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: April 1, 2021 to September 30, 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 semi-annual report, are not 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. | | |
| | | E-Delivery Sign-up – details inside | |
| | | | | 1 | | | |
| | | | | 2 | | | |
| | | | | 4 | | | |
| | | | | 8 | | | |
| | | | | 10 | | | |
| | | | | 13 | | | |
| | | | | 21 | | | |
| | | | | 41 | | |
| | | | Go Paperless with E-Delivery! | | | | | ||
| | Sign up now for on-line prospectuses, fund reports, and proxy statements. | | | ||||||
| | 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. | | |
President
Voya Family of Funds
October 26, 2021
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2021* | | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2021* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,000.80 | | | | | | 0.84% | | | | | $ | 4.21 | | | | | $ | 1,000.00 | | | | | $ | 1,020.86 | | | | | | 0.84% | | | | | $ | 4.26 | | |
Class C | | | | | 1,000.00 | | | | | | 997.00 | | | | | | 1.59 | | | | | | 7.96 | | | | | | 1,000.00 | | | | | | 1,017.10 | | | | | | 1.59 | | | | | | 8.04 | | |
Class I | | | | | 1,000.00 | | | | | | 1,001.10 | | | | | | 0.54 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.54 | | | | | | 2.74 | | |
Class P | | | | | 1,000.00 | | | | | | 1,003.60 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 1,000.00 | | | | | | 1,017.41 | | | | | | 0.15 | | | | | | 0.54 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,002.30 | | | | | | 0.48 | | | | | | 0.80 | | | | | | 1,000.00 | | | | | | 1,007.55 | | | | | | 0.48 | | | | | | 0.81 | | |
Class W | | | | | 1,000.00 | | | | | | 1,000.90 | | | | | | 0.59 | | | | | | 2.96 | | | | | | 1,000.00 | | | | | | 1,022.11 | | | | | | 0.59 | | | | | | 2.99 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,034.90 | | | | | | 1.04% | | | | | $ | 5.31 | | | | | $ | 1,000.00 | | | | | $ | 1,019.85 | | | | | | 1.04% | | | | | $ | 5.27 | | |
Class C | | | | | 1,000.00 | | | | | | 1,031.10 | | | | | | 1.79 | | | | | | 9.11 | | | | | | 1,000.00 | | | | | | 1,016.09 | | | | | | 1.79 | | | | | | 9.05 | | |
Class I | | | | | 1,000.00 | | | | | | 1,036.80 | | | | | | 0.69 | | | | | | 3.52 | | | | | | 1,000.00 | | | | | | 1,021.61 | | | | | | 0.69 | | | | | | 3.50 | | |
Class P | | | | | 1,000.00 | | | | | | 1,040.20 | | | | | | 0.04 | | | | | | 0.20 | | | | | | 1,000.00 | | | | | | 1,024.87 | | | | | | 0.04 | | | | | | 0.20 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,040.50 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,033.60 | | | | | | 1.29 | | | | | | 6.58 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.29 | | | | | | 6.53 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,037.00 | | | | | | 0.63 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.91 | | | | | | 0.63 | | | | | | 3.19 | | |
Class W | | | | | 1,000.00 | | | | | | 1,037.50 | | | | | | 0.79 | | | | | | 4.04 | | | | | | 1,000.00 | | | | | | 1,021.11 | | | | | | 0.79 | | | | | | 4.00 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2021* | | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2021* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,019.70 | | | | | | 0.69% | | | | | $ | 3.49 | | | | | $ | 1,000.00 | | | | | $ | 1,021.61 | | | | | | 0.69% | | | | | $ | 3.50 | | |
Class C | | | | | 1,000.00 | | | | | | 1,015.90 | | | | | | 1.44 | | | | | | 7.28 | | | | | | 1,000.00 | | | | | | 1,017.85 | | | | | | 1.44 | | | | | | 7.28 | | |
Class I | | | | | 1,000.00 | | | | | | 1,021.30 | | | | | | 0.35 | | | | | | 1.77 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.35 | | | | | | 1.78 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,023.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,018.40 | | | | | | 0.94 | | | | | | 4.76 | | | | | | 1,000.00 | | | | | | 1,020.36 | | | | | | 0.94 | | | | | | 4.76 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,022.50 | | | | | | 0.30 | | | | | | 1.52 | | | | | | 1,000.00 | | | | | | 1,023.56 | | | | | | 0.30 | | | | | | 1.52 | | |
Class W | | | | | 1,000.00 | | | | | | 1,021.00 | | | | | | 0.44 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.86 | | | | | | 0.44 | | | | | | 2.23 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,005.20 | | | | | | 0.62% | | | | | $ | 3.12 | | | | | $ | 1,000.00 | | | | | $ | 1,021.96 | | | | | | 0.62% | | | | | $ | 3.14 | | |
Class C | | | | | 1,000.00 | | | | | | 1,001.50 | | | | | | 1.37 | | | | | | 6.87 | | | | | | 1,000.00 | | | | | | 1,018.20 | | | | | | 1.37 | | | | | | 6.93 | | |
Class I | | | | | 1,000.00 | | | | | | 1,006.70 | | | | | | 0.35 | | | | | | 1.76 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.35 | | | | | | 1.78 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,007.50 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.32 | | | | | | 0.15 | | | | | | 0.76 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,008.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,004.00 | | | | | | 0.87 | | | | | | 4.37 | | | | | | 1,000.00 | | | | | | 1,020.71 | | | | | | 0.87 | | | | | | 4.41 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,006.90 | | | | | | 0.30 | | | | | | 1.51 | | | | | | 1,000.00 | | | | | | 1,023.56 | | | | | | 0.30 | | | | | | 1.52 | | |
Class W | | | | | 1,000.00 | | | | | | 1,005.50 | | | | | | 0.37 | | | | | | 1.86 | | | | | | 1,000.00 | | | | | | 1,023.21 | | | | | | 0.37 | | | | | | 1.88 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,008.10 | | | | | | 0.85% | | | | | $ | 4.28 | | | | | $ | 1,000.00 | | | | | $ | 1,020.81 | | | | | | 0.85% | | | | | $ | 4.31 | | |
Class C | | | | | 1,000.00 | | | | | | 1,004.20 | | | | | | 1.60 | | | | | | 8.04 | | | | | | 1,000.00 | | | | | | 1,017.05 | | | | | | 1.60 | | | | | | 8.09 | | |
Class I | | | | | 1,000.00 | | | | | | 1,008.90 | | | | | | 0.62 | | | | | | 3.12 | | | | | | 1,000.00 | | | | | | 1,021.96 | | | | | | 0.62 | | | | | | 3.14 | | |
Class P | | | | | 1,000.00 | | | | | | 1,011.80 | | | | | | 0.04 | | | | | | 0.20 | | | | | | 1,000.00 | | | | | | 1,024.87 | | | | | | 0.04 | | | | | | 0.20 | | |
Class R | | | | | 1,000.00 | | | | | | 1,005.70 | | | | | | 1.10 | | | | | | 5.53 | | | | | | 1,000.00 | | | | | | 1,019.55 | | | | | | 1.10 | | | | | | 5.57 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,009.20 | | | | | | 0.54 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.54 | | | | | | 2.74 | | |
Class W | | | | | 1,000.00 | | | | | | 1,008.30 | | | | | | 0.60 | | | | | | 3.02 | | | | | | 1,000.00 | | | | | | 1,022.06 | | | | | | 0.60 | | | | | | 3.04 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,141,610,739 | | | | | $ | 924,350,308 | | | | | $ | 10,038,038,161 | | |
Short-term investments at fair value† | | | | | 521,509,943 | | | | | | 259,327,655 | | | | | | 1,021,663,042 | | |
Cash | | | | | — | | | | | | 504,569 | | | | | | 16,765,488 | | |
Cash collateral for futures contracts | | | | | 4,216,757 | | | | | | — | | | | | | 19,905,351 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 230,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 4,235,000 | | | | | | — | | | | | | 2,895,000 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 28,301 | | | | | | 7,970,500 | | | | | | 100,890,984 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 840,020,952 | | | | | | — | | | | | | 347,452,299 | | |
Fund shares sold | | | | | 5,296,366 | | | | | | 1,214,938 | | | | | | 22,168,961 | | |
Dividends | | | | | — | | | | | | 318 | | | | | | 180 | | |
Interest | | | | | 3,599,382 | | | | | | 13,185,658 | | | | | | 55,749,215 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 94,558 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 116,995 | | |
Prepaid expenses | | | | | 93,275 | | | | | | 56,620 | | | | | | 99,596 | | |
Other assets | | | | | 45,913 | | | | | | 19,868 | | | | | | 176,587 | | |
Total assets | | | | | 3,520,656,628 | | | | | | 1,206,630,434 | | | | | | 11,626,246,417 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 321,686 | | | | | | 82,138 | | | | | | 2,081,841 | | |
Payable for investment securities purchased | | | | | 413,924 | | | | | | 26,973,773 | | | | | | 146,079,088 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 1,706,823,015 | | | | | | — | | | | | | 696,219,677 | | |
Payable for fund shares redeemed | | | | | 5,775,960 | | | | | | 597,560 | | | | | | 13,265,513 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 226,435,503 | | | | | | 726,241,675 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 55,726 | | |
Variation margin payable on futures contracts | | | | | 358,581 | | | | | | — | | | | | | 158,388 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 1,620,000 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 261,000 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 655,994 | | | | | | 287,522 | | | | | | 2,212,493 | | |
Payable for distribution and shareholder service fees | | | | | 147,984 | | | | | | 19,672 | | | | | | 176,408 | | |
Payable to custodian due to bank overdraft | | | | | 524,391 | | | | | | — | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 45,913 | | | | | | 19,868 | | | | | | 176,587 | | |
Payable for trustee fees | | | | | 9,062 | | | | | | 4,670 | | | | | | 50,667 | | |
Other accrued expenses and liabilities | | | | | 862,017 | | | | | | 220,205 | | | | | | 1,656,964 | | |
Total liabilities | | | | | 1,716,199,527 | | | | | | 254,640,911 | | | | | | 1,589,995,027 | | |
NET ASSETS | | | | $ | 1,804,457,101 | | | | | $ | 951,989,523 | | | | | $ | 10,036,251,390 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,821,874,381 | | | | | $ | 909,849,112 | | | | | $ | 9,903,257,316 | | |
Total distributable earnings (loss) | | | | | (17,417,280) | | | | | | 42,140,411 | | | | | | 132,994,074 | | |
NET ASSETS | | | | $ | 1,804,457,101 | | | | | $ | 951,989,523 | | | | | $ | 10,036,251,390 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 221,068,386 | | | | | $ | 709,341,189 | | |
* Cost of investments in securities | | | | $ | 2,121,622,775 | | | | | $ | 878,913,738 | | | | | $ | 9,849,050,109 | | |
† Cost of short-term investments | | | | $ | 521,510,914 | | | | | $ | 259,327,446 | | | | | $ | 1,021,667,005 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 537,738,416 | | | | | $ | 51,887,410 | | | | | $ | 431,445,013 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,645,622 | | | | | | 6,428,331 | | | | | | 41,810,876 | | |
Net asset value and redemption price per share† | | | | $ | 8.45 | | | | | $ | 8.07 | | | | | $ | 10.32 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.67 | | | | | $ | 8.28 | | | | | $ | 10.58 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 41,786,479 | | | | | $ | 10,858,597 | | | | | $ | 20,427,584 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,971,152 | | | | | | 1,345,753 | | | | | | 1,982,466 | | |
Net asset value and redemption price per share† | | | | $ | 8.41 | | | | | $ | 8.07 | | | | | $ | 10.30 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,074,504,455 | | | | | $ | 210,420,177 | | | | | $ | 6,443,917,669 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 126,937,373 | | | | | | 26,110,328 | | | | | | 624,379,358 | | |
Net asset value and redemption price per share | | | | $ | 8.46 | | | | | $ | 8.06 | | | | | $ | 10.32 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 33,452 | | | | | $ | 325,845,308 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 3,959 | | | | | | 40,364,856 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 8.45 | | | | | $ | 8.07 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 11,245,139 | | | | | $ | 50,385,517 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,391,835 | | | | | | 4,880,107 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.08 | | | | | $ | 10.32 | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 301,492 | | | | | $ | 164,591,424 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 37,318 | | | | | | 15,929,468 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.08 | | | | | $ | 10.33 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 24,390,831 | | | | | $ | 245,117,921 | | | | | $ | 2,720,934,507 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,880,561 | | | | | | 30,334,193 | | | | | | 263,503,745 | | |
Net asset value and redemption price per share | | | | $ | 8.47 | | | | | $ | 8.08 | | | | ��� | $ | 10.33 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 126,003,468 | | | | | $ | 96,313,479 | | | | | $ | 204,549,676 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,867,725 | | | | | | 11,908,447 | | | | | | 19,834,829 | | |
Net asset value and redemption price per share | | | | $ | 8.47 | | | | | $ | 8.09 | | | | | $ | 10.31 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 456,324,639 | | | | | $ | 2,444,434,948 | | |
Short-term investments at fair value† | | | | | 19,311,272 | | | | | | 285,334,211 | | |
Cash collateral for futures contracts | | | | | 297,309 | | | | | | 4,762,941 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 446,846 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 5,730,000 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 12,326,939 | | | | | | 11,812,900 | | |
Fund shares sold | | | | | 124,530 | | | | | | 5,970,766 | | |
Dividends | | | | | 273 | | | | | | 6,785 | | |
Interest | | | | | 1,840,096 | | | | | | 23,166,451 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 13,485,420 | | |
Prepaid expenses | | | | | 40,612 | | | | | | 99,354 | | |
Other assets | | | | | 4,888 | | | | | | 27,318 | | |
Total assets | | | | | 490,270,558 | | | | | | 2,795,277,940 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 407 | | | | | | 762,178 | | |
Payable for investment securities purchased | | | | | 19,092,117 | | | | | | 68,877,578 | | |
Payable for fund shares redeemed | | | | | 189,116 | | | | | | 7,420,610 | | |
Payable to broker | | | | | — | | | | | | 1,684,807 | | |
Payable upon receipt of securities loaned | | | | | 6,367,836 | | | | | | 89,645,688 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 15,259,811 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 36,905 | | |
Variation margin payable on futures contracts | | | | | 16,542 | | | | | | 242,591 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 3,190,000 | | |
Payable for investment management fees | | | | | 88,162 | | | | | | 1,065,486 | | |
Payable for distribution and shareholder service fees | | | | | 4,434 | | | | | | 81,884 | | |
Payable to custodian due to bank overdraft | | | | | 571,456 | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 4,888 | | | | | | 27,318 | | |
Payable for trustee fees | | | | | 1,806 | | | | | | 12,617 | | |
Unfunded loan commitments (Note 10) | | | | | — | | | | | | 1,172,685 | | |
Other accrued expenses and liabilities | | | | | 38,797 | | | | | | 521,198 | | |
Written options, at fair value^ | | | | | — | | | | | | 431,448 | | |
Total liabilities | | | | | 26,375,561 | | | | | | 190,432,804 | | |
NET ASSETS | | | | $ | 463,894,997 | | | | | $ | 2,604,845,136 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 466,363,470 | | | | | $ | 2,674,475,807 | | |
Total distributable loss | | | | | (2,468,473) | | | | | | (69,630,671) | | |
NET ASSETS | | | | $ | 463,894,997 | | | | | $ | 2,604,845,136 | | |
+ Including securities loaned at value | | | | $ | 6,232,534 | | | | | $ | 87,416,271 | | |
* Cost of investments in securities | | | | $ | 455,553,912 | | | | | $ | 2,425,867,214 | | |
† Cost of short-term investments | | | | $ | 19,311,427 | | | | | $ | 285,334,211 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 527,985 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 19,256,005 | | | | | $ | 133,662,082 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,934,286 | | | | | | 13,304,243 | | |
Net asset value and redemption price per share† | | | | $ | 9.96 | | | | | $ | 10.05 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.22 | | | | | $ | 10.31 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 527,661 | | | | | $ | 54,733,817 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 52,986 | | | | | | 5,530,662 | | |
Net asset value and redemption price per share† | | | | $ | 9.96 | | | | | $ | 9.90 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 25,699,515 | | | | | $ | 2,177,683,792 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,583,762 | | | | | | 216,295,178 | | |
Net asset value and redemption price per share | | | | $ | 9.95 | | | | | $ | 10.07 | | |
Class P | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,349 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 335 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.01 | | |
