Series 2010-116 NS, 6.544%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 295,714 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,760,644 (5) | | | Ginnie Mae Series 2010-116 SK, 6.509%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | $ | 935,111 | | | | | | 0.0 | | |
6,412,482 (5) | | | Ginnie Mae Series 2010-149 HS, 5.994%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 702,816 | | | | | | 0.0 | | |
480,000 | | | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | | | | | 538,780 | | | | | | 0.0 | | |
1,753,470 (5) | | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 358,776 | | | | | | 0.0 | | |
1,211,396 (5) | | | Ginnie Mae Series 2010-68 MS, 5.739%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | | 226,501 | | | | | | 0.0 | | |
2,414,075 | | | Ginnie Mae Series 2011-52 PA, 4.250%, 02/16/2041 | | | | | 2,597,630 | | | | | | 0.0 | | |
3,313,484 (5) | | | Ginnie Mae Series 2011-72 SA, 5.244%, (-1.000*US0001M + 5.350)%, 05/16/2041 | | | | | 547,137 | | | | | | 0.0 | | |
2,929,411 (5) | | | Ginnie Mae Series 2011-73 LS, 6.579%, (-1.000*US0001M + 6.690)%, 08/20/2039 | | | | | 180,424 | | | | | | 0.0 | | |
671,144 (5) | | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 55,442 | | | | | | 0.0 | | |
4,256,289 (5) | | | Ginnie Mae Series 2013-111 SA, 6.589%, (-1.000*US0001M + 6.700)%, 07/20/2043 | | | | | 882,602 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,388,000 | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | $ | 1,484,716 | | | | | | 0.0 | | |
6,263,710 (5) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,096,920 | | | | | | 0.0 | | |
408,333 | | | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | | | | | 424,837 | | | | | | 0.0 | | |
1,196,741 (5) | | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | | 68,840 | | | | | | 0.0 | | |
4,057,855 (5) | | | Ginnie Mae Series 2014-185 SB, 5.489%, (-1.000*US0001M + 5.600)%, 12/20/2044 | | | | | 718,721 | | | | | | 0.0 | | |
3,341,852 (5) | | | Ginnie Mae Series 2014-3 QS, 6.039%, (-1.000*US0001M + 6.150)%, 03/20/2043 | | | | | 501,801 | | | | | | 0.0 | | |
6,891,828 (5) | | | Ginnie Mae Series 2014-3 SU, 5.939%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 1,220,929 | | | | | | 0.0 | | |
4,886,794 (5) | | | Ginnie Mae Series 2014-56 SP, 6.094%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | | 797,755 | | | | | | 0.0 | | |
9,499,252 (5) | | | Ginnie Mae Series 2014-58 SG, 5.494%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 1,578,724 | | | | | | 0.0 | | |
28,399,728 (5) | | | Ginnie Mae Series 2015-110 MS, 5.599%, (-1.000*US0001M + 5.710)%, 08/20/2045 | | | | | 4,719,833 | | | | | | 0.1 | | |
1,899,515 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 2,002,156 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
23,310,318 (5) | | | Ginnie Mae Series 2016-160 GS, 5.989%, (-1.000*US0001M + 6.100)%, 11/20/2046 | | | | $ | 4,928,361 | | | | | | 0.1 | | |
973,924 | | | Ginnie Mae Series 2016-44 JA, 3.500%, 03/20/2046 | | | | | 1,048,670 | | | | | | 0.0 | | |
49,741,426 (5) | | | Ginnie Mae Series 2016-6 SB, 5.539%, (-1.000*US0001M + 5.650)%, 01/20/2046 | | | | | 8,886,694 | | | | | | 0.1 | | |
15,330,197 (5) | | | Ginnie Mae Series 2017-101 SA, 6.089%, (-1.000*US0001M + 6.200)%, 07/20/2047 | | | | | 2,768,886 | | | | | | 0.0 | | |
25,097,235 (5) | | | Ginnie Mae Series 2017-163 SH, 6.089%, (-1.000*US0001M + 6.200)%, 11/20/2047 | | | | | 5,134,586 | | | | | | 0.1 | | |
310,421 | | | Ginnie Mae Series 2018-104 HZ, 3.500%, 08/20/2048 | | | | | 327,110 | | | | | | 0.0 | | |
2,523,070 | | | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | | | | | 2,679,277 | | | | | | 0.0 | | |
185,745 | | | Ginnie Mae Series 2018-122 GZ, 3.500%, 09/20/2048 | | | | | 207,347 | | | | | | 0.0 | | |
3,395,557 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 3,619,149 | | | | | | 0.1 | | |
184,849 | | | Ginnie Mae Series 2018-147 KZ, 3.750%, 10/20/2048 | | | | | 206,191 | | | | | | 0.0 | | |
176,532 | | | Ginnie Mae Series 2019-100 JB, 3.000%, 08/20/2049 | | | | | 177,421 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
532,322 | | | Ginnie Mae Series 2019-100 KB, 3.000%, 08/20/2049 | | | | $ | 533,995 | | | | | | 0.0 | | |
1,349,931 | | | Ginnie Mae Series 2019-100 MC, 3.000%, 08/20/2049 | | | | | 1,354,464 | | | | | | 0.0 | | |
34,613,354 (5) | | | Ginnie Mae Series 2019-159 SM, 5.939%, (-1.000*US0001M + 6.050)%, 12/20/2049 | | | | | 6,928,244 | | | | | | 0.1 | | |
1,081,376 | | | Ginnie Mae Series 2019-23 NG, 3.500%, 02/20/2049 | | | | | 1,150,497 | | | | | | 0.0 | | |
71,326 | | | Ginnie Mae Series 2019-54 AB, 3.000%, 04/20/2049 | | | | | 72,144 | | | | | | 0.0 | | |
798,785 | | | Ginnie Mae Series 2019-78 MB, 3.000%, 06/20/2049 | | | | | 846,375 | | | | | | 0.0 | | |
416,445 | | | Ginnie Mae Series 2019-89 KB, 3.000%, 07/20/2049 | | | | | 440,875 | | | | | | 0.0 | | |
299,424 | | | Ginnie Mae Series 2019-89 WB, 3.000%, 07/20/2049 | | | | | 296,726 | | | | | | 0.0 | | |
34,332,963 (5) | | | Ginnie Mae Series 2020-32 SG, 5.989%, (-1.000*US0001M + 6.100)%, 03/20/2050 | | | | | 6,987,156 | | | | | | 0.1 | | |
75,532,223 (5) | | | Ginnie Mae Series 2020-46 BS, 3.239%, (-1.000*US0001M + 3.350)%, 04/20/2050 | | | | | 5,535,266 | | | | | | 0.1 | | |
42,424,203 (5) | | | Ginnie Mae Series 2020-77 JS, 5.989%, (-1.000*US0001M + 6.100)%, 10/20/2048 | | | | | 5,328,145 | | | | | | 0.1 | | |
906,106 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | | | | | 915,149 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,453,221 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | | | | $ | 1,467,198 | | | | | | 0.0 | | |
2,100,000 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | | | | | 2,149,825 | | | | | | 0.0 | | |
2,143,164 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 2,160,627 | | | | | | 0.0 | | |
2,907,792 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.487%, 11/25/2049 | | | | | 3,042,669 | | | | | | 0.0 | | |
1,167,015 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | | | | | 1,208,113 | | | | | | 0.0 | | |
3,597,941 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 3,636,880 | | | | | | 0.1 | | |
1,634,377 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B2A, 3.461%, 10/25/2050 | | | | | 1,682,778 | | | | | | 0.0 | | |
2,785,230 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 2,824,317 | | | | | | 0.0 | | |
3,191,412 (3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ5 A4, 3.000%, 03/27/2051 | | | | | 3,246,052 | | | | | | 0.1 | | |
2,447 | | | GSR Mortgage Loan Trust 2005-5F 8A1, 0.609%, (US0001M + 0.500)%, 06/25/2035 | | | | | 2,322 | | | | | | 0.0 | | |
160,919 | | | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | | | | | 139,244 | | | | | | 0.0 | | |
2,265,689 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.300%, (US0001M + 0.190)%, 09/19/2037 | | | | | 2,208,700 | | | | | | 0.0 | | |
110,427 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.969%, (US0001M + 0.860)%, 08/25/2029 | | | | | 108,797 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 0.814%, (US0001M + 0.470)%, 10/25/2035 | | | | $ | 2,057,707 | | | | | | 0.0 | | |
1,831,312 (2)(3) | | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | | | 1,835,741 | | | | | | 0.0 | | |
933,521 | | | Impac CMB Trust Series 2005-1 M1, 0.799%, (US0001M + 0.690)%, 04/25/2035 | | | | | 914,353 | | | | | | 0.0 | | |
1,480,873 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.529%, (US0001M + 0.420)%, 04/25/2046 | | | | | 1,408,392 | | | | | | 0.0 | | |
2,149,809 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.529%, (US0001M + 0.420)%, 02/25/2046 | | | | | 1,766,382 | | | | | | 0.0 | | |
297,690 (2)(3) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 305,309 | | | | | | 0.0 | | |
2,000,843 (2)(3) | | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 2,028,895 | | | | | | 0.0 | | |
346,305 | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | | 212,827 | | | | | | 0.0 | | |
2,331,615 (3) | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.906%, 07/25/2035 | | | | | 2,400,523 | | | | | | 0.0 | | |
4,178,409 (2)(3) | | | JP Morgan Mortgage Trust 2016-1 B3, 3.865%, 05/25/2046 | | | | | 4,295,450 | | | | | | 0.1 | | |
1,075,941 (2)(3) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | | | | | 1,070,306 | | | | | | 0.0 | | |
2,410,458 (2)(3) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 2,456,455 | | | | | | 0.0 | | |
3,461,082 (2)(3) | | | JP Morgan Mortgage Trust 2017-3 B1, 3.794%, 08/25/2047 | | | | | 3,614,052 | | | | | | 0.1 | | |
1,925,844 (2)(3) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.794%, 08/25/2047 | | | | | 1,999,735 | | | | | | 0.0 | | |
1,398,831 (2)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | | | | | 1,433,056 | | | | | | 0.0 | | |
932,554 (2)(3) | | | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | | | | | 947,461 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,015,083 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.738%, 06/25/2048 | | | | $ | 2,105,770 | | | | | | 0.0 | | |
1,939,692 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.738%, 06/25/2048 | | | | | 1,997,142 | | | | | | 0.0 | | |
2,560,505 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.738%, 06/25/2048 | | | | | 2,594,641 | | | | | | 0.0 | | |
2,478,920 (2)(3) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.753%, 09/25/2048 | | | | | 2,570,697 | | | | | | 0.0 | | |
2,136,866 (2)(3) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.750%, 10/25/2048 | | | | | 2,194,106 | | | | | | 0.0 | | |
1,977,157 (2)(3) | | | JP Morgan Mortgage Trust 2018-6C B2, 3.928%, 12/25/2048 | | | | | 2,054,961 | | | | | | 0.0 | | |
2,874,169 (2)(3) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.413%, 02/25/2049 | | | | | 3,000,701 | | | | | | 0.0 | | |
825,337 (2)(3) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 840,755 | | | | | | 0.0 | | |
3,135,529 (2)(3) | | | JP Morgan Mortgage Trust 2019-1 B1, 4.533%, 05/25/2049 | | | | | 3,306,769 | | | | | | 0.1 | | |
2,748,262 (2)(3) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.274%, 12/25/2049 | | | | | 2,933,392 | | | | | | 0.0 | | |
4,149,070 (2)(3) | | | JP Morgan Mortgage Trust 2019-6 B2, 4.274%, 12/25/2049 | | | | | 4,411,284 | | | | | | 0.1 | | |
1,162,430 (2)(3) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 1,190,977 | | | | | | 0.0 | | |
1,750,000 (2)(3) | | | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | | | | | 1,786,835 | | | | | | 0.0 | | |
1,951,284 (2)(3) | | | JP Morgan Mortgage Trust 2019-9 B2A, 3.513%, 05/25/2050 | | | | | 2,008,202 | | | | | | 0.0 | | |
1,465,979 (2)(3) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.865%, 10/25/2049 | | | | | 1,550,891 | | | | | | 0.0 | | |
1,780,983 (2)(3) | | | JP Morgan Mortgage Trust 2019-INV1 B3, 5.061%, 10/25/2049 | | | | | 1,862,463 | | | | | | 0.0 | | |
1,708,756 (2)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 1,734,810 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,538,565 (2)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.807%, 12/25/2049 | | | | $ | 3,689,838 | | | | | | 0.1 | | |
3,499,660 (2)(3) | | | JP Morgan Mortgage Trust 2020-1 A15, 3.500%, 06/25/2050 | | | | | 3,556,531 | | | | | | 0.1 | | |
2,300,000 (2)(3) | | | JP Morgan Mortgage Trust 2020-1 A7, 3.500%, 06/25/2050 | | | | | 2,349,195 | | | | | | 0.0 | | |
1,276,382 (2)(3) | | | JP Morgan Mortgage Trust 2020-1 B1, 3.889%, 06/25/2050 | | | | | 1,348,433 | | | | | | 0.0 | | |
944,272 (2)(3) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 961,202 | | | | | | 0.0 | | |
1,018,516 (2)(3) | | | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | | | | | 1,039,310 | | | | | | 0.0 | | |
783,469 (2)(3) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.899%, 08/25/2050 | | | | | 826,042 | | | | | | 0.0 | | |
3,314,107 (2)(3) | | | JP Morgan Mortgage Trust 2020-4 A15, 3.000%, 11/25/2050 | | | | | 3,370,953 | | | | | | 0.1 | | |
2,119,370 (2)(3) | | | JP Morgan Mortgage Trust 2020-5 B3, 3.705%, 12/25/2050 | | | | | 2,157,793 | | | | | | 0.0 | | |
3,112,637 (2)(3) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 3,135,084 | | | | | | 0.1 | | |
989,919 (2)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.603%, 03/25/2051 | | | | | 1,025,945 | | | | | | 0.0 | | |
662,417 (2)(3) | | | JP Morgan Mortgage Trust 2020-INV1 A3, 3.500%, 08/25/2050 | | | | | 683,155 | | | | | | 0.0 | | |
6,000,000 (2)(3) | | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | | | 6,041,779 | | | | | | 0.1 | | |
2,868,023 (2)(3) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 2,911,522 | | | | | | 0.0 | | |
3,790,373,100 (2)(5) | | | L Street Securities 2017-PM1 XIO, 0.030%, 10/25/2048 | | | | | 1,242,863 | | | | | | 0.0 | | |
9,314,533 (5) | | | Lehman Mortgage Trust 2006-9 2A5, 6.511%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | | 2,053,069 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,506,045 | | | Lehman XS Trust Series 2005-5N 1A2, 0.469%, (US0001M + 0.360)%, 11/25/2035 | | | | $ | 1,417,334 | | | | | | 0.0 | | |
14,530,215 (5) | | | Lehman Mortgage Trust 2006-7 2A4, 6.441%, (-1.000*US0001M + 6.550)%, 11/25/2036 | | | | | 3,818,276 | | | | | | 0.1 | | |
3,100,000 (2) | | | Mello Warehouse Securitization Trust 2020-1 B, 1.259%, (US0001M + 1.150)%, 10/25/2053 | | | | | 3,104,189 | | | | | | 0.0 | | |
10,250,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 A, 0.809%, (US0001M + 0.700)%, 02/25/2055 | | | | | 10,259,439 | | | | | | 0.1 | | |
6,150,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.209%, (US0001M + 1.100)%, 02/25/2055 | | | | | 6,155,293 | | | | | | 0.1 | | |
1,029,988 (2)(3) | | | MFA 2020-NQM3 A3 Trust, 1.632%, 01/26/2065 | | | | | 1,030,664 | | | | | | 0.0 | | |
4,387,587 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 3,348,541 | | | | | | 0.1 | | |
1,000,000 (2)(3) | | | Morgan Stanley Residential Mortgage Loan Trust 2020-1 A5A, 2.500%, 12/25/2050 | | | | | 988,834 | | | | | | 0.0 | | |
2,548,497 (2)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 2,736,062 | | | | | | 0.0 | | |
827,360 (2)(3) | | | New Residential Mortgage Loan Trust 2017-6A B2, 4.000%, 08/27/2057 | | | | | 893,412 | | | | | | 0.0 | | |
1,164,294 (2)(3) | | | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | | | | | 1,194,403 | | | | | | 0.0 | | |
1,162,945 (2)(3) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 1,185,697 | | | | | | 0.0 | | |
9,826,000 | | | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 0.859%, (US0001M + 0.500)%, 11/25/2035 | | | | | 9,719,536 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
101,823 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | $ | 94,614 | | | | | | 0.0 | | |
1,258,892 (2)(3) | | | Provident Funding Mortgage Trust 2020-1 B3, 3.309%, 02/25/2050 | | | | | 1,275,822 | | | | | | 0.0 | | |
2,482,477 (2)(3) | | | RCKT Mortgage Trust 2019-1 A13, 3.500%, 09/25/2049 | | | | | 2,518,227 | | | | | | 0.0 | | |
1,238,630 (2)(3) | | | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | | | | | 1,258,112 | | | | | | 0.0 | | |
8,959,091 | | | Seasoned Credit Risk Transfer Trust Series 2018-2, 3.500%, 11/25/2057 | | | | | 9,791,457 | | | | | | 0.1 | | |
27,690,000 | | | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | | | | | 29,553,628 | | | | | | 0.3 | | |
1,201,239 (2)(3) | | | Sequoia Mortgage Trust 2014-3 B3, 3.954%, 10/25/2044 | | | | | 1,243,732 | | | | | | 0.0 | | |
1,241,977 (2)(3) | | | Sequoia Mortgage Trust 2014-4 B3, 3.877%, 11/25/2044 | | | | | 1,278,408 | | | | | | 0.0 | | |
1,422,675 (2)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.734%, 05/25/2045 | | | | | 1,494,246 | | | | | | 0.0 | | |
1,248,463 (2)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.714%, 07/25/2045 | | | | | 1,260,128 | | | | | | 0.0 | | |
735,643 (2)(3) | | | Sequoia Mortgage Trust 2017-5 B3, 3.828%, 08/25/2047 | | | | | 747,161 | | | | | | 0.0 | | |
3,300,000 (2)(3) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,397,959 | | | | | | 0.1 | | |
778,116 (2)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 794,049 | | | | | | 0.0 | | |
2,546,267 (2)(3) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.472%, 02/25/2048 | | | | | 2,677,295 | | | | | | 0.0 | | |
486,749 (2)(3) | | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | | 495,909 | | | | | | 0.0 | | |
1,718,462 (2)(3) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 1,740,433 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
798,274 (2)(3) | | | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | | | | $ | 806,748 | | | | | | 0.0 | | |
429,938 (2)(3) | | | Sequoia Mortgage Trust 2019-CH1 A1, 4.500%, 03/25/2049 | | | | | 435,812 | | | | | | 0.0 | | |
1,873,386 (2)(3) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 1,912,308 | | | | | | 0.0 | | |
2,510,303 (2)(3) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 2,569,419 | | | | | | 0.0 | | |
2,480,365 (2)(3) | | | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | | | | | 2,523,637 | | | | | | 0.0 | | |
1,975,695 (2)(3) | | | Sequoia Mortgage Trust 2020-2 B2, 3.666%, 03/25/2050 | | | | | 2,053,313 | | | | | | 0.0 | | |
3,012,110 (2)(3) | | | Sequoia Mortgage Trust 2020-3 B2, 3.385%, 04/25/2050 | | | | | 3,045,317 | | | | | | 0.0 | | |
1,685,215 (2)(3) | | | Sequoia Mortgage Trust 2020-4 A20, 2.500%, 11/25/2050 | | | | | 1,698,880 | | | | | | 0.0 | | |
1,849,737 (2)(3) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.711%, 10/25/2047 | | | | | 1,930,389 | | | | | | 0.0 | | |
2,193,308 (2)(3) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 2,205,227 | | | | | | 0.0 | | |
5,634 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2004-12 7A3, 3.083%, 09/25/2034 | | | | | 5,755 | | | | | | 0.0 | | |
2,376,405 (2)(3) | | | TIAA Bank Mortgage Loan Trust 2018-2 B2, 3.791%, 07/25/2048 | | | | | 2,463,442 | | | | | | 0.0 | | |
880,097 (2)(6) | | | Verus Securitization Trust 2019-4 A3, 3.000% (Step Rate @ 4.000% on 10/25/2023), 11/25/2059 | | | | | 894,968 | | | | | | 0.0 | | |
2,440,815 (2)(3) | | | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | | | | | 2,495,511 | | | | | | 0.0 | | |
1,377,832 (2)(3) | | | Verus Securitization Trust 2020-INV1 A1, 1.977%, 04/25/2060 | | | | | 1,400,294 | | | | | | 0.0 | | |
1,000,000 (2)(3) | | | Verus Securitization Trust 2020-INV1 A2, 3.035%, 04/25/2060 | | | | | 1,037,027 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
656,312 (3) | | | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 2.638%, 10/20/2035 | | | | $ | 615,494 | | | | | | 0.0 | | |
274,370 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.499%, 10/25/2036 | | | | | 267,368 | | | | | | 0.0 | | |
3,460,505 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.906%, 06/25/2034 | | | | | 3,499,059 | | | | | | 0.1 | | |
2,045,833 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.129%, (US0001M + 0.510)%, 08/25/2045 | | | | | 2,045,957 | | | | | | 0.0 | | |
63,929,794 (3)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.902%, 08/25/2045 | | | | | 2,414,059 | | | | | | 0.0 | | |
1,555,721 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.089%, (US0001M + 0.490)%, 10/25/2045 | | | | | 1,544,550 | | | | | | 0.0 | | |
325,003 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.037%, 10/25/2036 | | | | | 326,204 | | | | | | 0.0 | | |
692,634 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.633%, 11/25/2036 | | | | | 689,367 | | | | | | 0.0 | | |
937,595 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.526%, 12/25/2036 | | | | | 897,169 | | | | | | 0.0 | | |
2,167,619 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 2.526%, 12/25/2036 | | | | | 2,074,158 | | | | | | 0.0 | | |
1,235,337 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.173%, 12/25/2036 | | | | | 1,194,060 | | | | | | 0.0 | | |
1,128,031 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.112%, 08/25/2046 | | | | | 1,123,522 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,606,634 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.205%, 12/25/2036 | | | | $ | 1,581,320 | | | | | | 0.0 | | |
417,660 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.835%, 03/25/2037 | | | | | 379,635 | | | | | | 0.0 | | |
1,100,452 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.129%, 04/25/2037 | | | | | 1,033,608 | | | | | | 0.0 | | |
1,412,756 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.009%, (US0001M + 0.900)%, 11/25/2035 | | | | | 1,239,083 | | | | | | 0.0 | | |
1,276,793 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,217,289 | | | | | | 0.0 | | |
840,479 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 837,441 | | | | | | 0.0 | | |
362,626 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 363,180 | | | | | | 0.0 | | |
3,928,786 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.219%, (12MTA + 0.960)%, 08/25/2046 | | | | | 2,674,835 | | | | | | 0.0 | | |
637,571 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 0.339%, (US0001M + 0.230)%, 01/25/2047 | | | | | 644,463 | | | | | | 0.0 | | |
1,320,854 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.429%, (US0001M + 0.320)%, 01/25/2047 | | | | | 1,348,595 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
676,370 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.539%, (US0001M + 0.430)%, 06/25/2037 | | | | $ | 537,478 | | | | | | 0.0 | | |
851,178 | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 849,515 | | | | | | 0.0 | | |
232,661 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.909%, 04/25/2036 | | | | | 228,247 | | | | | | 0.0 | | |
2,010,236 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.557%, 09/25/2049 | | | | | 2,062,237 | | | | | | 0.0 | | |
1,777,779 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | | | | | 1,801,432 | | | | | | 0.0 | | |
1,999,351 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2020-2 A17 Trust, 3.000%, 12/25/2049 | | | | | 2,018,289 | | | | | | 0.0 | | |
3,000,000 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | | | | | 3,004,739 | | | | | | 0.0 | | |
2,946,340 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.269%, 12/25/2049 | | | | | 3,013,646 | | | | | | 0.0 | | |
3,942,719 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2020-4 B1 Trust, 3.256%, 07/25/2050 | | | | | 4,094,805 | | | | | | 0.1 | | |
912,917 (2)(3) | | | WinWater Mortgage Loan Trust 2015-5 B3, 3.761%, 08/20/2045 | | | | | 961,281 | | | | | | 0.0 | | |
1,489,261 (2)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.761%, 08/20/2045 | | | | | 1,540,326 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $1,619,203,289) | | | | | 1,686,555,839 | | | | | | 16.9 | | |
U.S. TREASURY OBLIGATIONS: 7.3% | | |||||||||||||||
| | | U.S. Treasury Bonds: 2.2% | | ||||||||||||
58,000 | | | 1.250%, 05/15/2050 | | | | | 43,788 | | | | | | 0.0 | | |
2,699,000 | | | 1.375%, 11/15/2040 | | | | | 2,296,680 | | | | | | 0.0 | | |
77,218,000 | | | 1.625%, 11/15/2050 | | | | | 64,368,442 | | | | | | 0.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Bonds (continued) | | ||||||||||||
161,916,000 (1) | | | 1.875%, 02/15/2041 | | | | $ | 150,809,575 | | | | | | 1.5 | | |
| | | | | | | | 217,518,485 | | | | | | 2.2 | | |
| | | U.S. Treasury Notes: 5.1% | | ||||||||||||
132,000 | | | 0.625%, 05/15/2030 | | | | | 120,151 | | | | | | 0.0 | | |
97,624,000 | | | 0.125%, 03/31/2023 | | | | | 97,562,985 | | | | | | 1.0 | | |
100,000 | | | 0.125%, 10/15/2023 | | | | | 99,685 | | | | | | 0.0 | | |
216,486,400 | | | 0.250%, 03/15/2024 | | | | | 215,919,814 | | | | | | 2.1 | | |
121,452,000 | | | 0.750%, 03/31/2026 | | | | | 120,403,528 | | | | | | 1.2 | | |
12,609,000 (1) | | | 1.125%, 02/15/2031 | | | | | 11,914,520 | | | | | | 0.1 | | |
70,740,000 | | | 1.250%, 03/31/2028 | | | | | 70,016,020 | | | | | | 0.7 | | |
| | | | | | | | 516,036,703 | | | | | | 5.1 | | |
| | | Total U.S. Treasury Obligations (Cost $743,031,982) | | | | | 733,555,188 | | | | | | 7.3 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 11.3% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.9%(7) | | ||||||||||||
764,701 | | | 2.500%, 05/01/2030 | | | | | 802,411 | | | | | | 0.0 | | |
426,506 | | | 2.500%, 05/01/2030 | | | | | 446,811 | | | | | | 0.0 | | |
895,264 | | | 2.500%, 06/01/2030 | | | | | 939,418 | | | | | | 0.0 | | |
3,269 | | | 2.671%, (US0012M + 1.773)% , 05/01/2037 | | | | | 3,468 | | | | | | 0.0 | | |
1,204,459 | | | 3.000%, 11/01/2042 | | | | | 1,281,543 | | | | | | 0.0 | | |
1,213,957 | | | 3.000%, 02/01/2043 | | | | | 1,291,436 | | | | | | 0.0 | | |
1,532,997 | | | 3.000%, 03/01/2045 | | | | | 1,626,878 | | | | | | 0.0 | | |
1,242,969 | | | 3.000%, 03/01/2045 | | | | | 1,313,469 | | | | | | 0.0 | | |
3,613,007 | | | 3.000%, 04/01/2045 | | | | | 3,830,849 | | | | | | 0.0 | | |
3,626,672 | | | 3.000%, 04/01/2045 | | | | | 3,835,167 | | | | | | 0.1 | | |
14,825,305 | | | 3.000%, 10/01/2046 | | | | | 15,652,023 | | | | | | 0.2 | | |
1,683,831 | | | 3.000%, 10/01/2046 | | | | | 1,796,682 | | | | | | 0.0 | | |
6,708,069 | | | 3.000%, 03/01/2048 | | | | | 7,088,347 | | | | | | 0.1 | | |
5,351,558 | | | 3.000%, 03/01/2048 | | | | | 5,646,033 | | | | | | 0.1 | | |
18,060,018 | | | 3.000%, 08/01/2048 | | | | | 19,037,082 | | | | | | 0.2 | | |
6,025,488 | | | 3.500%, 01/01/2045 | | | | | 6,543,016 | | | | | | 0.1 | | |
1,926,791 | | | 3.500%, 03/01/2045 | | | | | 2,077,423 | | | | | | 0.0 | | |
8,741,134 | | | 3.500%, 12/01/2046 | | | | | 9,453,391 | | | | | | 0.1 | | |
16,325,217 | | | 3.500%, 12/01/2046 | | | | | 17,568,348 | | | | | | 0.2 | | |
6,435,919 | | | 3.500%, 04/01/2047 | | | | | 6,991,346 | | | | | | 0.1 | | |
6,516,198 | | | 3.500%, 07/01/2047 | | | | | 6,922,071 | | | | | | 0.1 | | |
5,725,484 | | | 3.500%, 10/01/2047 | | | | | 6,083,942 | | | | | | 0.1 | | |
20,275,397 | | | 3.500%, 01/01/2048 | | | | | 21,688,476 | | | | | | 0.2 | | |
2,579,444 | | | 3.500%, 03/01/2048 | | | | | 2,767,906 | | | | | | 0.0 | | |
43,516,212 | | | 3.500%, 03/01/2048 | | | | | 46,967,229 | | | | | | 0.5 | | |
28,645,332 | | | 3.500%, 11/01/2048 | | | | | 30,917,102 | | | | | | 0.3 | | |
664,325 | | | 4.000%, 10/01/2041 | | | | | 731,406 | | | | | | 0.0 | | |
1,034,334 | | | 4.000%, 12/01/2041 | | | | | 1,140,533 | | | | | | 0.0 | | |
2,132,308 | | | 4.000%, 08/01/2044 | | | | | 2,362,112 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
816,264 | | | 4.000%, 07/01/2045 | | | | $ | 896,023 | | | | | | 0.0 | | |
1,531,203 | | | 4.000%, 09/01/2045 | | | | | 1,672,643 | | | | | | 0.0 | | |
2,015,180 | | | 4.000%, 09/01/2045 | | | | | 2,229,409 | | | | | | 0.0 | | |
3,164,399 | | | 4.000%, 09/01/2045 | | | | | 3,469,588 | | | | | | 0.0 | | |
20,048,982 | | | 4.000%, 11/01/2045 | | | | | 21,997,255 | | | | | | 0.2 | | |
2,134,468 | | | 4.000%, 05/01/2046 | | | | | 2,323,314 | | | | | | 0.0 | | |
1,534,676 | | | 4.000%, 05/01/2047 | | | | | 1,663,966 | | | | | | 0.0 | | |
9,115,767 | | | 4.000%, 11/01/2047 | | | | | 9,823,217 | | | | | | 0.1 | | |
470,721 | | | 4.000%, 03/01/2048 | | | | | 506,609 | | | | | | 0.0 | | |
6,719,913 | | | 4.000%, 06/01/2048 | | | | | 7,433,030 | | | | | | 0.1 | | |
338,420 | | | 4.500%, 08/01/2041 | | | | | 383,392 | | | | | | 0.0 | | |
883,506 | | | 4.500%, 09/01/2041 | | | | | 996,958 | | | | | | 0.0 | | |
696,422 | | | 4.500%, 10/01/2041 | | | | | 776,310 | | | | | | 0.0 | | |
1,570,577 | | | 4.500%, 03/01/2044 | | | | | 1,772,629 | | | | | | 0.0 | | |
4,333,878 | | | 4.500%, 02/01/2048 | | | | | 4,766,863 | | | | | | 0.1 | | |
845,736 | | | 4.500%, 06/01/2048 | | | | | 923,579 | | | | | | 0.0 | | |
73,554 | | | 5.000%, 01/01/2041 | | | | | 84,431 | | | | | | 0.0 | | |
541,271 | | | 5.000%, 04/01/2041 | | | | | 625,847 | | | | | | 0.0 | | |
21,741 | | | 5.500%, 07/01/2037 | | | | | 25,157 | | | | | | 0.0 | | |
1,246,582 | | | 5.500%, 11/01/2038 | | | | | 1,440,921 | | | | | | 0.0 | | |
1,167 | | | 6.000%, 12/01/2028 | | | | | 1,313 | | | | | | 0.0 | | |
14,039 | | | 6.000%, 01/01/2029 | | | | | 15,792 | | | | | | 0.0 | | |
2,580 | | | 6.500%, 01/01/2024 | | | | | 2,899 | | | | | | 0.0 | | |
3,618 | | | 6.500%, 12/01/2031 | | | | | 4,147 | | | | | | 0.0 | | |
390,233 | | | 6.500%, 09/01/2034 | | | | | 448,376 | | | | | | 0.0 | | |
857 | | | 7.000%, 03/01/2032 | | | | | 910 | | | | | | 0.0 | | |
| | | | | | | | 291,090,496 | | | | | | 2.9 | | |
| | | Federal National Mortgage Association: 0.3%(7) | | ||||||||||||
39,903 | | | 2.128%, (US0012M + 1.486)%, 07/01/2035 | | | | | 40,395 | | | | | | 0.0 | | |
4,199,164 | | | 3.500%, 01/01/2044 | | | | | 4,587,309 | | | | | | 0.0 | | |
5,983,879 | | | 4.000%, 12/01/2046 | | | | | 6,605,921 | | | | | | 0.1 | | |
2,043,072 | | | 4.500%, 09/01/2047 | | | | | 2,356,407 | | | | | | 0.0 | | |
13,081,981 | | | 5.000%, 08/01/2056 | | | | | 15,288,666 | | | | | | 0.2 | | |
125,972 | | | 6.000%, 05/01/2038 | | | | | 138,284 | | | | | | 0.0 | | |
| | | | | | | | 29,016,982 | | | | | | 0.3 | | |
| | | Government National Mortgage Association: 3.0% | | ||||||||||||
56,176,000 (8) | | | 2.500%, 05/01/2050 | | | | | 57,854,697 | | | | | | 0.6 | | |
12,898,884 | | | 3.000%, 10/20/2049 | | | | | 13,648,126 | | | | | | 0.1 | | |
8,141,474 | | | 3.000%, 11/20/2049 | | | | | 8,615,082 | | | | | | 0.1 | | |
18,730,000 (8) | | | 3.000%, 04/21/2050 | | | | | 19,513,587 | | | | | | 0.2 | | |
63,833,720 | | | 3.000%, 07/20/2050 | | | | | 66,556,359 | | | | | | 0.7 | | |
16,330,934 | | | 3.000%, 08/20/2050 | | | | | 17,027,844 | | | | | | 0.2 | | |
856,193 | | | 3.500%, 07/20/2046 | | | | | 914,731 | | | | | | 0.0 | | |
5,958,762 | | | 3.500%, 07/20/2046 | | | | | 6,374,052 | | | | | | 0.1 | | |
1,432,580 | | | 3.500%, 10/20/2046 | | | | | 1,572,533 | | | | | | 0.0 | | |
715,612 | | | 3.500%, 02/20/2047 | | | | | 761,124 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
404,543 | | | 3.500%, 03/20/2047 | | | | $ | 428,171 | | | | | | 0.0 | | |
676,582 | | | 3.500%, 07/20/2047 | | | | | 720,163 | | | | | | 0.0 | | |
884,079 | | | 3.500%, 08/20/2047 | | | | | 943,554 | | | | | | 0.0 | | |
2,433,966 | | | 3.500%, 09/20/2047 | | | | | 2,600,490 | | | | | | 0.0 | | |
11,481,739 | | | 3.500%, 12/20/2047 | | | | | 12,318,852 | | | | | | 0.1 | | |
6,439,121 | | | 3.500%, 01/20/2048 | | | | | 6,901,414 | | | | | | 0.1 | | |
10,490,081 | | | 3.500%, 02/20/2048 | | | | | 11,339,590 | | | | | | 0.1 | | |
5,411,622 | | | 3.500%, 02/20/2048 | | | | | 5,794,835 | | | | | | 0.1 | | |
1,282,128 | | | 3.500%, 03/20/2048 | | | | | 1,423,203 | | | | | | 0.0 | | |
25,703,929 | | | 3.500%, 03/20/2048 | | | | | 27,658,802 | | | | | | 0.3 | | |
198,216 | | | 4.000%, 11/20/2040 | | | | | 219,633 | | | | | | 0.0 | | |
1,186,010 | | | 4.000%, 03/20/2046 | | | | | 1,302,382 | | | | | | 0.0 | | |
19,927,329 | | | 4.000%, 09/20/2047 | | | | | 21,512,792 | | | | | | 0.2 | | |
11,969,538 | | | 4.000%, 02/20/2050 | | | | | 12,811,467 | | | | | | 0.1 | | |
271,987 | | | 4.500%, 10/15/2039 | | | | | 308,898 | | | | | | 0.0 | | |
160,637 | | | 4.500%, 11/15/2039 | | | | | 182,435 | | | | | | 0.0 | | |
201,190 | | | 4.500%, 11/15/2039 | | | | | 228,495 | | | | | | 0.0 | | |
60,162 | | | 4.500%, 12/15/2039 | | | | | 68,327 | | | | | | 0.0 | | |
55,547 | | | 4.500%, 08/20/2041 | | | | | 62,323 | | | | | | 0.0 | | |
2,151,317 | | | 4.500%, 09/15/2047 | | | | | 2,398,627 | | | | | | 0.0 | | |
10,558 (3) | | | 5.500%, 03/20/2060 | | | | | 11,637 | | | | | | 0.0 | | |
| | | | | | | | 302,074,225 | | | | | | 3.0 | | |
| | | Uniform Mortgage-Backed Securities: 5.1% | | ||||||||||||
96,894,000 (8) | | | 2.000%, 05/01/2050 | | | | | 96,542,003 | | | | | | 1.0 | | |
1,189,972 | | | 2.500%, 05/01/2030 | | | | | 1,247,811 | | | | | | 0.0 | | |
2,590,346 | | | 2.500%, 06/01/2030 | | | | | 2,712,264 | | | | | | 0.0 | | |
1,867,817 | | | 2.500%, 06/01/2030 | | | | | 1,955,709 | | | | | | 0.0 | | |
1,106,007 | | | 2.500%, 07/01/2030 | | | | | 1,158,105 | | | | | | 0.0 | | |
48,400,000 (8) | | | 2.500%, 05/25/2050 | | | | | 49,566,516 | | | | | | 0.5 | | |
1,644,791 | | | 3.000%, 08/01/2030 | | | | | 1,748,474 | | | | | | 0.0 | | |
890,438 | | | 3.000%, 09/01/2030 | | | | | 946,991 | | | | | | 0.0 | | |
2,897,583 | | | 3.000%, 04/01/2043 | | | | | 3,069,329 | | | | | | 0.0 | | |
2,514,053 | | | 3.000%, 07/01/2043 | | | | | 2,673,862 | | | | | | 0.0 | | |
713,749 | | | 3.000%, 08/01/2043 | | | | | 759,965 | | | | | | 0.0 | | |
532,560 | | | 3.000%, 09/01/2043 | | | | | 563,754 | | | | | | 0.0 | | |
8,018,134 | | | 3.000%, 04/01/2045 | | | | | 8,505,444 | | | | | | 0.1 | | |
3,816,326 | | | 3.000%, 08/01/2046 | | | | | 4,032,878 | | | | | | 0.1 | | |
1,595,365 | | | 3.000%, 08/01/2046 | | | | | 1,689,168 | | | | | | 0.0 | | |
947,281 | | | 3.000%, 11/01/2046 | | | | | 1,004,593 | | | | | | 0.0 | | |
2,755,782 | | | 3.000%, 12/01/2046 | | | | | 2,905,570 | | | | | | 0.0 | | |
11,315,601 | | | 3.000%, 12/01/2046 | | | | | 11,957,290 | | | | | | 0.1 | | |
21,215,932 | | | 3.000%, 01/01/2047 | | | | | 22,228,808 | | | | | | 0.2 | | |
4,976,670 | | | 3.000%, 02/01/2047 | | | | | 5,262,803 | | | | | | 0.1 | | |
5,543,183 | | | 3.000%, 03/01/2047 | | | | | 5,826,962 | | | | | | 0.1 | | |
5,100,667 | | | 3.000%, 07/01/2047 | | | | | 5,355,352 | | | | | | 0.1 | | |
27,721,482 | | | 3.500%, 06/01/2034 | | | | | 29,893,048 | | | | | | 0.3 | | |
3,235,526 | | | 3.500%, 10/01/2042 | | | | | 3,498,994 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,349,037 | | | 3.500%, 04/01/2043 | | | | $ | 1,466,807 | | | | | | 0.0 | | |
4,116,473 | | | 3.500%, 08/01/2043 | | | | | 4,475,838 | | | | | | 0.1 | | |
2,548,455 | | | 3.500%, 03/01/2044 | | | | | 2,770,406 | | | | | | 0.0 | | |
21,200,000 (8) | | | 3.500%, 04/01/2044 | | | | | 22,396,640 | | | | | | 0.2 | | |
295,945 | | | 3.500%, 01/01/2046 | | | | | 319,922 | | | | | | 0.0 | | |
476,581 | | | 3.500%, 02/01/2046 | | | | | 515,195 | | | | | | 0.0 | | |
209,715 | | | 3.500%, 02/01/2046 | | | | | 226,449 | | | | | | 0.0 | | |
18,424,674 | | | 3.500%, 08/01/2046 | | | | | 19,940,983 | | | | | | 0.2 | | |
1,487,018 | | | 3.500%, 08/01/2047 | | | | | 1,579,134 | | | | | | 0.0 | | |
2,187,176 | | | 3.500%, 09/01/2047 | | | | | 2,324,434 | | | | | | 0.0 | | |
21,630,605 | | | 3.500%, 11/01/2047 | | | | | 23,403,984 | | | | | | 0.3 | | |
833,529 | | | 3.500%, 12/01/2047 | | | | | 884,586 | | | | | | 0.0 | | |
1,541,354 | | | 3.500%, 02/01/2048 | | | | | 1,632,260 | | | | | | 0.0 | | |
1,785,431 | | | 3.500%, 05/01/2048 | | | | | 1,889,295 | | | | | | 0.0 | | |
13,386,363 | | | 3.500%, 07/01/2048 | | | | | 14,440,756 | | | | | | 0.2 | | |
14,790,252 | | | 3.500%, 09/01/2049 | | | | | 15,661,163 | | | | | | 0.2 | | |
2,912,815 | | | 3.500%, 10/01/2049 | | | | | 3,151,882 | | | | | | 0.0 | | |
280,799 | | | 4.000%, 03/01/2042 | | | | | 308,091 | | | | | | 0.0 | | |
955,905 | | | 4.000%, 07/01/2042 | | | | | 1,048,817 | | | | | | 0.0 | | |
269,891 | | | 4.000%, 07/01/2042 | | | | | 298,907 | | | | | | 0.0 | | |
1,464,020 | | | 4.000%, 07/01/2042 | | | | | 1,621,652 | | | | | | 0.0 | | |
720,357 | | | 4.000%, 09/01/2043 | | | | | 794,259 | | | | | | 0.0 | | |
12,851,246 | | | 4.000%, 01/01/2045 | | | | | 14,324,868 | | | | | | 0.2 | | |
1,795,639 | | | 4.000%, 01/01/2045 | | | | | 1,979,744 | | | | | | 0.0 | | |
1,243,951 | | | 4.000%, 03/01/2045 | | | | | 1,373,027 | | | | | | 0.0 | | |
7,063,231 | | | 4.000%, 05/01/2045 | | | | | 7,733,786 | | | | | | 0.1 | | |
1,323,946 | | | 4.000%, 06/01/2045 | | | | | 1,448,686 | | | | | | 0.0 | | |
1,497,031 | | | 4.000%, 11/01/2045 | | | | | 1,655,845 | | | | | | 0.0 | | |
4,366,798 | | | 4.000%, 02/01/2046 | | | | | 4,774,214 | | | | | | 0.1 | | |
8,857,120 | | | 4.000%, 07/01/2047 | | | | | 9,641,101 | | | | | | 0.1 | | |
3,341,607 | | | 4.000%, 08/01/2047 | | | | | 3,601,976 | | | | | | 0.1 | | |
1,010,088 | | | 4.000%, 08/01/2047 | | | | | 1,089,961 | | | | | | 0.0 | | |
331,912 | | | 4.000%, 03/01/2048 | | | | | 356,740 | | | | | | 0.0 | | |
1,058,436 | | | 4.000%, 03/01/2048 | | | | | 1,138,800 | | | | | | 0.0 | | |
7,022,845 | | | 4.000%, 09/01/2048 | | | | | 7,600,467 | | | | | | 0.1 | | |
17,496,289 | | | 4.000%, 04/01/2049 | | | | | 19,005,038 | | | | | | 0.2 | | |
1,610,669 | | | 4.250%, 11/01/2043 | | | | | 1,799,451 | | | | | | 0.0 | | |
346,452 | | | 4.500%, 11/01/2040 | | | | | 390,837 | | | | | | 0.0 | | |
160,805 | | | 4.500%, 11/01/2040 | | | | | 179,079 | | | | | | 0.0 | | |
2,347,828 | | | 4.500%, 11/01/2040 | | | | | 2,615,317 | | | | | | 0.0 | | |
5,979 | | | 4.500%, 12/01/2040 | | | | | 6,745 | | | | | | 0.0 | | |
3,200 | | | 4.500%, 12/01/2040 | | | | | 3,609 | | | | | | 0.0 | | |
4,641 | | | 4.500%, 01/01/2041 | | | | | 5,170 | | | | | | 0.0 | | |
7,103 | | | 4.500%, 01/01/2041 | | | | | 7,917 | | | | | | 0.0 | | |
320,263 | | | 4.500%, 10/01/2041 | | | | | 357,476 | | | | | | 0.0 | | |
359,264 | | | 4.500%, 10/01/2044 | | | | | 396,958 | | | | | | 0.0 | | |
793,826 | | | 4.500%, 12/01/2045 | | | | | 875,387 | | | | | | 0.0 | | |
2,154,399 | | | 4.500%, 04/01/2047 | | | | | 2,370,771 | | | | | | 0.0 | | |
1,387,805 | | | 4.500%, 04/01/2047 | | | | | 1,534,956 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
3,347,741 | | | 4.500%, 04/01/2047 | | | | $ | 3,708,275 | | | | | | 0.1 | | |
1,989,217 | | | 4.500%, 04/01/2047 | | | | | 2,182,976 | | | | | | 0.0 | | |
4,141,440 | | | 4.500%, 04/01/2047 | | | | | 4,614,461 | | | | | | 0.1 | | |
1,573,625 | | | 4.500%, 05/01/2047 | | | | | 1,751,358 | | | | | | 0.0 | | |
1,447,597 | | | 4.500%, 05/01/2047 | | | | | 1,621,425 | | | | | | 0.0 | | |
2,632,122 | | | 4.500%, 05/01/2047 | | | | | 2,887,040 | | | | | | 0.0 | | |
2,320,237 | | | 4.500%, 05/01/2047 | | | | | 2,598,867 | | | | | | 0.0 | | |
1,762,298 | | | 4.500%, 05/01/2047 | | | | | 1,973,913 | | | | | | 0.0 | | |
1,818,460 | | | 4.500%, 06/01/2047 | | | | | 1,995,002 | | | | | | 0.0 | | |
1,035,521 | | | 4.500%, 06/01/2047 | | | | | 1,153,795 | | | | | | 0.0 | | |
1,810,137 | | | 4.500%, 06/01/2047 | | | | | 1,984,591 | | | | | | 0.0 | | |
3,263,304 | | | 4.500%, 07/01/2047 | | | | | 3,577,276 | | | | | | 0.1 | | |
1,268,030 | | | 4.500%, 08/01/2047 | | | | | 1,391,015 | | | | | | 0.0 | | |
88,474 | | | 5.000%, 06/01/2033 | | | | | 102,518 | | | | | | 0.0 | | |
18,523 | | | 5.000%, 09/01/2033 | | | | | 21,061 | | | | | | 0.0 | | |
55,325 | | | 5.000%, 11/01/2033 | | | | | 64,021 | | | | | | 0.0 | | |
16,784 | | | 5.000%, 03/01/2034 | | | | | 19,383 | | | | | | 0.0 | | |
18,904 | | | 5.000%, 03/01/2034 | | | | | 21,849 | | | | | | 0.0 | | |
126,619 | | | 5.000%, 02/01/2035 | | | | | 146,775 | | | | | | 0.0 | | |
82,574 | | | 5.000%, 06/01/2035 | | | | | 95,921 | | | | | | 0.0 | | |
4,769 | | | 5.000%, 06/01/2035 | | | | | 5,543 | | | | | | 0.0 | | |
47,661 | | | 5.000%, 07/01/2035 | | | | | 55,395 | | | | | | 0.0 | | |
289,073 | | | 5.000%, 08/01/2035 | | | | | 336,347 | | | | | | 0.0 | | |
17,558 | | | 5.000%, 10/01/2035 | | | | | 20,421 | | | | | | 0.0 | | |
400,833 | | | 5.000%, 10/01/2035 | | | | | 465,870 | | | | | | 0.0 | | |
225,039 | | | 5.000%, 02/01/2036 | | | | | 261,995 | | | | | | 0.0 | | |
41,585 | | | 5.000%, 03/01/2036 | | | | | 48,372 | | | | | | 0.0 | | |
3,307 | | | 5.000%, 03/01/2036 | | | | | 3,848 | | | | | | 0.0 | | |
6,813 | | | 5.000%, 05/01/2036 | | | | | 7,923 | | | | | | 0.0 | | |
4,528 | | | 5.000%, 06/01/2036 | | | | | 5,265 | | | | | | 0.0 | | |
181,695 | | | 5.000%, 07/01/2036 | | | | | 210,556 | | | | | | 0.0 | | |
128,061 | | | 5.000%, 11/01/2040 | | | | | 149,088 | | | | | | 0.0 | | |
55,746 | | | 5.000%, 05/01/2041 | | | | | 64,904 | | | | | | 0.0 | | |
365,582 | | | 5.000%, 06/01/2041 | | | | | 420,442 | | | | | | 0.0 | | |
187,815 | | | 5.000%, 06/01/2041 | | | | | 215,500 | | | | | | 0.0 | | |
114,794 | | | 5.500%, 03/01/2037 | | | | | 132,197 | | | | | | 0.0 | | |
119,192 | | | 5.500%, 06/01/2039 | | | | | 139,896 | | | | | | 0.0 | | |
1,168,220 | | | 5.500%, 10/01/2039 | | | | | 1,363,402 | | | | | | 0.0 | | |
41,259 | | | 6.000%, 09/01/2036 | | | | | 46,411 | | | | | | 0.0 | | |
272 | | | 6.500%, 02/01/2028 | | | | | 305 | | | | | | 0.0 | | |
529 | | | 6.500%, 09/01/2031 | | | | | 594 | | | | | | 0.0 | | |
139 | | | 6.500%, 09/01/2031 | | | | | 156 | | | | | | 0.0 | | |
14,896 | | | 6.500%, 11/01/2031 | | | | | 17,190 | | | | | | 0.0 | | |
6,192 | | | 6.500%, 04/01/2032 | | | | | 6,991 | | | | | | 0.0 | | |
1,256 | | | 6.500%, 08/01/2032 | | | | | 1,443 | | | | | | 0.0 | | |
4,062 | | | 6.500%, 08/01/2032 | | | | | 4,582 | | | | | | 0.0 | | |
5,808 | | | 7.000%, 12/01/2027 | | | | | 5,894 | | | | | | 0.0 | | |
848 | | | 7.000%, 10/01/2031 | | | | | 868 | | | | | | 0.0 | | |
625 | | | 7.000%, 03/01/2032 | | | | | 644 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
978 | | | 7.500%, 09/01/2030 | | | | $ | 1,146 | | | | | | 0.0 | | |
3,123 | | | 7.500%, 09/01/2031 | | | | | 3,715 | | | | | | 0.0 | | |
13,596 | | | 7.500%, 02/01/2032 | | | | | 15,624 | | | | | | 0.0 | | |
| | | | | | | | 508,449,128 | | | | | | 5.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $1,087,472,770) | | | | | 1,130,630,831 | | | | | | 11.3 | | |
ASSET-BACKED SECURITIES: 15.8% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.5% | | ||||||||||||
8,246,000 | | | Americredit Automobile Receivables Trust 2018-1 C, 3.500%, 01/18/2024 | | | | | 8,500,820 | | | | | | 0.1 | | |
5,950,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 6,288,296 | | | | | | 0.1 | | |
8,440,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 8,946,073 | | | | | | 0.1 | | |
5,750,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | | | | | 5,935,713 | | | | | | 0.1 | | |
5,050,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 5,248,960 | | | | | | 0.1 | | |
8,300,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 8,470,950 | | | | | | 0.1 | | |
3,650,000 | | | AmeriCredit Automobile Receivables Trust 2020-3 A3, 0.530%, 06/18/2025 | | | | | 3,659,896 | | | | | | 0.0 | | |
750,000 | | | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | | | | | 763,148 | | | | | | 0.0 | | |
1,500,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 1,582,881 | | | | | | 0.0 | | |
3,030,000 | | | Exeter Automobile Receivables Trust 2020-3A C, 1.320%, 07/15/2025 | | | | | 3,065,392 | | | | | | 0.0 | | |
6,150,000 (2) | | | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | | | | | 6,418,303 | | | | | | 0.1 | | |
4,493,850 (2) | | | Santander Consumer Auto Receivables Trust 2020-AA A, 1.370%, 10/15/2024 | | | | | 4,531,445 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
500,000 | | | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | | | | $ | 509,127 | | | | | | 0.0 | | |
9,100,000 | | | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | | | | | 9,447,646 | | | | | | 0.1 | | |
2,850,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 2,903,108 | | | | | | 0.0 | | |
7,550,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 7,793,046 | | | | | | 0.1 | | |
9,600,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 9,883,757 | | | | | | 0.1 | | |
12,400,000 | | | Santander Drive Auto Receivables Trust 2020-2 C, 1.460%, 09/15/2025 | | | | | 12,574,588 | | | | | | 0.1 | | |
4,550,000 | | | Santander Drive Auto Receivables Trust 2020-2 D, 2.220%, 09/15/2026 | | | | | 4,673,771 | | | | | | 0.1 | | |
4,150,000 | | | Santander Drive Auto Receivables Trust 2020-3 C, 1.120%, 01/15/2026 | | | | | 4,184,681 | | | | | | 0.0 | | |
9,850,000 (2) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 10,042,930 | | | | | | 0.1 | | |
4,150,000 (2) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 4,197,002 | | | | | | 0.0 | | |
18,750,000 (2) | | | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | | | | | 19,040,055 | | | | | | 0.2 | | |
| | | | | | | | 148,661,588 | | | | | | 1.5 | | |
| | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
600,000 | | | Synchrony Credit Card Master Note Trust 2017-2 C, 3.010%, 10/15/2025 | | | | | 620,187 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
3,278,862 (2)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 3,261,698 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
6,120,081 | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 0.359%, (US0001M + 0.250)%, 05/25/2031 | | | | $ | 6,100,069 | | | | | | 0.1 | | |
5,246,196 (3) | | | GSAA Home Equity Trust 2006-4 4A3, 3.067%, 03/25/2036 | | | | | 4,208,523 | | | | | | 0.1 | | |
3,266,783 (3) | | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | | | 1,901,348 | | | | | | 0.0 | | |
205,426 (3) | | | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.802%, 12/25/2036 | | | | | 172,098 | | | | | | 0.0 | | |
712,985 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 0.429%, (US0001M + 0.160)%, 02/25/2037 | | | | | 685,194 | | | | | | 0.0 | | |
865,116 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.569%, (US0001M + 0.230)%, 02/25/2037 | | | | | 822,622 | | | | | | 0.0 | | |
2,356,521 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 2,555,833 | | | | | | 0.0 | | |
| | | | | | | | 19,707,385 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 12.3% | | ||||||||||||
6,750,000 (2) | | | AIG CLO 2021-1A C, 1.944%, (US0003M + 1.750)%, 04/22/2034 | | | | | 6,750,695 | | | | | | 0.1 | | |
8,850,000 (2) | | | Aimco CLO 11 Ltd. 2020-11A A2, 1.525%, (US0003M + 1.300)%, 10/15/2031 | | | | | 8,859,646 | | | | | | 0.1 | | |
2,444,161 (2) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 2,407,654 | | | | | | 0.0 | | |
10,000,000 (2) | | | Allegany Park CLO Ltd. 2019-1A A, 1.554%, (US0003M + 1.330)%, 01/20/2033 | | | | | 10,015,430 | | | | | | 0.1 | | |
1,063,931 (2)(3)(4)(5) | | | American Homes 4 Rent 2015-SFR1 XS, 3.230%, 04/17/2052 | | | | | — | | | | | | — | | |
1,850,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.137%, (US0003M + 1.950)%, 04/14/2029 | | | | | 1,832,149 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
9,975,646 (2) | | | AMMC CLO 15 Ltd. 2014-15A ARR, 1.501%, (US0003M + 1.260)%, 01/15/2032 | | | | $ | 9,976,613 | | | | | | 0.1 | | |
3,900,000 (2) | | | Apidos CLO XII 2013-12A AR, 1.321%, (US0003M + 1.080)%, 04/15/2031 | | | | | 3,898,662 | | | | | | 0.0 | | |
500,000 (2) | | | Apidos CLO XII 2013-12A CR, 2.041%, (US0003M + 1.800)%, 04/15/2031 | | | | | 500,023 | | | | | | 0.0 | | |
20,000,000 (2) | | | Apidos CLO XXXII 2019-32A A1, 1.544%, (US0003M + 1.320)%, 01/20/2033 | | | | | 20,032,500 | | | | | | 0.2 | | |
11,400,000 (2) | | | Apidos CLO XXXIII 2020-33A A, 1.918%, (US0003M + 1.700)%, 07/24/2031 | | | | | 11,422,105 | | | | | | 0.1 | | |
10,000,000 (2) | | | Apidos CLO XXXV 2021-35A C, 1.844%, (US0003M + 1.650)%, 04/20/2034 | | | | | 9,983,310 | | | | | | 0.1 | | |
4,427,750 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 4,566,633 | | | | | | 0.0 | | |
2,039,750 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 2,153,878 | | | | | | 0.0 | | |
3,094,368 (2) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | | 3,177,089 | | | | | | 0.0 | | |
5,586,017 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 5,642,858 | | | | | | 0.1 | | |
7,263,500 (2) | | | Arbys Funding LLC 2020-1A A2, 3.237%, 07/30/2050 | | | | | 7,445,541 | | | | | | 0.1 | | |
10,000,000 (2) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.471%, (US0003M + 1.230)%, 01/15/2030 | | | | | 9,981,180 | | | | | | 0.1 | | |
3,890,000 (2) | | | Babson CLO Ltd. 2017-1A A2, 1.573%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,890,089 | | | | | | 0.0 | | |
6,361,000 (2) | | | Babson CLO Ltd. 2018-3A A2, 1.524%, (US0003M + 1.300)%, 07/20/2029 | | | | | 6,360,981 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,650,000 (2) | | | Bain Capital Credit CLO 2017-1A A2, 1.574%, (US0003M + 1.350)%, 07/20/2030 | | | | $ | 1,650,087 | | | | | | 0.0 | | |
9,600,000 (2) | | | Bardot CLO Ltd. 2019-2A A2, 1.872%, (US0003M + 1.650)%, 10/22/2032 | | | | | 9,624,432 | | | | | | 0.1 | | |
3,750,000 (2) | | | Barings Clo Ltd. 2019-4A C, 3.041%, (US0003M + 2.800)%, 01/15/2033 | | | | | 3,764,126 | | | | | | 0.0 | | |
4,250,000 (2) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.553%, (US0003M + 1.330)%, 01/17/2033 | | | | | 4,264,089 | | | | | | 0.0 | | |
6,500,000 (2) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.344%, (US0003M + 2.150)%, 01/20/2032 | | | | | 6,467,006 | | | | | | 0.1 | | |
13,900,000 (2) | | | Benefit Street Partners CLO Ltd. 2021-23A A1, 1.274%, (US0003M + 1.080)%, 04/25/2034 | | | | | 13,900,000 | | | | | | 0.1 | | |
4,600,000 (2) | | | Benefit Street Partners CLO Ltd. 2021-23A C, 2.394%, (US0003M + 2.200)%, 04/25/2034 | | | | | 4,600,000 | | | | | | 0.0 | | |
15,250,000 (2) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.424%, (US0003M + 1.200)%, 01/20/2031 | | | | | 15,213,888 | | | | | | 0.2 | | |
11,560,000 (2) | | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.391%, (US0003M + 2.150)%, 04/20/2034 | | | | | 11,493,761 | | | | | | 0.1 | | |
2,500,000 (2) | | | Benefit Street Partners CLO XII Ltd. 2017-12A A1, 1.491%, (US0003M + 1.250)%, 10/15/2030 | | | | | 2,500,695 | | | | | | 0.0 | | |
5,000,000 (2) | | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 1.374%, (US0003M + 1.150)%, 04/20/2031 | | | | | 4,965,700 | | | | | | 0.1 | | |
17,350,000 (2) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.591%, (US0003M + 1.350)%, 01/15/2033 | | | | | 17,385,012 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
5,350,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 2.113%, (US0003M + 2.000)%, 04/15/2034 | | | | $ | 5,323,748 | | | | | | 0.1 | | |
6,500,000 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 6,815,312 | | | | | | 0.1 | | |
7,570,000 (2) | | | Broad River BSL Funding CLO 2020-1A A, 2.074%, (US0003M + 1.850)%, 04/20/2029 | | | | | 7,572,619 | | | | | | 0.1 | | |
10,000,000 (2) | | | Carbone CLO Ltd. 2017-1A A1, 1.363%, (US0003M + 1.140)%, 01/20/2031 | | | | | 10,002,370 | | | | | | 0.1 | | |
689,945 (2) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.244%, (US0003M + 1.050)%, 05/15/2031 | | | | | 689,699 | | | | | | 0.0 | | |
3,250,000 (2) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.353%, (US0003M + 1.130)%, 04/17/2031 | | | | | 3,227,429 | | | | | | 0.0 | | |
11,000,000 (2) | | | CARLYLE US CLO 2017-3A BR Ltd., 2.194%, (US0003M + 2.000)%, 07/20/2029 | | | | | 10,964,305 | | | | | | 0.1 | | |
3,530,000 (2) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.473%, (US0003M + 1.250)%, 10/17/2030 | | | | | 3,530,176 | | | | | | 0.0 | | |
37,149 | | | Chase Funding Trust Series 2003-5 2A2, 0.709%, (US0001M + 0.600)%, 07/25/2033 | | | | | 35,936 | | | | | | 0.0 | | |
4,050,000 (2) | | | CIFC Funding 2013-2A A1LR, 1.436%, (US0003M + 1.210)%, 10/18/2030 | | | | | 4,050,826 | | | | | | 0.0 | | |
2,150,000 (2) | | | CIFC Funding 2017-2A C, 2.574%, (US0003M + 2.350)%, 04/20/2030 | | | | | 2,150,344 | | | | | | 0.0 | | |
7,400,000 (2) | | | CIFC Funding 2017-4 A1, 1.468%, (US0003M + 1.250)%, 10/24/2030 | | | | | 7,400,511 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,000,000 (2) | | | CIFC Funding 2017-5A A1, 1.403%, (US0003M + 1.180)%, 11/16/2030 | | | | $ | 3,000,468 | | | | | | 0.0 | | |
8,750,000 (2) | | | CIFC Funding 2018-1A A Ltd., 1.223%, (US0003M + 1.000)%, 04/18/2031 | | | | | 8,750,446 | | | | | | 0.1 | | |
11,380,000 (2) | | | CIFC Funding 2019-6A A1 Ltd., 1.553%, (US0003M + 1.330)%, 01/16/2033 | | | | | 11,400,211 | | | | | | 0.1 | | |
3,000,000 (2) | | | CIFC Funding 2019-6A A2 Ltd., 1.973%, (US0003M + 1.750)%, 01/16/2033 | | | | | 3,013,080 | | | | | | 0.0 | | |
6,000,000 (2) | | | CIFC Funding 2020-3A A2 Ltd., 1.805%, (US0003M + 1.600)%, 10/20/2031 | | | | | 6,014,766 | | | | | | 0.1 | | |
7,300,000 (2) | | | CIFC Funding 2021-IA A1 Ltd., 1.246%, (US0003M + 1.110)%, 04/25/2033 | | | | | 7,300,752 | | | | | | 0.1 | | |
3,149,000 (2) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | | 3,147,539 | | | | | | 0.0 | | |
10,000,000 (2) | | | CLI Funding VIII LLC 2021-1A A, 1.640%, 02/18/2046 | | | | | 9,793,489 | | | | | | 0.1 | | |
3,700,000 | | | CNH Equipment Trust 2020-A A4, 1.510%, 04/15/2027 | | | | | 3,781,912 | | | | | | 0.0 | | |
7,425,000 | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.814%, (US0001M + 0.705)%, 09/25/2035 | | | | | 7,352,095 | | | | | | 0.1 | | |
8,598,936 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.259%, (US0001M + 0.150)%, 10/25/2036 | | | | | 7,939,732 | | | | | | 0.1 | | |
4,678,750 (2) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 5,070,182 | | | | | | 0.1 | | |
2,413,250 (2) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 2,562,070 | | | | | | 0.0 | | |
4,200,000 (2) | | | Deer Creek Clo Ltd. 2017-1A A, 1.404%, (US0003M + 1.180)%, 10/20/2030 | | | | | 4,200,668 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,000,000 (2) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.451%, (US0003M + 1.210)%, 10/15/2030 | | | | $ | 7,000,098 | | | | | | 0.1 | | |
630,500 (2) | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 634,026 | | | | | | 0.0 | | |
2,590,375 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 2,798,008 | | | | | | 0.0 | | |
6,781,500 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 7,146,729 | | | | | | 0.1 | | |
5,733,000 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 6,066,264 | | | | | | 0.1 | | |
2,285,375 (2) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 2,437,632 | | | | | | 0.0 | | |
6,400,000 (2) | | | Dryden 49 Senior Loan Fund 2017-49A CR, 2.244%, (US0003M + 2.050)%, 07/18/2030 | | | | | 6,400,000 | | | | | | 0.1 | | |
11,400,000 (2) | | | Dryden 75 CLO Ltd. 2019-75A CR2, 1.994%, (US0003M + 1.800)%, 04/15/2034 | | | | | 11,401,129 | | | | | | 0.1 | | |
8,850,000 (2) | | | Dryden 78 CLO Ltd. 2020-78A A, 1.403%, (US0003M + 1.180)%, 04/17/2033 | | | | | 8,853,708 | | | | | | 0.1 | | |
6,660,000 (2) | | | Dryden Senior Loan Fund 2017-47A A2, 1.591%, (US0003M + 1.350)%, 04/15/2028 | | | | | 6,660,346 | | | | | | 0.1 | | |
5,565,000 (2) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.394%, (US0003M + 1.200)%, 08/15/2030 | | | | | 5,566,436 | | | | | | 0.1 | | |
8,000,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.474%, (US0003M + 1.250)%, 01/20/2030 | | | | | 7,992,424 | | | | | | 0.1 | | |
16,000,000 (2) | | | Elevation CLO 2014-2A A1R Ltd., 1.471%, (US0003M + 1.230)%, 10/15/2029 | | | | | 16,000,768 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,228,050 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | $ | 4,416,704 | | | | | | 0.0 | | |
2,500,000 (2) | | | Galaxy XV CLO Ltd. 2013-15A AR, 1.441%, (US0003M + 1.200)%, 10/15/2030 | | | | | 2,500,245 | | | | | | 0.0 | | |
11,150,000 (2) | | | Galaxy XXI CLO Ltd. 2015-21A AR, 1.244%, (US0003M + 1.020)%, 04/20/2031 | | | | | 11,151,773 | | | | | | 0.1 | | |
2,300,000 (2) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.431%, (US0003M + 1.190)%, 10/15/2030 | | | | | 2,300,062 | | | | | | 0.0 | | |
7,000,000 (2) | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 1.374%, (US0003M + 1.150)%, 11/28/2030 | | | | | 7,000,763 | | | | | | 0.1 | | |
3,909,829 (2) | | | Helios Issuer LLC 2021-A A4, 1.800%, 02/20/2048 | | | | | 3,873,647 | | | | | | 0.0 | | |
4,534,184 (2) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 4,878,444 | | | | | | 0.1 | | |
994,245 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,042,602 | | | | | | 0.0 | | |
956,538 (2) | | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 988,505 | | | | | | 0.0 | | |
2,446,424 (2) | | | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | | | | | 2,553,247 | | | | | | 0.0 | | |
7,750,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 2.224%, (US0003M + 2.000)%, 10/20/2027 | | | | | 7,751,767 | | | | | | 0.1 | | |
4,009,186 (2) | | | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | | | | | 4,408,881 | | | | | | 0.0 | | |
2,867,488 (2) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 3,042,697 | | | | | | 0.0 | | |
20,900,000 (2) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.604%, (US0003M + 1.380)%, 01/20/2033 | | | | | 20,944,162 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
6,000,000 (2) | | | Kayne CLO 6 Ltd. 2019-6A A2, 2.074%, (US0003M + 1.850)%, 01/20/2033 | | | | $ | 6,031,212 | | | | | | 0.1 | | |
4,250,000 (2) | | | Kayne CLO 7 Ltd. 2020-7A A1, 1.423%, (US0003M + 1.200)%, 04/17/2033 | | | | | 4,252,677 | | | | | | 0.0 | | |
7,130,000 (2) | | | Kayne CLO I Ltd. 2018-1A CR, 1.918%, (US0003M + 1.750)%, 07/15/2031 | | | | | 7,125,815 | | | | | | 0.1 | | |
6,000,000 (2)(8) | | | KKR CLO 21 A Ltd., 1.241%, (US0003M + 1.000)%, 04/15/2031 | | | | | 5,981,388 | | | | | | 0.1 | | |
6,000,000 (2) | | | LCM 26A A2 Ltd., 1.474%, (US0003M + 1.250)%, 01/20/2031 | | | | | 5,991,876 | | | | | | 0.1 | | |
11,237,000 (2) | | | LCM XIV L.P. 14A AR, 1.263%, (US0003M + 1.040)%, 07/20/2031 | | | | | 11,238,169 | | | | | | 0.1 | | |
5,000,000 (2) | | | LCM XVIII L.P. 18A A2R, 1.444%, (US0003M + 1.220)%, 04/20/2031 | | | | | 4,988,365 | | | | | | 0.1 | | |
11,900,000 (2) | | | LCM XXIV Ltd. 24A CR, 2.094%, (US0003M + 1.900)%, 03/20/2030 | | | | | 11,862,134 | | | | | | 0.1 | | |
8,243,547 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 8,379,961 | | | | | | 0.1 | | |
7,402,242 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 7,424,718 | | | | | | 0.1 | | |
11,350,000 (2) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 11,375,367 | | | | | | 0.1 | | |
6,150,000 (2) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.142%, (US0003M + 2.000)%, 04/19/2033 | | | | | 6,134,440 | | | | | | 0.1 | | |
5,400,000 (2) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 2.413%, (US0003M + 2.200)%, 01/27/2026 | | | | | 5,402,473 | | | | | | 0.1 | | |
3,600,000 (2) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.091%, (US0003M + 2.850)%, 10/15/2032 | | | | | 3,607,024 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,400,000 (2) | | | Madison Park Funding XXVII Ltd. 2018-27A B, 2.024%, (US0003M + 1.800)%, 04/20/2030 | | | | $ | 1,395,911 | | | | | | 0.0 | | |
13,050,000 (2) | | | Magnetite CLO Ltd. 2020-26A A, 1.991%, (US0003M + 1.750)%, 07/15/2030 | | | | | 13,075,239 | | | | | | 0.1 | | |
13,150,000 (2) | | | Magnetite XXII Ltd. 2019-22A A2, 1.891%, (US0003M + 1.650)%, 04/15/2031 | | | | | 13,152,262 | | | | | | 0.1 | | |
8,800,000 (2) | | | Magnetite XXVII Ltd. 2020-27A A1, 1.774%, (US0003M + 1.550)%, 07/20/2033 | | | | | 8,814,309 | | | | | | 0.1 | | |
3,488,000 (2) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 3,577,596 | | | | | | 0.0 | | |
500,000 (2) | | | Marlette Funding Trust 2019-2 A2A, 3.530%, 07/16/2029 | | | | | 510,106 | | | | | | 0.0 | | |
4,200,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 4,299,924 | | | | | | 0.0 | | |
1,100,000 (2)(3) | | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,166,691 | | | | | | 0.0 | | |
3,200,000 (2)(3) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 3,367,486 | | | | | | 0.0 | | |
2,482,000 (2)(3) | | | Mill City Mortgage Trust 2015-2 B2, 3.657%, 09/25/2057 | | | | | 2,620,288 | | | | | | 0.0 | | |
997,132 (2) | | | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | | | | | 1,084,872 | | | | | | 0.0 | | |
5,010,999 (2) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 5,299,838 | | | | | | 0.1 | | |
3,953,493 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 4,272,688 | | | | | | 0.0 | | |
6,464,240 (2) | | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | | 7,046,106 | | | | | | 0.1 | | |
1,651,694 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,754,953 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,453,406 (2) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | $ | 4,662,242 | | | | | | 0.1 | | |
6,637,822 (2) | | | Mosaic Solar Loan Trust 2020-1A B, 3.100%, 04/20/2046 | | | | | 6,936,371 | | | | | | 0.1 | | |
13,036,049 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 12,732,416 | | | | | | 0.1 | | |
5,450,000 (2) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 5,384,677 | | | | | | 0.1 | | |
2,426,223 (2) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,614,582 | | | | | | 0.0 | | |
3,250,000 (2) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.676%, (US0003M + 2.450)%, 10/16/2032 | | | | | 3,257,176 | | | | | | 0.0 | | |
12,250,000 (2) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.563%, (US0003M + 1.340)%, 01/19/2033 | | | | | 12,270,825 | | | | | | 0.1 | | |
2,200,000 (2) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.313%, (US0003M + 1.100)%, 12/21/2029 | | | | | 2,198,361 | | | | | | 0.0 | | |
14,050,000 (2) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.934%, (US0003M + 1.750)%, 07/25/2030 | | | | | 13,997,959 | | | | | | 0.1 | | |
5,750,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900)%, 01/18/2034 | | | | | 5,740,783 | | | | | | 0.1 | | |
16,650,000 (2) | | | Oaktree CLO 2020-1A A Ltd., 2.241%, (US0003M + 2.000)%, 07/15/2029 | | | | | 16,692,457 | | | | | | 0.2 | | |
5,000,000 (2) | | | OCP CLO 2017-13A A1A Ltd., 1.501%, (US0003M + 1.260)%, 07/15/2030 | | | | | 5,000,365 | | | | | | 0.1 | | |
11,000,000 (2) | | | OCP CLO 2020-18A A Ltd., 2.024%, (US0003M + 1.800)%, 04/20/2030 | | | | | 11,000,000 | | | | | | 0.1 | | |
12,050,000 (2) | | | OCP CLO 2020-19 A A1 Ltd., 1.974%, (US0003M + 1.750)%, 07/20/2031 | | | | | 12,076,257 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
9,470,000 (2) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1R, 1.224%, (US0003M + 1.000)%, 03/17/2030 | | | | $ | 9,470,095 | | | | | | 0.1 | | |
14,950,000 (2) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.174%, (US0003M + 1.950)%, 03/17/2030 | | | | | 14,887,898 | | | | | | 0.2 | | |
3,500,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.244%, (US0003M + 2.050)%, 07/15/2029 | | | | | 3,500,000 | | | | | | 0.0 | | |
2,300,000 (2) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.732%, (US0003M + 1.500)%, 10/20/2031 | | | | | 2,304,756 | | | | | | 0.0 | | |
3,000,000 (2) | | | Octagon Investment Partners Ltd. 2017-1A A2, 1.591%, (US0003M + 1.350)%, 07/15/2029 | | | | | 3,000,105 | | | | | | 0.0 | | |
25,350,000 (2) | | | Octagon Investment Partners XIV Ltd. 2012-1A BRR, 2.210%, (US0003M + 2.100)%, 07/15/2029 | | | | | 25,267,207 | | | | | | 0.3 | | |
4,060,000 (2) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.573%, (US0003M + 1.350)%, 07/19/2030 | | | | | 4,060,093 | | | | | | 0.0 | | |
6,000,000 (2) | | | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 1.944%, (US0003M + 1.750)%, 02/14/2031 | | | | | 6,000,594 | | | | | | 0.1 | | |
21,243,110 (2) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.369%, (US0003M + 1.180)%, 11/18/2031 | | | | | 21,245,872 | | | | | | 0.2 | | |
10,700,000 (2) | | | OHA Credit Partners VII Ltd. 2012-7A CR3, 1.968%, (US0003M + 1.800)%, 02/20/2034 | | | | | 10,664,679 | | | | | | 0.1 | | |
17,700,000 (2) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.534%, (US0003M + 1.340)%, 11/15/2032 | | | | | 17,763,862 | | | | | | 0.2 | | |
3,550,000 (2) | | | Palmer Square CLO 2014-1A A1R2 Ltd., 1.353%, (US0003M + 1.130)%, 01/17/2031 | | | | | 3,550,234 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
6,600,000 (2) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.324%, (US0003M + 1.100)%, 07/20/2030 | | | | $ | 6,592,298 | | | | | | 0.1 | | |
10,000,000 (2) | | | Palmer Square CLO 2018-1A A1 Ltd., 1.253%, (US0003M + 1.030)%, 04/18/2031 | | | | | 10,001,460 | | | | | | 0.1 | | |
5,800,000 (2) | | | Palmer Square CLO 2021-1A B Ltd., 1.894%, (US0003M + 1.700)%, 04/20/2034 | | | | | 5,795,145 | | | | | | 0.1 | | |
450,118 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.638%, 01/25/2036 | | | | | 455,259 | | | | | | 0.0 | | |
4,986,875 (2) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 5,105,473 | | | | | | 0.1 | | |
14,500,000 (2) | | | Riserva Clo Ltd. 2016-3A ARR, 1.254%, (US0003M + 1.060)%, 01/18/2034 | | | | | 14,505,220 | | | | | | 0.1 | | |
1,655,249 (2)(3) | | | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | | | | | 1,659,955 | | | | | | 0.0 | | |
4,688,229 (2) | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 4,748,695 | | | | | | 0.1 | | |
1,585,000 (2) | | | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | | | | | 1,607,312 | | | | | | 0.0 | | |
7,000,000 (2) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 7,220,879 | | | | | | 0.1 | | |
6,084,237 (2) | | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 6,162,434 | | | | | | 0.1 | | |
3,700,000 (2) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 3,821,934 | | | | | | 0.0 | | |
9,950,000 (2) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 10,400,834 | | | | | | 0.1 | | |
2,929,404 (2) | | | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | | | | | 2,949,375 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 C Trust, 3.460%, 04/25/2028 | | | | $ | 2,054,073 | | | | | | 0.0 | | |
2,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 2,077,611 | | | | | | 0.0 | | |
4,100,000 (2) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 4,202,594 | | | | | | 0.0 | | |
1,300,000 (2) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 1,328,675 | | | | | | 0.0 | | |
341,834 (2) | | | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | | | | | 351,517 | | | | | | 0.0 | | |
7,220,917 (2) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 7,514,360 | | | | | | 0.1 | | |
20,950,000 (2) | | | Sound Point Clo XVI Ltd. 2017-2A CR, 2.394%, (US0003M + 2.200)%, 07/25/2030 | | | | | 20,949,204 | | | | | | 0.2 | | |
22,060,000 (2) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.641%, (US0003M + 1.400)%, 01/15/2033 | | | | | 22,100,943 | | | | | | 0.2 | | |
7,904,863 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 7,925,535 | | | | | | 0.1 | | |
4,737,048 (2) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 5,215,623 | | | | | | 0.1 | | |
4,376,637 (2) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 4,682,154 | | | | | | 0.1 | | |
8,450,000 (2) | | | Symphony CLO XXVI Ltd. 2021-26A CR, 2.109%, (US0003M + 2.000)%, 04/20/2033 | | | | | 8,411,586 | | | | | | 0.1 | | |
6,011,625 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 6,596,060 | | | | | | 0.1 | | |
13,150,000 (2) | | | TCW CLO 2021-1A C Ltd., 2.009%, (US0003M + 1.900)%, 03/18/2034 | | | | | 13,128,197 | | | | | | 0.1 | | |
7,200,000 (2) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 7,114,231 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
6,109,000 (2) | | | Textainer Marine Containers VII Ltd. 2021-1A A, 1.680%, 02/20/2046 | | | | $ | 5,945,906 | | | | | | 0.1 | | |
6,788,938 (2) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.453%, (US0003M + 1.230)%, 10/18/2030 | | | | | 6,788,917 | | | | | | 0.1 | | |
12,250,000 (2) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.395%, (US0003M + 1.190)%, 11/01/2031 | | | | | 12,250,527 | | | | | | 0.1 | | |
7,500,000 (2) | | | Tiaa Clo III Ltd. 2017-2A A, 1.373%, (US0003M + 1.150)%, 01/16/2031 | | | | | 7,458,262 | | | | | | 0.1 | | |
1,400,000 (2)(3) | | | Towd Point Mortgage Trust 2015-2 1B1, 3.505%, 11/25/2060 | | | | | 1,477,703 | | | | | | 0.0 | | |
2,640,000 (2)(3) | | | Towd Point Mortgage Trust 2015-2 2B2, 4.100%, 11/25/2057 | | | | | 2,850,637 | | | | | | 0.0 | | |
4,346,000 (2)(3) | | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,578,490 | | | | | | 0.1 | | |
3,200,000 (2)(3) | | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,445,635 | | | | | | 0.0 | | |
2,200,000 (2)(3) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 2,333,829 | | | | | | 0.0 | | |
3,000,000 (2) | | | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | | | | | 3,031,288 | | | | | | 0.0 | | |
12,550,000 (2) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 12,281,633 | | | | | | 0.1 | | |
7,250,000 (2) | | | Venture XX CLO Ltd. 2015-20A CR, 2.141%, (US0003M + 1.900)%, 04/15/2027 | | | | | 7,250,450 | | | | | | 0.1 | | |
12,000,000 (2) | | | Venture XXVIII CLO Ltd. 2017-28A A2, 1.334%, (US0003M + 1.110)%, 07/20/2030 | | | | | 11,982,732 | | | | | | 0.1 | | |
1,935,000 (2) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,997,747 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,570,075 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | $ | 3,776,358 | | | | | | 0.0 | | |
10,000,000 (2) | | | Wind River 2021-1A C CLO Ltd., 2.144%, (US0003M + 1.950)%, 04/20/2034 | | | | | 9,925,740 | | | | | | 0.1 | | |
| | | | | | | | 1,235,195,828 | | | | | | 12.3 | | |
| | | Student Loan Asset-Backed Securities: 1.8% | | ||||||||||||
498,392 (2) | | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | | 510,071 | | | | | | 0.0 | | |
1,449,532 (2) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,490,754 | | | | | | 0.0 | | |
2,136,539 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 2,222,490 | | | | | | 0.0 | | |
135,019 (2) | | | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | | | | | 137,068 | | | | | | 0.0 | | |
4,253,380 (2) | | | Commonbond Student Loan Trust 2018-CGS A2, 0.909%, (US0001M + 0.800)%, 02/25/2046 | | | | | 4,212,706 | | | | | | 0.0 | | |
7,143,905 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 7,253,742 | | | | | | 0.1 | �� | |
269,372 (2)(3) | | | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | | | | | 269,754 | | | | | | 0.0 | | |
143,771 (2) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 144,034 | | | | | | 0.0 | | |
452,715 (2) | | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 461,531 | | | | | | 0.0 | | |
10,400,000 (2) | | | Laurel Road Prime Student Loan Trust 2020-A AFX, 1.400%, 11/25/2050 | | | | | 10,357,940 | | | | | | 0.1 | | |
7,490,131 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 7,696,912 | | | | | | 0.1 | | |
6,248,130 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 6,314,271 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
7,318,158 (2) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | $ | 7,354,239 | | | | | | 0.1 | | |
7,624,856 (2) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 7,657,916 | | | | | | 0.1 | | |
2,700,000 (2) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 2,588,955 | | | | | | 0.0 | | |
1,450,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,481,630 | | | | | | 0.0 | | |
22,200,000 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 22,365,443 | | | | | | 0.2 | | |
4,100,000 (2)(3) | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 4,283,195 | | | | | | 0.1 | | |
3,000,000 (2)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 3,108,955 | | | | | | 0.0 | | |
3,900,000 (2) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 4,021,942 | | | | | | 0.0 | | |
3,250,000 (2) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 3,402,023 | | | | | | 0.0 | | |
8,000,000 (2) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 8,394,742 | | | | | | 0.1 | | |
11,554,167 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 12,001,200 | | | | | | 0.1 | | |
5,800,000 (2) | | | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | | | | | 6,155,684 | | | | | | 0.1 | | |
5,398,665 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 5,624,993 | | | | | | 0.1 | | |
6,000,000 (2) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 6,355,215 | | | | | | 0.1 | | |
3,000,000 (2) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 3,120,616 | | | | | | 0.0 | | |
19,943,683 (2) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 20,381,576 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
17,555,390 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | $ | 17,841,276 | | | | | | 0.2 | | |
| | | | | | | | 177,210,873 | | | | | | 1.8 | | |
| | | Total Asset-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $1,561,792,840) | | | | | 1,581,395,861 | | | | | | 15.8 | | |
SOVEREIGN BONDS: 3.0% | | |||||||||||||||
8,471,964 (6) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/ 2021), 07/09/2030 | | | | | 2,851,239 | | | | | | 0.0 | | |
1,819,735 (6) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | | | | | 546,849 | | | | | | 0.0 | | |
504,551 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 181,891 | | | | | | 0.0 | | |
7,775,000 | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | | 7,556,211 | | | | | | 0.1 | | |
5,900,000 (1) | | | Brazilian Government International Bond, 4.625%, 01/13/2028 | | | | | 6,246,890 | | | | | | 0.1 | | |
700,000 | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | | | 804,730 | | | | | | 0.0 | | |
CNY 160,790,000 | | | China Government Bond, 3.250%, 06/06/2026 | | | | | 24,758,073 | | | | | | 0.3 | | |
1,000,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 981,110 | | | | | | 0.0 | | |
5,225,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 5,611,075 | | | | | | 0.1 | | |
COP 8,697,700,000 | | | Colombian TES, 7.750%, 09/18/2030 | | | | | 2,499,974 | | | | | | 0.0 | | |
2,500,000 | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | | | 2,740,010 | | | | | | 0.0 | | |
8,775,000 (2) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 8,884,687 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
2,700,000 (2) | | | Dominican Republic International Bond, 4.875%, 09/23/2032 | | | | $ | 2,760,750 | | | | | | 0.0 | | |
1,100,000 (2) | | | Dominican Republic International Bond, 5.300%, 01/21/2041 | | | | | 1,084,875 | | | | | | 0.0 | | |
300,000 (2) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 330,000 | | | | | | 0.0 | | |
270,000 | | | Dominican Republic International Bond, 5.875%, 04/18/2024 | | | | | 290,844 | | | | | | 0.0 | | |
900,000 | | | Dominican Republic International Bond, 5.950%, 01/25/2027 | | | | | 1,014,750 | | | | | | 0.0 | | |
300,000 (2) | | | Dominican Republic International Bond, 6.600%, 01/28/2024 | | | | | 338,250 | | | | | | 0.0 | | |
4,825,000 | | | Dominican Republic International Bond, 6.875%, 01/29/2026 | | | | | 5,611,475 | | | | | | 0.1 | | |
250,000 (1)(2) | | | Egypt Government International Bond, 5.875%, 06/11/2025 | | | | | 264,610 | | | | | | 0.0 | | |
1,500,000 (2) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 1,409,040 | | | | | | 0.0 | | |
1,300,000 | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | | | 1,336,751 | | | | | | 0.0 | | |
9,150,000 | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | | | 9,956,801 | | | | | | 0.1 | | |
7,675,000 (2) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 7,878,387 | | | | | | 0.1 | | |
1,240,000 (2) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 1,201,316 | | | | | | 0.0 | | |
12,725,000 (2) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 12,329,367 | | | | | | 0.1 | | |
IDR 132,518,000,000 | | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | | | | | 9,766,098 | | | | | | 0.1 | | |
IDR 147,544,000,000 | | | Indonesia Treasury Bond, 8.750%, 05/15/2031 | | | | | 11,516,457 | | | | | | 0.1 | | |
EUR 2,800,000 (2) | | | Ivory Coast Government International Bond, 4.875%, 01/30/2032 | | | | | 3,209,412 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
4,009,085 (1)(3) | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | $ | 4,020,912 | | | | | | 0.1 | | |
2,350,000 (2) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 2,399,223 | | | | | | 0.0 | | |
1,000,000 (1) | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | | | 1,069,138 | | | | | | 0.0 | | |
1,200,000 (2) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,278,438 | | | | | | 0.0 | | |
3,000,000 | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | | | 2,616,000 | | | | | | 0.0 | | |
1,750,000 | | | Mexico Government International Bond, 3.771%, 05/24/2061 | | | | | 1,552,906 | | | | | | 0.0 | | |
600,000 (2) | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 629,993 | | | | | | 0.0 | | |
5,675,000 (2) | | | Morocco Government International Bond, 2.375%, 12/15/2027 | | | | | 5,503,933 | | | | | | 0.1 | | |
5,850,000 (1)(2) | | | Morocco Government International Bond, 3.000%, 12/15/2032 | | | | | 5,498,380 | | | | | | 0.1 | | |
1,450,000 (2) | | | Morocco Government International Bond, 4.000%, 12/15/2050 | | | | | 1,287,197 | | | | | | 0.0 | | |
2,250,000 | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 2,362,473 | | | | | | 0.0 | | |
850,000 | | | Namibia International Bonds, 5.500%, 11/03/2021 | | | | | 864,102 | | | | | | 0.0 | | |
3,400,000 | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | | | 3,543,524 | | | | | | 0.0 | | |
2,350,000 (2) | | | Oman Government International Bond, 6.750%, 10/28/2027 | | | | | 2,599,981 | | | | | | 0.0 | | |
5,250,000 (2) | | | Oman Government International Bond, 7.375%, 10/28/2032 | | | | | 5,836,688 | | | | | | 0.1 | | |
693,000 | | | Panama Government International Bond, 6.700%, 01/26/2036 | | | | | 935,068 | | | | | | 0.0 | | |
1,000,000 | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | | | 1,465,610 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
600,000 | | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | $ | 633,006 | | | | | | 0.0 | | |
600,000 (2) | | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | | 633,006 | | | | | | 0.0 | | |
PEN 14,130,000 | | | Peru Government Bond, 6.850%, 02/12/2042 | | | | | 4,036,053 | | | | | | 0.1 | | |
PEN 14,102,000 | | | Peru Government Bond, 6.900%, 08/12/2037 | | | | | 4,059,463 | | | | | | 0.1 | | |
3,600,000 (1)(2) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,612,240 | | | | | | 0.1 | | |
2,675,000 | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 2,956,009 | | | | | | 0.0 | | |
4,000,000 (2) | | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 4,497,740 | | | | | | 0.1 | | |
3,375,000 | | | Peruvian Government International Bond, 1.862%, 12/01/2032 | | | | | 3,079,266 | | | | | | 0.0 | | |
2,525,000 | | | Peruvian Government International Bond, 2.780%, 12/01/2060 | | | | | 2,090,751 | | | | | | 0.0 | | |
PEN 31,906,000 | | | Peruvian Government International Bond, 6.950%, 08/12/2031 | | | | | 9,886,177 | | | | | | 0.1 | | |
4,450,000 | | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | | | 4,391,705 | | | | | | 0.1 | | |
12,300,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 12,406,764 | | | | | | 0.1 | | |
RON 19,250,000 | | | Romania Government Bond, 3.250%, 04/29/2024 | | | | | 4,716,115 | | | | | | 0.1 | | |
RON 40,950,000 | | | Romania Government Bond, 5.800%, 07/26/2027 | | | | | 11,505,064 | | | | | | 0.1 | | |
EUR 2,050,000 (2) | | | Romanian Government International Bond, 2.625%, 12/02/2040 | | | | | 2,390,413 | | | | | | 0.0 | | |
3,600,000 | | | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | | | | | 3,946,961 | | | | | | 0.1 | | |
2,600,000 | | | Russian Foreign Bond - Eurobond, 4.750%, 05/27/2026 | | | | | 2,917,733 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
5,200,000 (2) | | | Saudi Government International Bond, 2.250%, 02/02/2033 | | | | $ | 4,905,316 | | | | | | 0.1 | | |
1,750,000 (2) | | | Saudi Government International Bond, 3.250%, 10/22/2030 | | | | | 1,845,060 | | | | | | 0.0 | | |
2,450,000 (1), (2) | | | Saudi Government International Bond, 3.450%, 02/02/2061 | | | | | 2,259,892 | | | | | | 0.0 | | |
554,000 | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 639,741 | | | | | | 0.0 | | |
2,925,000 (2) | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 3,377,696 | | | | | | 0.0 | | |
1,200,000 | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | | | 776,292 | | | | | | 0.0 | | |
9,475,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 8,767,502 | | | | | | 0.1 | | |
1,000,000 | | | Turkey Government International Bond, 5.125%, 02/17/2028 | | | | | 906,140 | | | | | | 0.0 | | |
2,675,000 | | | Turkey Government International Bond, 5.750%, 03/22/2024 | | | | | 2,656,048 | | | | | | 0.0 | | |
1,000,000 | | | Turkey Government International Bond, 6.125%, 10/24/2028 | | | | | 948,275 | | | | | | 0.0 | | |
200,000 | | | Turkey Government International Bond, 6.250%, 09/26/2022 | | | | | 203,434 | | | | | | 0.0 | | |
1,700,000 | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | | | 1,688,559 | | | | | | 0.0 | | |
2,083,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 2,155,609 | | | | | | 0.0 | | |
500,000 | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | | | 504,236 | | | | | | 0.0 | | |
1,500,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | | | 1,620,000 | | | | | | 0.0 | | |
10,400,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | | 11,329,313 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | |||||||||||
SOVEREIGN BONDS: (continued) | | | |||||||||||||||||
1,890,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2026 | | | | $ | 2,054,623 | | | | | | 0.0 | | | | ||
850,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2027 | | | | | 911,018 | | | | | | 0.0 | | | | ||
389,000 | | | Ukraine Government International Bond, 9.750%, 11/01/2028 | | | | | 454,175 | | | | | | 0.0 | | | | ||
| | | Total Sovereign Bonds (Cost $304,546,410) | | | | | 303,186,883 | | | | | | 3.0 | | | | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.7% | | | |||||||||||||||||
6,240,000 (2) | | | ACRE Commercial Mortgage 2021-FL4 C Ltd., 1.858%, (US0001M + 1.750)%, 12/18/2037 | | | | | 6,177,693 | | | | | | 0.1 | | | | ||
5,000,000 (2) | | | Alen 2021-ACEN C Mortgage Trust, 2.356%, (US0001M + 2.250)%, 04/15/2038 | | | | | 5,016,207 | | | | | | 0.1 | | | | ||
5,310,000 (2)(9) | | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | | | 4,989,833 | | | | | | 0.1 | | | | ||
10,647,000 (2)(3) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.393%, 05/27/2021 | | | | | 10,592,105 | | | | | | 0.1 | | | | ||
34,937,330 (3)(5) | | | BANK 2017-BNK4 XA, 1.397%, 05/15/2050 | | | | | 2,145,163 | | | | | | 0.0 | | | | ||
167,655,000 (3)(5) | | | BANK 2017-BNK8 XB, 0.175%, 11/15/2050 | | | | | 1,898,173 | | | | | | 0.0 | | | | ||
202,377,295 (3)(5) | | | BANK 2018-BNK14 XA, 0.514%, 09/15/2060 | | | | | 6,032,725 | | | | | | 0.1 | | | | ||
19,110,000 (2)(3)(5) | | | BANK 2018-BNK14 XD, 1.604%, 09/15/2060 | | | | | 2,042,668 | | | | | | 0.0 | | | | ||
24,549,539 (3)(5) | | | BANK 2019-BNK16 XA, 0.961%, 02/15/2052 | | | | | 1,512,458 | | | | | | 0.0 | | | | ||
5,210,000 (2) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 4,774,828 | | | | | | 0.1 | | | | ||
6,580,000 (3) | | | Bank 2019-BNK19 C, 4.033%, 08/15/2061 | | | | | 7,056,571 | | | | | | 0.1 | | | | ||
100,230,245 (3)(5) | | | Bank 2019-BNK19 XA, 0.959%, 08/15/2061 | | | | | 6,841,466 | | | | | | 0.1 | | | | ||
6,282,708 (3)(5) | | | BANK 2020-BNK30 XA, 1.344%, 12/10/2053 | | | | | 622,313 | | | | | | 0.0 | | | | ||
92,840,000 (2)(3)(5) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 2,407,211 | | | | | | 0.0 | | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,670,000 (2) | | | BBCMS 2020-BID D Mortgage Trust, 4.736%, (US0001M + 4.630)%, 10/15/2037 | | | | $ | 3,721,379 | | | | | | 0.0 | | |
2,620,000 (2)(3) | | | BENCHMARK 2018-B3 D Mortgage Trust, 3.056%, 04/10/2051 | | | | | 2,370,755 | | | | | | 0.0 | | |
54,294,626 (3)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.065%, 08/15/2052 | | | | | 3,506,396 | | | | | | 0.0 | | |
7,470,000 (2) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 6,779,671 | | | | | | 0.1 | | |
36,502,731 (3)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.043%, 03/15/2052 | | | | | 2,550,413 | | | | | | 0.0 | | |
92,669,762 (3)(5) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.419%, 03/15/2053 | | | | | 8,383,806 | | | | | | 0.1 | | |
8,640,000 (2) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 8,821,680 | | | | | | 0.1 | | |
1,000,000 (2) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 1,011,635 | | | | | | 0.0 | | |
110,552,020 (3)(5) | | | Benchmark 2020-B19 XA Mortgage Trust, 1.778%, 09/15/2053 | | | | | 12,399,548 | | | | | | 0.1 | | |
60,360,669 (3)(5) | | | Benchmark 2020-B20 XA Mortgage Trust, 1.627%, 10/15/2053 | | | | | 6,774,555 | | | | | | 0.1 | | |
47,656,930 (3)(5) | | | Benchmark 2020-B21 xa Mortgage Trust, 1.459%, 12/15/2053 | | | | | 5,288,823 | | | | | | 0.1 | | |
11,041,000 (2)(9) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 8,134,738 | | | | | | 0.1 | | |
8,000,000 (2)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.211%, 05/25/2052 | | | | | 6,909,054 | | | | | | 0.1 | | |
5,414,000 (2)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.526%, 05/25/2052 | | | | | 4,832,580 | | | | | | 0.1 | | |
10,016,445 (2) | | | BX Commercial Mortgage Trust 2019-XL G, 2.406%, (US0001M + 2.300)%, 10/15/2036 | | | | | 10,031,476 | | | | | | 0.1 | | |
10,756,627 (2) | | | BX Commercial Mortgage Trust 2019-XL J, 2.756%, (US0001M + 2.650)%, 10/15/2036 | | | | | 10,777,001 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
12,434,795 (2) | | | BX Commercial Mortgage Trust 2020-BXLP F, 2.106%, (US0001M + 2.000)%, 12/15/2036 | | | | $ | 12,444,591 | | | | | | 0.1 | | |
8,000,000 (2) | | | BX Commercial Mortgage Trust 2020-FOX F, 4.356%, (US0001M + 4.250)%, 11/15/2032 | | | | | 8,067,463 | | | | | | 0.1 | | |
6,280,000 (2) | | | BX Commercial Mortgage Trust 2020-VKNG E, 2.206%, (US0001M + 2.100)%, 10/15/2037 | | | | | 6,295,629 | | | | | | 0.1 | | |
4,000,000 (2) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.456%, (US0001M + 2.350)%, 02/15/2038 | | | | | 4,017,368 | | | | | | 0.0 | | |
6,000,000 (2) | | | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | | | | | 6,285,995 | | | | | | 0.1 | | |
6,300,000 (2)(3) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 6,274,903 | | | | | | 0.1 | | |
3,340,000 (3) | | | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.392%, 11/15/2050 | | | | | 3,569,435 | | | | | | 0.0 | | |
93,061,041 (3)(5) | | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.006%, 11/15/2050 | | | | | 4,322,592 | | | | | | 0.0 | | |
22,635,641 (3)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.409%, 08/10/2049 | | | | | 1,369,153 | | | | | | 0.0 | | |
45,113,000 (2)(3)(5) | | | CD 2016-CD1 Mortgage Trust XB, 0.724%, 08/10/2049 | | | | | 1,597,560 | | | | | | 0.0 | | |
33,325,529 (3)(5) | | | CD 2017-CD4 Mortgage Trust XA, 1.289%, 05/10/2050 | | | | | 1,875,924 | | | | | | 0.0 | | |
5,738,874 (2)(3) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.896%, 04/15/2044 | | | | | 5,702,133 | | | | | | 0.1 | | |
4,139,000 (3) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.110%, 11/10/2046 | | | | | 4,246,028 | | | | | | 0.0 | | |
3,910,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.093%, 03/10/2047 | | | | | 4,132,991 | | | | | | 0.0 | | |
7,745,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 0.091%, 08/10/2049 | | | | | 5,963,749 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
40,191,483 (3)(5) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.953%, 07/10/2049 | | | | $ | 3,182,619 | | | | | | 0.0 | | |
79,297,318 (3)(5) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.084%, 10/12/2050 | | | | | 4,044,076 | | | | | | 0.0 | | |
3,940,000 (3) | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.267%, 09/15/2050 | | | | | 4,219,624 | | | | | | 0.0 | | |
39,872,296 (3)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.902%, 09/15/2050 | | | | | 1,938,416 | | | | | | 0.0 | | |
88,423,896 (3)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.593%, 06/10/2051 | | | | | 3,808,444 | | | | | | 0.0 | | |
7,480,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 7,905,610 | | | | | | 0.1 | | |
5,000,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2020-420K E, 3.312%, 11/10/2042 | | | | | 4,662,509 | | | | | | 0.1 | | |
27,568,653 (3)(5) | | | COMM 2012-CR2 XA, 1.620%, 08/15/2045 | | | | | 386,763 | | | | | | 0.0 | | |
30,463,573 (3)(5) | | | COMM 2012-CR4 XA, 1.673%, 10/15/2045 | | | | | 616,808 | | | | | | 0.0 | | |
27,260,000 (2)(3)(5) | | | COMM 2012-CR4 XB, 0.601%, 10/15/2045 | | | | | 247,559 | | | | | | 0.0 | | |
46,905,145 (2)(3)(5) | | | COMM 2012-LC4 XA, 2.096%, 12/10/2044 | | | | | 422,714 | | | | | | 0.0 | | |
4,640,000 (2)(3) | | | COMM 2013-CR10 E Mortgage Trust, 4.790%, 08/10/2046 | | | | | 4,264,275 | | | | | | 0.0 | | |
9,645,000 (2)(3) | | | COMM 2013-CR10 F Mortgage Trust, 4.790%, 08/10/2046 | | | | | 8,553,320 | | | | | | 0.1 | | |
108,605,432 (2)(3)(5) | | | COMM 2015-PC1 XA, 0.475%, 07/10/2050 | | | | | 1,534,910 | | | | | | 0.0 | | |
920,000 (3) | | | COMM 2016-COR1 C, 4.368%, 10/10/2049 | | | | | 990,619 | | | | | | 0.0 | | |
64,740,263 (3)(5) | | | COMM 2016-CR28 XA, 0.705%, 02/10/2049 | | | | | 1,712,102 | | | | | | 0.0 | | |
35,844,182 (3)(5) | | | COMM 2017-COR2 XA, 1.161%, 09/10/2050 | | | | | 2,237,003 | | | | | | 0.0 | | |
2,000,000 (2)(3) | | | COMM 2019-GC44 180B Mortgage Trust, 3.400%, 08/15/2057 | | | | | 1,936,168 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
8,261,000 (2)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.633%, 11/13/2039 | | | | $ | 7,688,099 | | | | | | 0.1 | | |
15,420,000 (2) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.756%, (US0001M + 2.650)%, 05/15/2036 | | | | | 15,454,271 | | | | | | 0.2 | | |
4,100,000 (2)(3) | | | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | | | | | 4,249,329 | | | | | | 0.0 | | |
5,421,000(3) | | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.190%, 06/15/2057 | | | | | 5,203,901 | | | | | | 0.1 | | |
4,340,000 (2)(3) | | | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.110%, 11/15/2050 | | | | | 3,895,390 | | | | | | 0.0 | | |
19,066,000 (3) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 21,215,947 | | | | | | 0.2 | | |
5,848,000 (2) | | | CSWF 2018-TOP E, 2.356%, (US0001M + 2.250)%, 08/15/2035 | | | | | 5,835,122 | | | | | | 0.1 | | |
5,528,000 (2) | | | CSWF 2018-TOP F, 2.856%, (US0001M + 2.750)%, 08/15/2035 | | | | | 5,502,254 | | | | | | 0.1 | | |
4,460,000 (2)(3) | | | DBJPM 16-C3 Mortgage Trust, 3.490%, 08/10/2049 | | | | | 3,565,585 | | | | | | 0.0 | | |
5,000,000 (2)(3) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.615%, 07/10/2044 | | | | | 4,204,275 | | | | | | 0.0 | | |
12,519,000 (2) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.765%, (US0001M + 3.650)%, 07/10/2044 | | | | | 9,392,903 | | | | | | 0.1 | | |
7,403,001 (2) | | | DBWF 2018-GLKS A Mortgage Trust, 1.140%, (US0001M + 1.030)%, 12/19/2030 | | | | | 7,411,437 | | | | | | 0.1 | | |
4,480,000 (2) | | | Exantas Capital Corp. 2019-RSO7 C Ltd., 2.158%, (US0001M + 2.050)%, 04/15/2036 | | | | | 4,458,087 | | | | | | 0.0 | | |
4,500,000 (2)(3) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 3.963%, 12/10/2036 | | | | | 4,547,297 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
15,909,162 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | $ | 2,963,618 | | | | | | 0.0 | | |
42,047,111 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.872%, 05/25/2040 | | | | | 839,895 | | | | | | 0.0 | | |
31,879,545 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.592%, 05/25/2041 | | | | | 1,024,000 | | | | | | 0.0 | | |
9,786,452 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K106 X1, 1.355%, 01/25/2030 | | | | | 1,008,318 | | | | | | 0.0 | | |
23,399,246 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K107 X1, 1.690%, 03/25/2030 | | | | | 3,054,030 | | | | | | 0.0 | | |
68,857,906 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.583%, 04/25/2030 | | | | | 8,370,078 | | | | | | 0.1 | | |
110,919,008 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K118 X1, 0.962%, 09/25/2030 | | | | | 8,608,779 | | | | | | 0.1 | | |
101,521,276 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K119 X1, 0.933%, 09/25/2030 | | | | | 7,620,451 | | | | | | 0.1 | | |
41,091,256 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K123 X1, 0.775%, 12/01/2030 | | | | | 2,620,032 | | | | | | 0.0 | | |
13,377,557 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.512%, 05/25/2035 | | | | | 2,212,701 | | | | | | 0.0 | | |
223,355,545 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates KHG2 X, 0.304%, 02/25/2030 | | | | | 5,056,099 | | | | | | 0.1 | | |
78,491,244 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.403%, 04/25/2030 | | | | | 2,201,734 | | | | | | 0.0 | | |
182,384,386 (2)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 63,251 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
17,019,778 (2) | | | FREMF Mortgage Trust 2018-KBF2 C, 4.619%, (US0001M + 4.500)%, 10/25/2025 | | | | $ | 17,034,425 | | | | | | 0.2 | | |
6,000,000 (2) | | | FREMF Mortgage Trust 2019-KBF3 C, 4.869%, (US0001M + 4.750)%, 01/25/2029 | | | | | 6,071,830 | | | | | | 0.1 | | |
5,500,000 (2) | | | GCT Commercial Mortgage Trust 2021-GCT D, 2.456%, (US0001M + 2.350)%, 02/15/2023 | | | | | 5,512,650 | | | | | | 0.1 | | |
3,812,061 (2) | | | Great Wolf Trust 2019-WOLF C, 1.739%, (US0001M + 1.633)%, 12/15/2036 | | | | | 3,781,486 | | | | | | 0.0 | | |
4,400,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.206%, (US0001M + 2.100)%, 07/15/2035 | | ��� | | | 4,059,363 | | | | | | 0.0 | | |
12,770,000 (2) | | | GS Mortgage Securities Corp. Trust 2019-70P E, 2.306%, (US0001M + 2.200)%, 10/15/2036 | | | | | 12,459,070 | | | | | | 0.1 | | |
6,140,000 (2) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 3,219,908 | | | | | | 0.0 | | |
45,271,193 (3)(5) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.020%, 11/10/2046 | | | | | 1,009,661 | | | | | | 0.0 | | |
63,265,108 (3)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.980%, 06/10/2047 | | | | | 1,252,016 | | | | | | 0.0 | | |
6,650,000 | | | GS Mortgage Securities Trust 2014-GC24 A4, 3.666%, 09/10/2047 | | | | | 7,091,335 | | | | | | 0.1 | | |
70,594,925 (3)(5) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.503%, 11/10/2049 | | | | | 1,715,901 | | | | | | 0.0 | | |
69,535,149 (3)(5) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.032%, 05/10/2050 | | | | | 3,851,176 | | | | | | 0.0 | | |
6,310,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 7,077,091 | | | | | | 0.1 | | |
78,156,214 (3)(5) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.960%, 02/10/2052 | | | | | 4,999,887 | | | | | | 0.1 | | |
13,220,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | | | | | 13,343,908 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
10,120,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | | | | $ | 9,413,510 | | | | | | 0.1 | | |
11,820,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 12,455,031 | | | | | | 0.1 | | |
7,690,000 (2)(3) | | | Hudson Yards 2019-55HY F Mortgage Trust, 2.943%, 12/10/2041 | | | | | 7,187,542 | | | | | | 0.1 | | |
7,840,000 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.889%, 01/15/2047 | | | | | 7,832,635 | | | | | | 0.1 | | |
6,470,000 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 5,004,966 | | | | | | 0.1 | | |
10,614,778 (3)(5) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.737%, 04/15/2047 | | | | | 192,943 | | | | | | 0.0 | | |
1,252,200 (3)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.969%, 10/15/2048 | | | | | 38,212 | | | | | | 0.0 | | |
2,400,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.556%, 07/15/2046 | | | | | 2,385,129 | | | | | | 0.0 | | |
4,500,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,425,095 | | | | | | 0.0 | | |
63,529,064 (3)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.466%, 06/15/2045 | | | | | 337,632 | | | | | | 0.0 | | |
5,550,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 5,457,486 | | | | | | 0.1 | | |
16,560,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 17,143,747 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
87,661,121 (3)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.678%, 12/15/2049 | | | | $ | 2,289,200 | | | | | | 0.0 | | |
10,720,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 10,402,310 | | | | | | 0.1 | | |
6,363,797 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.197%, 11/15/2045 | | | | | 6,291,581 | | | | | | 0.1 | | |
5,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | | | | | 5,289,751 | | | | | | 0.1 | | |
2,000,000 (2) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.106%, (US0001M + 2.000)%, 05/15/2036 | | | | | 1,928,258 | | | | | | 0.0 | | |
2,617,139 (2)(3)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.413%, 11/15/2038 | | | | | 8,624 | | | | | | 0.0 | | |
1,500,000 (2) | | | Life 2021-BMR F Mortgage Trust, 2.456%, (US0001M + 2.350)%, 03/15/2038 | | | | | 1,506,891 | | | | | | 0.0 | | |
7,160,000 (2)(3) | | | LSTAR Commercial Mortgage Trust 2015-3 D, 3.173%, 04/20/2048 | | | | | 6,741,035 | | | | | | 0.1 | | |
46,070,804 (2)(3)(5) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 0.985%, 03/10/2050 | | | | | 1,336,749 | | | | | | 0.0 | | |
4,250,000 (2)(3) | | | Manhattan West 2020-1MW D, 2.335%, 09/10/2039 | | | | | 4,154,435 | | | | | | 0.0 | | |
7,720,000 (2)(3) | | | Manhattan West 2020-1MW E, 2.335%, 09/10/2039 | | | | | 7,294,215 | | | | | | 0.1 | | |
6,472,490 (2) | | | MBRT 2019-MBR H1, 4.106%, (US0001M + 4.000)%, 11/15/2036 | | | | | 6,315,524 | | | | | | 0.1 | | |
3,400,000 (2) | | | Merit 2020-Hill E, 3.206%, (US0001M + 3.100)%, 08/15/2037 | | | | | 3,428,702 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
8,541,000 (2) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.608%, (US0001M + 2.500)%, 07/15/2036 | | | | $ | 8,537,778 | | | | | | 0.1 | | |
4,340,000 (2)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 4.899%, 11/15/2046 | | | | | 3,951,306 | | | | | | 0.0 | | |
72,156,064 (3)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.001%, 12/15/2047 | | | | | 2,127,413 | | | | | | 0.0 | | |
3,470,000 (2)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.901%, 04/15/2047 | | | | | 3,500,566 | | | | | | 0.0 | | |
2,330,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | | 2,080,142 | | | | | | 0.0 | | |
14,914,000 (2) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 11,185,500 | | | | | | 0.1 | | |
7,455,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 8,055,989 | | | | | | 0.1 | | |
4,670,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 4,027,253 | | | | | | 0.0 | | |
46,308,189 (3)(5) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.786%, 12/15/2050 | | | | | 2,030,484 | | | | | | 0.0 | | |
6,130,000 (2) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 6,066,305 | | | | | | 0.1 | | |
14,680,000 (2) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 14,857,202 | | | | | | 0.2 | | |
2,210,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | | | 2,212,103 | | | | | | 0.0 | | |
110,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/ 2038 | | | | | 109,042 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
7,680,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | | | | $ | 7,981,475 | | | | | | 0.1 | | |
5,280,000 (2)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 3,706,242 | | | | | | 0.0 | | |
9,020,000 (2)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | | 4,938,258 | | | | | | 0.1 | | |
6,000,000 (2)(9) | | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 5,390,830 | | | | | | 0.1 | | |
80,119,835 (3)(5) | | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.811%, 11/15/2047 | | | | | 1,955,861 | | | | | | 0.0 | | |
3,270,000 (2)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.673%, 11/15/2044 | | | | | 3,194,347 | | | | | | 0.0 | | |
12,747,558 (2)(3)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.784%, 08/15/2045 | | | | | 185,505 | | | | | | 0.0 | | |
9,210,230 (2)(3)(5) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.874%, 11/15/2045 | | | | | 199,365 | | | | | | 0.0 | | |
12,946,000 (2)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.256%, 03/15/2045 | | | | | 9,659,101 | | | | | | 0.1 | | |
3,920,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 3,318,522 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $785,212,506) | | | | | 772,110,359 | | | | | | 7.7 | | |
|
| | | | | | | Value | | | Percentage of Net Assets | | ||||||
| PURCHASED OPTIONS(10): 0.1% | | |||||||||||||||
| | | | Total Purchased Options | | | | | | | | | | | | | |
| | | | (Cost $4,707,893) | | | | | 5,115,651 | | | | | | 0.1 | | |
| | | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | | (Cost $9,940,524,441) | | | | | 10,119,203,654 | | | | | | 101.2 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.8% | | |||||||||||||||
| | | Commercial Paper: 0.7% | | ||||||||||||
10,000,000 | | | American Electric Power Co., 0.170%, 04/22/2021 | | | | $ | 9,998,967 | | | | | | 0.1 | | |
30,000,000 | | | Dominion Resources, Inc., 0.180%, 04/28/2021 | | | | | 29,995,870 | | | | | | 0.3 | | |
22,386,000 | | | DuPont de Nemours, Inc., 0.210%, 05/17/2021 | | | | | 22,379,921 | | | | | | 0.2 | | |
5,500,000 | | | Old Line Funding LLC, 0.160%, 09/09/2021 | | | | | 5,496,040 | | | | | | 0.1 | | |
| | | Total Commercial Paper | | | | | | | | | | | | | |
| | | (Cost $67,870,203) | | | | | 67,870,798 | | | | | | 0.7 | | |
| | | Repurchase Agreements: 1.6% | | ||||||||||||
9,406,369 (11) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $9,406,374, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $9,594,496, due 06/01/21-04/01/51) | | | | | 9,406,369 | | | | | | 0.1 | | |
6,539,510 (11) | | | Bethesda Securities LLC, Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $6,539,519, collateralized by various U.S. Government Agency Obligations, 1.500%-5.500%, Market Value plus accrued interest $6,670,300, due 01/01/25-10/01/50) | | | | | 6,539,510 | | | | | | 0.1 | | |
6,639,114 (11) | | | BNP Paribas S.A., Repurchase Agreement dated 03/31/21, 0.21%, due 04/01/21 (Repurchase Amount $6,639,152, collateralized by various U.S. Government Securities, 0.652%-8.125%, Market Value plus accrued interest $6,971,070, due 05/20/22-04/01/40) | | | | | 6,639,114 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
38,319,113 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $38,319,134, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $39,085,495, due 04/15/21-02/20/71) | | | | $ | 38,319,113 | | | | | | 0.4 | | |
2,480,887 (11) | | | CF Secured LLC, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $2,480,888, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.682%, Market Value plus accrued interest $2,530,505, due 04/22/21-06/20/69) | | | | | 2,480,887 | | | | | | 0.0 | | |
6,384,535 (11) | | | Citadel Securities LLC, Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $6,384,545, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,512,243, due 04/13/21-02/15/48) | | | | | 6,384,535 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
22,014,908 (11) | | | Daiwa Capital Markets, Repurchase Agreement dated 03/31/21, 0.01%, due 04/01/21 (Repurchase Amount $22,014,914, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $22,455,208, due 05/04/21-04/01/51) | | | | $ | 22,014,908 | | | | | | 0.2 | | |
1,936,217 (11) | | | ED&F Man Capital Markets Inc., Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $1,936,220, collateralized by various U.S. Government Agency Obligations, 2.098%-5.000%, Market Value plus accrued interest $1,974,941, due 10/01/21-03/01/51) | | | | | 1,936,217 | | | | | | 0.0 | | |
1,449,730 (11) | | | Jefferies LLC, Repurchase Agreement dated 03/31/ 21, 0.01%, due 04/01/21 (Repurchase Amount $1,449,730, collateralized by various U.S. Government Securities, 0.000%-3.000%, Market Value plus accrued interest $1,478,725, due 05/15/21-08/15/48) | | | | | 1,449,730 | | | | | | 0.0 | �� | |
10,612,805 (11) | | | JVB Financial Group LLC, Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $10,612,820, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $10,825,063, due 07/01/22-03/01/51) | | | | | 10,612,805 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
12,112,927 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 03/31/ 21, 0.03%, due 04/01/21 (Repurchase Amount $12,112,937, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.500%, Market Value plus accrued interest $12,355,198, due 06/01/21-02/20/71) | | | | $ | 12,112,927 | | | | | | 0.1 | | |
7,303,553 (11) | | | Palafox Trading LLC, Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $7,303,565, collateralized by various U.S. Government Securities, 0.625%-1.875%, Market Value plus accrued interest $7,471,202, due 01/31/22-02/15/41) | | | | | 7,303,553 | | | | | | 0.1 | | |
2,441,155 (11) | | | Royal Bank of Canada, Repurchase Agreement dated 03/31/21, 0.20%, due 04/01/21 (Repurchase Amount $2,441,168, collateralized by various U.S. Government Securities, 0.441%-10.200%, Market Value plus accrued interest $2,552,352, due 01/15/22-09/01/40) | | | | | 2,441,155 | | | | | | 0.0 | | |
29,492,706 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 03/31/21, 0.09%, due 04/01/21 (Repurchase Amount $29,492,779, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $30,082,661, due 07/15/23-02/15/48) | | | | | 29,492,706 | | | | | | 0.3 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,987,594 (11) | | | Stonex Financial Inc., Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $2,987,599, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.875%-9.000%, Market Value plus accrued interest $3,047,346, due 04/25/21-02/20/71) | | | | $ | 2,987,594 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $160,121,123) | | | | | 160,121,123 | | | | | | 1.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(11): 0.5% | | ||||||||||||
39,245,000 (11)(12) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.010% | | | | | 39,245,000 | | | | | | 0.4 | | |
5,087,000 (11)(12) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 5,087,000 | | | | | | 0.0 | | |
5,087,000 (11)(12) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 5,087,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $49,419,000) | | | | | 49,419,000 | | | | | | 0.5 | | |
| | | Total Short-Term Investments (Cost $277,410,326) | | | | | 277,410,921 | | | | | | 2.8 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $10,217,934,767) | | | | $ | 10,396,614,575 | | | | | | 104.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (395,596,336) | | | | | | (4.0) | | |
| | | Net Assets | | | | $ | 10,001,018,239 | | | | | | 100.0 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 5,115,651 | | | | | $ | — | | | | | $ | 5,115,651 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 3,906,653,042 | | | | | | — | | | | | | 3,906,653,042 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,686,555,839 | | | | | | — | | | | | | 1,686,555,839 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,581,395,861 | | | | | | — | | | | | | 1,581,395,861 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 772,110,359 | | | | | | — | | | | | | 772,110,359 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,130,630,831 | | | | | | — | | | | | | 1,130,630,831 | | |
Sovereign Bonds | | | | | — | | | | | | 303,186,883 | | | | | | — | | | | | | 303,186,883 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 733,555,188 | | | | | | — | | | | | | 733,555,188 | | |
Short-Term Investments | | | | | 49,419,000 | | | | | | 227,991,921 | | | | | | — | | | | | | 277,410,921 | | |
Total Investments, at fair value | | | | $ | 49,419,000 | | | | | $ | 10,347,195,575 | | | | | $ | — | | | | | $ | 10,396,614,575 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,404,575 | | | | | | — | | | | | | 2,404,575 | | |
Futures | | | | | 7,740,309 | | | | | | — | | | | | | — | | | | | | 7,740,309 | | |
Total Assets | | | | $ | 57,159,309 | | | | | $ | 10,349,600,150 | | | | | $ | — | | | | | $ | 10,406,759,459 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (157) | | | | | $ | — | | | | | $ | (157) | | |
Futures | | | | | (28,318,591) | | | | | | — | | | | | | — | | | | | | (28,318,591) | | |
Written Options | | | | | — | | | | | | (6,446,626) | | | | | | — | | | | | | (6,446,626) | | |
Total Liabilities | | | | $ | (28,318,591) | | | | | $ | (6,446,783) | | | | | $ | — | | | | | $ | (34,765,374) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
MXN 201,960 | | | USD 9,869 | | | Barclays Bank PLC | | | | | 04/09/21 | | | | | $ | 4 | | |
USD 9,431 | | | MYR 38,391 | | | Barclays Bank PLC | | | | | 05/07/21 | | | | | | 162 | | |
USD 23,294,709 | | | EUR 19,335,457 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 616,648 | | |
USD 2,707,733 | | | COP 9,740,012,710 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 48,018 | | |
USD 217,653 | | | BRL 1,183,486 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 7,479 | | |
USD 25,454,698 | | | CNY 165,280,589 | | | Citibank N.A. | | | | | 04/30/21 | | | | | | 322,910 | | |
RUB 633,022 | | | USD 8,469 | | | Citibank N.A. | | | | | 05/07/21 | | | | | | (129) | | |
CLP 1,567,550 | | | USD 2,115 | | | Goldman Sachs International | | | | | 04/09/21 | | | | | | 60 | | |
USD 6,433,125 | | | PEN 23,333,535 | | | Goldman Sachs International | | | | | 04/09/21 | | | | | | 200,045 | | |
USD 6,402,126 | | | PEN 23,333,535 | | | HSBC Bank USA N.A. | | | | | 04/09/21 | | | | | | 169,046 | | |
ZAR 1,187 | | | USD 78 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | 2 | | |
USD 218 | | | HUF 65,821 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | 5 | | |
USD 205 | | | TRY 1,549 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | 22 | | |
USD 3,993,633 | | | RON 16,214,406 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 135,591 | | |
USD 3,993,358 | | | RON 16,214,406 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 135,316 | | |
USD 3,993,848 | | | RON 16,214,406 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 135,806 | | |
ILS 1,663 | | | USD 506 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | (8) | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 3,993,889 | | | RON 16,214,406 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 135,847 | | |
USD 298 | | | CZK 6,471 | | | Morgan Stanley Capital Services LLC | | | | | 05/07/21 | | | | | | 7 | | |
PLN 1,479 | | | USD 394 | | | Morgan Stanley Capital Services LLC | | | | | 05/07/21 | | | | | | (20) | | |
USD 6,401,343 | | | PEN 23,333,535 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 168,263 | | |
USD 10,853,156 | | | IDR 156,480,804,866 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | 165,048 | | |
USD 10,852,403 | | | IDR 156,480,804,866 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | 164,295 | | |
PHP 5,077 | | | USD 104 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | 1 | | |
| | | | | | | | | | | | | | | | $ | 2,404,418 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 14 | | | | | | 06/21/21 | | | | | $ | 1,833,125 | | | | | $ | (47,603) | | |
U.S. Treasury 2-Year Note | | | | | 967 | | | | | | 06/30/21 | | | | | | 213,442,585 | | | | | | (199,053) | | |
U.S. Treasury 5-Year Note | | | | | 571 | | | | | | 06/30/21 | | | | | | 70,460,508 | | | | | | (879,367) | | |
U.S. Treasury Long Bond | | | | | 1,950 | | | | | | 06/21/21 | | | | | | 301,457,813 | | | | | | (8,633,497) | | |
U.S. Treasury Ultra Long Bond | | | | | 2,163 | | | | | | 06/21/21 | | | | | | 391,976,156 | | | | | | (18,559,071) | | |
| | | | | | | | | | | | | | | | $ | 979,170,187 | | | | | $ | (28,318,591) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,537) | | | | | | 06/21/21 | | | | | | (364,535,188) | | | | | | 7,740,309 | | |
| | | | | | | | | | | | | | | | $ | (364,535,188) | | | | | $ | 7,740,309 | | |
Description | | | Counterparty | | | Reference Entity (1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||||||||
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | | | CDXNorthAmerican HighYieldIndex, Series 35,Version1 | | | | 5.000% | | | | | Pay | | | | 105.500% | | | | | 05/19/21 | | | | | | USD129,132,000 | | | | | $ | 994,907 | | | | | $ | 412,323 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 994,907 | | | | | $ | 412,323 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 06/16/21 | | | | 0 .747 | | | USD 401,666,000 | | | | $ | 3,712,986 | | | | | $ | 4,703,328 | | |
| | | | | | | | | | | | | | | | | | | $ | 3,712,986 | | | | | $ | 4,703,328 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 04/15/21 | | | | 0 .768 | | | USD 228,773,000 | | | | $ | 1,894,770 | | | | | $ | (4,233,595) | | |
| | | | | | | | | | | | | | | | | | | $ | 1,894,770 | | | | | $ | (4,233,595) | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Description | | | Counterparty | | | Pay/Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | |
Call on 10-Year Interest Rate Swap (2) | | | Barclays Bank PLC | | | Pay | | | 1.720% | | | 3-month USD-LIBOR | | | 09/24/21 | | | USD 136,458,000 | | | $966,243 | | | $(627,835) | |
Put on 10-Year Interest Rate Swap (3) | | | Barclays Bank PLC | | | Receive | | | 2.720% | | | 3-month USD-LIBOR | | | 09/24/21 | | | USD 36,458,000 | | | 1,189,793 | | | (1,585,196) | |
| | | | | | | | | | | | | | | | | | | | | $2,156,036 | | | $(2,213,031) | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 412,323 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 4,703,328 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 2,404,575 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 7,740,309 | | |
Total Asset Derivatives | | | | | | | $ | 15,260,535 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 157 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 28,318,591 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 2,213,031 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 4,233,595 | | |
Total Liability Derivatives | | | | | | | $ | 34,765,374 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 18,465,689 | | | | | $ | 304,505 | | | | | $ | 18,770,194 | | |
Equity contracts | | | | | (3,218,683) | | | | | | — | | | | | | (129,112) | | | | | | — | | | | | | — | | | | | | (3,347,795) | | |
Foreign exchange contracts | | | | | (17,706,941) | | | | | | 6,093,523 | | | | | | — | | | | | | — | | | | | | 9,029,234 | | | | | | (2,584,184) | | |
Interest rate contracts | | | | | (2,790,239) | | | | | | — | | | | | | (31,118,406) | | | | | | (16,724,792) | | | | | | 8,638,041 | | | | | | (41,995,396) | | |
Total | | | | $ | (23,715,863) | | | | | $ | 6,093,523 | | | | | $ | (31,247,518) | | | | | $ | 1,740,897 | | | | | $ | 17,971,780 | | | | | $ | (29,157,181) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (582,584) | | | | | $ | — | | | | | $ | — | | | | | $ | (15,901,067) | | | | | $ | — | | | | | $ | (16,483,651) | | |
Foreign exchange contracts | | | | | (7,868,018) | | | | | | (12,338,909) | | | | | | — | | | | | | — | | | | | | 8,785,541 | | | | | | (11,421,386) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (49,389,420) | | | | | | — | | | | | | (56,995) | | | | | | (49,446,415) | | |
Total | | | | $ | (8,450,602) | | | | | $ | (12,338,909) | | | | | $ | (49,389,420) | | | | | $ | (15,901,067) | | | | | $ | 8,728,546 | | | | | $ | (77,351,452) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 4,703,328 | | | | | $ | — | | | | | $ | — | | | | | $ | 412,323 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,115,651 | | |
Forward foreign currency contracts | | | | | 166 | | | | | | 616,649 | | | | | | 378,406 | | | | | | 200,105 | | | | | | 169,075 | | | | | | 542,560 | | | | | | 7 | | | | | | 497,607 | | | | | | 2,404,575 | | |
Total Assets | | | | $ | 166 | | | | | $ | 616,649 | | | | | $ | 5,081,734 | | | | | $ | 200,105 | | | | | $ | 169,075 | | | | | $ | 954,883 | | | | | $ | 7 | | | | | $ | 497,607 | | | | | $ | 7,520,226 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | — | | | | | $ | 129 | | | | | $ | — | | | | | $ | — | | | | | $ | 8 | | | | | $ | 20 | | | | | $ | — | | | | | $ | 157 | | |
Written options | | | | | 2,213,031 | | | | | | | | | | | | 4,233,595 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 6,446,626 | | |
Total Liabilities | | | | $ | 2,213,031 | | | | | $ | — | | | | | $ | 4,233,724 | | | | | $ | — | | | | | $ | — | | | | | $ | 8 | | | | | $ | 20 | | | | | $ | — | | | | | $ | 6,446,783 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (2,212,865) | | | | | $ | 616,649 | | | | | $ | 848,010 | | | | | $ | 200,105 | | | | | $ | 169,075 | | | | | $ | 954,875 | | | | | $ | (13) | | | | | $ | 497,607 | | | | | $ | 1,073,443 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | 1,670,000 | | | | | $ | (540,000) | | | | | $ | (490,000) | | | | | $ | (200,105) | | | | | $ | (100,000) | | | | | $ | (954,875) | | | | | $ | — | | | | | $ | (340,000) | | | | | $ | (954,980) | | |
Net Exposure (1)(2) | | | | $ | (542,865) | | | | | $ | 76,649 | | | | | $ | 358,010 | | | | | $ | — | | | | | $ | 69,075 | | | | | $ | — | | | | | $ | (13) | | | | | $ | 157,607 | | | | | $ | 118,463 | | |
Voya Intermediate Bond Fund | as of March 31, 2021 (continued) |
| Gross Unrealized Appreciation | | | | $ | 316,304,670 | | |
| Gross Unrealized Depreciation | | | | | (151,794,261) | | |
| Net Unrealized Appreciation | | | | $ | 164,510,409 | | |
Voya Short Term Bond Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 44.4% | | |||||||||||||||
| | | Basic Materials: 1.1% | | ||||||||||||
210,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 210,175 | | | | | | 0.1 | | |
29,000 | | | Ashland LLC, 4.750%, 08/15/2022 | | | | | 30,142 | | | | | | 0.0 | | |
300,000 | | | CF Industries, Inc., 3.450%, 06/01/2023 | | | | | 313,316 | | | | | | 0.2 | | |
231,000 | | | Eastman Chemical Co., 3.500%, 12/01/2021 | | | | | 235,747 | | | | | | 0.1 | | |
300,000 | | | Freeport-McMoRan, Inc., 3.875%, 03/15/2023 | | | | | 312,999 | | | | | | 0.1 | | |
126,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 129,389 | | | | | | 0.1 | | |
500,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 516,274 | | | | | | 0.2 | | |
300,000 (1) | | | SPCM SA, 4.875%, 09/15/2025 | | | | | 308,265 | | | | | | 0.1 | | |
300,000 (1) | | | Tronox, Inc., 6.500%, 05/01/2025 | | | | | 322,125 | | | | | | 0.2 | | |
| | | | | | | | 2,378,432 | | | | | | 1.1 | | |
| | | Communications: 3.3% | | ||||||||||||
230,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 240,048 | | | | | | 0.1 | | |
160,000 | | | AMC Networks, Inc., 5.000%, 04/01/2024 | | | | | 162,200 | | | | | | 0.1 | | |
195,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 195,024 | | | | | | 0.1 | | |
210,000 | | | AT&T, Inc., 4.050%, 12/15/2023 | | | | | 229,546 | | | | | | 0.1 | | |
249,000 | | | Bell Canada, 0.750%, 03/17/2024 | | | | | 248,779 | | | | | | 0.1 | | |
491,000 | | | Booking Holdings, Inc., 4.100%, 04/13/2025 | | | | | 547,612 | | | | | | 0.3 | | |
200,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 223,518 | | | | | | 0.1 | | |
200,000 | | | CSC Holdings LLC, 5.875%, 09/15/2022 | | | | | 211,556 | | | | | | 0.1 | | |
311,000 | | | Fox Corp., 4.030%, 01/25/2024 | | | | | 337,991 | | | | | | 0.2 | | |
250,000 | | | Hughes Satellite Systems Corp., 7.625%, 06/15/2021 | | | | | 253,188 | | | | | | 0.1 | | |
248,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 252,169 | | | | | | 0.1 | | |
250,000 | | | Lumen Technologies, Inc., 6.450%, 06/15/2021 | | | | | 252,062 | | | | | | 0.1 | | |
400,000 (1) | | | Netflix, Inc., 3.625%, 06/15/2025 | | | | | 427,080 | | | | | | 0.2 | | |
360,000 (1) | | | NTT Finance Corp., 0.583%, 03/01/2024 | | | | | 358,813 | | | | | | 0.2 | | |
250,000 (1) | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 251,528 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications: (continued) | | ||||||||||||
250,000 (1) | | | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | | | | $ | 251,250 | | | | | | 0.1 | | |
250,000 (1) | | | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | | | | | 257,838 | | | | | | 0.1 | | |
300,000 | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 321,375 | | | | | | 0.2 | | |
230,000 (1) | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 248,372 | | | | | | 0.1 | | |
250,000 | | | T-Mobile USA, Inc., 4.000%, 04/15/2022 | | | | | 256,096 | | | | | | 0.1 | | |
300,000 (1) | | | Univision Communications, Inc., 5.125%, 02/15/2025 | | | | | 304,313 | | | | | | 0.2 | | |
232,000 | | | Verizon Communications, Inc., 0.850%, 11/20/2025 | | | | | 227,195 | | | | | | 0.1 | | |
178,000 | | | Verizon Communications, Inc., 2.450%, 11/01/2022 | | | | | 182,845 | | | | | | 0.1 | | |
249,000 | | | Verizon Communications, Inc., 3.500%, 11/01/2024 | | | | | 270,406 | | | | | | 0.1 | | |
400,000 | | | Walt Disney Co/The, 4.000%, 10/01/2023 | | | | | 433,511 | | | | | | 0.2 | | |
| | | | | | | | 6,944,315 | | | | | | 3.3 | | |
| | | Consumer, Cyclical: 4.9% | | ||||||||||||
128,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.250%, 05/15/2024 | | | | | 129,629 | | | | | | 0.1 | | |
181,000 (1) | | | 7-Eleven, Inc., 0.950%, 02/10/2026 | | | | | 176,437 | | | | | | 0.1 | | |
265,000 | | | American Honda Finance Corp., 2.050%, 01/10/2023 | | | | | 272,521 | | | | | | 0.1 | | |
300,000 (1) | | | Avient Corp., 5.750%, 05/15/2025 | | | | | 319,125 | | | | | | 0.2 | | |
125,000 (1) | | | BMW US Capital LLC, 0.800%, 04/01/2024 | | | | | 125,123 | | | | | | 0.1 | | |
203,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 223,987 | | | | | | 0.1 | | |
514,000 (1) | | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 527,535 | | | | | | 0.2 | | |
400,000 (1) | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | | 412,750 | | | | | | 0.2 | | |
160,000 | | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | | | | | 161,365 | | | | | | 0.1 | | |
141,313 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 143,501 | | | | | | 0.1 | | |
124,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 132,436 | | | | | | 0.1 | | |
400,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 432,256 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical: (continued) | | ||||||||||||
219,000 | | | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | | | | $ | 223,166 | | | | | | 0.1 | | |
300,000 | | | Goodyear Tire & Rubber Co., 5.125%, 11/15/2023 | | | | | 301,410 | | | | | | 0.1 | | |
300,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 | | | | | 316,500 | | | | | | 0.1 | | |
300,000 | | | KB Home, 7.625%, 05/15/2023 | | | | | 325,875 | | | | | | 0.2 | | |
300,000 | | | Lennar Corp., 4.500%, 04/30/2024 | | | | | 326,893 | | | | | | 0.2 | | |
250,000 (1) | | | Lions Gate Capital Holdings LLC, 6.375%, 02/01/2024 | | | | | 257,970 | | | | | | 0.1 | | |
300,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 321,750 | | | | | | 0.2 | | |
300,000 (1) | | | Navistar International Corp., 9.500%, 05/01/2025 | | | | | 330,187 | | | | | | 0.2 | | |
200,000 (1) | | | Nissan Motor Acceptance Corp., 3.875%, 09/21/2023 | | | | | 213,382 | | | | | | 0.1 | | |
214,000 (1) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 226,835 | | | | | | 0.1 | | |
272,000 | | | PACCAR Financial Corp., 0.350%, 08/11/2023 | | | | | 271,776 | | | | | | 0.1 | | |
285,000 (1) | | | Panasonic Corp., 2.536%, 07/19/2022 | | | | | 291,742 | | | | | | 0.1 | | |
558,000 | | | Ross Stores, Inc., 4.600%, 04/15/2025 | | | | | 626,606 | | | | | | 0.3 | | |
250,000 (1) | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 252,812 | | | | | | 0.1 | | |
250,000 (1) | | | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | | | | | 268,750 | | | | | | 0.1 | | |
400,000 | | | Toll Brothers Finance Corp., 5.875%, 02/15/2022 | | | | | 411,000 | | | | | | 0.2 | | |
200,000 (1) | | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | | 204,788 | | | | | | 0.1 | | |
250,000 | | | Toyota Motor Corp., 0.681%, 03/25/2024 | | | | | 250,053 | | | | | | 0.1 | | |
400,000 | | | TRI Pointe Group, Inc. / TRI Pointe Homes, Inc., 5.875%, 06/15/2024 | | | | | 443,250 | | | | | | 0.2 | | |
142,588 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 148,136 | | | | | | 0.1 | | |
400,000 (1) | | | William Carter Co/The, 5.500%, 05/15/2025 | | | | | 427,368 | | | | | | 0.2 | | |
344,000 | | | WW Grainger, Inc., 1.850%, 02/15/2025 | | | | | 354,736 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical: (continued) | | ||||||||||||
250,000 (1) | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | | | | $ | 256,408 | | | | | | 0.1 | | |
| | | | | | | | 10,108,058 | | | | | | 4.9 | | |
| | | Consumer, Non-cyclical: 6.2% | | ||||||||||||
490,000 | | | AbbVie, Inc., 2.150%, 11/19/2021 | | | | | 495,563 | | | | | | 0.2 | | |
245,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 252,165 | | | | | | 0.1 | | |
272,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 287,323 | | | | | | 0.1 | | |
85,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 88,175 | | | | | | 0.0 | | |
198,000 | | | AbbVie, Inc., 3.375%, 11/14/2021 | | | | | 201,645 | | | | | | 0.1 | | |
241,000 | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 246,592 | | | | | | 0.1 | | |
300,000 | | | ADT Security Corp./The, 4.125%, 06/15/2023 | | | | | 312,187 | | | | | | 0.2 | | |
172,000 | | | AmerisourceBergen Corp., 0.737%, 03/15/2023 | | | | | 172,172 | | | | | | 0.1 | | |
149,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.150%, 01/23/2025 | | | | | 165,671 | | | | | | 0.1 | | |
195,000 | | | Anthem, Inc., 2.375%, 01/15/2025 | | | | | 203,907 | | | | | | 0.1 | | |
333,000 | | | BAT International Finance PLC, 1.668%, 03/25/2026 | | | | | 329,831 | | | | | | 0.2 | | |
300,000 (1) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 307,860 | | | | | | 0.2 | | |
202,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 207,542 | | | | | | 0.1 | | |
249,000 | | | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | | | | | 245,387 | | | | | | 0.1 | | |
275,000 | | | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | | | | | 275,347 | | | | | | 0.1 | | |
254,000 | | | Cardinal Health, Inc., 2.616%, 06/15/2022 | | | | | 260,061 | | | | | | 0.1 | | |
81,000 (1) | | | Cargill, Inc., 1.375%, 07/23/2023 | | | | | 82,692 | | | | | | 0.0 | | |
150,000 | | | Cigna Corp., 1.250%, 03/15/2026 | | | | | 148,183 | | | | | | 0.1 | | |
188,000 | | | Constellation Brands, Inc., 3.200%, 02/15/2023 | | | | | 196,772 | | | | | | 0.1 | | |
87,000 | | | CVS Health Corp., 3.700%, 03/09/2023 | | | | | 92,355 | | | | | | 0.0 | | |
490,000 | | | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | | | | | 502,580 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
200,000 | | | Diageo Capital PLC, 1.375%, 09/29/2025 | | | | $ | 201,986 | | | | | | 0.1 | | |
188,000 | | | Element Fleet Management Corp., 1.600%, 04/06/2024 | | | | | 187,780 | | | | | | 0.1 | | |
111,000 | | | Evernorth Health, Inc., 3.900%, 02/15/2022 | | | | | 114,158 | | | | | | 0.1 | | |
712,000 | | | General Mills, Inc., 3.150%, 12/15/2021 | | | | | 721,118 | | | | | | 0.3 | | |
200,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 200,252 | | | | | | 0.1 | | |
127,000 | | | Gilead Sciences, Inc., 2.500%, 09/01/2023 | | | | | 132,445 | | | | | | 0.1 | | |
146,000 | | | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | | | | | 149,815 | | | | | | 0.1 | | |
252,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 248,251 | | | | | | 0.1 | | |
141,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 142,182 | | | | | | 0.1 | | |
201,000 | | | Hershey Co/The, 0.900%, 06/01/2025 | | | | | 199,350 | | | | | | 0.1 | | |
235,000 | | | Illumina, Inc., 0.550%, 03/23/2023 | | | | | 234,917 | | | | | | 0.1 | | |
156,000 | | | Johnson & Johnson, 0.550%, 09/01/2025 | | | | | 154,811 | | | | | | 0.1 | | |
304,000 | | | Keurig Dr Pepper, Inc., 3.551%, 05/25/2021 | | | | | 305,383 | | | | | | 0.1 | | |
294,000 | | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 315,524 | | | | | | 0.2 | | |
300,000 | | | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | | | | | 324,794 | | | | | | 0.2 | | |
300,000 | | | Molina Healthcare, Inc., 5.375%, 11/15/2022 | | | | | 315,124 | | | | | | 0.2 | | |
247,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 257,468 | | | | | | 0.1 | | |
101,000 | | | Mylan, Inc., 4.200%, 11/29/2023 | | | | | 109,050 | | | | | | 0.1 | | |
108,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/2022 | | | | | 108,130 | | | | | | 0.1 | | |
277,000 | | | PayPal Holdings, Inc., 1.350%, 06/01/2023 | | | | | 282,048 | | | | | | 0.1 | | |
235,000 | | | PayPal Holdings, Inc., 2.200%, 09/26/2022 | | | | | 241,211 | | | | | | 0.1 | | |
300,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 306,555 | | | | | | 0.1 | | |
300,000 (1) | | | Primo Water Holdings, Inc., 5.500%, 04/01/2025 | | | | | 308,715 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
450,000 (1) | | | Royalty Pharma PLC, 0.750%, 09/02/2023 | | | | $ | 449,821 | | | | | | 0.2 | | |
507,000 (1) | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 513,459 | | | | | | 0.2 | | |
345,000 | | | Stryker Corp., 0.600%, 12/01/2023 | | | | | 345,258 | | | | | | 0.2 | | |
300,000 | | | Teva Pharmaceutical Finance Co. BV, 3.650%, 11/10/2021 | | | | | 303,095 | | | | | | 0.1 | | |
331,000 (1) | | | Viatris, Inc., 1.650%, 06/22/2025 | | | | | 332,500 | | | | | | 0.2 | | |
297,000 | | | Zoetis, Inc., 3.250%, 08/20/2021 | | | | | 300,144 | | | | | | 0.1 | | |
| | | | | | | | 12,879,354 | | | | | | 6.2 | | |
| | | Energy: 2.3% | | ||||||||||||
54,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 57,622 | | | | | | 0.0 | | |
318,000 | | | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | | | | | 321,881 | | | | | | 0.2 | | |
300,000 | | | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | | | | | 313,770 | | | | | | 0.2 | | |
237,000 | | | Diamondback Energy, Inc., 0.900%, 03/24/2023 | | | | | 237,180 | | | | | | 0.1 | | |
629,000 | | | Energy Transfer Operating L.P., 4.250%, 03/15/2023 | | | | | 664,364 | | | | | | 0.3 | | |
243,000 | | | Equinor ASA, 2.875%, 04/06/2025 | | | | | 259,662 | | | | | | 0.1 | | |
130,000 | | | Exxon Mobil Corp., 2.992%, 03/19/2025 | | | | | 139,408 | | | | | | 0.1 | | |
437,000 | | | Husky Energy, Inc., 3.950%, 04/15/2022 | | | | | 447,300 | | | | | | 0.2 | | |
434,000 | | | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | | | | | 438,688 | | | | | | 0.2 | | |
290,000 | | | Marathon Petroleum Corp., 5.125%, 04/01/2024 | | | | | 292,535 | | | | | | 0.1 | | |
125,000 | | | MPLX L.P., 3.500%, 12/01/2022 | | | | | 130,484 | | | | | | 0.1 | | |
498,000 (1) | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 517,066 | | | | | | 0.3 | | |
121,000 | | | Phillips 66, 3.850%, 04/09/2025 | | | | | 132,708 | | | | | | 0.1 | | |
250,000 | | | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | | | | | 245,670 | | | | | | 0.1 | | |
208,000 | | | Valero Energy Corp., 1.200%, 03/15/2024 | | | | | 208,777 | | | | | | 0.1 | | |
77,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 80,559 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
236,000 | | | Williams Cos, Inc./The, 4.550%, 06/24/2024 | | | | $ | 260,230 | | | | | | 0.1 | | |
| | | | | | | | 4,747,904 | | | | | | 2.3 | | |
| | | Financial: 18.0% | | ||||||||||||
400,000 (1) | | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | | 404,996 | | | | | | 0.2 | | |
216,000 | | | Aflac, Inc., 1.125%, 03/15/2026 | | | | | 214,407 | | | | | | 0.1 | | |
300,000 | | | Ally Financial, Inc., 3.875%, 05/21/2024 | | | | | 324,311 | | | | | | 0.2 | | |
183,000 | | | American Express Co., 2.500%, 07/30/2024 | | | | | 193,295 | | | | | | 0.1 | | |
506,000 | | | American Express Co., 3.375%, 05/17/2021 | | | | | 506,467 | | | | | | 0.2 | | |
209,000 | | | American Express Co., 3.700%, 11/05/2021 | | | | | 212,615 | | | | | | 0.1 | | |
145,000 | | | American Express Co., 3.700%, 08/03/2023 | | | | | 155,266 | | | | | | 0.1 | | |
349,000 | | | American International Group, Inc., 3.750%, 07/10/2025 | | | | | 381,432 | | | | | | 0.2 | | |
176,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 185,291 | | | | | | 0.1 | | |
121,000 | | | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | | | | | 128,929 | | | | | | 0.1 | | |
255,000 | | | Assurant, Inc., 4.200%, 09/27/2023 | | | | | 276,280 | | | | | | 0.1 | | |
127,000 (1) | | | Athene Global Funding, 2.550%, 06/29/2025 | | | | | 131,664 | | | | | | 0.1 | | |
150,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 167,860 | | | | | | 0.1 | | |
400,000 | | | Banco Santander SA, 3.500%, 04/11/2022 | | | | | 412,127 | | | | | | 0.2 | | |
310,000 (2) | | | Bank of America Corp., 0.810%, 10/24/2024 | | | | | 310,925 | | | | | | 0.2 | | |
207,000 (2) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 206,602 | | | | | | 0.1 | | |
200,000 (2) | | | Bank of America Corp., 1.319%, 06/19/2026 | | | | | 199,512 | | | | | | 0.1 | | |
183,000 (2) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 187,542 | | | | | | 0.1 | | |
1,682,000 (2) | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 1,749,941 | | | | | | 0.8 | | |
103,000 | | | Bank of Montreal, 3.300%, 02/05/2024 | | | | | 110,541 | | | | | | 0.1 | | |
103,000 | | | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | | | | | 105,029 | | | | | | 0.1 | | |
75,000 | | | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | | | | | 78,432 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
208,000 | | | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | | | | $ | 208,118 | | | | | | 0.1 | | |
255,000 | | | Bank of Nova Scotia/The, 1.950%, 02/01/2023 | | | | | 262,211 | | | | | | 0.1 | | |
260,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | | | | | 267,282 | | | | | | 0.1 | | |
200,000 (2) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 199,914 | | | | | | 0.1 | | |
500,000 | | | BBVA USA, 3.500%, 06/11/2021 | | | | | 501,625 | | | | | | 0.2 | | |
149,000 | | | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | | | | | 162,319 | | | | | | 0.1 | | |
800,000 (1) | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 831,750 | | | | | | 0.4 | | |
215,000 | | | Brookfield Finance, Inc., 4.000%, 04/01/2024 | | | | | 233,680 | | | | | | 0.1 | | |
252,000 | | | Canadian Imperial Bank of Commerce, 0.500%, 12/14/2023 | | | | | 251,111 | | | | | | 0.1 | | |
300,000 | | | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | | | | | 302,755 | | | | | | 0.1 | | |
170,000 (2) | | | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | | | | | 174,589 | | | | | | 0.1 | | |
490,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 513,233 | | | | | | 0.2 | | |
138,000 | | | Charles Schwab Corp./The, 0.750%, 03/18/2024 | | | | | 138,802 | | | | | | 0.1 | | |
248,000 | | | Charles Schwab Corp./The, 0.900%, 03/11/2026 | | | | | 244,907 | | | | | | 0.1 | | |
345,000 | | | Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | | | | | 357,009 | | | | | | 0.2 | | |
300,000 | | | CIT Group, Inc., 5.000%, 08/15/2022 | | | | | 316,182 | | | | | | 0.2 | | |
182,000 (2) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 185,804 | | | | | | 0.1 | | |
878,000 | | | Citigroup, Inc., 2.900%, 12/08/2021 | | | | | 892,096 | | | | | | 0.4 | | |
39,000 (2) | | | Citigroup, Inc., 3.106%, 04/08/2026 | | | | | 41,663 | | | | | | 0.0 | | |
250,000 | | | Citizens Bank NA/ Providence RI, 3.700%, 03/29/2023 | | | | | 265,015 | | | | | | 0.1 | | |
300,000 (1)(2) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 297,729 | | | | | | 0.1 | | |
769,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 810,004 | | | | | | 0.4 | | |
250,000 (1)(2) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 253,620 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
121,000 | | | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | | | | $ | 128,338 | | | | | | 0.1 | | |
465,000 | | | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | | | | | 504,163 | | | | | | 0.2 | | |
400,000 (1) | | | Danske Bank A/S, 1.226%, 06/22/2024 | | | | | 403,966 | | | | | | 0.2 | | |
220,000 (1) | | | Danske Bank A/S, 2.000%, 09/08/2021 | | | | | 221,599 | | | | | | 0.1 | | |
305,000 (1),(2) | | | Danske Bank A/S, 3.001%, 09/20/2022 | | | | | 308,123 | | | | | | 0.1 | | |
259,000 (2) | | | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | | | | | 266,014 | | | | | | 0.1 | | |
252,000 | | | Discover Financial Services, 3.950%, 11/06/2024 | | | | | 274,844 | | | | | | 0.1 | | |
260,000 (1) | | | DNB Bank ASA, 2.150%, 12/02/2022 | | | | | 268,196 | | | | | | 0.1 | | |
300,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 306,442 | | | | | | 0.1 | | |
182,000 | | | Federal Realty Investment Trust, 3.950%, 01/15/2024 | | | | | 197,652 | | | | | | 0.1 | | |
230,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 236,630 | | | | | | 0.1 | | |
257,000 (2) | | | Goldman Sachs Group, Inc./The, 0.673%, 03/08/2024 | | | | | 256,896 | | | | | | 0.1 | | |
247,000 (2) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 247,296 | | | | | | 0.1 | | |
279,000 (2) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 283,990 | | | | | | 0.1 | | |
300,000 | | | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.750%, 09/15/2024 | | | | | 312,000 | | | | | | 0.2 | | |
503,000 | | | ING Groep NV, 3.150%, 03/29/2022 | | | | | 516,936 | | | | | | 0.2 | | |
273,000 | | | Intercontinental Exchange, Inc., 0.700%, 06/15/2023 | | | | | 273,732 | | | | | | 0.1 | | |
510,000 | | | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | | | | | 544,293 | | | | | | 0.3 | | |
252,000 (2) | | | JPMorgan Chase & Co., 0.563%, 02/16/2025 | | | | | 250,233 | | | | | | 0.1 | | |
204,000 (2) | | | JPMorgan Chase & Co., 1.514%, 06/01/2024 | | | | | 208,300 | | | | | | 0.1 | | |
131,000 (2) | | | JPMorgan Chase & Co., 2.083%, 04/22/2026 | | | | | 134,624 | | | | | | 0.1 | | |
855,000 (2) | | | JPMorgan Chase & Co., 2.776%, 04/25/2023 | | | | | 875,842 | | | | | | 0.4 | | |
698,000 | | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | | | | | 733,380 | | | | | | 0.4 | | |
330,000 (2) | | | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | | | | | 330,029 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
201,000 | | | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | | | | $ | 204,967 | | | | | | 0.1 | | |
91,000 (2) | | | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | | | | | 99,108 | | | | | | 0.0 | | |