Class P2 | | | | | | | | | | | | | |
Net assets | | | | $ | 28,859,129 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 2,920,093 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.88 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | |
Net assets | | | | $ | 3,933,693 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 396,560 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.92 | | | | | | n/a | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 11,033 | | | | | $ | 22,898,127 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,105 | | | | | | 2,298,100 | | |
Net asset value and redemption price per share | | | | $ | 9.99 | | | | | $ | 9.96 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 364,524,475 | | | | | $ | 169,841,322 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 36,610,896 | | | | | | 16,921,972 | | |
Net asset value and redemption price per share | | | | $ | 9.96 | | | | | $ | 10.04 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 21,083,486 | | | | | $ | 46,022,647 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,112,107 | | | | | | 4,592,641 | | |
Net asset value and redemption price per share | | | | $ | 9.98 | | | | | $ | 10.02 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 241,928 | | | | | $ | 6,168 | | |
Interest, net of foreign taxes withheld* | | | | | 9,887,440 | | | | | | 25,908,374 | | | | | | 135,140,277 | | |
Securities lending income, net | | | | | — | | | | | | 99,440 | | | | | | 216,891 | | |
Total investment income | | | | | 9,887,440 | | | | | | 26,249,742 | | | | | | 135,363,336 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 3,976,397 | | | | | | 2,725,511 | | | | | | 13,717,662 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 719,337 | | | | | | 64,436 | | | | | | 571,231 | | |
Class C | | | | | 228,379 | | | | | | 50,910 | | | | | | 110,857 | | |
Class R | | | | | — | | | | | | 990 | | | | | | 432,690 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 354,150 | | | | | | 41,886 | | | | | | 335,335 | | |
Class C | | | | | 28,109 | | | | | | 8,272 | | | | | | 16,269 | | |
Class I | | | | | 475,110 | | | | | | 65,997 | | | | | | 1,567,158 | | |
Class P | | | | | 201 | | | | | | 4,893 | | | | | | — | | |
Class P3 | | | | | — | | | | | | 106 | | | | | | 239 | | |
Class R | | | | | — | | | | | | 322 | | | | | | 127,004 | | |
Class R6 | | | | | 274 | | | | | | 2,566 | | | | | | 15,491 | | |
Class W | | | | | 81,507 | | | | | | 80,775 | | | | | | 158,948 | | |
Shareholder reporting expense | | | | | 69,400 | | | | | | 24,278 | | | | | | 135,603 | | |
Registration fees | | | | | 127,766 | | | | | | 97,606 | | | | | | 272,690 | | |
Professional fees | | | | | 35,047 | | | | | | 19,298 | | | | | | 151,089 | | |
Custody and accounting expense | | | | | 87,840 | | | | | | 26,282 | | | | | | 506,210 | | |
Trustee fees | | | | | 36,249 | | | | | | 18,677 | | | | | | 202,668 | | |
Miscellaneous expense | | | | | 9,290 | | | | | | 10,460 | | | | | | 62,598 | | |
Interest expense | | | | | 25 | | | | | | — | | | | | | 25 | | |
Total expenses | | | | | 6,229,081 | | | | | | 3,243,265 | | | | | | 18,383,767 | | |
Waived and reimbursed fees | | | | | (177,385) | | | | | | (963,921) | | | | | | (68,241) | | |
Net expenses | | | | | 6,051,696 | | | | | | 2,279,344 | | | | | | 18,315,526 | | |
Net investment income | | | | | 3,835,744 | | | | | | 23,970,398 | | | | | | 117,047,810 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,480,282 | | | | | | 13,587,948 | | | | | | 75,617,085 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 825,802 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (384,881) | | |
Futures | | | | | 49,477 | | | | | | — | | | | | | 18,685,784 | | |
Swaps | | | | | — | | | | | | — | | | | | | (5,610,444) | | |
Written options | | | | | — | | | | | | — | | | | | | (2,280,787) | | |
Net realized gain | | | | | 3,529,759 | | | | | | 13,587,948 | | | | | | 86,852,559 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (1,653,655) | | | | | | (2,530,541) | | | | | | 10,304,280 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | (2,343,149) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | (634,313) | | |
Futures | | | | | (3,109,439) | | | | | | — | | | | | | 4,151,974 | | |
Written options | | | | | — | | | | | | — | | | | | | 2,395,820 | | |
Net change in unrealized appreciation (depreciation) | | | | | (4,763,094) | | | | | | (2,530,541) | | | | | | 13,874,612 | | |
Net realized and unrealized gain (loss) | | | | | (1,233,335) | | | | | | 11,057,407 | | | | | | 100,727,171 | | |
Increase in net assets resulting from operations | | | | $ | 2,602,409 | | | | | $ | 35,027,805 | | | | | $ | 217,774,981 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 83,381 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 1,370 | | | | | $ | 27,724 | | |
Interest, net of foreign taxes withheld* | | | | | 2,641,386 | | | | | | 46,862,135 | | |
Securities lending income, net | | | | | 5,408 | | | | | | 37,549 | | |
Total investment income | | | | | 2,648,164 | | | | | | 46,927,408 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 452,663 | | | | | | 6,325,682 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 24,932 | | | | | | 174,255 | | |
Class C | | | | | 2,677 | | | | | | 272,266 | | |
Class R | | | | | 22 | | | | | | 57,387 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class A | | | | | 7,292 | | | | | | 43,755 | | |
Class C | | | | | 195 | | | | | | 17,093 | | |
Class I | | | | | 9,803 | | | | | | 844,977 | | |
Class P2 | | | | | 627 | | | | | | — | | |
Class P3 | | | | | 36 | | | | | | — | | |
Class R | | | | | 3 | | | | | | 7,205 | | |
Class R6 | | | | | 269 | | | | | | 2,043 | | |
Class W | | | | | 8,030 | | | | | | 15,272 | | |
Shareholder reporting expense | | | | | 3,477 | | | | | | 72,275 | | |
Registration fees | | | | | 66,476 | | | | | | 108,024 | | |
Professional fees | | | | | 9,555 | | | | | | 48,135 | | |
Custody and accounting expense | | | | | 29,280 | | | | | | 208,600 | | |
Trustee fees | | | | | 7,223 | | | | | | 50,467 | | |
Miscellaneous expense | | | | | 4,615 | | | | | | 33,365 | | |
Total expenses | | | | | 627,175 | | | | | | 8,280,801 | | |
Waived and reimbursed fees | | | | | (100,952) | | | | | | (9) | | |
Net expenses | | | | | 526,223 | | | | | | 8,280,792 | | |
Net investment income | | | | | 2,121,941 | | | | | | 38,646,616 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes withheld) | | | | | 798,845 | | | | | | 1,945,814 | | |
Forward foreign currency contracts | | | | | — | | | | | | (4,596,498) | | |
Foreign currency related transactions | | | | | (133) | | | | | | (184,481) | | |
Futures | | | | | (317,495) | | | | | | (11,042,791) | | |
Swaps | | | | | — | | | | | | (8,147,461) | | |
Written options | | | | | — | | | | | | 5,951,344 | | |
Net realized gain (loss) | | | | | 481,217 | | | | | | (16,074,073) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | (886,663) | | | | | | 11,828,605 | | |
Forward foreign currency contracts | | | | | — | | | | | | (2,966,376) | | |
Foreign currency related transactions | | | | | (14,612) | | | | | | (157,383) | | |
Futures | | | | | 177,844 | | | | | | (11,388,013) | | |
Swaps | | | | | — | | | | | | (49,869) | | |
Written options | | | | | — | | | | | | 1,101,612 | | |
Net change in unrealized appreciation (depreciation) | | | | | (723,431) | | | | | | (1,631,424) | | |
Net realized and unrealized loss | | | | | (242,214) | | | | | | (17,705,497) | | |
Increase in net assets resulting from operations | | | | $ | 1,879,727 | | | | | $ | 20,941,119 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 50,796 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,835,744 | | | | | $ | 15,176,171 | | | | | $ | 23,970,398 | | | | | $ | 43,783,222 | | |
Net realized gain | | | | | 3,529,759 | | | | | | 17,477,758 | | | | | | 13,587,948 | | | | | | 9,678,584 | | |
Net change in unrealized appreciation (depreciation) | | | | | (4,763,094) | | | | | | (15,379,355) | | | | | | (2,530,541) | | | | | | 83,281,518 | | |
Increase in net assets resulting from operations | | | | | 2,602,409 | | | | | | 17,274,574 | | | | | | 35,027,805 | | | | | | 136,743,324 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (3,853,061) | | | | | | (9,377,238) | | | | | | (1,256,634) | | | | | | (2,347,151) | | |
Class C | | | | | (135,165) | | | | | | (455,335) | | | | | | (209,925) | | | | | | (447,906) | | |
Class I | | | | | (8,426,794) | | | | | | (14,869,649) | | | | | | (5,208,657) | | | | | | (5,258,208) | | |
Class P | | | | | (357) | | | | | | (653) | | | | | | (9,351,373) | | | | | | (15,894,893) | | |
Class P3 | | | | | — | | | | | | — | | | | | | (304,868) | | | | | | (415,677) | | |
Class R | | | | | — | | | | | | — | | | | | | (9,202) | | | | | | (33,483) | | |
Class R6 | | | | | (213,648) | | | | | | (371,629) | | | | | | (6,525,126) | | | | | | (12,023,544) | | |
Class W | | | | | (1,049,012) | | | | | | (2,783,574) | | | | | | (2,539,650) | | | | | | (7,324,885) | | |
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 | | | | | (13,678,037) | | | | | | (33,528,795) | | | | | | (25,405,435) | | | | | | (45,906,255) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 366,267,927 | | | | | | 1,168,302,809 | | | | | | 134,220,202 | | | | | | 665,909,788 | | |
Reinvestment of distributions | | | | | 11,487,828 | | | | | | 28,307,653 | | | | | | 24,785,499 | | | | | | 44,999,241 | | |
| | | | | 377,755,755 | | | | | | 1,196,610,462 | | | | | | 159,005,701 | | | | | | 710,909,029 | | |
Cost of shares redeemed | | | | | (392,566,604) | | | | | | (651,435,706) | | | | | | (159,030,087) | | | | | | (347,677,664) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (14,810,849) | | | | | | 545,174,756 | | | | | | (24,386) | | | | | | 363,231,365 | | |
Net increase (decrease) in net assets | | | | | (25,886,477) | | | | | | 528,920,535 | | | | | | 9,597,984 | | | | | | 454,068,434 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,830,343,578 | | | | | | 1,301,423,043 | | | | | | 942,391,539 | | | | | | 488,323,105 | | |
End of year or period | | | | $ | 1,804,457,101 | | | | | $ | 1,830,343,578 | | | | | $ | 951,989,523 | | | | | $ | 942,391,539 | | |
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 117,047,810 | | | | | $ | 257,060,237 | | | | | $ | 2,121,941 | | | | | $ | 3,935,631 | | |
Net realized gain (loss) | | | | | 86,852,559 | | | | | | (17,879,152) | | | | | | 481,217 | | | | | | 817,392 | | |
Net change in unrealized appreciation (depreciation) | | | | | 13,874,612 | | | | | | 284,489,546 | | | | | | (723,431) | | | | | | 7,316,228 | | |
Increase in net assets resulting from operations | | | | | 217,774,981 | | | | | | 523,670,631 | | | | | | 1,879,727 | | | | | | 12,069,251 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (5,815,369) | | | | | | (20,564,182) | | | | | | (144,067) | | | | | | (278,104) | | |
Class C | | | | | (199,077) | | | | | | (893,744) | | | | | | (1,853) | | | | | | (3,952) | | |
Class I | | | | | (91,308,921) | | | | | | (275,242,006) | | | | | | (200,357) | | | | | | (288,052) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (1,141,075) | | | | | | (2,186,280) | | |
Class P3 | | | | | (737,003) | | | | | | (1,562,771) | | | | | | (40,066) | | | | | | (81,188) | | |
Class R | | | | | (1,985,295) | | | | | | (7,528,131) | | | | | | (51) | | | | | | (55) | | |
Class R6 | | | | | (41,547,652) | | | | | | (127,827,065) | | | | | | (1,640,647) | | | | | | (1,089,714) | | |
Class W | | | | | (3,025,864) | | | | | | (11,423,548) | | | | | | (185,584) | | | | | | (337,343) | | |
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 | | | | | (144,619,181) | | | | | | (475,626,878) | | | | | | (3,353,700) | | | | | | (4,696,268) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,474,676,628 | | | | | | 4,097,730,949 | | | | | | 366,754,531 | | | | | | 122,358,355 | | |
Reinvestment of distributions | | | | | 127,658,101 | | | | | | 425,239,101 | | | | | | 3,349,719 | | | | | | 4,616,589 | | |
| | | | | 1,602,334,729 | | | | | | 4,522,970,050 | | | | | | 370,104,250 | | | | | | 126,974,944 | | |
Cost of shares redeemed | | | | | (1,640,257,378) | | | | | | (2,798,974,263) | | | | | | (113,249,190) | | | | | | (98,064,607) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (37,922,649) | | | | | | 1,723,995,787 | | | | | | 256,855,060 | | | | | | 28,910,337 | | |
Net increase in net assets | | | | | 35,233,151 | | | | | | 1,772,039,540 | | | | | | 255,381,087 | | | | | | 36,283,320 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 10,001,018,239 | | | | | | 8,228,978,699 | | | | | | 208,513,910 | | | | | | 172,230,590 | | |
End of year or period | | | | $ | 10,036,251,390 | | | | | $ | 10,001,018,239 | | | | | $ | 463,894,997 | | | | | $ | 208,513,910 | | |
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 38,646,616 | | | | | $ | 87,624,973 | | |
Net realized loss | | | | | (16,074,073) | | | | | | (11,401,028) | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,631,424) | | | | | | 285,287,987 | | |
Increase in net assets resulting from operations | | | | | 20,941,119 | | | | | | 361,511,932 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (2,083,381) | | | | | | (4,573,237) | | |
Class C | | | | | (609,626) | | | | | | (1,296,760) | | |
Class I | | | | | (34,993,210) | | | | | | (70,280,162) | | |
Class P | | | | | (65) | | | | | | (435,158) | | |
Class P3 | | | | | — | | | | | | (61,640) | | |
Class R | | | | | (314,661) | | | | | | (571,163) | | |
Class R6 | | | | | (2,846,438) | | | | | | (6,311,083) | | |
Class W | | | | | (787,674) | | | | | | (1,869,031) | | |
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 | | | | | (41,635,055) | | | | | | (98,005,390) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 491,360,896 | | | | | | 1,049,049,671 | | |
Reinvestment of distributions | | | | | 37,004,999 | | | | | | 87,221,563 | | |
| | | | | 528,365,895 | | | | | | 1,136,271,234 | | |
Cost of shares redeemed | | | | | (358,969,003) | | | | | | (1,520,530,385) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 169,396,892 | | | | | | (384,259,151) | | |
Net increase (decrease) in net assets | | | | | 148,702,956 | | | | | | (120,752,609) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 2,456,142,180 | | | | | | 2,576,894,789 | | |
End of year or period | | | | $ | 2,604,845,136 | | | | | $ | 2,456,142,180 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.50 | | | | | | 0.01• | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.45 | | | | | | 0.08 | | | | | | 0.85 | | | | 0.84 | | | 0.84 | | | 0.25 | | | | | 537,738 | | | | | | 300 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.46 | | | | | | (0.02)• | | | | | | (0.01) | | | | | | (0.03) | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 8.41 | | | | | | (0.30) | | | | | | 1.60 | | | | 1.59 | | | 1.59 | | | (0.50) | | | | | 41,786 | | | | | | 300 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.52 | | | | | | 0.02• | | | | | | (0.01) | | | | | | 0.01 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.46 | | | | | | 0.11 | | | | | | 0.57 | | | | 0.54 | | | 0.54 | | | 0.55 | | | | | 1,074,504 | | | | | | 300 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.51 | | | | | | 0.04• | | | | | | (0.01) | | | | | | 0.03 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 8.45 | | | | | | 0.36 | | | | | | 1.68 | | | | 0.15 | | | 0.15 | | | 0.93 | | | | | 33 | | | | | | 300 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.52 | | | | | | 0.03• | | | | | | (0.01) | | | | | | 0.02 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.47 | | | | | | 0.23 | | | | | | 0.48 | | | | 0.48 | | | 0.48 | | | 0.61 | | | | | 24,391 | | | | | | 300 | | |
07-31-20(4) - 03-31-21 | | | | | 8.58 | | | | | | 0.04• | | | | | | 0.02 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.03 | | | | | | 0.11 | | | | | | — | | | | | | 8.52 | | | | | | 0.64 | | | | | | 0.48 | | | | 0.48 | | | 0.48 | | | 0.62 | | | | | 41,739 | | | | | | 419 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.53 | | | | | | 0.02• | | | | | | (0.01) | | | | | | 0.01 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.47 | | | | | | 0.09 | | | | | | 0.60 | | | | 0.59 | | | 0.59 | | | 0.50 | | | | | 126,003 | | | | | | 300 | | |