256,000 (1) | | | LSEGA Financing PLC, 0.650%, 04/06/2024 | | | | | 255,360 | | | | | | 0.1 | | |
290,000 | | | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | | | | | 313,449 | | | | | | 0.2 | | |
200,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | | 215,049 | | | | | | 0.1 | | |
206,000 (2) | | | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | | | | | 206,284 | | | | | | 0.1 | | |
200,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 199,987 | | | | | | 0.1 | | |
319,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | | | | | 321,673 | | | | | | 0.2 | | |
200,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | | | | | 205,626 | | | | | | 0.1 | | |
515,000 | | | Mizuho Financial Group, Inc., 0.818%, (US0003M + 0.630)%, 05/25/2024 | | | | | 517,533 | | | | | | 0.2 | | |
200,000 (2) | | | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | | | | | 200,491 | | | | | | 0.1 | | |
200,000 (2) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 209,361 | | | | | | 0.1 | | |
1,100,000 | | | Morgan Stanley, 3.750%, 02/25/2023 | | | | | 1,166,653 | | | | | | 0.6 | | |
183,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 203,207 | | | | | | 0.1 | | |
556,000 | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 565,174 | | | | | | 0.3 | | |
250,000 | | | MUFG Union Bank NA, 2.100%, 12/09/2022 | | | | | 256,843 | | | | | | 0.1 | | |
250,000 (2) | | | National Bank of Canada, 0.550%, 11/15/2024 | | | | | 249,462 | | | | | | 0.1 | | |
250,000 (1) | | | National Securities Clearing Corp., 0.750%, 12/07/2025 | | | | | 244,119 | | | | | | 0.1 | | |
129,000 (1) | | | National Securities Clearing Corp., 1.200%, 04/23/2023 | | | | | 131,031 | | | | | | 0.1 | | |
206,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 211,855 | | | | | | 0.1 | | |
432,000 (2) | | | Natwest Group PLC, 2.359%, 05/22/2024 | | | | | 445,939 | | | | | | 0.2 | | |
200,000 | | | Natwest Group PLC, 3.875%, 09/12/2023 | | | | | 214,551 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
200,000 (1) | | | Nordea Bank Abp, 0.750%, 08/28/2025 | | | | $ | 195,546 | | | | | | 0.1 | | |
200,000 (1) | | | Nordea Bank ABP, 4.875%, 05/13/2021 | | | | | 200,972 | | | | | | 0.1 | | |
300,000 | | | OneMain Finance Corp., 6.125%, 05/15/2022 | | | | | 315,000 | | | | | | 0.2 | | |
242,000 (1) | | | Pacific Life Global Funding II, 0.500%, 09/23/2023 | | | | | 241,606 | | | | | | 0.1 | | |
250,000 | | | PNC Bank NA, 2.700%, 11/01/2022 | | | | | 258,785 | | | | | | 0.1 | | |
219,000 | | | Royal Bank of Canada, 0.500%, 10/26/2023 | | | | | 219,259 | | | | | | 0.1 | | |
210,000 | | | Royal Bank of Canada, 0.854%, (US0003M + 0.660)%, 10/05/2023 | | | | | 212,562 | | | | | | 0.1 | | |
202,000 | | | Royal Bank of Canada, 1.150%, 06/10/2025 | | | | | 201,978 | | | | | | 0.1 | | |
103,000 | | | Royal Bank of Canada, 1.600%, 04/17/2023 | | | | | 105,526 | | | | | | 0.1 | | |
265,000 | | | Royal Bank of Canada, 1.950%, 01/17/2023 | | | | | 272,360 | | | | | | 0.1 | | |
194,000 | | | Royal Bank of Canada, 3.700%, 10/05/2023 | | | | | 209,291 | | | | | | 0.1 | | |
170,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 183,765 | | | | | | 0.1 | | |
459,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | | | | | 459,181 | | | | | | 0.2 | | |
206,000 (1)(2) | | | Standard Chartered PLC, 0.991%, 01/12/2025 | | | | | 204,989 | | | | | | 0.1 | | |
245,000 (2) | | | State Street Corp., 2.354%, 11/01/2025 | | | | | 257,873 | | | | | | 0.1 | | |
240,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | | | | | 249,245 | | | | | | 0.1 | | |
130,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | | | | | 137,505 | | | | | | 0.1 | | |
308,000 (1) | | | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | | | | | 309,212 | | | | | | 0.2 | | |
607,000 | | | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | | | | | 609,609 | | | | | | 0.3 | | |
200,000 (1) | | | Swedbank AB, 0.600%, 09/25/2023 | | | | | 199,898 | | | | | | 0.1 | | |
336,000 | | | Toronto-Dominion Bank/The, 0.450%, 09/11/2023 | | | | | 335,781 | | | | | | 0.2 | | |
336,000 | | | Toronto-Dominion Bank/The, 0.550%, 03/04/2024 | | | | | 335,697 | | | | | | 0.2 | | |
400,000 | | | Toronto-Dominion Bank/The, 1.150%, 06/12/2025 | | | | | 400,516 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
205,000 (1) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | $ | 207,866 | | | | | | 0.1 | | |
201,000 (1)(2) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 202,284 | | | | | | 0.1 | | |
355,000 (1)(2) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 366,056 | | | | | | 0.2 | | |
250,000 | | | US Bank NA/Cincinnati OH, 3.400%, 07/24/2023 | | | | | 267,095 | | | | | | 0.1 | | |
103,000 (1) | | | USAA Capital Corp., 1.500%, 05/01/2023 | | | | | 105,256 | | | | | | 0.1 | | |
227,000 (2) | | | Wells Fargo & Co., 1.654%, 06/02/2024 | | | | | 231,964 | | | | | | 0.1 | | |
445,000 (2) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 465,056 | | | | | | 0.2 | | |
91,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 98,502 | | | | | | 0.0 | | |
242,000 | | | Westpac Banking Corp., 2.100%, 05/13/2021 | | | | | 242,498 | | | | | | 0.1 | | |
181,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 201,980 | | | | | | 0.1 | | |
| | | | | | | | 37,580,835 | | | | | | 18.0 | | |
| | | Industrial: 2.7% | | ||||||||||||
341,000 | | | 3M Co., 2.000%, 02/14/2025 | | | | | 354,546 | | | | | | 0.2 | | |
300,000 | | | AECOM, 5.875%, 10/15/2024 | | | | | 337,815 | | | | | | 0.2 | | |
300,000 | | | Ball Corp., 4.000%, 11/15/2023 | | | | | 319,500 | | | | | | 0.2 | | |
108,000 | | | Berry Global, Inc., 5.125%, 07/15/2023 | | | | | 109,350 | | | | | | 0.1 | | |
182,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 202,796 | | | | | | 0.1 | | |
265,000 | | | Caterpillar Financial Services Corp., 2.850%, 05/17/2024 | | | | | 283,012 | | | | | | 0.1 | | |
110,000 | | | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | | | | | 111,393 | | | | | | 0.1 | | |
250,000 (1) | | | Colfax Corp., 6.000%, 02/15/2024 | | | | | 257,875 | | | | | | 0.1 | | |
250,000 | | | Crown Americas LLC / Crown Americas Capital Corp. IV, 4.500%, 01/15/2023 | | | | | 263,594 | | | | | | 0.1 | | |
91,000 | | | FedEx Corp., 3.800%, 05/15/2025 | | | | | 100,113 | | | | | | 0.0 | | |
215,000 (1) | | | Graphic Packaging International LLC, 0.821%, 04/15/2024 | | | | | 214,541 | | | | | | 0.1 | | |
202,000 | | | Honeywell International, Inc., 1.350%, 06/01/2025 | | | | | 205,038 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
255,000 (3) | | | John Deere Capital Corp., 2.050%, 01/09/2025 | | | | $ | 265,417 | | | | | | 0.1 | | |
93,000 | | | Raytheon Technologies Corp., 2.800%, 03/15/2022 | | | | | 94,991 | | | | | | 0.0 | | |
350,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 374,203 | | | | | | 0.2 | | |
150,000 | | | Roper Technologies, Inc., 0.450%, 08/15/2022 | | | | | 149,968 | | | | | | 0.1 | | |
305,000 | | | Roper Technologies, Inc., 3.125%, 11/15/2022 | | | | | 316,199 | | | | | | 0.2 | | |
300,000 (1) | | | Sealed Air Corp., 5.250%, 04/01/2023 | | | | | 318,718 | | | | | | 0.2 | | |
256,000 (1) | | | Siemens Financieringsmaatschappij NV, 0.650%, 03/11/2024 | | | | | 256,008 | | | | | | 0.1 | | |
300,000 | | | Silgan Holdings, Inc., 4.750%, 03/15/2025 | | | | | 305,888 | | | | | | 0.1 | | |
249,000 | | | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | | | | | 248,130 | | | | | | 0.1 | | |
300,000 | | | TransDigm, Inc., 6.500%, 05/15/2025 | | | | | 306,188 | | | | | | 0.1 | | |
250,000 | | | WestRock RKT LLC, 4.000%, 03/01/2023 | | | | | 263,394 | | | | | | 0.1 | | |
| | | | | | | | 5,658,677 | | | | | | 2.7 | | |
| | | Technology: 1.9% | | ||||||||||||
121,000 | | | Analog Devices, Inc., 2.950%, 04/01/2025 | | | | | 128,711 | | | | | | 0.1 | | |
92,000 | | | Apple, Inc., 0.700%, 02/08/2026 | | | | | 90,298 | | | | | | 0.0 | | |
400,000 | | | Apple, Inc., 1.125%, 05/11/2025 | | | | | 402,844 | | | | | | 0.2 | | |
237,000 | | | Apple, Inc., 2.750%, 01/13/2025 | | | | | 252,473 | | | | | | 0.1 | | |
262,000 | | | Broadcom, Inc., 3.150%, 11/15/2025 | | | | | 279,426 | | | | | | 0.1 | | |
300,000 | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | | 329,351 | | | | | | 0.2 | | |
251,000 | | | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | | | | | 249,654 | | | | | | 0.1 | | |
290,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 306,587 | | | | | | 0.1 | | |
243,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | | 251,055 | | | | | | 0.1 | | |
124,000 | | | Intel Corp., 3.700%, 07/29/2025 | | | | | 136,849 | | | | | | 0.1 | | |
300,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 313,488 | | | | | | 0.2 | | |
200,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 204,314 | | | | | | 0.1 | | |
174,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | | | | | 182,623 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
249,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | $ | 251,084 | | | | | | 0.1 | | |
157,000 | | | Oracle Corp., 2.500%, 04/01/2025 | | | | | 165,086 | | | | | | 0.1 | | |
199,000 | | | VMware, Inc., 2.950%, 08/21/2022 | | | | | 205,271 | | | | | | 0.1 | | |
220,000 | | | VMware, Inc., 4.500%, 05/15/2025 | | | | | 245,603 | | | | | | 0.1 | | |
| | | | | | | | 3,994,717 | | | | | | 1.9 | | |
| | | Utilities: 4.0% | | ||||||||||||
200,000 (1) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 195,108 | | | | | | 0.1 | | |
150,000 (1) | | | AES Corp./The, 3.300%, 07/15/2025 | | | | | 159,367 | | | | | | 0.1 | | |
188,000 | | | Ameren Illinois Co., 2.700%, 09/01/2022 | | | | | 192,983 | | | | | | 0.1 | | |
247,000 | | | American Electric Power Co., Inc., 0.750%, 11/01/2023 | | | | | 247,104 | | | | | | 0.1 | | |
152,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 163,282 | | | | | | 0.1 | | |
299,000 | | | Atmos Energy Corp., 0.625%, 03/09/2023 | | | | | 299,132 | | | | | | 0.1 | | |
157,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 168,248 | | | | | | 0.1 | | |
282,000 | | | Connecticut Light and Power Co/The, 0.750%, 12/01/2025 | | | | | 277,018 | | | | | | 0.1 | | |
215,000 (1) | | | Dominion Energy, Inc., 2.450%, 01/15/2023 | | | | | 222,454 | | | | | | 0.1 | | |
300,000 (2) | | | Dominion Energy, Inc., 2.715%, 08/15/2021 | | | | | 302,540 | | | | | | 0.1 | | |
550,000 | | | DTE Energy Co., 2.600%, 06/15/2022 | | | | | 563,126 | | | | | | 0.3 | | |
525,000 | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 527,594 | | | | | | 0.2 | | |
120,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 127,808 | | | | | | 0.1 | | |
227,000 (1) | | | East Ohio Gas Co/The, 1.300%, 06/15/2025 | | | | | 226,582 | | | | | | 0.1 | | |
230,000 | | | Entergy Arkansas LLC, 3.050%, 06/01/2023 | | | | | 241,264 | | | | | | 0.1 | | |
156,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 152,468 | | | | | | 0.1 | | |
72,000 | | | Entergy Louisiana LLC, 3.300%, 12/01/2022 | | | | | 74,842 | | | | | | 0.0 | | |
160,000 | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 172,112 | | | | | | 0.1 | | |
165,000 | | | Evergy, Inc., 4.850%, 06/01/2021 | | | | | 165,000 | | | | | | 0.1 | | |
245,000 | | | FirstEnergy Corp., 4.750%, 03/15/2023 | | | | | 258,267 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
26,000 | | | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | | | | $ | 28,127 | | | | | | 0.0 | | |
387,000 | | | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | | | | | 396,514 | | | | | | 0.2 | | |
152,000 | | | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | | | | | 160,777 | | | | | | 0.1 | | |
140,000 | | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | | | | | 149,301 | | | | | | 0.1 | | |
220,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | | 227,505 | | | | | | 0.1 | | |
129,000 | | | Oncor Electric Delivery Co. LLC, 2.750%, 06/01/2024 | | | | | 136,752 | | | | | | 0.1 | | |
105,000 | | | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | | | | | 108,414 | | | | | | 0.0 | | |
199,000 | | | ONE Gas, Inc., 0.850%, 03/11/2023 | | | | | 199,165 | | | | | | 0.1 | | |
180,000 | | | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | | | | | 193,885 | | | | | | 0.1 | | |
157,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 152,881 | | | | | | 0.1 | | |
235,000 | | | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | | | | | 237,346 | | | | | | 0.1 | | |
199,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 201,659 | | | | | | 0.1 | | |
188,000 | | | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | | | | | 195,866 | | | | | | 0.1 | | |
142,000 | | | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | | | | | 153,426 | | | | | | 0.1 | | |
355,000 | | | Southern Co/The, 0.600%, 02/26/2024 | | | | | 353,003 | | | | | | 0.2 | | |
125,000 | | | WEC Energy Group, Inc., 0.550%, 09/15/2023 | | | | | 124,819 | | | | | | 0.1 | | |
60,000 | | | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | | | | | 61,459 | | | | | | 0.0 | | |
220,000 | | | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | | | | | 224,142 | | | | | | 0.1 | | |
320,000 | | | Xcel Energy, Inc., 0.500%, 10/15/2023 | | | | | 319,893 | | | | | | 0.1 | | |
| | | | | | | | 8,361,233 | | | | | | 4.0 | | |
| | | Total Corporate Bonds/Notes (Cost $91,067,827) | | | | | 92,653,525 | | | | | | 44.4 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 7.0% | | |||||||||||||||
244,080 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.559%, (US0001M + 4.450)%, 01/25/2029 | | | | | 254,890 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
330,895 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.459%, (US0001M + 4.350)%, 05/25/2029 | | | | $ | 345,749 | | | | | | 0.2 | | |
540,332 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.109%, (US0001M + 3.000)%, 10/25/2029 | | | | | 554,611 | | | | | | 0.3 | | |
418,801 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.509%, (US0001M + 2.400)%, 05/28/2030 | | | | | 421,663 | | | | | | 0.2 | | |
430,750 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.309%, (US0001M + 2.200)%, 08/25/2030 | | | | | 432,093 | | | | | | 0.2 | | |
654,740 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.659%, (US0001M + 2.550)%, 12/25/2030 | | | | | 658,956 | | | | | | 0.3 | | |
205,463 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.209%, (US0001M + 2.100)%, 03/25/2031 | | | | | 205,493 | | | | | | 0.1 | | |
132,060 | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 135,358 | | | | | | 0.1 | | |
29,798 | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | | 30,819 | | | | | | 0.0 | | |
125,589 | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 128,650 | | | | | | 0.1 | | |
792,264 | | | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | | | | | 833,581 | | | | | | 0.4 | | |
1,548,264 | | | Freddie Mac 3049 XF, 0.456%, (US0001M + 0.350)%, 05/15/2033 | | | | | 1,558,086 | | | | | | 0.7 | | |
247,319 | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | | | | | 282,967 | | | | | | 0.1 | | |
678,047 | | | Freddie Mac REMICS 3255 FA, 0.386%, (US0001M + 0.280)%, 12/15/2036 | | | | | 681,714 | | | | | | 0.3 | | |
64,705 | | | Freddie Mac REMICS 3747 FA, 0.606%, (US0001M + 0.500)%, 10/15/2040 | | | | | 65,514 | | | | | | 0.0 | | |
258,318 | | | Freddie Mac REMICS 3878 FA, 0.456%, (US0001M + 0.350)%, 04/15/2041 | | | | | 258,643 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
190,746 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.709%, (US0001M + 3.600)%, 07/25/2050 | | | | $ | 193,276 | | | | | | 0.1 | | |
100,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.409%, (US0001M + 2.300)%, 10/25/2048 | | | | | 100,464 | | | | | | 0.1 | | |
283,674 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.909%, (US0001M + 3.800)%, 03/25/2029 | | | | | 296,015 | | | | | | 0.1 | | |
392,207 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA4 M3, 4.009%, (US0001M + 3.900)%, 04/25/2029 | | | | | 407,203 | | | | | | 0.2 | | |
400,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 2.617%, (SOFR30A + 2.600)%, 11/25/2050 | | | | | 403,945 | | | | | | 0.2 | | |
111,940 | | | Ginnie Mae Series 2010-H03 FA, 0.665%, (US0001M + 0.550)%, 03/20/2060 | | | | | 112,551 | | | | | | 0.1 | | |
53,152 | | | Ginnie Mae Series 2010-H10 FC, 1.115%, (US0001M + 1.000)%, 05/20/2060 | | | | | 53,958 | | | | | | 0.0 | | |
428,283 | | | Ginnie Mae Series 2010-H11 FA, 1.115%, (US0001M + 1.000)%, 06/20/2060 | | | | | 435,952 | | | | | | 0.2 | | |
116,334 | | | Ginnie Mae Series 2011-H03 FA, 0.620%, (US0001M + 0.500)%, 01/20/2061 | | | | | 116,907 | | | | | | 0.1 | | |
119,933 | | | Ginnie Mae Series 2011-H05 FA, 0.620%, (US0001M + 0.500)%, 12/20/2060 | | | | | 120,477 | | | | | | 0.1 | | |
139,675 | | | Ginnie Mae Series 2011-H05 FB, 0.620%, (US0001M + 0.500)%, 12/20/2060 | | | | | 140,411 | | | | | | 0.1 | | |
784,503 | | | Ginnie Mae Series 2011-H06 FA, 0.570%, (US0001M + 0.450)%, 02/20/2061 | | | | | 787,560 | | | | | | 0.4 | | |
148,401 | | | Ginnie Mae Series 2011-H07 FA, 0.620%, (US0001M + 0.500)%, 02/20/2061 | | | | | 148,903 | | | | | | 0.1 | | |
183,766 | | | Ginnie Mae Series 2011-H08 FD, 0.620%, (US0001M + 0.500)%, 02/20/2061 | | | | | 184,675 | | | | | | 0.1 | | |
470,349 | | | Ginnie Mae Series 2011-H08 FG, 0.600%, (US0001M + 0.480)%, 03/20/2061 | | | | | 472,426 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
895,027 | | | Ginnie Mae Series 2011-H09 AF, 0.620%, (US0001M + 0.500)%, 03/20/2061 | | | | $ | 899,084 | | | | | | 0.4 | | |
77,112 | | | Ginnie Mae Series 2011-H11 FB, 0.620%, (US0001M + 0.500)%, 04/20/2061 | | | | | 77,476 | | | | | | 0.0 | | |
20,131 | | | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | | | | | 20,171 | | | | | | 0.0 | | |
282,658 | | | Ginnie Mae Series 2012-H18 NA, 0.640%, (US0001M + 0.520)%, 08/20/2062 | | | | | 284,141 | | | | | | 0.1 | | |
429,455 | | | Ginnie Mae Series 2012-H23 SA, 0.650%, (US0001M + 0.530)%, 10/20/2062 | | | | | 434,640 | | | | | | 0.2 | | |
327,954 | | | Ginnie Mae Series 2012-H23 WA, 0.640%, (US0001M + 0.520)%, 10/20/2062 | | | | | 329,495 | | | | | | 0.2 | | |
581,757 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 614,578 | | | | | | 0.3 | | |
356,428 (2) | | | Ginnie Mae Series 2014-53 JM, 7.082%, 04/20/2039 | | | | | 419,184 | | | | | | 0.2 | | |
450,000 (1) | | | Mello Warehouse Securitization Trust 2020-1 A, 1.009%, (US0001M + 0.900)%, 10/25/2053 | | | | | 450,537 | | | | | | 0.2 | | |
250,000 (1) | | | Mello Warehouse Securitization Trust 2020-2 A, 0.909%, (US0001M + 0.800)%, 11/25/2053 | | | | | 250,472 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $14,466,831) | | | | | 14,603,288 | | | | | | 7.0 | | |
U.S. TREASURY OBLIGATIONS: 8.3% | | |||||||||||||||
| | | U.S. Treasury Notes: 8.3% | | ||||||||||||
3,484,600 | | | 0.125%, 03/31/2023 | | | | | 3,482,422 | | | | | | 1.7 | | |
7,829,300 | | | 0.250%, 03/15/2024 | | | | | 7,808,809 | | | | | | 3.7 | | |
239,000 | | | 0.750%, 03/31/2026 | | | | | 236,937 | | | | | | 0.1 | | |
5,658,500 | | | 1.750%, 03/31/2022 | | | | | 5,753,232 | | | | | | 2.8 | | |
| | | Total U.S. Treasury Obligations (Cost $17,281,758) | | | | | 17,281,400 | | | | | | 8.3 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.2% | | |||||||||||||||
500,000 (1) | | | Alen 2021-ACEN B Mortgage Trust, 1.756%, (US0001M + 1.650)%, 04/15/2038 | | | | | 501,293 | | | | | | 0.2 | | |
270,000 (1) | | | Austin Fairmont Hotel Trust 2019-FAIR C, 1.556%, (US0001M + 1.450)%, 09/15/2032 | | | | | 269,070 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (1) | | | BBCMS 2020-BID A Mortgage Trust, 2.246%, (US0001M + 2.140)%, 10/15/2037 | | | | $ | 1,007,413 | | | | | | 0.5 | | |
560,000 (1) | | | BFLD 2019-DPLO A, 1.196%, (US0001M + 1.090)%, 10/15/2034 | | | | | 560,385 | | | | | | 0.3 | | |
428,971 (1) | | | BHP Trust 2019-BXHP A, 1.081%, (US0001M + 0.975)%, 08/15/2036 | | | | | 429,341 | | | | | | 0.2 | | |
650,000 (1) | | | BXMT 2020-FL2 A Ltd., 1.008%, (US0001M + 0.900)%, 02/16/2037 | | | | | 649,998 | | | | | | 0.3 | | |
1,060,000 (1) | | | BXMT 2020-FL2 AS Ltd., 1.258%, (US0001M + 1.150)%, 02/16/2037 | | | | | 1,057,351 | | | | | | 0.5 | | |
360,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.656%, (US0001M + 2.550)%, 11/15/2036 | | | | | 355,626 | | | | | | 0.2 | | |
90,000 (2) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.110%, 11/10/2046 | | | | | 92,327 | | | | | | 0.0 | | |
204,012 | | | Citigroup Commercial Mortgage Trust 2015-GC27 AAB, 2.944%, 02/10/2048 | | | | | 211,408 | | | | | | 0.1 | | |
172,097 | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 177,066 | | | | | | 0.1 | | |
530,000 (1) | | | CLNY Trust 2019-IKPR A, 1.235%, (US0001M + 1.227)%, 11/15/2038 | | | | | 530,488 | | | | | | 0.3 | | |
154,620 | | | COMM 2012-CCRE1 A3 Mortgage Trust, 3.391%, 05/15/2045 | | | | | 157,133 | | | | | | 0.1 | | |
200,000 (1) | | | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | | | | | 203,438 | | | | | | 0.1 | | |
540,000 | | | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | | | | | 556,246 | | | | | | 0.3 | | |
990,000 (1)(2) | | | COMM 2013-CR10 D Mortgage Trust, 4.790%, 08/10/2046 | | | | | 992,648 | | | | | | 0.5 | | |
120,000 (1)(2) | | | COMM 2013-CR10 E Mortgage Trust, 4.790%, 08/10/2046 | | | | | 110,283 | | | | | | 0.1 | | |
680,000 (1)(2) | | | COMM 2013-SFS A2 Mortgage Trust, 2.988%, 04/12/2035 | | | | | 698,069 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,100,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.336%, (US0001M + 1.230)%, 05/15/2036 | | | | $ | 1,102,013 | | | | | | 0.5 | | |
192,000 (1) | | | CSWF 2018-TOP C, 1.556%, (US0001M + 1.450)%, 08/15/2035 | | | | | 192,140 | | | | | | 0.1 | | |
876,800 (1) | | | CSWF 2018-TOP D, 1.906%, (US0001M + 1.800)%, 08/15/2035 | | | | | 877,223 | | | | | | 0.4 | | |
1,120,000 (1)(2) | | | DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/2044 | | | | | 1,120,827 | | | | | | 0.5 | | |
1,000,000 (1)(2) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.615%, 07/10/2044 | | | | | 840,855 | | | | | | 0.4 | | |
530,000 (1)(2) | | | DBUBS 2011-LC2A D, 5.615%, 07/10/2044 | | | | | 523,614 | | | | | | 0.3 | | |
1,000,000 (1)(2) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.530%, 10/10/2034 | | | | | 1,022,739 | | | | | | 0.5 | | |
35,923 (2) | | | Ginnie Mae 2011-53 B, 3.905%, 05/16/2051 | | | | | 36,930 | | | | | | 0.0 | | |
88,673 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 90,449 | | | | | | 0.0 | | |
19,817 (2) | | | Ginnie Mae 2015-21 AF, 2.138%, 07/16/2048 | | | | | 20,105 | | | | | | 0.0 | | |
99,216 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 101,013 | | | | | | 0.1 | | |
27,462 | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 27,896 | | | | | | 0.0 | | |
230,863 | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 236,147 | | | | | | 0.1 | | |
131,464 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 134,571 | | | | | | 0.1 | | |
45,469 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 46,442 | | | | | | 0.0 | | |
80,460 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 82,384 | | | | | | 0.0 | | |
350,161 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 358,493 | | | | | | 0.2 | | |
191,397 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 196,285 | | | | | | 0.1 | | |
86,249 | | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | | | | | 88,126 | | | | | | 0.0 | | |
800,000 (1) | | | Great Wolf Trust 2019-WOLF A, 1.140%, (US0001M + 1.034)%, 12/15/2029 | | | | | 800,119 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
330,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | $ | 321,256 | | | | | | 0.2 | | |
1,039,000 (1)(2) | | | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | | | | | 1,031,788 | | | | | | 0.5 | | |
1,070,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P C, 1.606%, (US0001M + 1.500)%, 10/15/2036 | | | | | 1,058,517 | | | | | | 0.5 | | |
870,000 (1)(2) | | | GS Mortgage Securities Trust 2011-GC3 D, 5.398%, 03/10/2044 | | | | | 871,368 | | | | | | 0.4 | | |
290,000 (1)(2) | | | GS Mortgage Securities Trust 2012-GC6 C, 5.652%, 01/10/2045 | | | | | 288,437 | | | | | | 0.1 | | |
320,000 (1) | | | GS Mortgage Securities Trust 2018-HART A, 1.196%, (US0001M + 1.090)%, 10/15/2031 | | | | | 320,012 | | | | | | 0.2 | | |
434,662 | | | GS Mortgage Securities Trust 2020-GC45 A1, 2.019%, 02/13/2053 | | | | | 447,020 | | | | | | 0.2 | | |
190,000 (1) | | | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | | | | | 195,376 | | | | | | 0.1 | | |
330,000 (1) | | | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | | | | | 344,414 | | | | | | 0.2 | | |
700,000 (1)(2) | | | Irvine Core Office Trust 2013-IRV A2, 3.174%, 05/15/2048 | | | | | 734,523 | | | | | | 0.4 | | |
273,107 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | | | | | 279,741 | | | | | | 0.1 | | |
680,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2018-AON C, 4.580%, 07/05/2031 | | | | | 720,323 | | | | | | 0.3 | | |
730,000 (1)(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.722%, 11/15/2043 | | | | | 706,914 | | | | | | 0.3 | | |
1,040,000 (1)(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.425%, 08/15/2046 | | | | | 1,048,522 | | | | | | 0.5 | | |
384,770 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | | | | | 394,638 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
500,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | $ | 516,635 | | | | | | 0.2 | | |
210,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.102%, 12/15/2047 | | | | | 214,213 | | | | | | 0.1 | | |
900,000 (1)(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 884,998 | | | | | | 0.4 | | |
270,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 279,518 | | | | | | 0.1 | | |
1,539 | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 1,537 | | | | | | 0.0 | | |
1,100,000 (1)(2) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.197%, 11/15/2045 | | | | | 1,087,517 | | | | | | 0.5 | | |
820,000 (2) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.674%, 04/15/2047 | | | | | 863,600 | | | | | | 0.4 | | |
430,000 (1) | | | JPMBB Commercial Mortgage Securities Trust 2014-C24 A4A2, 3.373%, 11/15/2047 | | | | | 455,187 | | | | | | 0.2 | | |
305,121 | | | JPMBB Commercial Mortgage Securities Trust 2015-C32 ASB, 3.358%, 11/15/2048 | | | | | 322,623 | | | | | | 0.2 | | |
220,000 (1) | | | MF1 2020-FL3 A Ltd., 2.156%, (US0001M + 2.050)%, 07/15/2035 | | | | | 222,322 | | | | | | 0.1 | | |
610,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | | | | | 625,003 | | | | | | 0.3 | | |
720,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | | | | | 744,874 | | | | | | 0.4 | | |
160,814 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 ASB, 2.699%, 12/15/2048 | | | | | 162,844 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
314,026 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 ASB, 3.326%, 12/15/2047 | | | | $ | 329,182 | | | | | | 0.2 | | |
100,109 | | | Morgan Stanley Capital I 2011-C3 A4, 4.118%, 07/15/2049 | | | | | 100,387 | | | | | | 0.1 | | |
500,665 (1) | | | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | | | | | 492,154 | | | | | | 0.2 | | |
290,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 217,500 | | | | | | 0.1 | | |
600,000 | | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | | | | | 627,153 | | | | | | 0.3 | | |
910,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 955,451 | | | | | | 0.5 | | |
1,069,971 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.259%, (US0001M + 2.150)%, 02/25/2035 | | | | | 1,073,520 | | | | | | 0.5 | | |
160,000 | | | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | | | | | 166,980 | | | | | | 0.1 | | |
1,301,694 (1) | | | VMC Finance 2019-FL3 A LLC, 1.208%, (US0001M + 1.100)%, 09/15/2036 | | | | | 1,296,717 | | | | | | 0.6 | | |
213,376 | | | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | | | | | 216,249 | | | | | | 0.1 | | |
551,927 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 554,120 | | | | | | 0.3 | | |
1,090,475 | | | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | | | | | 1,098,172 | | | | | | 0.5 | | |
465,000 (1)(2) | | | WFRBS Commercial Mortgage Trust 2012-C6 D, 5.580%, 04/15/2045 | | | | | 471,614 | | | | | | 0.2 | | |
270,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | | | | | 292,871 | | | | | | 0.1 | | |
500,000 (2) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 522,242 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $40,426,491) | | | | | 40,015,986 | | | | | | 19.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: 18.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 6.8% | | ||||||||||||
200,000 | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | $ | 203,716 | | | | | | 0.1 | | |
100,000 | | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | | | | | 103,604 | | | | | | 0.0 | | |
350,000 | | | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | | | | | 360,108 | | | | | | 0.2 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | | | | | 409,967 | | | | | | 0.2 | | |
700,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 705,656 | | | | | | 0.3 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | | | | | 406,864 | | | | | | 0.2 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | | | | | 403,821 | | | | | | 0.2 | | |
350,000 | | | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | | | | | 350,859 | | | | | | 0.2 | | |
350,000 | | | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | | | | | 357,931 | | | | | | 0.2 | | |
100,000 | | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | | | | | 104,517 | | | | | | 0.1 | | |
500,000 | | | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | | | | | 520,830 | | | | | | 0.3 | | |
550,000 | | | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | | | | | 571,182 | | | | | | 0.3 | | |
450,000 | | | Carmax Auto Owner Trust 2021-1 A3, 0.340%, 12/15/2025 | | | | | 449,044 | | | | | | 0.2 | | |
400,000 | | | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | | | | | 401,481 | | | | | | 0.2 | | |
250,000 | | | Ford Credit Auto Lease Trust 2020-A A4, 1.880%, 05/15/2023 | | | | | 254,159 | | | | | | 0.1 | | |
250,000 | | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | | | | | 248,025 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
850,000 | | | GM Financial Automobile Leasing Trust 2019-2 A4, 2.720%, 03/20/2023 | | | | $ | 856,830 | | | | | | 0.4 | | |
300,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | | 308,067 | | | | | | 0.1 | | |
550,000 | | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | | | | | 553,288 | | | | | | 0.3 | | |
750,000 | | | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | | | | | 745,688 | | | | | | 0.4 | | |
200,000 | | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | | | | | 206,387 | | | | | | 0.1 | | |
500,000 | | | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | | | | | 503,489 | | | | | | 0.2 | | |
421,053 | | | Honda Auto Receivables 2021-1 A3 Owner Trust, 0.270%, 04/21/2025 | | | | | 420,550 | | | | | | 0.2 | | |
350,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | | | | | 354,400 | | | | | | 0.2 | | |
300,000 | | | Mercedes-Benz Auto Lease Trust 2020-A A4, 1.880%, 09/15/2025 | | | | | 305,685 | | | | | | 0.1 | | |
200,000 | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | | 205,812 | | | | | | 0.1 | | |
250,000 | | | Nissan Auto Lease Trust 2020-A A4, 1.880%, 04/15/2025 | | | | | 254,643 | | | | | | 0.1 | | |
350,000 | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 364,614 | | | | | | 0.2 | | |
9,979 | | | Santander Drive Auto Receivables Trust 2019-1 B, 3.210%, 09/15/2023 | | | | | 9,990 | | | | | | 0.0 | | |
446,717 | | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | | | | | 449,143 | | | | | | 0.2 | | |
750,000 | | | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | | | | | 754,758 | | | | | | 0.4 | | |
500,000 | | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | | | | | 501,789 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
300,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | $ | 306,200 | | | | | | 0.1 | | |
900,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 917,628 | | | | | | 0.4 | | |
41,244 (1) | | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | | | | | 41,336 | | | | | | 0.0 | | |
350,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 359,898 | | | | | | 0.2 | | |
| | | | | | | | 14,271,959 | | | | | | 6.8 | | |
| | | Credit Card Asset-Backed Securities: 1.0% | | ||||||||||||
700,000 | | | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | | | | | 714,221 | | | | | | 0.4 | | |
800,000 | | | Capital One Multi-Asset Execution Trust 2019-A2 A2, 1.720%, 08/15/2024 | | | | | 816,216 | | | | | | 0.4 | | |
450,000 | | | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | | | | | 457,884 | | | | | | 0.2 | | |
| | | | | | | | 1,988,321 | | | | | | 1.0 | | |
| | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
4,692 | | | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 04/25/2021 | | | | | 4,660 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 10.1% | | ||||||||||||
500,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A A1, 1.605%, (US0003M + 1.380)%, 10/15/2031 | | | | | 500,901 | | | | | | 0.2 | | |
600,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.554%, (US0003M + 1.330)%, 01/20/2033 | | | | | 600,926 | | | | | | 0.3 | | |
700,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.544%, (US0003M + 1.320)%, 01/20/2033 | | | | | 701,137 | | | | | | 0.3 | | |
400,000 (1) | | | Arbor Realty Commercial Real Estate Notes 2019-FL2 A Ltd., 1.306%, (US0001M + 1.200)%, 06/15/2034 | | | | | 400,121 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
400,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.471%, (US0003M + 1.230)%, 01/15/2030 | | | | $ | 399,247 | | | | | | 0.2 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.573%, (US0003M + 1.350)%, 07/18/2029 | | | | | 250,006 | | | | | | 0.1 | | |
500,000 (1) | | | Barings Clo Ltd. 2019-4A A1, 1.571%, (US0003M + 1.330)%, 01/15/2033 | | | | | 500,766 | | | | | | 0.2 | | |
600,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.553%, (US0003M + 1.330)%, 01/17/2033 | | | | | 601,989 | | | | | | 0.3 | | |
250,000 (1) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.424%, (US0003M + 1.200)%, 01/20/2031 | | | | | 249,408 | | | | | | 0.1 | | |
450,000 (1) | | | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400)%, 07/20/2031 | | | | | 450,000 | | | | | | 0.2 | | |
250,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.473%, (US0003M + 1.250)%, 10/17/2030 | | | | | 250,012 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2013-2A A1LR, 1.436%, (US0003M + 1.210)%, 10/18/2030 | | | | | 250,051 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2015-IA ARR Ltd., 1.332%, (US0003M + 1.110)%, 01/22/2031 | | | | | 250,010 | | | | | | 0.1 | | |
600,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.553%, (US0003M + 1.330)%, 01/16/2033 | | | | | 601,066 | | | | | | 0.3 | | |
250,000 (1) | | | CIFC Funding 2019-6A A2 Ltd., 1.973%, (US0003M + 1.750)%, 01/16/2033 | | | | | 251,090 | | | | | | 0.1 | | |
500,000 (1) | | | CIFC Funding 2020-2A A1 Ltd., 1.874%, (US0003M + 1.650)%, 08/24/2032 | | | | | 501,653 | | | | | | 0.3 | | |
500,000 (1) | | | CIFC Funding 2020-3A A2 Ltd., 1.805%, (US0003M + 1.600)%, 10/20/2031 | | | | | 501,230 | | | | | | 0.3 | | |
150,000 | | | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | | | | | 150,492 | | | | | | 0.1 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 1.404%, (US0003M + 1.180)%, 10/20/2030 | | | | | 250,040 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
300,000 (1) | | | Dryden 68 CLO Ltd. 2019-68A A, 1.551%, (US0003M + 1.310)%, 07/15/2032 | | | | $ | 300,140 | | | | | | 0.2 | | |
250,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 1.591%, (US0003M + 1.350)%, 04/15/2028 | | | | | 250,013 | | | | | | 0.1 | | |
360,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.394%, (US0003M + 1.200)%, 08/15/2030 | | | | | 360,093 | | | | | | 0.2 | | |
250,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.474%, (US0003M + 1.250)%, 01/20/2030 | | | | | 249,763 | | | | | | 0.1 | | |
350,000 (1) | | | Elevation CLO 2014-2A A1R Ltd., 1.471%, (US0003M + 1.230)%, 10/15/2029 | | | | | 350,017 | | | | | | 0.2 | | |
87,942 (1) | | | Grand Avenue CRE 2020-FL2 A Ltd., 2.556%, (US0001M + 2.450)%, 03/15/2035 | | | | | 88,601 | | | | | | 0.1 | | |
750,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.604%, (US0003M + 1.380)%, 01/20/2033 | | | | | 751,585 | | | | | | 0.4 | | |
500,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 1.423%, (US0003M + 1.200)%, 04/17/2033 | | | | | 500,315 | | | | | | 0.2 | | |
310,000 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 1.236%, (US0001M + 1.130)%, 05/09/2036 | | | | | 310,000 | | | | | | 0.2 | | |
600,000 (1) | | | Madison Park Funding XXXVII Ltd. 2019-37A A1, 1.541%, (US0003M + 1.300)%, 07/15/2032 | | | | | 600,280 | | | | | | 0.3 | | |
250,000 (1) | | | Magnetite XII Ltd. 2015-12A ARR, 1.341%, (US0003M + 1.100)%, 10/15/2031 | | | | | 250,014 | | | | | | 0.1 | | |
500,000 (1) | | | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.504%, (US0003M + 1.280)%, 01/20/2032 | | | | | 500,277 | | | | | | 0.2 | | |
850,000 (1) | | | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | | | | | 861,670 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
340,000 (1) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.563%, (US0003M + 1.340)%, 01/19/2033 | | | | $ | 340,578 | | | | | | 0.2 | | |
700,000 (1) | | | Niagara Park Clo Ltd. 2019-B A4, 1.523%, (US0003M + 1.300)%, 07/17/2032 | | | | | 700,318 | | | | | | 0.3 | | |
250,000 (1) | | | OCP Clo 2019-17A C1 Ltd., 1.973%, (US0003M + 1.750)%, 07/20/2032 | | | | | 250,368 | | | | | | 0.1 | | |
400,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1R, 1.224%, (US0003M + 1.000)%, 03/17/2030 | | | | | 400,004 | | | | | | 0.2 | | |
500,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.732%, (US0003M + 1.500)%, 10/20/2031 | | | | | 501,034 | | | | | | 0.2 | | |
250,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.573%, (US0003M + 1.350)%, 07/19/2030 | | | | | 250,006 | | | | | | 0.1 | | |
600,000 (1) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.369%, (US0003M + 1.180)%, 11/18/2031 | | | | | 600,078 | | | | | | 0.3 | | |
500,000 (1) | | | OHA Credit Funding 3 Ltd. 2019-3A A1, 1.544%, (US0003M + 1.320)%, 07/20/2032 | | | | | 500,660 | | | | | | 0.2 | | |
400,000 (1) | | | OHA Credit Funding 4 Ltd. 2019-4A A1, 1.552%, (US0003M + 1.330)%, 10/22/2032 | | | | | 401,065 | | | | | | 0.2 | | |
500,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.534%, (US0003M + 1.340)%, 11/15/2032 | | | | | 501,804 | | | | | | 0.3 | | |
250,000 (1) | | | Palmer Square CLO 2013-2A AARR Ltd., 1.423%, (US0003M + 1.200)%, 10/17/2031 | | | | | 250,012 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.324%, (US0003M + 1.100)%, 07/20/2030 | | | | $ | 499,417 | | | | | | 0.2 | | |
500,000 (1) | | | Palmer Square CLO 2020-2A A1A Ltd., 1.941%, (US0003M + 1.700)%, 07/15/2031 | | | | | 500,923 | | | | | | 0.2 | | |
250,000 (1) | | | Riserva Clo Ltd. 2016-3A ARR, 1.254%, (US0003M + 1.060)%, 01/18/2034 | | | | | 250,090 | | | | | | 0.1 | | |
50,816 (1) | | | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | | | | | 51,248 | | | | | | 0.0 | | |
67,625 (1) | | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | | 68,177 | | | | | | 0.0 | | |
210,468 (1) | | | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | | | | | 212,540 | | | | | | 0.1 | | |
590,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.641%, (US0003M + 1.400)%, 01/15/2033 | | | | | 591,095 | | | | | | 0.3 | | |
400,000 (1) | | | Symphony CLO XXI Ltd. 2019-21A A, 1.621%, (US0003M + 1.380)%, 07/15/2032 | | | | | 400,058 | | | | | | 0.2 | | |
400,000 (1) | | | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.891%, (US0003M + 1.650)%, 01/15/2033 | | | | | 401,453 | | | | | | 0.2 | | |
300,000 (1) | | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 304,172 | | | | | | 0.2 | | |
102,375 | | | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | | | | | 103,385 | | | | | | 0.1 | | |
| | | | | | | | 21,111,398 | | | | | | 10.1 | | |
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
68,330 (1) | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 68,982 | | | | | | 0.0 | | |
175,429 (1) | | | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | | | | | 179,331 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
300,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.706%, (US0001M + 1.600)%, 10/15/2031 | | | | $ | 305,581 | | | | | | 0.2 | | |
446,036 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | | 459,613 | | | | | | 0.2 | | |
140,940 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 141,551 | | | | | | 0.1 | | |
241,847 (1) | | | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | | | | | 241,303 | | | | | | 0.1 | | |
| | | | | | | | 1,396,361 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $38,458,834) | | | | | 38,772,699 | | | | | | 18.6 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.3% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.2%(4) | | ||||||||||||
33,723 | | | 5.500%, 01/01/2037 | | | | | 37,742 | | | | | | 0.0 | | |
22,128 | | | 5.500%, 08/01/2038 | | | | | 24,737 | | | | | | 0.0 | | |
8,425 | | | 5.500%, 10/01/2038 | | | | | 9,423 | | | | | | 0.0 | | |
4,512 | | | 5.500%, 10/01/2038 | | | | | 5,044 | | | | | | 0.0 | | |
184,802 | | | 5.500%, 11/01/2038 | | | | | 213,612 | | | | | | 0.1 | | |
104,887 | | | 5.500%, 02/01/2039 | | | | | 117,325 | | | | | | 0.1 | | |
| | | | | | | | 407,883 | | | | | | 0.2 | | |
| | | Uniform Mortgage-Backed Securities: 0.1% | | ||||||||||||
53,681 | | | 5.000%, 03/01/2027 | | | | | 56,429 | | | | | | 0.0 | | |
98,668 | | | 5.000%, 07/01/2034 | | | | | 113,602 | | | | | | 0.1 | | |
| | | | | | | | 170,031 | | | | | | 0.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $545,836) | | | | | 577,914 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $202,247,577) | | | | | 203,904,812 | | | | | | 97.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
115,585 (5) | | | Bank of Montreal, Repurchase Agreement dated 03/31/21, 0.01%, due 04/01/21 (Repurchase Amount $115,585, collateralized by various U.S. Government Agency Obligations, 1.500%-3.000%, Market Value plus accrued interest $117,897, due 10/01/30-04/01/51) (Cost $115,585) | | | | $ | 115,585 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
2,393,000 (6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.010% (Cost $2,393,000) | | | | | 2,393,000 | | | | | | 1.1 | | |
| | | Total Short-Term Investments (Cost $2,508,585) | | | | | 2,508,585 | | | | | | 1.2 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $204,756,162) | | | | $ | 206,413,397 | | | | | | 99.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 2,100,513 | | | | | | 1.0 | | |
| | | Net Assets | | | | $ | 208,513,910 | | | | | | 100.0 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 92,653,525 | | | | | $ | — | | | | | $ | 92,653,525 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 14,603,288 | | | | | | — | | | | | | 14,603,288 | | |
Asset-Backed Securities | | | | | — | | | | | | 38,772,699 | | | | | | — | | | | | | 38,772,699 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 40,015,986 | | | | | | — | | | | | | 40,015,986 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 577,914 | | | | | | — | | | | | | 577,914 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 17,281,400 | | | | | | — | | | | | | 17,281,400 | | |
Short-Term Investments | | | | | 2,393,000 | | | | | | 115,585 | | | | | | — | | | | | | 2,508,585 | | |
Total Investments, at fair value | | | | $ | 2,393,000 | | | | | $ | 204,020,397 | | | | | $ | — | | | | | $ | 206,413,397 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 205,921 | | | | | | — | | | | | | — | | | | | | 205,921 | | |
Total Assets | | | | $ | 2,598,921 | | | | | $ | 204,020,397 | | | | | $ | — | | | | | $ | 206,619,318 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (114,952) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,952) | | |
Total Liabilities | | | | $ | (114,952) | | | | | $ | — | | | | | $ | — | | | | | $ | (114,952) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | 15 | | | 06/21/21 | | | | $ | 1,964,063 | | | | | $ | (51,003) | | |
U.S. Treasury 2-Year Note | | | 308 | | | 06/30/21 | | | | | 67,983,781 | | | | | | (63,949) | | |
| | | | | | | | | | $ | 69,947,844 | | | | | $ | (114,952) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | (130) | | | 06/30/21 | | | | | (16,041,797) | | | | | | 205,921 | | |
| | | | | | | | | | $ | (16,041,797) | | | | | $ | 205,921 | | |
Voya Short Term Bond Fund | as of March 31, 2021 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin receivable on futures contracts* | | | | $ | 205,921 | | |
Total Asset Derivatives | | | | | | | $ | 205,921 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 114,952 | | |
Total Liability Derivatives | | | | | | | $ | 114,952 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | 156,949 | | | | | $ | 156,949 | | |
Equity contracts | | | | | (2,293) | | | | | | — | | | | | | (2,293) | | |
Interest rate contracts | | | | | 313,031 | | | | | | — | | | | | | 313,031 | | |
Total | | | | $ | 310,738 | | | | | $ | 156,949 | | | | | $ | 467,687 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | (174,506) | | | | | $ | (174,506) | | |
Interest rate contracts | | | | | (174,505) | | | | | | — | | | | | | (174,505) | | |
Total | | | | $ | (174,505) | | | | | $ | (174,506) | | | | | $ | (349,011) | | |
| Cost for federal income tax purposes was $204,847,525. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,678,781 | | |
| Gross Unrealized Depreciation | | | | | (1,007,327) | | |
| Net Unrealized Appreciation | | | | $ | 1,671,454 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 17.0% | | |||||||||||||||
| | | Basic Materials: 1.6% | | ||||||||||||
1,250,000 (1)(2) | | | Alpek SAB de CV, 4.250%, 09/18/2029 | | | | $ | 1,324,500 | | | | | | 0.1 | | |
250,000 (2) | | | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | | | | | 251,550 | | | | | | 0.0 | | |
1,350,000 | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | | | 1,456,825 | | | | | | 0.1 | | |
1,500,000 (2) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 1,638,945 | | | | | | 0.1 | | |
425,000 (2) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | | 424,809 | | | | | | 0.0 | | |
300,000 (2) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 299,625 | | | | | | 0.0 | | |
475,000 (1) | | | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | | | | | 490,711 | | | | | | 0.0 | | |
625,000 (2) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 598,250 | | | | | | 0.0 | | |
440,000 | | | Commercial Metals Co., 3.875%, 02/15/2031 | | | | | 432,392 | | | | | | 0.0 | | |
450,000 (2) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 482,260 | | | | | | 0.0 | | |
625,000 (2) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 660,703 | | | | | | 0.0 | | |
525,000 (2) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 519,028 | | | | | | 0.0 | | |
1,250,000 (2) | | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 1,345,094 | | | | | | 0.1 | | |
600,000 (2) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 644,250 | | | | | | 0.0 | | |
435,000 (2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 443,430 | | | | | | 0.0 | | |
1,450,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 1,526,959 | | | | | | 0.1 | | |
125,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 133,242 | | | | | | 0.0 | | |
275,000 | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 301,155 | | | | | | 0.0 | | |
315,000 | | | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | | | | | 343,350 | | | | | | 0.0 | | |
750,000 (2) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | | 822,454 | | | | | | 0.1 | | |
360,000 (2) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 374,602 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
560,000 (2) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | $ | 630,868 | | | | | | 0.0 | | |
600,000 (2) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | | 600,750 | | | | | | 0.0 | | |
2,000,000 (2) | | | Inversiones CMPC SA, 3.850%, 01/13/2030 | | | | | 2,135,740 | | | | | | 0.1 | | |
400,000 (1) | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | | | 440,622 | | | | | | 0.0 | | |
675,000 (2)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | | | | | 684,281 | | | | | | 0.0 | | |
580,000 (2) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 650,687 | | | | | | 0.0 | | |
595,000 (2) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 597,975 | | | | | | 0.0 | | |
1,800,000 (2) | | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | | | 1,929,618 | | | | | | 0.1 | | |
950,000 (2) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 992,750 | | | | | | 0.1 | | |
320,000 (2) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 331,400 | | | | | | 0.0 | | |
500,000 (2) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 520,938 | | | | | | 0.0 | | |
475,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 492,219 | | | | | | 0.0 | | |
650,000 | | | Olin Corp., 5.000%, 02/01/2030 | | | | | 682,370 | | | | | | 0.0 | | |
625,000 (2) | | | Rayonier AM Products, Inc., 7.625%, 01/15/2026 | | | | | 664,844 | | | | | | 0.0 | | |
400,000 | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | | | 393,000 | | | | | | 0.0 | | |
775,000 (2) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 824,259 | | | | | | 0.1 | | |
2,500,000 (2) | | | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | | | | | 2,572,970 | | | | | | 0.1 | | |
2,425,000 (2) | | | Sibur Securities DAC, 2.950%, 07/08/2025 | | | | | 2,463,194 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
350,000 | | | Southern Copper Corp., 5.875%, 04/23/2045 | | | | $ | 459,506 | | | | | | 0.0 | | |
1,350,000 | | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | | | 1,494,950 | | | | | | 0.1 | | |
200,000 | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | | | 235,661 | | | | | | 0.0 | | |
700,000 (2) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 713,475 | | | | | | 0.1 | | |
735,000 (2) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 756,885 | | | | | | 0.1 | | |
480,000 (2) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 481,200 | | | | | | 0.0 | | |
2,600,000 | | | Vale Overseas Ltd., 3.750%, 07/08/2030 | | | | | 2,718,677 | | | | | | 0.1 | | |
650,000 (2) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 632,125 | | | | | | 0.0 | | |
525,000 (2) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 544,136 | | | | | | 0.0 | | |
| | | | | | | | 40,159,234 | | | | | | 1.6 | | |
| | | Communications: 1.8% | | ||||||||||||
600,000 | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 572,868 | | | | | | 0.0 | | |
600,000 | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | | | 545,893 | | | | | | 0.0 | | |
600,000 (2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 592,287 | | | | | | 0.0 | | |
1,000,000 (2) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 1,126,595 | | | | | | 0.1 | | |
425,000 (2) | | | Altice France SA/France, 5.125%, 01/15/2029 | | | | | 431,109 | | | | | | 0.0 | | |
575,000 (2) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 630,916 | | | | | | 0.0 | | |
525,000 (2) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 525,984 | | | | | | 0.0 | | |
675,000 (2) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 680,062 | | | | | | 0.0 | | |
1,265,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 1,282,394 | | | | | | 0.1 | | |
1,275,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,349,779 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
625,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 661,656 | | | | | | 0.0 | | |
450,000 (2) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | | 445,894 | | | | | | 0.0 | | |
304,000 | | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 316,821 | | | | | | 0.0 | | |
859,000 (2) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 877,383 | | | | | | 0.1 | | |
100,000 (2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 99,250 | | | | | | 0.0 | | |
440,000 (2) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 467,896 | | | | | | 0.0 | | |
825,000 (2) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 879,689 | | | | | | 0.1 | | |
800,000 (2) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 788,000 | | | | | | 0.0 | | |
500,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 540,312 | | | | | | 0.0 | | |
600,000 (2) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 632,700 | | | | | | 0.0 | | |
400,000 (2) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 441,674 | | | | | | 0.0 | | |
550,000 (2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 396,687 | | | | | | 0.0 | | |
350,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 182,437 | | | | | | 0.0 | | |
900,000 | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 942,556 | | | | | | 0.1 | | |
830,000 | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 871,749 | | | | | | 0.1 | | |
700,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 807,422 | | | | | | 0.1 | | |
150,000 (2) | | | Frontier Communications Corp., 5.000%, 05/01/2028 | | | | | 153,038 | | | | | | 0.0 | | |
600,000 (2) | | | Frontier Communications Corp., 6.750%, 05/01/2029 | | | | | 633,945 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
575,000 (2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | $ | 589,734 | | | | | | 0.0 | | |
575,000 | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 638,595 | | | | | | 0.0 | | |
275,000 (2) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 283,332 | | | | | | 0.0 | | |
875,000 | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 939,531 | | | | | | 0.1 | | |
200,000 (2) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 204,024 | | | | | | 0.0 | | |
800,000 (2) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 853,920 | | | | | | 0.1 | | |
475,000 | | | Level 3 Financing, Inc., 5.250%, 03/15/2026 | | | | | 489,844 | | | | | | 0.0 | | |
575,000 (2) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 602,675 | | | | | | 0.0 | | |
270,000 | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | | | 291,769 | | | | | | 0.0 | | |
260,000 | | | Lumen Technologies, Inc., 5.800%, 03/15/2022 | | | | | 269,451 | | | | | | 0.0 | | |
600,000 (2) | | | MDC Partners, Inc., 7.500%, 05/01/2024 | | | | | 609,906 | | | | | | 0.0 | | |
743,000 | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 765,513 | | | | | | 0.0 | | |
525,000 (2) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 547,712 | | | | | | 0.0 | | |
625,000 (2) | | | National CineMedia LLC, 5.875%, 04/15/2028 | | | | | 582,813 | | | | | | 0.0 | | |
175,000 (2) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 201,738 | | | | | | 0.0 | | |
750,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 908,114 | | | | | | 0.1 | | |
800,000 (2)(4) | | | Network i2i Ltd., 3.975%, 12/31/2199 | | | | | 804,180 | | | | | | 0.0 | | |
475,000 (2) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | | 498,600 | | | | | | 0.0 | | |
625,000 (2) | | | Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc., 6.000%, 02/15/2028 | | | | | 625,000 | | | | | | 0.0 | | |
1,000,000 (2) | | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | | | 989,220 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
875,000 (2) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | $ | 925,597 | | | | | | 0.1 | | |
125,000 (2) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 123,047 | | | | | | 0.0 | | |
150,000 (2) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 149,156 | | | | | | 0.0 | | |
675,000 (2) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 699,469 | | | | | | 0.0 | | |
775,000 (2) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 748,359 | | | | | | 0.0 | | |
775,000 (2) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 814,149 | | | | | | 0.1 | | |
625,000 (2) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 615,625 | | | | | | 0.0 | | |
1,450,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 1,671,140 | | | | | | 0.1 | | |
450,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 551,797 | | | | | | 0.0 | | |
135,000 | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 137,616 | | | | | | 0.0 | | |
225,000 (2) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 239,063 | | | | | | 0.0 | | |
625,000 | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 649,188 | | | | | | 0.0 | | |
175,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 198,914 | | | | | | 0.0 | | |
775,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 914,016 | | | | | | 0.1 | | |
2,000,000 | | | Tencent Holdings Ltd., 3.975%, 04/11/2029 | | | | | 2,175,509 | | | | | | 0.1 | | |
1,125,000 (2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 1,203,525 | | | | | | 0.1 | | |
300,000 (2) | | | Univision Communications, Inc., 9.500%, 05/01/2025 | | | | | 330,000 | | | | | | 0.0 | | |
500,000 (2) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 518,290 | | | | | | 0.0 | | |
475,000 (4) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | | 528,832 | | | | | | 0.0 | | |
600,000 (2) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 610,626 | | | | | | 0.0 | | |
140,000 (2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 147,111 | | | | | | 0.0 | | |
325,000 (2) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 342,747 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
800,000 (2) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | $ | 850,272 | | | | | | 0.1 | | |
250,000 (2) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 254,625 | | | | | | 0.0 | | |
200,000 (2) | | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | | | 209,330 | | | | | | 0.0 | | |
| | | | | | | | 45,180,670 | | | | | | 1.8 | | |
| | | Consumer, Cyclical: 2.6% | | ||||||||||||
575,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 555,594 | | | | | | 0.0 | | |
660,000 (2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 696,300 | | | | | | 0.0 | | |
710,000 (2) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 745,944 | | | | | | 0.0 | | |
900,000 (2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 931,347 | | | | | | 0.1 | | |
175,000 (2) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 194,469 | | | | | | 0.0 | | |
975,000 (2) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 1,029,234 | | | | | | 0.1 | | |
800,000 (2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 875,752 | | | | | | 0.1 | | |
253,894 | | | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 10/01/2026 | | | | | 252,673 | | | | | | 0.0 | | |
286,190 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 09/22/2027 | | | | | 273,916 | | | | | | 0.0 | | |
875,000 (2) | | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | | | 747,976 | | | | | | 0.0 | | |
325,000 (2) | | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | | | 338,630 | | | | | | 0.0 | | |
375,000 (2) | | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 399,337 | | | | | | 0.0 | | |
570,000 (1) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | | 598,671 | | | | | | 0.0 | | |
400,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 410,164 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
290,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | $ | 299,932 | | | | | | 0.0 | | |
200,000 (2) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 213,500 | | | | | | 0.0 | | |
500,000 (2) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 518,072 | | | | | | 0.0 | | |
150,000 (2)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | | | | | 155,906 | | | | | | 0.0 | | |
775,000 (2) | | | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | | | | | 793,844 | | | | | | 0.1 | | |
750,000 | | | Boyd Gaming Corp., 6.000%, 08/15/2026 | | | | | 782,757 | | | | | | 0.0 | | |
425,000 (2) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 473,131 | | | | | | 0.0 | | |
580,000 (2) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 619,017 | | | | | | 0.0 | | |
850,000 (2) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 854,250 | | | | | | 0.1 | | |
900,000 (2) | | | Carnival Corp., 5.750%, 03/01/2027 | | | | | 924,750 | | | | | | 0.1 | | |
625,000 (2) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 672,219 | | | | | | 0.0 | | |
650,000 (2) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 691,840 | | | | | | 0.0 | | |
875,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 908,814 | | | | | | 0.1 | | |
545,000 (2) | | | Cinemark USA, Inc., 5.875%, 03/15/2026 | | | | | 559,410 | | | | | | 0.0 | | |
600,000 (2) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 659,625 | | | | | | 0.0 | | |
100,000 (1)(2)(3) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | | | | | 101,802 | | | | | | 0.0 | | |
950,000 (2) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 976,804 | | | | | | 0.1 | | |
674,782 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 734,347 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
850,000 | | | Delta Air Lines, Inc., 2.900%, 10/28/2024 | | | | $ | 850,496 | | | | | | 0.1 | | |
90,000 | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 105,343 | | | | | | 0.0 | | |
600,000 | | | Falabella SA, 3.750%, 10/30/2027 | | | | | 649,131 | | | | | | 0.0 | | |
650,000 | | | Ford Motor Co., 9.000%, 04/22/2025 | | | | | 788,060 | | | | | | 0.1 | | |
750,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 775,312 | | | | | | 0.0 | | |
875,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 927,019 | | | | | | 0.1 | | |
875,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 940,362 | | | | | | 0.1 | | |
1,100,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 1,188,704 | | | | | | 0.1 | | |
495,000 (2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 528,024 | | | | | | 0.0 | | |
800,000 (2) | | | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | | | | | 779,000 | | | | | | 0.0 | | |
275,000 (2) | | | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | | | | | 296,490 | | | | | | 0.0 | | |
425,000 (2) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 446,516 | | | | | | 0.0 | | |
3,000,000 (2) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 3,003,030 | | | | | | 0.1 | | |
475,000 (2) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 498,066 | | | | | | 0.0 | | |
475,000 (2) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | | 491,922 | | | | | | 0.0 | | |
200,000 (2) | | | International Game Technology PLC, 4.125%, 04/15/2026 | | | | | 206,016 | | | | | | 0.0 | | |
250,000 (2) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 259,062 | | | | | | 0.0 | | |
75,000 (2) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 80,867 | | | | | | 0.0 | | |
1,175,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 1,388,703 | | | | | | 0.1 | | |
350,000 (2) | | | L Brands, Inc., 6.875%, 07/01/2025 | | | | | 389,139 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
615,000 (2) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | $ | 634,219 | | | | | | 0.0 | | |
270,000 (2) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 270,705 | | | | | | 0.0 | | |
900,000 (2) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 926,442 | | | | | | 0.1 | | |
550,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 570,625 | | | | | | 0.0 | | |
225,000 | | | M/I Homes, Inc., 5.625%, 08/01/2025 | | | | | 232,570 | | | | | | 0.0 | | |
72,000 (1) | | | Macy’s Retail Holdings LLC, 3.625%, 06/01/2024 | | | | | 72,090 | | | | | | 0.0 | | |
305,000 | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 271,297 | | | | | | 0.0 | | |
400,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 438,000 | | | | | | 0.0 | | |
525,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 577,500 | | | | | | 0.0 | | |
475,000 | | | Meritage Homes Corp., 6.000%, 06/01/2025 | | | | | 534,078 | | | | | | 0.0 | | |
975,000 (2) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 979,753 | | | | | | 0.1 | | |
130,000 | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 139,933 | | | | | | 0.0 | | |
300,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 321,750 | | | | | | 0.0 | | |
825,000 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 905,437 | | | | | | 0.1 | | |
650,000 (2) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 667,875 | | | | | | 0.0 | | |
150,000 (2) | | | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | | | | | 147,720 | | | | | | 0.0 | | |
450,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 473,542 | | | | | | 0.0 | | |
165,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 173,012 | | | | | | 0.0 | | |
575,000 (2) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 597,298 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
705,000 (2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | $ | 731,353 | | | | | | 0.0 | | |
1,000,000 (2) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 1,083,700 | | | | | | 0.1 | | |
630,000 (2) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 670,288 | | | | | | 0.0 | | |
575,000 (2) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | | 594,406 | | | | | | 0.0 | | |
310,000 (2) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 311,937 | | | | | | 0.0 | | |
145,000 (2) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 159,961 | | | | | | 0.0 | | |
500,000 (2) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 535,150 | | | | | | 0.0 | | |
300,000 (2) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 322,262 | | | | | | 0.0 | | |
325,000 (2) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 353,746 | | | | | | 0.0 | | |
925,000 (2) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 1,007,048 | | | | | | 0.1 | | |
575,000 (2) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 572,125 | | | | | | 0.0 | | |
725,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 755,359 | | | | | | 0.0 | | |
850,000 (2) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 878,688 | | | | | | 0.1 | | |
505,000 (2) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 506,263 | | | | | | 0.0 | | |
625,000 (2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 617,969 | | | | | | 0.0 | | |
200,000 (2) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 199,626 | | | | | | 0.0 | | |
303,000 (2) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 307,356 | | | | | | 0.0 | | |
700,000 (2) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 728,000 | | | | | | 0.0 | | |
775,000 | | | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | | | | | 804,063 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
525,000 (1) | | | Tenneco, Inc., 5.000%, 07/15/2026 | | | | $ | 495,797 | | | | | | 0.0 | | |
250,000 (2) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | | 281,019 | | | | | | 0.0 | | |
525,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 581,548 | | | | | | 0.0 | | |
450,000 | | | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | | | | | 458,438 | | | | | | 0.0 | | |
475,000 (1) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 484,740 | | | | | | 0.0 | | |
850,000 (2) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 885,964 | | | | | | 0.1 | | |
881,456 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 915,751 | | | | | | 0.1 | | |
875,000 (2) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 856,953 | | | | | | 0.1 | | |
255,000 (2) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 300,263 | | | | | | 0.0 | | |
150,000 (2) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 148,528 | | | | | | 0.0 | | |
600,000 (2) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 638,139 | | | | | | 0.0 | | |
300,000 (2)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | | | | | 313,500 | | | | | | 0.0 | | |
550,000 (2) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 581,969 | | | | | | 0.0 | | |
275,000 (2) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 280,672 | | | | | | 0.0 | | |
800,000 (2) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 813,500 | | | | | | 0.1 | | |
475,000 (2) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 481,353 | | | | | | 0.0 | | |
320,000 (2) | | | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | | | | | 327,800 | | | | | | 0.0 | | |
| | | | | | | | 62,500,369 | | | | | | 2.6 | | |
| | | Consumer, Non-cyclical: 1.9% | | ||||||||||||
750,000 (2) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 790,969 | | | | | | 0.1 | | |
875,000 (2) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 917,472 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
525,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | $ | 500,267 | | | | | | 0.0 | | |
275,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 282,975 | | | | | | 0.0 | | |
675,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 720,859 | | | | | | 0.0 | | |
400,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 424,942 | | | | | | 0.0 | | |
750,000 (2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 824,205 | | | | | | 0.1 | | |
485,000 (2) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 492,275 | | | | | | 0.0 | | |
125,000 (2) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 124,687 | | | | | | 0.0 | | |
750,000 (2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 768,281 | | | | | | 0.1 | | |
525,000 (2) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 548,945 | | | | | | 0.0 | | |
1,500,000 (2) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 1,666,185 | | | | | | 0.1 | | |
705,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 709,456 | | | | | | 0.0 | | |
650,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 02/15/2031 | | | | | 648,112 | | | | | | 0.0 | | |
450,000 (2) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 489,258 | | | | | | 0.0 | | |
575,000 (1)(2) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 592,250 | | | | | | 0.0 | | |
515,000 (2) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 540,333 | | | | | | 0.0 | | |
975,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 1,056,510 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
275,000 (2) | | | Centene Corp., 5.375%, 06/01/2026 | | | | $ | 287,911 | | | | | | 0.0 | | |
600,000 (2) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 624,012 | | | | | | 0.0 | | |
225,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 230,062 | | | | | | 0.0 | | |
750,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 782,119 | | | | | | 0.1 | | |
250,000 (2) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 244,537 | | | | | | 0.0 | | |
325,000 (2) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | | 340,844 | | | | | | 0.0 | | |
800,000 (2) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 846,004 | | | | | | 0.1 | | |
525,000 (2) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 550,263 | | | | | | 0.0 | | |
350,000 (2) | | | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | | | | | 368,042 | | | | | | 0.0 | | |
475,000 (2) | | | CPI CG, Inc., 8.625%, 03/15/2026 | | | | | 498,750 | | | | | | 0.0 | | |
275,000 (2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 262,791 | | | | | | 0.0 | | |
275,000 (2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 280,530 | | | | | | 0.0 | | |
1,325,000 (1)(2) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | | 1,379,689 | | | | | | 0.1 | | |
1,050,000 | | | DP World Crescent Ltd., 3.875%, 07/18/2029 | | | | | 1,104,462 | | | | | | 0.1 | | |
205,000 (2) | | | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | | | | | 200,772 | | | | | | 0.0 | | |
335,000 | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | | 347,144 | | | | | | 0.0 | | |
329,000 (2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 266,819 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
140,000 (2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | $ | 152,337 | | | | | | 0.0 | | |
550,000 (2) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 567,875 | | | | | | 0.0 | | |
575,000 (2) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 602,979 | | | | | | 0.0 | | |
1,425,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 1,591,725 | | | | | | 0.1 | | |
325,000 | | | HCA, Inc., 5.625%, 09/01/2028 | | | | | 374,327 | | | | | | 0.0 | | |
445,000 (2) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 459,463 | | | | | | 0.0 | | |
1,225,000 (2) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 1,287,902 | | | | | | 0.1 | | |
190,000 (2) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 198,537 | | | | | | 0.0 | | |
625,000 (2) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 651,719 | | | | | | 0.0 | | |
850,000 (2) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 932,875 | | | | | | 0.1 | | |
550,000 (2) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 609,813 | | | | | | 0.0 | | |
675,000 (2) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 752,520 | | | | | | 0.0 | | |
300,000 | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | | | 314,328 | | | | | | 0.0 | | |
1,175,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 1,354,442 | | | | | | 0.1 | | |
325,000 | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 398,806 | | | | | | 0.0 | | |
545,000 (2) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 535,463 | | | | | | 0.0 | | |
235,000 (2) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 231,769 | | | | | | 0.0 | | |
400,000 (2) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | | 411,984 | | | | | | 0.0 | | |
555,000 (1)(2) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 541,819 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
365,000 (2) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | $ | 374,873 | | | | | | 0.0 | | |
400,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | | 473,424 | | | | | | 0.0 | | |
100,000 (2) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | | | | | 105,313 | | | | | | 0.0 | | |
550,000 (2) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 597,094 | | | | | | 0.0 | | |
480,000 (2) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 509,741 | | | | | | 0.0 | | |
300,000 (2) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 299,244 | | | | | | 0.0 | | |
625,000 (2) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 638,656 | | | | | | 0.0 | | |
675,000 (2) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 724,241 | | | | | | 0.0 | | |
225,000 (2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 225,844 | | | | | | 0.0 | | |
1,000,000 (2) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,054,105 | | | | | | 0.1 | | |
750,000 (2) | | | Primo Water Holdings, Inc., 5.500%, 04/01/2025 | | | | | 771,787 | | | | | | 0.1 | | |
895,000 (2) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 952,549 | | | | | | 0.1 | | |
625,000 (2) | | | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 631,263 | | | | | | 0.0 | | |
325,000 (2) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 348,359 | | | | | | 0.0 | | |
505,000 | | | Tenet Healthcare Corp., 5.125%, 05/01/2025 | | | | | 512,727 | | | | | | 0.0 | | |
725,000 (2) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 757,625 | | | | | | 0.0 | | |
1,175,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 1,274,758 | | | | | | 0.1 | | |
820,000 (2) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 836,913 | | | | | | 0.1 | | |
675,000 (1)(2) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 722,250 | | | | | | 0.0 | | |
525,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 553,676 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
200,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | $ | 217,435 | | | | | | 0.0 | | |
525,000 (2) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 559,025 | | | | | | 0.0 | | |
| | | | | | | | 45,824,317 | | | | | | 1.9 | | |
| | | Energy: 3.9% | | ||||||||||||
950,000 (2) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 985,031 | | | | | | 0.1 | | |
525,000 (2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 526,100 | | | | | | 0.0 | | |
725,000 (1) | | | Antero Resources Corp., 5.000%, 03/01/2025 | | | | | 726,646 | | | | | | 0.0 | | |
150,000 (2) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 160,031 | | | | | | 0.0 | | |
800,000 | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 798,800 | | | | | | 0.0 | | |
800,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 783,500 | | | | | | 0.0 | | |
375,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 381,628 | | | | | | 0.0 | | |
250,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 261,250 | | | | | | 0.0 | | |
625,000 (2) | | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 8.250%, 12/31/2028 | | | | | 651,172 | | | | | | 0.0 | | |
600,000 (2) | | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | | | 565,125 | | | | | | 0.0 | | |
425,000 (2) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 386,484 | | | | | | 0.0 | | |
650,000 (2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 669,500 | | | | | | 0.0 | | |
250,000 (2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | | | 269,899 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
825,000 | | | Cenovus Energy, Inc., 5.250%, 06/15/2037 | | | | $ | 893,594 | | | | | | 0.1 | | |
330,000 (2) | | | Cheniere Energy Partners L.P., 4.000%, 03/01/2031 | | | | | 336,187 | | | | | | 0.0 | | |
900,000 (2) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 967,824 | | | | | | 0.1 | | |
220,000 | | | Comstock Resources, Inc., 9.750%, 08/15/2026 | | | | | 238,975 | | | | | | 0.0 | | |
200,000 | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | | | 200,379 | | | | | | 0.0 | | |
175,000 (2) | | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | | | 197,988 | | | | | | 0.0 | | |
175,000 | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | | | 176,403 | | | | | | 0.0 | | |
775,000 (2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 764,828 | | | | | | 0.0 | | |
190,000 | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 202,377 | | | | | | 0.0 | | |
190,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | | 206,245 | | | | | | 0.0 | | |
50,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | | 50,215 | | | | | | 0.0 | | |
650,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 706,335 | | | | | | 0.0 | | |
600,000 | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 602,187 | | | | | | 0.0 | | |
1,800,000 | | | Ecopetrol SA, 5.375%, 06/26/2026 | | | | | 2,021,652 | | | | | | 0.1 | | |
2,500,000 | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | | | 3,048,525 | | | | | | 0.1 | | |
500,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 527,154 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,200,000 | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | $ | 1,340,102 | | | | | | 0.1 | | |
340,000 (2) | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | | 379,695 | | | | | | 0.0 | | |
5,725,000 (4) | | | Energy Transfer Operating L.P., 7.125%, 12/31/2199 | | | | | 5,592,180 | | | | | | 0.2 | | |
1,075,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 1,007,141 | | | | | | 0.1 | | |
1,175,000 (2) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 1,233,016 | | | | | | 0.1 | | |
285,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 299,783 | | | | | | 0.0 | | |
355,000 (2) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 382,512 | | | | | | 0.0 | | |
100,000 | | | EQT Corp., 5.000%, 01/15/2029 | | | | | 107,250 | | | | | | 0.0 | | |
3,600,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | | | 3,950,158 | | | | | | 0.2 | | |
750,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | | | 819,206 | | | | | | 0.0 | | |
2,700,000 | | | Gazprom PJSC Via Gaz Finance PLC, 3.250%, 02/25/2030 | | | | | 2,587,788 | | | | | | 0.1 | | |
2,300,000 | | | Gazprom PJSC Via Gaz Finance PLC, 4.599%, 12/31/2199 | | | | | 2,323,596 | | | | | | 0.1 | | |
275,000 (2) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 278,712 | | | | | | 0.0 | | |
475,000 (2) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 490,141 | | | | | | 0.0 | | |
250,000 (2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 252,656 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
450,000 (2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | $ | 457,594 | | | | | | 0.0 | | |
650,000 (2) | | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | | | 641,605 | | | | | | 0.0 | | |
2,625,000 | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | | | 2,998,792 | | | | | | 0.1 | | |
2,550,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 3,026,190 | | | | | | 0.1 | | |
300,000 (2) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 356,022 | | | | | | 0.0 | | |
350,000 | | | Laredo Petroleum, Inc., 9.500%, 01/15/2025 | | | | | 337,232 | | | | | | 0.0 | | |
375,000 (1) | | | Laredo Petroleum, Inc., 10.125%, 01/15/2028 | | | | | 360,191 | | | | | | 0.0 | | |
800,000 (2) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 645,660 | | | | | | 0.0 | | |
425,000 | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | | 416,899 | | | | | | 0.0 | | |
625,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 626,625 | | | | | | 0.0 | | |
475,000 (2) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 391,578 | | | | | | 0.0 | | |
255,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 228,225 | | | | | | 0.0 | | |
1,580,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 1,285,883 | | | | | | 0.1 | | |
725,000 | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 767,775 | | | | | | 0.0 | | |
1,200,000 | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 1,350,360 | | | | | | 0.1 | | |
575,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 682,453 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
350,000 | | | Oceaneering International, Inc., 6.000%, 02/01/2028 | | | | $ | 335,491 | | | | | | 0.0 | | |
1,000,000 (2) | | | Oleoducto Central SA, 4.000%, 07/14/2027 | | | | | 1,060,175 | | | | | | 0.1 | | |
925,000 | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 1,020,193 | | | | | | 0.1 | | |
325,000 | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | | | 393,285 | | | | | | 0.0 | | |
2,100,000 (2) | | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | | | 1,953,629 | | | | | | 0.1 | | |
1,375,000 (2) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | | 1,394,560 | | | | | | 0.1 | | |
750,000 (2) | | | Pertamina Persero PT, 3.100%, 08/25/2030 | | | | | 756,890 | | | | | | 0.0 | | |
4,125,000 | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | | | 4,354,680 | | | | | | 0.2 | | |
7,350,000 | | | Petrobras Global Finance BV, 5.750%, 02/01/2029 | | | | | 8,033,256 | | | | | | 0.3 | | |
775,000 | | | Petrobras Global Finance BV, 7.375%, 01/17/2027 | | | | | 921,301 | | | | | | 0.1 | | |
1,400,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 1,479,002 | | | | | | 0.1 | | |
7,450,000 | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 7,166,118 | | | | | | 0.3 | | |
575,000 | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | | | 581,863 | | | | | | 0.0 | | |
1,000,000 (2) | | | Petroleos Mexicanos, 6.875%, 10/16/2025 | | | | | 1,084,565 | | | | | | 0.1 | | |
2,000,000 | | | Petronas Capital Ltd., 3.500%, 04/21/2030 | | | | | 2,143,441 | | | | | | 0.1 | | |
2,000,000 (2) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 2,059,619 | | | | | | 0.1 | | |
750,000 (2) | | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | | | 679,956 | | | | | | 0.0 | | |
1,025,000 (2) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | | 1,066,641 | | | | | | 0.1 | | |
135,000 (2) | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 134,747 | | | | | | 0.0 | | |
425,000 | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | | | 445,188 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
350,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | $ | 342,844 | | | | | | 0.0 | | |
390,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 420,508 | | | | | | 0.0 | | |
600,000 (2) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 608,850 | | | | | | 0.0 | | |
950,000 (2) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | | 949,168 | | | | | | 0.1 | | |
1,090,000 | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 1,089,700 | | | | | | 0.1 | | |
325,000 (2) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 338,609 | | | | | | 0.0 | | |
300,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 301,812 | | | | | | 0.0 | | |
975,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 1,002,300 | | | | | | 0.1 | | |
162,000 | | | WPX Energy, Inc., 4.500%, 01/15/2030 | | | | | 174,683 | | | | | | 0.0 | | |
| | | | | | | | 96,216,128 | | | | | | 3.9 | | |
| | | Financial: 1.6% | | ||||||||||||
1,950,000 (2) | | | Akbank TAS, 6.800%, 02/06/2026 | | | | | 1,950,838 | | | | | | 0.1 | | |
500,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 568,384 | | | | | | 0.0 | | |
475,000 (2) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 484,619 | | | | | | 0.0 | | |
1,600,000 (2) | | | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | | | | | 1,639,552 | | | | | | 0.1 | | |
1,550,000 (1) | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | | | 1,741,813 | | | | | | 0.1 | | |
2,275,000 (2)(4) | | | Banco de Credito del Peru, 3.125%, 07/01/2030 | | | | | 2,283,850 | | | | | | 0.1 | | |
1,475,000 (2)(4) | | | Banco de Credito del Peru, 3.250%, 09/30/2031 | | | | | 1,478,687 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,550,000 (2) | | | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | | | $ | 1,606,156 | | | | | | 0.1 | | |
1,200,000 (2) | | | Banco Votorantim SA, 4.500%, 09/24/2024 | | | | | 1,246,926 | | | | | | 0.1 | | |
1,500,000 | | | Bancolombia SA, 3.000%, 01/29/2025 | | | | | 1,535,212 | | | | | | 0.1 | | |
3,325,000 (2)(4) | | | Bangkok Bank PCL/ Hong Kong, 5.000%, 12/31/2199 | | | | | 3,506,811 | | | | | | 0.2 | | |
750,000 (2) | | | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | | | | | 752,344 | | | | | | 0.0 | | |
875,000 (2) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 948,828 | | | | | | 0.1 | | |
925,000 (2) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 944,864 | | | | | | 0.1 | | |
375,000 (2) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | | 393,281 | | | | | | 0.0 | | |
675,000 (2) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 704,531 | | | | | | 0.0 | | |
200,000 (2) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 204,752 | | | | | | 0.0 | | |
310,000 (2) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 320,245 | | | | | | 0.0 | | |
255,000 (2) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 266,823 | | | | | | 0.0 | | |
1,500,000 (2) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | | 1,530,698 | | | | | | 0.1 | | |
1,050,000 (2)(4) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 1,112,554 | | | | | | 0.1 | | |
300,000 (2) | | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | | | 302,625 | | | | | | 0.0 | | |
515,000 (2) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 535,922 | | | | | | 0.0 | | |
150,000 (2) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | | | 149,700 | | | | | | 0.0 | | |
215,000 (2) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 226,976 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
575,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | $ | 618,265 | | | | | | 0.0 | | |
550,000 (2)(4) | | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | | | 550,206 | | | | | | 0.0 | | |
290,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 284,945 | | | | | | 0.0 | | |
675,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 711,302 | | | | | | 0.0 | | |
625,000 (2) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 617,188 | | | | | | 0.0 | | |
825,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 808,500 | | | | | | 0.0 | | |
410,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 411,591 | | | | | | 0.0 | | |
275,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 298,157 | | | | | | 0.0 | | |
1,100,000 (2)(4) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 1,145,881 | | | | | | 0.1 | | |
150,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 146,063 | | | | | | 0.0 | | |
1,050,000 | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 1,119,563 | | | | | | 0.1 | | |
800,000 (2) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 841,500 | | | | | | 0.0 | | |
800,000 (2) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 790,000 | | | | | | 0.0 | | |
850,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 869,933 | | | | | | 0.0 | | |
875,000 | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 805,503 | | | | | | 0.0 | | |
500,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 472,350 | | | | | | 0.0 | | |
750,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | | | 721,956 | | | | | | 0.0 | | |
550,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 8.125%, 03/28/2024 | | | | | 569,148 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
650,000 (2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | $ | 669,906 | | | | | | 0.0 | | |
500,000 (2) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 494,375 | | | | | | 0.0 | | |
500,000 | | | Vnesheconombank Via VEB Finance PLC, 6.025%, 07/05/2022 | | | | | 527,050 | | | | | | 0.0 | | |
200,000 (2)(4) | | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | | | 195,425 | | | | | | 0.0 | | |
| | | | | | | | 40,105,798 | | | | | | 1.6 | | |
| | | Industrial: 1.3% | | ||||||||||||
900,000 | | | AECOM, 5.875%, 10/15/2024 | | | | | 1,013,445 | | | | | | 0.1 | | |
1,025,000 (2)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | | | | | 1,077,531 | | | | | | 0.1 | | |
865,000 (2) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 915,278 | | | | | | 0.1 | | |
200,000 (2) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 200,375 | | | | | | 0.0 | | |
475,000 (2) | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 499,147 | | | | | | 0.0 | | |
350,000 (2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 367,430 | | | | | | 0.0 | | |
312,000 (2) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 336,180 | | | | | | 0.0 | | |
650,000 (2) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 672,344 | | | | | | 0.0 | | |
1,025,000 (2) | | | Cascades, Inc./ Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 1,078,172 | | | | | | 0.1 | | |
1,275,000 (2) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 1,381,150 | | | | | | 0.1 | | |
550,000 (2) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 583,344 | | | | | | 0.0 | | |
300,000 (2) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 317,007 | | | | | | 0.0 | | |
225,000 (2) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 239,527 | | | | | | 0.0 | | |
775,000 (2) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | | 816,017 | | | | | | 0.1 | | |
560,000 (2) | | | Dycom Industries, Inc., 4.500%, 04/15/2029 | | | | | 562,800 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
600,000 (2) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | $ | 581,625 | | | | | | 0.0 | | |
175,000 (2) | | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | | | 180,578 | | | | | | 0.0 | | |
345,000 (2) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 380,578 | | | | | | 0.0 | | |
625,000 (2) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 630,469 | | | | | | 0.0 | | |
550,000 (2) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 586,094 | | | | | | 0.0 | | |
600,000 (2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 678,000 | | | | | | 0.0 | | |
2,775,000 (2) | | | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | | | | | 2,765,955 | | | | | | 0.1 | | |
325,000 (2)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | | | | | 332,475 | | | | | | 0.0 | | |
725,000 (2) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 749,922 | | | | | | 0.1 | | |
1,550,000 (2) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 1,738,263 | | | | | | 0.1 | | |
725,000 (2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 748,682 | | | | | | 0.0 | | |
800,000 (2) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 900,000 | | | | | | 0.1 | | |
725,000 (2) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 774,517 | | | | | | 0.1 | | |
675,000 | | | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | | | | | 683,437 | | | | | | 0.0 | | |
1,035,000 (2) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 1,102,275 | | | | | | 0.1 | | |
955,000 (2) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 984,247 | | | | | | 0.1 | | |
600,000 (2) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 639,180 | | | | | | 0.0 | | |
400,000 (2) | | | Sensata Technologies BV, 4.000%, 04/15/2029 | | | | | 407,962 | | | | | | 0.0 | | |
590,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 607,594 | | | | | | 0.0 | | |
367,000 (2) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 413,380 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
675,000 (2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | $ | 726,340 | | | | | | 0.0 | | |
175,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 178,263 | | | | | | 0.0 | | |
475,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 496,375 | | | | | | 0.0 | | |
490,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 516,857 | | | | | | 0.0 | | |
650,000 (2) | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 641,745 | | | | | | 0.0 | | |
500,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 518,315 | | | | | | 0.0 | | |
575,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 595,484 | | | | | | 0.0 | | |
350,000 | | | TransDigm, Inc., 6.500%, 05/15/2025 | | | | | 357,219 | | | | | | 0.0 | | |
590,000 (2) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | | 635,504 | | | | | | 0.0 | | |
575,000 (2) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 590,812 | | | | | | 0.0 | | |
| | | | | | | | 31,201,894 | | | | | | 1.3 | | |
| | | Technology: 0.5% | | ||||||||||||
925,000 (2) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 951,497 | | | | | | 0.1 | | |
625,000 (2) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 637,109 | | | | | | 0.0 | | |
550,000 (2) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 553,919 | | | | | | 0.0 | | |
160,000 (2) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | | 166,349 | | | | | | 0.0 | | |
550,000 (2) | | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 560,942 | | | | | | 0.0 | | |
575,000 (2) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 587,578 | | | | | | 0.0 | | |
500,000 | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 494,375 | | | | | | 0.0 | | |
600,000 | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | | 658,701 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
550,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | $ | 574,750 | | | | | | 0.0 | | |
20,000 (2) | | | Entegris, Inc., 4.375%, 04/15/2028 | | | | | 20,673 | | | | | | 0.0 | | |
480,000 (2) | | | Entegris, Inc., 4.625%, 02/10/2026 | | | | | 497,400 | | | | | | 0.0 | | |
890,000 (2) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 930,016 | | | | | | 0.1 | | |
550,000 (2) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 599,431 | | | | | | 0.0 | | |
590,000 (2) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 595,534 | | | | | | 0.0 | | |
175,000 (2) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 176,470 | | | | | | 0.0 | | |
250,000 (2) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 258,750 | | | | | | 0.0 | | |
575,000 (2) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 583,930 | | | | | | 0.0 | | |
485,000 (1)(2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 494,069 | | | | | | 0.0 | | |
790,000 (2) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 798,591 | | | | | | 0.1 | | |
480,000 (2) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 497,026 | | | | | | 0.0 | | |
665,000 (2) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 680,378 | | | | | | 0.1 | | |
200,000 (2) | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 205,250 | | | | | | 0.0 | | |
810,000 (2) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 842,319 | | | | | | 0.1 | | |
| | | | | | | | 12,365,057 | | | | | | 0.5 | | |
| | | Utilities: 1.8% | | ||||||||||||
1,325,000 (2) | | | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | | | | 1,373,429 | | | | | | 0.1 | | |
1,275,000 (2) | | | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | | | | | 1,286,194 | | | | | | 0.1 | | |
600,000 (2) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 624,798 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,850,000 (2) | | | Colbun SA, 3.150%, 03/06/2030 | | | | $ | 1,901,640 | | | | | | 0.1 | | |
5,670,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 5,983,551 | | | | | | 0.3 | | |
850,000 (2) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 880,281 | | | | | | 0.0 | | |
3,935,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 4,167,165 | | | | | | 0.2 | | |
3,175,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 3,342,227 | | | | | | 0.1 | | |
500,000 (2) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 556,438 | | | | | | 0.0 | | |
2,500,000 | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 2,666,850 | | | | | | 0.1 | | |
575,000 (2) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 613,375 | | | | | | 0.0 | | |
800,000 (2) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 803,500 | | | | | | 0.0 | | |
2,875,000 (4) | | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | | | 3,286,292 | | | | | | 0.1 | | |
245,000 (2) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 239,641 | | | | | | 0.0 | | |
550,000 | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 572,803 | | | | | | 0.0 | | |
2,325,000 (2) | | | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | | | | 2,443,877 | | | | | | 0.1 | | |
2,950,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 3,422,000 | | | | | | 0.2 | | |
750,000 | | | PG&E Corp., 5.250%, 07/01/2030 | | | | | 795,938 | | | | | | 0.0 | | |
300,000 (2) | | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | | | 305,522 | | | | | | 0.0 | | |
3,704,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 3,747,030 | | | | | | 0.2 | | |
3,625,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 3,834,344 | | | | | | 0.2 | | |
400,000 (2) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 415,000 | | | | | | 0.0 | | |
450,000 (2) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 468,378 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
| | | | | | | $ | 43,730,273 | | | | | | 1.8 | | |
| | | Total Corporate Bonds/Notes (Cost $401,974,430) | | | | | 417,283,740 | | | | | | 17.0 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 23.8% | | |||||||||||||||
39,712 | | | Adjustable Rate Mortgage Trust 2005-7 7A21, 0.609%, (US0001M + 0.500%), 10/25/2035 | | | | | 39,791 | | | | | | 0.0 | | |
298,364 (4) | | | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.338%, 05/25/2036 | | | | | 292,417 | | | | | | 0.0 | | |
907,004 (2)(4) | | | Agate Bay Mortgage Trust 2014-1 B4, 3.817%, 07/25/2044 | | | | | 917,106 | | | | | | 0.0 | | |
3,118,669 (2)(4) | | | Agate Bay Mortgage Trust 2014-2 B2, 3.886%, 09/25/2044 | | | | | 3,183,379 | | | | | | 0.1 | | |
1,279,335 (2)(4) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.886%, 09/25/2044 | | | | | 1,295,057 | | | | | | 0.1 | | |
2,009,448 (2)(4) | | | Agate Bay Mortgage Trust 2015-2 B3, 3.711%, 03/25/2045 | | | | | 2,028,638 | | | | | | 0.1 | | |
860,228 (2)(4) | | | Agate Bay Mortgage Trust 2015-4 B3, 3.553%, 06/25/2045 | | | | | 880,606 | | | | | | 0.0 | | |
2,346,415 (2)(4) | | | Agate Bay Mortgage Trust 2016-1 B3, 3.730%, 12/25/2045 | | | | | 2,426,786 | | | | | | 0.1 | | |
1,000,000 (2)(4) | | | Agate Bay Mortgage Trust 2016-1 B4, 3.730%, 12/25/2045 | | | | | 1,016,278 | | | | | | 0.0 | | |
1,137,085 (2)(4) | | | Agate Bay Mortgage Trust 2016-2 B4, 3.795%, 03/25/2046 | | | | | 1,154,809 | | | | | | 0.1 | | |
660,946 | | | Alternative Loan Trust 2004-J7 MI, 1.129%, (US0001M + 1.020%), 10/25/2034 | | | | | 647,791 | | | | | | 0.0 | | |
116,112 | | | Alternative Loan Trust 2005-10CB 1A1, 0.609%, (US0001M + 0.500%), 05/25/2035 | | | | | 95,230 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
463,211 | | | Alternative Loan Trust 2005-10CB 1A2, 0.559%, (US0001M + 0.450%), 05/25/2035 | | | | $ | 378,744 | | | | | | 0.0 | | |
456,781 | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 439,085 | | | | | | 0.0 | | |
167,010 | | | Alternative Loan Trust 2005-51 3A2A, 1.549%, (12MTA + 1.290%), 11/20/2035 | | | | | 157,746 | | | | | | 0.0 | | |
51,059 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 49,494 | | | | | | 0.0 | | |
247,200 | | | Alternative Loan Trust 2005-J2 1A12, 0.509%, (US0001M + 0.400%), 04/25/2035 | | | | | 206,975 | | | | | | 0.0 | | |
34,204 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 23,197 | | | | | | 0.0 | | |
601,179 | | | Alternative Loan Trust 2006-18CB A10, 0.509%, (US0001M + 0.400%), 07/25/2036 | | | | | 271,669 | | | | | | 0.0 | | |
143,573 | | | Alternative Loan Trust 2006-19CB A12, 0.509%, (US0001M + 0.400%), 08/25/2036 | | | | | 77,689 | | | | | | 0.0 | | |
607,998 | | | Alternative Loan Trust 2006-19CB A28, 0.709%, (US0001M + 0.600%), 08/25/2036 | | | | | 335,290 | | | | | | 0.0 | | |
1,049,166 | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | | | 851,468 | | | | | | 0.0 | | |
376,519 | | | Alternative Loan Trust 2006-HY11 A1, 0.349%, (US0001M + 0.120%), 06/25/2036 | | | | | 378,101 | | | | | | 0.0 | | |
1,070,682 | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | | | 880,363 | | | | | | 0.0 | | |
156,327 | | | Alternative Loan Trust 2007-2CB 2A1, 0.709%, (US0001M + 0.600%), 03/25/2037 | | | | | 80,078 | | | | | | 0.0 | | |
261,856 | | | Alternative Loan Trust 2007-HY8C A1, 0.269%, (US0001M + 0.160%), 09/25/2047 | | | | | 250,838 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
776,431 | | | Alternative Loan Trust 2007-OA4 A1, 0.279%, (US0001M + 0.170%), 05/25/2047 | | | | $ | 737,919 | | | | | | 0.0 | | |
1,336,337 (2)(4) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 1,363,064 | | | | | | 0.1 | | |
420,121 | | | Banc of America Funding 2007-2 1A16 Trust, 0.709%, (US0001M + 0.600%), 03/25/2037 | | | | | 328,394 | | | | | | 0.0 | | |
2,114,817 | | | Banc of America Funding 2007-C 7A1 Trust, 0.531%, (US0001M + 0.210%), 05/20/2047 | | | | | 2,109,497 | | | | | | 0.1 | | |
302,415 (4) | | | Bear Stearns ALT-A Trust 2005-3 4A3, 2.499%, 04/25/2035 | | | | | 306,590 | | | | | | 0.0 | | |
546,734 (4) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.215%, 11/25/2036 | | | | | 424,931 | | | | | | 0.0 | | |
708,691 (4) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.256%, 11/25/2036 | | | | | 486,831 | | | | | | 0.0 | | |
142,002 (4) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.757%, 01/26/2036 | | | | | 121,162 | | | | | | 0.0 | | |
2,500,000 (2) | | | Bellemeade Re 2020-4 M2A Ltd., 2.709%, (US0001M + 2.600%), 06/25/2030 | | | | | 2,502,412 | | | | | | 0.1 | | |
355,612 (2)(4) | | | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | | | | | 366,096 | | | | | | 0.0 | | |
972,940 (2)(4) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.945%, 03/25/2050 | | | | | 1,002,676 | | | | | | 0.0 | | |
1,265,620 (2)(4) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.945%, 03/25/2050 | | | | | 1,314,415 | | | | | | 0.1 | | |
449,203 (4) | | | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.262%, 09/25/2036 | | | | | 417,246 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
58,026 (4) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.769%, 11/25/2034 | | | | $ | 58,729 | | | | | | 0.0 | | |
434,643 | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 2.207%, (US0012M + 1.750%), 02/20/2036 | | | | | 420,207 | | | | | | 0.0 | | |
797,822 (2)(4) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 813,517 | | | | | | 0.0 | | |
624,517 (2)(4) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 641,021 | | | | | | 0.0 | | |
465,378 (2)(4) | | | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | | | | | 465,362 | | | | | | 0.0 | | |
698,067 (2)(4) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 712,923 | | | | | | 0.0 | | |
1,006,842 (2)(4) | | | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | | | | | 1,026,751 | | | | | | 0.0 | | |
1,738,082 (2)(4) | | | CIM Trust 2019-J1 B3, 4.004%, 08/25/2049 | | | | | 1,795,433 | | | | | | 0.1 | | |
3,151,405 (2)(4) | | | CIM Trust 2019-J2 B2, 3.824%, 10/25/2049 | | | | | 3,177,152 | | | | | | 0.1 | | |
1,978,834 (2)(4) | | | CIM Trust 2019-J2 B3, 3.824%, 10/25/2049 | | | | | 1,983,437 | | | | | | 0.1 | | |
864,051 (2)(4) | | | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | | | | | 883,773 | | | | | | 0.0 | | |
1,291,753 (2)(4) | | | CIM Trust 2020-J2 B3, 2.810%, 01/25/2051 | | | | | 1,213,703 | | | | | | 0.1 | | |
5,500,000 (2)(4) | | | CIM Trust 2021-J2 A19, 2.500%, 04/25/2051 | | | | | 5,563,826 | | | | | | 0.2 | | |
571,432 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 576,113 | | | | | | 0.0 | | |
97,943 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.825%, 03/25/2036 | | | | | 87,388 | | | | | | 0.0 | | |
55,503 (4) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.132%, 11/25/2036 | | | | | 51,516 | | | | | | 0.0 | | |
303,823 (2)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 320,866 | | | | | | 0.0 | | |
170,943 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 3.012%, 08/25/2035 | | | | | 179,729 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
506,028 | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | | $ | 514,045 | | | | | | 0.0 | | |
2,278,733 (2)(4) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | | 2,294,597 | | | | | | 0.1 | | |
3,760,578 (2) | | | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.209%, (US0001M + 2.100%), 10/25/2039 | | | | | 3,773,331 | | | | | | 0.2 | | |
5,740,000 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.109%, (US0001M + 2.000%), 01/25/2040 | | | | | 5,748,457 | | | | | | 0.2 | | |
24,080 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.609%, (US0001M + 0.500%), 11/25/2035 | | | | | 13,453 | | | | | | 0.0 | | |
688,816 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.829%, (US0001M + 0.720%), 11/25/2035 | | | | | 680,853 | | | | | | 0.0 | | |
800,000 (2)(4) | | | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | | | | | 817,285 | | | | | | 0.0 | | |
3,634,641 (2) | | | CSMC 2019-AFC1 A3 Trust, 2.877%, 07/25/2049 | | | | | 3,677,981 | | | | | | 0.2 | | |
2,969,575 (2)(4) | | | CSMC 2021-AFC1 M1 Trust, 2.193%, 03/25/2056 | | | | | 2,944,695 | | | | | | 0.1 | | |
380,490 | | | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | | | | | 289,233 | | | | | | 0.0 | | |
867,320 (2)(4) | | | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | | | | | 877,693 | | | | | | 0.0 | | |
1,500,000 (2)(4) | | | Deephaven Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | | | | | 1,518,609 | | | | | | 0.1 | | |
2,000,000 (2)(4) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 2,061,795 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,000,000 (2)(4) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | $ | 2,056,903 | | | | | | 0.1 | | |
532,861 | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.409%, (US0001M + 0.300%), 04/25/2037 | | | | | 376,862 | | | | | | 0.0 | | |
122,748 (2)(4) | | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.257%, 06/27/2037 | | | | | 125,180 | | | | | | 0.0 | | |
1,700,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.759%, (US0001M + 3.650%), 02/25/2040 | | | | | 1,714,564 | | | | | | 0.1 | | |
616,480 (5) | | | Fannie Mae 2007-18 BS, 6.491%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | | | 121,379 | | | | | | 0.0 | | |
1,938,125 (5) | | | Fannie Mae 2008-94 SI, 5.391%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | | | 439,753 | | | | | | 0.0 | | |
50,951 (5) | | | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | | | | | 4 | | | | | | 0.0 | | |
240,267 | | | Fannie Mae 2010-15 FD, 0.849%, (US0001M + 0.740%), 03/25/2040 | | | | | 245,504 | | | | | | 0.0 | | |
640,933 | | | Fannie Mae 2011-47 GF, 0.679%, (US0001M + 0.570%), 06/25/2041 | | | | | 650,951 | | | | | | 0.0 | | |
85,496 | | | Fannie Mae 2012-10 UF, 0.659%, (US0001M + 0.550%), 02/25/2042 | | | | | 86,875 | | | | | | 0.0 | | |
242,839 (5) | | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | | | 48,992 | | | | | | 0.0 | | |
762,524 (5) | | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 43,584 | | | | | | 0.0 | | |
4,852,745 (5) | | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | | | 294,404 | | | | | | 0.0 | | |
747,358 (5) | | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 22,003 | | | | | | 0.0 | | |
29,130,151 (5) | | | Fannie Mae 2018-86 US, 6.091%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 5,368,573 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
82,418 | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.009%, (US0001M + 4.900%), 11/25/2024 | | | | $ | 85,222 | | | | | | 0.0 | | |
1,265,749 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.109%, (US0001M + 4.000%), 05/25/2025 | | | | | 1,286,191 | | | | | | 0.1 | | |
1,475,234 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.659%, (US0001M + 5.550%), 04/25/2028 | | | | | 1,561,911 | | | | | | 0.1 | | |
2,882,222 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.409%, (US0001M + 4.300%), 02/25/2025 | | | | | 2,927,655 | | | | | | 0.1 | | |
3,379,516 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.359%, (US0001M + 4.250%), 01/25/2029 | | | | | 3,529,585 | | | | | | 0.2 | | |
1,731,362 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.659%, (US0001M + 3.550%), 07/25/2029 | | | | | 1,790,189 | | | | | | 0.1 | | |
3,644,970 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.759%, (US0001M + 3.650%), 09/25/2029 | | | | | 3,757,599 | | | | | | 0.2 | | |
7,654,698 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.109%, (US0001M + 3.000%), 10/25/2029 | | | | | 7,856,984 | | | | | | 0.3 | | |
1,198,084 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.959%, (US0001M + 2.850%), 11/25/2029 | | | | | 1,217,939 | | | | | | 0.1 | | |
3,797,990 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.759%, (US0001M + 2.650%), 02/25/2030 | | | | | 3,845,327 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,894,441 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.609%, (US0001M + 2.500%), 05/25/2030 | | | | $ | 3,931,165 | | | | | | 0.2 | | |
3,693,517 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.909%, (US0001M + 2.800%), 02/25/2030 | | | | | 3,730,339 | | | | | | 0.2 | | |
4,250,394 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.109%, (US0001M + 2.000%), 03/25/2031 | | | | | 4,248,256 | | | | | | 0.2 | | |
3,013,461 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.209%, (US0001M + 2.100%), 03/25/2031 | | | | | 3,013,891 | | | | | | 0.1 | | |
6,171,501 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.359%, (US0001M + 2.250%), 07/25/2030 | | | | | 6,200,977 | | | | | | 0.3 | | |
3,477,052 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.409%, (US0001M + 2.300%), 08/25/2031 | | | | | 3,494,352 | | | | | | 0.1 | | |
1,596,855 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.259%, (US0001M + 2.150%), 09/25/2031 | | | | | 1,605,984 | | | | | | 0.1 | | |
3,588,457 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.559%, (US0001M + 2.450%), 07/25/2031 | | | | | 3,608,915 | | | | | | 0.2 | | |
1,000,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.209%, (US0001M + 4.100%), 07/25/2039 | | | | | 1,006,462 | | | | | | 0.0 | | |
4,350,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.159%, (US0001M + 2.050%), 01/25/2040 | | | | | 4,363,118 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,898,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.759%, (US0001M + 3.650%), 02/25/2040 | | | | $ | 3,944,277 | | | | | | 0.2 | | |
41 | | | Fannie Mae Connecticut Avenue Securities, 5.809%, (US0001M + 5.700%), 04/25/2028 | | | | | 44 | | | | | | 0.0 | | |
712,343 (5) | | | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | | | | | 122,964 | | | | | | 0.0 | | |
112,212 (5) | | | Fannie Mae REMIC Trust 2000-26 SP, 8.391%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | | | 17,645 | | | | | | 0.0 | | |
165,451 (5) | | | Fannie Mae REMIC Trust 2002-13 SR, 6.491%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | | | 25,648 | | | | | | 0.0 | | |
97,539 (5) | | | Fannie Mae REMIC Trust 2004-64 SW, 6.941%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | | | 19,864 | | | | | | 0.0 | | |
69,472 (5) | | | Fannie Mae REMIC Trust 2004-66 SE, 6.391%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | | | 12,515 | | | | | | 0.0 | | |
373,457 (5) | | | Fannie Mae REMIC Trust 2009-25 SN, 6.441%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 80,474 | | | | | | 0.0 | | |
69,474 (5) | | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 1,607 | | | | | | 0.0 | | |
14,936,149 (5) | | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | | | 28,876 | | | | | | 0.0 | | |
573,699 (5) | | | Fannie Mae REMIC Trust 2013-116 SC, 6.091%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | | | 60,440 | | | | | | 0.0 | | |
1,635,156 (5) | | | Fannie Mae REMICS 2004-53 UC, 7.441%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | | | 375,296 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,623,963 (5) | | | Fannie Mae REMICS 2005-59 NS, 6.641%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | | $ | 188,143 | | | | | | 0.0 | | |
183,586 | | | Fannie Mae REMICS 2006-46 SP, 23.802%, (-3.667*US0001M + 24.200%), 06/25/2036 | | | | | 306,302 | | | | | | 0.0 | | |
5,656,512 (5) | | | Fannie Mae REMICS 2007-22 SD, 6.291%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 1,191,734 | | | | | | 0.1 | | |
4,314,112 (5) | | | Fannie Mae REMICS 2007-30 IE, 6.631%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | | | 1,114,825 | | | | | | 0.1 | | |
2,986,178 (5) | | | Fannie Mae REMICS 2007-55 S, 6.651%, (-1.000*US0001M + 6.760%), 06/25/2037 | | | | | 597,929 | | | | | | 0.0 | | |
186,882 (5) | | | Fannie Mae REMICS 2010-102 DI, 4.000%, 06/25/2029 | | | | | 1,325 | | | | | | 0.0 | | |
3,939,681 (5) | | | Fannie Mae REMICS 2011-123 SD, 6.491%, (-1.000*US0001M + 6.600%), 08/25/2039 | | | | | 252,728 | | | | | | 0.0 | | |
103,095 (5) | | | Fannie Mae REMICS 2011-48 HI, 4.000%, 10/25/2038 | | | | | 224 | | | | | | 0.0 | | |
18,318,124 (5) | | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | | | 1,139,149 | | | | | | 0.1 | | |
1,451,230 (5) | | | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | | | | | 77,851 | | | | | | 0.0 | | |
14,849,790 (5) | | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | | | 921,229 | | | | | | 0.0 | | |
3,448,496 (5) | | | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | | | | | 247,083 | | | | | | 0.0 | | |
5,401,245 (5) | | | Fannie Mae REMICS 2012-150 PS, 6.041%, (-1.000*US0001M + 6.150%), 01/25/2043 | | | | | 972,589 | | | | | | 0.0 | | |
14,957,681 (5) | | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | | | 787,455 | | | | | | 0.0 | | |
2,186,847 (5) | | | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | | | | | 385,479 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
15,659,596 (5) | | | Fannie Mae REMICS 2013-19 JS, 6.091%, (-1.000*US0001M + 6.200%), 10/25/2041 | | | | $ | 2,294,958 | | | | | | 0.1 | | |
1,823,020 (5) | | | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | | | | | 242,073 | | | | | | 0.0 | | |
5,793,173 (5) | | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | | | 354,561 | | | | | | 0.0 | | |
6,430,045 (5) | | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | | | 575,122 | | | | | | 0.0 | | |
2,135,357 (5) | | | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | | | | | 141,790 | | | | | | 0.0 | | |
2,051,228 (5) | | | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | | | | | 169,945 | | | | | | 0.0 | | |
4,521,154 (5) | | | Fannie Mae REMICS 2013-97 JS, 6.041%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | | | 745,428 | | | | | | 0.0 | | |
9,955,475 (5) | | | Fannie Mae REMICS 2016-19 SB, 5.991%, (-1.000*US0001M + 6.100%), 04/25/2046 | | | | | 1,827,209 | | | | | | 0.1 | | |
3,071,955 (5) | | | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | | | | | 555,707 | | | | | | 0.0 | | |
2,115,491 (5) | | | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | | | | | 390,567 | | | | | | 0.0 | | |
12,151,232 (5) | | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | | | 2,872,345 | | | | | | 0.1 | | |
23,536,424 (5) | | | Fannie Mae REMICS 2019-17 SA, 5.991%, (-1.000*US0001M + 6.100%), 04/25/2049 | | | | | 4,430,986 | | | | | | 0.2 | | |
22,110,504 (5) | | | Fannie Mae REMICS 2019-8 SB, 5.991%, (-1.000*US0001M + 6.100%), 03/25/2049 | | | | | 4,195,163 | | | | | | 0.2 | | |
512,054 | | | Fannie Mae Series 2006-11 FA, 0.409%, (US0001M + 0.300%), 03/25/2036 | | | | | 515,682 | | | | | | 0.0 | | |
74,688 | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | | | | | 47,660 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
708,696 (2)(4) | | | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | | | | $ | 722,644 | | | | | | 0.0 | | |
651,753 (2)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.003%, 03/25/2048 | | | | | 673,628 | | | | | | 0.0 | | |
4,708,164 (2)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.064%, 04/25/2048 | | | | | 4,935,738 | | | | | | 0.2 | | |
1,953,244 (2)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,996,136 | | | | | | 0.1 | | |
3,773,861 (2)(4) | | | Flagstar Mortgage Trust 2018-4 B3, 4.281%, 07/25/2048 | | | | | 3,917,298 | | | | | | 0.2 | | |
950,038 (2)(4) | | | Flagstar Mortgage Trust 2018-5 B3, 4.539%, 09/25/2048 | | | | | 959,478 | | | | | | 0.0 | | |
675,000 (2)(4) | | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | | | 688,236 | | | | | | 0.0 | | |
3,596,153 (2)(4) | | | Flagstar Mortgage Trust 2018-6RR B1, 4.985%, 10/25/2048 | | | | | 3,859,689 | | | | | | 0.2 | | |
1,461,009 (2)(4) | | | Flagstar Mortgage Trust 2019-2 B1, 4.125%, 12/25/2049 | | | | | 1,535,957 | | | | | | 0.1 | | |
2,045,413 (2)(4) | | | Flagstar Mortgage Trust 2019-2 B2, 4.125%, 12/25/2049 | | | | | 2,134,878 | | | | | | 0.1 | | |
3,435,455 (2)(4) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.319%, 03/25/2050 | | | | | 3,595,066 | | | | | | 0.2 | | |
2,944,676 (2)(4) | | | Flagstar Mortgage Trust 2020-1NV B3, 4.319%, 03/25/2050 | | | | | 2,914,957 | | | | | | 0.1 | | |
1,386,413 (5) | | | Freddie Mac 2009-70 PS, 6.641%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | | | 312,145 | | | | | | 0.0 | | |
189,726 (5) | | | Freddie Mac 2524 SH, 7.394%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | | | 17,131 | | | | | | 0.0 | | |
359,176 (5) | | | Freddie Mac 2525 SM, 7.894%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | | | 84,747 | | | | | | 0.0 | | |
343,387 (5) | | | Freddie Mac 2981 CS, 6.614%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | | | 63,511 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
236,955 (5) | | | Freddie Mac 2989 HS, 7.044%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | | $ | 92,290 | | | | | | 0.0 | | |
178,630 (5) | | | Freddie Mac 3018 SM, 7.094%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | | | 41,396 | | | | | | 0.0 | | |
1,957,828 (5) | | | Freddie Mac 3222 SN, 6.494%, (-1.000*US0001M + 6.600%), 09/15/2036 | | | | | 376,172 | | | | | | 0.0 | | |
335,948 (4)(5) | | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | | | 77,979 | | | | | | 0.0 | | |
703,386 (5) | | | Freddie Mac 3523 SA, 5.894%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | | | 124,785 | | | | | | 0.0 | | |
567,656 (5) | | | Freddie Mac 3582 MS, 6.044%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | | | 112,819 | | | | | | 0.0 | | |
856,159 (5) | | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 160,422 | | | | | | 0.0 | | |
3,536,443 (5) | | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 377,747 | | | | | | 0.0 | | |
130,649 (5) | | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | | 23,782 | | | | | | 0.0 | | |
7,086,692 (5) | | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | | | 1,515,580 | | | | | | 0.1 | | |
116,199 (5) | | | Freddie Mac REMIC Trust 2266 S, 8.444%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | | | 20,075 | | | | | | 0.0 | | |
171,952 (5) | | | Freddie Mac REMIC Trust 2374 S, 7.994%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | | | 39,030 | | | | | | 0.0 | | |
94,711 (5) | | | Freddie Mac REMIC Trust 2417 SY, 8.294%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | | | 24,326 | | | | | | 0.0 | | |
182,297 (5) | | | Freddie Mac REMIC Trust 2577 SA, 7.344%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | | | 41,809 | | | | | | 0.0 | | |
92,367 (5) | | | Freddie Mac REMIC Trust 2981 SU, 7.694%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | | | 18,476 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
154,290 | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | | $ | 169,988 | | | | | | 0.0 | | |
609,305 (5) | | | Freddie Mac REMIC Trust 3049 PI, 6.544%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | | | 133,914 | | | | | | 0.0 | | |
56,709 | | | Freddie Mac REMIC Trust 3085 SK, 64.728%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | | | 161,226 | | | | | | 0.0 | | |
72,950 (6) | | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | | | 66,063 | | | | | | 0.0 | | |
33,234 (5) | | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | | | 280 | | | | | | 0.0 | | |
179,047 (5) | | | Freddie Mac REMIC Trust 3624 TS, 4.694%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | | | 23,394 | | | | | | 0.0 | | |
248,314 (5) | | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 33,873 | | | | | | 0.0 | | |
786,155 (5) | | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | | 84,171 | | | | | | 0.0 | | |
1,805,357 (5) | | | Freddie Mac REMICS 2781 SB, 7.044%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | | | 368,338 | | | | | | 0.0 | | |
480,497 | | | Freddie Mac REMICS 2921 PF, 0.456%, (US0001M + 0.350%), 01/15/2035 | | | | | 482,091 | | | | | | 0.0 | | |
4,149,838 (5) | | | Freddie Mac REMICS 3128 JI, 6.524%, (-1.000*US0001M + 6.630%), 03/15/2036 | | | | | 925,827 | | | | | | 0.0 | | |
1,892,509 (5) | | | Freddie Mac REMICS 3298 S, 6.004%, (-1.000*US0001M + 6.110%), 04/15/2037 | | | | | 368,766 | | | | | | 0.0 | | |
108,157 (5) | | | Freddie Mac REMICS 3763 AI, 3.500%, 06/15/2025 | | | | | 1,332 | | | | | | 0.0 | | |
98,966 (5) | | | Freddie Mac REMICS 3851 PI, 4.000%, 08/15/2038 | | | | | 1 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,509,740 (5) | | | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | | | | $ | 228,538 | | | | | | 0.0 | | |
1,252,952 (5) | | | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | | | | | 170,966 | | | | | | 0.0 | | |
14,855,948 (5) | | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | | | 749,864 | | | | | | 0.0 | | |
2,080,411 (5) | | | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | | | | | 135,321 | | | | | | 0.0 | | |
1,411,787 (5) | | | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | | | | | 122,062 | | | | | | 0.0 | | |
1,294,245 (5) | | | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | | | | | 58,350 | | | | | | 0.0 | | |
2,847,960 (5) | | | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | | | | | 430,774 | | | | | | 0.0 | | |
1,820,346 (5) | | | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | | | | | 76,475 | | | | | | 0.0 | | |
7,145,665 (5) | | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | | | 457,637 | | | | | | 0.0 | | |
1,264,405 (5) | | | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | | | | | 53,788 | | | | | | 0.0 | | |
36,947,136 (5) | | | Freddie Mac REMICS 4273 PS, 5.994%, (-1.000*US0001M + 6.100%), 11/15/2043 | | | | | 6,751,247 | | | | | | 0.3 | | |
2,950,264 (5) | | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | | | 489,060 | | | | | | 0.0 | | |
1,046,048 | | | Freddie Mac REMICS 4385 LS, 9.065%, (-2.333*US0001M + 9.333%), 07/15/2037 | | | | | 1,160,648 | | | | | | 0.1 | | |
3,263,947 (5) | | | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | | | | | 405,642 | | | | | | 0.0 | | |
9,430,583 (5) | | | Freddie Mac REMICS 4618 SA, 5.894%, (-1.000*US0001M + 6.000%), 09/15/2046 | | | | | 2,122,266 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,024,380 | | | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | | | | $ | 383,979 | | | | | | 0.0 | | |
3,196,468 (5) | | | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | | | | | 519,563 | | | | | | 0.0 | | |
37,977,919 (5) | | | Freddie Mac REMICS 4903 NS, 5.991%, (-1.000*US0001M + 6.100%), 08/25/2049 | | | | | 7,055,591 | | | | | | 0.3 | | |
18,445,015 (5) | | | Freddie Mac REMICS 4909 SJ, 5.941%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | | | 4,135,660 | | | | | | 0.2 | | |
7,211,122 (5) | | | Freddie Mac REMICS 4910 SD, 5.944%, (-1.000*US0001M + 6.050%), 06/15/2049 | | | | | 1,518,695 | | | | | | 0.1 | | |
23,788,391 (5) | | | Freddie Mac REMICS 4910 SH, 5.941%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | | | 5,272,568 | | | | | | 0.2 | | |
27,119,706 (5) | | | Freddie Mac REMICS 4924 SY, 5.941%, (-1.000*US0001M + 6.050%), 10/25/2049 | | | | | 6,081,608 | | | | | | 0.3 | | |
741,776 | | | Freddie Mac REMICS Trust 3740 FB, 0.606%, (US0001M + 0.500%), 10/15/2040 | | | | | 750,193 | | | | | | 0.0 | | |
2,000,000 (2) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.959%, (US0001M + 1.850%), 02/25/2050 | | | | | 2,002,974 | | | | | | 0.1 | | |
2,059,576 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.109%, (US0001M + 3.000%), 06/25/2050 | | | | | 2,075,523 | | | | | | 0.1 | | |
6,343,027 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.009%, (US0001M + 1.900%), 01/25/2050 | | | | | 6,358,330 | | | | | | 0.3 | | |
4,000,000 (2) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.209%, (US0001M + 2.100%), 09/25/2048 | | | | | 3,998,779 | | | | | | 0.2 | | |
2,155,266 (5) | | | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | | | | | 128,604 | | | | | | 0.0 | | |
1,151,706 (5) | | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 257,891 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
596,666 (5) | | | Freddie Mac Strips Series 237 S23, 6.994%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | | $ | 135,058 | | | | | | 0.0 | | |
799,236 (5) | | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | | 127,209 | | | | | | 0.0 | | |
617,879 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.109%, (US0001M + 4.000%), 08/25/2024 | | | | | 629,452 | | | | | | 0.0 | | |
361,696 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 4.809%, (US0001M + 4.700%), 03/25/2028 | | | | | 377,571 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.959%, (US0001M + 3.850%), 03/25/2029 | | | | | 520,297 | | | | | | 0.0 | | |
2,703,150 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA1 M2, 3.359%, (US0001M + 3.250%), 07/25/2029 | | | | | 2,789,089 | | | | | | 0.1 | | |
5,104,136 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.759%, (US0001M + 2.650%), 12/25/2029 | | | | | 5,161,318 | | | | | | 0.2 | | |
858,233 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.909%, (US0001M + 1.800%), 07/25/2030 | | | | | 855,101 | | | | | | 0.0 | | |
2,584,008 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.409%, (US0001M + 2.300%), 09/25/2030 | | | | | 2,595,675 | | | | | | 0.1 | | |
4,788,148 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.759%, (US0001M + 2.650%), 01/25/2049 | | | | | 4,835,990 | | | | | | 0.2 | | |
7,693,750 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.159%, (US0001M + 2.050%), 04/25/2049 | | | | | 7,703,791 | | | | | | 0.3 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,000 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 2.317%, (SOFR30A + 2.300%), 08/25/2033 | | | | $ | 1,006,414 | | | | | | 0.0 | | |
1,622,682 (2)(4) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 1,695,039 | | | | | | 0.1 | | |
2,431,329 (2)(4) | | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | | | 2,504,386 | | | | | | 0.1 | | |
1,949,511 (2)(4) | | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | | | 1,996,760 | | | | | | 0.1 | | |
4,785,580 (5) | | | Ginnie Mae 2007-59 SC, 6.389%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | | | 982,705 | | | | | | 0.0 | | |
175,661 (5) | | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | | | 42,950 | | | | | | 0.0 | | |
28,932,810 (5) | | | Ginnie Mae 2013-130 SB, 4.935%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | | | 4,172,866 | | | | | | 0.2 | | |
426,896 (5) | | | Ginnie Mae Series 2008-40 SA, 6.294%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | | | 75,386 | | | | | | 0.0 | | |
748,978 (5) | | | Ginnie Mae Series 2009-116 SJ, 6.374%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | | | 145,439 | | | | | | 0.0 | | |
1,138,875 (5) | | | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | | | | | 85,308 | | | | | | 0.0 | | |
231,144 (5) | | | Ginnie Mae Series 2010-143 PI, 4.000%, 11/16/2037 | | | | | 310 | | | | | | 0.0 | | |
1,825,778 (5) | | | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | | | | | 181,414 | | | | | | 0.0 | | |
705,343 (5) | | | Ginnie Mae Series 2010-4 SL, 6.294%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | | | 147,626 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
133,009 (5) | | | Ginnie Mae Series 2010-98 QS, 6.489%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | | $ | 11,529 | | | | | | 0.0 | | |
1,982,157 (5) | | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | | | 45,777 | | | | | | 0.0 | | |
2,750,000 (5) | | | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | | | | | 213,620 | | | | | | 0.0 | | |
71,169 | | | Ginnie Mae Series 2011-159 CI, 5.000%, 06/16/2040 | | | | | 33 | | | | | | 0.0 | | |
5,866,599 (5) | | | Ginnie Mae Series 2011-25 AS, 5.949%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | | | 1,099,509 | | | | | | 0.1 | | |
3,093,609 (5) | | | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | | | | | 197,811 | | | | | | 0.0 | | |
29,590 (5) | | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | | | 3,185 | | | | | | 0.0 | | |
2,944,992 (5) | | | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | | | | | 361,945 | | | | | | 0.0 | | |
2,608,514 (5) | | | Ginnie Mae Series 2013-103 DS, 6.039%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | | | 513,450 | | | | | | 0.0 | | |
109,732 (5) | | | Ginnie Mae Series 2013-134 DS, 5.989%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | | | 21,214 | | | | | | 0.0 | | |
266,445 (5) | | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | | | 38,974 | | | | | | 0.0 | | |
1,357,663 (5) | | | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | | | | | 118,419 | | | | | | 0.0 | | |
3,932,783 (5) | | | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | | | | | 518,449 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,789,667 (5) | | | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | | | | $ | 430,202 | | | | | | 0.0 | | |
24,147,768 (5) | | | Ginnie Mae Series 2015-144 SA, 6.089%, (-1.000*US0001M + 6.200%), 10/20/2045 | | | | | 5,213,421 | | | | | | 0.2 | | |
4,318,636 (5) | | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | | | 30,941 | | | | | | 0.0 | | |
263,559 (5) | | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | | | 40,532 | | | | | | 0.0 | | |
759,825 (5) | | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 85,482 | | | | | | 0.0 | | |
8,695,096 (5) | | | Ginnie Mae Series 2018-153 SQ, 6.089%, (-1.000*US0001M + 6.200%), 11/20/2048 | | | | | 1,671,323 | | | | | | 0.1 | | |
24,910,651 (5) | | | Ginnie Mae Series 2018-93 SJ, 6.089%, (-1.000*US0001M + 6.200%), 07/20/2048 | | | | | 4,360,742 | | | | | | 0.2 | | |
558,669 (5) | | | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | | | | | 78,083 | | | | | | 0.0 | | |
160,732 (5) | | | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | | | | | 29,655 | | | | | | 0.0 | | |
995,470 (5) | | | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | | | | | 154,774 | | | | | | 0.0 | | |
18,971,995 (5) | | | Ginnie Mae Series 2019-89 SC, 5.989%, (-1.000*US0001M + 6.100%), 07/20/2049 | | | | | 3,876,694 | | | | | | 0.2 | | |
733,514 (2)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | | | | | 740,835 | | | | | | 0.0 | | |
1,164,993 (2)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | | | | | 1,176,198 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,700,000 (2)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | | | | $ | 1,740,335 | | | | | | 0.1 | | |
3,696,207 (2)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.701%, 05/01/2050 | | | | | 3,647,941 | | | | | | 0.2 | | |
266,808 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | | | | | 274,087 | | | | | | 0.0 | | |
1,766,405 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.309%, 08/25/2049 | | | | | 1,846,635 | | | | | | 0.1 | | |
428,633 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 432,125 | | | | | | 0.0 | | |
3,888,308 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.487%, 11/25/2049 | | | | | 4,074,573 | | | | | | 0.2 | | |
3,877,056 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.487%, 11/25/2049 | | | | | 4,056,892 | | | | | | 0.2 | | |
486,256 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | | | | | 503,380 | | | | | | 0.0 | | |
486,256 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.096%, 03/25/2050 | | | | | 507,656 | | | | | | 0.0 | | |
1,753,000 (2)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 B3, 2.660%, 08/25/2051 | | | | | 1,655,884 | | | | | | 0.1 | | |
435,146 | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.260%, (US0001M + 0.150%), 01/25/2047 | | | | | 410,129 | | | | | | 0.0 | | |
503,487 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.300%, (US0001M + 0.190%), 09/19/2037 | | | | | 490,822 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,769,000 (2) | | | Home RE 2019-1 M2 Ltd., 3.359%, (US0001M + 3.250%), 05/25/2029 | | | | $ | 4,767,667 | | | | | | 0.2 | | |
2,055 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.969%, (US0001M + 0.860%), 08/25/2029 | | | | | 2,025 | | | | | | 0.0 | | |
6,472 | | | HomeBanc Mortgage Trust 2005-3 A2, 0.729%, (US0001M + 0.310%), 07/25/2035 | | | | | 6,505 | | | | | | 0.0 | | |
1,684,807 (2)(4) | | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | | | 1,688,881 | | | | | | 0.1 | | |
72,896 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.529%, (US0001M + 0.420%), 04/25/2046 | | | | | 69,328 | | | | | | 0.0 | | |
405,941 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 416,330 | | | | | | 0.0 | | |
1,093,426 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-2 B1, 4.624%, 08/25/2049 | | | | | 1,170,016 | | | | | | 0.1 | | |
2,649,271 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-2 B2, 4.624%, 08/25/2049 | | | | | 2,733,127 | | | | | | 0.1 | | |
1,039,399 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 1,053,972 | | | | | | 0.1 | | |
2,314,309 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-LTV1 B1, 4.876%, 06/25/2049 | | | | | 2,429,432 | | | | | | 0.1 | | |
1,832,162 (2)(4) | | | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.876%, 06/25/2049 | | | | | 1,918,478 | | | | | | 0.1 | | |
1,972,080 (4) | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.906%, 07/25/2035 | | | | | 2,030,362 | | | | | | 0.1 | | |
82,561 | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | | 58,668 | | | | | | 0.0 | | |
187,583 | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 140,488 | | | | | | 0.0 | | |
452,153 | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 261,444 | | | | | | 0.0 | | |
784,352 (2)(4) | | | JP Morgan Mortgage Trust 2014-5 B3, 2.930%, 10/25/2029 | | | | | 789,321 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
610,624 (2)(4) | | | JP Morgan Mortgage Trust 2016-1 B3, 3.865%, 05/25/2046 | | | | $ | 627,728 | | | | | | 0.0 | | |
2,095,000 (2)(4) | | | JP Morgan Mortgage Trust 2016-1 B4, 3.865%, 05/25/2046 | | | | | 2,119,772 | | | | | | 0.1 | | |
910,831 (2)(4) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 921,570 | | | | | | 0.0 | | |
906,437 (2)(4) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | | | | | 901,690 | | | | | | 0.0 | | |
1,457,363 (2)(4) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 1,485,172 | | | | | | 0.1 | | |
1,468,173 (2)(4) | | | JP Morgan Mortgage Trust 2017-3 B1, 3.794%, 08/25/2047 | | | | | 1,533,062 | | | | | | 0.1 | | |
1,087,536 (2)(4) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.794%, 08/25/2047 | | | | | 1,129,262 | | | | | | 0.1 | | |
500,000 (2)(4) | | | JP Morgan Mortgage Trust 2017-4 A7, 3.500%, 11/25/2048 | | | | | 508,150 | | | | | | 0.0 | | |
1,920,541 (2)(4) | | | JP Morgan Mortgage Trust 2017-5 B1, 3.115%, 10/26/2048 | | | | | 1,960,644 | | | | | | 0.1 | | |
559,533 (2)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | | | | | 573,223 | | | | | | 0.0 | | |