03-31-21 | | | | | 8.60 | | | | | | 0.09• | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.17 | | | | | | — | | | | | | 0.03 | | | | | | 0.19 | | | | | | — | | | | | | 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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 7.99 | | | | | | 0.18• | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.07 | | | | | | 3.49 | | | | | | 1.04 | | | | 1.04 | | | 1.04 | | | 4.57 | | | | | 51,887 | | | | | | 33 | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 7.99 | | | | | | 0.15• | | | | | | 0.10 | | | | | | 0.25 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 8.07 | | | | | | 3.11 | | | | | | 1.79 | | | | 1.79 | | | 1.79 | | | 3.82 | | | | | 10,859 | | | | | | 33 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 7.98 | | | | | | 0.20• | | | | | | 0.09 | | | | | | 0.29 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 8.06 | | | | | | 3.68 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 4.92 | | | | | 210,420 | | | | | | 33 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 7.99 | | | | | | 0.23• | | | | | | 0.09 | | | | | | 0.32 | | | | | | 0.24 | | | | | | | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 8.07 | | | | | | 4.02 | | | | | | 0.63 | | | | 0.04 | | | 0.04 | | | 5.57 | | | | | 325,845 | | | | | | 33 | | |
03-31-21 | | | | | 7.02 | | | | | | 0.45• | | | | | | 1.00 | | | | | | 1.45 | | | | | | 0.46 | | | | | | — | | | | | | 0.02 | | | | | | 0.47 | | | | | | — | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.00 | | | | | | 0.23• | | | | | | 0.09 | | | | | | 0.32 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 8.08 | | | | | | 4.05 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 5.61 | | | | | 11,245 | | | | | | 33 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.00 | | | | | | 0.18• | | | | | | 0.09 | | | | | | 0.27 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 8.08 | | | | | | 3.36 | | | | | | 1.29 | | | | 1.29 | | | 1.29 | | | 4.32 | | | | | 301 | | | | | | 33 | | |
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 | | |
| | | | | | | | | 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 R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.00 | | | | | | 0.20• | | | | | | 0.09 | | | | | | 0.29 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 8.08 | | | | | | 3.70 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 4.98 | | | | | 245,118 | | | | | | 33 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 8.00 | | | | | | 0.20• | | | | | | 0.10 | | | | | | 0.30 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 8.09 | | | | | | 3.75 | | | | | | 0.79 | | | | 0.79 | | | 0.79 | | | 4.81 | | | | | 96,313 | | | | | | 33 | | |
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 | | |
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.25 | | | | | | 0.10• | | | | | | 0.10 | | | | | | 0.20 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.32 | | | | | | 1.97 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 1.97 | | | | | 431,445 | | | | | | 108†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.23 | | | | | | 0.06• | | | | | | 0.10 | | | | | | 0.16 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.30 | | | | | | 1.59 | | | | | | 1.44 | | | | 1.44 | | | 1.44 | | | 1.22 | | | | | 20,428 | | | | | | 108†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.25 | | | | | | 0.12• | | | | | | 0.10 | | | | | | 0.22 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.32 | | | | | | 2.13 | | | | | | 0.35 | | | | 0.35 | | | 0.35 | | | 2.32 | | | | | 6,443,918 | | | | | | 108†† | | |
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†† | | |
| | | | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.25 | | | | | | 0.14• | | | | | | 0.10 | | | | | | 0.24 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.32 | | | | | | 2.31 | | | | | | 0.30 | | | | 0.00* | | | 0.00* | | | 2.66 | | | | | 50,386 | | | | | | 108†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.26 | | | | | | 0.09• | | | | | | 0.10 | | | | | | 0.19 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.33 | | | | | | 1.84 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 1.72 | | | | | 164,591 | | | | | | 108†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.25 | | | | | | 0.12• | | | | | | 0.11 | | | | | | 0.23 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.33 | | | | | | 2.25 | | | | | | 0.30 | | | | 0.30 | | | 0.30 | | | 2.37 | | | | | 2,720,935 | | | | | | 108†† | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.24 | | | | | | 0.12• | | | | | | 0.09 | | | | | | 0.21 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 10.31 | | | | | | 2.10 | | | | | | 0.44 | | | | 0.44 | | | 0.44 | | | 2.22 | | | | | 204,550 | | | | | | 108†† | | |
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†† | | |
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.98 | | | | | | 0.05• | | | | | | 0.00* | | | | | | 0.05 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.96 | | | | | | 0.52 | | | | | | 0.64 | | | | 0.62 | | | 0.62 | | | 0.91 | | | | | 19,256 | | | | | | 179 | | |
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 | | |
| | | | | | | | | 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 C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.98 | | | | | | 0.01• | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 9.96 | | | | | | 0.15 | | | | | | 1.39 | | | | 1.37 | | | 1.37 | | | 0.16 | | | | | 528 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.97 | | | | | | 0.06• | | | | | | 0.01 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.95 | | | | | | 0.67 | | | | | | 0.40 | | | | 0.35 | | | 0.35 | | | 1.18 | | | | | 25,700 | | | | | | 179 | | |
03-31-21 | | | | | 9.54 | | | | | | 0.19• | | | | | | 0.46 | | | | | | 0.65 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 9.97 | | | | | | 6.81 | | | | | | 0.48 | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.94 | | | | | | 0.07• | | | | | | 0.00* | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.88 | | | | | | 0.75 | | | | | | 0.32 | | | | 0.15 | | | 0.15 | | | 1.40 | | | | | 28,859 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.95 | | | | | | 0.08• | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.92 | | | | | | 0.83 | | | | | | 0.32 | | | | 0.00* | | | 0.00* | | | 1.53 | | | | | 3,934 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.01 | | | | | | 0.03• | | | | | | 0.01 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.99 | | | | | | 0.40 | | | | | | 0.89 | | | | 0.87 | | | 0.87 | | | 0.67 | | | | | 11 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.98 | | | | | | 0.05• | | | | | | 0.02 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.96 | | | | | | 0.69 | | | | | | 0.32 | | | | 0.30 | | | 0.30 | | | 1.10 | | | | | 364,524 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.01 | | | | | | 0.06• | | | | | | (0.01) | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.98 | | | | | | 0.55 | | | | | | 0.39 | | | | 0.37 | | | 0.37 | | | 1.16 | | | | | 21,083 | | | | | | 179 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.12 | | | | | | 0.15• | | | | | | (0.07) | | | | | | 0.08 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 10.05 | | | | | | 0.81 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 2.86 | | | | | 133,662 | | | | | | 26 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 9.97 | | | | | | 0.11• | | | | | | (0.07) | | | | | | 0.04 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.90 | | | | | | 0.42 | | | | | | 1.60 | | | | 1.60 | | | 1.60 | | | 2.11 | | | | | 54,734 | | | | | | 26 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.15 | | | | | | 0.16• | | | | | | (0.07) | | | | | | 0.09 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.07 | | | | | | 0.89 | | | | | | 0.62 | | | | 0.62 | | | 0.62 | | | 3.09 | | | | | 2,177,684 | | | | | | 26 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.09 | | | | | | 0.19• | | | | | | (0.07) | | | | | | 0.12 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.01 | | | | | | 1.18 | | | | | | 0.54 | | | | 0.04 | | | 0.04 | | | 3.75 | | | | | 3 | | | | | | 26 | | |
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 | | |
| | | | | | | | | 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 R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.04 | | | | | | 0.13• | | | | | | (0.07) | | | | | | 0.06 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.96 | | | | | | 0.57 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 2.61 | | | | | 22,898 | | | | | | 26 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.12 | | | | | | 0.16• | | | | | | (0.07) | | | | | | 0.09 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.04 | | | | | | 0.92 | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 3.17 | | | | | 169,841 | | | | | | 26 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 10.10 | | | | | | 0.16• | | | | | | (0.08) | | | | | | 0.08 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.02 | | | | | | 0.83 | | | | | | 0.60 | | | | 0.60 | | | 0.60 | | | 3.11 | | | | | 46,023 | | | | | | 26 | | |
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 | | | | $ | 4,931,463 | | | | | $ | 41,811,424 | | |
Strategic Income Opportunities | | | | | 1,171,755,993 | | | | | | 1,200,817,277 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 23,330,193 | | | | | $ | 354,696,386 | | |
Intermediate Bond | | | | | 1,016,057,881 | | | | | | 488,785,235 | | |
Short Term Bond | | | | | 110,213,427 | | | | | | 38,638,445 | | |
Strategic Income Opportunities | | | | | 421,550,665 | | | | | | 546,436,380 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 8,328,129 | | | | | $ | 6,243,420 | | |
High Yield Bond | | | | | 302,439,894 | | | | | | 300,426,696 | | |
Intermediate Bond | | | | | 2,184,553,062 | | | | | | 2,548,685,131 | | |
Short Term Bond | | | | | 337,337,943 | | | | | | 124,561,807 | | |
Strategic Income Opportunities | | | | | 514,921,117 | | | | | | 523,332,194 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 6,326,597,189 | | | | | $ | 6,281,934,275 | | |
Intermediate Bond | | | | | 8,765,899,791 | | | | | | 8,482,688,558 | | |
Short Term Bond | | | | | 571,194,598 | | | | | | 530,199,607 | | |
Strategic Income Opportunities | | | | | 201,368,790 | | | | | | 84,346,594 | | |
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 | | | | $ | 5,832 | | | | | $ | — | | |
High Yield Bond | | | | | 2,164 | | | | | | — | | |
Intermediate Bond | | | | | 3,180 | | | | | | — | | |
Short Term Bond | | | | | 102 | | | | | | — | | |
Strategic Income Opportunities | | | | | 4,015 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 25,925 | | | | | $ | 3,406 | | |
High Yield Bond | | | | | 13 | | | | | | 57 | | |
Intermediate Bond | | | | | 910 | | | | | | 1,533 | | |
Short Term Bond | | | | | 1,997 | | | | | | — | | |
Strategic Income Opportunities | | | | | 5,000 | | | | | | 4,974 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Index Solution Income Portfolio | | | Short Term Bond | | | | | 6.26% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 14.38 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 14.41 | | |
Voya Investment Trust Co. | | | High Yield Bond | | | | | 11.54 | | |
Voya Retirement Conservative Portfolio | | | Short Term Bond | | | | | 7.34 | | |
Voya Retirement Growth Portfolio | | | Short Term Bond | | | | | 27.08 | | |
Voya Retirement Insurance and Annuity Company | | | Intermediate Bond | | | | | 9.35 | | |
Voya Retirement Moderate Growth Portfolio | | | Short Term Bond | | | | | 18.56 | | |
Voya Retirement Moderate Portfolio | | | Short Term Bond | | | | | 16.95 | | |
Fund | | | Amount | | |||
GNMA Income | | | | $ | 193,646 | | |
High Yield Bond | | | | | 6,586 | | |
Intermediate Bond | | | | | 238,065 | | |
Short Term Bond | | | | | 12 | | |
Strategic Income Opportunities | | | | | 8,987 | | |
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% | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
GNMA Income | | | | $ | 116,982 | | | | | $ | 29,902 | | | | | $ | — | | | | | $ | 146,884 | | |
High Yield Bond | | | | | 10,345 | | | | | | 19,688 | | | | | | 56,992 | | | | | | 87,025 | | |
Intermediate Bond | | | | | 45,047 | | | | | | 72,782 | | | | | | 118,376 | | | | | | 236,205 | | |
Short Term Bond | | | | | 169,820 | | | | | | 246,253 | | | | | | 241,455 | | | | | | 657,528 | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | $ | — | | | | | $ | 53,214 | | | | | $ | 41,283 | | | | | $ | 94,497 | | |
Class C | | | | | — | | | | | | 4,738 | | | | | | 3,349 | | | | | | 8,087 | | |
Class I | | | | | 176,119 | | | | | | 191,903 | | | | | | 250,269 | | | | | | 618,291 | | |
Class P | | | | | — | | | | | | 122 | | | | | | 359 | | | | | | 481 | | |
Class W | | | | | — | | | | | | 13,152 | | | | | | 8,721 | | | | | | 21,873 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | 11,480 | | | | | | 11,035 | | | | | | 7,934 | | | | | | 30,449 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
GNMA Income | | | | | 1 | | | | | $ | 669,000 | | | | | | 1.33% | | |
Intermediate Bond | | | | | 1 | | | | | | 673,000 | | | | | | 1.33 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 6,678,036 | | | | | | — | | | | | | 411,798 | | | | | | (13,057,902) | | | | | | — | | | | | | (5,968,068) | | | | | | 56,711,602 | | | | | | — | | | | | | 3,492,618 | | | | | | (110,735,602) | | | | | | — | | | | | | (50,531,382) | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 314,036 | | | | | | — | | | | | | 14,747 | | | | | | (1,141,005) | | | | | | — | | | | | | (812,222) | | | | | | 2,651,893 | | | | | | — | | | | | | 124,536 | | | | | | (9,630,344) | | | | | | — | | | | | | (6,853,915) | | |
3/31/2021 | | | | | 1,967,981 | | | | | | — | | | | | | 64,684 | | | | | | (1,823,764) | | | | | | — | | | | | | 208,901 | | | | | | 16,786,460 | | | | | | — | | | | | | 551,827 | | | | | | (15,553,503) | | | | | | — | | | | | | 1,784,784 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 34,273,079 | | | | | | — | | | | | | 782,997 | | | | | | (21,820,048) | | | | | | — | | | | | | 13,236,028 | | | | | | 291,436,134 | | | | | | — | | | | | | 6,652,451 | | | | | | (185,490,900) | | | | | | — | | | | | | 112,597,685 | | |
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 | | |
Class P | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2021 | | | | | — | | | | | | — | | | | | | 42 | | | | | | — | | | | | | — | | | | | | 42 | | | | | | — | | | | | | — | | | | | | 357 | | | | | | — | | | | | | — | | | | | | 357 | | |
5/22/2020(1) - | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
3/31/2021 | | | | | 3,828 | | | | | | — | | | | | | 89 | | | | | | — | | | | | | — | | | | | | 3,917 | | | | | | 33,000 | | | | | | — | | | | | | 761 | | | | | | — | | | | | | — | | | | | | 33,761 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 402,694 | | | | | | — | | | | | | 25,132 | | | | | | (2,447,650) | | | | | | — | | | | | | (2,019,824) | | | | | | 3,424,591 | | | | | | — | | | | | | 213,648 | | | | | | (20,863,672) | | | | | | — | | | | | | (17,225,433) | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,414,452 | | | | | | — | | | | | | 118,033 | | | | | | (7,718,182) | | | | | | — | | | | | | (6,185,697) | | | | | | 12,043,707 | | | | | | — | | | | | | 1,004,218 | | | | | | (65,846,086) | | | | | | — | | | | | | (52,798,161) | | |
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 | | |
High Yield Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 455,205 | | | | | | — | | | | | | 137,238 | | | | | | (398,316) | | | | | | — | | | | | | 194,127 | | | | | | 3,665,677 | | | | | | — | | | | | | 1,107,724 | | | | | | (3,214,052) | | | | | | — | | | | | | 1,559,349 | | |
3/31/2021 | | | | | 1,277,866 | | | | | | — | | | | | | 278,827 | | | | | | (1,602,122) | | | | | | — | | | | | | (45,429) | | | | | | 9,799,174 | | | | | | — | | | | | | 2,166,595 | | | | | | (12,205,285) | | | | | | — | | | | | | (239,516) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 134,766 | | | | | | — | | | | | | 25,718 | | | | | | (85,651) | | | | | | — | | | | | | 74,833 | | | | | | 1,088,350 | | | | | | — | | | | | | 207,488 | | | | | | (689,043) | | | | | | — | | | | | | 606,795 | | |
3/31/2021 | | | | | 52,327 | | | | | | — | | | | | | 56,970 | | | | | | (437,035) | | | | | | — | | | | | | (327,738) | | | | | | 407,776 | | | | | | — | | | | | | 442,005 | | | | | | (3,379,701) | | | | | | — | | | | | | (2,529,920) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 8,292,997 | | | | | | — | | | | | | 600,728 | | | | | | (4,228,414) | | | | | | — | | | | | | 4,665,311 | | | | | | 66,687,620 | | | | | | — | | | | | | 4,842,277 | | | | | | (34,081,475) | | | | | | — | | | | | | 37,448,422 | | |
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 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 3,637,121 | | | | | | — | | | | | | 1,146,471 | | | | | | (3,627,310) | | | | | | — | | | | | | 1,156,282 | | | | | | 29,270,723 | | | | | | — | | | | | | 9,255,867 | | | | | | (29,222,736) | | | | | | — | | | | | | 9,303,854 | | |