1,573,218 (2)(4) | | | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | | | | | 1,598,367 | | | | | | 0.1 | | |
2,296,170 (2)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.738%, 06/25/2048 | | | | | 2,364,179 | | | | | | 0.1 | | |
3,741,766 (2)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.753%, 09/25/2048 | | | | | 3,880,297 | | | | | | 0.2 | | |
2,338,604 (2)(4) | | | JP Morgan Mortgage Trust 2018-3 B3, 3.753%, 09/25/2048 | | | | | 2,379,213 | | | | | | 0.1 | | |
469,435 (2)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.750%, 10/25/2048 | | | | | 489,090 | | | | | | 0.0 | | |
469,435 (2)(4) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.750%, 10/25/2048 | | | | | 482,009 | | | | | | 0.0 | | |
1,893,069 (2)(4) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 1,923,709 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
330,891 (2)(4) | | | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | | | | $ | 337,839 | | | | | | 0.0 | | |
1,867,885 (2)(4) | | | JP Morgan Mortgage Trust 2018-6C B2, 3.928%, 12/25/2048 | | | | | 1,941,389 | | | | | | 0.1 | | |
812,077 (2)(4) | | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | | | 834,555 | | | | | | 0.0 | | |
8,154,273 (2)(4) | | | JP Morgan Mortgage Trust 2018-8 B1, 4.186%, 01/25/2049 | | | | | 8,502,825 | | | | | | 0.4 | | |
3,800,197 (2)(4) | | | JP Morgan Mortgage Trust 2018-8 B2, 4.186%, 01/25/2049 | | | | | 3,946,244 | | | | | | 0.2 | | |
963,759 (2)(4) | | | JP Morgan Mortgage Trust 2018-9 B2, 4.413%, 02/25/2049 | | | | | 1,026,736 | | | | | | 0.0 | | |
1,900,905 (2)(4) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.413%, 02/25/2049 | | | | | 1,984,590 | | | | | | 0.1 | | |
1,498,733 (2)(4) | | | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.742%, 04/25/2049 | | | | | 1,571,180 | | | | | | 0.1 | | |
897,105 (2)(4) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 913,865 | | | | | | 0.0 | | |
607,938 (2)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 622,249 | | | | | | 0.0 | | |
2,475,974 (2)(4) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 2,548,282 | | | | | | 0.1 | | |
2,899,484 (2)(4) | | | JP Morgan Mortgage Trust 2019-5 B1, 4.540%, 11/25/2049 | | | | | 3,147,752 | | | | | | 0.1 | | |
4,832,473 (2)(4) | | | JP Morgan Mortgage Trust 2019-5 B2, 4.540%, 11/25/2049 | | | | | 5,189,023 | | | | | | 0.2 | | |
566,193 (2)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 576,841 | | | | | | 0.0 | | |
2,910,267 (2)(4) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.274%, 12/25/2049 | | | | | 3,106,310 | | | | | | 0.1 | | |
6,305,577 (2)(4) | | | JP Morgan Mortgage Trust 2019-6 B2, 4.274%, 12/25/2049 | | | | | 6,704,078 | | | | | | 0.3 | | |
1,741,573 (2)(4) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.178%, 02/25/2050 | | | | | 1,736,010 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
967,541 (2)(4) | | | JP Morgan Mortgage Trust 2019-7 B3A, 3.428%, 12/31/2049 | | | | $ | 973,195 | | | | | | 0.0 | | |
1,808,224 (2)(4) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 1,852,631 | | | | | | 0.1 | | |
3,111,166 (2)(4) | | | JP Morgan Mortgage Trust 2019-8 B2A, 3.202%, 03/25/2050 | | | | | 3,166,354 | | | | | | 0.1 | | |
972,239 (2)(4) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.452%, 03/25/2050 | | | | | 984,744 | | | | | | 0.0 | | |
3,875,915 (2)(4) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.061%, 10/25/2049 | | | | | 4,106,947 | | | | | | 0.2 | | |
922,638 (2)(4) | | | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | | | | | 949,042 | | | | | | 0.0 | | |
4,112,642 (2)(4) | | | JP Morgan Mortgage Trust 2019-INV3 B3, 4.490%, 05/25/2050 | | | | | 4,211,197 | | | | | | 0.2 | | |
1,908,111 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 1,937,204 | | | | | | 0.1 | | |
1,914,338 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.807%, 12/25/2049 | | | | | 1,977,982 | | | | | | 0.1 | | |
1,940,535 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.807%, 12/25/2049 | | | | | 2,023,492 | | | | | | 0.1 | | |
2,727,230 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.542%, 12/31/2049 | | | | | 2,820,884 | | | | | | 0.1 | | |
6,348,074 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.542%, 12/31/2049 | | | | | 6,574,288 | | | | | | 0.3 | | |
944,272 (2)(4) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 961,202 | | | | | | 0.0 | | |
3,062,385 (2)(4) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.899%, 08/25/2050 | | | | | 3,228,792 | | | | | | 0.1 | | |
4,924,421 (2)(4) | | | JP Morgan Mortgage Trust 2020-4 B1, 3.745%, 11/25/2050 | | | | | 5,301,581 | | | | | | 0.2 | | |
1,950,369 (2)(4) | | | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | | | | | 1,992,303 | | | | | | 0.1 | | |
4,900,000 (2)(4) | | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | | | 4,934,120 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
949,552 (2)(4) | | | JP Morgan Trust 2015-3 B3, 3.638%, 05/25/2045 | | | | $ | 969,295 | | | | | | 0.0 | | |
1,668,213 (2)(4) | | | JP Morgan Trust 2015-3 B4, 3.638%, 05/25/2045 | | | | | 1,690,213 | | | | | | 0.1 | | |
2,738,226,804 (2)(5) | | | L Street Securities 2017-PM1 XIO, 0.030%, 10/25/2048 | | | | | 897,865 | | | | | | 0.0 | | |
74,310 | | | Lehman XS Trust Series 2005-5N 1A2, 0.469%, (US0001M + 0.360%), 11/25/2035 | | | | | 69,933 | | | | | | 0.0 | | |
212,321 (2)(4) | | | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.437%, 10/25/2048 | | | | | 215,098 | | | | | | 0.0 | | |
1,065,473 (2)(4) | | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.437%, 10/25/2048 | | | | | 1,136,993 | | | | | | 0.1 | | |
655,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.909%, (US0001M + 1.800%), 09/25/2035 | | | | | 655,730 | | | | | | 0.0 | | |
1,172,331 | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.409%, (US0001M + 0.150%), 08/25/2036 | | | | | 485,629 | | | | | | 0.0 | | |
398,203 (2)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 427,510 | | | | | | 0.0 | | |
823,872 (2)(4) | | | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | | | | | 824,804 | | | | | | 0.0 | | |
769,802 (2)(4) | | | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | | | | | 784,116 | | | | | | 0.0 | | |
1,329,080 (2)(4) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 1,355,082 | | | | | | 0.1 | | |
825,073 (2)(4) | | | OBX 2020-INV1 A21 Trust, 3.500%, 05/25/2049 | | | | | 839,152 | | | | | | 0.0 | | |
24,729 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 22,978 | | | | | | 0.0 | | |
1,000,000 (2)(4) | | | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | | | | | 1,023,516 | | | | | | 0.0 | | |
3,743,985 (2)(4) | | | RCKT Mortgage Trust 2019-1 B1A, 3.906%, 09/25/2049 | | | | | 3,911,830 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,430,869 (2)(4) | | | RCKT Mortgage Trust 2019-1 B2A, 3.906%, 09/25/2049 | | | | $ | 2,498,261 | | | | | | 0.1 | | |
2,167,602 (2)(4) | | | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | | | | | 2,201,696 | | | | | | 0.1 | | |
1,633,923 (2)(4) | | | RCKT Mortgage Trust 2020-1 B2A, 3.517%, 02/25/2050 | | | | | 1,692,319 | | | | | | 0.1 | | |
2,200,000 (2)(4) | | | RCKT Mortgage Trust 2021-1 A13, 2.500%, 03/25/2051 | | | | | 2,222,945 | | | | | | 0.1 | | |
1,521,091 (4) | | | Sequoia Mortgage Trust 2013-3 B3, 3.513%, 03/25/2043 | | | | | 1,557,170 | | | | | | 0.1 | | |
302,945 (2) | | | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | | | | | 313,583 | | | | | | 0.0 | | |
1,749,326 (2) | | | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | | | | | 1,798,434 | | | | | | 0.1 | | |
1,035,601 (2)(4) | | | Sequoia Mortgage Trust 2015-1 B1, 3.893%, 01/25/2045 | | | | | 1,079,422 | | | | | | 0.1 | | |
1,553,461 (2)(4) | | | Sequoia Mortgage Trust 2017-1 B2, 3.612%, 02/25/2047 | | | | | 1,624,434 | | | | | | 0.1 | | |
2,413,345 (2)(4) | | | Sequoia Mortgage Trust 2018-5 B3, 3.922%, 05/25/2048 | | | | | 2,510,271 | | | | | | 0.1 | | |
1,175,461 (2)(4) | | | Sequoia Mortgage Trust 2018-6 B1, 4.167%, 07/25/2048 | | | | | 1,252,236 | | | | | | 0.1 | | |
751,666 (2)(4) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.472%, 02/25/2048 | | | | | 803,953 | | | | | | 0.0 | | |
563,749 (2)(4) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.472%, 02/25/2048 | | | | | 592,759 | | | | | | 0.0 | | |
456,327 (2)(4) | | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | | 464,915 | | | | | | 0.0 | | |
1,729,259 (2)(4) | | | Sequoia Mortgage Trust 2019-2 B2, 4.267%, 06/25/2049 | | | | | 1,813,502 | | | | | | 0.1 | | |
1,635,169 (2)(4) | | | Sequoia Mortgage Trust 2019-2 B3, 4.267%, 06/25/2049 | | | | | 1,670,106 | | | | | | 0.1 | | |
1,992,544 (2)(4) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 2,026,612 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,064,366 (2)(4) | | | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | | | | $ | 1,075,664 | | | | | | 0.1 | | |
2,110,226 (2)(4) | | | Sequoia Mortgage Trust 2019-5 B2, 3.765%, 12/25/2049 | | | | | 2,231,662 | | | | | | 0.1 | | |
2,111,195 (2)(4) | | | Sequoia Mortgage Trust 2019-5 B3, 3.765%, 12/25/2049 | | | | | 2,142,611 | | | | | | 0.1 | | |
2,608,974 (2)(4) | | | Sequoia Mortgage Trust 2019-CH1 B1B, 5.064%, 03/25/2049 | | | | | 2,684,257 | | | | | | 0.1 | | |
965,214 (2)(4) | | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.064%, 03/25/2049 | | | | | 1,011,815 | | | | | | 0.0 | | |
1,319,286 (2)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 1,346,696 | | | | | | 0.1 | | |
600,000 (2)(4) | | | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | | | | | 616,348 | | | | | | 0.0 | | |
1,947,194 (2)(4) | | | Sequoia Mortgage Trust 2019-CH3 B1B, 4.541%, 09/25/2049 | | | | | 2,038,152 | | | | | | 0.1 | | |
456,419 (2)(4) | | | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | | | | | 467,167 | | | | | | 0.0 | | |
2,053,884 (2)(4) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 2,102,252 | | | | | | 0.1 | | |
1,127,439 (2)(4) | | | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | | | | | 1,147,108 | | | | | | 0.1 | | |
1,485,001 (2)(4) | | | Sequoia Mortgage Trust 2020-2 B3, 3.666%, 03/25/2050 | | | | | 1,468,584 | | | | | | 0.1 | | |
2,337,143 (2)(4) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.711%, 10/25/2047 | | | | | 2,439,047 | | | | | | 0.1 | | |
3,098,310 (2)(4) | | | Shellpoint Co-Originator Trust 2017-2 B3, 3.711%, 10/25/2047 | | | | | 3,207,043 | | | | | | 0.1 | | |
2,716,165 (2)(4) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 2,730,924 | | | | | | 0.1 | | |
50,109 (4) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 2.593%, 03/25/2035 | | | | | 49,304 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
91,716 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.499%, 10/25/2036 | | | | $ | 89,375 | | | | | | 0.0 | | |
195,208 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.906%, 06/25/2034 | | | | | 197,383 | | | | | | 0.0 | | |
1,227,947 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.896%, 07/25/2034 | | | | | 1,279,607 | | | | | | 0.1 | | |
98,156,523 (4)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 1.897%, 01/25/2045 | | | | | 2,491,183 | | | | | | 0.1 | | |
207,721 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.097%, 09/25/2035 | | | | | 214,475 | | | | | | 0.0 | | |
36,145,365 (4)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 2.049%, 01/25/2045 | | | | | 1,701,427 | | | | | | 0.1 | | |
16,021 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.037%, 10/25/2036 | | | | | 16,081 | | | | | | 0.0 | | |
102,779 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 2.633%, 11/25/2036 | | | | | 102,294 | | | | | | 0.0 | | |
394,989 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.633%, 11/25/2036 | | | | | 393,126 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
54,934 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.173%, 12/25/2036 | | | | $ | 53,098 | | | | | | 0.0 | | |
55,984 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.112%, 08/25/2046 | | | | | 55,760 | | | | | | 0.0 | | |
98,800 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.205%, 12/25/2036 | | | | | 97,243 | | | | | | 0.0 | | |
481,611 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.835%, 03/25/2037 | | | | | 437,763 | | | | | | 0.0 | | |
10,765 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.129%, 04/25/2037 | | | | | 10,112 | | | | | | 0.0 | | |
62,589 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.086%, 07/25/2037 | | | | | 62,030 | | | | | | 0.0 | | |
610,054 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.009%, (US0001M + 0.900%), 11/25/2035 | | | | | 535,059 | | | | | | 0.0 | | |
646,914 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | | | 652,329 | | | | | | 0.0 | | |
586,537 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 559,202 | | | | | | 0.0 | | |
740,337 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 737,661 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
139,926 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | $ | 140,140 | | | | | | 0.0 | | |
765,512 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.709%, (US0001M + 0.600%), 07/25/2036 | | | | | 443,925 | | | | | | 0.0 | | |
1,941,730 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.199%, (12MTA + 0.940%), 07/25/2046 | | | | | 1,373,655 | | | | | | 0.1 | | |
837,227 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.219%, (12MTA + 0.960%), 08/25/2046 | | | | | 570,009 | | | | | | 0.0 | | |
33,401 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.539%, (US0001M + 0.430%), 06/25/2037 | | | | | 26,542 | | | | | | 0.0 | | |
786,790 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.954%, 09/25/2036 | | | | | 747,343 | | | | | | 0.0 | | |
151,322 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.897%, 12/28/2037 | | | | | 145,507 | | | | | | 0.0 | | |
3,161,088 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.688%, 07/25/2047 | | | | | 3,334,609 | | | | | | 0.1 | | |
1,413,629 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.688%, 07/25/2047 | | | | | 1,419,728 | | | | | | 0.1 | | |
1,576,656 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.557%, 09/25/2049 | | | | | 1,617,441 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,982,454 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.411%, 12/25/2049 | | | | $ | 2,013,084 | | | | | | 0.1 | | |
3,524,805 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.269%, 12/25/2049 | | | | | 3,605,325 | | | | | | 0.2 | | |
2,957,039 (2)(4) | | | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.256%, 07/25/2050 | | | | | 3,039,683 | | | | | | 0.1 | | |
2,041,000 (2)(4)(7) | | | Wells Fargo Mortgage Backed Securities 2021-1 B3 Trust, 2.742%, 12/25/2050 | | | | | 1,898,538 | | | | | | 0.1 | | |
595,704 (2)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.761%, 08/20/2045 | | | | | 616,131 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $569,530,739) | | | | | 585,550,782 | | | | | | 23.8 | | |
ASSET-BACKED SECURITIES: 16.8% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.1% | | ||||||||||||
2,450,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 2,546,525 | | | | | | 0.1 | | |
4,400,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 4,490,624 | | | | | | 0.2 | | |
3,000,000 | | | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | | | | | 3,143,222 | | | | | | 0.1 | | |
2,500,000 (2) | | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | | | 2,576,214 | | | | | | 0.1 | | |
4,450,000 | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | | | 4,624,987 | | | | | | 0.2 | | |
6,000,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 6,193,149 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
850,000 (2) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 859,627 | | | | | | 0.0 | | |
3,800,000 (2) | | | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | | | | | 3,905,699 | | | | | | 0.2 | | |
| | | | | | | | 28,340,047 | | | | | | 1.1 | | |
| | | Home Equity Asset-Backed Securities: 0.6% | | ||||||||||||
2,550,226 (2)(4) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 2,536,877 | | | | | | 0.1 | | |
3,040,598 (2) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A3, 7.250%, 02/25/2038 | | | | | 3,022,366 | | | | | | 0.1 | | |
396,469 | | | GSAA Home Equity Trust 2006-3 A3, 0.709%, (US0001M + 0.300%), 03/25/2036 | | | | | 270,853 | | | | | | 0.0 | | |
2,533,829 (4) | | | GSAA Home Equity Trust 2006-4 4A3, 3.067%, 03/25/2036 | | | | | 2,032,650 | | | | | | 0.1 | | |
986,087 | | | GSAA Home Equity Trust 2007-1 1A1, 0.189%, (US0001M + 0.080%), 02/25/2037 | | | | | 421,854 | | | | | | 0.0 | | |
1,010,124 (4) | | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | | | 587,917 | | | | | | 0.0 | | |
1,021,820 (4) | | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | | | 666,142 | | | | | | 0.1 | | |
525,640 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.569%, (US0001M + 0.230%), 02/25/2037 | | | | | 499,821 | | | | | | 0.0 | | |
3,792,554 (4) | | | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.818%, 02/25/2035 | | | | | 3,663,663 | | | | | | 0.2 | | |
| | | | | | | | 13,702,143 | | | | | | 0.6 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: 14.1% | | ||||||||||||
2,396,267��(2) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | $ | 2,360,476 | | | | | | 0.1 | | |
3,089,000 (2) | | | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | | | | | 3,142,883 | | | | | | 0.1 | | |
4,234,000 (2) | | | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 09/25/2059 | | | | | 4,304,717 | | | | | | 0.2 | | |
2,500,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.137%, (US0003M + 1.950%), 04/14/2029 | | | | | 2,475,877 | | | | | | 0.1 | | |
2,000,000 (2) | | | AMMC CLO XI Ltd. 2012-11A CR2, 2.105%, (US0003M + 1.900%), 04/30/2031 | | | | | 1,984,588 | | | | | | 0.1 | | |
4,750,000 (2) | | | Apidos CLO XI 2012-11A CRR, 2.723%, (US0003M + 2.500%), 10/17/2030 | | | | | 4,750,641 | | | | | | 0.2 | | |
9,000,000 (2) | | | Apidos CLO XXII 2015-22A BR, 2.174%, (US0003M + 1.950%), 04/20/2031 | | | | | 9,000,801 | | | | | | 0.4 | | |
2,700,000 (2) | | | Apidos CLO XXIV 2016-24A BRR, 2.167%, (US0003M + 2.050%), 10/20/2030 | | | | | 2,693,282 | | | | | | 0.1 | | |
5,000,000 (2) | | | Apidos CLO XXXIII 2020-33A B, 2.418%, (US0003M + 2.200%), 07/24/2031 | | | | | 5,010,970 | | | | | | 0.2 | | |
1,641,750 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 1,693,246 | | | | | | 0.1 | | |
746,250 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 788,004 | | | | | | 0.0 | | |
1,519,054 (2) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | | 1,559,662 | | | | | | 0.1 | | |
1,100,000 (2) | | | Ares XLII Clo Ltd. 2017-42A C, 2.422%, (US0003M + 2.200%), 01/22/2028 | | | | | 1,100,228 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,500,000 (2) | | | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | | | | $ | 2,500,653 | | | | | | 0.1 | | |
750,000 (2) | | | Atrium CDO Corp. 12A CR, 1.872%, (US0003M + 1.650%), 04/22/2027 | | | | | 750,006 | | | | | | 0.0 | | |
2,000,000 (2) | | | Babson CLO Ltd. 2018-3A C, 2.124%, (US0003M + 1.900%), 07/20/2029 | | | | | 1,980,102 | | | | | | 0.1 | | |
6,000,000 (2) | | | Barings Clo Ltd. 2019-4A C, 3.041%, (US0003M + 2.800%), 01/15/2033 | | | | | 6,022,602 | | | | | | 0.2 | | |
2,000,000 (2) | | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.374%, (US0003M + 2.150%), 04/20/2031 | | | | | 1,984,840 | | | | | | 0.1 | | |
1,250,000 (2) | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA BR, 1.773%, (US0003M + 1.550%), 07/18/2027 | | | | | 1,246,985 | | | | | | 0.1 | | |
500,000 (2) | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 2.623%, (US0003M + 2.400%), 07/18/2027 | | | | | 499,996 | | | | | | 0.0 | | |
2,760,000 (2) | | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.391%, (US0003M + 2.150%), 04/20/2034 | | | | | 2,744,185 | | | | | | 0.1 | | |
15,120,000 (2) | | | Benefit Street Partners CLO XII Ltd. 2017-12A A1, 1.491%, (US0003M + 1.250%), 10/15/2030 | | | | | 15,124,203 | | | | | | 0.6 | | |
1,000,000 (2) | | | BlueMountain CLO 2013-2A CR, 2.172%, (US0003M + 1.950%), 10/22/2030 | | | | | 991,362 | | | | | | 0.0 | | |
1,000,000 (2) | | | BlueMountain CLO 2015-4 CR Ltd., 2.124%, (US0003M + 1.900%), 04/20/2030 | | | | | 987,865 | | | | | | 0.0 | | |
1,250,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 2.113%, (US0003M + 2.000%), 04/15/2034 | | | | | 1,243,866 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,750,000 (2) | | | BlueMountain CLO XXV Ltd. 2019-25A C, 2.691%, (US0003M + 2.450%), 07/15/2032 | | | | $ | 3,751,620 | | | | | | 0.2 | | |
4,000,000 (2) | | | Bristol Park CLO Ltd. 2016-1A CR, 2.191%, (US0003M + 1.950%), 04/15/2029 | | | | | 4,000,500 | | | | | | 0.2 | | |
750,000 (2) | | | Buttermilk Park CLO Ltd. 2018-1A C, 2.341%, (US0003M + 2.100%), 10/15/2031 | | | | | 750,062 | | | | | | 0.0 | | |
1,500,000 (2) | | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 3.069%, (US0003M + 2.850%), 07/28/2028 | | | | | 1,461,893 | | | | | | 0.1 | | |
1,500,000 (2) | | | Carlyle US CLO 2016-4A BR Ltd., 2.324%, (US0003M + 2.100%), 10/20/2027 | | | | | 1,500,024 | | | | | | 0.1 | | |
1,000,000 (2) | | | Cent CLO C17A BR Ltd., 2.055%, (US0003M + 1.850%), 04/30/2031 | | | | | 1,000,019 | | | | | | 0.0 | | |
1,500,000 (2) | | | CIFC Funding 2013-IA BR Ltd., 2.623%, (US0003M + 2.400%), 07/16/2030 | | | | | 1,500,184 | | | | | | 0.1 | | |
2,000,000 (2) | | | CIFC Funding 2014-4RA B Ltd., 2.423%, (US0003M + 2.200%), 10/17/2030 | | | | | 2,000,348 | | | | | | 0.1 | | |
5,900,000 (2) | | | CIFC Funding 2015-4A BR2 Ltd., 2.009%, (US0003M + 1.900%), 04/20/2034 | | | | | 5,890,147 | | | | | | 0.2 | | |
6,250,000 (2) | | | CIFC Funding 2017-2A C, 2.574%, (US0003M + 2.350%), 04/20/2030 | | | | | 6,251,000 | | | | | | 0.3 | | |
5,500,000 (2) | | | CIFC Funding 2019-2A CR Ltd., 2.294%, (US0003M + 2.100%), 04/17/2034 | | | | | 5,500,583 | | | | | | 0.2 | | |
1,100,000 | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.814%, (US0001M + 0.705%), 09/25/2035 | | | | | 1,089,199 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,750,000 (2) | | | Cumberland Park CLO Ltd. 2015-2A CR, 2.024%, (US0003M + 1.800%), 07/20/2028 | | | | $ | 1,750,625 | | | | | | 0.1 | | |
837,250 (2) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 907,296 | | | | | | 0.0 | | |
443,250 (2) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 470,584 | | | | | | 0.0 | | |
574,500 (2) | | | Domino’s Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | | | 607,379 | | | | | | 0.0 | | |
1,067,000 (2) | | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,151,739 | | | | | | 0.1 | | |
3,055,500 (2) | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 3,072,586 | | | | | | 0.1 | | |
2,306,900 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 2,431,373 | | | | | | 0.1 | | |
3,514,500 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 3,703,779 | | | | | | 0.2 | | |
2,156,000 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 2,281,330 | | | | | | 0.1 | | |
1,215,625 (2) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 1,296,613 | | | | | | 0.1 | | |
2,750,000 (2) | | | Dryden 30 Senior Loan Fund 2013-30A DR, 2.794%, (US0003M + 2.600%), 11/15/2028 | | | | | 2,665,847 | | | | | | 0.1 | | |
1,750,000 (2) | | | Dryden 55 CLO Ltd. 2018-55A C, 2.141%, (US0003M + 1.900%), 04/15/2031 | | | | | 1,750,095 | | | | | | 0.1 | | |
5,000,000 (2) | | | Dryden 75 CLO Ltd. 2019-75A CR2, 1.994%, (US0003M + 1.800%), 04/15/2034 | | | | | 5,000,495 | | | | | | 0.2 | | |
1,150,000 (2) | | | Dryden XXV Senior Loan Fund 2012-25A DRR, 3.241%, (US0003M + 3.000%), 10/15/2027 | | | | | 1,123,694 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,061,863 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | $ | 3,198,482 | | | | | | 0.1 | | |
750,000 (2) | | | Galaxy XXII CLO Ltd. 2016-22A DR, 3.323%, (US0003M + 3.100%), 07/16/2028 | | | | | 745,064 | | | | | | 0.0 | | |
906,837 (2) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 975,689 | | | | | | 0.0 | | |
3,235,110 (2) | | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | | | 3,383,898 | | | | | | 0.1 | | |
4,500,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 2.224%, (US0003M + 2.000%), 10/20/2027 | | | | | 4,501,026 | | | | | | 0.2 | | |
1,000,000 (2) | | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | | | 1,077,823 | | | | | | 0.0 | | |
1,600,000 (2) | | | Kayne CLO 10 Ltd. 2021-10A C, 1.944%, (US0003M + 1.750%), 04/23/2034 | | | | | 1,597,331 | | | | | | 0.1 | | |
1,710,000 (2) | | | Kayne CLO I Ltd. 2018-1A CR, 1.918%, (US0003M + 1.750%), 07/15/2031 | | | | | 1,708,996 | | | | | | 0.1 | | |
1,350,000 (2) | | | LCM XVIII L.P. 18A CR, 2.074%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,336,611 | | | | | | 0.1 | | |
1,000,000 (2) | | | LCM XX L.P. 20A-CR, 2.174%, (US0003M + 1.950%), 10/20/2027 | | | | | 1,000,100 | | | | | | 0.0 | | |
2,800,000 (2) | | | LCM XXIV Ltd. 24A CR, 2.094%, (US0003M + 1.900%), 03/20/2030 | | | | | 2,791,090 | | | | | | 0.1 | | |
900,379 (2) | | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | | | 908,354 | | | | | | 0.0 | | |
1,000,000 (2) | | | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.123%, (US0003M + 1.900%), 04/19/2030 | | | | | 997,822 | | | | | | 0.0 | | |
2,500,000 (2) | | | Madison Park Funding XIX Ltd. 2015-19A B1R2, 2.072%, (US0003M + 1.850%), 01/22/2028 | | | | | 2,500,355 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
6,000,000 (2) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.091%, (US0003M + 2.850%), 10/15/2032 | | | | $ | 6,011,706 | | | | | | 0.2 | | |
1,000,000 (2) | | | Magnetite VIII Ltd. 2014-8A CR2, 2.091%, (US0003M + 1.850%), 04/15/2031 | | | | | 995,792 | | | | | | 0.0 | | |
1,700,000 (2) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 1,743,668 | | | | | | 0.1 | | |
1,700,000 (2) | | | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | | | | | 1,734,347 | | | | | | 0.1 | | |
2,000,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 2,047,583 | | | | | | 0.1 | | |
4,050,000 (2) | | | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | | | | | 4,114,414 | | | | | | 0.2 | | |
1,950,000 (2) | | | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | | | | | 1,992,952 | | | | | | 0.1 | | |
1,600,000 (2) | | | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | | | | | 1,638,107 | | | | | | 0.1 | | |
2,203,418 (2) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 2,330,425 | | | | | | 0.1 | | |
810,253 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 875,671 | | | | | | 0.0 | | |
1,979,499 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 2,103,252 | | | | | | 0.1 | | |
1,828,037 (2) | | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | | | 2,003,024 | | | | | | 0.1 | | |
742,234 (2) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | | 777,040 | | | | | | 0.0 | | |
1,455,734 (2) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 1,568,749 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,500,000 (2) | | | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.173%, (US0003M + 1.950%), 04/19/2030 | | | | $ | 3,500,536 | | | | | | 0.1 | | |
7,700,000 (2) | | | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 1.944%, (US0003M + 1.750%), 01/20/2031 | | | | | 7,680,265 | | | | | | 0.3 | | |
2,300,000 (2) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.676%, (US0003M + 2.450%), 10/16/2032 | | | | | 2,305,078 | | | | | | 0.1 | | |
700,000 (2) | | | Ocean Trails CLO IV 2013-4A DR, 3.194%, (US0003M + 3.000%), 08/13/2025 | | | | | 700,023 | | | | | | 0.0 | | |
3,550,000 (2) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.174%, (US0003M + 1.950%), 03/17/2030 | | | | | 3,535,253 | | | | | | 0.1 | | |
7,470,000 (2) | | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.274%, (US0003M + 2.050%), 07/20/2030 | | | | | 7,470,045 | | | | | | 0.3 | | |
2,250,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A C, 2.491%, (US0003M + 2.250%), 07/15/2029 | | | | | 2,250,241 | | | | | | 0.1 | | |
4,500,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.244%, (US0003M + 2.050%), 07/15/2029 | | | | | 4,500,000 | | | | | | 0.2 | | |
600,000 (2) | | | Octagon Investment Partners 33 Ltd. 2017-1A B, 2.074%, (US0003M + 1.850%), 01/20/2031 | | | | | 599,652 | | | | | | 0.0 | | |
3,250,000 (2) | | | Octagon Investment Partners 48 Ltd. 2020-3A B, 2.082%, (US0003M + 1.850%), 10/20/2031 | | | | | 3,256,156 | | | | | | 0.1 | | |
1,000,000 (2) | | | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 2.091%, (US0003M + 1.850%), 07/15/2027 | | | | | 1,000,104 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,500,000 (2) | | | OHA Credit Funding 3 Ltd. 2019-3A C, 2.674%, (US0003M + 2.450%), 07/20/2032 | | | | $ | 1,502,060 | | | | | | 0.1 | | |
3,000,000 (2) | | | Palmer Square Loan Funding 2018-4 D Ltd., 4.444%, (US0003M + 4.250%), 11/15/2026 | | | | | 2,948,403 | | | | | | 0.1 | | |
4,250,000 (2) | | | Palmer Square Loan Funding 2021-2A C Ltd., 2.594%, (US0003M + 2.400%), 05/20/2029 | | | | | 4,250,442 | | | | | | 0.2 | | |
432,806 (4) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.638%, 01/25/2036 | | | | | 437,749 | | | | | | 0.0 | | |
2,419,375 (2) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 2,476,913 | | | | | | 0.1 | | |
1,100,000 (2) | | | Recette Clo Ltd. 2015-1A CRR, 1.859%, (US0003M + 1.750%), 04/20/2034 | | | | | 1,096,321 | | | | | | 0.0 | | |
3,270,000 (2) | | | Shackleton 2019-15A CR CLO Ltd., 2.298%, (US0003M + 2.150%), 01/15/2032 | | | | | 3,253,585 | | | | | | 0.1 | | |
383,114 (2)(4) | | | SoFi Consumer Loan Program 2017-1 B, 4.730%, 01/26/2026 | | | | | 385,962 | | | | | | 0.0 | | |
1,985,000 (2) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 2,047,635 | | | | | | 0.1 | | |
2,050,000 (2) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 2,117,558 | | | | | | 0.1 | | |
3,000,000 (2) | | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | | | 3,132,034 | | | | | | 0.1 | | |
2,750,000 (2) | | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | | | 2,848,102 | | | | | | 0.1 | | |
3,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 3,116,416 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,000,000 (2) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | $ | 4,148,003 | | | | | | 0.2 | | |
2,000,000 (2) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 2,050,046 | | | | | | 0.1 | | |
600,000 (2) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 613,235 | | | | | | 0.0 | | |
2,100,000 (2) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 2,138,778 | | | | | | 0.1 | | |
1,200,000 (2) | | | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | | | | | 1,217,850 | | | | | | 0.1 | | |
1,928,875 (2) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 2,007,260 | | | | | | 0.1 | | |
5,700,000 (2) | | | Sound Point Clo XIV Ltd. 2016-3A CR, 2.221%, (US0003M + 2.050%), 01/23/2029 | | | | | 5,680,683 | | | | | | 0.2 | | |
11,820,000 (2) | | | Sound Point CLO XXVIII Ltd. 2020-3A A1, 1.535%, (US0003M + 1.280%), 01/25/2032 | | | | | 11,834,444 | | | | | | 0.5 | | |
5,031,292 (2) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 5,177,187 | | | | | | 0.2 | | |
1,894,819 (2) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,086,249 | | | | | | 0.1 | | |
3,728,327 (2) | | | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 01/30/2055 | | | | | 3,947,314 | | | | | | 0.2 | | |
1,075,250 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,179,783 | | | | | | 0.1 | | |
1,000,000 (2) | | | TCI-Flatiron Clo 2017-1A C Ltd., 2.042%, (US0003M + 1.850%), 11/18/2030 | | | | | 1,000,137 | | | | | | 0.0 | | |
2,250,000 (2) | | | TCI-Flatiron Clo 2018-1A CR Ltd., 1.894%, (US0003M + 1.750%), 01/29/2032 | | | | | 2,250,218 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,100,000 (2) | | | TCW CLO 2021-1A C Ltd., 2.009%, (US0003M + 1.900%), 03/18/2034 | | | | $ | 3,094,860 | | | | | | 0.1 | | |
4,000,000 (2) | | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | | | 3,952,794 | | | | | | 0.2 | | |
3,450,000 (2) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 3,408,902 | | | | | | 0.1 | | |
2,000,000 (2) | | | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.173%, (US0003M + 1.950%), 07/18/2031 | | | | | 1,984,102 | | | | | | 0.1 | | |
4,000,000 (2) | | | THL Credit Wind River 2014-2A AR CLO Ltd., 1.381%, (US0003M + 1.140%), 01/15/2031 | | | | | 3,999,992 | | | | | | 0.2 | | |
1,000,000 (2) | | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.341%, (US0003M + 2.100%), 07/15/2028 | | | | | 1,000,053 | | | | | | 0.0 | | |
2,000,000 (2)(4) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 2,116,270 | | | | | | 0.1 | | |
2,500,000 (2)(4) | | | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | | | | | 2,629,171 | | | | | | 0.1 | | |
1,500,000 (2) | | | Upland CLO Ltd. 2016-1A BR, 2.074%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,500,059 | | | | | | 0.1 | | |
1,795,000 (2) | | | Venture XX CLO Ltd. 2015-20A CR, 2.141%, (US0003M + 1.900%), 04/15/2027 | | | | | 1,795,111 | | | | | | 0.1 | | |
4,000,000 (2) | | | Venture XXVII CLO Ltd. 2017-27A CR, 2.414%, (US0003M + 2.300%), 07/20/2030 | | | | | 3,980,720 | | | | | | 0.2 | | |
2,757,375 (2) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 2,846,790 | | | | | | 0.1 | | |
967,500 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,023,403 | | | | | | 0.0 | | |
3,255,500 (2) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 3,458,788 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (2) | | | West CLO 2014-2A BR Ltd., 1.973%, (US0003M + 1.750%), 01/16/2027 | | | | $ | 2,000,144 | | | | | | 0.1 | | |
| | | | | | | | 347,043,304 | | | | | | 14.1 | | |
| | | Student Loan Asset-Backed Securities: 1.0% | | ||||||||||||
137,434 (2) | | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | | | 140,739 | | | | | | 0.0 | | |
110,145 (2) | | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 110,937 | | | | | | 0.0 | | |
632,524 (2) | | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | | | 656,624 | | | | | | 0.0 | | |
1,568,384 (2)(4) | | | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | | | | | 1,602,113 | | | | | | 0.1 | | |
1,092,294 (2) | | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | | | 1,100,800 | | | | | | 0.1 | | |
4,000,000 (2) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 3,835,490 | | | | | | 0.2 | | |
1,000,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,021,814 | | | | | | 0.0 | | |
2,250,000 (2)(4) | | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | | | 2,327,413 | | | | | | 0.1 | | |
1,000,000 (2)(4) | | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 1,051,265 | | | | | | 0.0 | | |
1,000,000 (2)(4) | | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | | 1,044,067 | | | | | | 0.0 | | |
1,000,000 (2) | | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | | 1,043,918 | | | | | | 0.0 | | |
1,000,000 (2) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,059,203 | | | | | | 0.1 | | |
2,000,000 (2) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 2,080,410 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
3,000,000 (2) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | $ | 3,028,730 | | | | | | 0.1 | | |
4,400,000 (2) | | | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | | | | | 4,256,783 | | | | | | 0.2 | | |
| | | | | | | | 24,360,306 | | | | | | 1.0 | | |
| | | Total Asset-Backed Securities (Cost $407,930,614) | | | | | 413,445,800 | | | | | | 16.8 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.9% | | |||||||||||||||
5,000,000 (2) | | | Alen 2021-ACEN E Mortgage Trust, 4.106%, (US0001M + 4.000%), 04/15/2038 | | | | | 5,027,546 | | | | | | 0.2 | | |
1,000,000 (2)(4) | | | BAMLL RE-Remic Trust 2014-FRR8 A, 2.101%, 11/26/2047 | | | | | 922,351 | | | | | | 0.0 | | |
1,290,000 (2)(6) | | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | | | 1,212,219 | | | | | | 0.1 | | |
3,670,000 (2)(4) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.393%, 05/27/2021 | | | | | 3,651,078 | | | | | | 0.2 | | |
6,700,000 (2) | | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | | 4,178,056 | | | | | | 0.2 | | |
5,320,000 (2)(4)(5) | | | BANK 2017-BNK4 XE, 1.465%, 05/15/2050 | | | | | 393,759 | | | | | | 0.0 | | |
4,380,000 (2) | | | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | | | | | 3,827,315 | | | | | | 0.2 | | |
1,600,000 (2)(4) | | | BANK 2017-BNK6 E, 2.647%, 07/15/2060 | | | | | 885,400 | | | | | | 0.0 | | |
16,600,000 (2)(4)(5) | | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | | | 1,349,145 | | | | | | 0.1 | | |
50,904,507 (4)(5) | | | BANK 2019-BN17 XA, 1.031%, 04/15/2052 | | | | | 3,618,684 | | | | | | 0.1 | | |
10,219,092 (4)(5) | | | BANK 2019-BNK16 XA, 0.961%, 02/15/2052 | | | | | 629,582 | | | | | | 0.0 | | |
29,258,136 (4)(5) | | | Bank 2019-BNK19 XA, 0.959%, 08/15/2061 | | | | | 1,997,087 | | | | | | 0.1 | | |
58,481,665 (4)(5) | | | BANK 2019-BNK22 XA, 0.601%, 11/15/2062 | | | | | 2,652,734 | | | | | | 0.1 | | |
4,590,000 (2) | | | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | | | | | 4,095,488 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
104,000,012 (4)(5) | | | Benchmark 2018-B7 XA Mortgage Trust, 0.440%, 05/15/2053 | | | | $ | 2,734,056 | | | | | | 0.1 | | |
53,110,258 (4)(5) | | | BENCHMARK 2019-B10 XA Mortgage Trust, 1.229%, 03/15/2062 | | | | | 4,145,904 | | | | | | 0.2 | | |
42,285,000 (2)(4)(5) | | | BENCHMARK 2019-B10 XB Mortgage Trust, 0.900%, 03/15/2062 | | | | | 2,867,185 | | | | | | 0.1 | | |
43,772,180 (4)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.065%, 08/15/2052 | | | | | 2,826,847 | | | | | | 0.1 | | |
3,090,000 (2) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 2,804,442 | | | | | | 0.1 | | |
7,330,000 (2)(4)(5) | | | Benchmark 2019-B9 XD Mortgage Trust, 2.002%, 03/15/2052 | | | | | 1,020,409 | | | | | | 0.0 | | |
2,440,000 (2) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 2,491,308 | | | | | | 0.1 | | |
1,741,000 (2) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 1,761,257 | | | | | | 0.1 | | |
17,500,000 (4)(5) | | | Benchmark 2021-B24 XA Mortgage Trust, 1.275%, 03/15/2054 | | | | | 1,565,021 | | | | | | 0.1 | | |
75,678,242 (4)(5) | | | BMARK 2018-B4 XA, 0.514%, 07/15/2051 | | | | | 2,012,178 | | | | | | 0.1 | | |
2,653,000 (2)(6) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 1,954,665 | | | | | | 0.1 | | |
8,069,000 (2)(4) | | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.211%, 05/25/2052 | | | | | 6,968,644 | | | | | | 0.3 | | |
3,002,000 (2)(4) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.526%, 05/25/2052 | | | | | 2,679,609 | | | | | | 0.1 | | |
1,923,345 (2) | | | BX Commercial Mortgage Trust 2019-XL J, 2.756%, (US0001M + 2.650%), 10/15/2036 | | | | | 1,926,988 | | | | | | 0.1 | | |
3,710,000 (2)(4) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 3,695,221 | | | | | | 0.2 | | |
4,990,000 (2)(4) | | | CALI Mortgage Trust 2019-101C E, 4.324%, 03/10/2039 | | | | | 4,829,021 | | | | | | 0.2 | | |
92,096,479 (4)(5) | | | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.141%, 05/15/2052 | | | | | 6,572,686 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
40,386,980 (4)(5) | | | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.237%, 11/15/2052 | | | | $ | 3,248,337 | | | | | | 0.1 | | |
7,402,740 (4)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.409%, 08/10/2049 | | | | | 447,767 | | | | | | 0.0 | | |
14,660,000 (2)(4)(5) | | | CD 2016-CD1 Mortgage Trust XB, 0.724%, 08/10/2049 | | | | | 519,146 | | | | | | 0.0 | | |
1,647,957 (2)(4) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.896%, 04/15/2044 | | | | | 1,637,406 | | | | | | 0.1 | | |
5,060,000 (2) | | | CGDB Commercial Mortgage Trust 2019-MOB E, 2.106%, (US0001M + 2.000%), 11/15/2036 | | | | | 5,020,331 | | | | | | 0.2 | | |
4,640,000 (2) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.656%, (US0001M + 2.550%), 11/15/2036 | | | | | 4,583,624 | | | | | | 0.2 | | |
1,000,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.110%, 11/10/2046 | | | | | 909,023 | | | | | | 0.0 | | |
4,126,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.593%, 03/10/2047 | | | | | 3,372,337 | | | | | | 0.1 | | |
6,030,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | | | 3,672,448 | | | | | | 0.2 | | |
2,130,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 0.091%, 08/10/2049 | | | | | 1,640,127 | | | | | | 0.1 | | |
12,040,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.722%, 07/10/2049 | | | | | 8,196,637 | | | | | | 0.3 | | |
5,790,000 (2)(4) | | | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.722%, 07/10/2049 | | | | | 3,258,797 | | | | | | 0.1 | | |
3,080,000 (2) | | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | | | 2,452,501 | | | | | | 0.1 | | |
26,500,900 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.084%, 10/12/2050 | | | | | 1,351,517 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
33,932,820 (4)(5) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 0.877%, 12/15/2072 | | | | $ | 2,171,290 | | | | | | 0.1 | | |
40,865,364 (4)(5) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.058%, 08/10/2056 | | | | | 2,819,825 | | | | | | 0.1 | | |
3,000,000 (4) | | | COMM 2012-CCRE2 C Mortgage Trust, 4.832%, 08/15/2045 | | | | | 2,987,999 | | | | | | 0.1 | | |
10,721,055 (4)(5) | | | COMM 2012-CR3 XA, 1.843%, 10/15/2045 | | | | | 185,372 | | | | | | 0.0 | | |
846,408 (4)(5) | | | COMM 2012-CR4 XA, 1.673%, 10/15/2045 | | | | | 17,138 | | | | | | 0.0 | | |
6,670,472 (2)(4)(5) | | | COMM 2012-LTRT XA, 0.877%, 10/05/2030 | | | | | 60,965 | | | | | | 0.0 | | |
1,670,000 (2)(4) | | | COMM 2013-CR10 E Mortgage Trust, 4.790%, 08/10/2046 | | | | | 1,534,771 | | | | | | 0.1 | | |
3,460,000 (2)(4) | | | COMM 2013-CR10 F Mortgage Trust, 4.790%, 08/10/2046 | | | | | 3,068,376 | | | | | | 0.1 | | |
5,070,000 (2)(4) | | | COMM 2013-GAM F, 3.426%, 02/10/2028 | | | | | 4,583,497 | | | | | | 0.2 | | |
2,200,000 (2)(4) | | | COMM 2013-LC6 D Mortgage Trust, 4.305%, 01/10/2046 | | | | | 2,126,405 | | | | | | 0.1 | | |
10,797,097 (4)(5) | | | COMM 2016-COR1 XA, 1.394%, 10/10/2049 | | | | | 592,768 | | | | | | 0.0 | | |
2,644,503 (4)(5) | | | COMM 2016-CR28 XA, 0.705%, 02/10/2049 | | | | | 69,936 | | | | | | 0.0 | | |
21,263,165 (4)(5) | | | COMM 2017-COR2 XA, 1.161%, 09/10/2050 | | | | | 1,327,015 | | | | | | 0.1 | | |
3,500,000 (2)(4) | | | COMM 2020-CBM F Mortgage Trust, 3.633%, 11/13/2039 | | | | | 3,257,275 | | | | | | 0.1 | | |
3,840,000 (2) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.756%, (US0001M + 2.650%), 05/15/2036 | | | | | 3,848,534 | | | | | | 0.2 | | |
1,430,000 (4) | | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.190%, 06/15/2057 | | | | | 1,372,732 | | | | | | 0.1 | | |
2,760,000 (2) | | | CSWF 2018-TOP F, 2.856%, (US0001M + 2.750%), 08/15/2035 | | | | | 2,747,146 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,800,000 (2)(4) | | | DBJPM 16-C3 F Mortgage Trust, 4.240%, 08/10/2049 | | | | $ | 3,055,424 | | | | | | 0.1 | | |
2,108,390 (2)(4) | | | DBUBS 2011-LC1A F Mortgage Trust, 6.141%, 11/10/2046 | | | | | 2,101,894 | | | | | | 0.1 | | |
6,080,000 (2)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.615%, 07/10/2044 | | | | | 5,112,398 | | | | | | 0.2 | | |
4,500,000 (2) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.765%, (US0001M + 3.650%), 07/10/2044 | | | | | 3,376,313 | | | | | | 0.1 | | |
8,095,000 (2)(4) | | | DBUBS 2011-LC2A D, 5.615%, 07/10/2044 | | | | | 7,997,465 | | | | | | 0.3 | | |
2,300,000 (2)(4) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.530%, 10/10/2034 | | | | | 2,352,300 | | | | | | 0.1 | | |
5,000,000 (2) | | | DBWF 2018-GLKS D Mortgage Trust, 2.510%, (US0001M + 2.400%), 11/19/2035 | | | | | 4,979,059 | | | | | | 0.2 | | |
4,160,000 (2) | | | Exantas Capital Corp. 2019-RSO7 D Ltd., 2.808%, (US0001M + 2.700%), 04/15/2036 | | | | | 4,086,678 | | | | | | 0.2 | | |
1,570,000 (2)(4) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 3.963%, 12/10/2036 | | | | | 1,586,501 | | | | | | 0.1 | | |
20,168,883 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.583%, 04/25/2030 | | | | | 2,451,645 | | | | | | 0.1 | | |
1,435,516 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 5.074%, 02/25/2041 | | | | | 38,121 | | | | | | 0.0 | | |
610,382 (2)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 212 | | | | | | 0.0 | | |
4,142,772 (2) | | | FREMF Mortgage Trust 2018-KBF2 C, 4.619%, (US0001M + 4.500%), 10/25/2025 | | | | | 4,146,337 | | | | | | 0.2 | | |
3,300,000 (2) | | | FREMF Mortgage Trust 2019-KBF3 C, 4.869%, (US0001M + 4.750%), 01/25/2029 | | | | | 3,339,506 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,008,000 (2)(4) | | | Grace Trust 2020-GRCE E, 2.680%, 12/10/2040 | | | | $ | 3,688,396 | | | | | | 0.2 | | |
3,080,000 (4) | | | GS Mortgage Securities Trust 2012-GCJ7 C, 5.622%, 05/10/2045 | | | | | 3,196,163 | | | | | | 0.1 | | |
2,000,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.206%, (US0001M + 2.100%), 07/15/2035 | | | | | 1,845,165 | | | | | | 0.1 | | |
4,230,000 (2) | | | GS Mortgage Securities Corp. Trust 2019-70P E, 2.306%, (US0001M + 2.200%), 10/15/2036 | | | | | 4,127,006 | | | | | | 0.2 | | |
15,518,000 (2)(4) | | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | | | 11,325,871 | | | | | | 0.5 | | |
1,330,000 (2) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 697,472 | | | | | | 0.0 | | |
15,374,765 (4)(5) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.960%, 02/10/2052 | | | | | 983,570 | | | | | | 0.0 | | |
4,830,000 (2)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | | | | | 4,875,271 | | | | | | 0.2 | | |
3,710,000 (2)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | | | | | 3,451,000 | | | | | | 0.1 | | |
40,981,170 (4)(5) | | | GS Mortgage Securities Trust 2019-GC40 XA, 1.089%, 07/10/2052 | | | | | 2,899,643 | | | | | | 0.1 | | |
84,588,601 (4)(5) | | | GS Mortgage Securities Trust 2019-GSA1 XA, 0.831%, 11/10/2052 | | | | | 5,168,254 | | | | | | 0.2 | | |
4,460,000 (2)(4) | | | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | | | | | 4,283,063 | | | | | | 0.2 | | |
2,670,000 (2)(4) | | | Hudson Yards 2019-55HY F Mortgage Trust, 2.943%, 12/10/2041 | | | | | 2,495,544 | | | | | | 0.1 | | |
180,000 (2)(4) | | | IMT Trust 2017-APTS EFX, 3.497%, 06/15/2034 | | | | | 182,706 | | | | | | 0.0 | | |
2,549,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.889%, 01/15/2047 | | | | | 2,546,605 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
9,560,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | | | | $ | 7,964,963 | | | | | | 0.3 | | |
2,200,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 1,701,843 | | | | | | 0.1 | | |
1,405,000 (4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.655%, 08/15/2047 | | | | | 1,404,992 | | | | | | 0.1 | | |
47,670,211 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.206%, 02/15/2048 | | | | | 1,832,829 | | | | | | 0.1 | | |
49,643,412 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.969%, 10/15/2048 | | | | | 1,514,913 | | | | | | 0.1 | | |
3,760,000 (2)(4) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.153%, 12/27/2046 | | | | | 3,723,795 | | | | | | 0.2 | | |
20,746,971 (4)(5) | | | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 0.865%, 10/15/2050 | | | | | 930,062 | | | | | | 0.0 | | |
5,910,000 (2)(4) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | | | 5,966,106 | | | | | | 0.2 | | |
5,440,000 (2) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.266%, (US0001M + 2.160%), 07/15/2036 | | | | | 5,385,577 | | | | | | 0.2 | | |
1,800,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2019-BKWD E, 2.706%, (US0001M + 2.600%), 09/15/2029 | | | | | 1,787,048 | | | | | | 0.1 | | |
6,150,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | | | 6,082,985 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,000,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | $ | 4,916,772 | | | | | | 0.2 | | |
2,845,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.425%, 08/15/2046 | | | | | 2,564,659 | | | | | | 0.1 | | |
4,526,926 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.466%, 06/15/2045 | | | | | 24,059 | | | | | | 0.0 | | |
2,000,000 (4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.102%, 12/15/2047 | | | | | 2,018,725 | | | | | | 0.1 | | |
5,500,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 4,599,555 | | | | | | 0.2 | | |
3,630,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 3,569,491 | | | | | | 0.1 | | |
7,470,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 5,645,497 | | | | | | 0.2 | | |
23,442,973 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.713%, 07/15/2047 | | | | | 351,270 | | | | | | 0.0 | | |
3,810,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 3,697,090 | | | | | | 0.2 | | |
3,640,000 (2)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.862%, 12/05/2038 | | | | | 3,358,439 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.197%, 11/15/2045 | | | | $ | 988,652 | | | | | | 0.0 | | |
1,800,000 (2) | | | Life 2021-BMR F Mortgage Trust, 2.456%, (US0001M + 2.350%), 03/15/2038 | | | | | 1,808,269 | | | | | | 0.1 | | |
12,665,031 (2)(4)(5) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 0.985%, 03/10/2050 | | | | | 367,477 | | | | | | 0.0 | | |
4,472,490 (2) | | | MBRT 2019-MBR H1, 4.106%, (US0001M + 4.000%), 11/15/2036 | | | | | 4,364,027 | | | | | | 0.2 | | |
2,396,000 (2) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.608%, (US0001M + 2.500%), 07/15/2036 | | | | | 2,395,096 | | | | | | 0.1 | | |
6,737,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | | | 4,725,819 | | | | | | 0.2 | | |
11,094,107 (4)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 0.953%, 11/15/2046 | | | | | 229,295 | | | | | | 0.0 | | |
13,527,338 (4)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.001%, 12/15/2047 | | | | | 398,833 | | | | | | 0.0 | | |
5,649,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | | 5,043,228 | | | | | | 0.2 | | |
1,000,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.463%, 02/15/2048 | | | | | 1,067,462 | | | | | | 0.0 | | |
5,390,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | | | | | 5,273,775 | | | | | | 0.2 | | |
560,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | | | 539,153 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
15,448,400 (4)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.788%, 11/15/2052 | | | | $ | 641,896 | | | | | | 0.0 | | |
5,970,000 (2) | | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | | | 2,686,500 | | | | | | 0.1 | | |
4,268,000 (2) | | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | | | 640,520 | | | | | | 0.0 | | |
2,021,315 (2) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | ��� | 101,150 | | | | | | 0.0 | | |
4,841,000 (2)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 3,939,241 | | | | | | 0.2 | | |
25,660,000 (2)(4)(5) | | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.795%, 10/15/2051 | | | | | 3,134,715 | | | | | | 0.1 | | |
910,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 784,754 | | | | | | 0.0 | | |
38,240,547 (4)(5) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.786%, 12/15/2050 | | | | | 1,676,741 | | | | | | 0.1 | | |
13,000,000 (2) | | | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | | | | | 12,161,863 | | | | | | 0.5 | | |
790,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | | | 790,752 | | | | | | 0.0 | | |
10,151,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | | | 10,062,607 | | | | | | 0.4 | | |
5,310,000 (2)(4) | | | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.175%, 02/27/2051 | | | | | 4,696,784 | | | | | | 0.2 | | |
1,000,000 (2)(4) | | | UBS Commercial Mortgage Trust 2017-C5, 4.313%, 11/15/2050 | | | | | 940,931 | | | | | | 0.0 | | |
26,215,214 (4)(5) | | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.556%, 04/15/2052 | | | | | 2,507,428 | | | | | | 0.1 | | |
1,900,000 (2)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 1,333,686 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,240,000 (2)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | $ | 1,773,831 | | | | | | 0.1 | | |
3,596,000 (2)(4) | | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.499%, 09/15/2058 | | | | | 3,668,174 | | | | | | 0.2 | | |
5,940,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | | | | | 5,546,841 | | | | | | 0.2 | | |
78,780,000 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.528%, 11/15/2049 | | | | | 2,313,225 | | | | | | 0.1 | | |
20,419,948 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.947%, 10/15/2050 | | | | | 949,577 | | | | | | 0.0 | | |
39,648,444 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.616%, 08/15/2052 | | | | | 4,183,141 | | | | | | 0.2 | | |
7,735,000 (2)(4) | | | West Town Mall Trust 2017-KNOX E, 4.347%, 07/05/2030 | | | | | 7,320,270 | | | | | | 0.3 | | |
1,500,000 (2)(4) | | | WFLD 2014-MONT D Mortgage Trust, 3.755%, 08/10/2031 | | | | | 1,124,048 | | | | | | 0.0 | | |
358,217 (2)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.784%, 08/15/2045 | | | | | 5,213 | | | | | | 0.0 | | |
2,773,508 (2)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.874%, 11/15/2045 | | | | | 60,035 | | | | | | 0.0 | | |
9,230,000 (2)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.256%, 03/15/2045 | | | | | 7,762,848 | | | | | | 0.3 | | |
960,000 (2)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.256%, 03/15/2045 | | | | | 716,263 | | | | | | 0.0 | | |
10,350,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 8,934,483 | | | | | | 0.4 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,950,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | | | | $ | 4,885,828 | | | | | | 0.2 | | |
4,391,447 (2)(4)(5) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.180%, 03/15/2048 | | | | | 76,100 | | | | | | 0.0 | | |
9,000,000 (2)(4) | | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.039%, 12/15/2046 | | | | | 9,017,427 | | | | | | 0.4 | | |
760,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 643,387 | | | | | | 0.0 | | |
3,000,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | | | 2,240,408 | | | | | | 0.1 | | |
25,767,991 (4)(5) | | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.960%, 03/15/2046 | | | | | 550,180 | | | | | | 0.0 | | |
2,000,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 2,088,969 | | | | | | 0.1 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $488,902,254) | | | | | 462,968,081 | | | | | | 18.9 | | |
SOVEREIGN BONDS: 4.7% | | |||||||||||||||
368,192 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 123,915 | | | | | | 0.0 | | |
674,557 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | | | | | 202,711 | | | | | | 0.0 | | |
44,281 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 15,963 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
1,700,000 | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | $ | 1,652,162 | | | | | | 0.1 | | |
475,000 | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | | | 546,067 | | | | | | 0.0 | | |
2,700,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 2,899,503 | | | | | | 0.1 | | |
COP 2,906,200,000 | | | Colombian TES, 7.750%, 09/18/2030 | | | | | 835,327 | | | | | | 0.0 | | |
EUR 1,875,000 | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | | | 2,264,794 | | | | | | 0.1 | | |
800,000 | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | | | 876,803 | | | | | | 0.0 | | |
2,825,000 (2) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 2,860,312 | | | | | | 0.1 | | |
500,000 | | | Dominican Republic International Bond, 6.000%, 07/19/2028 | | | | | 564,500 | | | | | | 0.0 | | |
1,725,000 | | | Dominican Republic International Bond, 6.875%, 01/29/2026 | | | | | 2,006,175 | | | | | | 0.1 | | |
700,000 (2) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 657,552 | | | | | | 0.0 | | |
1,900,000 | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | | | 1,953,713 | | | | | | 0.1 | | |
4,200,000 | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | | | 4,570,335 | | | | | | 0.2 | | |
3,200,000 (2) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 3,284,800 | | | | | | 0.1 | | |
1,400,000 (2) | | | Export-Import Bank of India, 3.250%, 01/15/2030 | | | | | 1,394,329 | | | | | | 0.1 | | |
440,000 (2) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 426,273 | | | | | | 0.0 | | |
4,525,000 (2) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 4,384,313 | | | | | | 0.2 | | |
2,100,000 | | | Indonesia Government International Bond, 2.850%, 02/14/2030 | | | | | 2,143,634 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
IDR 32,649,000,000 | | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | | | | $ | 2,406,113 | | | | | | 0.1 | | |
IDR 52,304,000,000 | | | Indonesia Treasury Bond, 8.750%, 05/15/2031 | | | | | 4,082,557 | | | | | | 0.2 | | |
1,078,091 | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | | 1,081,271 | | | | | | 0.1 | | |
1,275,000 (2) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 1,301,706 | | | | | | 0.1 | | |
650,000 | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | | | 694,940 | | | | | | 0.0 | | |
1,350,000 (2) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,438,243 | | | | | | 0.1 | | |
500,000 (2) | | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 548,532 | | | | | | 0.0 | | |
1,200,000 (1) | | | Mexico Government International Bond, 3.250%, 04/16/2030 | | | | | 1,213,068 | | | | | | 0.1 | | |
700,000 | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | | | 610,400 | | | | | | 0.0 | | |
1,600,000 | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | | | 1,776,984 | | | | | | 0.1 | | |
450,000 | | | Nigeria Government International Bond, 6.500%, 11/28/2027 | | | | | 465,390 | | | | | | 0.0 | | |
600,000 | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | | | 625,328 | | | | | | 0.0 | | |
500,000 (2) | | | Oman Government International Bond, 6.750%, 10/28/2027 | | | | | 553,187 | | | | | | 0.0 | | |
1,300,000 (2) | | | Oman Government International Bond, 7.375%, 10/28/2032 | | | | | 1,445,275 | | | | | | 0.1 | | |
600,000 | | | Panama Government International Bond, 3.160%, 01/23/2030 | | | | | 625,293 | | | | | | 0.0 | | |
500,000 | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | | | 732,805 | | | | | | 0.0 | | |
PEN 9,681,000 | | | Peru Government Bond, 6.850%, 02/12/2042 | | | | | 2,765,253 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
PEN 6,498,000 | | | Peru Government Bond, 6.900%, 08/12/2037 | | | | $ | 1,870,543 | | | | | | 0.1 | | |
3,000,000 (1)(2) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,010,200 | | | | | | 0.1 | | |
750,000 (2) | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 828,788 | | | | | | 0.0 | | |
1,800,000 (2) | | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | | | 2,034,810 | | | | | | 0.1 | | |
ZAR 94,554,000 | | | Republic of South Africa Government Bond, 8.875%, 02/28/2035 | | | | | 5,442,645 | | | | | | 0.2 | | |
700,000 | | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | | | 690,830 | | | | | | 0.0 | | |
5,750,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 5,799,910 | | | | | | 0.2 | | |
RON 7,520,000 | | | Romania Government Bond, 3.250%, 04/29/2024 | | | | | 1,842,347 | | | | | | 0.1 | | |
RON 16,000,000 | | | Romania Government Bond, 5.800%, 07/26/2027 | | | | | 4,495,263 | | | | | | 0.2 | | |
1,360,000 (1)(2) | | | Romanian Government International Bond, 3.000%, 02/14/2031 | | | | | 1,363,053 | | | | | | 0.1 | | |
RUB 469,647,000 | | | Russian Federal Bond - OFZ, 7.250%, 05/10/ 2034 | | | | | 6,330,700 | | | | | | 0.3 | | |
800,000 | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | | | 876,408 | | | | | | 0.0 | | |
500,000 | | | Saudi Government International Bond, 3.625%, 03/04/2028 | | | | | 544,348 | | | | | | 0.0 | | |
2,000,000 | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 2,309,536 | | | | | | 0.1 | | |
1,300,000 | | | South Africa Government International Bond, 5.875%, 09/16/2025 | | | | | 1,436,981 | | | | | | 0.1 | | |
950,000 | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | | | 614,565 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
TRY 102,197,000 | | | Turkey Government Bond, 11.000%, 02/24/2027 | | | | $ | 9,059,700 | | | | | | 0.4 | | |
3,075,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 2,845,390 | | | | | | 0.1 | | |
1,100,000 | | | Turkey Government International Bond, 5.600%, 11/14/2024 | | | | | 1,080,646 | | | | | | 0.1 | | |
375,000 | | | Turkey Government International Bond, 5.750%, 03/22/2024 | | | | | 372,343 | | | | | | 0.0 | | |
500,000 | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | | | 496,635 | | | | | | 0.0 | | |
550,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 569,172 | | | | | | 0.0 | | |
450,000 | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | | | 453,812 | | | | | | 0.0 | | |
975,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | | | 1,053,000 | | | | | | 0.0 | | |
4,550,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | | 4,956,574 | | | | | | 0.2 | | |
| | | Total Sovereign Bonds | | | | | | | | | | | | | |
| | | (Cost $119,218,690) | | | | | 116,407,725 | | | | | | 4.7 | | |
U.S. TREASURY OBLIGATIONS: 0.8% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.2% | | ||||||||||||
1,000 | | | 1.250%, 05/15/2050 | | | | | 755 | | | | | | 0.0 | | |
4,707,900 | | | 1.625%, 11/15/2050 | | | | | 3,924,476 | | | | | | 0.2 | | |
| | | | | | | | 3,925,231 | | | | | | 0.2 | | |
| | | U.S. Treasury Notes: 0.6% | | ||||||||||||
1,695,300 | | | 0.125%, 03/31/2023 | | | | | 1,694,240 | | | | | | 0.1 | | |
3,902,000 | | | 0.250%, 03/15/2024 | | | | | 3,891,788 | | | | | | 0.2 | | |
858,000 | | | 0.375%, 09/30/2027 | | | | | 807,576 | | | | | | 0.0 | | |
7,440,000 | | | 0.750%, 03/31/2026 | | | | | 7,375,772 | | | | | | 0.3 | | |
1,117,000 | | | 1.125%, 02/15/2031 | | | | | 1,055,478 | | | | | | 0.0 | | |
772,000 | | | 1.250%, 03/31/2028 | | | | | 764,099 | | | | | | 0.0 | | |
| | | | | | | | 15,588,953 | | | | | | 0.6 | | |
| | | Total U.S. Treasury Obligations (Cost $19,959,008) | | | | | 19,514,184 | | | | | | 0.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: 13.7% | | |||||||||||||||
| | | Aerospace & Defense: 0.4% | | ||||||||||||
1,160,000 | | | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 4.944%, (US0003M + 4.750%), 04/20/2028 | | | | $ | 1,188,483 | | | | | | 0.1 | | |
565,000 | | | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 02/09/2028 | | | | | 559,350 | | | | | | 0.0 | | |
815,537 | | | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.500%, (US0006M + 3.500%), 01/17/2027 | | | | | 816,174 | | | | | | 0.0 | | |
1,136,511 | | | Amentum Government Services Holdings LLC Term Loan B, 3.609%, (US0001M + 3.500%), 01/29/2027 | | | | | 1,127,987 | | | | | | 0.1 | | |
1,808,870 | | | American Airlines, Inc. 2018 Term Loan B, 1.859%, (US0001M + 1.750%), 06/27/2025 | | | | | 1,603,435 | | | | | | 0.1 | | |
1,000,708 | | | KBR, Inc. 2020 Term Loan B, 2.859%, (US0001M + 2.750%), 02/05/2027 | | | | | 999,458 | | | | | | 0.0 | | |
1,169,340 | | | Maxar Technologies Ltd. Term Loan B, 2.860%, (US0001M + 2.750%), 10/04/2024 | | | | | 1,157,792 | | | | | | 0.1 | | |
1,017,082 | | | Peraton Holding Corp Delayed Draw Term Loan B, 3.944%, (US0003M + 3.750%), 02/01/2028 | | | | | 1,017,506 | | | | | | 0.0 | | |
577,918 | | | Peraton Holding Corp Term Loan B, 4.500%, (US0003M + 3.750%), 02/01/2028 | | | | | 578,159 | | | | | | 0.0 | | |
480,000 | | | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 | | | | | 504,810 | | | | | | 0.0 | | |
| | | | | | | | 9,553,154 | | | | | | 0.4 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Auto Components: 0.1% | | ||||||||||||
1,756,721 | | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.359%, (US0001M + 3.250%), 01/27/2027 | | | | $ | 1,738,467 | | | | | | 0.1 | | |
| | | | | | | | | | | | |||||
| | | Automotive: 0.6% | | ||||||||||||
2,606,508 | | | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/2024 | | | | | 2,593,476 | | | | | | 0.1 | | |
375,000 | | | Autokiniton US Holdings, Inc. 2021 Term Loan B, 4.944%, (US0003M + 4.750%), 03/29/2028 | | | | | 375,000 | | | | | | 0.0 | | |
331,500 | | | Autokiniton US Holdings, Inc. Term Loan, 5.865%, (US0001M + 5.750%), 05/22/2025 | | | | | 331,914 | | | | | | 0.0 | | |
876,880 | | | Belron Finance US LLC 2019 USD Term Loan B3, 2.462%, (US0003M + 2.250%), 10/30/2026 | | | | | 873,043 | | | | | | 0.0 | | |
1,094,950 | | | Belron Finance US LLC USD Term Loan B, 2.443%, (US0003M + 2.250%), 11/07/2024 | | | | | 1,094,950 | | | | | | 0.1 | | |
1,220,489 | | | Clarios Global LP 2021 USD Term Loan B, 3.359%, (US0001M + 3.250%), 04/30/2026 | | | | | 1,215,659 | | | | | | 0.1 | | |
1,421,431 | | | Dealer Tire, LLC 2020 Term Loan B, 4.359%, (US0001M + 4.250%), 12/12/2025 | | | | | 1,425,577 | | | | | | 0.1 | | |
1,913,295 | | | Gates Global LLC 2021 Term Loan B3, 3.500%, (US0001M + 2.750%), 03/31/2027 | | | | | 1,911,003 | | | | | | 0.1 | | |
501,498 | | | KAR Auction Services, Inc. 2019 Term Loan B6, 2.375%, (US0001M + 2.250%), 09/19/2026 | | | | | 492,931 | | | | | | 0.0 | | |
1,215,000 | | | Les Schwab Tire Centers Term Loan B, 4.250%, (US0006M + 3.500%), 11/02/2027 | | | | | 1,219,050 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Automotive (continued) | | ||||||||||||
997,463 | | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.358%, (US0001M + 3.250%), 05/14/2026 | | | | $ | 989,233 | | | | | | 0.0 | | |
630,000 | | | Truck Hero, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 01/31/2028 | | | | | 630,000 | | | | | | 0.0 | | |
740,006 | | | Wand NewCo 3, Inc. 2020 Term Loan, 3.109%, (US0001M + 3.000%), 02/05/2026 | | | | | 731,912 | | | | | | 0.0 | | |
630,000 | | | Wheel Pros, LLC 2020 Term Loan, 6.248%, (US0001M + 5.250%), 11/06/2027 | | | | | 629,409 | | | | | | 0.0 | | |
| | | | | | | | 14,513,157 | | | | | | 0.6 | | |
| | | Beverage & Tobacco: 0.1% | | ||||||||||||
1,695,598 | | | Sunshine Investments B.V. USD Term Loan B3, 3.448%, (US0003M + 3.250%), 03/28/2025 | | | | | 1,686,060 | | | | | | 0.1 | | |
690,000 | | | Triton Water Holdings, Inc Term Loan, 3.694%, (US0003M + 3.500%), 03/18/2028 | | | | | 688,460 | | | | | | 0.0 | | |
| | | | | | | | 2,374,520 | | | | | | 0.1 | | |
| | | Brokers: 0.0% | | ||||||||||||
300,000 | | | Park River Holdings Inc Term Loan, 4.000%, (US0003M + 3.250%), 12/28/2027 | | | | | 298,848 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Brokers, Dealers & Investment Houses: 0.1% | | ||||||||||||
1,716,631 | | | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.609%, (US0001M + 2.500%), 08/27/2025 | | | | | 1,643,317 | | | | | | 0.1 | | |
489,982 | | | Forest City Enterprises, L.P. 2019 Term Loan B, 3.609%, (US0001M + 3.500%), 12/08/2025 | | | | | 479,815 | | | | | | 0.0 | | |
| | | | | | | | 2,123,132 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Building & Development: 0.8% | | ||||||||||||
290,934 | | | Advanced Drainage Systems Inc Term Loan B, 2.375%, (US0001M + 2.250%), 07/31/2026 | | | | $ | 291,661 | | | | | | 0.0 | | |
1,612,870 | | | Core & Main LP 2017 Term Loan B, 3.750%, (US0003M + 2.750%), 08/01/2024 | | | | | 1,610,351 | | | | | | 0.1 | | |
1,748,120 | | | Cornerstone Building Brands, Inc. 2018 Term Loan, 3.856%, (US0001M + 3.750%), 04/12/2025 | | | | | 1,748,776 | | | | | | 0.1 | | |
1,650,000 | | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.444%, (US0003M + 3.250%), 04/12/2028 | | | | | 1,646,906 | | | | | | 0.1 | | |
690,000 | | | CP Atlas Buyer, Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 11/23/2027 | | | | | 686,496 | | | | | | 0.0 | | |
560,000 | | | Empire Today, LLC 2021 Term Loan, 4.194%, (US0003M + 4.000%), 03/08/2028 | | | | | 559,825 | | | | | | 0.0 | | |
565,000 | | | Foundation Building Materials Holding Company LLC 2021 Term Loan, 3.750%, (US0001M + 3.250%), 02/03/2028 | | | | | 560,586 | | | | | | 0.0 | | |
1,557,722 | | | GYP Holdings III Corp. 2018 Term Loan B, 2.859%, (US0001M + 2.750%), 06/01/2025 | | | | | 1,552,124 | | | | | | 0.1 | | |
980,216 | | | Henry Company LLC Term Loan B, 5.000%, (US0003M + 4.000%), 10/05/2023 | | | | | 983,126 | | | | | | 0.0 | | |
380,000 | | | Kodiak Building Partners Inc. Term Loan B, 4.000%, (US0003M + 3.250%), 03/12/2028 | | | | | 378,100 | | | | | | 0.0 | | |
173,636 | | | LBM Acquisition LLC Delayed Draw Term Loan, 3.944%, (US0003M + 3.750%), 12/17/2027 | | | | | 173,094 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Building & Development (continued) | | ||||||||||||