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 | | |
| | | 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 P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 329,017 | | | | | | — | | | | | | 37,720 | | | | | | (76,897) | | | | | | — | | | | | | 289,840 | | | | | | 2,654,924 | | | | | | — | | | | | | 304,868 | | | | | | (620,777) | | | | | | — | | | | | | 2,339,015 | | |
3/31/2021 | | | | | 1,065,181 | | | | | | — | | | | | | 55,612 | | | | | | (181,619) | | | | | | — | | | | | | 939,174 | | | | | | 7,925,155 | | | | | | — | | | | | | 435,511 | | | | | | (1,424,482) | | | | | | — | | | | | | 6,936,184 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 2,597 | | | | | | — | | | | | | 1,078 | | | | | | (34,720) | | | | | | — | | | | | | (31,045) | | | | | | 20,985 | | | | | | — | | | | | | 8,698 | | | | | | (281,107) | | | | | | — | | | | | | (251,424) | | |
3/31/2021 | | | | | 12,372 | | | | | | — | | | | | | 4,474 | | | | | | (45,872) | | | | | | — | | | | | | (29,026) | | | | | | 96,072 | | | | | | — | | | | | | 34,769 | | | | | | (362,000) | | | | | | — | | | | | | (231,159) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 2,878,896 | | | | | | — | | | | | | 807,271 | | | | | | (3,704,746) | | | | | | — | | | | | | (18,579) | | | | | | 23,199,337 | | | | | | — | | | | | | 6,524,007 | | | | | | (29,873,465) | | | | | | — | | | | | | (150,121) | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 945,291 | | | | | | — | | | | | | 313,462 | | | | | | (7,586,046) | | | | | | — | | | | | | (6,327,293) | | | | | | 7,632,586 | | | | | | — | | | | | | 2,534,570 | | | | | | (61,047,432) | | | | | | — | | | | | | (50,880,276) | | |
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) | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 4,114,971 | | | | | | — | | | | | | 409,133 | | | | | | (7,591,678) | | | | | | — | | | | | | (3,067,574) | | | | | | 42,630,225 | | | | | | — | | | | | | 4,241,151 | | | | | | (78,738,839) | | | | | | — | | | | | | (31,867,463) | | |
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 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 69,005 | | | | | | — | | | | | | 14,507 | | | | | | (319,309) | | | | | | — | | | | | | (235,797) | | | | | | 713,154 | | | | | | — | | | | | | 150,195 | | | | | | (3,306,263) | | | | | | — | | | | | | (2,442,914) | | |
3/31/2021 | | | | | 674,364 | | | | | | — | | | | | | 65,573 | | | | | | (1,053,723) | | | | | | — | | | | | | (313,786) | | | | | | 7,134,581 | | | | | | — | | | | | | 695,023 | | | | | | (11,175,900) | | | | | | — | | | | | | (3,346,296) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 90,840,616 | | | | | | — | | | | | | 7,675,209 | | | | | | (76,676,683) | | | | | | — | | | | | | 21,839,142 | | | | | | 941,394,981 | | | | | | — | | | | | | 79,567,492 | | | | | | (794,654,592) | | | | | | — | | | | | | 226,307,881 | | |
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 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,742,622 | | | | | | — | | | | | | 71,046 | | | | | | (541,417) | | | | | | — | | | | | | 1,272,251 | | | | | | 18,053,132 | | | | | | — | | | | | | 737,003 | | | | | | (5,606,200) | | | | | | — | | | | | | 13,183,935 | | |
3/31/2021 | | | | | 2,626,038 | | | | | | — | | | | | | 157,427 | | | | | | (1,246,780) | | | | | | — | | | | | | 1,536,685 | | | | | | 27,738,103 | | | | | | — | | | | | | 1,670,315 | | | | | | (13,195,021) | | | | | | — | | | | | | 16,213,397 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,204,227 | | | | | | — | | | | | | 189,667 | | | | | | (2,544,968) | | | | | | — | | | | | | (1,151,074) | | | | | | 12,495,855 | | | | | | — | | | | | | 1,968,571 | | | | | | (26,414,270) | | | | | | — | | | | | | (11,949,844) | | |
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) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 42,704,666 | | | | | | — | | | | | | 3,680,703 | | | | | | (62,009,449) | | | | | | — | | | | | | (15,624,080) | | | | | | 443,015,211 | | | | | | — | | | | | | 38,170,896 | | | | | | (646,388,584) | | | | | | — | | | | | | (165,202,477) | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,580,325 | | | | | | — | | | | | | 272,505 | | | | | | (8,244,151) | | | | | | — | | | | | | (6,391,321) | | | | | | 16,374,070 | | | | | | — | | | | | | 2,822,793 | | | | | | (85,148,630) | | | | | | — | | | | | | (65,951,767) | | |
3/31/2021 | | | | | 11,639,725 | | | | | | — | | | | | | 1,081,979 | | | | | | (11,153,189) | | | | | | — | | | | | | 1,568,515 | | | | | | 123,513,825 | | | | | | — | | | | | | 11,469,005 | | | | | | (116,059,596) | | | | | | — | | | | | | 18,923,234 | | |
Short Term Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 175,726 | | | | | | — | | | | | | 14,425 | | | | | | (209,989) | | | | | | — | | | | | | (19,838) | | | | | | 1,754,709 | | | | | | — | | | | | | 144,000 | | | | | | (2,095,010) | | | | | | — | | | | | | (196,301) | | |
3/31/2021 | | | | | 1,387,184 | | | | | | — | | | | | | 32,156 | | | | | | (188,734) | | | | | | — | | | | | | 1,230,606 | | | | | | 13,693,922 | | | | | | — | | | | | | 319,816 | | | | | | (1,881,765) | | | | | | — | | | | | | 12,131,973 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,117 | | | | | | — | | | | | | 186 | | | | | | (3,213) | | | | | | — | | | | | | (1,910) | | | | | | 11,145 | | | | | | — | | | | | | 1,853 | | | | | | (32,085) | | | | | | — | | | | | | (19,087) | | |
3/31/2021 | | | | | 39,979 | | | | | | — | | | | | | 511 | | | | | | (20,714) | | | | | | — | | | | | | 19,776 | | | | | | 397,712 | | | | | | — | | | | | | 5,073 | | | | | | (206,085) | | | | | | — | | | | | | 196,700 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,143,136 | | | | | | — | | | | | | 19,702 | | | | | | (260,047) | | | | | | — | | | | | | 902,791 | | | | | | 11,398,536 | | | | | | — | | | | | | 196,462 | | | | | | (2,591,993) | | | | | | — | | | | | | 9,003,005 | | |
3/31/2021 | | | | | 715,015 | | | | | | — | | | | | | 31,098 | | | | | | (314,891) | | | | | | — | | | | | | 431,222 | | | | | | 7,108,557 | | | | | | — | | | | | | 308,686 | | | | | | (3,134,143) | | | | | | — | | | | | | 4,283,100 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 749,097 | | | | | | — | | | | | | 114,965 | | | | | | (7,512,164) | | | | | | — | | | | | | (6,648,102) | | | | | | 7,428,142 | | | | | | — | | | | | | 1,141,075 | | | | | | (74,388,406) | | | | | | — | | | | | | (65,819,189) | | |
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 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 86,021 | | | | | | — | | | | | | 4,027 | | | | | | (27,530) | | | | | | — | | | | | | 62,518 | | | | | | 855,496 | | | | | | — | | | | | | 40,066 | | | | | | (273,890) | | | | | | — | | | | | | 621,672 | | |
3/31/2021 | | | | | 127,704 | | | | | | — | | | | | | 8,539 | | | | | | (356,586) | | | | | | — | | | | | | (220,343) | | | | | | 1,265,904 | | | | | | — | | | | | | 84,609 | | | | | | (3,461,267) | | | | | | — | | | | | | (2,110,754) | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 390 | | | | | | — | | | | | | 5 | | | | | | (136) | | | | | | — | | | | | | 259 | | | | | | 3,899 | | | | | | — | | | | | | 51 | | | | | | (1,359) | | | | | | — | | | | | | 2,591 | | |
3/31/2021 | | | | | 512 | | | | | | — | | | | | | 7 | | | | | | (0)* | | | | | | — | | | | | | 519 | | | | | | 5,119 | | | | | | — | | | | | | 69 | | | | | | (2) | | | | | | — | | | | | | 5,186 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 34,208,729 | | | | | | — | | | | | | 164,497 | | | | | | (2,904,181) | | | | | | — | | | | | | 31,469,045 | | | | | | 341,401,307 | | | | | | — | | | | | | 1,640,647 | | | | | | (28,933,842) | | | | | | — | | | | | | 314,108,112 | | |
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) | | |
| | | 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 W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 389,720 | | | | | | — | | | | | | 18,543 | | | | | | (493,075) | | | | | | — | | | | | | (84,812) | | | | | | 3,901,297 | | | | | | — | | | | | | 185,565 | | | | | | (4,932,605) | | | | | | — | | | | | | (845,743) | | |
3/31/2021 | | | | | 2,572,329 | | | | | | — | | | | | | 38,283 | | | | | | (423,843) | | | | | | — | | | | | | 2,186,769 | | | | | | 25,270,562 | | | | | | — | | | | | | 382,045 | | | | | | (4,231,467) | | | | | | — | | | | | | 21,421,140 | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,586,644 | | | | | | — | | | | | | 186,940 | | | | | | (3,035,695) | | | | | | — | | | | | | (1,262,111) | | | | | | 16,037,526 | | | | | | — | | | | | | 1,887,014 | | | | | | (30,700,184) | | | | | | — | | | | | | (12,775,644) | | |
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) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 716,264 | | | | | | — | | | | | | 54,851 | | | | | | (620,015) | | | | | | — | | | | | | 151,100 | | | | | | 7,126,421 | | | | | | — | | | | | | 545,273 | | | | | | (6,164,314) | | | | | | — | | | | | | 1,507,380 | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 43,649,723 | | | | | | — | | | | | | 3,045,770 | | | | | | (30,299,265) | | | | | | — | | | | | | 16,396,228 | | | | | | 441,749,070 | | | | | | — | | | | | | 30,804,723 | | | | | | (306,702,620) | | | | | | — | | | | | | 165,851,173 | | |
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) | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 66 | | | | | | — | | | | | | — | | | | | | 66 | | |
3/31/2021 | | | | | 691,537 | | | | | | — | | | | | | 38,288 | | | | | | (1,775,035) | | | | | | — | | | | | | (1,045,210) | | | | | | 6,382,889 | | | | | | — | | | | | | 369,485 | | | | | | (17,409,442) | | | | | | — | | | | | | (10,657,068) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2021 | | | | | 103,085 | | | | | | — | | | | | | 5,890 | | | | | | (520,666) | | | | | | — | | | | | | (411,691) | | | | | | 980,634 | | | | | | — | | | | | | 56,632 | | | | | | (5,082,987) | | | | | | — | | | | | | (4,045,721) | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 179,686 | | | | | | — | | | | | | 31,436 | | | | | | (144,393) | | | | | | — | | | | | | 66,729 | | | | | | 1,802,705 | | | | | | — | | | | | | 314,661 | | | | | | (1,445,124) | | | | | | — | | | | | | 672,242 | | |
3/31/2021 | | | | | 659,184 | | | | | | — | | | | | | 70,301 | | | | | | (539,213) | | | | | | — | | | | | | 190,272 | | | | | | 6,418,592 | | | | | | — | | | | | | 685,666 | | | | | | (5,232,485) | | | | | | — | | | | | | 1,871,773 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 1,875,123 | | | | | | — | | | | | | 282,270 | | | | | | (505,338) | | | | | | — | | | | | | 1,652,055 | | | | | | 18,963,150 | | | | | | — | | | | | | 2,846,414 | | | | | | (5,099,602) | | | | | | — | | | | | | 16,709,962 | | |
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) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 563,463 | | | | | | — | | | | | | 60,281 | | | | | | (879,641) | | | | | | — | | | | | | (255,897) | | | | | | 5,682,024 | | | | | | — | | | | | | 606,848 | | | | | | (8,857,159) | | | | | | — | | | | | | (2,568,287) | | |
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) | | |
Loan | | | Unfunded Loan Commitment | | |||
BIFM CA Buyer Inc. Delayed Draw Term Loan | | | | $ | 51,020 | | |
CMBF LLC Delayed Draw Term Loan | | | | | 113,532 | | |
Dessert Holding Inc. Delayed Draw Term Loan | | | | | 108,158 | | |
DG Investment Intermediate Holdings 2021 Delayed Draw Term Loan | | | | | 10,862 | | |
ENC Holding Corporation Delayed Draw Term Loan | | | | | 37,551 | | |
Focus Financial Partners, LLC 2021 Delayed Draw Term Loan | | | | | 214,688 | | |
Loan | | | Unfunded Loan Commitment | | |||
HighTower Holdings LLC 2021 Delayed Draw Term Loan | | | | | 128,000 | | |
National Mentor Holdings, Inc 2021 Delayed Draw Term Loan | | | | | 62,482 | | |
OneDigital Borrower LLC 2020 Delayed Draw Term Loan | | | | | 45,663 | | |
Pro Mach Group, Inc, 2021 Delayed Draw Term Loan | | | | | 96,369 | | |
Refficiency Holdings LLC 2020 Delayed Draw Term Loan | | | | | 24,194 | | |
Service Logic Acquistion, Inc. Delayed Draw Term Loan | | | | | 141,649 | | |
Sovos Compliance, LLC 2021 Delayed Draw Term Loan | | | | | 43,442 | | |
TGP Holdings III, LLC 2021 Delayed Draw Term Loan | | | | | 6,571 | | |
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan | | | | | 64,675 | | |
VT Topco, Inc. 2021 Delayed Draw Term Loan | | | | | 23,830 | | |
| | | | $ | 1,172,685 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 4,826,253 | | | | | $ | (4,826,253) | | | | | $ | — | | |
BNP Paribas | | | | | 2,099,307 | | | | | | (2,099,307) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,446,669 | | | | | | (2,446,669) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,702,911 | | | | | | (1,702,911) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,431 | | | | | | (1,431) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 11,239,074 | | | | | | (11,239,074) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 309,064 | | | | | | (309,064) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 14,272,070 | | | | | | (14,272,070) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 32,177,953 | | | | | | (32,177,953) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 10,503 | | | | | | (10,503) | | | | | | — | | |
Jefferies LLC | | | | | 1,049,529 | | | | | | (1,049,529) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 81,739,600 | | | | | | (81,739,600) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 12,186,957 | | | | | | (12,186,957) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 9,382,503 | | | | | | (9,382,503) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 15,942,488 | | | | | | (15,942,488) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 5,307,842 | | | | | | (5,307,842) | | | | | | — | | |
TD Prime Services LLC | | | | | 2,161,295 | | | | | | (2,161,295) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 1,211,656 | | | | | | (1,211,656) | | | | | | — | | |
UBS AG | | | | | 6,054,496 | | | | | | (6,054,496) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 836,480 | | | | | | (836,480) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 16,110,305 | | | | | | (16,110,305) | | | | | | — | | |
| | | | $ | 221,068,386 | | | | | $ | (221,068,386) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 79,490,098 | | | | | $ | (79,490,098) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 2,230,714 | | | | | | (2,230,714) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 9,373,640 | | | | | | (9,373,640) | | | | | | — | | |
BNP Paribas | | | | | 14,147,986 | | | | | | (14,147,986) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 6,782,725 | | | | | | (6,782,725) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,334,052 | | | | | | (1,334,052) | | | | | | — | | |
BofA Securities Inc | | | | | 15,676,062 | | | | | | (15,676,062) | | | | | | — | | |
Canadian Imperial Bank of Commerce | | | | | 7,681,702 | | | | | | (7,681,702) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 2,981,171 | | | | | | (2,981,171) | | | | | | — | | |
CIBC World Markets INC | | | | | 6,802,425 | | | | | | (6,802,425) | | | | | | — | | |
Citadel Clearing LLC | | | | | 4,025,415 | | | | | | (4,025,415) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 46,159,216 | | | | | | (46,159,216) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 592,931 | | | | | | (592,931) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 3,973,626 | | | | | | (3,973,626) | | | | | | — | | |
Deutsche Bank, AG | | | | | 988,218 | | | | | | (988,218) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 13,349,067 | | | | | | (13,349,067) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 33,550,401 | | | | | | (33,550,401) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 8,367,711 | | | | | | (8,367,711) | | | | | | — | | |
Jefferies LLC | | | | | 1,168,323 | | | | | | (1,168,323) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | | 88,793,319 | | | | | | (88,793,319) | | | | | | — | | |
Merrill Lynch International | | | | | 2,265,543 | | | | | | (2,265,543) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 14,301,496 | | | | | | (14,301,496) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 6,018,402 | | | | | | (6,018,402) | | | | | | — | | |
National Bank Financial INC | | | | | 274,935 | | | | | | (274,935) | | | | | | — | | |
National Financial Services LLC | | | | | 3,979,091 | | | | | | (3,979,091) | | | | | | — | | |
Nomura International PLC | | | | | 5,462,225 | | | | | | (5,462,225) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 14,154,015 | | | | | | (14,154,015) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 4,466,382 | | | | | | (4,466,382) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 554,119 | | | | | | (554,119) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,386,047 | | | | | | (2,386,047) | | | | | | — | | |
Societe Generale | | | | | 232,256,439 | | | | | | (232,256,439) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 10,353,944 | | | | | | (10,353,944) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 2,852,757 | | | | | | (2,852,757) | | | | | | — | | |
TD Prime Services LLC | | | | | 205,584 | | | | | | (205,584) | | | | | | — | | |
TD Securities INC | | | | | 563,141 | | | | | | (563,141) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 1,185,960 | | | | | | (1,185,960) | | | | | | — | | |
UBS AG | | | | | 7,517,721 | | | | | | (7,517,721) | | | | | | — | | |
UBS Securities LLC. | | | | | 25,462,380 | | | | | | (25,462,380) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,149,116 | | | | | | (2,149,116) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 25,463,090 | | | | | | (25,463,090) | | | | | | — | | |
| | | | $ | 709,341,189 | | | | | $ | (709,341,189) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 360,943 | | | | | $ | (360,943) | | | | | $ | — | | |
Deutsche Bank Securities Inc. | | | | | 2,441,083 | | | | | | (2,441,083) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 57,824 | | | | | | (57,824) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 561,737 | | | | | | (561,737) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 199,843 | | | | | | (199,843) | | | | | | — | | |
Societe Generale | | | | | 2,611,104 | | | | | | (2,611,104) | | | | | | — | | |
| | | | $ | 6,232,534 | | | | | $ | (6,232,534) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 6,984,578 | | | | | $ | (6,984,578) | | | | | $ | — | | |
BNP Paribas | | | | | 2,161,152 | | | | | | (2,161,152) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 658,693 | | | | | | (658,693) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 148,017 | | | | | | (148,017) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | | 4,959,154 | | | | | | (4,959,154) | | | | | | — | | |
Citadel Clearing LLC | | | | | 442,155 | | | | | | (442,155) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 12,807,092 | | | | | | (12,807,092) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 190,200 | | | | | | (190,200) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 412,026 | | | | | | (412,026) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,515,107 | | | | | | (3,515,107) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 13,906,384 | | | | | | (13,906,384) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 19,356,684 | | | | | | (19,356,684) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,207,146 | | | | | | (5,207,146) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 4,233,026 | | | | | | (4,233,026) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 3,248,235 | | | | | | (3,248,235) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 215,082 | | | | | | (215,082) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 3,035,599 | | | | | | (3,035,599) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc | | | | | 2,392,786 | | | | | | (2,392,786) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 558,441 | | | | | | (558,441) | | | | | | — | | |
TD Prime Services LLC | | | | | 582,331 | | | | | | (582,331) | | | | | | — | | |
UBS AG | | | | | 448,299 | | | | | | (448,299) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,954,084 | | | | | | (1,954,084) | | | | | | — | | |
Total | | | | $ | 87,416,271 | | | | | $ | (87,416,271) | | | | | $ | — | | |
|
| | | 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 | | |
| | | Year Ended March 31, 2021 | | | Year Ended March 31, 2020 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | | Ordinary Income | | ||||||||||||
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) | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | | | $ | 0.0078 | | | | November 1, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0024 | | | | November 1, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0099 | | | | November 1, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0135 | | | | November 1, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0099 | | | | November 1, 2021 | | �� | | | Daily | | |
Class W | | | | $ | 0.0096 | | | | November 1, 2021 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0314 | | | | November 1, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0263 | | | | November 1, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0338 | | | | November 1, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0383 | | | | November 1, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0388 | | | | November 1, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0297 | | | | November 1, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0343 | | | | November 1, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0332 | | | | November 1, 2021 | | | | | Daily | | |
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0172 | | | | November 1, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0106 | | | | November 1, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0200 | | | | November 1, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0231 | | | | November 1, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0150 | | | | November 1, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0204 | | | | November 1, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0193 | | | | November 1, 2021 | | | | | Daily | | |
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0080 | | | | November 1, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0016 | | | | November 1, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0105 | | | | November 1, 2021 | | | | | Daily | | |
Class P2 | | | | $ | 0.0227 | | | | November 1, 2021 | | | | | Daily | | |
Class P3 | | | | $ | 0.0148 | | | | November 1, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0058 | | | | November 1, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0108 | | | | November 1, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0101 | | | | November 1, 2021 | | | | | Daily | | |
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0255 | | | | November 1, 2021 | | | | | Daily | | |
Class C | | | | $ | 0.0188 | | | | November 1, 2021 | | | | | Daily | | |
Class I | | | | $ | 0.0286 | | | | November 1, 2021 | | | | | Daily | | |
Class P | | | | $ | 0.0334 | | | | November 1, 2021 | | | | | Daily | | |
Class R | | | | $ | 0.0232 | | | | November 1, 2021 | | | | | Daily | | |
Class R6 | | | | $ | 0.0290 | | | | November 1, 2021 | | | | | Daily | | |
Class W | | | | $ | 0.0276 | | | | November 1, 2021 | | | | | Daily | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 48.2% | | |||||||||||||||
1,809,371 | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 2,312,593 | | | | | | 0.1 | | |
2,331,455 | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 2,837,775 | | | | | | 0.2 | | |
6,498,712 | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | | | | | 8,172,288 | | | | | | 0.5 | | |
1,795,103 | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,093,227 | | | | | | 0.1 | | |
924,357 | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,005,426 | | | | | | 0.1 | | |
2,081,540 (1) | | | Fannie Mae 2010-150 PS, 6.514%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 84,195 | | | | | | 0.0 | | |
3,867,638 (1) | | | Fannie Mae 2010-95 SB, 6.514%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 619,254 | | | | | | 0.0 | | |
5,266,662 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 5,900,660 | | | | | | 0.3 | | |
6,216,739 (1) | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 664,534 | | | | | | 0.0 | | |
15,814,639 (1) | | | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | | | | | 1,093,924 | | | | | | 0.1 | | |
180,236 (2) | | | Fannie Mae REMIC Trust 2002-W1 3A, 3.425%, 04/25/2042 | | | | | 187,772 | | | | | | 0.0 | | |
919,661 (2) | | | Fannie Mae REMIC Trust 2002-W6 3A, 3.880%, 01/25/2042 | | | | | 961,484 | | | | | | 0.1 | | |
1,042,243 | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 1,217,415 | | | | | | 0.1 | | |
2,396,125 | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 2,575,330 | | | | | | 0.1 | | |
92,988 | | | Fannie Mae REMIC Trust 2004-61 SH, 23.644%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | | 139,236 | | | | | | 0.0 | | |
2,907,878 (2) | | | Fannie Mae REMIC Trust 2004-W11 2A, 3.481%, 03/25/2043 | | | | | 2,877,203 | | | | | | 0.2 | | |
2,581,122 | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 2,827,659 | | | | | | 0.2 | | |
477,455 (1) | | | Fannie Mae REMIC Trust 2005-17 ES, 6.664%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 54,350 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
421,313 | | | Fannie Mae REMIC Trust 2005-59 NQ, 16.660%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | $ | 524,621 | | | | | | 0.0 | | |
537,470 | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 604,341 | | | | | | 0.0 | | |
125,549 | | | Fannie Mae REMIC Trust 2006-115 ES, 26.216%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | | 197,476 | | | | | | 0.0 | | |
887,608 (1) | | | Fannie Mae REMIC Trust 2006-36 SP, 6.614%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | | 136,746 | | | | | | 0.0 | | |
2,931,871 (1) | | | Fannie Mae REMIC Trust 2006-79 SH, 6.364%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 707,121 | | | | | | 0.0 | | |
222,747 (2) | | | Fannie Mae REMIC Trust 2009-12 LK, 10.350%, 03/25/2039 | | | | | 260,264 | | | | | | 0.0 | | |
1,861,549 | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,273,416 | | | | | | 0.1 | | |
2,625,533 | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 2,747,242 | | | | | | 0.2 | | |
5,084,839 | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 5,866,595 | | | | | | 0.3 | | |
1,368,682 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 1,449,501 | | | | | | 0.1 | | |
4,609,882 (1) | | | Fannie Mae REMIC Trust 2012-128 VS, 6.164%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | | 595,712 | | | | | | 0.0 | | |
3,001,473 (1) | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 178,206 | | | | | | 0.0 | | |
2,327,167 (1) | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 279,791 | | | | | | 0.0 | | |
1,843,631 (1) | | | Fannie Mae REMIC Trust 2012-68 SD, 6.614%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 302,351 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (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 | | | | $ | 3,839,468 | | | | | | 0.2 | | |
751,031 (1) | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | | 66,975 | | | | | | 0.0 | | |
1,859,984 (1) | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | | 139,675 | | | | | | 0.0 | | |
561,186 | | | Fannie Mae REMICS 2005-122 SE, 22.799%, (-3.500*US0001M + 23.100%), 11/25/2035 | | | | | 757,825 | | | | | | 0.0 | | |
568,109 | | | Fannie Mae REMICS 2005-75 GS, 19.992%, (-3.000*US0001M + 20.250%), 08/25/2035 | | | | | 777,925 | | | | | | 0.0 | | |
3,754 (3)(4) | | | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | | | | | 3,459 | | | | | | 0.0 | | |
451,799 | | | Fannie Mae REMICS 2006-8 PM, 26.056%, (-4.000*US0001M + 26.400%), 03/25/2036 | | | | | 1,048,893 | | | | | | 0.1 | | |
580,446 | | | Fannie Mae REMICS 2007-1 NR, 46.846%, (-7.600*US0001M + 47.500%), 02/25/2037 | | | | | 1,800,390 | | | | | | 0.1 | | |
1,323,813 | | | Fannie Mae REMICS 2010-26 F, 0.856%, (US0001M + 0.770%), 11/25/2036 | | | | | 1,355,204 | | | | | | 0.1 | | |
1,335,012 | | | Fannie Mae REMICS 2010-39 FN, 0.916%, (US0001M + 0.830%), 05/25/2040 | | | | | 1,364,328 | | | | | | 0.1 | | |
701,202 | | | Fannie Mae REMICS 2010-80 PZ, 5.000%, 07/25/2040 | | | | | 823,517 | | | | | | 0.1 | | |
1,000,000 | | | Fannie Mae REMICS 2010-87 PL, 4.000%, 06/25/2040 | | | | | 1,099,337 | | | | | | 0.1 | | |
1,304,840 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,474,801 | | | | | | 0.1 | | |
750,000 | | | Fannie Mae REMICS 2011-105 MB, 4.000%, 10/25/2041 | | | | | 841,926 | | | | | | 0.1 | | |
1,730,000 | | | Fannie Mae REMICS 2011-131 PB, 4.500%, 12/25/2041 | | | | | 1,957,503 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,194,847 (1) | | | Fannie Mae REMICS 2012-137 EI, 3.000%, 12/25/2027 | | | | $ | 189,162 | | | | | | 0.0 | | |
2,680,377 | | | Fannie Mae REMICS 2012-148 KH, 3.000%, 03/25/2042 | | | | | 2,795,780 | | | | | | 0.2 | | |
6,875,690 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 7,496,102 | | | | | | 0.4 | | |
2,500,000 | | | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | | | | | 2,737,602 | | | | | | 0.2 | | |
1,869,127 (3)(4) | | | Fannie Mae REMICS 2013-135 PO, 0.000%, 01/25/2044 | | | | | 1,645,320 | | | | | | 0.1 | | |
3,289,105 (1) | | | Fannie Mae REMICS 2013-25 BI, 3.000%, 03/25/2033 | | | | | 290,488 | | | | | | 0.0 | | |
1,283,625 | | | Fannie Mae REMICS 2013-55 VZ, 3.000%, 06/25/2043 | | | | | 1,362,412 | | | | | | 0.1 | | |
2,461,858 (1) | | | Fannie Mae REMICS 2013-62 AI, 3.000%, 06/25/2033 | | | | | 256,755 | | | | | | 0.0 | | |
1,401,927 | | | Fannie Mae REMICS 2015-22 DY, 3.000%, 04/25/2045 | | | | | 1,474,008 | | | | | | 0.1 | | |
1,283,492 | | | Fannie Mae REMICS 2015-26 UZ, 3.000%, 05/25/2045 | | | | | 1,323,663 | | | | | | 0.1 | | |
711,932 | | | Fannie Mae REMICS 2015-68 JW, 3.500%, 09/25/2030 | | | | | 779,589 | | | | | | 0.0 | | |
1,410,000 | | | Fannie Mae REMICS 2016-103 PB, 3.000%, 01/25/2047 | | | | | 1,508,829 | | | | | | 0.1 | | |
4,283,554 | | | Fannie Mae REMICS 2016-64 LD, 3.500%, 09/25/2046 | | | | | 4,707,754 | | | | | | 0.3 | | |
5,145,005 | | | Fannie Mae REMICS 2017-22 DZ, 4.000%, 04/25/2047 | | | | | 5,690,788 | | | | | | 0.3 | | |
7,827,981 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 8,366,098 | | | | | | 0.5 | | |
514,070 | | | Fannie Mae REMICS 2018-37 DZ, 4.000%, 06/25/2048 | | | | | 578,674 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
9,731,587 (1) | | | Fannie Mae REMICS 2019-49 IG, 3.000%, 03/25/2033 | | | | $ | 811,241 | | | | | | 0.0 | | |
1,574,312 | | | Fannie Mae REMICS 2019-6 GZ, 4.000%, 03/25/2059 | | | | | 1,873,215 | | | | | | 0.1 | | |
5,964,052 (1) | | | Fannie Mae REMICS 2020-44 TI, 5.500%, 12/25/2035 | | | | | 1,098,721 | | | | | | 0.1 | | |
3,678,954 | | | Fannie Mae Series 2016-51 S, 5.834%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | | 4,049,330 | | | | | | 0.2 | | |
1,888,757 (2) | | | Fannie Mae Trust 2004-W2 3A, 3.101%, 02/25/2044 | | | | | 1,985,498 | | | | | | 0.1 | | |
1,852,792 (2) | | | Fannie Mae Trust 2004-W2 4A, 3.145%, 02/25/2044 | | | | | 1,944,389 | | | | | | 0.1 | | |
3,110,380 (1) | | | Fannie Mae REMICS 2005-17 SA, 6.614%, (-1.000*US0001M + 6.700%), 03/25/2035 | | | | | 649,916 | | | | | | 0.0 | | |
5,925,064 (1) | | | Fannie Mae REMICS 2016-4 DS, 6.014%, (-1.000*US0001M + 6.100%), 02/25/2046 | | | | | 1,261,799 | | | | | | 0.1 | | |
7,510,000 | | | Fannie Mae REMICS 2018-16 TV, 3.000%, 05/25/2041 | | | | | 7,906,020 | | | | | | 0.4 | | |
2,456,861 | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 2,811,245 | | | | | | 0.2 | | |
2,020,442 | | | Freddie Mac REMIC Trust 2005-S001 2A2, 0.236%, (US0001M + 0.150%), 09/25/2045 | | | | | 2,004,548 | | | | | | 0.1 | | |
386,064 | | | Freddie Mac REMIC Trust 2653 SC, 6.757%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 430,879 | | | | | | 0.0 | | |
975,267 | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,144,021 | | | | | | 0.1 | | |
107,987 | | | Freddie Mac REMIC Trust 3012 ST, 21.659%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | | 147,330 | | | | | | 0.0 | | |
264,980 | | | Freddie Mac REMIC Trust 3065 DC, 19.609%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 360,141 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
413,517 | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | $ | 480,520 | | | | | | 0.0 | | |
3,436,528 (1) | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 69,672 | | | | | | 0.0 | | |
255,503 (1) | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 43,013 | | | | | | 0.0 | | |
340,251 | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | | 371,043 | | | | | | 0.0 | | |
1,618,998 | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 1,744,626 | | | | | | 0.1 | | |
256,166 (1) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 3,928 | | | | | | 0.0 | | |
10,373,814 (1) | | | Freddie Mac REMIC Trust 4176 IA, 2.500%, 03/15/2028 | | | | | 539,688 | | | | | | 0.0 | | |