781,364 | | | LBM Acquisition LLC Term Loan B, 4.500%, (US0003M + 3.750%), 12/17/2027 | | | | $ | 778,922 | | | | | | 0.0 | | |
650,000 | | | LEB Holdings (USA), Inc Term Loan B, 4.750%, (US0003M + 4.000%), 11/02/2027 | | | | | 652,031 | | | | | | 0.0 | | |
1,616,394 | | | MX Holdings US, Inc. 2018 USD Term Loan B1C, 3.500%, (US0001M + 2.750%), 07/31/2025 | | | | | 1,618,414 | | | | | | 0.1 | | |
640,969 | | | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0003M + 5.500%), 11/09/2026 | | | | | 642,839 | | | | | | 0.0 | | |
1,133,147 | | | Quikrete Holdings, Inc. 2016 1st Lien Term Loan, 2.609%, (US0001M + 2.500%), 02/01/2027 | | | | | 1,126,773 | | | | | | 0.1 | | |
885,831 | | | Werner FinCo LP 2017 Term Loan, 5.000%, (US0003M + 4.000%), 07/24/2024 | | | | | 882,509 | | | | | | 0.0 | | |
1,825,425 | | | White Cap Buyer LLC Term Loan B, 4.500%, (US0006M + 4.000%), 10/19/2027 | | | | | 1,824,158 | | | | | | 0.1 | | |
405,000 | | | Wilsonart LLC 2017 Term Loan B, 3.444%, (US0003M + 3.250%), 12/19/2023 | | | | | 405,000 | | | | | | 0.0 | | |
1,213,468 | | | Zekelman Industries, Inc. 2020 Term Loan, 2.110%, (US0001M + 2.000%), 01/24/2027 | | | | | 1,200,069 | | | | | | 0.1 | | |
| | | | | | | | 19,321,761 | | | | | | 0.8 | | |
| | | Business Equipment & Services: 1.4% | | ||||||||||||
1,480,000 | | | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/2028 | | | | | 1,476,094 | | | | | | 0.1 | | |
642,075 | | | AMERICAN TRAFFIC SOLUTION, 3.359%, (US0001M + 3.250%), 02/28/2025 | | | | | 640,537 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
390,000 | | | Ankura Consulting Group, LLC Term Loan, 5.250%, (US0001M + 4.500%), 03/12/2028 | | | | $ | 389,513 | | | | | | 0.0 | | |
1,148,825 | | | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0003M + 4.000%), 12/13/2026 | | | | | 1,150,261 | | | | | | 0.1 | | |
386,542 | | | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/2024 | | | | | 386,099 | | | | | | 0.0 | | |
139,300 | | | Ascend Learning, LLC 2020 Incremental Term Loan, 4.750%, (US0001M + 3.750%), 07/12/2024 | | | | | 139,590 | | | | | | 0.0 | | |
621,600 | | | Cambium Learning Group, Inc. Term Loan B, 5.250%, (US0003M + 4.500%), 12/18/2025 | | | | | 622,637 | | | | | | 0.0 | | |
713,213 | | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/2026 | | | | | 713,213 | | | | | | 0.0 | | |
263,013 | | | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000%), 06/29/2027 | | | | | 263,670 | | | | | | 0.0 | | |
500,792 | | | Castle US Holding Corporation USD Term Loan B, 3.953%, (US0003M + 3.750%), 01/29/2027 | | | | | 494,889 | | | | | | 0.0 | | |
160,000 | | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 6.944%, (US0003M + 6.750%), 03/18/2029 | | | | | 160,800 | | | | | | 0.0 | | |
141,991 | | | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 3.944%, (US0003M + 3.750%), 03/17/2028 | | | | | 141,370 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
678,009 | | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 3.861%, (US0001M + 3.750%), 03/17/2028 | | | | $ | 675,042 | | | | | | 0.0 | | |
1,490,000 | | | Endure Digital Inc. Term Loan, 4.250%, (US0003M + 3.500%), 02/10/2028 | | | | | 1,485,965 | | | | | | 0.1 | | |
490,402 | | | EVO Payments International LLC 2018 1st Lien Term Loan, 3.360%, (US0001M + 3.250%), 12/22/2023 | | | | | 490,463 | | | | | | 0.0 | | |
2,077,263 | | | Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (US0003M + 3.500%), 06/13/2024 | | | | | 2,038,854 | | | | | | 0.1 | | |
300,000 | | | First Advantage Holdings, LLC 2021 Term Loan B, 3.109%, (US0001M + 3.000%), 01/31/2027 | | | | | 298,125 | | | | | | 0.0 | | |
1,052,363 | | | Gainwell Acquisition Corp. Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/2027 | | | | | 1,049,732 | | | | | | 0.1 | | |
627,277 | | | GreenSky Holdings, LLC 2018 Term Loan B, 3.375%, (US0001M + 3.250%), 03/31/2025 | | | | | 608,459 | | | | | | 0.0 | | |
560,000 | | | ION Trading Finance Limited 2021 Term Loan, 4.944%, (US0003M + 4.750%), 03/26/2028 | | | | | 557,637 | | | | | | 0.0 | | |
149,282 | | | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000%), 11/21/2024 | | | | | 149,632 | | | | | | 0.0 | | |
1,245,519 | | | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/2025 | | | | | 1,220,609 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
150,000 | | | Mermaid BidCo Inc USD Term Loan B, 5.000%, (US0002M + 4.250%), 12/22/2027 | | | | $ | 150,094 | | | | | | 0.0 | | |
400,000 | | | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 | | | | | 425,806 | | | | | | 0.0 | | |
1,155,000 | | | Nielsen Consumer Inc. 2021 USD Term Loan B, 4.103%, (US0001M + 4.000%), 03/06/2028 | | | | | 1,152,401 | | | | | | 0.1 | | |
223,023 | | | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750%), 06/04/2025 | | | | | 224,305 | | | | | | 0.0 | | |
813,892 | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0001M + 3.500%), 01/03/2025 | | | | | 814,210 | | | | | | 0.0 | | |
866,758 | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.359%, (US0001M + 3.250%), 05/01/2025 | | | | | 857,142 | | | | | | 0.1 | | |
498,750 | | | Pre-Paid Legal Services, Inc. 2020 Incremental Term Loan, 4.750%, (US0001M + 4.000%), 05/01/2025 | | | | | 501,555 | | | | | | 0.0 | | |
195,000 | | | Protective Industrial Products, Inc 2021 Term Loan, 4.750%, (US0001M + 4.000%), 01/20/2028 | | | | | 194,756 | | | | | | 0.0 | | |
1,982,506 | | | Red Ventures, LLC 2020 Term Loan B2, 2.609%, (US0001M + 2.500%), 11/08/2024 | | | | | 1,933,150 | | | | | | 0.1 | | |
1,152,729 | | | Renaissance Holding Corp. 2018 1st Lien Term Loan, 3.359%, (US0001M + 3.250%), 05/30/2025 | | | | | 1,126,648 | | | | | | 0.1 | | |
125,000 | | | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.203%, (US0003M + 7.000%), 05/29/2026 | | | | | 124,687 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
887,214 | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/2024 | | | | $ | 878,342 | | | | | | 0.1 | | |
168,448 (9) | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.194%, (US0003M + 4.000%), 10/29/2027 | | | | | 168,658 | | | | | | 0.0 | | |
686,552 | | | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | | | 687,410 | | | | | | 0.0 | | |
1,617,440 | | | Solera, LLC USD Term Loan B, 2.859%, (US0001M + 2.750%), 03/03/2023 | | | | | 1,610,701 | | | | | | 0.1 | | |
640,000 | | | Spin Holdco Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/01/2028 | | | | | 635,520 | | | | | | 0.0 | | |
791,472 | | | Staples, Inc. 7 Year Term Loan, 5.205%, (US0003M + 5.000%), 04/16/2026 | | | | | 774,406 | | | | | | 0.0 | | |
360,733 | | | SurveyMonkey Inc. 2018 Term Loan B, 3.840%, (US0001W + 3.750%), 10/10/2025 | | | | | 360,282 | | | | | | 0.0 | | |
24,194 (9) | | | Therma Intermediate LLC, 2020 Delayed Draw Term Loan, 4.194%, (US0003M + 4.000%), 12/16/2027 | | | | | 24,224 | | | | | | 0.0 | | |
125,492 | | | Therma Intermediate LLC, 2020 Term Loan, 4.750%, (US0003M + 4.000%), 12/16/2027 | | | | | 125,649 | | | | | | 0.0 | | |
250,000 | | | Thoughtworks, Inc. 2021 Term Loan B, 3.750%, (US0003M + 3.250%), 03/23/2028 | | | | | 250,000 | | | | | | 0.0 | | |
658,350 | | | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/2027 | | | | | 658,761 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
783,122 | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.182%, (US0003M + 4.000%), 08/20/2025 | | | | $ | 767,623 | | | | | | 0.0 | | |
1,742,304 | | | Verscend Holding Corp. 2018 Term Loan B, 4.607%, (US0001M + 4.500%), 08/27/2025 | | | | | 1,742,304 | | | | | | 0.1 | | |
285,000 | | | Virtusa Corporation Term Loan B, 5.000%, (US0001M + 4.250%), 02/11/2028 | | | | | 285,713 | | | | | | 0.0 | | |
855,141 | | | VS Buyer, LLC Term Loan B, 3.109%, (US0001M + 3.000%), 02/28/2027 | | | | | 854,072 | | | | | | 0.0 | | |
885,539 | | | West Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/2024 | | | | | 858,696 | | | | | | 0.1 | | |
432,106 | | | West Corporation 2018 Term Loan B1, 4.500%, (US0003M + 3.500%), 10/10/2024 | | | | | 416,443 | | | | | | 0.0 | | |
352,257 | | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.109%, (US0001M + 5.000%), 07/11/2025 | | | | | 323,636 | | | | | | 0.0 | | |
| | | | | | | | 34,080,385 | | | | | | 1.4 | | |
| | | Cable & Satellite Television: 0.4% | | ||||||||||||
769,624 | | | CSC Holdings, LLC 2019 Term Loan B5, 2.606%, (US0001M + 2.500%), 04/15/2027 | | | | | 762,134 | | | | | | 0.0 | | |
1,420,924 | | | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/2026 | | | | | 1,421,570 | | | | | | 0.1 | | |
1,647,551 | | | Telesat Canada Term Loan B5, 2.860%, (US0001M + 2.750%), 12/07/2026 | | | | | 1,589,887 | | | | | | 0.1 | | |
860,000 | | | UPC Broadband Holding B.V. 2020 USD Term Loan AT, 2.356%, (US0001M + 2.250%), 04/30/2028 | | | | | 853,132 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Cable & Satellite Television (continued) | | ||||||||||||
502,500 | | | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.606%, (US0001M + 3.500%), 01/31/2029 | | | | $ | 501,827 | | | | | | 0.0 | | |
502,500 | | | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.606%, (US0001M + 3.500%), 01/31/2029 | | | | | 501,827 | | | | | | 0.0 | | |
1,899,808 | | | Virgin Media Bristol LLC USD Term Loan N, 2.511%, (US0001M + 2.500%), 01/31/2028 | | | | | 1,885,451 | | | | | | 0.1 | | |
1,229,959 | | | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/2023 | | | | | 1,228,860 | | | | | | 0.1 | | |
| | | | | | | | 8,744,688 | | | | | | 0.4 | | |
| | | Chemicals & Plastics: 0.3% | | ||||||||||||
497,490 | | | Ascend Performance Materials Operations LLC 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 08/27/2026 | | | | | 504,901 | | | | | | 0.0 | | |
404,711 | | | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0003M + 4.250%), 08/01/2025 | | | | | 405,217 | | | | | | 0.0 | | |
380,724 | | | Diamond (BC) B.V. USD Term Loan, 3.109%, (US0001M + 3.000%), 09/06/2024 | | | | | 379,355 | | | | | | 0.0 | | |
403,349 | | | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/2025 | | | | | 404,357 | | | | | | 0.0 | | |
1,041,919 | | | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/2024 | | | | | 1,044,524 | | | | | | 0.1 | | |
680,000 | | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0003M + 2.750%), 01/29/2026 | | | | | 678,470 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Chemicals & Plastics (continued) | | ||||||||||||
115,000 | | | NIC Acquisition Corp. Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/2028 | | | | $ | 116,653 | | | | | | 0.0 | | |
230,000 | | | NIC Acquisition Corp. Term Loan, 4.500%, (US0006M + 3.750%), 12/29/2027 | | | | | 229,281 | | | | | | 0.0 | | |
386,641 | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.857%, (US0001M + 4.750%), 10/15/2025 | | | | | 384,708 | | | | | | 0.0 | | |
660,000 | | | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/2027 | | | | | 661,650 | | | | | | 0.0 | | |
493,034 | | | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000%), 02/07/2027 | | | | | 493,959 | | | | | | 0.0 | | |
1,573,976 | | | Starfruit Finco B.V 2018 USD Term Loan B, 2.860%, (US0001M + 2.750%), 10/01/2025 | | | | | 1,552,137 | | | | | | 0.1 | | |
500,000 | | | Tronox Finance LLC 2021 Term Loan B, 2.694%, (US0003M + 2.500%), 03/10/2028 | | | | | 497,709 | | | | | | 0.0 | | |
250,000 | | | Univar Inc. 2017 USD Term Loan B3, 2.359%, (US0001M + 2.250%), 07/01/2024 | | | | | 249,312 | | | | | | 0.0 | | |
191,944 | | | Univar Inc. 2019 USD Term Loan B5, 2.109%, (US0001M + 2.000%), 07/01/2026 | | | | | 191,344 | | | | | | 0.0 | | |
| | | | | | | | 7,793,577 | | | | | | 0.3 | | |
| | | Conglomerates: 0.0% | | ||||||||||||
1,245,000 | | | Energizer Holdings, Inc. 2020 Term Loan, 2.750%, (US0001M + 2.250%), 12/22/2027 | | | | | 1,244,028 | | | | | | 0.0 | | |
| | | Containers & Glass Products: 0.5% | | ||||||||||||
149,614 | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.000%, (US0003M + 3.000%), 04/22/2024 | | | | | 144,752 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
900,000 | | | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 02/03/2028 | | | | $ | 891,450 | | | | | | 0.1 | | |
1,018,190 | | | BWAY Holding Company 2017 Term Loan B, 3.443%, (US0003M + 3.250%), 04/03/2024 | | | | | 997,099 | | | | | | 0.1 | | |
873,030 | | | Charter NEX US, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/01/2027 | | | | | 875,690 | | | | | | 0.0 | | |
2,742,181 | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.238%, (US0003M + 3.250%), 06/29/2025 | | | | | 2,700,804 | | | | | | 0.1 | | |
530,051 | | | Flex Acquisition Company, Inc. 2021 Term Loan, 4.000%, (US0003M + 3.500%), 02/23/2028 | | | | | 524,501 | | | | | | 0.0 | | |
749,441 | | | Graham Packaging Company Inc. 2021 Term Loan, 3.750%, (US0001M + 3.000%), 08/04/2027 | | | | | 746,006 | | | | | | 0.0 | | |
411,834 | | | Plastipak Packaging, Inc. 2018 Term Loan B, 2.610%, (US0001M + 2.500%), 10/14/2024 | | | | | 410,847 | | | | | | 0.0 | | |
494,288 | | | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/2026 | | | | | 493,052 | | | | | | 0.0 | | |
895,000 | | | Proampac PG Borrower LLC 2020 Term Loan, 5.000%, (US0003M + 4.000%), 11/03/2025 | | | | | 895,448 | | | | | | 0.1 | | |
543,638 | | | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.359%, (US0001M + 3.250%), 02/05/2026 | | | | | 538,371 | | | | | | 0.0 | | |
953,309 | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.859%, (US0001M + 2.750%), 02/05/2023 | | | | | 951,745 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
636,053 | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 2.859%, (US0001M + 2.750%), 10/31/2024 | | | | $ | 631,282 | | | | | | 0.0 | | |
653,400 | | | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/2027 | | | | | 653,672 | | | | | | 0.0 | | |
98,240 (9) | | | TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan, 3.750%, (US0003M + 3.250%), 02/03/2028 | | | | | 97,496 | | | | | | 0.0 | | |
436,760 | | | TricorBraun Holdings, Inc. 2021 Term Loan, 3.750%, (US0003M + 3.250%), 02/03/2028 | | | | | 432,392 | | | | | | 0.0 | | |
| | | | | | | | 11,984,607 | | | | | | 0.5 | | |
| | | Cosmetics/Toiletries: 0.0% | | ||||||||||||
371 | | | Anastasia Parent, LLC 2018 Term Loan B, 3.953%, (US0003M + 3.750%), 08/11/2025 | | | | | 255 | | | | | | 0.0 | | |
915,699 | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.109%, (US0001M + 4.000%), 06/30/2024 | | | | | 907,687 | | | | | | 0.0 | | |
| | | | | | | | 907,942 | | | | | | 0.0 | | |
| | | Drugs: 0.1% | | ||||||||||||
603,764 | | | Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan, 5.194%, (US0003M + 5.000%), 03/10/2028 | | | | | 602,366 | | | | | | 0.0 | | |
1,038,362 | | | Horizon Therapeutics USA Inc. Term Loan B, 2.125%, (US0001M + 2.000%), 05/22/2026 | | | | | 1,037,929 | | | | | | 0.1 | | |
| | | | | | | | 1,640,295 | | | | | | 0.1 | | |
| | | Ecological Services & Equipment: 0.0% | | ||||||||||||
165,000 | | | Denali Water Solutions Term Loan, 4.444%, (US0003M + 4.250%), 03/17/2028 | | | | | 163,350 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Ecological Services & Equipment (continued) | | ||||||||||||
1,036,389 | | | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0003M + 3.000%), 05/30/2025 | | | | $ | 1,038,055 | | | | | | 0.0 | | |
| | | | | | | | 1,201,405 | | | | | | 0.0 | | |
| | | Electronics/Electrical: 1.9% | | ||||||||||||
11,538 | | | Allegro Microsystems, Inc. Term Loan, 4.250%, (US0003M + 3.750%), 09/30/2027 | | | | | 11,524 | | | | | | 0.0 | | |
269,140 | | | ASG Technologies Group, Inc. 2018 Term Loan, 4.500%, (US0003M + 3.500%), 07/31/2024 | | | | | 265,776 | | | | | | 0.0 | | |
1,773,128 | | | Banff Merger Sub Inc 2021 USD Term Loan, 3.859%, (US0001M + 3.750%), 10/02/2025 | | | | | 1,767,587 | | | | | | 0.1 | | |
1,269,224 | | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 02/12/2025 | | | | | 1,269,382 | | | | | | 0.1 | | |
100,000 | | | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/2028 | | | | | 101,625 | | | | | | 0.0 | | |
885,537 | | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.109%, (US0001M + 4.000%), 04/18/2025 | | | | | 886,201 | | | | | | 0.0 | | |
685,538 | | | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 02/02/2026 | | | | | 686,823 | | | | | | 0.0 | | |
175,000 | | | Celestial -Saturn Parent INC 2nd Lien Term Loan, 6.694%, (US0003M + 6.500%), 03/22/2029 | | | | | 172,375 | | | | | | 0.0 | | |
388,899 | | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.948%, (US0003M + 3.750%), 08/29/2025 | | | | | 373,148 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
465,000 | | | Cloudera, Inc. Term Loan B, 3.250%, (US0001M + 2.500%), 12/22/2027 | | | | $ | 464,709 | | | | | | 0.0 | | |
284,784 | | | Cohu, Inc. 2018 Term Loan B, 3.109%, (US0001M + 3.000%), 10/01/2025 | | | | | 283,716 | | | | | | 0.0 | | |
174,563 | | | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/29/2027 | | | | | 174,999 | | | | | | 0.0 | | |
148,235 (9) | | | Constant Contact Inc Delayed Draw Term Loan, 4.194%, (US0003M + 4.000%), 02/10/2028 | | | | | 147,494 | | | | | | 0.0 | | |
551,765 | | | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/2028 | | | | | 549,006 | | | | | | 0.0 | | |
490,042 | | | Cornerstone OnDemand, Inc. 2021 Term Loan B, 3.444%, (US0003M + 3.250%), 04/22/2027 | | | | | 491,191 | | | | | | 0.0 | | |
491,957 | | | Cornerstone OnDemand, Inc. Term Loan B, 4.361%, (US0001M + 4.250%), 04/22/2027 | | | | | 493,136 | | | | | | 0.0 | | |
730,000 | | | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/2027 | | | | | 730,000 | | | | | | 0.0 | | |
498,718 | | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.359%, (US0001M + 4.250%), 06/26/2025 | | | | | 488,042 | | | | | | 0.0 | | |
1,333,300 | | | Epicor Software Corporation 2020 Term Loan, 4.000%, (US0001M + 3.250%), 07/30/2027 | | | | | 1,331,495 | | | | | | 0.1 | | |
585,000 | | | Grab Holdings Inc Term Loan B, 5.500%, (US0006M + 4.500%), 01/29/2026 | | | | | 596,700 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,310,000 | | | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4, 4.750%, (US0001M + 4.000%), 12/01/2027 | | | | $ | 1,311,310 | | | | | | 0.1 | | |
650,000 | | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.934%, (US0003M + 3.750%), 03/05/2028 | | | | $ | 647,258 | | | | | | 0.0 | | |
1,808,366 | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/2024 | | | | | 1,809,120 | | | | | | 0.1 | | |
1,255,253 | | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/2026 | | | | | 1,256,233 | | | | | | 0.1 | | |
1,552,050 | | | Informatica LLC, 2020 USD Term Loan B, 3.359%, (US0001M + 3.250%), 02/25/2027 | | | | | 1,541,865 | | | | | | 0.1 | | |
790,000 | | | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 12/01/2027 | | | | | 794,740 | | | | | | 0.0 | | |
85,000 | | | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/2027 | | | | | 84,788 | | | | | | 0.0 | | |
1,025,000 | | | LogMeIn, Inc. Term Loan B, 4.854%, (US0001M + 4.750%), 08/31/2027 | | | | | 1,023,810 | | | | | | 0.1 | | |
149,599 | | | MA FinanceCo., LLC USD Term Loan B3, 2.859%, (US0001M + 2.750%), 06/21/2024 | | | | | 147,916 | | | | | | 0.0 | | |
2,343,278 | | | McAfee, LLC 2018 USD Term Loan B, 3.859%, (US0001M + 3.750%), 09/30/2024 | | | | | 2,347,184 | | | | | | 0.1 | | |
2,095,411 | | | MH Sub I, LLC 2017 1st Lien Term Loan, 3.609%, (US0001M + 3.500%), 09/13/2024 | | | | | 2,073,474 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
405,000 | | | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.359%, (US0001M + 6.250%), 02/12/2029 | | | | $ | 407,700 | | | | | | 0.0 | | |
805,000 | | | Panther Commercial Holdings L.P Term Loan, 4.712%, (US0003M + 4.500%), 01/07/2028 | | | | | 803,323 | | | | | | 0.0 | | |
660,000 | | | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | | | 661,237 | | | | | | 0.0 | | |
1,244,528 | | | Project Boost Purchaser, LLC 2019 Term Loan B, 3.609%, (US0001M + 3.500%), 06/01/2026 | | | | | 1,231,150 | | | | | | 0.1 | | |
955,861 | | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/2024 | | | | | 955,413 | | | | | | 0.0 | | |
2,030,802 | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.462%, (US0003M + 4.250%), 05/16/2025 | | | | | 2,032,918 | | | | | | 0.1 | | |
1,655,000 | | | Rackspace Hosting, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/2028 | | | | | 1,644,036 | | | | | | 0.1 | | |
1,115,000 | | | RealPage, Inc Term Loan, 3.444%, (US0003M + 3.250%), 02/17/2028 | | | | | 1,111,051 | | | | | | 0.1 | | |
483,788 | | | Redstone Buyer LLC Term Loan, 6.000%, (US0003M + 5.000%), 09/01/2027 | | | | | 487,013 | | | | | | 0.0 | | |
344,432 | | | Riverbed Technology, Inc. 2020 Term Loan B, 7.000%, (US0003M + 6.000%), 12/31/2025 | | | | | 331,767 | | | | | | 0.0 | | |
1,057,755 | | | Rocket Software, Inc. 2018 Term Loan, 4.359%, (US0001M + 4.250%), 11/28/2025 | | | | | 1,057,176 | | | | | | 0.1 | | |
364,088 | | | Sabre GLBL Inc. 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/17/2027 | | | | | 368,487 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,010,276 | | | Seattle Spinco, Inc. USD Term Loan B3, 2.859%, (US0001M + 2.750%), 06/21/2024 | | | | $ | 998,910 | | | | | | 0.1 | | |
2,461,186 | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.859%, (US0001M + 2.750%), 02/05/2024 | | | | | 2,419,345 | | | | | | 0.1 | | |
380,588 | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.682%, (US0003M + 3.500%), 05/16/2025 | | | | | 376,465 | | | | | | 0.0 | | |
1,137,065 | | | Surf Holdings, LLC USD Term Loan, 3.676%, (US0003M + 3.500%), 03/05/2027 | | | | | 1,127,897 | | | | | | 0.1 | | |
532,325 | | | Tech Data Corporation ABL Term Loan, 3.609%, (US0001M + 3.500%), 06/30/2025 | | | | | 534,487 | | | | | | 0.0 | | |
341,391 | | | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.254%, (US0003M + 5.000%), 05/29/2026 | | | | | 278,234 | | | | | | 0.0 | | |
196,569 | | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 2.250%, (US0003M + 1.500%), 02/28/2025 | | | | | 200,942 | | | | | | 0.0 | | |
591,430 | | | TTM Technologies, Inc. 2017 Term Loan, 2.615%, (US0001M + 2.500%), 09/28/2024 | | | | | 591,060 | | | | | | 0.0 | | |
601,979 | | | Ultimate Software Group Inc(The) 2021 Term Loan, 4.000%, (US0003M + 3.250%), 05/04/2026 | | | | | 601,979 | | | | | | 0.0 | | |
1,343,933 | | | Ultimate Software Group Inc(The) Term Loan B, 3.859%, (US0001M + 3.750%), 05/04/2026 | | | | | 1,343,840 | | | | | | 0.1 | | |
165,000 | | | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.944%, (US0003M + 3.750%), 08/27/2025 | | | | | 165,619 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
910,431 | | | Veritas Tech C 08/17/ 2025, 6.000%, (US0003M + 5.000%), 09/01/2025 | | | | $ | 912,565 | | | | | | 0.0 | | |
605,000 | | | Watlow Electric Manufacturing Company Term Loan B, 4.194%, (US0003M + 4.000%), 03/02/2028 | | | | | 604,622 | | | | | | 0.0 | | |
284,288 | | | Weld North Education, LLC 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/21/2027 | | | | | 284,145 | | | | | | 0.0 | | |
659,813 | | | Xperi Corporation 2020 Term Loan B, 4.109%, (US0001M + 4.000%), 06/02/2025 | | | | | 661,957 | | | | | | 0.0 | | |
| | | | | | | | 46,515,965 | | | | | | 1.9 | | |
| | | Equipment Leasing: 0.0% | | ||||||||||||
265,000 | | | Rent-A-Center, Inc. 2021 Term Loan B, 4.750%, (US0001M + 4.000%), 02/17/2028 | | | | | 266,546 | | | | | | 0.0 | | |
| | | Financial Intermediaries: 0.4% | | ||||||||||||
284,280 | | | Advisor Group, Inc. 2021 Term Loan, 4.615%, (US0001M + 4.500%), 07/31/2026 | | | | | 284,433 | | | | | | 0.0 | | |
1,364,474 | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.109%, (US0001M + 3.000%), 06/15/2025 | | | | | 1,346,810 | | | | | | 0.1 | | |
741,613 | | | Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 2.365%, (US0001M + 2.250%), 04/23/2026 | | | | | 735,124 | | | | | | 0.0 | | |
926,923 | | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/2024 | | | | | 926,923 | | | | | | 0.0 | | |
660,000 | | | Citadel Securities LP 2021 Term Loan B, 2.609%, (US0001M + 2.500%), 02/29/2028 | | | | | 653,915 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Financial Intermediaries (continued) | | ||||||||||||
685,424 | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.859%, (US0001M + 2.750%), 08/21/2025 | | | | $ | 673,429 | | | | | | 0.0 | | |
1,016,147 | | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/2027 | | | | | 1,018,687 | | | | | | 0.1 | | |
2,122,180 | | | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.109%, (US0001M + 3.000%), 07/21/2025 | | | | | 2,110,907 | | | | | | 0.1 | | |
1,006,227 | | | First Eagle Holdings, Inc. 2020 Term Loan B, 2.703%, (US0003M + 2.500%), 02/01/2027 | | | | | 994,844 | | | | | | 0.0 | | |
1,014,869 | | | Focus Financial Partners, LLC 2020 Term Loan, 2.109%, (US0001M + 2.000%), 07/03/2024 | | | | | 1,004,358 | | | | | | 0.1 | | |
498,141 | | | VFH Parent LLC 2019 Term Loan B, 3.110%, (US0001M + 3.000%), 03/01/2026 | | | | | 497,082 | | | | | | 0.0 | | |
551,093 | | | Victory Capital Holdings, Inc. 2021 Term Loan B, 2.439%, (US0003M + 2.250%), 07/01/2026 | | | | | 546,615 | | | | | | 0.0 | | |
| | | | | | | | 10,793,127 | | | | | | 0.4 | | |
| | | Food Products: 0.3% | | ||||||||||||
496,203 | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.611%, (US0001M + 3.500%), 10/01/2025 | | | | | 496,646 | | | | | | 0.0 | | |
949,922 | | | B&G Foods, Inc. 2019 Term Loan B4, 2.609%, (US0001M + 2.500%), 10/10/2026 | | | | | 950,218 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food Products (continued) | | ||||||||||||
877,618 | | | CHG PPC Parent LLC 2018 Term Loan B, 2.857%, (US0001M + 2.750%), 03/31/2025 | | | | $ | 866,648 | | | | | | 0.0 | | |
1,165,000 | | | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/2027 | | | | | 1,163,856 | | | | | | 0.1 | | |
1,030,985 | | | IRB Holding Corp 2020 Term Loan B, 2.953%, (US0006M + 2.750%), 02/05/2025 | | | | | 1,024,174 | | | | | | 0.1 | | |
1,029,257 | | | Sigma Bidco B.V. 2018 USD Term Loan B2, 3.260%, (US0006M + 3.000%), 07/02/2025 | | | | $ | 1,020,251 | | | | | | 0.1 | | |
424,802 | | | Simply Good Foods USA, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/2024 | | | | | 426,461 | | | | | | 0.0 | | |
613,930 | | | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/2027 | | | | | 614,506 | | | | | | 0.0 | | |
210,000 | | | WOOF Holdings, Inc 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 12/21/2027 | | | | | 209,475 | | | | | | 0.0 | | |
| | | | | | | | 6,772,235 | | | | | | 0.3 | | |
| | | Food Service: 0.3% | | ||||||||||||
2,029,274 | | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0002M + 2.500%), 10/04/2023 | | | | | 2,001,879 | | | | | | 0.1 | | |
1,141,455 | | | H Food Holdings LLC 2018 Term Loan B, 3.796%, (US0001M + 3.688%), 05/23/2025 | | | | | 1,133,132 | | | | | | 0.1 | | |
1,243,590 | | | Tacala, LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 02/05/2027 | | | | | 1,236,853 | | | | | | 0.1 | | |
1,024,397 | | | US Foods, Inc. 2019 Term Loan B, 2.109%, (US0001M + 2.000%), 09/13/2026 | | | | | 1,006,224 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food Service (continued) | | ||||||||||||
1,000,000 | | | Welbilt, Inc. 2018 Term Loan B, 2.607%, (US0001M + 2.500%), 10/23/2025 | | | | $ | 962,500 | | | | | | 0.0 | | |
210,000 | | | Zaxbys Operating Company LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 12/28/2027 | | | | | 210,230 | | | | | | 0.0 | | |
| | | | | | | | 6,550,818 | | | | | | 0.3 | | |
| | | Food/Drug Retailers: 0.1% | | ||||||||||||
1,125,951 | | | EG America LLC 2018 USD Term Loan, 4.203%, (US0003M + 4.000%), 02/07/2025 | | | | | 1,109,906 | | | | | | 0.1 | | |
185,000 | | | EG Group Limited 2021 Term Loan, 4.444%, (US0003M + 4.250%), 03/10/2026 | | | | | 183,535 | | | | | | 0.0 | | |
39,545 | | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/2024 | | | | | 34,602 | | | | | | 0.0 | | |
31,108 | | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%), 04/01/2024 | | | | | 32,508 | | | | | | 0.0 | | |
220,947 | | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/2024 | | | | | 220,533 | | | | | | 0.0 | | |
407,432 | | | United Natural Foods, Inc. Term Loan B, 3.609%, (US0001M + 3.500%), 10/22/2025 | | | | | 407,779 | | | | | | 0.0 | | |
| | | | | | | | 1,988,863 | | | | | | 0.1 | | |
| | | Forest Products: 0.1% | | ||||||||||||
315,000 | | | Blount International Inc. 2018 Term Loan B, 3.861%, (US0001M + 3.750%), 04/12/2023 | | | | | 316,102 | | | | | | 0.0 | | |
1,062,797 | | | LABL, Inc. 2021 USD Term Loan B, 4.109%, (US0001M + 4.000%), 07/01/2026 | | | | | 1,062,000 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Forest Products (continued) | | ||||||||||||
345,000 | | | Spa Holdings 3 Oy USD Term Loan B, 4.194%, (US0003M + 4.000%), 03/11/2028 | | | | $ | 346,006 | | | | | | 0.0 | | |
| | | | | | | | 1,724,108 | | | | | | 0.1 | | |
| | | Health Care: 1.3% | | ||||||||||||
638,434 | | | Accelerated Health Systems, LLC Term Loan B, 3.611%, (US0001M + 3.500%), 10/31/2025 | | | | | 636,040 | | | | | | 0.0 | | |
765,000 | | | ADMI Corp. 2021 Term Loan B2, 3.750%, (US0001M + 3.250%), 12/23/2027 | | | | | 759,156 | | | | | | 0.0 | | |
299,079 | | | Agiliti Health, Inc Term Loan, 2.875%, (US0001M + 2.750%), 01/04/2026 | | | | | 294,967 | | | | | | 0.0 | | |
637,710 | | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/2024 | | | | | 619,027 | | | | | | 0.0 | | |
497,423 | | | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 08/30/2024 | | | | | 498,252 | | | | | | 0.0 | | |
760,000 | | | ASP Navigate Acquisition Corp Term Loan, 5.503%, (US0003M + 4.500%), 10/06/2027 | | | | | 760,950 | | | | | | 0.0 | | |
1,070,000 | | | Athenahealth, Inc. 2021 Term Loan B1, 4.453%, (US0003M + 4.250%), 02/11/2026 | | | | | 1,074,013 | | | | | | 0.1 | | |
2,724,304 | | | Bausch Health Companies Inc. 2018 Term Loan B, 3.109%, (US0001M + 3.000%), 06/02/2025 | | | | | 2,718,278 | | | | | | 0.1 | | |
76,145 (9) | | | Cano Health LLC Delayed Draw Term Loan, 4.955%, (US0006M + 4.750%), 11/19/2027 | | | | | 76,216 | | | | | | 0.0 | | |
208,855 | | | Cano Health LLC Term Loan, 5.500%, (US0003M + 4.750%), 11/19/2027 | | | | | 209,051 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
220,000 | | | CBI Buyer, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 01/06/2028 | | | | $ | 219,244 | | | | | | 0.0 | | |
320,000 | | | CCRR Parent, Inc Term Loan B, 4.444%, (US0003M + 4.250%), 03/06/2028 | | | | | 321,000 | | | | | | 0.0 | | |
758,205 | | | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500%), 03/01/2024 | | | | | 758,110 | | | | | | 0.0 | | |
1,246,383 | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.000%, (US0006M + 3.000%), 06/07/2023 | | | | | 1,244,728 | | | | | | 0.1 | | |
517,083 | | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0003M + 4.000%), 01/08/2027 | | | | | 518,052 | | | | | | 0.0 | | |
634,059 | | | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/2025 | | | | | 630,097 | | | | | | 0.0 | | |
1,213,755 | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.859%, (US0001M + 3.750%), 10/10/2025 | | | | | 1,049,056 | | | | | | 0.1 | | |
155,000 | | | eResearchTechnology, Inc. 2021 Incremental Term Loan, 4.694%, (US0003M + 4.500%), 02/04/2027 | | | | | 155,327 | | | | | | 0.0 | | |
1,367,160 | | | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250%), 07/27/2023 | | | | | 1,368,502 | | | | | | 0.1 | | |
288,488 | | | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250%), 03/14/2025 | | | | | 287,045 | | | | | | 0.0 | | |
460,000 | | | Global Medical Response, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 10/02/2025 | | | | | 459,209 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
592,493 | | | GoodRx, Inc. 1st Lien Term Loan, 2.859%, (US0001M + 2.750%), 10/10/2025 | | | | $ | 591,259 | | | | | | 0.0 | | |
823,923 | | | Inovalon Holdings, Inc. 2020 Term Loan B1, 2.875%, (US0001M + 2.750%), 04/02/2025 | | | | | 824,297 | | | | | | 0.0 | | |
233,349 | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.238%, (US0003M + 6.000%), 10/01/2024 | | | | | 226,446 | | | | | | 0.0 | | |
175,000 | | | MedAssets Software Intermediate Holdings, Inc. 2021 1st Lien Term Loan, 4.500%, (US0006M + 3.750%), 01/28/2028 | | | | | 174,256 | | | | | | 0.0 | | |
1,007,153 | | | Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0001M + 4.500%), 06/14/2024 | | | | | 1,009,042 | | | | | | 0.1 | | |
1,381,421 | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/2023 | | | | | 1,375,691 | | | | | | 0.1 | | |
150,000 | | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.000%, (US0003M + 7.250%), 02/16/2029 | | | | | 151,125 | | | | | | 0.0 | | |
139,884 (9) | | | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 3.944%, (US0003M + 3.750%), 02/18/2028 | | | | | 139,335 | | | | | | 0.0 | | |
1,271,676 | | | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0003M + 3.750%), 02/18/2028 | | | | | 1,265,186 | | | | | | 0.1 | | |
42,389 | | | National Mentor Holdings, Inc. 2021 Term Loan C, 4.500%, (US0003M + 3.750%), 02/18/2028 | | | | | 42,327 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
776,616 | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 06/30/2025 | | | | $ | 776,312 | | | | | | 0.0 | | |
1,370,000 | | | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 11/30/2027 | | | | | 1,371,070 | | | | | | 0.1 | | |
341,686 | | | Pathway Vet Alliance LLC 2021 Term Loan, 3.859%, (US0001M + 3.750%), 03/31/2027 | | | | | 340,679 | | | | | | 0.0 | | |
407,674 | | | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 | | | | | 407,292 | | | | | | 0.0 | | |
1,033,056 | | | Phoenix Guarantor Inc 2020 Term Loan B, 3.361%, (US0001M + 3.250%), 03/05/2026 | | | | | 1,026,492 | | | | | | 0.1 | | |
335,000 | | | Phoenix Guarantor Inc 2021 Term Loan B, 3.694%, (US0003M + 3.500%), 03/05/2026 | | | | | 333,430 | | | | | | 0.0 | | |
169,575 | | | Pluto Acquisition I, Inc. 2020 Incremental Term Loan B, 5.500%, (US0001M + 5.000%), 06/22/2026 | | | | | 169,787 | | | | | | 0.0 | | |
483,333 | | | PointClickCare Technologies, Inc. Term Loan B, 3.750%, (US0003M + 3.000%), 12/29/2027 | | | | | 483,635 | | | | | | 0.0 | | |
1,415,000 | | | PPD, Inc. Initial Term Loan, 2.750%, (US0001M + 2.250%), 01/13/2028 | | | | | 1,410,689 | | | | | | 0.1 | | |
280,000 | | | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0003M + 3.250%), 03/03/2028 | | | | | 279,183 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,035,765 | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.859%, (US0001M + 3.750%), 11/16/2025 | | | | $ | 1,034,793 | | | | | | 0.1 | | |
284,288 | | | RxBenefits, Inc. 2020 Term Loan, 6.000%, (US0003M + 5.250%), 12/17/2027 | | | | | 284,287 | | | | | | 0.0 | | |
1,344,169 | | | Select Medical Corporation 2017 Term Loan B, 2.360%, (US0001M + 2.250%), 03/06/2025 | | | | | 1,339,128 | | | | | | 0.1 | | |
635,000 | | | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0003M + 2.750%), 12/11/2026 | | | | | 634,206 | | | | | | 0.0 | | |
284,288 | | | Unified Physician Management, LLC 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/16/2027 | | | | | 285,235 | | | | | | 0.0 | | |
515,000 | | | Virgin Pulse, Inc. 2021 Term Loan, 4.194%, (US0003M + 4.000%), 03/30/2028 | | | | | 509,850 | | | | | | 0.0 | | |
| | | | | | | | 31,141,352 | | | | | | 1.3 | | |
| | | Home Furnishings: 0.0% | | ||||||||||||
999,684 | | | Prime Security Services Borrower, LLC 2021 Term Loan, 3.500%, (US0003M + 2.750%), 09/23/2026 | | | | | 996,114 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Industrial Equipment: 0.3% | | ||||||||||||
1,000,000 | | | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/2027 | | | | | 999,167 | | | | | | 0.1 | | |
843,694 | | | APi Group DE, Inc. Term Loan B, 2.609%, (US0001M + 2.500%), 10/01/2026 | | | | | 842,244 | | | | | | 0.0 | | |
375,637 | | | EWT Holdings III Corp. 2020 Term Loan, 2.609%, (US0001M + 2.500%), 12/20/2024 | | | | | 372,637 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Industrial Equipment (continued) | | ||||||||||||
948,710 | | | Filtration Group Corporation 2018 1st Lien Term Loan, 3.115%, (US0001M + 3.000%), 03/29/2025 | | | | $ | 936,851 | | | | | | 0.1 | | |
1,491,244 | | | Gardner Denver, Inc. 2020 USD Term Loan B, 2.857%, (US0001M + 2.750%), 03/01/2027 | | | | | 1,490,157 | | | | | | 0.1 | | |
437,174 | | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.203%, (US0003M + 4.000%), 09/30/2026 | | | | | 436,627 | | | | | | 0.0 | | |
235,000 | | | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0003M + 4.000%), 02/16/2028 | | | | | 235,147 | | | | | | 0.0 | | |
795,000 | | | Kenan Advantage Group, Inc. 2021 Term Loan B, 3.861%, (US0001M + 3.750%), 03/12/2026 | | | | | 792,765 | | | | | | 0.0 | | |
676,144 | | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/2027 | | | | | 671,495 | | | | | | 0.0 | | |
578,550 | | | Vertical Midco GmbH USD Term Loan B, 4.478%, (US0006M + 4.250%), 07/30/2027 | | | | | 580,478 | | | | | | 0.0 | | |
| | | | | | | | 7,357,568 | | | | | | 0.3 | | |
| | | Insurance: 0.9% | | ||||||||||||
2,437,222 | | | Acrisure, LLC 2020 Term Loan B, 3.703%, (US0003M + 3.500%), 02/13/2027 | | | | | 2,412,240 | | | | | | 0.1 | | |
820,367 | | | Alera Group Holdings, Inc. 2018 Term Loan B, 4.500%, (US0001M + 4.000%), 08/01/2025 | | | | | 821,393 | | | | | | 0.0 | | |
1,279,881 | | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 05/09/2025 | | | | | 1,265,038 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Insurance (continued) | | ||||||||||||
496,731 | | | Alliant Holdings Intermediate, LLC 2020 Term Loan B3, 4.250%, (US0001M + 3.750%), 10/08/2027 | | | | $ | 496,952 | | | | | | 0.0 | | |
2,080,000 | | | AmWINS Group, Inc. 2021 Term Loan B, 3.000%, (US0001M + 2.250%), 02/17/2028 | | | | | 2,069,043 | | | | | | 0.1 | | |
1,205,000 | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 3.500%, (US0003M + 3.000%), 09/19/2024 | | | | | 1,202,553 | | | | | | 0.1 | | |
325,000 | | | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 | | | | | 327,437 | | | | | | 0.0 | | |
495,000 | | | AssuredPartners Capital, Inc. 2020 Incremental Term Loan B, 5.500%, (US0001M + 4.500%), 02/12/2027 | | | | | 496,908 | | | | | | 0.0 | | |
1,072,384 | | | AssuredPartners, Inc. 2020 Term Loan B, 3.609%, (US0001M + 3.500%), 02/12/2027 | | | | | 1,061,827 | | | | | | 0.0 | | |
2,125,440 | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/2024 | | | | | 2,125,882 | | | | | | 0.1 | | |
1,928,426 | | | Hub International Limited 2018 Term Loan B, 3.215%, (US0003M + 3.000%), 04/25/2025 | | | | | 1,903,546 | | | | | | 0.1 | | |
1,817,906 | | | NFP Corp. 2020 Term Loan, 3.359%, (US0001M + 3.250%), 02/15/2027 | | | | | 1,792,721 | | | | | | 0.1 | | |
86,250 (9) | | | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 3.694%, (US0003M + 3.500%), 11/16/2027 | | | | | 86,394 | | | | | | 0.0 | | |
873,750 | | | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/2027 | | | | | 875,207 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Insurance (continued) | | ||||||||||||
830,825 | | | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0003M + 3.000%), 09/01/2027 | | | | $ | 832,210 | | | | | | 0.0 | | |
2,088,342 | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 12/31/2025 | | | | | 2,061,421 | | | | | | 0.1 | | |
1,603,666 | | | USI, Inc. 2017 Repriced Term Loan, 3.203%, (US0003M + 3.000%), 05/16/2024 | | | | | 1,587,199 | | | | | | 0.1 | | |
| | | | | | | | 21,417,971 | | | | | | 0.9 | | |
| | | Leisure Good/Activities/Movies: 0.4% | | ||||||||||||
121,490 | | | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 5.193%, (US0003M + 5.000%), 12/29/2025 | | | | | 107,215 | | | | | | 0.0 | | |
299,406 | | | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 14.000%, (US0003M + 14.000%), 08/26/2022 | | | | | 299,406 | | | | | | 0.0 | | |
1,475,340 | | | Alterra Mountain Company Term Loan B1, 2.859%, (US0001M + 2.750%), 07/31/2024 | | | | | 1,459,296 | | | | | | 0.1 | | |
931,447 | | | AMC Entertainment Holdings, Inc. 2019 Term Loan B, 3.203%, (US0003M + 3.000%), 04/22/2026 | | | | | 808,780 | | | | | | 0.1 | | |
743,138 | | | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/2027 | | | | | 739,576 | | | | | | 0.0 | | |
992,450 | | | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.109%, (US0001M + 2.000%), 05/24/2027 | | | | | 983,234 | | | | | | 0.1 | | |
784,201 | | | ClubCorp Holdings, Inc. 2017 Term Loan B, 2.953%, (US0003M + 2.750%), 09/18/2024 | | | | | 739,109 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
6,959 | | | Crown Finance US, Inc. 2020 Term Loan B1, 7.203%, (US0003M + 7.000%), 05/23/2024 | | | | $ | 8,845 | | | | | | 0.0 | | |
503,941 | | | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0001M + 3.250%), 04/18/2025 | | | | | 465,578 | | | | | | 0.0 | | |
456,594 | | | Fluidra S.A. USD Term Loan B, 2.109%, (US0001M + 2.000%), 07/02/2025 | | | | | 453,169 | | | | | | 0.0 | | |
286,416 | | | GVC Holdings (Gibraltar) Limited 2020 USD Term Loan B3, 3.000%, (US0006M + 2.000%), 03/29/2024 | | | | | 286,416 | | | | | | 0.0 | | |
619,883 | | | National CineMedia, LLC 2021 Incremental Term Loan, 9.000%, (US0003M + 8.000%), 12/20/2024 | | | | | 582,690 | | | | | | 0.0 | | |
230,000 | | | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 01/28/2028 | | | | | 229,713 | | | | | | 0.0 | | |
569,700 | | | SRAM, LLC 2018 Term Loan B, 3.750%, (US0003M + 2.750%), 03/15/2024 | | | | | 571,125 | | | | | | 0.0 | | |
1,450,001 | | | Thor Industries, Inc. USD Term Loan B, 3.859%, (US0003M + 3.750%), 02/01/2026 | | | | | 1,455,257 | | | | | | 0.1 | | |
391,361 | | | WeddingWire, Inc. 1st Lien Term Loan, 4.712%, (US0003M + 4.500%), 12/19/2025 | | | | | 389,404 | | | | | | 0.0 | | |
| | | | | | | | 9,578,813 | | | | | | 0.4 | | |
| | | Lodging & Casinos: 0.6% | | ||||||||||||
679,435 | | | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 3.865%, (US0001M + 3.750%), 02/02/2026 | | | | | 659,477 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Lodging & Casinos (continued) | | ||||||||||||
1,507,370 | | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/2024 | | | | $ | 1,515,041 | | | | | | 0.1 | | |
2,522,901 | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.859%, (US0001M + 2.750%), 12/23/2024 | | | | | 2,486,634 | | | | | | 0.1 | | |
2,652,922 | | | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.609%, (US0001M + 4.500%), 07/21/2025 | | | | | 2,661,377 | | | | | | 0.1 | | |
1,921,794 | | | Everi Payments Inc. Term Loan B, 3.500%, (US0001M + 2.750%), 05/09/2024 | | | | | 1,912,014 | | | | | | 0.1 | | |
880,899 | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/2024 | | | | | 872,458 | | | | | | 0.0 | | |
1,634,194 | | | PCI Gaming Authority Term Loan, 2.609%, (US0001M + 2.500%), 05/29/2026 | | | | | 1,625,129 | | | | | | 0.1 | | |
1,553,099 | | | Scientific Games International, Inc. 2018 Term Loan B5, 2.859%, (US0001M + 2.750%), 08/14/2024 | | | | | 1,525,143 | | | | | | 0.1 | | |
1,250,075 | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.693%, (US0003M + 3.500%), 07/10/2025 | | | | | 1,253,981 | | | | | | 0.0 | | |
510,000 | | | The Enterprise Development Authority Term Loan B, 4.444%, (US0003M + 4.250%), 02/18/2028 | | | | | 512,231 | | | | | | 0.0 | | |
| | | | | | | | 15,023,485 | | | | | | 0.6 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Nonferrous Metals/Minerals: 0.1% | | ||||||||||||
536,685 | | | Covia Holdings Corporation 2020 PIK Take Back Term Loan, 5.000%, (US0003M + 4.000%), 07/31/2026 | | | | $ | 520,752 | | | | | | 0.0 | | |
1,290,180 | | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/2025 | | | | | 1,246,176 | | | | | | 0.1 | | |
| | | | | | | | 1,766,928 | | | | | | 0.1 | | |
| | | Oil & Gas: 0.0% | | ||||||||||||
685,888 | | | Oryx Midstream Holdings LLC Term Loan B, 4.107%, (US0001M + 4.000%), 05/22/2026 | | | | | 671,455 | | | | | | 0.0 | | |
| | | Publishing: 0.1% | | ||||||||||||
658,350 | | | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/2028 | | | | | 661,642 | | | | | | 0.0 | | |
497,494 | | | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/2025 | | | | | 506,946 | | | | | | 0.0 | | |
914,873 | | | Meredith Corporation 2020 Term Loan B2, 2.609%, (US0001M + 2.500%), 01/31/2025 | | | | | 906,582 | | | | | | 0.1 | | |
| | | | | | | | 2,075,170 | | | | | | 0.1 | | |
| | | Radio & Television: 0.6% | | ||||||||||||
869,858 | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.712%, (US0003M + 3.500%), 08/21/2026 | | | | | 837,938 | | | | | | 0.0 | | |
1,400,873 | | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/2026 | | | | | 1,386,428 | | | | | | 0.1 | | |
1,630,764 | | | Diamond Sports Group, LLC Term Loan, 3.360%, (US0001M + 3.250%), 08/24/2026 | | | | | 1,155,804 | | | | | | 0.0 | | |
765,418 | | | Entercom Media Corp. 2019 Term Loan, 2.609%, (US0001M + 2.500%), 11/18/2024 | | | | | 750,708 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Radio & Television (continued) | | ||||||||||||
837,516 | | | iHeartCommunications, Inc. 2020 Term Loan, 3.109%, (US0001M + 3.000%), 05/01/2026 | | | | $ | 829,066 | | | | | | 0.0 | | |
1,233,203 | | | NASCAR Holdings, Inc Term Loan B, 2.859%, (US0001M + 2.750%), 10/19/2026 | | | | | 1,227,421 | | | | | | 0.1 | | |
4,342,645 | | | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.615%, (US0001M + 2.500%), 09/18/2026 | | | | | 4,316,280 | | | | | | 0.2 | | |
2,505,615 | | | Sinclair Television Group Inc. Term Loan B2B, 2.610%, (US0001M + 2.500%), 09/30/2026 | | | | | 2,477,427 | | | | | | 0.1 | | |
1,519,771 | | | Terrier Media Buyer, Inc. 2021 Term Loan, 3.609%, (US0001M + 3.500%), 12/17/2026 | | | | | 1,508,254 | | | | | | 0.1 | | |
1,064,738 | | | Univision Communications Inc. 2020 Replacement Term Loan, 4.750%, (US0001M + 3.750%), 03/15/2026 | | | | | 1,058,666 | | | | | | 0.0 | | |
545,856 | | | Univision Communications Inc. Term Loan C5, 2.857%, (US0001M + 2.750%), 03/15/2024 | | | | | 542,743 | | | | | | 0.0 | | |
| | | | | | | | 16,090,735 | | | | | | 0.6 | | |
| | | Retailers (Except Food & Drug): 0.3% | | ||||||||||||
1,050,000 | | | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0006M + 3.750%), 11/08/2027 | | | | | 1,048,687 | | | | | | 0.0 | | |
555,000 | | | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 02/17/2026 | | | | | 557,081 | | | | | | 0.0 | | |
1,162,088 | | | Great Outdoors Group, LLC 2021 Term Loan B, 5.000%, (US0006M + 4.250%), 03/06/2028 | | | | | 1,164,025 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
1,870,313 | | | Harbor Freight Tools USA, Inc. 2020 Term Loan B, 3.750%, (US0001M + 3.000%), 10/19/2027 | | | | $ | 1,871,365 | | | | | | 0.1 | | |
1,815,931 | | | Leslies Poolmart, Inc. 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 03/04/2028 | | | | | 1,808,555 | | | | | | 0.1 | | |
363,218 | | | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0003M + 8.000%), 12/01/2025 | | | | | 285,126 | | | | | | 0.0 | | |
124,441 | | | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0003M + 11.000%), 06/01/2025 | | | | | 120,708 | | | | | | 0.0 | | |
565,000 | | | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 02/24/2028 | | | | | 563,285 | | | | | | 0.0 | | |
| | | | | | | | 7,418,832 | | | | | | 0.3 | | |
| | | Surface Transport: 0.1% | | ||||||||||||
250,000 | | | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/17/2028 | | | | | 248,594 | | | | | | 0.0 | | |
1,622,614 | | | Navistar International Corporation 2017 1st Lien Term Loan B, 3.620%, (US0001M + 3.500%), 11/06/2024 | | | | | 1,625,251 | | | | | | 0.1 | | |
990,000 | | | PODS, LLC 2021 Term Loan B, 3.194%, (US0003M + 3.000%), 03/24/2028 | | | | | 986,493 | | | | | | 0.0 | | |
520,256 | | | Savage Enterprises LLC 2020 Term Loan B, 3.110%, (US0001M + 3.000%), 08/01/2025 | | | | | 521,036 | | | | | | 0.0 | | |
| | | | | | | | 3,381,374 | | | | | | 0.1 | | |
| | | Telecommunications: 1.0% | | ||||||||||||
1,773,713 | | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.953%, (US0003M + 2.750%), 01/31/2026 | | | | | 1,740,456 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
455,394 | | | Altice France S.A. USD Term Loan B12, 3.794%, (US0001M + 3.688%), 01/31/2026 | | | | $ | 452,093 | | | | | | 0.0 | | |
1,148,649 | | | Asurion LLC 2018 Term Loan B6, 3.109%, (US0001M + 3.000%), 11/03/2023 | | | | | 1,146,585 | | | | | | 0.1 | | |
4,416,313 | | | Asurion LLC 2018 Term Loan B7, 3.109%, (US0001M + 3.000%), 11/03/2024 | | | | | 4,404,584 | | | | | | 0.2 | | |
547,862 | | | Asurion LLC 2020 Term Loan B8, 3.359%, (US0001M + 3.250%), 12/23/2026 | | | | | 545,009 | | | | | | 0.0 | | |
330,000 | | | Asurion LLC 2021 2nd Lien Term Loan B3, 5.359%, (US0001M + 5.250%), 01/31/2028 | | | | | 336,517 | | | | | | 0.0 | | |
747,925 | | | Avaya, Inc. 2020 Term Loan B, 4.356%, (US0001M + 4.250%), 12/15/2027 | | | | | 748,704 | | | | | | 0.0 | | |
250,000 | | | Avaya, Inc. 2021 Term Loan B2, 4.106%, (US0001M + 4.000%), 12/15/2027 | | | | | 250,273 | | | | | | 0.0 | | |
652,809 | | | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0001M + 3.250%), 11/30/2027 | | | | | 652,741 | | | | | | 0.0 | | |
750,000 | | | CCI Buyer, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | | | 752,031 | | | | | | 0.0 | | |
3,097,669 | | | CenturyLink, Inc. 2020 Term Loan B, 2.359%, (US0001M + 2.250%), 03/15/2027 | | | | | 3,065,967 | | | | | | 0.1 | | |
1,287,875 | | | CommScope, Inc. 2019 Term Loan B, 3.359%, (US0001M + 3.250%), 04/06/2026 | | | | | 1,281,973 | | | | | | 0.1 | | |
465,300 | | | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/2026 | | | | | 464,137 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
389,133 | | | Consolidated Communications, Inc. 2020 Term Loan B, 5.750%, (US0001M + 4.750%), 10/02/2027 | | | | $ | 390,203 | | | | | | 0.0 | | |
149,625 | | | Eagle Broadband Investments LLC Term Loan, 3.750%, (US0003M + 3.000%), 11/12/2027 | | | | | 149,461 | | | | | | 0.0 | | |
249,354 | | | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 3.703%, (US0003M + 3.500%), 08/01/2024 | | | | | 233,419 | | | | | | 0.0 | | |
420,216 | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.359%, (US0001M + 4.250%), 11/29/2025 | | | | | 396,885 | | | | | | 0.0 | | |
78,042 | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.359%, (US0001M + 8.250%), 11/29/2026 | | | | | 60,417 | | | | | | 0.0 | | |
974,894 | | | GTT Communications, Inc. 2018 USD Term Loan B, 2.953%, (US0003M + 2.750%), 05/31/2025 | | | | | 818,179 | | | | | | 0.0 | | |
95,129 | | | GTT Communications, Inc. 2020 Delayed Draw Term Loan, 6.000%, (0 + 5.000%), 12/31/2021 | | | | | 97,031 | | | | | | 0.0 | | |
83,103 | | | GTT Communications, Inc. 2020 Term Loan, 6.000%, (US0001M + 5.000%), 12/31/2021 | | | | | 84,765 | | | | | | 0.0 | | |
961,532 | | | Iridium Satellite LLC 2021 Term Loan B, 3.750%, (US0001M + 2.750%), 11/04/2026 | | | | | 965,052 | | | | | | 0.1 | | |
227,704 | | | Northwest Fiber, LLC 2021 Term Loan, 3.927%, (US0001M + 3.750%), 04/30/2027 | | | | | 227,704 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
2,712,314 | | | Numericable Group SA USD Term Loan B11, 2.859%, (US0001M + 2.750%), 07/31/2025 | | | | $ | 2,667,271 | | | | | | 0.1 | | |
1,260,597 | | | Zayo Group Holdings, Inc. USD Term Loan, 3.109%, (US0001M + 3.000%), 03/09/2027 | | | | | 1,252,100 | | | | | | 0.1 | | |
1,545,000 | | | Ziggo Financing Partnership USD Term Loan I, 2.606%, (US0001M + 2.500%), 04/30/2028 | | | | | 1,531,375 | | | | | | 0.1 | | |
| | | | | | | | 24,714,932 | | | | | | 1.0 | | |
| | | Utilities: 0.1% | | ||||||||||||
600,942 | | | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 2.109%, (US0001M + 2.000%), 01/15/2025 | | | | | 594,031 | | | | | | 0.1 | | |
443,865 | | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/2024 | | | | | 440,993 | | | | | | 0.0 | | |
366,832 | | | Sabre Industries, Inc. 2019 Term Loan B, 3.359%, (US0001M + 3.250%), 04/15/2026 | | | | | 366,831 | | | | | | 0.0 | | |
| | | | | | | | 1,401,855 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $336,448,571) | | | | | 335,168,212 | | | | | | 13.7 | | |
CONVERTIBLE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | Communications: 0.0% | | ||||||||||||
210,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | | 202,398 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $205,804) | | | | | 202,398 | | | | | | 0.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
5,335 | | | 5.500%,10/01/2039 | | | | | 6,227 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
| | | Total U.S. Government Agency Obligations (Cost $5,744) | | | | $ | 6,227 | | | | | | 0.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
142,000 (10) | | | 24 Hour Fitness Worldwide, Inc. | | | | | 301,750 | | | | | | 0.0 | | |
6,832 (10) | | | Mens Wearhouse, Inc. | | | | | 5,124 | | | | | | 0.0 | | |
| | | | | | | | 306,874 | | | | | | 0.0 | | |
| | | Consumer Staples: —% | | ||||||||||||
2,038 (7)(10) | | | Save-A-Lot, Inc. / Moran Foods | | | | | — | | | | | | — | | |
| | | Materials: 0.0% | | ||||||||||||
53,269 (10)(11) | | | Covia Specialty Minerals, Inc. | | | | | 419,493 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $692,331) | | | | | 726,367 | | | | | | 0.0 | | |
PREFERRED STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
189,193 (10) | | | 24 Hour Fitness Worldwide, Inc. | | | | | 331,088 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $227,212) | | | | | 331,088 | | | | | | 0.0 | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Communication Services: 0.0% | | ||||||||||||
26,686 (10) | | | Cineworld Group PLC | | | | | 18,395 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $—) | | | | | 18,395 | | | | | | 0.0 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(12): 0.1% | | |||||||||||||||
| | | Total Purchased Options (Cost $2,305,122) | | | | | 2,516,650 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $2,347,400,519) | | | | | 2,354,139,649 | | | | | | 95.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 5.5% | | |||||||||||||||
| | | Repurchase Agreements: 0.4% | | ||||||||||||
2,401,400 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/21, 0.02%, due 04/01/21 (Repurchase Amount $2,401,401, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $2,449,428, due 04/15/21-02/20/71) | | | | $ | 2,401,400 | | | | | | 0.1 | | |
2,401,442 (13) | | | Citigroup, Inc., Repurchase Agreement dated 03/31/21, 0.01%, due 04/01/21 (Repurchase Amount $2,401,443, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 1.125%-4.000%, Market Value plus accrued interest $2,449,471, due 05/15/23-09/15/57) | | | | | 2,401,442 | | | | | | 0.1 | | |
1,852,379 (13) | | | Daiwa Capital Markets, Repurchase Agreement dated 03/31/21, 0.01%, due 04/01/21 (Repurchase Amount $1,852,380, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,889,427, due 05/04/21-04/01/51) | | | | | 1,852,379 | | | | | | 0.1 | | |
1,177,183 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 03/31/21, 0.05%, due 04/01/21 (Repurchase Amount $1,177,185, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,200,727, due 07/01/22-03/01/51) | | | | | 1,177,183 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,161,370 (13) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 03/31/21, 0.03%, due 04/01/21 (Repurchase Amount $1,161,371, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-7.500%, Market Value plus accrued interest $1,184,599, due 06/01/21-02/20/71) | | | | $ | 1,161,370 | | | | | | 0.0 | | |
1,323,891 (13) | | | Palafox Trading LLC, Repurchase Agreement dated 03/31/21, 0.06%, due 04/01/21 (Repurchase Amount $1,323,893, collateralized by various U.S. Government Securities, 0.625%-1.875%, Market Value plus accrued interest $1,354,280, due 01/31/22-02/15/41) | | | | | 1,323,891 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $10,317,665) | | | | | 10,317,665 | | | | | | 0.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 5.1% | | ||||||||||||
123,546,595 (14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.010% (Cost $123,546,595) | | | | | 123,546,595 | | | | | | 5.1 | | |
| | | Total Short-Term Investments (Cost $133,864,260) | | | | | 133,864,260 | | | | | | 5.5 | | |
| | | Total Investments in Securities (Cost $2,481,264,779) | | | | $ | 2,488,003,909 | | | | | | 101.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (31,861,729) | | | | | | (1.3) | | |
| | | Net Assets | | | | $ | 2,456,142,180 | | | | | | 100.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | — | | | | | $ | 306,874 | | | | | $ | — | | | | | $ | 306,874 | | |
Consumer Staples | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Materials | | | | | — | | | | | | 419,493 | | | | | | — | | | | | | 419,493 | | |
Total Common Stock | | | | | — | | | | | | 726,367 | | | | | | — | | | | | | 726,367 | | |
Preferred Stock | | | | | — | | | | | | 331,088 | | | | | | — | | | | | | 331,088 | | |
Warrants | | | | | — | | | | | | 18,395 | | | | | | — | | | | | | 18,395 | | |
Purchased Options | | | | | — | | | | | | 2,516,650 | | | | | | — | | | | | | 2,516,650 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 417,283,740 | | | | | | — | | | | | | 417,283,740 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 583,652,244 | | | | | | 1,898,538 | | | | | | 585,550,782 | | |
Asset-Backed Securities | | | | | — | | | | | | 413,445,800 | | | | | | — | | | | | | 413,445,800 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 462,968,081 | | | | | | — | | | | | | 462,968,081 | | |
Sovereign Bonds | | | | | — | | | | | | 116,407,725 | | | | | | — | | | | | | 116,407,725 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 202,398 | | | | | | — | | | | | | 202,398 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 6,227 | | | | | | — | | | | | | 6,227 | | |
Bank Loans | | | | | — | | | | | | 335,168,212 | | | | | | — | | | | | | 335,168,212 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 19,514,184 | | | | | | — | | | | | | 19,514,184 | | |
Short-Term Investments | | | | | 123,546,595 | | | | | | 10,317,665 | | | | | | — | | | | | | 133,864,260 | | |
Total Investments, at fair value | | | | $ | 123,546,595 | | | | | $ | 2,362,558,776 | | | | | $ | 1,898,538 | | | | | $ | 2,488,003,909 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 55,768 | | | | | | — | | | | | | 55,768 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 25,299,825 | | | | | | — | | | | | | 25,299,825 | | |
Futures | | | | | 16,113,908 | | | | | | — | | | | | | — | | | | | | 16,113,908 | | |
Total Assets | | | | $ | 139,660,503 | | | | | $ | 2,387,914,369 | | | | | $ | 1,898,538 | | | | | $ | 2,529,473,410 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (57,174) | | | | | $ | — | | | | | $ | (57,174) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (24,107,840) | | | | | | — | | | | | | (24,107,840) | | |
Futures | | | | | (1,127,690) | | | | | | — | | | | | | — | | | | | | (1,127,690) | | |
Written Options | | | | | — | | | | | | (3,582,206) | | | | | | — | | | | | | (3,582,206) | | |
Total Liabilities | | | | $ | (1,127,690) | | | | | $ | (27,747,220) | | | | | $ | — | | | | | $ | (28,874,910) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Covia Specialty Minerals, Inc. | | | | | 12/31/2020 | | | | | $ | 372,883 | | | | | $ | 419,493 | | |
| | | | | | | | | | $ | 372,883 | | | | | $ | 419,493 | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
MXN 98,050 | | | USD 4,791 | | | Barclays Bank PLC | | | | | 04/09/21 | | | | | $ | 2 | | |
MYR 131,109 | | | USD 32,210 | | | Barclays Bank PLC | | | | | 05/07/21 | | | | | | (552) | | |
USD 22,538,612 | | | EUR 18,595,831 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 728,040 | | |
USD 27,946,101 | | | JPY 3,049,366,728 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 404,010 | | |
JPY 2,313,060,077 | | | USD 22,138,466 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (1,246,747) | | |
EUR 17,763,676 | | | USD 21,287,545 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (452,986) | | |
AUD 22,005,886 | | | USD 16,692,015 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 23,225 | | |
AUD 20,264,068 | | | USD 15,668,582 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (276,394) | | |
USD 21,955,383 | | | NZD 30,487,447 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 663,199 | | |
JPY 2,036,538,092 | | | USD 18,550,240 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (156,087) | | |
GBP 21,702,717 | | | USD 29,691,921 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 228,265 | | |
NOK 104,623,973 | | | USD 12,284,856 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (52,584) | | |
JPY 3,315,351,917 | | | USD 30,459,806 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (515,319) | | |
USD 10,770,239 | | | JPY 1,172,545,165 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 179,730 | | |
AUD 39,825,476 | | | USD 30,961,121 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (710,470) | | |
NZD 22,636,150 | | | USD 16,119,655 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (310,753) | | |
NZD 45,608,736 | | | USD 32,737,722 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (884,955) | | |
USD 38,463,278 | | | GBP 27,836,640 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 86,633 | | |
USD 12,668,407 | | | NOK 106,577,657 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 207,716 | | |
EUR 57,317,458 | | | USD 68,668,321 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (1,442,147) | | |
USD 15,732,200 | | | AUD 20,269,535 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 335,858 | | |
NOK 132,830,925 | | | USD 15,520,328 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 9,804 | | |
EUR 28,738,844 | | | USD 34,623,593 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (916,542) | | |
NOK 79,644,807 | | | USD 9,511,861 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (200,066) | | |
JPY 3,010,512,655 | | | USD 27,664,686 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (473,528) | | |
USD 18,937,374 | | | EUR 15,552,650 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 696,069 | | |
NOK 288,427,790 | | | USD 33,964,448 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (242,471) | | |
USD 38,107,441 | | | CAD 47,697,369 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 152,418 | | |
USD 19,238,791 | | | EUR 15,812,792 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 692,374 | | |
USD 10,771,942 | | | NZD 14,881,456 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 378,855 | | |
USD 19,250,481 | | | AUD 24,888,787 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 345,446 | | |
USD 25,483,055 | | | JPY 2,688,029,114 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 1,204,591 | | |
NOK 154,194,367 | | | USD 18,149,589 | | | BNP Paribas | | | | | 04/09/21 | | | | | | (121,718) | | |
CAD 15,265,994 | | | USD 12,088,085 | | | BNP Paribas | | | | | 04/09/21 | | | | | | 59,779 | | |
USD 19,030,175 | | | CAD 24,106,113 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (152,184) | | |
JPY 974,424,590 | | | USD 8,988,734 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (187,664) | | |
NOK 51,129,569 | | | USD 5,992,582 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (14,690) | | |
CAD 14,133,438 | | | USD 11,284,408 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (37,771) | | |
CAD 14,663,788 | | | USD 11,757,028 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (88,367) | | |
NOK 37,018,507 | | | USD 4,402,279 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (74,203) | | |
EUR 8,275,498 | | | USD 9,857,905 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (151,787) | | |
USD 12,628,074 | | | NOK 106,445,070 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 182,886 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 11,799,807 | | | SEK 98,054,650 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 571,599 | | |
CAD 35,145,422 | | | USD 28,336,844 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (369,991) | | |
USD 24,332,221 | | | EUR 20,409,753 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 394,147 | | |
NZD 15,403,841 | | | USD 11,084,173 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (326,256) | | |
GBP 4,632,355 | | | USD 6,453,931 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (67,592) | | |
JPY 1,004,554,285 | | | USD 9,216,847 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (143,643) | | |
AUD 41,481,840 | | | USD 32,192,189 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (683,397) | | |
USD 11,482,358 | | | NOK 96,828,290 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 161,530 | | |
USD 12,753,009 | | | CAD 15,972,072 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 43,285 | | |
AUD 11,879,776 | | | USD 9,203,013 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (179,368) | | |
JPY 994,964,971 | | | USD 9,182,879 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (196,287) | | |
USD 15,185,454 | | | JPY 1,603,740,400 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 700,360 | | |
USD 15,637,052 | | | SEK 129,851,155 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 767,836 | | |
USD 9,344,936 | | | NOK 79,862,825 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 7,652 | | |
EUR 15,890,846 | | | USD 18,838,742 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (200,776) | | |
USD 6,546,767 | | | NZD 9,148,654 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 157,423 | | |
USD 14,072,112 | | | NOK 119,120,826 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 144,919 | | |
USD 16,444,197 | | | NOK 141,120,016 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (55,066) | | |
USD 5,760,332 | | | NOK 48,658,842 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 71,309 | | |
USD 15,638,083 | | | GBP 11,254,322 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 122,449 | | |
USD 5,581,335 | | | SEK 47,196,660 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 176,860 | | |
USD 12,327,931 | | | CAD 15,681,115 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (150,265) | | |
AUD 6,006,476 | | | USD 4,632,219 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (69,817) | | |
USD 19,330,737 | | | EUR 15,992,972 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 572,991 | | |
AUD 5,760,776 | | | USD 4,588,815 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (213,043) | | |
USD 5,335,091 | | | MXN 107,541,866 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 77,605 | | |
USD 14,694,393 | | | CAD 18,659,498 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (153,841) | | |
CHF 7,813,067 | | | USD 8,719,474 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (451,417) | | |
NOK 122,987,717 | | | USD 14,477,218 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | (97,921) | | |
USD 13,013,695 | | | EUR 10,717,979 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 442,853 | | |
CAD 14,294,985 | | | USD 11,332,203 | | | Brown Brothers Harriman & Co. | | | | | 04/09/21 | | | | | | 42,984 | | |
USD 29,377,145 | | | CAD 37,237,294 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | (254,308) | | |
USD 131,370 | | | BRL 714,325 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 4,514 | | |
USD 18,510,760 | | | EUR 15,213,871 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 666,802 | | |
USD 45,477,012 | | | NZD 63,482,131 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 1,141,611 | | |
CAD 14,070,255 | | | USD 10,998,350 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 198,009 | | |
USD 902,892 | | | COP 3,247,800,328 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 16,012 | | |
NZD 19,937,359 | | | USD 14,335,087 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | (410,998) | | |
USD 20,628,028 | | | NOK 178,350,961 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | (224,148) | | |
USD 22,591,866 | | | NOK 192,019,564 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 141,604 | | |
GBP 8,993,387 | | | USD 12,606,763 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | (208,139) | | |
USD 19,667,234 | | | GBP 14,144,408 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 167,218 | | |
USD 15,385,839 | | | NOK 130,221,129 | | | Citibank N.A. | | | | | 04/09/21 | | | | | | 160,837 | | |
RUB 42,938,317 | | | USD 574,466 | | | Citibank N.A. | | | | | 05/07/21 | | | | | | (8,743) | | |
NOK 63,064,505 | | | USD 7,299,954 | | | Deutsche Bank AG | | | | | 04/09/21 | | | | | | 73,329 | | |
CLP 1,235,317 | | | USD 1,667 | | | Goldman Sachs International | | | | | 04/09/21 | | | | | | 48 | | |
USD 1,499,603 | | | PEN 5,439,196 | | | Goldman Sachs International | | | | | 04/09/21 | | | | | | 46,632 | | |
USD 5,637,264 | | | ZAR 84,569,287 | | | Goldman Sachs International | | | | | 05/07/21 | | | | | | (64,979) | | |