159,013 (3)(4) | | | Freddie Mac REMICS 2974 KO, 0.000%, 05/15/2035 | | | | | 142,030 | | | | | | 0.0 | | |
3,456,080 | | | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | | | | | 4,553,831 | | | | | | 0.3 | | |
1,044,679 | | | Freddie Mac REMICS 3658 CZ, 5.000%, 04/15/2040 | | | | | 1,250,024 | | | | | | 0.1 | | |
5,075,000 | | | Freddie Mac REMICS 4059 DY, 3.500%, 06/15/2042 | | | | | 5,694,034 | | | | | | 0.3 | | |
1,373,626 | | | Freddie Mac REMICS 4097 ZA, 3.500%, 08/15/2042 | | | | | 1,485,322 | | | | | | 0.1 | | |
1,617,077 | | | Freddie Mac REMICS 4136 LU, 3.000%, 07/15/2032 | | | | | 1,631,235 | | | | | | 0.1 | | |
9,148,622 | | | Freddie Mac REMICS 4159 LZ, 3.500%, 01/15/2043 | | | | | 9,905,949 | | | | | | 0.6 | | |
2,179,858 | | | Freddie Mac REMICS 4249 CS, 4.586%, (-0.750*US0001M + 4.650%), 09/15/2043 | | | | | 2,147,555 | | | | | | 0.1 | | |
2,877,185 | | | Freddie Mac REMICS 4274 US, 5.766%, (-1.000*US0001M + 5.850%), 10/15/2035 | | | | | 2,952,036 | | | | | | 0.2 | | |
655,943 | | | Freddie Mac REMICS 4341 VH, 4.350%, 03/15/2027 | | | | | 660,617 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,010,610 | | | Freddie Mac REMICS 4367 MZ, 4.000%, 07/15/2044 | | | | $ | 11,273,183 | | | | | | 0.6 | | |
6,688,833 | | | Freddie Mac REMICS 4480 ZX, 4.000%, 11/15/2044 | | | | | 7,297,296 | | | | | | 0.4 | | |
1,270,293 | | | Freddie Mac REMICS 4764 CJ, 4.000%, 06/15/2045 | | | | | 1,286,397 | | | | | | 0.1 | | |
1,019,009 | | | Freddie Mac REMICS 4764 DA, 4.000%, 07/15/2045 | | | | | 1,035,950 | | | | | | 0.1 | | |
4,152,570 | | | Freddie Mac REMICS 4818 GZ, 4.000%, 08/15/2048 | | | | | 4,405,470 | | | | | | 0.2 | | |
2,597,868 | | | Freddie Mac REMICS 5000 DC, 2.500%, 03/25/2040 | | | | | 2,699,146 | | | | | | 0.2 | | |
1,350,125 | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | | 1,703,118 | | | | | | 0.1 | | |
1,330,022 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 2A, 3.581%, 07/25/2033 | | | | | 1,407,701 | | | | | | 0.1 | | |
757,015 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 4A, 3.460%, 02/25/2043 | | | | | 820,889 | | | | | | 0.0 | | |
54,300 (1) | | | Freddie Mac-Ginnie Mae Series 21 SA, 7.914%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | | 3,447 | | | | | | 0.0 | | |
10,246,271 (1) | | | Freddie Mac REMICS 4438 AS, 6.116%, (-1.000*US0001M + 6.200%), 02/15/2045 | | | | | 2,080,062 | | | | | | 0.1 | | |
1,849,208 | | | Seasoned Credit Risk Transfer Trust Series 2019-3 M55D, 4.000%, 10/25/2058 | | | | | 2,014,142 | | | | | | 0.1 | | |
874,021 | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 984,796 | | | | | | 0.1 | | |
5,800,874 | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 6,911,125 | | | | | | 0.4 | | |
806,691 | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 954,564 | | | | | | 0.1 | | |
638,580 | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 803,962 | | | | | | 0.0 | | |
4,603,005 | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | | 5,420,459 | | | | | | 0.3 | | |
453,989 | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 514,617 | | | | | | 0.0 | | |
1,070,485 | | | Ginnie Mae 2009-H01 FA, 1.237%, (US0001M + 1.150%), 11/20/2059 | | | | | 1,079,616 | | | | | | 0.1 | | |
2,000,000 | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,298,588 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,409,130 | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | $ | 3,724,298 | | | | | | 0.2 | | |
2,941,132 (3)(4) | | | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | | | | | 2,608,597 | | | | | | 0.1 | | |
2,439,466 (1) | | | Ginnie Mae 2014-107 XS, 5.515%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 382,619 | | | | | | 0.0 | | |
1,217,151 (1) | | | Ginnie Mae 2014-96 SQ, 5.515%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 195,097 | | | | | | 0.0 | | |
7,896,041 | | | Ginnie Mae 2015-H13 FG, 0.490%, (US0001M + 0.400%), 04/20/2065 | | | | | 7,911,930 | | | | | | 0.4 | | |
16,968,796 (1) | | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 2,006,928 | | | | | | 0.1 | | |
850,686 (1) | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 41,351 | | | | | | 0.0 | | |
15,168,187 | | | Ginnie Mae 2016-H20 FB, 0.640%, (US0001M + 0.550%), 09/20/2066 | | | | | 15,269,855 | | | | | | 0.9 | | |
1,067,068 (1) | | | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | | | | | 129,887 | | | | | | 0.0 | | |
403,511 | | | Ginnie Mae Series 2002-92 EA, 4.500%, 02/20/2029 | | | | | 417,673 | | | | | | 0.0 | | |
90,101 | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 99,530 | | | | | | 0.0 | | |
840,105 | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 923,138 | | | | | | 0.1 | | |
580,806 | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 652,261 | | | | | | 0.0 | | |
285,438 (3)(4) | | | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | | | | | 264,258 | | | | | | 0.0 | | |
2,154,871 | | | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | | | | | 2,374,530 | | | | | | 0.1 | | |
2,169,730 | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 2,396,680 | | | | | | 0.1 | | |
910,033 (1) | | | Ginnie Mae Series 2004-98 SA, 6.613%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 205,008 | | | | | | 0.0 | | |
735,827 | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | | 823,000 | | | | | | 0.0 | | |
196,990 (1) | | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 27,682 | | | | | | 0.0 | | |
581,879 (1) | | | Ginnie Mae Series 2005-7 AH, 6.685%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 106,178 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
668,347 (1) | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | $ | 121,601 | | | | | | 0.0 | | |
393,194 | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | | 440,528 | | | | | | 0.0 | | |
167,506 | | | Ginnie Mae Series 2005-91 UP, 14.131%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 202,914 | | | | | | 0.0 | | |
6,963,592 | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 7,877,457 | | | | | | 0.4 | | |
1,247,570 | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 1,420,367 | | | | | | 0.1 | | |
6,082,588 (1) | | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | | 56,153 | | | | | | 0.0 | | |
1,913,946 | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 2,168,051 | | | | | | 0.1 | | |
1,429,716 (1) | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 335,177 | | | | | | 0.0 | | |
1,433,721 (3)(4) | | | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | | | | | 1,278,601 | | | | | | 0.1 | | |
83,104 | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 93,458 | | | | | | 0.0 | | |
276,712 | | | Ginnie Mae Series 2007-48 SY, 19.996%, (-3.000*US0001M + 20.250%), 08/16/2037 | | | | | 381,412 | | | | | | 0.0 | | |
1,605,613 (1) | | | Ginnie Mae Series 2007-53 SC, 6.413%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 341,564 | | | | | | 0.0 | | |
42,688 | | | Ginnie Mae Series 2007-53 SW, 19.943%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 62,122 | | | | | | 0.0 | | |
837,947 | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 918,554 | | | | | | 0.1 | | |
3,208,027 | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | | 3,659,070 | | | | | | 0.2 | | |
460,283 (1) | | | Ginnie Mae Series 2008-3 SA, 6.463%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 103,832 | | | | | | 0.0 | | |
843,440 (1) | | | Ginnie Mae Series 2008-40 PS, 6.415%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 153,353 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,051,819 (1) | | | Ginnie Mae Series 2008-51 GS, 6.145%, (-1.000*US0001M + 6.230%), 06/16/2038 | | | | $ | 215,327 | | | | | | 0.0 | | |
2,006,008 (1) | | | Ginnie Mae Series 2008-82 SA, 5.913%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 400,741 | | | | | | 0.0 | | |
2,877,907 (1) | | | Ginnie Mae Series 2009-110 SA, 6.265%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 236,130 | | | | | | 0.0 | | |
850,745 | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 977,526 | | | | | | 0.1 | | |
2,874,892 | | | Ginnie Mae Series 2009-118 XZ, 5.000%, 12/20/2039 | | | | | 3,240,384 | | | | | | 0.2 | | |
1,202,961 | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | | 1,364,069 | | | | | | 0.1 | | |
1,029,000 | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,185,469 | | | | | | 0.1 | | |
1,763,936 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,964,049 | | | | | | 0.1 | | |
1,661,356 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 1,841,161 | | | | | | 0.1 | | |
2,332,425 | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 2,661,707 | | | | | | 0.2 | | |
215,599 (1) | | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 8,268 | | | | | | 0.0 | | |
2,146,449 | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,687,291 | | | | | | 0.2 | | |
6,390,081 | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 8,510,125 | | | | | | 0.5 | | |
3,615,195 | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | | 4,480,704 | | | | | | 0.3 | | |
1,066,221 (1) | | | Ginnie Mae Series 2009-66 QS, 6.013%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 124,208 | | | | | | 0.0 | | |
1,103,504 | | | Ginnie Mae Series 2009-68 ZC, 5.500%, 08/16/2039 | | | | | 1,328,548 | | | | | | 0.1 | | |
654,453 (1) | | | Ginnie Mae Series 2009-77 SA, 6.065%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 126,235 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,863,753 | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | $ | 4,418,084 | | | | | | 0.2 | | |
1,097,045 | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,393,547 | | | | | | 0.1 | | |
649,101 | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 745,319 | | | | | | 0.0 | | |
1,540,453 | | | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | | | | | 1,826,564 | | | | | | 0.1 | | |
1,426,002 (1) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 137,823 | | | | | | 0.0 | | |
9,552,417 | | | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | | | | | 10,804,031 | | | | | | 0.6 | | |
1,291,737 (1) | | | Ginnie Mae Series 2010-116 NS, 6.565%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 223,161 | | | | | | 0.0 | | |
4,453,875 | | | Ginnie Mae Series 2010-117 ZQ, 4.500%, 09/20/2040 | | | | | 5,073,281 | | | | | | 0.3 | | |
82,477 (1) | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | | 4,825 | | | | | | 0.0 | | |
1,500,000 | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | | 1,684,035 | | | | | | 0.1 | | |
184,761 | | | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | | | | | 185,049 | | | | | | 0.0 | | |
864,094 (1) | | | Ginnie Mae Series 2010-158 SA, 5.963%, (-1.000*US0001M + 6.050%), 12/20/2040 | | | | | 160,423 | | | | | | 0.0 | | |
1,151,485 | | | Ginnie Mae Series 2010-162 ZE, 4.000%, 12/16/2040 | | | | | 1,278,319 | | | | | | 0.1 | | |
12,707,117 (1) | | | Ginnie Mae Series 2010-166 GS, 5.913%, (-1.000*US0001M + 6.000%), 12/20/2040 | | | | | 1,922,104 | | | | | | 0.1 | | |
914,995 (1) | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 42,535 | | | | | | 0.0 | | |
1,319,126 | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | | 1,449,297 | | | | | | 0.1 | | |
1,343,351 | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 1,432,068 | | | | | | 0.1 | | |
300,483 (1) | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 21,922 | | | | | | 0.0 | | |
1,271,241 | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | | 1,399,853 | | | | | | 0.1 | | |
1,374,377 (1) | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 206,141 | | | | | | 0.0 | | |
4,961,750 | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 5,787,860 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
969,094 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | $ | 1,081,564 | | | | | | 0.1 | | |
3,257,097 | | | Ginnie Mae Series 2010-H01 FA, 0.908%, (US0001M + 0.820%), 01/20/2060 | | | | | 3,288,986 | | | | | | 0.2 | | |
8,941,364 | | | Ginnie Mae Series 2010-H10 FB, 1.088%, (US0001M + 1.000%), 05/20/2060 | | | | | 9,088,821 | | | | | | 0.5 | | |
4,953,937 | | | Ginnie Mae Series 2010-H10 FC, 1.088%, (US0001M + 1.000%), 05/20/2060 | | | | | 5,023,900 | | | | | | 0.3 | | |
1,610,739 | | | Ginnie Mae Series 2010-H20 AF, 0.420%, (US0001M + 0.330%), 10/20/2060 | | | | | 1,611,750 | | | | | | 0.1 | | |
638,915 | | | Ginnie Mae Series 2011-116 CI, 4.000%, 05/16/2026 | | | | | 34,120 | | | | | | 0.0 | | |
254,587 (1) | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 29,425 | | | | | | 0.0 | | |
584,361 | | | Ginnie Mae Series 2011-128 TF, 0.535%, (US0001M + 0.450%), 05/16/2041 | | | | | 589,442 | | | | | | 0.0 | | |
2,998,752 (1) | | | Ginnie Mae Series 2011-141 PS, 6.615%, (-1.000*US0001M + 6.700%), 06/16/2041 | | | | | 491,728 | | | | | | 0.0 | | |
2,195,879 (1) | | | Ginnie Mae Series 2011-146 EI, 5.000%, 11/16/2041 | | | | | 391,671 | | | | | | 0.0 | | |
945,000 | | | Ginnie Mae Series 2011-151 PY, 3.000%, 11/20/2041 | | | | | 1,009,151 | | | | | | 0.1 | | |
68,928 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 75,369 | | | | | | 0.0 | | |
202,406 (2) | | | Ginnie Mae Series 2011-169 BG, 5.430%, 04/16/2039 | | | | | 221,328 | | | | | | 0.0 | | |
7,625,332 | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 8,283,740 | | | | | | 0.5 | | |
1,438,928 | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | | 1,524,394 | | | | | | 0.1 | | |
2,952,939 | | | Ginnie Mae Series 2011-69 HW, 4.000%, 04/20/2040 | | | | | 3,046,347 | | | | | | 0.2 | | |
2,104,403 (1) | | | Ginnie Mae Series 2011-73 LS, 6.603%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 100,584 | | | | | | 0.0 | | |
2,742,548 | | | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | | | | | 2,980,730 | | | | | | 0.2 | | |
1,721,103 | | | Ginnie Mae Series 2011-H01 AF, 0.540%, (US0001M + 0.450%), 11/20/2060 | | | | | 1,726,794 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,438,902 | | | Ginnie Mae Series 2011-H03 FA, 0.590%, (US0001M + 0.500%), 01/20/2061 | | | | $ | 2,449,461 | | | | | | 0.1 | | |
725,800 | | | Ginnie Mae Series 2011-H07 FA, 0.590%, (US0001M + 0.500%), 02/20/2061 | | | | | 728,207 | | | | | | 0.0 | | |
218,170 | | | Ginnie Mae Series 2011-H08 FD, 0.590%, (US0001M + 0.500%), 02/20/2061 | | | | | 219,135 | | | | | | 0.0 | | |
215,675 | | | Ginnie Mae Series 2011-H09 AF, 0.590%, (US0001M + 0.500%), 03/20/2061 | | | | | 216,521 | | | | | | 0.0 | | |
627,644 | | | Ginnie Mae Series 2011-H11 FB, 0.590%, (US0001M + 0.500%), 04/20/2061 | | | | | 630,163 | | | | | | 0.0 | | |
1,695,733 | | | Ginnie Mae Series 2011-H20 FA, 0.640%, (US0001M + 0.550%), 09/20/2061 | | | | | 1,704,819 | | | | | | 0.1 | | |
382,716 | | | Ginnie Mae Series 2011-H21 FT, 0.770%, (H15T1Y + 0.700%), 10/20/2061 | | | | | 381,591 | | | | | | 0.0 | | |
67,187 (1) | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 62 | | | | | | 0.0 | | |
1,500,677 (1) | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | | 92,278 | | | | | | 0.0 | | |
337,352 (1) | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 25,432 | | | | | | 0.0 | | |
3,809,888 (1) | | | Ginnie Mae Series 2012-136 BI, 3.500%, 11/20/2042 | | | | | 595,215 | | | | | | 0.0 | | |
4,241,192 (1) | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 181,221 | | | | | | 0.0 | | |
394,289 (1) | | | Ginnie Mae Series 2012-34 MS, 6.615%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 56,431 | | | | | | 0.0 | | |
3,342,840 (1) | | | Ginnie Mae Series 2012-48 SA, 6.565%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 739,997 | | | | | | 0.0 | | |
4,320,102 (1) | | | Ginnie Mae Series 2012-60 SG, 6.015%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | | 914,945 | | | | | | 0.1 | | |
4,736,827 | | | Ginnie Mae Series 2012-77 FE, 0.475%, (US0001M + 0.390%), 05/16/2041 | | | | | 4,771,001 | | | | | | 0.3 | | |
987,842 (1) | | | Ginnie Mae Series 2012-93 NS, 6.013%, (-1.000*US0001M + 6.100%), 07/20/2042 | | | | | 181,362 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,107,262 (1) | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | | | | $ | 119,250 | | | | | | 0.0 | | |
2,695,626 | | | Ginnie Mae Series 2012-H06 FS, 0.790%, (US0001M + 0.700%), 03/20/2062 | | | | | 2,724,886 | | | | | | 0.2 | | |
8,803,529 | | | Ginnie Mae Series 2012-H08 FA, 0.690%, (US0001M + 0.600%), 01/20/2062 | | | | | 8,855,956 | | | | | | 0.5 | | |
3,222,697 | | | Ginnie Mae Series 2012-H08 FB, 0.690%, (US0001M + 0.600%), 03/20/2062 | | | | | 3,239,545 | | | | | | 0.2 | | |
573,566 | | | Ginnie Mae Series 2012-H11 FA, 0.790%, (US0001M + 0.700%), 02/20/2062 | | | | | 577,940 | | | | | | 0.0 | | |
1,034,638 | | | Ginnie Mae Series 2012-H11 GA, 0.670%, (US0001M + 0.580%), 05/20/2062 | | | | | 1,039,260 | | | | | | 0.1 | | |