USD 1,492,377 | | | PEN 5,439,196 | | | HSBC Bank USA N.A. | | | | | 04/09/21 | | | | | | 39,406 | | |
USD 2,074 | | | ZAR 31,524 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | (51) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
TRY 37,884,279 | | | USD 5,015,824 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | (545,836) | | |
USD 11,722,225 | | | TRY 89,762,320 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | 1,131,117 | | |
HUF 655,795 | | | USD 2,172 | | | HSBC Bank USA N.A. | | | | | 05/07/21 | | | | | | (50) | | |
CLP 3,855,333,422 | | | USD 5,239,791 | | | JPMorgan Chase Bank N.A. | | | | | 04/09/21 | | | | | | 111,863 | | |
USD 1,559,981 | | | RON 6,334,061 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 52,860 | | |
USD 6,701,214 | | | RUB 498,854,347 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 128,681 | | |
USD 1,560,173 | | | RON 6,334,061 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 53,052 | | |
USD 388 | | | ILS 1,277 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 6 | | |
USD 3,442,145 | | | TRY 28,768,492 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 47,734 | | |
USD 1,560,189 | | | RON 6,334,061 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 53,068 | | |
USD 1,560,089 | | | RON 6,334,061 | | | JPMorgan Chase Bank N.A. | | | | | 05/07/21 | | | | | | 52,968 | | |
USD 19,516,705 | | | NOK 166,847,339 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 9,493 | | |
GBP 7,880,561 | | | USD 10,821,569 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 42,870 | | |
USD 4,374,858 | | | JPY 462,924,329 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 193,694 | | |
GBP 4,731,864 | | | USD 6,613,840 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | (90,313) | | |
USD 14,584,125 | | | AUD 18,811,539 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 295,249 | | |
EUR 1,421,443 | | | USD 1,694,372 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | (27,198) | | |
USD 12,282,187 | | | NZD 17,198,378 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 270,981 | | |
USD 18,308,214 | | | NOK 156,641,194 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | (5,732) | | |
USD 5,853,785 | | | NOK 49,394,957 | | | Morgan Stanley Capital Services LLC | | | | | 04/09/21 | | | | | | 78,698 | | |
CZK 42,445 | | | USD 1,955 | | | Morgan Stanley Capital Services LLC | | | | | 05/07/21 | | | | | | (48) | | |
USD 190,791 | | | PLN 716,080 | | | Morgan Stanley Capital Services LLC | | | | | 05/07/21 | | | | | | 9,564 | | |
USD 9,280,682 | | | JPY 1,009,586,872 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 162,023 | | |
USD 10,848,596 | | | GBP 7,871,722 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | (3,658) | | |
NZD 16,072,311 | | | USD 11,224,822 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | (51) | | |
USD 6,922,615 | | | AUD 8,802,969 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 236,052 | | |
USD 11,006,688 | | | GBP 7,898,113 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 118,051 | | |
MXN 107,269,635 | | | USD 5,239,791 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 4,385 | | |
GBP 6,641,337 | | | USD 9,262,148 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | (106,150) | | |
USD 15,574,147 | | | AUD 20,574,831 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | (54,091) | | |
USD 11,354,481 | | | JPY 1,193,300,932 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 576,505 | | |
USD 1,492,194 | | | PEN 5,439,196 | | | Standard Chartered Bank | | | | | 04/09/21 | | | | | | 39,223 | | |
USD 6,111,506 | | | IDR 88,115,696,084 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | 92,940 | | |
THB 122,156 | | | USD 4,026 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | (118) | | |
USD 419 | | | PHP 20,502 | | | Standard Chartered Bank | | | | | 05/07/21 | | | | | | (2) | | |
CAD 16,318,420 | | | USD 12,721,371 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 263,958 | | |
CAD 15,671,648 | | | USD 12,450,549 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 20,113 | | |
USD 10,964,512 | | | NZD 15,166,619 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | ��� | | | 372,269 | | |
EUR 7,964,367 | | | USD 9,602,486 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (261,285) | | |
JPY 1,266,038,160 | | | USD 11,867,639 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (432,695) | | |
CAD 14,878,725 | | | USD 11,757,685 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 82,011 | | |
USD 12,743,849 | | | EUR 10,560,843 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 357,307 | | |
GBP 8,329,772 | | | USD 11,449,204 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 34,535 | | |
CHF 9,800,142 | | | USD 11,003,706 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (632,859) | | |
USD 11,192,264 | | | NZD 15,458,644 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 396,073 | | |
USD 12,711,351 | | | EUR 10,466,492 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 435,471 | | |
AUD 16,184,701 | | | USD 12,553,639 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (260,057) | | |
USD 34,287,719 | | | CHF 30,680,737 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 1,820,308 | | |
USD 8,353,076 | | | EUR 6,900,789 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 259,318 | | |
NZD 34,248,972 | | | USD 24,742,495 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (823,293) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
AUD 5,424,680 | | | USD 4,216,480 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (95,999) | | |
JPY 660,401,221 | | | USD 6,256,851 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (292,062) | | |
USD 11,798,488 | | | AUD 14,904,326 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 477,454 | | |
NZD 24,278,439 | | | USD 17,779,611 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (823,748) | | |
USD 12,716,486 | | | CAD 16,005,530 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (19,861) | | |
NZD 20,567,410 | | | USD 15,113,011 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (748,900) | | |
NOK 238,586,254 | | | USD 28,276,522 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (381,845) | | |
GBP 6,571,195 | | | USD 9,292,097 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (232,799) | | |
CHF 15,942,565 | | | USD 17,626,652 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (755,682) | | |
USD 4,933,132 | | | JPY 525,428,478 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 187,426 | | |
USD 4,818,881 | | | JPY 514,558,992 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 171,349 | | |
USD 7,521,587 | | | AUD 9,850,695 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 39,192 | | |
USD 25,133,443 | | | CAD 31,704,773 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (95,525) | | |
USD 10,990,807 | | | NZD 15,330,391 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 284,187 | | |
AUD 14,436,914 | | | USD 11,191,627 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (225,630) | | |
USD 8,208,144 | | | AUD 10,797,848 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 6,310 | | |
USD 7,651,817 | | | GBP 5,618,703 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (94,339) | | |
SEK 180,036,808 | | | USD 21,348,266 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (732,306) | | |
USD 21,882,952 | | | CAD 27,942,208 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (351,967) | | |
SEK 95,606,839 | | | USD 11,423,955 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (476,046) | | |
NOK 151,567,814 | | | USD 17,559,440 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 161,344 | | |
CHF 3,585,188 | | | USD 3,993,717 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (199,747) | | |
CAD 20,693,249 | | | USD 16,085,307 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 381,277 | | |
USD 18,735,571 | | | AUD 23,660,553 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 763,479 | | |
CHF 14,608,877 | | | USD 16,265,913 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (806,297) | | |
USD 20,757,265 | | | JPY 2,239,556,742 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 529,434 | | |
AUD 8,369,224 | | | USD 6,464,164 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (107,065) | | |
USD 7,044,803 | | | AUD 9,216,430 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 44,184 | | |
JPY 1,097,902,741 | | | USD 10,083,058 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (166,725) | | |
USD 7,910,294 | | | AUD 10,246,827 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 127,005 | | |
CAD 15,180,662 | | | USD 12,019,337 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 60,624 | | |
EUR 8,741,662 | | | USD 10,430,796 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (177,926) | | |
JPY 999,435,450 | | | USD 9,220,880 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (193,910) | | |
GBP 7,760,081 | | | USD 10,860,426 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (162,085) | | |
USD 20,269,831 | | | CHF 18,824,600 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 348,991 | | |
USD 10,817,525 | | | GBP 7,765,412 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 111,834 | | |
NZD 14,569,002 | | | USD 10,459,015 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (284,143) | | |
GBP 7,776,157 | | | USD 10,857,191 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (136,687) | | |
USD 9,090,948 | | | NOK 77,449,407 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 35,832 | | |
USD 13,050,102 | | | CAD 16,303,383 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | 76,739 | | |
GBP 8,221,611 | | | USD 11,397,306 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (62,682) | | |
USD 11,073,073 | | | NZD 15,855,669 | | | State Street Bank and Trust Co. | | | | | 04/09/21 | | | | | | (397) | | |
| | | | | | | | | | | | | | | | $ | 1,191,985 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 1,104 | | | | | | 06/30/21 | | | | | $ | 243,682,125 | | | | | $ | (250,604) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
U.S. Treasury 5-Year Note | | | | | 1,459 | | | | | | 06/30/21 | | | | | | 180,038,321 | | | | | | (877,086) | | |
| | | | | | | | | | | | | | | | $ | 423,720,446 | | | | | $ | (1,127,690) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (1,348) | | | | | | 06/21/21 | | | | | | (176,503,750) | | | | | | 4,578,369 | | |
U.S. Treasury Long Bond | | | | | (356) | | | | | | 06/21/21 | | | | | | (55,035,375) | | | | | | 2,086,904 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,238) | | | | | | 06/21/21 | | | | | | (321,572,625) | | | | | | 7,964,986 | | |
U.S. Treasury Ultra Long Bond | | | | | (173) | | | | | | 06/21/21 | | | | | | (31,350,844) | | | | | | 1,483,649 | | |
| | | | | | | | | | | | | | | | $ | (584,462,594) | | | | | $ | 16,113,908 | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Prudential Financial Inc. 3.50%, due 05/15/2024 | | | | | Buy | | | | | | (1.000) | | | | | | 12/20/24 | | | | | | USD15,120,000 | | | | | $ | (328,903) | | | | ��� | $ | 3,979 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (328,903) | | | | | $ | 3,979 | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | 1.655% | | | Semi-Annual | | | 04/21/31 | | | USD 2,989,000 | | | $(37,675) | | | $(37,675) | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | 1.715 | | | Semi-Annual | | | 04/21/31 | | | USD 2,622,000 | | | (18,237) | | | (18,237) | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | 1.709 | | | Semi-Annual | | | 04/21/31 | | | USD 3,085,000 | | | 22,942 | | | 22,942 | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | 1.729 | | | Semi-Annual | | | 04/21/31 | | | USD 2,580,000 | | | 14,364 | | | 14,364 | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | 1.751 | | | Semi-Annual | | | 04/21/31 | | | USD 2,828,000 | | | 9,979 | | | 9,979 | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | 1.770 | | | Semi-Annual | | | 04/21/31 | | | USD 2,610,000 | | | 4,504 | | | 4,504 | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | 1.783 | | | Semi-Annual | | | 04/21/31 | | | USD 2,580,000 | | | (1,262) | | | (1,262) | |
| | | | | | | | | | | | | | | | | | | | | $(5,385) | | | $(5,385) | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | |
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | CDX North American High Yield Index, Series 35, Version 1 | | | 5.000% | | | Pay | | | 105.500% | | | 05/19/21 | | | USD 61,418,000 | | | $473,199 | | | $196,110 | |
| | | | | | | | | | | | | | | | | | | | | | | | $473,199 | | | $196,110 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 06/16/21 | | | | 0.747USD | | | | | 198,175,000 | | | | | $ | 1,831,923 | | | | | $ | 2,320,540 | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,831,923 | | | | | $ | 2,320,540 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 04/15/21 | | | | 0.768USD | | | | | 112,328,000 | | | | | $ | 930,336 | | | | | $ | (2,078,704) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 930,336 | | | | | $ | (2,078,704) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Call on 10-Year Interest Rate Swap(2) | | | BNP Paribas | | | Pay | | | | | 1.660% | | | | 3-month USD-LIBOR | | | | | 04/19/21 | | | | | | USD15,891,000 | | | | | $ | 144,211 | | | | | $ | (36,846) | | |
Call on 10-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | Pay | | | | | 1.740% | | | | 3-month USD-LIBOR | | | | | 09/23/21 | | | | | | USD62,040,000 | | | | | | 399,076 | | | | | | (299,381) | | |
Call on 30-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | Pay | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 04/28/21 | | | | | | USD6,154,000 | | | | | | 133,234 | | | | | | (122,230) | | |
Put on 10-Year Interest Rate Swap(3) | | | BNP Paribas | | | Receive | | | | | 1.660% | | | | 3-month USD-LIBOR | | | | | 04/19/21 | | | | | | USD15,891,000 | | | | | | 144,211 | | | | | | (229,117) | | |
Put on 10-Year Interest Rate Swap(3) | | | Morgan Stanley Capital Services LLC | | | Receive | | | | | 2.740% | | | | 3-month USD-LIBOR | | | | | 09/23/21 | | | | | | USD62,040,000 | | | | | | 692,828 | | | | | | (688,632) | | |
Put on 30-Year Interest Rate Swap(3) | | | Morgan Stanley Capital Services LLC | | | Receive | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 04/28/21 | | | | | | USD6,154,000 | | | | | | 133,234 | | | | | | (127,296) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | $ | 1,646,794 | | | | | $ | (1,503,502) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 2,320,540 | | |
Credit contracts | | | Investments in securities at value* | | | | | 196,110 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 25,299,825 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 16,113,908 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 51,789 | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 3,979 | | |
Total Asset Derivatives | | | | | | | $ | 43,986,151 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 24,107,840 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 1,127,690 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 57,174 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 1,503,502 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 2,078,704 | | |
Total Liability Derivatives | | | | | | | $ | 28,874,910 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 8,208,277 | | | | | $ | 184,181 | | | | | $ | 8,392,458 | | |
Equity contracts | | | | | (1,905,107) | | | | | | — | | | | | | (76,880) | | | | | | — | | | | | | — | | | | | | (1,981,987) | | |
Foreign exchange contracts | | | | | (12,411,327) | | | | | | 2,522,985 | | | | | | — | | | | | | — | | | | | | 4,261,759 | | | | | | (5,626,583) | | |
Interest rate contracts | | | | | (230,132) | | | | | | — | | | | | | 26,087,736 | | | | | | (7,714,145) | | | | | | 6,177,285 | | | | | | 24,320,744 | | |
Total | | | | $ | (14,546,566) | | | | | $ | 2,522,985 | | | | | $ | 26,010,856 | | | | | $ | 494,132 | | | | | $ | 10,623,225 | | | | | $ | 25,104,632 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currencycontracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (277,089) | | | | | $ | — | | | | | $ | — | | | | | $ | (12,048,937) | | | | | $ | — | | | | | $ | (12,326,026) | | |
Foreign exchange contracts | | | | | (789,424) | | | | | | (6,271,724) | | | | | | — | | | | | | — | | | | | | 2,845,441 | | | | | | (4,215,707) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 14,986,218 | | | | | | 299,677 | | | | | | 143,292 | | | | | | 15,429,187 | | |
Total | | | | $ | (1,066,513) | | | | | $ | (6,271,724) | | | | | $ | 14,986,218 | | | | | $ | (11,749,260) | | | | | $ | 2,988,733 | | | | | $ | (1,112,546) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of March 31, 2021 (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Brown Brothers Harriman & Co. | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | State Street Bank and Trust Co. | | | Totals | | ||||||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,320,540 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 196,110 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,516,650 | | |
Forward foreign currency contracts | | | | | 2 | | | | | | 6,396,012 | | | | | | 4,638,688 | | | | | | 2,496,607 | | | | | | 73,329 | | | | | | 46,680 | | | | | | 1,170,523 | | | | | | 500,232 | | | | | | 900,549 | | | | | | 1,229,179 | | | | | | 7,848,024 | | | | | | 25,299,825 | | |
Total Assets | | | | $ | 2 | | | | | $ | 6,396,012 | | | | | $ | 4,638,688 | | | | | $ | 4,817,147 | | | | | $ | 73,329 | | | | | $ | 46,680 | | | | | $ | 1,170,523 | | | | | $ | 696,342 | | | | | $ | 900,549 | | | | | $ | 1,229,179 | | | | | $ | 7,848,024 | | | | | $ | 27,816,475 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 552 | | | | | $ | 8,002,767 | | | | | $ | 4,065,346 | | | | | $ | 1,106,336 | | | | | $ | — | | | | | $ | 64,979 | | | | | $ | 545,937 | | | | | $ | — | | | | | $ | 123,291 | | | | | $ | 164,070 | | | | | $ | 10,034,562 | | | | | $ | 24,107,840 | | |
Written options | | | | | — | | | | | | 265,963 | | | | | | — | | | | | | 2,078,704 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,237,539 | | | | | | — | | | | | | — | | | | | | 3,582,206 | | |
Total Liabilities | | | | $ | 552 | | | | | $ | 8,268,730 | | | | | $ | 4,065,346 | | | | | $ | 3,185,040 | | | | | $ | — | | | | | $ | 64,979 | | | | | $ | 545,937 | | | | | $ | — | | | | | $ | 1,360,830 | | | | | $ | 164,070 | | | | | $ | 10,034,562 | | | | | $ | 27,690,046 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (550) | | | | | $ | (1,872,718) | | | | | $ | 573,342 | | | | | $ | 1,632,107 | | | | | $ | 73,329 | | | | | $ | (18,299) | | | | | $ | 624,586 | | | | | $ | 696,342 | | | | | $ | (460,281) | | | | | $ | 1,065,109 | | | | | $ | (2,186,538) | | | | | $ | 126,429 | | |
Total cash collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | 990,000 | | | | | $ | — | | | | | $ | (1,632,107) | | | | | $ | — | | | | | $ | — | | | | | $ | (530,000) | | | | | $ | (696,342) | | | | | $ | — | | | | | $ | (970,000) | | | | | $ | 2,186,538 | | | | | $ | (651,911) | | |
Net Exposure(1)(2) | | | | $ | (550) | | | | | $ | (882,718) | | | | | $ | 573,342 | | | | | $ | — | | | | | $ | 73,329 | | | | | $ | (18,299) | | | | | $ | 94,586 | | | | | $ | — | | | | | $ | (460,281) | | | | | $ | 95,109 | | | | | $ | — | | | | | $ | (525,482) | | |
| Cost for federal income tax purposes was $2,497,220,120. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 87,942,988 | | |
| Gross Unrealized Depreciation | | | | | (84,173,511) | | |
| Net Unrealized Appreciation | | | | $ | 3,769,477 | | |
Fund Name | | | Type | | | Per Share Amount | | |||
Voya GNMA Income Fund | | |||||||||
Class A | | | NII | | | | $ | 0.1448 | | |
Class C | | | NII | | | | $ | 0.0798 | | |
Class I | | | NII | | | | $ | 0.1707 | | |
Class P(1) | | | NII | | | | $ | 0.1707 | | |
Class R6(2) | | | NII | | | | $ | 0.0873 | | |
Class W | | | NII | | | | $ | 0.1666 | | |
All Classes | | | ROC | | | | $ | 0.0276 | | |
Voya High Yield Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.3776 | | |
Class C | | | NII | | | | $ | 0.3199 | | |
Class I | | | NII | | | | $ | 0.4039 | | |
Class P | | | NII | | | | $ | 0.4556 | | |
Class P3 | | | NII | | | | $ | 0.4606 | | |
Class R | | | NII | | | | $ | 0.3589 | | |
Class R6 | | | NII | | | | $ | 0.4097 | | |
Class W | | | NII | | | | $ | 0.3978 | | |
All Classes | | | ROC | | | | $ | 0.0186 | | |
Voya Intermediate Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2882 | | |
Class C | | | NII | | | | $ | 0.2084 | | |
Class I | | | NII | | | | $ | 0.3218 | | |
Class P3 | | | NII | | | | $ | 0.3591 | | |
Class R | | | NII | | | | $ | 0.2620 | | |
Class R6 | | | NII | | | | $ | 0.3263 | | |
Fund Name | | | Type | | | Per Share Amount | | |||
Voya Intermediate Bond Fund (continued) | | |||||||||
Class W | | | NII | | | | $ | 0.3143 | | |
All Classes | | | STCG | | | | $ | 0.1397 | | |
All Classes | | | LTCG | | | | $ | 0.0274 | | |
All Classes | | | ROC | | | | $ | 0.0312 | | |
Voya Short Term Bond Fund | | |||||||||
Class A | | | NII | | | | $ | 0.1659 | | |
Class C | | | NII | | | | $ | 0.0918 | | |
Class I | | | NII | | | | $ | 0.1955 | | |
Class P2 | | | NII | | | | $ | 0.2461 | | |
Class P3 | | | NII | | | | $ | 0.2456 | | |
Class R | | | NII | | | | $ | 0.1418 | | |
Class R6 | | | NII | | | | $ | 0.1985 | | |
Class W | | | NII | | | | $ | 0.1912 | | |
All Classes | | | ROC | | | | $ | 0.0206 | | |
Voya Strategic Income Opportunities Fund | | |||||||||
Class A | | | NII | | | | $ | 0.2984 | | |
Class C | | | NII | | | | $ | 0.2211 | | |
Class I | | | NII | | | | $ | 0.3338 | | |
Class P | | | NII | | | | $ | 0.3867 | | |
Class R | | | NII | | | | $ | 0.2714 | | |
Class R6 | | | NII | | | | $ | 0.3384 | | |
Class W | | | NII | | | | $ | 0.3219 | | |
All Classes | | | ROC | | | | $ | 0.0523 | | |
| Voya GNMA Income Fund | | | | | 100.00% | | |
| Voya High Yield Bond Fund | | | | | 99.44% | | |
| Voya Intermediate Bond Fund | | | | | 99.28% | | |
| Voya Short Term Bond Fund | | | | | 99.73% | | |
| Voya Strategic Income Opportunities Fund | | | | | 99.74% | | |
| Voya Intermediate Bond Fund | | | | | 100.00% | | |
| Voya Intermediate Bond Fund | | | | $ | 26,007,065 | | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Independent Trustees: | | | | | | | | | | | | | | | | |
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Trustee Chairperson | | | November 2007 – Present January 2020 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 132 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Trustee | | | January 2005 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 132 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Trustee | | | January 2006 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 132 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 71 | | | Trustee | | | August 2015 – Present | | | Retired. | | | 132 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Trustee | | | May 2013 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 132 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Trustee | | | January 2006 – Present | | | Consultant (May 2001 – Present). | | | 132 | | | Centerra Gold Inc. (May 2008 – Present). | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Trustee | | | October 2015 – Present | | | Retired. | | | 132 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | | | | | | | ||||||||||
Trustee who is an “interested person”: | | | | | | | | | | | | | | | | | |||||||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | | | Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 132 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | | | | | | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 52 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (March 2020 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President and Chief Financial Officer, Voya Investments Distributor, LLC (September 2019 – March 2020); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – September 2019); Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President Chief Investment Risk Officer | | | March 2020 – Present March 2020 – Present | | | Executive Vice President and Chief Investment Risk Officer, Voya Investments, LLC (March 2020 – Present); Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present). Formerly, Vice President, Voya Investments, LLC (September 2018 – March 2020); Consultant, DA Capital LLC (January 2016 – March 2017). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 63 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Senior Vice President | | | November 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – Present | | | Senior Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (March 2021 – Present). Formerly, Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – March 2021); Vice President, Mutual Fund Compliance (March 2014 – June 2016). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | May 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Vice President | | | October 2000 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | June 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the fund’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’ website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from the fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let the fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
April 15, 2021
Portfolio Managers’ Report | Voya Government Money Market Fund |
| Investment Type Allocation as of March 31, 2021 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Repurchase Agreement | | | 35.7% | |
| U.S. Government Agency Debt | | | 18.9% | |
| U.S. Treasury Debt | | �� | 17.8% | |
| Investment Companies | | | 9.8% | |
| Assets in Excess of Other Liabilities | | | 17.8% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended March 31, 2021** | | | Beginning Account Value October 1, 2020 | | | Ending Account Value March 31, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended March 31, 2021** | | ||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,000.20 | | | | | | 0.11% | | | | | $ | 0.55 | | | | | $ | 1,000.00 | | | | | $ | 1,024.38 | | | | | | 0.11% | | | | | $ | 0.56 | | |
Class C | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.11 | | | | | | 0.55 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.11 | | | | | | 0.56 | | |
Class I | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.11 | | | | | | 0.55 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.11 | | | | | | 0.56 | | |
Class W | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.11 | | | | | | 0.55 | | | | | | 1,000.00 | | | | | | 1,024.38 | | | | | | 0.11 | | | | | | 0.56 | | |
May 26, 2021
| ASSETS: | | | | | | | |
| Short-term investments at amortized cost | | | | $ | 95,294,164 | | |
| Repurchase agreements | | | | | 73,035,000 | | |
| Cash | | | | | 902 | | |
| Receivables: | | | | | | | |
| Investment securities sold | | | | | 46,197,735 | | |
| Fund shares sold | | | | | 50,706 | | |
| Dividends | | | | | 584 | | |
| Interest | | | | | 40,122 | | |
| Prepaid expenses | | | | | 38,126 | | |
| Reimbursement due from Investment Adviser | | | | | 47,823 | | |
| Other assets | | | | | 25,637 | | |
| Total assets | | | | | 214,730,799 | | |
| LIABILITIES: | | | | | | | |
| Payable for investment securities purchased | | | | | 4,999,716 | | |
| Payable for fund shares redeemed | | | | | 4,775,216 | | |
| Payable for investment management fees | | | | | 187 | | |
| Payable to trustees under the deferred compensation plan (Note 5) | | | | | 25,637 | | |
| Payable for trustee fees | | | | | 7,183 | | |
| Other accrued expenses and liabilities | | | | | 148,130 | | |
| Total liabilities | | | | | 9,956,069 | | |
| NET ASSETS | | | | $ | 204,774,730 | | |
| NET ASSETS WERE COMPRISED OF: | | | | | | | |
| Paid-in capital | | | | $ | 204,790,021 | | |
| Total distributable loss | | | | | (15,291) | | |
| NET ASSETS | | | | $ | 204,774,730 | | |
| Class A | | | | | | | |
| Net assets | | | | $ | 156,808,342 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 156,799,875 | | |
| Net asset value and redemption price per share† | | | | $ | 1.00 | | |
| Class C | | | | | | | |
| Net assets | | | | $ | 2,320,810 | | |
| Shares authorized | | | | | unlimited | | ��� |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 2,320,693 | | |
| Net asset value and redemption price per share† | | | | $ | 1.00 | | |
| Class I | | | | | | | |
| Net assets | | | | $ | 45,259,893 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 45,257,570 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| Class W | | | | | | | |
| Net assets | | | | $ | 385,685 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 385,665 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| INVESTMENT INCOME: | | | | | | | |
| Dividends | | | | $ | 10,682 | | |
| Interest | | | | | 237,676 | | |
| Total investment income | | | | | 248,358 | | |
| EXPENSES: | | | | | | | |
| Investment management fees | | | | | 767,246 | | |
| Distribution and shareholder service fees: | | | | | | | |
| Class C | | | | | 26,786 | | |
| Transfer agent fees: | | | | | | | |
| Class A | | | | | 388,210 | | |
| Class C | | | | | 6,099 | | |
| Class I | | | | | 53,988 | | |
| Class W | | | | | 808 | | |
| Shareholder reporting expense | | | | | 22,000 | | |
| Registration fees | | | | | 117,882 | | |
| Professional fees | | | | | 36,648 | | |
| Custody and accounting expense | | | | | 18,820 | | |
| Trustee fees | | | | | 7,885 | | |
| Miscellaneous expense | | | | | 16,241 | | |
| Total expenses | | | | | 1,462,613 | | |
| Waived and reimbursed fees | | | | | (1,233,683) | | |
| Net expenses | | | | | 228,930 | | |
| Net investment income | | | | | 19,428 | | |
| REALIZED GAIN (LOSS): | | | | | | | |
| Net realized gain on investments | | | | | 56,235 | | |
| Increase in net assets resulting from operations | | | | $ | 75,663 | | |
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 19,428 | | | | | $ | 3,057,399 | | |
Net realized gain | | | | | 56,235 | | | | | | 175,153 | | |
Increase in net assets resulting from operations | | | | | 75,663 | | | | | | 3,232,552 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (61,749) | | | | | | (2,459,516) | | |
Class C | | | | | (892) | | | | | | (23,967) | | |
Class I | | | | | (15,624) | | | | | | (705,499) | | |
Class L(1) | | | | | — | | | | | | (12,802) | | |
Class O(2) | | | | | — | | | | | | (14,204) | | |
Class W | | | | | (118) | | | | | | (3,796) | | |
Total distributions | | | | | (78,383) | | | | | | (3,219,784) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 984,320,378 | | | | | | 1,084,467,447 | | |
Reinvestment of distributions | | | | | 77,989 | | | | | | 3,203,375 | | |
| | | | | 984,398,367 | | | | | | 1,087,670,822 | | |
Cost of shares redeemed | | | | | (988,549,408) | | | | | | (1,082,433,841) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (4,151,041) | | | | | | 5,236,981 | | |
Net increase (decrease) in net assets | | | | | (4,153,761) | | | | | | 5,249,749 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 208,928,491 | | | | | | 203,678,742 | | |
End of year or period | | | | $ | 204,774,730 | | | | | $ | 208,928,491 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.68 | | | | | | 0.11(4) | | | | | | 0.11 | | | | | | 0.01 | | | | | | 156,808 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.61 | | | | | | 0.63 | | | | | | 0.41(5) | | | | | | 0.41 | | | | | | 1.49 | | | | | | 161,828 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.75 | | | | | | 157,178 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.50 | | | | | | 155,574 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(6) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 138,169 | | | | | | — | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 1.68 | | | | | | 0.11(4) | | | | | | 0.11 | | | | | | 0.01 | | | | | | 2,321 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.65 | | | | | | 1.63 | | | | | | 1.41(5) | | | | | | 1.41 | | | | | | 0.56 | | | | | | 2,870 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.75 | | | | | | 1.57 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 0.74 | | | | | | 4,256 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.06 | | | | | | 1.69 | | | | | | 1.15(7) | | | | | | 1.15 | | | | | | 0.02 | | | | | | 4,054 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | — | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.08 | | | | | | 1.74 | | | | | | 0.46(6) | | | | | | 0.46 | | | | | | (0.00)* | | | | | | 2,410 | | | | | | — | | | |||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 0.57 | | | | | | 0.11(4) | | | | | | 0.11 | | | | | | 0.01 | | | | | | 45,260 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.63 | | | | | | 0.61 | | | | | | 0.41(5) | | | | | | 0.41 | | | | | | 1.53 | | | | | | 43,994 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.72 | | | | | | 39,581 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.50 | | | | | | 39,617 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(6) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 39,955 | | | | | | — | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-31-21 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.68 | | | | | | 0.11(4) | | | | | | 0.11 | | | | | | 0.01 | | | | | | 386 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.61 | | | | | | 0.63 | | | | | | 0.41(5) | | | | | | 0.41 | | | | | | 1.52 | | | | | | 236 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.82 | | | | | | 269 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.48 | | | | | | 64 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | (0.00)*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(6) | | | | | | 0.46 | | | | | | (0.00)* | | | | | | 99 | | | | | | — | | |
| | | Distribution Fee | | | Shareholder Servicing Fee | | ||||||
Class C | | | | $ | 18,837 | | | | | $ | 6,352 | | |
| March 31, | | | |||||||||||||||||
| 2022 | | | 2023 | | | 2024 | | | Total | | |||||||||
| $ — | | | | $ | 19,696 | | | | | $ | 651,190 | | | | | $ | 670,886 | | |
| | | Class C | | |||
Contingent Deferred Sales Charges: | | | | $ | 99 | | |
Subsidiary | | | Percentage | | |||
Voya Institutional Trust Company | | | | | 17.68% | | |
Voya Investments Distributor, LLC | | | | | 13.88 | | |
Voya Retirement Insurance and Annuity Company | | | | | 28.84 | | |
Class A | | | Class C | | | Class I | | | Class W | |
0.40% | | | 1.40% | | | 0.40% | | | 0.40% | |
| March 31, | | | |||||||||||||||||
| 2022 | | | 2023 | | | 2024 | | | Total | | |||||||||
| $349,897 | | | | $ | 392,267 | | | | | $ | 369,161 | | | | | $ | 1,111,325 | | |
| | | March 31, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Class A | | | | $ | — | | | | | $ | 36,363 | | | | | $ | 184,848 | | | | | $ | 221,211 | | |
Class C | | | | | — | | | | | | 493 | | | | | | 2,910 | | | | | | 3,403 | | |
Class W | | | | | — | | | | | | 48 | | | | | | 385 | | | | | | 433 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 969,878,923 | | | | | | — | | | | | | 61,524 | | | | | | (974,950,546) | | | | | | — | | | | | | (5,010,099) | | | | | | 969,878,923 | | | | | | — | | | | | | 61,524 | | | | | | (974,950,546) | | | | | | — | | | | | | (5,010,099) | | |
3/31/2020 | | | | | 1,063,186,555 | | | | | | — | | | | | | 2,446,503 | | | | | | (1,063,331,277) | | | | | | 2,331,173 | | | | | | 4,632,954 | | | | | | 1,063,186,541 | | | | | | — | | | | | | 2,446,503 | | | | | | (1,063,331,277) | | | | | | 2,331,173 | | | | | | 4,632,940 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 1,862,404 | | | | | | — | | | | | | 881 | | | | | | (2,413,640) | | | | | | — | | | | | | (550,355) | | | | | | 1,862,404 | | | | | | — | | | | | | 881 | | | | | | (2,413,640) | | | | | | — | | | | | | (550,355) | | |
3/31/2020 | | | | | 3,129,655 | | | | | | — | | | | | | 23,665 | | | | | | (4,538,530) | | | | | | — | | | | | | (1,385,210) | | | | | | 3,129,655 | | | | | | — | | | | | | 23,665 | | | | | | (4,538,530) | | | | | | — | | | | | | (1,385,210) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 12,338,261 | | | | | | — | | | | | | 15,466 | | | | | | (11,093,667) | | | | | | — | | | | | | 1,260,060 | | | | | | 12,338,261 | | | | | | — | | | | | | 15,466 | | | | | | (11,093,667) | | | | | | — | | | | | | 1,260,060 | | |
3/31/2020 | | | | | 18,110,502 | | | | | | — | | | | | | 702,494 | | | | | | (14,396,676) | | | | | | — | | | | | | 4,416,320 | | | | | | 18,110,502 | | | | | | — | | | | | | 702,494 | | | | | | (14,396,676) | | | | | | — | | | | | | 4,416,320 | | |
Class L(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 1 | | | | | | — | | | | | | 12,790 | | | | | | (68,993) | | | | | | (1,090,121) | | | | | | (1,146,323) | | | | | | 1 | | | | | | — | | | | | | 12,790 | | | | | | (68,993) | | | | | | (1,090,121) | | | | | | (1,146,323) | | |
Class O(2) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 6,154 | | | | | | — | | | | | | 14,129 | | | | | | (27,005) | | | | | | (1,241,052) | | | | | | (1,247,774) | | | | | | 6,154 | | | | | | — | | | | | | 14,129 | | | | | | (27,005) | | | | | | (1,241,052) | | | | | | (1,247,774) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/2021 | | | | | 240,790 | | | | | | — | | | | | | 118 | | | | | | (91,555) | | | | | | — | | | | | | 149,353 | | | | | | 240,790 | | | | | | — | | | | | | 118 | | | | | | (91,555) | | | | | | — | | | | | | 149,353 | | |
3/31/2020 | | | | | 34,594 | | | | | | — | | | | | | 3,794 | | | | | | (71,360) | | | | | | — | | | | | | (32,972) | | | | | | 34,594 | | | | | | — | | | | | | 3,794 | | | | | | (71,360) | | | | | | — | | | | | | (32,972) | | |
| Paid-in Capital | | | Distributable Earnings | | |||
| $(4,949) | | | | $ | 4,949 | | |
| Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | |||
| Ordinary Income | | | Ordinary Income | | |||
| $78,383 | | | | $ | 3,219,784 | | |
| Undistributed Ordinary Income | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/ (Loss) | | |||||||||
| $ — | | | | $ | — | | | | | $ | (15,291) | | | | | $ | (15,291) | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | |
All Classes | | | $0.0000* | | | May 3, 2021 | | | April 29, 2021 | |
Voya Government Money Market Fund | as of March 31, 2021 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 35.7% | | |||||||||||||||
| | | Repurchase Agreement: 35.7% | | ||||||||||||
48,035,000 | | | Deutsche Bank Repurchase Agreement dated 3/31/21, 0.001%, due 4/1/20, $48,035,001 to be received upon repurchase (Collateralized by $77,415,932,U.S. Treasury STRIP, 0.00%, Market Value plus accrued interest $49,476,050 due 5/15/39-11/15/41) | | | | $ | 48,035,000 | | | | | | 23.5 | | |
25,000,000 | | | Deutsche Bank Repurchase Agreement dated 3/31/21, 0.001%, due 4/1/21, $25,000,001 to be received upon repurchase (Collateralized by $23,818,800, U.S. Treasury Note, 2.625%, Market Value plus accrued interest $25,500,080 due 12/31/23) | | | | | 25,000,000 | | | | | | 12.2 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $73,035,000) | | | | | 73,035,000 | | | | | | 35.7 | | |
U.S. GOVERNMENT AGENCY DEBT: 18.9% | | |||||||||||||||
2,000,000 | | | Fannie Mae, 0.290%, (FEDL01 + 0.280)%, 04/26/2021 | | | | | 2,000,000 | | | | | | 1.0 | | |
13,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.103%, (US0001M + 0.000)%, 08/09/2021 | | | | | 13,003,128 | | | | | | 6.3 | | |
2,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.114%, (US0001M + 0.005)%, 06/25/2021 | | | | | 2,000,000 | | | | | | 1.0 | | |
1,750,000 | | | Federal Farm Credit Banks Funding Corp., 0.190%, (FEDL01 + 0.120)%, 04/23/2021 | | | | | 1,749,861 | | | | | | 0.9 | | |
2,475,000 | | | Federal Farm Credit Banks Funding Corp., 0.216%, (US0001M + 0.105)%, 11/02/2021 | | | | | 2,477,308 | | | | | | 1.2 | | |
2,500,000 | | | Federal Home Loan Banks, 0.015%, (SOFRRATE + 0.005)%, 05/19/2021 | | | | | 2,500,000 | | | | | | 1.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | |||||||||||||||
15,000,000 | | | Federal Home Loan Banks, 0.045%, (SOFRRATE + 0.035)%, 12/10/2021 | | | | $ | 15,000,000 | | | | | | 7.3 | | |
| | | Total U.S. Government Agency Debt (Cost $38,730,297) | | | | | 38,730,297 | | | | | | 18.9 | | |
U.S. TREASURY DEBT: 17.8% | | |||||||||||||||
15,000,000 (1) | | | United States Treasury Bill, 0.010%, 04/27/2021 | | | | | 14,999,837 | | | | | | 7.3 | | |
9,250,000 (1) | | | United States Treasury Bill, 0.070%, 03/24/2022 | | | | | 9,243,639 | | | | | | 4.5 | | |
12,250,000 | | | United States Treasury Note, 1.750%, 07/31/2021 | | | | | 12,320,391 | | | | | | 6.0 | | |
| | | Total U.S. Treasury Debt (Cost $36,563,867) | | | | | 36,563,867 | | | | | | 17.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
INVESTMENT COMPANIES: 9.8% | | |||||||||||||||
10,000,000 (2) | | | BlackRock Liquidity Funds, FedFund, Institutional Class | | | | | 10,000,000 | | | | | | 4.9 | | |
10,000,000 (2) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares | | | | | 10,000,000 | | | | | | 4.9 | | |
| | | Total Investment Companies (Cost $20,000,000) | | | | | 20,000,000 | | | | | | 9.8 | | |
| | | Total Investments in Securities (Cost $168,329,164) | | | | $ | 168,329,164 | | | | | | 82.2 | | |
| | | Assets in Excess of Other Liabilities | | | | | 36,445,566 | | | | | | 17.8 | | |
| | | Net Assets | | | | $ | 204,774,730 | | | | | | 100.0 | | |
Voya Government Money Market Fund | as of March 31, 2021 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at March 31, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies | | | | $ | 20,000,000 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 38,730,297 | | | | | | — | | | | | | 38,730,297 | | |
U.S. Treasury Debt | | | | | — | | | | | | 36,563,867 | | | | | | — | | | | | | 36,563,867 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 73,035,000 | | | | | | — | | | | | | 73,035,000 | | |
Total Investments, at fair value | | | | $ | 20,000,000 | | | | | $ | 148,329,164 | | | | | $ | — | | | | | $ | 168,329,164 | | |
Counterparty | | | U.S. Treasury Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $73,035,000 | | | | $ | (73,035,000) | | | | | $ | — | | |
Totals | | | $73,035,000 | | | | $ | (73,035,000) | | | | | $ | — | | |
Fund Name | | | Type | | | Per Share Amount | | |||
Voya Government Money Market Fund | | |||||||||
Class A | | | NII | | | | $ | 0.0001 | | |
Class C | | | NII | | | | $ | 0.0001 | | |
Class I | | | NII | | | | $ | 0.0001 | | |
Class W | | | NII | | | | $ | 0.0001 | | |
All Classes | | | STCG | | | | $ | 0.0003 | | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Independent Trustees: | | | | | | | | | | | | | | | | |
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Trustee Chairperson | | | November 2007 – Present January 2020 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 132 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Trustee | | | January 2005 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 132 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Trustee | | | January 2006 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 132 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 71 | | | Trustee | | | August 2015 – Present | | | Retired. | | | 132 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Trustee | | | May 2013 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 132 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Trustee | | | January 2006 – Present | | | Consultant (May 2001 – Present). | | | 132 | | | Centerra Gold Inc. (May 2008 – Present). | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Trustee | | | October 2015 – Present | | | Retired. | | | 132 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Trustee(2) | | | Other Board Positions Held by Trustee | |
Trustee who is an “interested person”: | | | | | | | | | | | ||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | | | Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 132 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | |
| | | | | | | | | | | | | | | | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 52 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (March 2020 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President and Chief Financial Officer, Voya Investments Distributor, LLC (September 2019 – March 2020); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – September 2019); Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President Chief Investment Risk Officer | | | March 2020 – Present March 2020 – Present | | | Executive Vice President and Chief Investment Risk Officer, Voya Investments, LLC (March 2020 – Present); Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present). Formerly, Vice President, Voya Investments, LLC (September 2018 – March 2020); Consultant, DA Capital LLC (January 2016 – March 2017). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 63 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Senior Vice President | | | November 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – Present | | | Senior Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (March 2021 – Present). Formerly, Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – March 2021); Vice President, Mutual Fund Compliance (March 2014 – June 2016). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | May 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Vice President | | | October 2000 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Name, Address and Age | | | Position(s) Held With the Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | June 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Annual Report
March 31, 2021
Voya Floating Rate Fund
Classes A, C, I, P, R and W
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the fund’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from the fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let the fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
E-Delivery Sign-up – details inside |
INVESTMENT MANAGEMENT voyainvestments.com | |
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Just go to www.individuals.voya.com/page/e-delivery, follow the directions and complete the quick 5 Steps to Enroll. | |||||||
You will be notified by e-mail when these communications become available on the internet. |
A description of the policies and procedures that the Fund uses to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Fund’s website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Fund voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Fund’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. The Fund’s Forms NPORT-P are available on the SEC’s website at www.sec.gov. The Fund’s complete schedule of portfolio holdings is available at: www.voyainvestments.com and without charge upon request from the Fund by calling Shareholder Services toll-free at (800) 992-0180.
Sincerely,
President
Voya Family of Funds
April 15, 2021
BENCHMARK DESCRIPTIONS
Index | Description | |
---|---|---|
The S&P/LSTA Leveraged Loan Index | An unmanaged total return index that captures accrued interest, repayments, and market value changes. It represents a broad cross section of leveraged loans syndicated in the United States, including dollar-denominated loans to overseas issuers. Standard & Poor’s (“S&P”) and the Loan Syndications and Trading Association (“LSTA”) conceived the index to establish a performance benchmark for the syndicated leveraged loan industry. |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Ratings Distribution as of March 31, 2021 | |||
BB or above | 13.94 | % | |
B | 78.63 | % | |
CCC or below | 6.44 | % | |
Not rated* | 0.99 | % | |
Loan ratings apply to the underlying holdings of the Fund and not the Fund itself. Ratings distribution shows the percentage of the Fund’s loan commitments (excluding cash and foreign cash) that are rated in each ratings category, based upon the categories provided by Standard & Poor. Ratings distribution is based on Standard & Poor’s senior secured facility ratings. 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. Ratings can change from time to time, and current ratings may not fully reflect the actual credit condition or risks posed by a loan. | |||
* Not rated includes loans to non-U.S. borrowers (which are typically unrated) and loans for which the rating has been withdrawn. |
TOP TEN LOAN ISSUERS AS OF MARCH 31, 2021 AS A PERCENTAGE OF: | ||||
NET ASSETS | ||||
Asurion, LLC | 1.0% | |||
Ultimate Kronos Group, Inc. | 0.7% | |||
MH Sub I LLC | 0.7% | |||
Altice France S.A. | 0.7% | |||
Imperva, Inc. | 0.7% | |||
IRB Holding Corp | 0.7% | |||
Cornerstone Building Brands, Inc. | 0.7% | |||
Flex Acquisition Company, Inc. | 0.7% | |||
Yak Access LLC | 0.6% | |||
Caesars Resort Collection | 0.6% |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
loans, better trading values in a handful of defaulted loans and selection and underweight in BB-rated loans. Notable industry contributors included selection in electronics and electrical, selection and overweight to nonferrous metals and minerals, selection and underweight in utilities and selection in both retailers (except food and drug) and food and drug retailers sectors. Additional contributions stemmed from overweights to the following issuers: Covia Holdings Corporation (formerly known as Unimin Corporation), Encino Energy, U.S. Silica Company, Save-A-Lot and Quest Software U.S. Holdings Inc.
Jeffrey A. Bakalar Senior Managing Director Voya Investment Management Co. LLC | ||||||
Charles LeMieux Senior Vice President Voya Investment Management Co. LLC |
* | Effective December 31, 2020, Daniel Norman retired and no longer serves as a portfolio manager and officer of the Fund. Charles LeMieux, Portfolio Manager, and Senior Vice President of Voya Investment Management’s Senior Loan Group will retire effective on May 31, 2021 and therefore will no longer serve as portfolio manager of the Fund. In addition, effective May 31, 2021, Kelly Byrne will be added as a portfolio manager of the Fund. |
VOYA FLOATING RATE FUND | PORTFOLIO MANAGERS’ REPORT |
Average Annual Total Returns for the Periods Ended March 31, 2021 | |||||||||||||||||||||
1 Year | 5 Year | 10 Year | Since Inception of Class P June 14, 2013 | ||||||||||||||||||
Including Sales Charge: | |||||||||||||||||||||
Class A(1) | 13.70 | % | 2.21 | % | 2.77 | % | — | ||||||||||||||
Class C(2) | 14.83 | % | 1.96 | % | 2.26 | % | — | ||||||||||||||
Class I | 16.97 | % | 1.62 | % | 3.00 | % | — | ||||||||||||||
Class P | 17.72 | % | 3.68 | % | — | 3.36 | % | ||||||||||||||
Class R | 16.42 | % | 2.48 | % | 2.77 | % | — | ||||||||||||||
Class W | 17.08 | % | 2.99 | % | 3.30 | % | — | ||||||||||||||
Excluding Sales Charge: | |||||||||||||||||||||
Class A | 16.69 | % | 2.73 | % | 3.03 | % | — | ||||||||||||||
Class C | 15.83 | % | 1.96 | % | 2.26 | % | — | ||||||||||||||
Class I | 16.97 | % | 1.62 | % | 3.00 | % | — | ||||||||||||||
Class P | 17.72 | % | 3.68 | % | — | 3.36 | % | ||||||||||||||
Class R | 16.42 | % | 2.48 | % | 2.77 | % | — | ||||||||||||||
Class W | 17.08 | % | 2.99 | % | 3.30 | % | — | ||||||||||||||
S&P/LSTA Leveraged Loan | 20.71 | % | 5.28 | % | 4.25 | % | 4.01 | % | |||||||||||||
(1) | Reflects deduction of the maximum Class A sales charge of 2.50%. | |
(2) | Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return. |
Actual Fund Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value October 1, 2020 | Ending Account Value March 31, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2021* | Beginning Account Value October 1, 2020 | Ending Account Value March 31, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended March 31, 2021* | |||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,045.20 | 1.13 | % | $5.76 | $ | 1,000.00 | $ | 1,019.32 | 1.13 | % | $5.69 | ||||||||||||||||||
Class C | 1,000.00 | 1,041.30 | 1.88 | 9.57 | 1,000.00 | 1,015.57 | 1.88 | 9.45 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,045.30 | 0.88 | 4.49 | 1,000.00 | 1,020.54 | 0.88 | 4.43 | ||||||||||||||||||||||||
Class P | 1,000.00 | 1,049.20 | 0.29 | 1.48 | 1,000.00 | 1,023.52 | 0.29 | 1.46 | ||||||||||||||||||||||||
Class R | 1,000.00 | 1,044.00 | 1.38 | 7.03 | 1,000.00 | 1,018.06 | 1.38 | 6.94 | ||||||||||||||||||||||||
Class W | 1,000.00 | 1,046.40 | 0.88 | 4.49 | 1,000.00 | 1,020.53 | 0.88 | 4.43 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 182/365 to reflect the most recent fiscal half-year. |
May 26, 2021
ASSETS: | |||||
Investments in securities at fair value (Cost $466,983,184) | $ | 463,400,957 | |||
Short-term investments at fair value (Cost $57,504,936) | 57,504,936 | ||||
Cash | 2,777,081 | ||||
Receivables: | |||||
Investment securities sold | 13,435,932 | ||||
Fund shares sold | 388,347 | ||||
Interest | 1,034,042 | ||||
Dividend | 2,328 | ||||
Prepaid structuring fee (Note 7) | 47,123 | ||||
Prepaid expenses | 62,701 | ||||
Reimbursement due from Investment Adviser | 22,538 | ||||
Other assets | 44,391 | ||||
Total assets | 538,720,376 | ||||
LIABILITIES: | |||||
Payable for investment securities purchased | 45,554,271 | ||||
Payable for fund shares redeemed | 1,151,143 | ||||
Income distribution payable | 65,895 | ||||
Payable for investment management fees | 208,438 | ||||
Payable for distribution and shareholder service fees | 60,257 | ||||
Payable for trustee fees | 51,148 | ||||
Payable to trustees under the deferred compensation plan (Note 8) | 44,391 | ||||
Payable for commitment fees on line of credit (Note 7) | 99,029 | ||||
Unfunded loan commitments (Note 9) | 1,186,206 | ||||
Other accrued expenses and liabilities | 716,942 | ||||
Total liabilities | 49,137,720 | ||||
NET ASSETS | $ | 489,582,656 | |||
NET ASSETS WERE COMPRISED OF: | |||||
Paid-in capital | 675,417,007 | ||||
Total distributable loss | (185,834,351 | ) | |||
NET ASSETS | $ | 489,582,656 |
Class A: | |||||
Net assets | $ | 39,517,744 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 4,371,569 | ||||
Net asset value and redemption price per share(2) | $ | 9.04 | |||
Maximum offering price per share (2.50%)(1) | $ | 9.27 | |||
Class C: | |||||
Net assets | $ | 14,914,080 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 1,649,747 | ||||
Net asset value and redemption price per share(2) | $ | 9.04 | |||
Class I: | |||||
Net assets | $ | 235,804,474 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 26,081,273 | ||||
Net asset value and redemption price per share | $ | 9.04 | |||
Class P: | |||||
Net assets | $ | 95,986,019 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 10,646,019 | ||||
Net asset value and redemption price per share | $ | 9.02 | |||
Class R: | |||||
Net assets | $ | 91,934,424 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 10,186,275 | ||||
Net asset value and redemption price per share | $ | 9.03 | |||
Class W: | |||||
Net assets | $ | 11,425,915 | |||
Shares authorized | unlimited | ||||
Par value | $ | 0.001 | |||
Shares outstanding | 1,261,764 | ||||
Net asset value and redemption price per share | $ | 9.06 |
(1) | Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. |
(2) | Redemption price per share may be reduced for any applicable contingent deferred sales charge. |
INVESTMENT INCOME: | |||||
Interest | $ | 25,711,634 | |||
Dividend | 50,747 | ||||
Other | 80,008 | ||||
Total investment income | 25,842,389 | ||||
EXPENSES: | |||||
Investment management fees | 3,738,445 | ||||
Distribution and shareholder service fees: | |||||
Class A | 113,224 | ||||
Class C | 187,420 | ||||
Class R | 490,858 | ||||
Transfer agent fees: | |||||
Class A | 60,181 | ||||
Class C | 24,904 | ||||
Class I | 122,446 | ||||
Class P | 672 | ||||
Class P3(1) | 29 | ||||
Class R | 130,454 | ||||
Class W | 22,053 | ||||
Shareholder reporting expense | 63,180 | ||||
Custody and accounting expense | 520,732 | ||||
Registration fees | 119,456 | ||||
Professional fees | 133,381 | ||||
Trustees fees | 38,680 | ||||
Structuring fee (Note 7) | 320,209 | ||||
Commitment fees on line of credit (Note 7) | 328,176 | ||||
Miscellaneous expense | 136,050 | ||||
Interest expense | 107,678 | ||||
Total expenses | 6,658,228 | ||||
Waived and reimbursed fees | (1,397,912 | ) | |||
Net expenses | 5,260,316 | ||||
Net investment income | 20,582,073 | ||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||
Net realized loss on investments | (69,403,189 | ) | |||
Net change in unrealized appreciation (depreciation) on Investments | 146,713,774 | ||||
Net realized and unrealized gain | 77,310,585 | ||||
Increase in net assets resulting from operations | 97,892,658 |
(1) | Class P3 was fully redeemed on April 30, 2020. |
Year Ended March 31, 2021 | Year Ended March 31, 2020 | ||||||||
FROM OPERATIONS: | |||||||||
Net investment income | $ | 20,582,073 | $ | 65,903,483 | |||||
Net realized loss | (69,403,189 | ) | (68,486,658 | ) | |||||
Net change in unrealized appreciation (depreciation) | 146,713,774 | (104,110,887 | ) | ||||||
Net increase (decrease) in net assets resulting from operations | 97,892,658 | (106,694,062 | ) | ||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||
Total distributions (excluding return of capital): | |||||||||
Class A | (1,468,080 | ) | (2,975,473 | ) | |||||
Class C | (468,126 | ) | (1,352,004 | ) | |||||
Class I | (10,499,471 | ) | (46,817,372 | ) | |||||
Class P | (4,171,498 | ) | (7,240,268 | ) | |||||
Class P3(1) | (11,866 | ) | (150,956 | ) | |||||
Class R | (2,932,507 | ) | (6,175,696 | ) | |||||
Class W | (596,512 | ) | (2,461,712 | ) | |||||
Total distributions | (20,148,060 | ) | (67,173,481 | ) | |||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||
Net proceeds from sale of shares | 191,534,218 | 387,431,929 | |||||||
Reinvestment of distributions | 19,198,707 | 64,849,161 | |||||||
210,732,925 | 452,281,090 | ||||||||
Cost of shares redeemed | (558,987,147 | ) | (1,025,097,472 | ) | |||||
Net decrease in net assets resulting from capital share transactions | (348,254,222 | ) | (572,816,382 | ) | |||||
Net decrease in net assets | (270,509,624 | ) | (746,683,925 | ) | |||||
NET ASSETS: | |||||||||
Beginning of year or period | 760,092,280 | 1,506,776,205 | |||||||
End of year or period | $ | 489,582,656 | $ | 760,092,280 |
(1) | Class P3 was fully redeemed on April 30, 2020. |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3) | Expenses, net of fee waivers and/or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 8.00 | 0.29 | * | 1.03 | 1.32 | 0.28 | — | — | 0.28 | 9.04 | 16.69 | 1.34 | 1.13 | 1.13 | 3.35 | 39,518 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.46 | (1.58 | ) | (1.12 | ) | 0.47 | — | — | 0.47 | 8.00 | (12.34 | ) | 1.18 | 1.10 | 1.10 | 4.83 | 52,014 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.46 | (0.28 | ) | 0.18 | 0.45 | — | — | 0.45 | 9.59 | 1.90 | 1.14 | 1.05 | 1.05 | 4.75 | 59,614 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.35 | (0.05 | ) | 0.30 | 0.35 | — | 0.02 | 0.37 | 9.86 | 3.09 | 1.13 | 1.02 | 1.02 | 3.58 | 43,839 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.37 | * | 0.25 | 0.62 | 0.39 | — | — | 0.39 | 9.93 | 6.49 | 1.11 | 1.03 | 1.03 | 3.79 | 93,318 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.38 | (0.41 | ) | (0.03 | ) | 0.38 | — | — | 0.38 | 9.70 | (0.25 | ) | 1.08 | 1.04 | 1.04 | 3.84 | 39,820 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 8.00 | 0.23 | * | 1.03 | 1.26 | 0.22 | — | — | 0.22 | 9.04 | 15.83 | 2.09 | 1.88 | 1.88 | 2.59 | 14,914 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.38 | (1.58 | ) | (1.20 | ) | 0.39 | — | — | 0.39 | 8.00 | (13.00 | ) | 1.93 | 1.85 | 1.85 | 4.12 | 20,446 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.38 | * | (0.28 | ) | 0.10 | 0.38 | — | — | 0.38 | 9.59 | 1.04 | 1.89 | 1.80 | 1.80 | 3.93 | 39,455 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.28 | (0.04 | ) | 0.24 | 0.28 | — | 0.02 | 0.30 | 9.87 | 2.42 | 1.88 | 1.77 | 1.77 | 2.85 | 45,848 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.30 | * | 0.25 | 0.55 | 0.32 | — | — | 0.32 | 9.93 | 5.70 | 1.86 | 1.78 | 1.78 | 3.08 | 55,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.31 | (0.41 | ) | (0.10 | ) | 0.31 | — | — | 0.31 | 9.70 | (1.00 | ) | 1.83 | 1.79 | 1.79 | 3.10 | 50,751 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 8.00 | 0.31 | * | 1.03 | 1.34 | 0.30 | — | — | 0.30 | 9.04 | 16.97 | 1.00 | 0.88 | 0.88 | 3.61 | 235,804 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.48 | (1.58 | ) | (1.10 | ) | 0.49 | — | — | 0.49 | 8.00 | (12.12 | ) | 0.88 | 0.85 | 0.85 | 5.15 | 427,504 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.48 | (0.28 | ) | 0.20 | 0.48 | — | — | 0.48 | 9.59 | 2.07 | 0.80 | 0.80 | 0.80 | 4.93 | 1,160,464 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.87 | 3.46 | 0.75 | 0.75 | 0.75 | 3.89 | 1,338,826 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.40 | * | 0.25 | 0.65 | 0.42 | — | — | 0.42 | 9.93 | 6.76 | 0.76 | 0.76 | 0.76 | 4.09 | 1,156,695 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.70 | 0.01 | 0.79 | 0.79 | 0.79 | 4.12 | 900,493 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 7.99 | 0.37 | * | 1.03 | 1.40 | 0.37 | — | — | 0.37 | 9.02 | 17.72 | 0.96 | 0.29 | 0.29 | 4.19 | 95,986 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.58 | 0.53 | * | (1.56 | ) | (1.03 | ) | 0.56 | — | — | 0.56 | 7.99 | (11.52 | ) | 0.85 | 0.20 | 0.20 | 5.70 | 122,016 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.55 | (0.29 | ) | 0.26 | 0.54 | — | — | 0.54 | 9.58 | 2.75 | 0.77 | 0.12 | 0.12 | 5.65 | 53,416 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.92 | 0.45 | (0.05 | ) | 0.40 | 0.44 | — | 0.02 | 0.46 | 9.86 | 4.15 | 0.74 | 0.09 | 0.09 | 4.56 | 42,522 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.47 | 0.24 | 0.71 | 0.48 | — | — | 0.48 | 9.92 | 7.47 | 0.75 | 0.10 | 0.10 | 4.76 | 36,072 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.47 | (0.41 | ) | 0.06 | 0.48 | — | — | 0.48 | 9.69 | 0.58 | 0.77 | 0.12 | 0.12 | 4.76 | 21,608 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 7.99 | 0.27 | * | 1.03 | 1.30 | 0.26 | — | — | 0.26 | 9.03 | 16.42 | 1.59 | 1.38 | 1.38 | 3.08 | 91,934 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.58 | 0.43 | (1.58 | ) | (1.15 | ) | 0.44 | — | — | 0.44 | 7.99 | (12.57 | ) | 1.43 | 1.35 | 1.35 | 4.60 | 99,774 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.85 | 0.44 | * | (0.28 | ) | 0.16 | 0.43 | — | — | 0.43 | 9.58 | 1.65 | 1.39 | 1.30 | 1.30 | 4.48 | 139,026 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.91 | 0.33 | (0.04 | ) | 0.29 | 0.33 | — | 0.02 | 0.35 | 9.85 | 2.94 | 1.38 | 1.27 | 1.27 | 3.36 | 118,071 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.35 | 0.24 | 0.59 | 0.37 | — | — | 0.37 | 9.91 | 6.12 | 1.36 | 1.28 | 1.28 | 3.58 | 119,041 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.10 | 0.35 | (0.40 | ) | (0.05 | ) | 0.36 | — | — | 0.36 | 9.69 | (0.50 | ) | 1.33 | 1.29 | 1.29 | 3.60 | 107,927 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-21 | 8.01 | 0.32 | * | 1.03 | 1.35 | 0.30 | — | — | 0.30 | 9.06 | 17.08 | 1.09 | 0.88 | 0.88 | 3.69 | 11,426 | 60 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.60 | 0.48 | (1.58 | ) | (1.10 | ) | 0.49 | — | — | 0.49 | 8.01 | (12.10 | ) | 0.93 | 0.85 | 0.85 | 5.11 | 35,543 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.89 | 0.46 | * | (0.27 | ) | 0.19 | 0.48 | — | — | 0.48 | 9.60 | 1.96 | 0.89 | 0.80 | 0.80 | 4.60 | 52,642 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.95 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.89 | 3.46 | 0.88 | 0.77 | 0.77 | 3.88 | 557,067 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.72 | 0.39 | * | 0.26 | 0.65 | 0.42 | — | — | 0.42 | 9.95 | 6.75 | 0.86 | 0.78 | 0.78 | 3.96 | 434,100 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.13 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.72 | 0.01 | 0.83 | 0.79 | 0.79 | 4.10 | 98,241 | 46 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and excluding the deduction of sales charges or contingent deferred sales charges, if applicable. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions. | |
* | Calculated using average number of shares outstanding throughout the period. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Class A | Class C | Class R | ||
0.25% | 1.00% | 0.50% |
(continued)
Class A | Class C | |||||||
Initial Sales Charges | $ | 1,303 | $ | — | ||||
Contingent Deferred Sales Charges | 5,813 | 124 |
(as a percentage of average daily net assets)
Class C — 1.75%
Class I — 0.75%
Class P — 0.15%
Class R — 1.25%
Class W — 0.75%
(1). | Effective January 1, 2021, pursuant to a new side letter agreement through August 1, 2022, the Investment Adviser has further lowered expenses to 0.95%, 1.70%, 0.70%, 1.20% and 0.70% for Class A, Class C, Class I, Class R and Class W, respectively. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
March 31, | ||||||
2022 | 2023 | 2024 | Total | |||
$40,723 | $401,550 | $483,309 | $925,582 |
March 31, | ||||||||||||||||
2022 | 2023 | 2024 | Total | |||||||||||||
Class A | $ | 43,691 | $ | 25,765 | $ | 31,824 | $ | 101,280 | ||||||||
Class C | 38,985 | 13,630 | 13,636 | 66,251 | ||||||||||||
Class R | 117,207 | 55,890 | 69,455 | 242,552 | ||||||||||||
Class W | 215,463 | 20,153 | 12,533 | 248,149 |
Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||
188 | $14,030,851 | 1.47% |
Subsidiary/Affiliated Investment Company | Percentage | |||
Voya Balanced Income Portfolio | 5.05 | % | ||
Voya Institutional Trust Company | 18.68 | |||
Voya Investment Management Co. LLC | 10.46 |
Unfunded Loan Commitment | |||||
Cano Health LLC Delayed Draw Term Loan | $ | 137,595 | |||
Constant Contact Inc Delayed Draw Term Loan | 211,765 | ||||
National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan | 239,080 | ||||
OneDigital Borrower LLC 2020 Delayed Draw Term Loan | 169,355 | ||||
Service Logic Acquisition, Inc Delayed Draw Term Loan | 235,433 | ||||
Therma Intermediate LLC 2020 Delayed Draw Term Loan | 40,323 | ||||
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan | 152,655 | ||||
$ | 1,186,206 |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||
03-31-21 | 2,008,628 | 154,435 | (4,291,805 | ) | (2,128,742 | ) | 17,733,818 | 1,346,994 | (37,508,698 | ) | (18,427,886 | ) | ||||||||||||||||||||
03-31-20 | 5,639,510 | 292,826 | (5,646,601 | ) | 285,735 | 53,778,688 | 2,743,018 | (52,770,320 | ) | 3,751,386 | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||
03-31-21 | 44,477 | 47,917 | (997,888 | ) | (905,494 | ) | 389,139 | 417,671 | (8,782,845 | ) | (7,976,035 | ) | ||||||||||||||||||||
03-31-20 | 201,468 | 126,244 | (1,885,559 | ) | (1,557,847 | ) | 1,916,440 | 1,189,893 | (17,736,355 | ) | (14,630,022 | ) | ||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||
03-31-21 | 15,594,417 | 1,120,953 | (44,070,088 | ) | (27,354,718 | ) | 136,684,255 | 9,754,137 | (379,186,518 | ) | (232,748,126 | ) | ||||||||||||||||||||
03-31-20 | 19,938,138 | 4,755,535 | (92,232,126 | ) | (67,538,453 | ) | 185,893,516 | 44,908,640 | (859,301,235 | ) | (628,499,079 | ) | ||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||
03-31-21 | 2,675,660 | 477,360 | (7,772,864 | ) | (4,619,844 | ) | 23,818,763 | 4,157,021 | (67,288,532 | ) | (39,312,748 | ) | ||||||||||||||||||||
03-31-20 | 12,120,922 | 776,328 | (3,204,975 | ) | 9,692,275 | 116,185,715 | 7,240,269 | (30,254,592 | ) | 93,171,392 | ||||||||||||||||||||||
Class P3(1) | ||||||||||||||||||||||||||||||||
03-31-21 | 7,394 | — | (356,813 | ) | (349,419 | ) | 61,269 | — | (2,939,936 | ) | (2,878,667 | ) | ||||||||||||||||||||
03-31-20 | 222,832 | 16,098 | (114,495 | ) | 124,435 | 2,059,802 | 150,356 | (1,075,423 | ) | 1,134,735 | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||
03-31-21 | 1,071,929 | 336,403 | (3,710,891 | ) | (2,302,559 | ) | 9,380,249 | 2,932,362 | (32,433,169 | ) | (20,120,558 | ) | ||||||||||||||||||||
03-31-20 | 1,406,440 | 657,745 | (4,090,945 | ) | (2,026,760 | ) | 13,279,120 | 6,170,305 | (37,621,501 | ) | (18,172,076 | ) | ||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||
03-31-21 | 418,861 | 68,241 | (3,661,925 | ) | (3,174,823 | ) | 3,466,725 | 590,522 | (30,847,449 | ) | (26,790,202 | ) | ||||||||||||||||||||
03-31-20 | 1,523,717 | 260,120 | (2,828,336 | ) | (1,044,499 | ) | 14,318,648 | 2,446,680 | (26,338,046 | ) | (9,572,718 | ) |
(1) | Share class was fully redeemed on April 30, 2020. |
Paid-in Capital | Distributable Earnings | |
$1,176 | $(1,176) |
Year Ended March 31, 2021 | Year Ended March 31, 2020 | |
Ordinary Income | Ordinary Income | |
$20,148,060 | $67,173,481 |
Undistributed Ordinary | Unrealized Appreciation/ | Capital Loss Carryforwards | Total Distributable | ||||||||||||