1,484,591 | | | Ginnie Mae Series 2012-H11 VA, 0.740%, (US0001M + 0.650%), 05/20/2062 | | | | | 1,498,916 | | | | | | 0.1 | | |
2,048,126 | | | Ginnie Mae Series 2012-H12 FA, 0.640%, (US0001M + 0.550%), 04/20/2062 | | | | | 2,057,877 | | | | | | 0.1 | | |
13,835,105 | | | Ginnie Mae Series 2012-H12 FB, 1.140%, (US0001M + 1.050%), 02/20/2062 | | | | | 14,031,101 | | | | | | 0.8 | | |
782,671 | | | Ginnie Mae Series 2012-H14 FK, 0.670%, (US0001M + 0.580%), 07/20/2062 | | | | | 786,704 | | | | | | 0.0 | | |
6,021,485 | | | Ginnie Mae Series 2012-H20 BA, 0.650%, (US0001M + 0.560%), 09/20/2062 | | | | | 6,047,214 | | | | | | 0.3 | | |
2,509,942 | | | Ginnie Mae Series 2012-H20 PT, 0.919%, 07/20/2062 | | | | | 2,506,885 | | | | | | 0.1 | | |
2,810,801 | | | Ginnie Mae Series 2012-H26 BA, 0.440%, (US0001M + 0.350%), 10/20/2062 | | | | | 2,813,607 | | | | | | 0.2 | | |
358,207 | | | Ginnie Mae Series 2012-H29 FA, 0.605%, (US0001M + 0.515%), 10/20/2062 | | | | | 359,548 | | | | | | 0.0 | | |
1,652,240 | | | Ginnie Mae Series 2012-H30 GA, 0.440%, (US0001M + 0.350%), 12/20/2062 | | | | | 1,653,660 | | | | | | 0.1 | | |
1,778,610 | | | Ginnie Mae Series 2012-H31 FD, 0.430%, (US0001M + 0.340%), 12/20/2062 | | | | | 1,780,214 | | | | | | 0.1 | | |
1,543,071 | | | Ginnie Mae Series 2013-119 TZ, 3.000%, 08/20/2043 | | | | | 1,590,457 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,000,000 | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | $ | 7,850,342 | | | | | | 0.4 | | |
1,432,376 | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | | 1,497,345 | | | | | | 0.1 | | |
1,900,000 (1) | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 414,046 | | | | | | 0.0 | | |
718,579 (1) | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | | 88,204 | | | | | | 0.0 | | |
4,253,292 (1) | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 557,330 | | | | | | 0.0 | | |
2,133,570 (1) | | | Ginnie Mae Series 2013-23 IO, 3.500%, 02/20/2043 | | | | | 347,065 | | | | | | 0.0 | | |
1,334,300 (1) | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 31,381 | | | | | | 0.0 | | |
1,099,725 (1) | | | Ginnie Mae Series 2013-88 AI, 5.764%, (-1.000*US0001M + 5.850%), 06/20/2043 | | | | | 191,749 | | | | | | 0.0 | | |
1,545,761 (1) | | | Ginnie Mae Series 2013-99 SK, 5.814%, (-1.000*US0001M + 5.900%), 07/20/2043 | | | | | 256,295 | | | | | | 0.0 | | |
2,422,102 | | | Ginnie Mae Series 2013-H02 FD, 0.430%, (US0001M + 0.340%), 12/20/2062 | | | | | 2,423,864 | | | | | | 0.1 | | |
351,359 | | | Ginnie Mae Series 2013-H07 HA, 0.500%, (US0001M + 0.410%), 03/20/2063 | | | | | 352,209 | | | | | | 0.0 | | |
2,058,439 | | | Ginnie Mae Series 2013-H08 BF, 0.490%, (US0001M + 0.400%), 03/20/2063 | | | | | 2,062,430 | | | | | | 0.1 | | |
2,575,355 | | | Ginnie Mae Series 2013-H10 FT, 0.520%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 2,556,301 | | | | | | 0.1 | | |
1,805,374 | | | Ginnie Mae Series 2013-H13 FS, 1.090%, (US0001M + 1.000%), 06/20/2063 | | | | | 1,841,120 | | | | | | 0.1 | | |
3,341,820 | | | Ginnie Mae Series 2013-H14 FC, 0.560%, (US0001M + 0.470%), 06/20/2063 | | | | | 3,352,079 | | | | | | 0.2 | | |
1,057,822 | | | Ginnie Mae Series 2013-H14 FD, 0.560%, (US0001M + 0.470%), 06/20/2063 | | | | | 1,061,254 | | | | | | 0.1 | | |
983,894 | | | Ginnie Mae Series 2013-H14 FG, 0.560%, (US0001M + 0.470%), 05/20/2063 | | | | | 987,169 | | | | | | 0.1 | | |
826,920 | | | Ginnie Mae Series 2013-H15 FA, 0.630%, (US0001M + 0.540%), 06/20/2063 | | | | | 830,296 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,507,641 | | | Ginnie Mae Series 2013-H17 FA, 0.640%, (US0001M + 0.550%), 07/20/2063 | | | | $ | 2,516,447 | | | | | | 0.1 | | |
657,851 | | | Ginnie Mae Series 2013-H18 BA, 0.690%, (US0001M + 0.600%), 07/20/2063 | | | | | 661,922 | | | | | | 0.0 | | |
1,249,985 | | | Ginnie Mae Series 2013-H18 EA, 0.590%, (US0001M + 0.500%), 07/20/2063 | | | | | 1,253,939 | | | | | | 0.1 | | |
2,013,324 | | | Ginnie Mae Series 2013-H18 FA, 0.590%, (US0001M + 0.500%), 06/20/2063 | | | | | 2,022,017 | | | | | | 0.1 | | |
2,940,416 | | | Ginnie Mae Series 2013-H19 DF, 0.740%, (US0001M + 0.650%), 05/20/2063 | | | | | 2,958,373 | | | | | | 0.2 | | |
1,853,529 | | | Ginnie Mae Series 2013-H20 FB, 1.090%, (US0001M + 1.000%), 08/20/2063 | | | | | 1,870,544 | | | | | | 0.1 | | |
929,857 | | | Ginnie Mae Series 2013-H21 FB, 0.790%, (US0001M + 0.700%), 09/20/2063 | | | | | 936,119 | | | | | | 0.1 | | |
1,587,842 | | | Ginnie Mae Series 2013-H22 FB, 0.790%, (US0001M + 0.700%), 08/20/2063 | | | | | 1,599,068 | | | | | | 0.1 | | |
2,311,372 | | | Ginnie Mae Series 2013-H22 FT, 0.720%, (H15T1Y + 0.650%), 04/20/2063 | | | | | 2,303,532 | | | | | | 0.1 | | |
2,513,398 | | | Ginnie Mae Series 2013-H23 FA, 1.390%, (US0001M + 1.300%), 09/20/2063 | | | | | 2,551,716 | | | | | | 0.1 | | |
335,069 | | | Ginnie Mae Series 2013-H24 FB, 0.820%, (US0001M + 0.730%), 09/20/2063 | | | | | 337,059 | | | | | | 0.0 | | |
2,793,200 | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 3,163,164 | | | | | | 0.2 | | |
3,795,047 | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | | 4,104,064 | | | | | | 0.2 | | |
1,558,319 (1) | | | Ginnie Mae Series 2014-129 WS, 5.814%, (-1.000*US0001M + 5.900%), 09/20/2044 | | | | | 264,854 | | | | | | 0.0 | | |
1,408,827 (1) | | | Ginnie Mae Series 2014-161 WS, 5.814%, (-1.000*US0001M + 5.900%), 11/20/2044 | | | | | 230,861 | | | | | | 0.0 | | |
1,445,562 (1) | | | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | | | | | 246,811 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,800,968 (1) | | | Ginnie Mae Series 2014-30 ES, 4.913%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | $ | 271,703 | | | | | | 0.0 | | |
2,692,413 (1) | | | Ginnie Mae Series 2014-99 IO, 4.500%, 06/20/2044 | | | | | 525,952 | | | | | | 0.0 | | |
9,660,287 | | | Ginnie Mae Series 2014-H03 FS, 0.740%, (US0001M + 0.650%), 02/20/2064 | | | | | 9,772,181 | | | | | | 0.5 | | |
1,965,247 | | | Ginnie Mae Series 2014-H04 FB, 0.740%, (US0001M + 0.650%), 02/20/2064 | | | | | 1,978,690 | | | | | | 0.1 | | |
6,561,907 | | | Ginnie Mae Series 2014-H05 FB, 0.690%, (US0001M + 0.600%), 12/20/2063 | | | | | 6,596,729 | | | | | | 0.4 | | |
1,560,841 | | | Ginnie Mae Series 2014-H06 FA, 0.660%, (US0001M + 0.570%), 03/20/2064 | | | | | 1,569,012 | | | | | | 0.1 | | |
650,206 | | | Ginnie Mae Series 2014-H06 HB, 0.740%, (US0001M + 0.650%), 03/20/2064 | | | | | 654,754 | | | | | | 0.0 | | |
3,018,817 | | | Ginnie Mae Series 2014-H11 VA, 0.590%, (US0001M + 0.500%), 06/20/2064 | | | | | 3,039,009 | | | | | | 0.2 | | |
3,694,551 | | | Ginnie Mae Series 2014-H15 FA, 0.590%, (US0001M + 0.500%), 07/20/2064 | | | | | 3,718,588 | | | | | | 0.2 | | |
1,833,933 | | | Ginnie Mae Series 2014-H21 FA, 0.740%, (US0001M + 0.650%), 10/20/2064 | | | | | 1,850,799 | | | | | | 0.1 | | |
9,025,493 (2) | | | Ginnie Mae Series 2015-10 Q, 2.362%, 10/20/2044 | | | | | 9,245,352 | | | | | | 0.5 | | |
2,364,266 (1) | | | Ginnie Mae Series 2015-141 IX, 2.081%, (-0.714*US0001M + 2.142%), 06/20/2045 | | | | | 165,894 | | | | | | 0.0 | | |
12,125,000 | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 13,257,902 | | | | | | 0.7 | | |
2,689,794 (1) | | | Ginnie Mae Series 2015-149 IL, 4.500%, 10/20/2045 | | | | | 535,593 | | | | | | 0.0 | | |
1,883,114 (1) | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 174,242 | | | | | | 0.0 | | |
3,881,619 | | | Ginnie Mae Series 2015-165 ZA, 3.500%, 07/20/2045 | | | | | 4,112,549 | | | | | | 0.2 | | |
7,179,074 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 7,437,573 | | | | | | 0.4 | | |
2,532,854 | | | Ginnie Mae Series 2015-H03 FA, 0.590%, (US0001M + 0.500%), 12/20/2064 | | | | | 2,542,790 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
104,918 | | | Ginnie Mae Series 2015-H04 FL, 0.560%, (US0001M + 0.470%), 02/20/2065 | | | | $ | 105,552 | | | | | | 0.0 | | |
3,105,727 | | | Ginnie Mae Series 2015-H05 FC, 0.570%, (US0001M + 0.480%), 02/20/2065 | | | | | 3,118,387 | | | | | | 0.2 | | |
1,602,593 | | | Ginnie Mae Series 2015-H06 FA, 0.570%, (US0001M + 0.480%), 02/20/2065 | | | | | 1,610,275 | | | | | | 0.1 | | |
2,984,742 | | | Ginnie Mae Series 2015-H08 FB, 0.720%, (US0001M + 0.630%), 03/20/2065 | | | | | 3,007,932 | | | | | | 0.2 | | |
2,290,242 | | | Ginnie Mae Series 2015-H08 FC, 0.570%, (US0001M + 0.480%), 03/20/2065 | | | | | 2,302,331 | | | | | | 0.1 | | |
3,685,725 | | | Ginnie Mae Series 2015-H09 FA, 0.710%, (US0001M + 0.620%), 04/20/2065 | | | | | 3,715,406 | | | | | | 0.2 | | |
6,402,357 | | | Ginnie Mae Series 2015-H10 FA, 0.690%, (US0001M + 0.600%), 04/20/2065 | | | | | 6,447,855 | | | | | | 0.4 | | |
1,994,448 | | | Ginnie Mae Series 2015-H10 FH, 0.690%, (US0001M + 0.600%), 04/20/2065 | | | | | 2,008,743 | | | | | | 0.1 | | |
246,733 | | | Ginnie Mae Series 2015-H12 FA, 0.570%, (US0001M + 0.480%), 05/20/2065 | | | | | 248,040 | | | | | | 0.0 | | |
1,861,581 | | | Ginnie Mae Series 2015-H12 FL, 0.320%, (US0001M + 0.230%), 05/20/2065 | | | | | 1,858,827 | | | | | | 0.1 | | |
637,304 | | | Ginnie Mae Series 2015-H14 FB, 0.520%, (US0001M + 0.430%), 05/20/2065 | | | | | 638,876 | | | | | | 0.0 | | |
1,441,076 | | | Ginnie Mae Series 2015-H18 FB, 0.690%, (US0001M + 0.600%), 07/20/2065 | | | | | 1,451,384 | | | | | | 0.1 | | |
1,061,162 | | | Ginnie Mae Series 2015-H20 FB, 0.690%, (US0001M + 0.600%), 08/20/2065 | | | | | 1,069,033 | | | | | | 0.1 | | |
1,896,741 | | | Ginnie Mae Series 2015-H22 FC, 0.690%, (US0001M + 0.600%), 09/20/2065 | | | | | 1,911,396 | | | | | | 0.1 | | |
1,539,749 | | | Ginnie Mae Series 2015-H26 FA, 0.610%, (US0001M + 0.520%), 10/20/2065 | | | | | 1,550,948 | | | | | | 0.1 | | |
3,414,753 | | | Ginnie Mae Series 2015-H26 FC, 0.690%, (US0001M + 0.600%), 08/20/2065 | | | | | 3,429,686 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
292,900 | | | Ginnie Mae Series 2015-H26 FG, 0.610%, (US0001M + 0.520%), 10/20/2065 | | | | $ | 294,524 | | | | | | 0.0 | | |
2,007,164 | | | Ginnie Mae Series 2015-H27 FA, 0.840%, (US0001M + 0.750%), 09/20/2065 | | | | | 2,031,103 | | | | | | 0.1 | | |
2,529,970 | | | Ginnie Mae Series 2015-H29 FL, 0.690%, (US0001M + 0.600%), 11/20/2065 | | | | | 2,550,522 | | | | | | 0.1 | | |
32,387,646 | | | Ginnie Mae Series 2015-H30 FC, 0.750%, (US0001M + 0.660%), 11/20/2065 | | | | | 32,699,293 | | | | | | 1.8 | | |
125,305 | | | Ginnie Mae Series 2015-H30 FD, 0.690%, (US0001M + 0.600%), 10/20/2065 | | | | | 126,125 | | | | | | 0.0 | | |
3,417,556 | | | Ginnie Mae Series 2015-H30 FE, 0.690%, (US0001M + 0.600%), 11/20/2065 | | | | | 3,451,901 | | | | | | 0.2 | | |
2,649,854 | | | Ginnie Mae Series 2015-H31 FT, 0.740%, (US0001M + 0.650%), 11/20/2065 | | | | | 2,664,813 | | | | | | 0.2 | | |
7,594,621 (1) | | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 1,041,137 | | | | | | 0.1 | | |
6,814,160 (1) | | | Ginnie Mae Series 2016-20 BS, 6.013%, (-1.000*US0001M + 6.100%), 02/20/2046 | | | | | 1,340,147 | | | | | | 0.1 | | |
4,057,406 (2) | | | Ginnie Mae Series 2016-5 AB, 4.687%, 01/20/2046 | | | | | 4,585,160 | | | | | | 0.3 | | |
6,850,331 | | | Ginnie Mae Series 2016-69 B, 3.000%, 05/20/2046 | | | | | 7,196,984 | | | | | | 0.4 | | |
654,893 | | | Ginnie Mae Series 2016-H01 FL, 0.740%, (US0001M + 0.650%), 12/20/2065 | | | | | 658,869 | | | | | | 0.0 | | |
1,112,461 | | | Ginnie Mae Series 2016-H02 FH, 1.090%, (US0001M + 1.000%), 01/20/2066 | | | | | 1,135,041 | | | | | | 0.1 | | |
223,624 | | | Ginnie Mae Series 2016-H03 FB, 0.740%, (US0001M + 0.650%), 01/20/2066 | | | | | 225,788 | | | | | | 0.0 | | |
2,829,020 | | | Ginnie Mae Series 2016-H04 FK, 1.140%, (US0001M + 1.050%), 02/20/2066 | | | | | 2,866,806 | | | | | | 0.2 | | |
379,088 | | | Ginnie Mae Series 2016-H07 FK, 1.090%, (US0001M + 1.000%), 03/20/2066 | | | | | 386,691 | | | | | | 0.0 | | |
6,429,545 | | | Ginnie Mae Series 2016-H08 FT, 0.810%, (US0001M + 0.720%), 02/20/2066 | | | | | 6,473,131 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,231,180 | | | Ginnie Mae Series 2016-H09 FB, 0.990%, (US0001M + 0.900%), 04/20/2066 | | | | $ | 1,252,571 | | | | | | 0.1 | | |
2,555,278 | | | Ginnie Mae Series 2016-H11 F, 0.890%, (US0001M + 0.800%), 05/20/2066 | | | | | 2,590,795 | | | | | | 0.1 | | |
1,108,147 | | | Ginnie Mae Series 2016-H11 FE, 0.940%, (US0001M + 0.850%), 04/20/2066 | | | | | 1,125,479 | | | | | | 0.1 | | |
3,023,639 | | | Ginnie Mae Series 2016-H13 FD, 0.520%, (H15T1Y + 0.450%), 05/20/2066 | | | | | 3,002,413 | | | | | | 0.2 | | |
776,582 | | | Ginnie Mae Series 2016-H13 FT, 0.670%, (US0001M + 0.580%), 05/20/2066 | | | | | 779,307 | | | | | | 0.0 | | |
389,016 | | | Ginnie Mae Series 2016-H20 FG, 0.790%, (US0001M + 0.700%), 08/20/2066 | | | | | 391,700 | | | | | | 0.0 | | |
2,451,514 | | | Ginnie Mae Series 2016-H21 FH, 0.940%, (US0001M + 0.850%), 09/20/2066 | | | | | 2,490,773 | | | | | | 0.1 | | |
3,622,389 | | | Ginnie Mae Series 2017-107 QZ, 3.000%, 08/20/2045 | | | | | 3,794,999 | | | | | | 0.2 | | |
2,933,196 (1) | | | Ginnie Mae Series 2017-123 IO, 5.000%, 08/16/2047 | | | | | 640,681 | | | | | | 0.0 | | |
2,890,000 | | | Ginnie Mae Series 2017-162 PL, 3.000%, 10/20/2047 | | | | | 3,045,598 | | | | | | 0.2 | | |
2,071,192 | | | Ginnie Mae Series 2017-56 HM, 3.000%, 12/20/2046 | | | | | 2,192,233 | | | | | | 0.1 | | |
4,823,449 | | | Ginnie Mae Series 2017-56 JZ, 3.000%, 04/20/2047 | | | | | 5,186,189 | | | | | | 0.3 | | |
29,909,267 | | | Ginnie Mae Series 2017-H05 FC, 0.840%, (US0001M + 0.750%), 02/20/2067 | | | | | 30,310,345 | | | | | | 1.7 | | |
1,353,135 | | | Ginnie Mae Series 2017-H07 FG, 0.550%, (US0001M + 0.460%), 02/20/2067 | | | | | 1,357,757 | | | | | | 0.1 | | |
183,545 | | | Ginnie Mae Series 2017-H14 FD, 0.560%, (US0001M + 0.470%), 06/20/2067 | | | | | 184,386 | | | | | | 0.0 | | |
1,560,172 | | | Ginnie Mae Series 2017-H14 FV, 0.590%, (US0001M + 0.500%), 06/20/2067 | | | | | 1,569,887 | | | | | | 0.1 | | |
2,382,317 | | | Ginnie Mae Series 2017-H17 FG, 0.590%, (US0001M + 0.500%), 08/20/2067 | | | | | 2,393,172 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,803,428 | | | Ginnie Mae Series 2017-H19 FA, 0.540%, (US0001M + 0.450%), 08/20/2067 | | | | $ | 1,807,667 | | | | | | 0.1 | | |
28,310,544 | | | Ginnie Mae Series 2017-H23 FC, 0.540%, (US0001M + 0.450%), 11/20/2067 | | | | | 28,403,964 | | | | | | 1.6 | | |
1,877,614 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,009,937 | | | | | | 0.1 | | |
320,242 | | | Ginnie Mae Series 2018-163 DZ, 4.500%, 11/20/2048 | | | | | 365,451 | | | | | | 0.0 | | |
2,976,347 | | | Ginnie Mae Series 2018-H04 FM, 0.390%, (US0001M + 0.300%), 03/20/2068 | | | | | 2,976,307 | | | | | | 0.2 | | |
730,523 | | | Ginnie Mae Series 2018-H07 FE, 0.440%, (US0001M + 0.350%), 02/20/2068 | | | | | 731,176 | | | | | | 0.0 | | |
6,871,381 | | | Ginnie Mae Series 2018-H14 FG, 0.440%, (US0001M + 0.350%), 09/20/2068 | | | | | 6,879,989 | | | | | | 0.4 | | |
7,893,476 | | | Ginnie Mae Series 2018-H18 FC, 0.440%, (US0001M + 0.350%), 08/20/2065 | | | | | 7,900,768 | | | | | | 0.4 | | |
3,202,897 | | | Ginnie Mae Series 2019-1 Z, 4.000%, 01/20/2049 | | | | | 3,379,255 | | | | | | 0.2 | | |
5,100,243 | | | Ginnie Mae Series 2019-100 FD, 0.487%, (US0001M + 0.400%), 08/20/2049 | | | | | 5,128,801 | | | | | | 0.3 | | |
1,285,182 | | | Ginnie Mae Series 2019-29 AI, 5.000%, 07/20/2048 | | | | | 186,129 | | | | | | 0.0 | | |
12,000,000 (1) | | | Ginnie Mae Series 2019-56 YI, 5.000%, 05/20/2049 | | | | | 3,632,603 | | | | | | 0.2 | | |
1,247,156 | | | Ginnie Mae Series 2019-H01 FJ, 0.390%, (US0001M + 0.300%), 09/20/2068 | | | | | 1,247,184 | | | | | | 0.1 | | |
1,648,318 | | | Ginnie Mae Series 2019-H01 FL, 0.540%, (US0001M + 0.450%), 12/20/2068 | | | | | 1,653,527 | | | | | | 0.1 | | |
4,242,400 | | | Ginnie Mae Series 2019-H05 FL, 0.570%, (US0001M + 0.480%), 03/20/2069 | | | | | 4,255,449 | | | | | | 0.2 | | |
276,109 | | | Ginnie Mae Series 2019-H10 FM, 0.490%, (US0001M + 0.400%), 05/20/2069 | | | | | 276,375 | | | | | | 0.0 | | |
3,175,994 | | | Ginnie Mae Series 2019-H19 FB, 0.540%, (US0001M + 0.450%), 11/20/2069 | | | | | 3,186,525 | | | | | | 0.2 | | |
30,425,954 (1) | | | Ginnie Mae Series 2020-47 LI, 3.500%, 04/20/2050 | | | | | 4,340,278 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,686,288 | | | Ginnie Mae Series 2020-H01 FT, 0.610%, (H15T1Y + 0.500%), 01/20/2070 | | | | $ | 1,677,116 | | | | | | 0.1 | | |
8,227,130 | | | Ginnie Mae Series 2020-H10 FD, 0.487%, (US0001M + 0.400%), 05/20/2070 | | | | | 8,242,026 | | | | | | 0.5 | | |
843,761 | | | Ginnie Mae, 0.560%, (US0001M + 0.470%), 08/20/2061 | | | | | 846,594 | | | | | | 0.1 | | |