Income | (Depreciation) | Amount | Character | Expiration | Other | Earnings/(Loss) | |||||||||
$817,027 | $(3,934,339) | $ | (37,631,541 | ) | Short-term | None | $(90,726) | $(185,834,351) | |||||||
(144,994,772 | ) | Long-term | None | ||||||||||||
$ | (182,626,313 | ) |
(“LIBOR”)
(“LIBOR”) (continued)
Per Share Amount | Payable Date | Record Date | ||||
Class A | $0.0231 | May 3, 2021 | Daily | |||
Class C | $0.0175 | May 3, 2021 | Daily | |||
Class I | $0.0250 | May 3, 2021 | Daily | |||
Class P | $0.0301 | May 3, 2021 | Daily | |||
Class R | $0.0213 | May 3, 2021 | Daily | |||
Class W | $0.0250 | May 3, 2021 | Daily |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 93.8% | ||||||||||||
Aerospace & Defense: 2.6% | ||||||||||||
1,855,000 | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 4.944%, (US0003M + 4.750%), 04/20/28 | $ | 1,900,548 | 0.4 | ||||||||
835,000 | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 02/09/28 | 830,825 | 0.2 | |||||||||
1,059,300 | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.500%, (US0006M + 3.500%), 01/17/27 | 1,060,127 | 0.2 | |||||||||
1,285,288 | Amentum Government Services Holdings LLC Term Loan B, 3.609%, (US0001M + 3.500%), 01/29/27 | 1,275,648 | 0.2 | |||||||||
996,914 | American Airlines, Inc. 2018 Term Loan B, 1.859%, (US0001M + 1.750%), 06/27/25 | 883,693 | 0.2 | |||||||||
1,964,368 | KBR, Inc. 2020 Term Loan B, 2.859%, (US0001M + 2.750%), 02/05/27 | 1,961,913 | 0.4 | |||||||||
1,246,428 | Maxar Technologies Ltd. Term Loan B, 2.860%, (US0001M + 2.750%), 10/04/24 | 1,234,120 | 0.2 | |||||||||
1,832,298 | Peraton Holding Corp Delayed Draw Term Loan B, 3.938%, (US0003M + 3.750%), 02/01/28 | 1,833,062 | 0.4 | |||||||||
860,536 | Peraton Holding Corp Term Loan B, 4.500%, (US0003M + 3.750%), 02/01/28 | 860,895 | 0.2 | |||||||||
1,010,000 | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/27 | 1,062,205 | 0.2 | |||||||||
12,903,036 | 2.6 | |||||||||||
Auto Components: 0.3% | ||||||||||||
1,547,583 | Broadstreet Partners, Inc. 2020 Term Loan B, 3.359%, (US0001M + 3.250%), 01/27/27 | 1,531,502 | 0.3 | |||||||||
Automotive: 2.7% | ||||||||||||
555,000 | Autokiniton US Holdings, Inc. 2021 Term Loan B, 4.944%, (US0003M + 4.750%), 03/29/28 | 555,000 | 0.1 | |||||||||
1,347,500 | Autokiniton US Holdings, Inc. Term Loan, 5.865%, (US0001M + 5.750%), 05/22/25 | 1,349,184 | 0.3 | |||||||||
1,665,335 | Clarios Global LP 2021 USD Term Loan B, 3.359%, (US0001M + 3.250%), 04/30/26 | 1,658,743 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Automotive: (continued) | ||||||||||||
592,500 | Dealer Tire, LLC 2020 Term Loan B, 4.359%, (US0001M + 4.250%), 12/12/25 | $ | 594,228 | 0.1 | ||||||||
2,052,909 | Gates Global LLC 2021 Term Loan B3, 3.500%, (US0001M + 2.750%), 03/31/27 | 2,050,450 | 0.4 | |||||||||
1,419,664 | Holley Purchaser, Inc. Term Loan B, 5.212%, (US0003M + 5.000%), 10/24/25 | 1,417,002 | 0.3 | |||||||||
1,895,000 | Les Schwab Tire Centers Term Loan B, 4.250%, (US0006M + 3.500%), 11/02/27 | 1,901,316 | 0.4 | |||||||||
989,927 | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.358%, (US0001M + 3.250%), 05/14/26 | 981,760 | 0.2 | |||||||||
1,020,000 | Truck Hero, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 01/31/28 | 1,020,000 | 0.2 | |||||||||
989,975 | Wand NewCo 3, Inc. 2020 Term Loan, 3.109%, (US0001M + 3.000%), 02/05/26 | 979,147 | 0.2 | |||||||||
962,588 | Wheel Pros, LLC 2020 Term Loan, 6.248%, (US0001M + 5.250%), 11/06/27 | 961,685 | 0.2 | |||||||||
13,468,515 | 2.7 | |||||||||||
Beverage & Tobacco: 0.5% | ||||||||||||
1,326,926 | Sunshine Investments B.V. USD Term Loan B3, 3.448%, (US0003M + 3.250%), 03/28/25 | 1,319,462 | 0.3 | |||||||||
970,000 | Triton Water Holdings, Inc Term Loan, 3.694%, (US0003M + 3.500%), 03/18/28 | 967,835 | 0.2 | |||||||||
2,287,297 | 0.5 | |||||||||||
Brokers, Dealers & Investment Houses: 0.5% | ||||||||||||
947,244 | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.609%, (US0001M + 2.500%), 08/27/25 | 906,789 | 0.2 | |||||||||
1,000,000 | Forest City Enterprises, L.P. 2019 Term Loan B, 3.609%, (US0001M + 3.500%), 12/08/25 | 979,250 | 0.2 | |||||||||
490,000 | Park River Holdings Inc Term Loan, 4.000%, (US0003M + 3.250%), 12/28/27 | 488,119 | 0.1 | |||||||||
2,374,158 | 0.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Building & Development: 4.3% | ||||||||||||
2,703,225 | Applecaramel Buyer, LLC Term Loan B, 4.500%, (US0006M + 4.000%), 10/19/27 | $ | 2,701,349 | 0.5 | ||||||||
2,103,016 | Core & Main LP 2017 Term Loan B, 3.750%, (US0003M + 2.750%), 08/01/24 | 2,099,731 | 0.4 | |||||||||
2,440,000 | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.444%, (US0003M + 3.250%), 04/12/28 | 2,435,425 | 0.5 | |||||||||
875,000 | CP Atlas Buyer, Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 11/23/27 | 870,557 | 0.2 | |||||||||
825,000 | Empire Today, LLC 2021 Term Loan, 4.194%, (US0003M + 4.000%), 03/08/28 | 824,743 | 0.2 | |||||||||
865,000 | Foundation Building Materials Holding Company LLC 2021 Term Loan, 3.750%, (US0001M + 3.250%), 02/03/28 | 858,243 | 0.2 | |||||||||
1,121,865 | GYP Holdings III Corp. 2018 Term Loan B, 2.859%, (US0001M + 2.750%), 06/01/25 | 1,117,833 | 0.2 | |||||||||
1,843,188 | Henry Company LLC Term Loan B, 5.000%, (US0003M + 4.000%), 10/05/23 | 1,848,660 | 0.4 | |||||||||
1,260,352 | Interior Logic Group Holdings IV LLC 2018 Term Loan B, 4.107%, (US0003M + 4.000%), 05/30/25 | 1,256,413 | 0.3 | |||||||||
565,000 | Kodiak Building Partners Inc. Term Loan B, 4.000%, (US0003M + 3.250%), 03/12/28 | 562,175 | 0.1 | |||||||||
146,364 | LBM Acquisition LLC Delayed Draw Term Loan, 4.738%, (US0003M + 3.750%), 12/17/27 | 145,906 | 0.0 | |||||||||
658,636 | LBM Acquisition LLC Term Loan B, 4.500%, (US0003M + 3.750%), 12/17/27 | 656,578 | 0.1 | |||||||||
430,000 | LEB Holdings (USA), Inc Term Loan B, 4.750%, (US0003M + 4.000%), 11/02/27 | 431,344 | 0.1 | |||||||||
2,295,682 | MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750%), 07/31/25 | 2,298,552 | 0.5 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Building & Development: (continued) | ||||||||||||
770,156 | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0003M + 5.500%), 11/09/26 | $ | 772,403 | 0.2 | ||||||||
739,738 | Quikrete Holdings, Inc. Term Loan B, 2.609%, (US0001M + 2.500%), 02/01/27 | 735,577 | 0.1 | |||||||||
1,008,325 | Werner FinCo LP 2017 Term Loan, 5.000%, (US0003M + 4.000%), 07/24/24 | 1,004,544 | 0.2 | |||||||||
598,446 | Wilsonart LLC 2017 Term Loan B, 3.444%, (US0003M + 3.250%), 12/19/23 | 598,446 | 0.1 | |||||||||
21,218,478 | 4.3 | |||||||||||
Business Equipment & Services: 12.0% | ||||||||||||
533,308 | 24-7 Intouch Inc 2018 Term Loan, 4.859%, (US0001M + 4.750%), 08/25/25 | 517,308 | 0.1 | |||||||||
2,390,000 | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/28 | 2,383,693 | 0.5 | |||||||||
560,000 | Ankura Consulting Group, LLC Term Loan, 5.250%, (US0001M + 4.500%), 03/12/28 | 559,300 | 0.1 | |||||||||
1,322,512 | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0003M + 4.000%), 12/13/26 | 1,324,166 | 0.3 | |||||||||
1,017,727 | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/24 | 1,016,561 | 0.2 | |||||||||
2,283,874 | Big Ass Fans, LLC 2018 Term Loan, 4.750%, (US0003M + 3.750%), 05/21/24 | 2,282,446 | 0.5 | |||||||||
871,882 | Cambium Learning Group, Inc. Term Loan B, 5.250%, (US0003M + 4.500%), 12/18/25 | 873,336 | 0.2 | |||||||||
957,600 | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/26 | 957,600 | 0.2 | |||||||||
555,800 | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000%), 06/29/27 | 557,189 | 0.1 | |||||||||
1,401,930 | Castle US Holding Corporation USD Term Loan B, 3.953%, (US0003M + 3.750%), 01/29/27 | 1,385,407 | 0.3 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Business Equipment & Services: (continued) | ||||||||||||
225,000 | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 6.944%, (US0003M + 6.750%), 03/18/29 | $ | 226,125 | 0.0 | ||||||||
200,866 | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 3.944%, (US0003M + 3.750%), 03/17/28 | 199,987 | 0.0 | |||||||||
959,134 | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 3.861%, (US0001M + 3.750%), 03/17/28 | 954,938 | 0.2 | |||||||||
2,420,000 | Endure Digital Inc. Term Loan, 4.250%, (US0003M + 3.500%), 02/10/28 | 2,413,447 | 0.5 | |||||||||
1,924,053 | EVO Payments International LLC 2018 1st Lien Term Loan, 3.360%, (US0001M + 3.250%), 12/22/23 | 1,924,293 | 0.4 | |||||||||
483,781 | First Advantage Holdings, LLC 2021 Term Loan B, 3.109%, (US0001M + 3.000%), 01/31/27 | 480,758 | 0.1 | |||||||||
1,394,076 | Flexential Intermediate Corporation 2nd Lien Term Loan, 7.434%, (US0003M + 7.250%), 08/01/25 | 1,212,265 | 0.2 | |||||||||
1,870,899 | GreenSky Holdings, LLC 2018 Term Loan B, 3.375%, (US0001M + 3.250%), 03/31/25 | 1,814,772 | 0.4 | |||||||||
825,000 | ION Trading Finance Limited 2021 Term Loan, 4.944%, (US0003M + 4.750%), 03/26/28 | 826,031 | 0.2 | |||||||||
2,205,870 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000%), 11/21/24 | 2,211,040 | 0.4 | |||||||||
1,060,000 | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 12/01/27 | 1,066,360 | 0.2 | |||||||||
2,117,209 | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/25 | 2,074,865 | 0.4 | |||||||||
230,000 | Mermaid BidCo Inc USD Term Loan B, 5.000%, (US0002M + 4.250%), 12/22/27 | 230,144 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Business Equipment & Services: (continued) | ||||||||||||
1,600,988 | Milano Acquisition Corp Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/27 | $ | 1,596,985 | 0.3 | ||||||||
709,909 | NeuStar, Inc. 2018 Term Loan B4, 4.500%, (US0003M + 3.500%), 08/08/24 | 675,597 | 0.1 | |||||||||
2,005,000 | Nielsen Consumer Inc. 2021 USD Term Loan B, 4.103%, (US0001M + 4.000%), 03/06/28 | 2,000,489 | 0.4 | |||||||||
465,609 | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750%), 06/04/25 | 468,286 | 0.1 | |||||||||
1,777,751 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0001M + 3.500%), 01/03/25 | 1,778,446 | 0.4 | |||||||||
1,766,725 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.359%, (US0001M + 3.250%), 05/01/25 | 1,747,124 | 0.3 | |||||||||
315,000 | Protective Industrial Products, Inc 2021 Term Loan, 4.750%, (US0001M + 4.000%), 01/20/28 | 314,606 | 0.1 | |||||||||
1,010,241 | Red Ventures, LLC 2020 Term Loan B2, 2.609%, (US0001M + 2.500%), 11/08/24 | 985,090 | 0.2 | |||||||||
465,000 | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.203%, (US0003M + 7.000%), 05/29/26 | 463,837 | 0.1 | |||||||||
1,270,562 | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.359%, (US0001M + 3.250%), 05/30/25 | 1,241,816 | 0.2 | |||||||||
1,961,105 | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/24 | 1,941,494 | 0.4 | |||||||||
841,500 | Rockwood Service Corporation 2020 Term Loan, 4.359%, (US0001M + 4.000%), 01/23/27 | 845,357 | 0.2 | |||||||||
235,433 | (1) | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.194%, (US0003M + 4.000%), 10/29/27 | 235,727 | 0.0 | ||||||||
959,567 | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/27 | 960,767 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Business Equipment & Services: (continued) | ||||||||||||
1,277,705 | Solera Holdings, Inc. USD Term Loan B, 2.859%, (US0001M + 2.750%), 03/03/23 | $ | 1,272,381 | 0.3 | ||||||||
950,000 | Spin Holdco Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/01/28 | 943,350 | 0.2 | |||||||||
2,937,457 | Staples, Inc. 7 Year Term Loan, 5.205%, (US0003M + 5.000%), 04/16/26 | 2,874,119 | 0.6 | |||||||||
1,770,697 | SurveyMonkey Inc. 2018 Term Loan B, 3.840%, (US0001W + 3.750%), 10/10/25 | 1,768,484 | 0.4 | |||||||||
40,323 | (1) | Therma Intermediate LLC 2020 Delayed Draw Term Loan, 4.238%, (US0003M + 4.000%), 12/16/27 | 40,373 | 0.0 | ||||||||
209,153 | Therma Intermediate LLC, 2020 Term Loan, 4.750%, (US0003M + 4.000%), 12/16/27 | 209,415 | 0.0 | |||||||||
350,000 | Thoughtworks, Inc. 2021 Term Loan B, 3.750%, (US0003M + 3.250%), 03/23/28 | 350,000 | 0.1 | |||||||||
309,225 | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/27 | 309,418 | 0.1 | |||||||||
1,716,870 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.182%, (US0003M + 4.000%), 08/20/25 | 1,682,890 | 0.3 | |||||||||
1,924,420 | Verscend Holding Corp. 2018 Term Loan B, 4.607%, (US0001M + 4.500%), 08/27/25 | 1,931,981 | 0.4 | |||||||||
505,000 | Virtusa Corporation Term Loan B, 5.000%, (US0001M + 4.250%), 02/11/28 | 506,262 | 0.1 | |||||||||
1,300,982 | West Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/24 | 1,261,546 | 0.3 | |||||||||
2,463,843 | Yak Access, LLC 2018 1st Lien Term Loan B, 5.109%, (US0001M + 5.000%), 07/11/25 | 2,263,656 | 0.5 | |||||||||
970,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.191%, (US0003M + 10.000%), 07/10/26 | 799,442 | 0.2 | |||||||||
58,960,969 | 12.0 | |||||||||||
Cable & Satellite Television: 2.2% | ||||||||||||
2,875,718 | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/26 | 2,877,026 | 0.6 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Cable & Satellite Television: (continued) | ||||||||||||
1,179,765 | Telesat Canada Term Loan B5, 2.860%, (US0001M + 2.750%), 12/07/26 | $ | 1,138,473 | 0.2 | ||||||||
1,455,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.606%, (US0001M + 3.500%), 01/31/29 | 1,453,052 | 0.3 | |||||||||
1,455,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.606%, (US0001M + 3.500%), 01/31/29 | 1,453,052 | 0.3 | |||||||||
998,077 | Virgin Media Bristol LLC USD Term Loan N, 2.511%, (US0001M + 2.500%), 01/31/28 | 990,534 | 0.2 | |||||||||
2,686,507 | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/23 | 2,684,108 | 0.6 | |||||||||
10,596,245 | 2.2 | |||||||||||
Chemicals & Plastics: 2.2% | ||||||||||||
1,191,887 | Ascend Performance Materials Operations LLC 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 08/27/26 | 1,209,641 | 0.3 | |||||||||
2,383,251 | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0003M + 4.250%), 08/01/25 | 2,386,230 | 0.5 | |||||||||
1,088,289 | Diamond (BC) B.V. USD Term Loan, 3.109%, (US0001M + 3.000%), 09/06/24 | 1,084,378 | 0.2 | |||||||||
497,500 | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/25 | 498,744 | 0.1 | |||||||||
1,034,627 | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/24 | 1,037,214 | 0.2 | |||||||||
1,105,000 | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0003M + 2.750%), 01/29/26 | 1,102,514 | 0.2 | |||||||||
190,000 | NIC Acquisition Corp. Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/28 | 192,731 | 0.0 | |||||||||
375,000 | NIC Acquisition Corp. Term Loan, 4.500%, (US0006M + 3.750%), 12/29/27 | 373,828 | 0.1 | |||||||||
1,196,991 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.857%, (US0001M + 4.750%), 10/15/25 | 1,191,006 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Chemicals & Plastics: (continued) | ||||||||||||
310,000 | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/27 | $ | 310,775 | 0.1 | ||||||||
156,128 | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000%), 02/07/27 | 156,420 | 0.0 | |||||||||
1,308,489 | Starfruit Finco B.V 2018 USD Term Loan B, 2.860%, (US0001M + 2.750%), 10/01/25 | 1,290,333 | 0.3 | |||||||||
10,833,814 | 2.2 | |||||||||||
Consumer, Cyclical: 0.3% | ||||||||||||
845,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/27 | 899,514 | 0.2 | |||||||||
385,000 | WellPet — TL B 1L, 4.500%, (US0003M + 3.750%), 12/21/27 | 384,038 | 0.1 | |||||||||
1,283,552 | 0.3 | |||||||||||
Consumer, Non-cyclical: 0.4% | ||||||||||||
994,845 | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 08/30/24 | 996,504 | 0.2 | |||||||||
937,369 | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.238%, (US0003M + 6.000%), 10/01/24 | 909,639 | 0.2 | |||||||||
1,906,143 | 0.4 | |||||||||||
Containers & Glass Products: 3.5% | ||||||||||||
1,450,000 | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 02/03/28 | 1,436,225 | 0.3 | |||||||||
1,912,872 | BWAY Holding Company 2017 Term Loan B, 3.443%, (US0003M + 3.250%), 04/03/24 | 1,873,248 | 0.4 | |||||||||
1,781,949 | Charter NEX US, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/01/27 | 1,787,378 | 0.4 | |||||||||
1,645,257 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.238%, (US0003M + 3.250%), 06/29/25 | 1,620,431 | 0.3 | |||||||||
1,630,926 | Flex Acquisition Company, Inc. 2021 Term Loan, 4.000%, (US0003M + 3.500%), 02/23/28 | 1,613,852 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Containers & Glass Products: (continued) | ||||||||||||
1,528,271 | Graham Packaging Company Inc. 2021 Term Loan, 3.750%, (US0001M + 3.000%), 08/04/27 | $ | 1,521,267 | 0.3 | ||||||||
1,605,786 | Plastipak Packaging, Inc. 2018 Term Loan B, 2.610%, (US0001M + 2.500%), 10/14/24 | 1,601,939 | 0.3 | |||||||||
731,654 | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/26 | 729,825 | 0.2 | |||||||||
1,365,000 | Proampac PG Borrower LLC 2020 Term Loan, 5.000%, (US0003M + 4.000%), 11/03/25 | 1,365,682 | 0.3 | |||||||||
2,194,500 | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.359%, (US0001M + 3.250%), 02/05/26 | 2,173,240 | 0.5 | |||||||||
340,688 | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/27 | 340,830 | 0.1 | |||||||||
157,919 | (1) | TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan, 3.750%, (US0003M + 3.250%), 02/03/28 | 156,722 | 0.0 | ||||||||
702,081 | TricorBraun Holdings, Inc. 2021 Term Loan, 3.750%, (US0003M + 3.250%), 02/03/28 | 696,761 | 0.1 | |||||||||
16,917,400 | 3.5 | |||||||||||
Cosmetics/Toiletries: 0.4% | ||||||||||||
1,174,280 | Anastasia Parent, LLC 2018 Term Loan B, 3.953%, (US0003M + 3.750%), 08/11/25 | 807,905 | 0.2 | |||||||||
1,305,475 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.109%, (US0001M + 4.000%), 06/30/24 | 1,294,052 | 0.2 | |||||||||
2,101,957 | 0.4 | |||||||||||
Drugs: 0.2% | ||||||||||||
1,196,656 | Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan, 5.194%, (US0003M + 5.000%), 03/10/28 | 1,193,885 | 0.2 | |||||||||
Ecological Services & Equipment: 0.4% | ||||||||||||
1,959,429 | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0003M + 3.000%), 05/30/25 | 1,962,577 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: 15.2% | ||||||||||||
18,462 | Allegro Microsystems, Inc. Term Loan, 4.250%, (US0003M + 3.750%), 09/30/27 | $ | 18,438 | 0.0 | ||||||||
2,061,541 | ASG Technologies Group, Inc. 2018 Term Loan, 4.500%, (US0003M + 3.500%), 07/31/24 | 2,035,771 | 0.4 | |||||||||
2,888,808 | Banff Merger Sub Inc 2021 USD Term Loan, 3.859%, (US0001M + 3.750%), 10/02/25 | 2,879,781 | 0.6 | |||||||||
1,969,996 | Barracuda Networks, Inc. 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 02/12/25 | 1,970,243 | 0.4 | |||||||||
275,000 | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/28 | 279,469 | 0.1 | |||||||||
1,204,048 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.109%, (US0001M + 4.000%), 04/18/25 | 1,204,951 | 0.2 | |||||||||
1,317,974 | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 02/02/26 | 1,320,445 | 0.3 | |||||||||
260,000 | Celestial -Saturn Parent INC 2nd Lien Term Loan, 6.694%, (US0003M + 6.500%), 03/22/29 | 256,100 | 0.1 | |||||||||
380,000 | Cloudera, Inc. Term Loan B, 3.250%, (US0001M + 2.500%), 12/22/27 | 379,763 | 0.1 | |||||||||
966,995 | Cohu, Inc. 2018 Term Loan B, 3.109%, (US0001M + 3.000%), 10/01/25 | 963,369 | 0.2 | |||||||||
314,213 | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/29/27 | 314,998 | 0.1 | |||||||||
211,765 | (1) | Constant Contact Inc Delayed Draw Term Loan, 4.194%, (US0003M + 4.000%), 02/10/28 | 210,706 | 0.0 | ||||||||
788,235 | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/28 | 784,294 | 0.2 | |||||||||
355,000 | Cornerstone OnDemand, Inc. 2021 Term Loan B, 3.444%, (US0003M + 3.250%), 04/22/27 | 355,832 | 0.1 | |||||||||
1,034,806 | Cornerstone OnDemand, Inc. Term Loan B, 4.361%, (US0001M + 4.250%), 04/22/27 | 1,037,285 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
995,000 | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/27 | $ | 995,000 | 0.2 | ||||||||
1,455,170 | EagleView Technology Corporation 2018 Add On Term Loan B, 3.690%, (US0003M + 3.500%), 08/14/25 | 1,435,388 | 0.3 | |||||||||
1,045,438 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.359%, (US0001M + 4.250%), 06/26/25 | 1,023,059 | 0.2 | |||||||||
1,795,975 | Epicor Software Corporation 2020 Term Loan, 4.000%, (US0001M + 3.250%), 07/30/27 | 1,793,543 | 0.4 | |||||||||
950,000 | Grab Holdings Inc Term Loan B, 5.500%, (US0006M + 4.500%), 01/29/26 | 969,000 | 0.2 | |||||||||
1,670,000 | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 4.000%), 12/01/27 | 1,671,670 | 0.3 | |||||||||
960,000 | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.934%, (US0003M + 3.750%), 03/05/28 | 955,950 | 0.2 | |||||||||
2,902,330 | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/24 | 2,903,540 | 0.6 | |||||||||
1,989,513 | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/26 | 1,991,067 | 0.4 | |||||||||
1,368,871 | Imperva, Inc. 2nd Lien Term Loan, 8.750%, (US0003M + 7.750%), 01/10/27 | 1,374,575 | 0.3 | |||||||||
2,343,837 | Informatica LLC, 2020 USD Term Loan B, 3.359%, (US0001M + 3.250%), 02/25/27 | 2,328,457 | 0.5 | |||||||||
260,000 | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/27 | 259,350 | 0.1 | |||||||||
1,596,000 | LogMeIn, Inc. Term Loan B, 4.854%, (US0001M + 4.750%), 08/31/27 | 1,594,147 | 0.3 | |||||||||
251,896 | MA FinanceCo., LLC USD Term Loan B3, 2.859%, (US0001M + 2.750%), 06/21/24 | 249,063 | 0.1 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
2,632,244 | McAfee, LLC 2018 USD Term Loan B, 3.859%, (US0001M + 3.750%), 09/30/24 | $ | 2,636,632 | 0.5 | ||||||||
1,208,881 | MH Sub I, LLC 2017 1st Lien Term Loan, 3.609%, (US0001M + 3.500%), 09/13/24 | 1,196,226 | 0.2 | |||||||||
1,685,754 | MH Sub I, LLC 2020 Incremental Term Loan, 4.750%, (US0001M + 3.750%), 09/13/24 | 1,674,823 | 0.3 | |||||||||
615,000 | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.359%, (US0001M + 6.250%), 02/12/29 | 619,100 | 0.1 | |||||||||
655,000 | Panther Commercial Holdings L.P Term Loan, 4.712%, (US0003M + 4.500%), 01/07/28 | 653,636 | 0.1 | |||||||||
1,162,088 | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/27 | 1,164,266 | 0.2 | |||||||||
2,199,376 | Project Boost Purchaser, LLC 2019 Term Loan B, 3.609%, (US0001M + 3.500%), 06/01/26 | 2,175,733 | 0.4 | |||||||||
2,282,579 | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/24 | 2,281,509 | 0.5 | |||||||||
733,235 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.462%, (US0003M + 4.250%), 05/16/25 | 733,999 | 0.2 | |||||||||
2,000,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 8.462%, (US0003M + 8.250%), 05/18/26 | 1,999,500 | 0.4 | |||||||||
2,615,000 | Rackspace Hosting, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/28 | 2,597,676 | 0.5 | |||||||||
2,468,136 | RealPage, Inc Term Loan, 3.438%, (US0003M + 3.250%), 02/17/28 | 2,459,393 | 0.5 | |||||||||
1,007,475 | Redstone Buyer LLC Term Loan, 6.000%, (US0003M + 5.000%), 09/01/27 | 1,014,192 | 0.2 | |||||||||
982,791 | Riverbed Technology, Inc. 2020 Term Loan B, 7.000%, (US0003M + 6.000%), 12/31/25 | 946,653 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
1,554,108 | Rocket Software, Inc. 2018 Term Loan, 4.359%, (US0001M + 4.250%), 11/28/25 | $ | 1,553,258 | 0.3 | ||||||||
379,050 | Sabre GLBL Inc. 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/17/27 | 383,630 | 0.1 | |||||||||
1,701,119 | Seattle Spinco, Inc. USD Term Loan B3, 2.859%, (US0001M + 2.750%), 06/21/24 | 1,681,981 | 0.3 | |||||||||
1,107,473 | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.859%, (US0001M + 2.750%), 02/05/24 | 1,088,646 | 0.2 | |||||||||
1,893,703 | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.682%, (US0003M + 3.500%), 05/16/25 | 1,873,188 | 0.4 | |||||||||
1,695,382 | Surf Holdings, LLC USD Term Loan, 3.676%, (US0003M + 3.500%), 03/05/27 | 1,681,712 | 0.3 | |||||||||
1,109,425 | Tech Data Corporation ABL Term Loan, 3.609%, (US0001M + 3.500%), 06/30/25 | 1,113,931 | 0.2 | |||||||||
468,713 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.254%, (US0003M + 5.000%), 05/29/26 | 382,001 | 0.1 | |||||||||
756,970 | (2) | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 2.250%, (US0003M + 1.500%) (PIK Rate 6.500%, Cash Rate 2.500%), 02/28/25 | 773,813 | 0.2 | ||||||||
865,655 | Ultimate Software Group Inc(The) 2021 Term Loan, 4.000%, (US0003M + 3.250%), 05/04/26 | 866,264 | 0.2 | |||||||||
2,689,075 | Ultimate Software Group Inc(The) Term Loan B, 3.859%, (US0001M + 3.750%), 05/04/26 | 2,688,890 | 0.5 | |||||||||
622,716 | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.944%, (US0003M + 3.750%), 08/27/25 | 625,051 | 0.1 | |||||||||
1,402,959 | Veritas US Inc. 2020 USD Term Loan B, 6.000%, (US0003M + 5.000%), 09/01/25 | 1,406,247 | 0.3 | |||||||||
850,000 | Watlow Electric Manufacturing Company Term Loan B, 4.194%, (US0003M + 4.000%), 03/02/28 | 850,004 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
518,700 | Weld North Education, LLC 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/21/27 | $ | 518,441 | 0.1 | ||||||||
1,360,607 | Xperi Corporation 2020 Term Loan B, 4.109%, (US0001M + 4.000%), 06/02/25 | 1,365,029 | 0.3 | |||||||||
74,560,679 | 15.2 | |||||||||||
Equipment Leasing: 0.1% | ||||||||||||
420,000 | Rent-A-Center, Inc. 2021 Term Loan B, 4.750%, (US0001M + 4.000%), 02/17/28 | 422,450 | 0.1 | |||||||||
Financial: 0.6% | ||||||||||||
1,311,597 | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/24 | 1,311,597 | 0.3 | |||||||||
1,395,450 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.109%, (US0001M + 3.000%), 07/21/25 | 1,388,037 | 0.3 | |||||||||
2,699,634 | 0.6 | |||||||||||
Financial Intermediaries: 1.8% | ||||||||||||
448,864 | Advisor Group, Inc. 2021 Term Loan, 4.615%, (US0001M + 4.500%), 07/31/26 | 449,104 | 0.1 | |||||||||
1,357,619 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.109%, (US0001M + 3.000%), 06/15/25 | 1,340,043 | 0.3 | |||||||||
1,070,000 | Citadel Securities LP 2021 Term Loan B, 2.609%, (US0001M + 2.500%), 02/29/28 | 1,060,136 | 0.2 | |||||||||
917,999 | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.859%, (US0001M + 2.750%), 08/21/25 | 901,934 | 0.2 | |||||||||
1,796,425 | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/27 | 1,800,916 | 0.3 | |||||||||
1,000,000 | Edelman Financial Center, LLC 2021 Term Loan B, 3.944%, (US0003M + 3.750%), 03/15/28 | 996,500 | 0.2 | |||||||||
849,250 | First Eagle Holdings, Inc. 2020 Term Loan B, 2.703%, (US0003M + 2.500%), 02/01/27 | 839,643 | 0.2 | |||||||||
873,179 | VFH Parent LLC 2019 Term Loan B, 3.110%, (US0001M + 3.000%), 03/01/26 | 871,324 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Financial Intermediaries: (continued) | ||||||||||||
544,466 | Victory Capital Holdings, Inc. 2021 Term Loan B, 2.439%, (US0003M + 2.250%), 07/01/26 | $ | 540,042 | 0.1 | ||||||||
8,799,642 | 1.8 | |||||||||||
Food Products: 1.7% | ||||||||||||
994,911 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.611%, (US0001M + 3.500%), 10/01/25 | 995,800 | 0.2 | |||||||||
1,221,315 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/24 | 1,226,085 | 0.2 | |||||||||
357,888 | B&G Foods, Inc. 2019 Term Loan B4, 2.609%, (US0001M + 2.500%), 10/10/26 | 358,000 | 0.1 | |||||||||
2,708,213 | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/27 | 2,705,553 | 0.6 | |||||||||
618,100 | IRB Holding Corp 2020 Term Loan B, 2.953%, (US0006M + 2.750%), 02/05/25 | 614,016 | 0.1 | |||||||||
970,000 | (3), (4),(5) | NPC International, Inc. 2nd Lien Term Loan, 7.694%, (US0003M + 7.500%), 04/18/25 | 21,825 | 0.0 | ||||||||
1,089,872 | Sigma Bidco B.V. 2018 USD Term Loan B, 3.260%, (US0006M + 3.000%), 07/02/25 | 1,080,335 | 0.2 | |||||||||
1,227,860 | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/27 | 1,229,011 | 0.3 | |||||||||
8,230,625 | 1.7 | |||||||||||
Food Service: 1.2% | ||||||||||||
400,571 | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, (US0003M + 4.250%), 04/07/25 | 376,704 | 0.1 | |||||||||
2,539,738 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0002M + 2.500%), 10/04/23 | 2,505,452 | 0.5 | |||||||||
1,642,349 | H Food Holdings LLC 2018 Term Loan B, 3.796%, (US0001M + 3.688%), 05/23/25 | 1,630,373 | 0.3 | |||||||||
989,897 | Tacala, LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 02/05/27 | 985,497 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Food Service: (continued) | ||||||||||||
375,000 | Zaxbys Operating Company LLC 1st Lien Term Loan, 4.500%, (US0001M + 3.750%), 12/28/27 | $ | 375,410 | 0.1 | ||||||||
5,873,436 | 1.2 | |||||||||||
Food/Drug Retailers: 1.4% | ||||||||||||
1,162,182 | EG Finco Limited 2018 USD Term Loan, 4.203%, (US0003M + 4.000%), 02/07/25 | 1,145,621 | 0.3 | |||||||||
1,721,551 | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/24 | 1,506,357 | 0.3 | |||||||||
1,354,261 | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%), 04/01/24 | 1,415,203 | 0.3 | |||||||||
1,516,900 | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/24 | 1,514,056 | 0.3 | |||||||||
1,096,596 | United Natural Foods, Inc. Term Loan B, 3.609%, (US0001M + 3.500%), 10/22/25 | 1,097,530 | 0.2 | |||||||||
6,678,767 | 1.4 | |||||||||||
Forest Products: 0.6% | ||||||||||||
470,000 | Blount International Inc. 2018 Term Loan B, 4.750%, (US0001M + 3.750%), 04/12/23 | 471,645 | 0.1 | |||||||||
1,762,688 | LABL, Inc. 2021 USD Term Loan B, 4.109%, (US0001M + 4.000%), 07/01/26 | 1,761,366 | 0.4 | |||||||||
490,000 | Spa Holdings 3 Oy USD Term Loan B, 4.194%, (US0003M + 4.000%), 03/11/28 | 491,429 | 0.1 | |||||||||
2,724,440 | 0.6 | |||||||||||
Health Care: 8.0% | ||||||||||||
1,500,463 | Accelerated Health Systems, LLC Term Loan B, 3.611%, (US0001M + 3.500%), 10/31/25 | 1,494,836 | 0.3 | |||||||||
1,385,000 | ADMI Corp. 2021 Term Loan B2, 3.750%, (US0001M + 3.250%), 12/23/27 | 1,374,420 | 0.3 | |||||||||
1,191,250 | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/24 | 1,156,349 | 0.2 | |||||||||
249,375 | Albany Molecular Research, Inc. 2020 Incremental Term Loan, 4.500%, (US0003M + 3.500%), 08/30/24 | 250,076 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Health Care: (continued) | ||||||||||||
528,675 | ASP Navigate Acquisition Corp Term Loan, 5.503%, (US0003M + 4.500%), 10/06/27 | $ | 529,336 | 0.1 | ||||||||
1,730,000 | Athenahealth, Inc. 2021 Term Loan B1, 4.453%, (US0003M + 4.250%), 02/11/26 | 1,736,488 | 0.4 | |||||||||
2,760,984 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.109%, (US0001M + 3.000%), 06/02/25 | 2,754,877 | 0.6 | |||||||||
137,595 | (1) | Cano Health LLC Delayed Draw Term Loan, 4.988%, (US0006M + 4.750%), 11/19/27 | 137,724 | 0.0 | ||||||||
376,461 | Cano Health LLC Term Loan, 5.500%, (US0003M + 4.750%), 11/19/27 | 376,814 | 0.1 | |||||||||
355,000 | CBI Buyer, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 01/06/28 | 353,780 | 0.1 | |||||||||
475,000 | CCRR Parent, Inc Term Loan B, 4.444%, (US0003M + 4.250%), 03/06/28 | 476,484 | 0.1 | |||||||||
348 | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500%), 03/01/24 | 348 | 0.0 | |||||||||
1,191,000 | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0003M + 4.000%), 01/08/27 | 1,193,233 | 0.2 | |||||||||
1,204,518 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/25 | 1,196,990 | 0.2 | |||||||||
1,480,197 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.859%, (US0001M + 3.750%), 10/10/25 | 1,279,343 | 0.3 | |||||||||
255,000 | eResearchTechnology, Inc. 2021 Incremental Term Loan, 4.694%, (US0003M + 4.500%), 02/04/27 | 255,538 | 0.1 | |||||||||
2,077,828 | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250%), 07/27/23 | 2,079,869 | 0.4 | |||||||||
2,832,102 | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250%), 03/14/25 | 2,817,942 | 0.6 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Health Care: (continued) | ||||||||||||
886,178 | GoodRx, Inc. 1st Lien Term Loan, 2.859%, (US0001M + 2.750%), 10/10/25 | $ | 884,332 | 0.2 | ||||||||
1,533,184 | Inovalon Holdings, Inc. 2020 Term Loan B1, 2.875%, (US0001M + 2.750%), 04/02/25 | 1,523,601 | 0.3 | |||||||||
1,185,988 | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/23 | 1,181,068 | 0.2 | |||||||||
150,000 | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.000%, (US0003M + 7.250%), 02/16/29 | 151,125 | 0.0 | |||||||||
239,080 | (1) | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 3.938%, (US0003M + 3.750%), 02/18/28 | 238,141 | 0.0 | ||||||||
72,448 | National Mentor Holdings, Inc. 2021 Term Loan C, 4.500%, (US0003M + 3.750%), 02/18/28 | 72,343 | 0.0 | |||||||||
2,173,453 | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0003M + 3.750%), 02/18/28 | 2,162,360 | 0.4 | |||||||||
290,000 | nThrive, Inc. 2021 1st Lien Term Loan, 4.500%, (US0006M + 3.750%), 01/28/28 | 288,768 | 0.1 | |||||||||
1,355,529 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 06/30/25 | 1,354,999 | 0.3 | |||||||||
1,770,000 | Packaging Coordinators Midco, Inc. 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/30/27 | 1,771,382 | 0.4 | |||||||||
713,083 | Pathway Vet Alliance LLC 2021 Term Loan, 3.859%, (US0001M + 3.750%), 03/31/27 | 710,982 | 0.1 | |||||||||
654,585 | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/25 | 653,971 | 0.1 | |||||||||
1,839,731 | Phoenix Guarantor Inc 2020 Term Loan B, 3.361%, (US0001M + 3.250%), 03/05/26 | 1,828,041 | 0.4 | |||||||||
190,000 | Phoenix Guarantor Inc 2021 Term Loan B, 3.694%, (US0003M + 3.500%), 03/05/26 | 189,109 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Health Care: (continued) | ||||||||||||
299,250 | Pluto Acquisition I, Inc. 2020 Incremental Term Loan B, 5.500%, (US0001M + 5.000%), 06/22/26 | $ | 299,624 | 0.1 | ||||||||
250,000 | PointClickCare Technologies, Inc. Term Loan B, 3.750%, (US0003M + 3.000%), 12/29/27 | 250,156 | 0.1 | |||||||||
1,415,000 | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0003M + 3.250%), 03/03/28 | 1,410,872 | 0.3 | |||||||||
1,882,803 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.859%, (US0001M + 3.750%), 11/16/25 | 1,881,037 | 0.4 | |||||||||
513,713 | RxBenefits, Inc. 2020 Term Loan, 6.000%, (US0003M + 5.250%), 12/17/27 | 513,713 | 0.1 | |||||||||
1,035,000 | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0003M + 2.750%), 12/11/26 | 1,033,706 | 0.2 | |||||||||
513,713 | Unified Physician Management, LLC 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/16/27 | 515,425 | 0.1 | |||||||||
760,000 | Virgin Pulse, Inc. 2021 Term Loan, 4.194%, (US0003M + 4.000%), 03/30/28 | 756,200 | 0.2 | |||||||||
39,135,402 | 8.0 | |||||||||||
Home Furnishings: 0.3% | ||||||||||||
1,400,580 | Prime Security Services Borrower, LLC 2021 Term Loan, 3.500%, (US0003M + 2.750%), 09/23/26 | 1,395,578 | 0.3 | |||||||||
Industrial: 0.4% | ||||||||||||
838,769 | Cornerstone Building Brands, Inc. 2018 Term Loan, 3.856%, (US0001M + 3.750%), 04/12/25 | 839,084 | 0.2 | |||||||||
1,080,678 | Verra Mobility Corporation 2020 Term Loan B, 3.359%, (US0001M + 3.250%), 02/28/25 | 1,078,089 | 0.2 | |||||||||
1,917,173 | 0.4 | |||||||||||
Industrial Equipment: 2.8% | ||||||||||||
2,029,913 | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/27 | 2,028,222 | 0.4 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Industrial Equipment: (continued) | ||||||||||||
1,446,588 | APi Group DE, Inc. Term Loan B, 2.609%, (US0001M + 2.500%), 10/01/26 | $ | 1,444,101 | 0.3 | ||||||||
1,391,459 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.615%, (US0001M + 3.500%), 11/17/25 | 1,359,862 | 0.3 | |||||||||
1,950,086 | Filtration Group Corporation 2018 1st Lien Term Loan, 3.115%, (US0001M + 3.000%), 03/29/25 | 1,925,710 | 0.4 | |||||||||
1,523,488 | Gardner Denver, Inc. 2020 USD Term Loan B, 2.857%, (US0001M + 2.750%), 03/01/27 | 1,522,377 | 0.3 | |||||||||
1,837,363 | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.203%, (US0003M + 4.000%), 09/30/26 | 1,835,066 | 0.4 | |||||||||
370,000 | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0003M + 4.000%), 02/16/28 | 370,231 | 0.1 | |||||||||
1,120,000 | Kenan Advantage Group, Inc. 2021 Term Loan B, 3.861%, (US0001M + 3.750%), 03/12/26 | 1,116,850 | 0.2 | |||||||||
1,042,125 | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/27 | 1,034,960 | 0.2 | |||||||||
1,211,963 | Vertical Midco GmbH USD Term Loan B, 4.478%, (US0006M + 4.250%), 07/30/27 | 1,216,002 | 0.2 | |||||||||
13,853,381 | 2.8 | |||||||||||
Insurance: 5.5% | ||||||||||||
2,744,901 | Acrisure, LLC 2020 Term Loan B, 3.703%, (US0003M + 3.500%), 02/13/27 | 2,689,729 | 0.5 | |||||||||
2,787,601 | Alera Group Holdings, Inc. 2018 Term Loan B, 4.500%, (US0001M + 4.000%), 08/01/25 | 2,791,086 | 0.6 | |||||||||
1,104,004 | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 05/09/25 | 1,091,200 | 0.2 | |||||||||
1,375,276 | Alliant Holdings Intermediate, LLC Term Loan B, 3.359%, (US0001M + 3.250%), 05/09/25 | 1,360,663 | 0.3 | |||||||||
1,135,000 | AmWINS Group, Inc. 2021 Term Loan B, 3.000%, (US0001M + 2.250%), 02/17/28 | 1,129,021 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Insurance: (continued) | ||||||||||||
1,780,000 | Applied Systems, Inc. 2017 1st Lien Term Loan, 3.500%, (US0003M + 3.000%), 09/19/24 | $ | 1,776,385 | 0.4 | ||||||||
255,000 | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/25 | 256,913 | 0.1 | |||||||||
1,783,938 | Aretec Group, Inc. 2018 Term Loan, 4.359%, (US0003M + 4.250%), 10/01/25 | 1,787,505 | 0.4 | |||||||||
2,811,810 | AssuredPartners, Inc. 2020 Term Loan B, 3.609%, (US0001M + 3.500%), 02/12/27 | 2,784,130 | 0.6 | |||||||||
1,026,322 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/24 | 1,026,535 | 0.2 | |||||||||
1,189,167 | Hub International Limited 2018 Term Loan B, 3.215%, (US0003M + 3.000%), 04/25/25 | 1,173,824 | 0.2 | |||||||||
1,729,027 | NFP Corp. 2020 Term Loan, 3.359%, (US0001M + 3.250%), 02/15/27 | 1,705,073 | 0.3 | |||||||||
169,355 | (1) | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 4.688%, (US0003M + 3.500%), 11/16/27 | 169,638 | 0.0 | ||||||||
1,715,645 | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/27 | 1,718,505 | 0.4 | |||||||||
711,425 | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0003M + 3.000%), 09/01/27 | 712,611 | 0.1 | |||||||||
1,732,669 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.359%, (US0001M + 3.250%), 12/31/25 | 1,710,333 | 0.3 | |||||||||
994,930 | Sedgwick Claims Management Services, Inc. 2019 Term Loan B, 3.859%, (US0001M + 3.750%), 09/03/26 | 991,013 | 0.2 | |||||||||
1,259,348 | USI, Inc. 2017 Repriced Term Loan, 3.203%, (US0003M + 3.000%), 05/16/24 | 1,246,417 | 0.3 | |||||||||
960,300 | USI, Inc. 2019 Incremental Term Loan B, 3.449%, (US0003M + 3.250%), 12/02/26 | 952,069 | 0.2 | |||||||||
27,072,650 | 5.5 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||||||||||||
Leisure Good/Activities/Movies: 2.6% | ||||||||||||||||||||||||
349,555 | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 5.193%, (US0003M + 5.000%), 12/29/25 | $ | 308,483 | 0.1 | ||||||||||||||||||||
561,574 | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 14.000%, (US0003M + 14.000%), 08/26/22 | 561,574 | 0.1 | |||||||||||||||||||||
183,150 | Alterra Mountain Company 2020 Term Loan B, 5.500%, (US0001M + 4.500%), 08/01/26 | 183,951 | 0.0 | |||||||||||||||||||||
718,660 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 3.203%, (US0003M + 3.000%), 04/22/26 | 624,015 | 0.1 | |||||||||||||||||||||
438,900 | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/27 | 436,797 | 0.1 | |||||||||||||||||||||
1,737,122 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 2.953%, (US0003M + 2.750%), 09/18/24 | 1,637,237 | 0.3 | |||||||||||||||||||||
7,225 | (2) | Crown Finance US, Inc. 2020 Term Loan B1, 7.203%, (US0003M + 7.000%) (PIK Rate 8.250%, Cash Rate 7.000%), 05/23/24 | 9,183 | 0.0 | ||||||||||||||||||||
1,058,485 | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0001M + 3.250%), 04/18/25 | 977,908 | 0.2 | |||||||||||||||||||||
1,934,395 | Intrawest Resorts Holdings, Inc. Term Loan B1, 2.859%, (US0001M + 2.750%), 07/31/24 | 1,913,359 | 0.4 | |||||||||||||||||||||
953,666 | National CineMedia, LLC 2021 Incremental Term Loan, 9.000%, (US0003M + 8.000%), 12/20/24 | 896,446 | 0.2 | |||||||||||||||||||||
370,000 | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 01/28/28 | 369,537 | 0.1 | |||||||||||||||||||||
755,843 | SRAM, LLC 2018 Term Loan B, 3.750%, (US0003M + 2.750%), 03/15/24 | 757,732 | 0.2 | |||||||||||||||||||||
1,770,577 | Thor Industries, Inc. USD Term Loan B, 3.859%, (US0003M + 3.750%), 02/01/26 | 1,776,995 | 0.4 | |||||||||||||||||||||
1,612,875 | WeddingWire, Inc. 1st Lien Term Loan, 4.712%, (US0003M + 4.500%), 12/19/25 | 1,604,811 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Leisure Good/Activities/Movies: (continued) | ||||||||||||
600,000 | WeddingWire, Inc. 2nd Lien Term Loan, 8.462%, (US0003M + 8.250%), 12/21/26 | $ | 576,000 | 0.1 | ||||||||
12,634,028 | 2.6 | |||||||||||
Lodging & Casinos: 2.9% | ||||||||||||
1,116,563 | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/24 | 1,122,245 | 0.2 | |||||||||
469,855 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.859%, (US0001M + 2.750%), 12/23/24 | 463,101 | 0.1 | |||||||||
2,567,736 | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.609%, (US0001M + 4.500%), 07/21/25 | 2,575,919 | 0.5 | |||||||||
2,519,656 | Everi Payments Inc. Term Loan B, 3.500%, (US0001M + 2.750%), 05/09/24 | 2,506,833 | 0.5 | |||||||||
2,031,250 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/24 | 2,011,784 | 0.4 | |||||||||
1,881,950 | PCI Gaming Authority Term Loan, 2.609%, (US0001M + 2.500%), 05/29/26 | 1,871,511 | 0.4 | |||||||||
1,636,121 | Scientific Games International, Inc. 2018 Term Loan B5, 2.859%, (US0001M + 2.750%), 08/14/24 | 1,606,671 | 0.3 | |||||||||
1,429,510 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.693%, (US0003M + 3.500%), 07/10/25 | 1,433,977 | 0.3 | |||||||||
765,000 | The Enterprise Development Authority Term Loan B, 4.438%, (US0003M + 4.250%), 02/18/28 | 768,347 | 0.2 | |||||||||
14,360,388 | 2.9 | |||||||||||
Nonferrous Metals/Minerals: 0.7% | ||||||||||||
1,336,122 | Covia Holdings Corporation 2020 PIK Take Back Term Loan, 5.000%, (US0003M + 4.000%), 07/31/26 | 1,296,455 | 0.2 | |||||||||
2,459,310 | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/25 | 2,375,430 | 0.5 | |||||||||
3,671,885 | 0.7 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Oil & Gas: 1.3% | ||||||||||||
1,346,418 | Brazos Delaware II, LLC Term Loan B, 4.194%, (US0003M + 4.000%), 05/21/25 | $ | 1,258,901 | 0.3 | ||||||||
2,670,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 7.750%, (US0001M + 6.750%), 10/29/25 | 2,494,781 | 0.5 | |||||||||
1,395,473 | Glass Mountain Pipeline Holdings, LLC Term Loan B, 5.500%, (US0003M + 4.500%), 12/23/24 | 362,823 | 0.1 | |||||||||
947,270 | HGIM Corp. 2018 Exit Term Loan, 7.000%, (US0003M + 6.000%), 07/02/23 | 534,024 | 0.1 | |||||||||
1,506,669 | Oryx Midstream Holdings LLC Term Loan B, 4.107%, (US0001M + 4.000%), 05/22/26 | 1,474,965 | 0.3 | |||||||||
6,125,494 | 1.3 | |||||||||||
Publishing: 0.5% | ||||||||||||
830,830 | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/28 | 834,985 | 0.2 | |||||||||
1,488,750 | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/25 | 1,517,036 | 0.3 | |||||||||
2,352,021 | 0.5 | |||||||||||
Radio & Television: 3.5% | ||||||||||||
1,652,182 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.712%, (US0003M + 3.500%), 08/21/26 | 1,591,553 | 0.3 | |||||||||
1,074,398 | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/26 | 1,063,319 | 0.2 | |||||||||
2,812,150 | Diamond Sports Group, LLC Term Loan, 3.360%, (US0001M + 3.250%), 08/24/26 | 1,993,112 | 0.4 | |||||||||
1,184,803 | Entercom Media Corp. 2019 Term Loan, 2.609%, (US0001M + 2.500%), 11/18/24 | 1,162,032 | 0.2 | |||||||||
1,707,452 | iHeartCommunications, Inc. 2020 Term Loan, 3.109%, (US0001M + 3.000%), 05/01/26 | 1,690,226 | 0.4 | |||||||||
1,392,281 | NASCAR Holdings, Inc Term Loan B, 2.859%, (US0001M + 2.750%), 10/19/26 | 1,385,754 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Radio & Television: (continued) | ||||||||||||
1,860,946 | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.615%, (US0001M + 2.500%), 09/18/26 | $ | 1,849,648 | 0.4 | ||||||||
982,378 | Sinclair Television Group Inc. Term Loan B2B, 2.610%, (US0001M + 2.500%), 09/30/26 | 971,326 | 0.2 | |||||||||
2,684,143 | Terrier Media Buyer, Inc. 2021 Term Loan, 3.609%, (US0001M + 3.500%), 12/17/26 | 2,663,803 | 0.5 | |||||||||
1,356,649 | Univision Communications Inc. 2020 Term Loan B, 4.750%, (US0001M + 3.750%), 03/15/26 | 1,357,413 | 0.3 | |||||||||
1,302,214 | Univision Communications Inc. Term Loan C5, 2.857%, (US0001M + 2.750%), 03/15/24 | 1,294,787 | 0.3 | |||||||||
17,022,973 | 3.5 | |||||||||||
Retailers (Except Food & Drug): 2.1% | ||||||||||||
157,461 | Belk, Inc. 2021 FLFO Term Loan, 8.500%, (US0003M + 7.500%), 07/31/25 | 157,461 | 0.0 | |||||||||
1,615,000 | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0006M + 3.750%), 11/08/27 | 1,612,981 | 0.3 | |||||||||
825,000 | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 02/17/26 | 827,066 | 0.2 | |||||||||
1,725,675 | Great Outdoors Group, LLC 2021 Term Loan B, 5.000%, (US0006M + 4.250%), 03/06/28 | 1,728,552 | 0.4 | |||||||||
2,788,013 | Harbor Freight Tools USA, Inc. 2020 Term Loan B, 3.750%, (US0001M + 3.000%), 10/19/27 | 2,789,582 | 0.6 | |||||||||
1,643,142 | Leslies Poolmart, Inc. 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 03/04/28 | 1,636,468 | 0.3 | |||||||||
615,247 | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0003M + 8.000%), 12/01/25 | 482,969 | 0.1 | |||||||||
210,788 | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0003M + 11.000%), 06/01/25 | 204,464 | 0.0 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Retailers (Except Food & Drug): (continued) | ||||||||||||
840,000 | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 02/24/28 | $ | 837,450 | 0.2 | ||||||||
10,276,993 | 2.1 | |||||||||||
Surface Transport: 1.0% | ||||||||||||
375,000 | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/17/28 | 372,891 | 0.1 | |||||||||
1,686,475 | Navistar International Corporation 2017 1st Lien Term Loan B, 3.620%, (US0001M + 3.500%), 11/06/24 | 1,689,215 | 0.4 | |||||||||
1,500,000 | PODS, LLC 2021 Term Loan B, 3.194%, (US0003M + 3.000%), 03/24/28 | 1,494,687 | 0.3 | |||||||||
1,148,866 | Savage Enterprises LLC 2020 Term Loan B, 3.110%, (US0001M + 3.000%), 08/01/25 | 1,150,590 | 0.2 | |||||||||
4,707,383 | 1.0 | |||||||||||
Technology: 0.4% | ||||||||||||
2,248,940 | Misys (Finastra)—TL B 1L, 4.500%, (US0003M + 3.500%), 06/13/24 | 2,207,357 | 0.4 | |||||||||
Telecommunications: 5.8% | ||||||||||||
905,357 | Altice Financing SA 2017 USD Term Loan B, 2.856%, (US0001M + 2.750%), 07/15/25 | 888,759 | 0.2 | |||||||||
905,975 | Altice Financing SA USD 2017 1st Lien Term Loan, 2.953%, (US0003M + 2.750%), 01/31/26 | 888,988 | 0.2 | |||||||||
1,636,250 | Altice France S.A. USD Term Loan B11, 2.859%, (US0001M + 2.750%), 07/31/25 | 1,609,077 | 0.3 | |||||||||
1,796,265 | Altice France S.A. USD Term Loan B12, 3.794%, (US0001M + 3.688%), 01/31/26 | 1,783,242 | 0.4 | |||||||||
955,087 | Asurion LLC 2018 Term Loan B7, 3.109%, (US0001M + 3.000%), 11/03/24 | 952,551 | 0.2 | |||||||||
3,474,948 | Asurion LLC 2020 Term Loan B8, 3.359%, (US0001M + 3.250%), 12/23/26 | 3,456,851 | 0.7 | |||||||||
530,000 | Asurion LLC 2021 2nd Lien Term Loan B3, 5.359%, (US0001M + 5.250%), 01/31/28 | 540,467 | 0.1 | |||||||||
2,047,235 | Avaya, Inc. 2020 Term Loan B, 4.356%, (US0001M + 4.250%), 12/15/27 | 2,049,368 | 0.4 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Telecommunications: (continued) | ||||||||||||
822,384 | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0001M + 3.250%), 11/30/27 | $ | 822,299 | 0.2 | ||||||||
1,360,000 | CCI Buyer, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/27 | 1,363,683 | 0.3 | |||||||||
1,799,857 | CommScope, Inc. 2019 Term Loan B, 3.359%, (US0001M + 3.250%), 04/06/26 | 1,791,608 | 0.4 | |||||||||
2,410,650 | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/26 | 2,404,624 | 0.5 | |||||||||
871,086 | Consolidated Communications, Inc. 2020 Term Loan B, 5.750%, (US0001M + 4.750%), 10/02/27 | 873,481 | 0.2 | |||||||||
1,249,375 | Eagle Broadband Investments LLC Term Loan, 3.750%, (US0003M + 3.000%), 11/12/27 | 1,248,008 | 0.2 | |||||||||
1,765,040 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.359%, (US0001M + 4.250%), 11/29/25 | 1,667,044 | 0.3 | |||||||||
1,447,028 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.359%, (US0001M + 8.250%), 11/29/26 | 1,120,241 | 0.2 | |||||||||
1,821,600 | Iridium Satellite LLC 2021 Term Loan B, 3.750%, (US0001M + 2.750%), 11/04/26 | 1,828,269 | 0.4 | |||||||||
487,034 | Northwest Fiber, LLC 2021 Term Loan, 3.927%, (US0001M + 3.750%), 04/30/27 | 487,034 | 0.1 | |||||||||
1,477,299 | Zayo Group Holdings, Inc. USD Term Loan, 3.109%, (US0001M + 3.000%), 03/09/27 | 1,467,340 | 0.3 | |||||||||
940,000 | Ziggo Financing Partnership USD Term Loan I, 2.606%, (US0001M + 2.500%), 04/30/28 | 931,710 | 0.2 | |||||||||
28,174,644 | �� | 5.8 | ||||||||||
Utilities: 0.9% | ||||||||||||
2,142,533 | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/24 | 2,128,666 | 0.4 | |||||||||
938,328 | Sabre Industries, Inc. 2019 Term Loan B, 3.359%, (US0001M + 3.250%), 04/15/26 | 938,328 | 0.2 |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Utilities: (continued) | ||||||||||||
1,600,950 | Southeast PowerGen, LLC Term Loan B, 4.500%, (US0001M + 3.500%), 12/02/21 | $ | 1,560,926 | 0.3 | ||||||||
4,627,920 | 0.9 | |||||||||||
Total Loans (Cost $462,079,137) | 459,064,471 | 93.8 | ||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||
EQUITIES AND OTHER ASSETS: 0.9% | ||||||||||||
408,271 | (6) | 24 Hour Fitness Worldwide, Inc. | 867,576 | 0.2 | ||||||||
544,388 | (6) | 24 Hour Fitness Worldwide, Inc. — Preferred | 1,360,970 | 0.3 | ||||||||
50,201 | Cineworld Group PLC | 41,455 | 0.0 | |||||||||
132,618 | (6),(7) | Covia Specialty Minerals, Inc. | 1,044,367 | 0.2 | ||||||||
69,381 | (6) | Cumulus Media, Inc. Class-A | 632,061 | 0.1 | ||||||||
3,799 | (6) | Harvey Gulf International Marine LLC | 15,196 | 0.0 | ||||||||
8,527 | (6) | Harvey Gulf International Marine LLC — Warrants | 34,108 | 0.0 | ||||||||
7,471 | (6) | iQor | 100,208 | 0.0 | ||||||||
102,480 | (6) | Longview Power LLC | 230,580 | 0.1 | ||||||||
11,573 | (6) | Mens Wearhouse, Inc. | 8,680 | 0.0 | ||||||||
88,701 | (6),(8) | Save-A-Lot, Inc. / Moran Foods | — | 0.0 | ||||||||
42,856 | (6) | The Oneida Group (formerly EveryWare Global, Inc.) | 1,285 | 0.0 | ||||||||
Total Equities and Other Assets (Cost $4,904,047) | 4,336,486 | 0.9 | ||||||||||
Total Long-Term Investments (Cost $466,983,184) | 463,400,957 | 94.7 | ||||||||||
SHORT-TERM INVESTMENTS: 11.7% | ||||||||||||
Mutual Funds: 11.7% | ||||||||||||
57,487,690 | (9) | State Street Institutional Liquid Reserves Fund—Premier Class, 0.070% (Cost $57,504,936) | 57,504,936 | 11.7 | ||||||||
Total Short-Term Investments (Cost $57,504,936) | 57,504,936 | 11.7 | ||||||||||
Total Investments (Cost $524,488,120) | $ | 520,905,893 | 106.4 | |||||||||
Liabilities in Excess of Other Assets | (31,323,237 | ) | (6.4 | ) | ||||||||
Net Assets | $ | 489,582,656 | 100.0 |
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | All or a portion of this holding is subject to unfunded loan commitments. Please refer to Note 9 for additional details. | |
(2) | All or a portion of this Loan is payment-in-kind (“PIK”) which may pay interest or additional principal at the issuer’s discretion. Rates shown are the current rate and possible payment rates. | |
(3) | Defaulted loan. Currently, the borrower is partially or fully in default with respect to principal and/or interest payments. | |
(4) | The borrower has filed for protection in federal bankruptcy court. | |
(5) | Senior Loan is on non-accrual status at March 31, 2021. | |
(6) | Non-income producing security. | |
(7) | Restricted security as to resale, excluding Rule 144A securities. As of March 31, 2021, the Fund held restricted securities with a fair value of $1,044,367 or 0.2% of net assets. Please refer to the table below for additional details. | |
(8) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(9) | Rate shown is the 7-day yield as of March 31, 2021. |
US0001M | 1-month LIBOR | |
US0001W | 2-week LIBOR | |
US0002M | 3-month LIBOR | |
US0003M | 3-month LIBOR | |
US0006M | 6-month LIBOR |
VOYA FLOATING RATE FUND | PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2021 (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at March 31, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Loans | $ | — | $ | 459,064,471 | $ | — | $ | 459,064,471 | |||||||||||||
Equities and Other Assets | 632,061 | 3,704,425 | — | 4,336,486 | |||||||||||||||||
Short-Term Investments | 57,504,936 | — | — | 57,504,936 | |||||||||||||||||
Total Investments, at fair value | $ | 58,136,997 | $ | 462,768,896 | $ | — | $ | 520,905,893 |
ˆ See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information.
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Covia Specialty Minerals, Inc. | 12/31/2020 | $ | 928,326 | $ | 1,044,367 | ||||||
$ | 928,326 | $ | 1,044,367 |
Cost for federal income tax purposes was $524,840,232. | ||||||
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 4,788,632 | ||||
Gross Unrealized Depreciation | (8,722,971 | ) | ||||
Net Unrealized Depreciation | $ | (3,934,339 | ) |
Fund Name | Type | Per Share Amount | ||||||
Voya Floating Rate Fund | ||||||||
Class A | NII | $ | 0.2812 | |||||
Class C | NII | $ | 0.2162 | |||||
Class I | NII | $ | 0.3029 | |||||
Class P | NII | $ | 0.3666 | |||||
Class R | NII | $ | 0.2596 | |||||
Class W | NII | $ | 0.3029 |
NII — Net investment income
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||
Independent Trustees: | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | Trustee Chairperson | November 2007–Present January 2020–Present | President, Glantuam Partners, LLC, a business consulting firm (January 2009– Present). | 132 | Dentaquest (February 2014–Present); RSR Partners, Inc. (2016–Present). | |||||
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | Trustee | January 2005–Present | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008–December 2019). | 132 | None. | |||||
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | Trustee | January 2006–Present | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000–Present). | 132 | Wisconsin Energy Corporation (June 2006–Present); The Royce Funds (22 funds) (December 2009–Present); and AMICA Mutual Insurance Company (1992–Present). | |||||
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 71 | Trustee | August 2015–Present | Retired. | 132 | None. | |||||
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | Trustee | May 2013–Present | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999–Present). | 132 | None. | |||||
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | Trustee | January 2006–Present | Consultant (May 2001–Present). | 132 | Centerra Gold Inc. (May 2008–Present). | |||||
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | Trustee | October 2015–Present | Retired. | 132 | None. |
Name, Address and Age | Position(s) Held with the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | Number of Funds in Fund Complex Overseen by Trustee(2) | Other Board Positions Held by Trustee | |||||
Trustee who is an “interested person”: | ||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | Trustee | July 2018–Present | President, Voya Investments, LLC and Voya Capital, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004–August 2017). | 132 | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Voya Investments Distributor, LLC (April 2018–Present). |
(1) | Trustees serve until their successors are duly elected and qualified. The tenure of each Trustee who is not an “interested person” as defined in the 1940 Act, of each Fund (“Independent Trustee”) is subject to the Board’s retirement policy which states that each duly elected or appointed Independent Trustee shall retire from and cease to be a member of the Board of Trustees at the close of business on December 31 of the calendar year in which the Independent Trustee attains the age of 75. A majority vote of the Board’s other Independent Trustees may extend the retirement date of an Independent Trustee if the retirement would trigger a requirement to hold a meeting of shareholders of the Trust under applicable law, whether for the purposes of appointing a successor to the Independent Trustee or otherwise comply under applicable law, in which case the extension would apply until such time as the shareholder meeting can be held or is no longer required (as determined by a vote of a majority of the other Independent Trustees). | |
(2) | For the purposes of this table, “Fund Complex” means the Voya family of funds including the following investment companies: Voya Asia Pacific High Dividend Equity Income Fund; Voya Balanced Portfolio, Inc.; Voya Emerging Markets High Dividend Equity Fund; Voya Equity Trust; Voya Funds Trust; Voya Global Advantage and Premium Opportunity Fund; Voya Global Equity Dividend and Premium Opportunity Fund; Voya Government Money Market Portfolio; Voya Infrastructure, Industrials and Materials Fund; Voya Intermediate Bond Portfolio; Voya Investors Trust; Voya Mutual Funds; Voya Natural Resources Equity Income Fund; Voya Partners, Inc.; Voya Senior Income Fund; Voya Separate Portfolios Trust; Voya Strategic Allocation Portfolios, Inc.; Voya Variable Funds; Voya Variable Insurance Trust; Voya Variable Portfolios, Inc.; and Voya Variable Products Trust. The number of funds in the Fund Complex is as of April 30, 2021. |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 52 | Chief Executive Officer | March 2018–Present | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (March 2020–Present); Chief Financial Officer, Voya Investment Management (September 2014–Present). Formerly, Senior Vice President and Chief Financial Officer, Voya Investments Distributor, LLC (September 2019–March 2020); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015–September 2019); Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015–March 2018). | |||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 48 | President | March 2018–Present | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018–Present); Director, Voya Funds Services, LLC (March 2018–Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004–August 2017). | |||
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | Executive Vice President Chief Investment Risk Officer | March 2020–Present March 2020–Present | Executive Vice President and Chief Investment Risk Officer, Voya Investments, LLC (March 2020–Present); Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017–Present). Formerly, Vice President, Voya Investments, LLC (September 2018–March 2020); Consultant, DA Capital LLC (January 2016–March 2017). | |||
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 63 | Executive Vice President | March 2018–Present | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018–Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Chief Administrative Officer, Voya Investment Management (September 2017–Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999–September 2017). | |||
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | Chief Compliance Officer | February 2012–Present | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012–Present). | |||
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | March 2005–Present | President, Voya Funds Services, LLC (March 2018–Present) and Senior Vice President, Voya Investments, LLC (April 2005–Present). | |||
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | Senior Vice President | November 2003–Present | Senior Vice President, Voya Investments, LLC (September 2003–Present). | |||
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | Senior Vice President | September 2020–Present | Senior Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (March 2021–Present). Formerly, Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016–March 2021); Vice President, Mutual Fund Compliance (March 2014–June 2016). |
Name, Address and Age | Position(s) Held With the Trust | Term of Office and Length of Time Served(1) | Principal Occupation(s) — During the Past 5 Years | |||
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | Senior Vice President | May 2006–Present | Senior Vice President, Voya Investments Distributor, LLC (April 2018–Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018–Present) and Voya Funds Services, LLC (March 2006– Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015–April 2018). | |||
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | Vice President Treasurer | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2012–Present). | |||
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | Vice President | September 2004–Present | Vice President, Voya Investments, LLC (October 2015– Present) and Voya Funds Services, LLC (September 2004–Present). | |||
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | Vice President | September 2014–Present | Vice President, Voya Investments, LLC (October 2015–Present). | |||
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | Vice President | October 2000–Present | Vice President, Voya Funds Services, LLC (November 1995–Present) and Voya Investments, LLC (August 1997–Present). | |||
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | Vice President | September 2012–Present | Vice President, Voya Investments, LLC (October 2015–Present) and Voya Funds Services, LLC (July 2007–Present). | |||
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | Vice President | March 2018–Present | Vice President, Voya Investments Distributor, LLC (April 2018–Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018–Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018–Present). Formerly, Vice President, Voya Investment Management (March 2014–February 2018). | |||
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | Vice President | May 2013–Present | Vice President — Director of Tax, Voya Investments, LLC (October 2015–Present). | |||
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | Anti-Money Laundering Officer | June 2018–Present | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018–Present); Compliance Consultant, Voya Financial, Inc. (January 2019–Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009–December 2018). | |||
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | Secretary | September 2020–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (September 2020–Present). Formerly, Vice President, Counsel II, Voya Investment Management — Mutual Fund Legal Department (January 2013–September 2020). | |||
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | Assistant Secretary | June 2010–Present | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010–Present). |
(1) | The Officers hold office until the next annual meeting of the Board of Trustees and until their successors shall have been elected and qualified. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts, 02116
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
163061 (0321-052521) |
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, and Joseph E. Obermeyer are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, and Mr. Obermeyer are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
Below are the amount of fees that Ernst & Young LLP (“EY”), the Fund’s current Independent Registered Public Accounting Firm, billed to the Fund during the Fund’s fiscal year ended March 31, 2021 and March 31, 2020 and the amount of fees that the previous independent public accounting firm billed to the Fund during the Fund’s fiscal year ended March 31, 2021 and March 31, 2020.
(a) | Audit Fees(1): The aggregate fees billed for each of the last two fiscal years for professional services rendered by Ernst & Young LLP (“EY”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $173,700 for the year ended March 31, 2021 and $178,200 for the year ended March 31, 2020. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by EY that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for the year ended March 31, 2021 and $0 for the year ended March 31, 2020. |
(c) | Tax Fees(2): The aggregate fees billed in each of the last two fiscal years for professional services rendered by EY for tax compliance, tax advice, and tax planning were $61,300 for the year ended March 31, 2021 and $15,325 for the year ended March 31, 2020. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees(3): The aggregate fees billed in each of the last two fiscal years for products and services provided by EY, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended March 31, 2021 and $0 for the year ended March 31, 2020. |
(1) For the fiscal years ended March 31, 2021, and March 31, 2020, the previous independent public accounting firm billed $0 and $9,614, respectively, for Audit Fees.
(2) For the fiscal years ended March 31, 2021, and March 31, 2020, the previous independent public accounting firm billed $13,380 and $63,930, respectively, for Tax Fees.
(3) For the fiscal years ended March 31, 2021, and March 31, 2020, the previous independent public accounting firm billed $0 and $3,914, respectively, for All Other Fees.
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
Appendix A
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. Statement of Principles
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. Audit Services
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. Audit-related Services
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-CEN or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. Tax Services
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. Other Services
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. Pre-approval of Fee levels and Budgeted Amounts
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. Procedures
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. Delegation
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. Additional Requirements
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Last Approved: November 19, 2020
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2021 through December 31, 2021
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $750 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2021 through December 31, 2021
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2021 through December 31, 2021
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2021 through December 31, 2021
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax and technology training sessions | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Ernst & Young LLP Passive Foreign Investment Company (“PFIC”) Analyzer | √ | Not to exceed $95,000 during the Pre-Approval Period | |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year-end reporting for 1099’s, tax compliance services in foreign jurisdictions and similar routine tax consultations as requested. | √ | Not to exceed $300,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2021 through December 31, 2021
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √
| √
| Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2021 to December 31, 2021
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INVESTORS TRUST
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC.
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of EY if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended March 31, 2021 and March 31, 2020; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2021(1) | 2020(1) | ||||||
Voya Funds Trust | $ | 61,300 | $ | 15,325 | ||||
Voya Investments, LLC (2) | $ | 14,017,470 | $ | 13,793,519 |
(1) For the years ended March 31, 2021 and March 31, 2020, the previous independent public accounting firm billed the Registrant $13,380 and $67,844, respectively, for Non-Audit Fees.
(2) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining EY’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
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.
(Registrant): Voya Funds Trust
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: June 7, 2021
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/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: June 7, 2021
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: June 7, 2021