922,754 | | | Seasoned Credit Risk Transfer Trust Series 2017-2 MA, 3.000%, 08/25/2056 | | | | | 961,771 | | | | | | 0.1 | | |
5,458,853 | | | Seasoned Credit Risk Transfer Trust Series 2019-1 M55D, 4.000%, 07/25/2058 | | | | | 5,942,306 | | | | | | 0.3 | | |
6,035,000 | | | Seasoned Loans Structured Transaction Series 2019-1 A2, 3.500%, 05/25/2029 | | | | | 6,470,130 | | | | | | 0.4 | | |
1,050,000 | | | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | | | | | 1,109,878 | | | | | | 0.1 | | |
273,545 | | | Ginnie Mae Series 2010-H26 LF, 0.440%, (US0001M + 0.350%), 08/20/2058 | | | | | 273,806 | | | | | | 0.0 | | |
2,354,582 | | | Ginnie Mae Series 2015-H23 FB, 0.610%, (US0001M + 0.520%), 09/20/2065 | | | | | 2,370,927 | | | | | | 0.1 | | |
1,595,169 | | | Ginnie Mae Series 2017-122 CZ, 3.000%, 08/20/2047 | | | | | 1,751,202 | | | | | | 0.1 | | |
2,744,196 | | | Ginnie Mae Series 2019-1 LZ, 3.500%, 01/20/2049 | | | | | 3,057,622 | | | | | | 0.2 | | |
12,087,081 (1) | | | Ginnie Mae Series 2021-58 SB, 6.213%, (-1.000*US0001M + 6.300%), 04/20/2051 | | | | | 2,183,512 | | | | | | 0.1 | | |
18,362,640 (1) | | | Ginnie Mae Series 2021-77 SK, 3.213%, (-1.000*US0001M + 3.300%), 05/20/2051 | | | | | 1,790,313 | | | | | | 0.1 | | |
101,406 (2) | | | Ginnie Mae Series 2021-H09 Z, 3.073%, 10/20/2066 | | | | | 109,152 | | | | | | 0.0 | | |
1,669,908 | | | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | | | | | 1,775,172 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $857,600,526) | | | | | 869,947,688 | | | | | | 48.2 | | |
|
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 66.8% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 1.1%(5) | | ||||||||||||
1,059,366 | | | 3.500%, 07/01/2047 | | | | $ | 1,127,093 | | | | | | 0.1 | | |
2,400,069 | | | 3.500%, 12/01/2047 | | | | | 2,586,226 | | | | | | 0.2 | | |
4,126,206 | | | 3.500%, 03/01/2048 | | | | | 4,505,600 | | | | | | 0.3 | | |
4,621,132 | | | 3.500%, 11/01/2048 | | | | | 5,050,031 | | | | | | 0.3 | | |
1,567,473 | | | 4.000%, 07/01/2047 | | | | | 1,691,809 | | | | | | 0.1 | | |
646,944 | | | 4.500%, 08/01/2047 | | | | | 706,068 | | | | | | 0.1 | | |
137,998 | | | 5.290%, 10/01/2037 | | | | | 153,383 | | | | | | 0.0 | | |
25,408 | | | 5.410%, 07/01/2037 | | | | | 28,358 | | | | | | 0.0 | | |
13,805 | | | 5.410%, 08/01/2037 | | | | | 15,395 | | | | | | 0.0 | | |
36,946 | | | 5.440%, 01/01/2037 | | | | | 41,277 | | | | | | 0.0 | | |
19,235 | | | 5.440%, 02/01/2037 | | | | | 21,481 | | | | | | 0.0 | | |
48,359 | | | 5.440%, 04/01/2037 | | | | | 54,056 | | | | | | 0.0 | | |
29,969 | | | 5.440%, 09/01/2037 | | | | | 33,480 | | | | | | 0.0 | | |
28,551 | | | 5.440%, 02/01/2038 | | | | | 31,898 | | | | | | 0.0 | | |
132,232 | | | 5.450%, 12/01/2037 | | | | | 146,335 | | | | | | 0.0 | | |
101,872 | | | 5.450%, 12/01/2037 | | | | | 113,178 | | | | | | 0.0 | | |
39,280 | | | 5.460%, 05/01/2037 | | | | | 43,914 | | | | | | 0.0 | | |
33,947 | | | 5.460%, 08/01/2037 | | | | | 37,952 | | | | | | 0.0 | | |
37,378 | | | 5.460%, 01/01/2038 | | | | | 41,555 | | | | | | 0.0 | | |
36,164 | | | 5.480%, 08/01/2037 | | | | | 40,458 | | | | | | 0.0 | | |
75,937 | | | 5.500%, 08/01/2037 | | | | | 85,867 | | | | | | 0.0 | | |
89,733 | | | 5.500%, 11/01/2037 | | | | | 100,813 | | | | | | 0.0 | | |
27,478 | | | 5.500%, 04/01/2038 | | | | | 30,769 | | | | | | 0.0 | | |
17,275 | | | 5.520%, 10/01/2037 | | | | | 19,342 | | | | | | 0.0 | | |
38,151 | | | 5.620%, 12/01/2036 | | | | | 42,754 | | | | | | 0.0 | | |
63,380 | | | 5.620%, 03/01/2037 | | | | | 71,059 | | | | | | 0.0 | | |
64,602 | | | 5.620%, 08/01/2037 | | | | | 72,469 | | | | | | 0.0 | | |
139,196 | | | 5.625%, 12/01/2036 | | | | | 156,045 | | | | | | 0.0 | | |
180,909 | | | 5.625%, 01/01/2037 | | | | | 202,889 | | | | | | 0.0 | | |
166,230 | | | 5.625%, 03/01/2037 | | | | | 186,380 | | | | | | 0.0 | | |
90,250 | | | 5.625%, 06/01/2037 | | | | | 101,134 | | | | | | 0.0 | | |
79,977 | | | 5.625%, 07/01/2037 | | | | | 89,618 | | | | | | 0.0 | | |
44,216 | | | 5.625%, 02/01/2038 | | | | | 49,546 | | | | | | 0.0 | | |
564,924 | | | 5.750%, 09/01/2037 | | | | | 655,103 | | | | | | 0.0 | | |
77,276 | | | 5.750%, 10/01/2037 | | | | | 86,684 | | | | | | 0.0 | | |
142,215 | | | 5.750%, 11/01/2037 | | | | | 159,609 | | | | | | 0.0 | | |
94,488 | | | 6.090%, 12/01/2037 | | | | | 106,216 | | | | | | 0.0 | | |
5,784 | | | 7.500%, 01/01/2030 | | | | | 6,799 | | | | | | 0.0 | | |
7,762 | | | 8.000%, 01/01/2030 | | | | | 7,797 | | | | | | 0.0 | | |
| | | | | | | | 18,700,440 | | | | | | 1.1 | | |
| | | Federal National Mortgage Association: 0.6%(5) | | ||||||||||||
6,109,358 | | | 4.000%, 07/01/2056 | | | | | 6,858,929 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association (continued) | | ||||||||||||
1,121,684 | | | 4.500%, 09/01/2047 | | | | $ | 1,290,432 | | | | | | 0.1 | | |
254,629 | | | 5.290%, 09/01/2037 | | | | | 270,742 | | | | | | 0.0 | | |
282,466 | | | 5.290%, 11/01/2037 | | | | | 309,007 | | | | | | 0.1 | | |
80,300 | | | 5.290%, 12/01/2037 | | | | | 83,533 | | | | | | 0.0 | | |
256,720 | | | 5.290%, 04/01/2038 | | | | | 276,534 | | | | | | 0.0 | | |
48,884 | | | 5.350%, 04/01/2029 | | | | | 54,014 | | | | | | 0.0 | | |
35,832 | | | 5.350%, 09/01/2029 | | | | | 39,772 | | | | | | 0.0 | | |
67,278 | | | 5.390%, 05/01/2038 | | | | | 77,223 | | | | | | 0.0 | | |
116,418 | | | 5.440%, 08/01/2047 | | | | | 128,101 | | | | | | 0.0 | | |
174,329 | | | 5.440%, 08/01/2047 | | | | | 188,710 | | | | | | 0.0 | | |
164,145 | | | 5.440%, 08/01/2047 | | | | | 177,642 | | | | | | 0.0 | | |
175,387 | | | 5.440%, 09/01/2047 | | | | | 189,857 | | | | | | 0.0 | | |
274,947 | | | 5.440%, 10/01/2047 | | | | | 302,931 | | | | | | 0.0 | | |
93,161 | | | 5.440%, 05/01/2048 | | | | | 102,512 | | | | | | 0.0 | | |
64,420 | | | 5.620%, 12/01/2036 | | | | | 69,598 | | | | | | 0.0 | | |
32,934 | | | 5.875%, 06/01/2035 | | | | | 33,346 | | | | | | 0.0 | | |
102,721 | | | 5.890%, 08/01/2047 | | | | | 111,468 | | | | | | 0.0 | | |
110,910 | | | 5.890%, 10/01/2047 | | | | | 120,943 | | | | | | 0.0 | | |
14,986 | | | 5.900%, 09/01/2028 | | | | | 15,950 | | | | | | 0.0 | | |
10,795 | | | 6.600%, 07/01/2027 | | | | | 10,961 | | | | | | 0.0 | | |
25,100 | | | 6.600%, 09/01/2027 | | | | | 25,374 | | | | | | 0.0 | | |
26,279 | | | 6.600%, 11/01/2027 | | | | | 26,475 | | | | | | 0.0 | | |
22,680 | | | 6.600%, 06/01/2028 | | | | | 22,850 | | | | | | 0.0 | | |
| | | | | | | | 10,786,904 | | | | | | 0.6 | | |
| | | Government National Mortgage Association: 63.4% | | ||||||||||||
255,254,000 (6) | | | 2.000%, 11/15/2051 | | | | | 258,464,621 | | | | | | 14.3 | | |
61,000,000 | | | 2.500%, 09/20/2051 | | | | | 63,082,467 | | | | | | 3.5 | | |
902,296 | | | 3.000%, 04/20/2045 | | | | | 951,156 | | | | | | 0.1 | | |
411,742 | | | 3.000%, 11/20/2045 | | | | | 435,955 | | | | | | 0.0 | | |
182,797 | | | 3.000%, 12/20/2045 | | | | | 191,390 | | | | | | 0.0 | | |
225,664 | | | 3.000%, 12/20/2045 | | | | | 236,133 | | | | | | 0.0 | | |
112,357 | | | 3.000%, 12/20/2045 | | | | | 117,524 | | | | | | 0.0 | | |
68,988 | | | 3.000%, 01/20/2046 | | | | | 72,172 | | | | | | 0.0 | | |
2,956,712 | | | 3.000%, 02/20/2050 | | | | | 3,092,387 | | | | | | 0.2 | | |
280,540,000 (6) | | | 3.000%, 11/15/2051 | | | | | 292,627,332 | | | | | | 16.2 | | |
4,569,378 | | | 3.180%, 04/15/2041 | | | | | 4,591,947 | | | | | | 0.3 | | |
1,237,006 | | | 3.500%, 04/20/2043 | | | | | 1,337,385 | | | | | | 0.1 | | |
1,449,286 | | | 3.500%, 06/20/2045 | | | | | 1,566,241 | | | | | | 0.1 | | |
4,024,361 | | | 3.500%, 04/20/2046 | | | | | 4,268,948 | | | | | | 0.3 | | |
6,092,083 | | | 3.500%, 03/20/2047 | | | | | 6,683,828 | | | | | | 0.4 | | |
797,133 | | | 3.500%, 07/20/2047 | | | | | 844,521 | | | | | | 0.1 | | |
1,332,681 | | | 3.500%, 07/20/2047 | | | | | 1,431,260 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
30,844,634 | | | 3.500%, 12/20/2047 | | | | $ | 32,939,305 | | | | | | 1.8 | | |
10,802,751 | | | 3.500%, 01/20/2048 | | | | | 11,540,014 | | | | | | 0.7 | | |
7,965,829 | | | 3.500%, 02/20/2048 | | | | | 8,501,653 | | | | | | 0.5 | | |
4,346,015 | | | 3.500%, 02/20/2048 | | | | | 4,682,542 | | | | | | 0.3 | | |
15,066,821 | | | 3.500%, 03/20/2048 | | | | | 16,137,414 | | | | | | 0.9 | | |
11,000,000 (6) | | | 3.500%, 10/15/2051 | | | | | 11,567,402 | | | | | | 0.7 | | |
21,104 (2) | | | 3.630%, 02/20/2063 | | | | | 21,101 | | | | | | 0.0 | | |
2,779,788 | | | 3.750%, 05/20/2042 | | | | | 2,978,744 | | | | | | 0.2 | | |
3,261,410 | | | 3.750%, 05/20/2042 | | | | | 3,498,766 | | | | | | 0.2 | | |
85,886 | | | 4.000%, 05/20/2033 | | | | | 92,813 | | | | | | 0.0 | | |
12,796 | | | 4.000%, 08/15/2033 | | | | | 13,723 | | | | | | 0.0 | | |
33,584 | | | 4.000%, 01/15/2034 | | | | | 36,063 | | | | | | 0.0 | | |
435,784 | | | 4.000%, 05/20/2034 | | | | | 463,775 | | | | | | 0.0 | | |
1,227,704 | | | 4.000%, 07/20/2034 | | | | | 1,313,127 | | | | | | 0.1 | | |
485,719 | | | 4.000%, 07/20/2034 | | | | | 517,603 | | | | | | 0.0 | | |
84,014 | | | 4.000%, 08/20/2035 | | | | | 89,349 | | | | | | 0.0 | | |
980,329 | | | 4.000%, 09/20/2040 | | | | | 1,046,714 | | | | | | 0.1 | | |
1,566,221 | | | 4.000%, 07/20/2041 | | | | | 1,683,251 | | | | | | 0.1 | | |
6,223,703 | | | 4.000%, 08/20/2042 | | | | | 6,825,491 | | | | | | 0.4 | | |
284,343 | | | 4.000%, 09/15/2042 | | | | | 307,834 | | | | | | 0.0 | | |
1,103,945 | | | 4.000%, 10/20/2043 | | | | | 1,203,160 | | | | | | 0.1 | | |
1,796,946 | | | 4.000%, 12/20/2044 | | | | | 1,942,651 | | | | | | 0.1 | | |
1,809,634 | | | 4.000%, 01/20/2045 | | | | | 1,956,592 | | | | | | 0.1 | | |
456,168 | | | 4.000%, 06/20/2045 | | | | | 498,349 | | | | | | 0.0 | | |
1,921,963 | | | 4.000%, 07/20/2045 | | | | | 2,096,682 | | | | | | 0.1 | | |
2,135,959 | | | 4.000%, 09/20/2045 | | | | | 2,331,792 | | | | | | 0.1 | | |
106,450 | | | 4.000%, 12/20/2045 | | | | | 113,164 | | | | | | 0.0 | | |
380,785 | | | 4.000%, 01/20/2046 | | | | | 407,231 | | | | | | 0.0 | | |
3,945,654 | | | 4.000%, 01/20/2046 | | | | | 4,266,474 | | | | | | 0.3 | | |
99,305 | | | 4.000%, 02/20/2046 | | | | | 108,030 | | | | | | 0.0 | | |
2,491,834 | | | 4.000%, 03/20/2046 | | | | | 2,704,428 | | | | | | 0.2 | | |
1,214,649 | | | 4.000%, 04/20/2046 | | | | | 1,302,207 | | | | | | 0.1 | | |
526,970 | | | 4.000%, 08/20/2046 | | | | | 564,912 | | | | | | 0.0 | | |
2,918,698 | | | 4.000%, 09/20/2047 | | | | | 3,107,888 | | | | | | 0.2 | | |
23,511,222 | | | 4.000%, 02/20/2050 | | | | | 24,929,770 | | | | | | 1.4 | | |
1,241,427 (2) | | | 4.327%, 10/20/2064 | | | | | 1,312,645 | | | | | | 0.1 | | |
5,203 (2) | | | 4.342%, 09/20/2062 | | | | | 5,317 | | | | | | 0.0 | | |
1,932 (2) | | | 4.398%, 04/20/2063 | | | | | 2,036 | | | | | | 0.0 | | |
37,153 (2) | | | 4.414%, 04/20/2066 | | | | | 39,101 | | | | | | 0.0 | | |
31,804 (2) | | | 4.437%, 04/20/2065 | | | | | 33,054 | | | | | | 0.0 | | |
58,748 (2) | | | 4.494%, 02/20/2068 | | | | | 61,580 | | | | | | 0.0 | | |
851,491 (2) | | | 4.495%, 01/20/2065 | | | | | 919,980 | | | | | | 0.1 | | |
5,396 | | | 4.500%, 07/20/2036 | | | | | 5,767 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
619,000 | | | 4.500%, 10/15/2039 | | | | $ | 708,445 | | | | | | 0.1 | | |
344,772 | | | 4.500%, 11/15/2039 | | | | | 394,958 | | | | | | 0.0 | | |
455,705 | | | 4.500%, 11/15/2039 | | | | | 521,997 | | | | | | 0.0 | | |
125,306 | | | 4.500%, 12/15/2039 | | | | | 143,413 | | | | | | 0.0 | | |
312,059 | | | 4.500%, 01/15/2040 | | | | | 351,545 | | | | | | 0.0 | | |
25,601 | | | 4.500%, 01/20/2040 | | | | | 27,514 | | | | | | 0.0 | | |
1,399,461 | | | 4.500%, 02/15/2040 | | | | | 1,583,739 | | | | | | 0.1 | | |
145,088 | | | 4.500%, 06/15/2040 | | | | | 162,107 | | | | | | 0.0 | | |
24,066 | | | 4.500%, 07/20/2040 | | | | | 25,865 | | | | | | 0.0 | | |
143,347 | | | 4.500%, 08/20/2040 | | | | | 153,945 | | | | | | 0.0 | | |
793,400 | | | 4.500%, 09/20/2041 | | | | | 887,159 | | | | | | 0.1 | | |
383,705 | | | 4.500%, 10/20/2048 | | | | | 409,781 | | | | | | 0.0 | | |
177,833 | | | 4.500%, 11/20/2048 | | | | | 190,054 | | | | | | 0.0 | | |
5,391,058 | | | 4.500%, 12/20/2048 | | | | | 5,761,000 | | | | | | 0.3 | | |
135,957 | | | 4.500%, 01/20/2049 | | | | | 145,693 | | | | | | 0.0 | | |
482,697 | | | 4.500%, 03/20/2049 | | | | | 515,454 | | | | | | 0.0 | | |
80,127 | | | 4.500%, 05/20/2049 | | | | | 85,555 | | | | | | 0.0 | | |
8,524,735 | | | 4.500%, 11/20/2049 | | | | | 9,107,242 | | | | | | 0.5 | | |
10,921,711 | | | 4.500%, 12/20/2049 | | | | | 11,654,998 | | | | | | 0.7 | | |
1,795,507 (2) | | | 4.529%, 01/20/2065 | | | | | 1,931,733 | | | | | | 0.1 | | |
24,245 (2) | | | 4.537%, 10/20/2067 | | | | | 25,761 | | | | | | 0.0 | | |
1,733,898 (2) | | | 4.550%, 02/20/2065 | | | | | 1,867,150 | | | | | | 0.1 | | |
33,371 | | | 4.580%, 12/20/2033 | | | | | 35,950 | | | | | | 0.0 | | |
29,304 | | | 4.580%, 01/20/2034 | | | | | 31,607 | | | | | | 0.0 | | |
44,871 | | | 4.580%, 03/20/2034 | | | | | 47,998 | | | | | | 0.0 | | |
45,536 | | | 4.580%, 04/20/2034 | | | | | 49,116 | | | | | | 0.0 | | |
35,130 | | | 4.580%, 04/20/2034 | | | | | 37,895 | | | | | | 0.0 | | |
44,222 | | | 4.580%, 06/20/2034 | | | | | 47,701 | | | | | | 0.0 | | |
189,423 (2) | | | 4.676%, 09/20/2064 | | | | | 204,344 | | | | | | 0.0 | | |
358,924 (2) | | | 4.682%, 10/20/2064 | | | | | 386,093 | | | | | | 0.0 | | |
567,222 (2) | | | 4.683%, 09/20/2064 | | | | | 595,351 | | | | | | 0.1 | | |
409 (2) | | | 4.700%, 06/20/2061 | | | | | 459 | | | | | | 0.0 | | |
5,145 (2) | | | 4.700%, 08/20/2061 | | | | | 5,559 | | | | | | 0.0 | | |
584,418 | | | 4.750%, 06/15/2029 | | | | | 643,255 | | | | | | 0.1 | | |
151,250 | | | 4.750%, 01/15/2030 | | | | | 165,629 | | | | | | 0.0 | | |
54,402 | | | 4.750%, 06/20/2033 | | | | | 58,423 | | | | | | 0.0 | | |
60,927 | | | 4.750%, 07/20/2033 | | | | | 65,377 | | | | | | 0.0 | | |
87,631 | | | 4.750%, 07/20/2033 | | | | | 94,110 | | | | | | 0.0 | | |
35,070 | | | 4.750%, 07/20/2033 | | | | | 37,451 | | | | | | 0.0 | | |
64,143 | | | 4.750%, 08/20/2033 | | | | | 68,866 | | | | | | 0.0 | | |
27,129 | | | 4.750%, 08/20/2033 | | | | | 29,126 | | | | | | 0.0 | | |
22,851 | | | 4.750%, 09/20/2033 | | | | | 24,532 | | | | | | 0.0 | | |
57,239 | | | 4.750%, 10/20/2033 | | | | | 61,832 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
25,234 | | | 4.750%, 11/20/2033 | | | | $ | 27,088 | | | | | | 0.0 | | |
22,437 | | | 4.750%, 12/20/2033 | | | | | 24,083 | | | | | | 0.0 | | |
294,704 | | | 4.750%, 09/15/2034 | | | | | 330,670 | | | | | | 0.0 | | |
38,539 | | | 4.920%, 03/20/2033 | | | | | 41,468 | | | | | | 0.0 | | |
24,537 | | | 4.920%, 04/20/2033 | | | | | 26,387 | | | | | | 0.0 | | |
47,078 | | | 4.920%, 04/20/2033 | | | | | 50,647 | | | | | | 0.0 | | |
31,539 | | | 4.920%, 05/20/2033 | | | | | 33,916 | | | | | | 0.0 | | |
30,450 | | | 4.920%, 05/20/2033 | | | | | 32,764 | | | | | | 0.0 | | |
30,846 | | | 4.920%, 05/20/2033 | | | | | 33,187 | | | | | | 0.0 | | |
28,096 | | | 4.920%, 05/20/2033 | | | | | 30,216 | | | | | | 0.0 | | |
9,256 | | | 5.000%, 03/20/2024 | | | | | 9,918 | | | | | | 0.0 | | |
687,439 | | | 5.000%, 04/20/2030 | | | | | 753,508 | | | | | | 0.1 | | |
173,266 | | | 5.000%, 07/15/2033 | | | | | 196,272 | | | | | | 0.0 | | |
55,611 | | | 5.000%, 03/15/2034 | | | | | 63,859 | | | | | | 0.0 | | |
33,046 | | | 5.000%, 04/15/2034 | | | | | 37,441 | | | | | | 0.0 | | |
65,402 | | | 5.000%, 01/15/2035 | | | | | 74,097 | | | | | | 0.0 | | |
90,336 | | | 5.000%, 03/15/2035 | | | | | 102,239 | | | | | | 0.0 | | |
10,696 | | | 5.000%, 03/15/2035 | | | | | 12,284 | | | | | | 0.0 | | |
228,189 | | | 5.000%, 04/15/2035 | | | | | 264,245 | | | | | | 0.0 | | |
54,149 | | | 5.000%, 04/15/2035 | | | | | 62,476 | | | | | | 0.0 | | |
18,014 | | | 5.000%, 05/15/2035 | | | | | 20,648 | | | | | | 0.0 | | |
53,866 | | | 5.000%, 05/20/2035 | | | | | 60,679 | | | | | | 0.0 | | |
283,555 | | | 5.000%, 11/20/2035 | | | | | 319,401 | | | | | | 0.0 | | |
127,515 | | | 5.000%, 04/20/2036 | | | | | 143,328 | | | | | | 0.0 | | |
42,268 | | | 5.000%, 06/20/2038 | | | | | 44,786 | | | | | | 0.0 | | |
15,399 | | | 5.000%, 08/20/2038 | | | | | 16,681 | | | | | | 0.0 | | |
171,776 | | | 5.000%, 10/20/2038 | | | | | 184,715 | | | | | | 0.0 | | |
30,488 | | | 5.000%, 11/20/2038 | | | | | 32,146 | | | | | | 0.0 | | |
114,743 | | | 5.000%, 01/20/2039 | | | | | 123,266 | | | | | | 0.0 | | |
57,886 | | | 5.000%, 02/15/2039 | | | | | 65,520 | | | | | | 0.0 | | |
216,401 | | | 5.000%, 03/15/2039 | | | | | 245,200 | | | | | | 0.0 | | |
751,483 | | | 5.000%, 11/15/2039 | | | | | 876,120 | | | | | | 0.1 | | |
687,176 | | | 5.000%, 11/15/2039 | | | | | 801,078 | | | | | | 0.1 | | |
61,437 | | | 5.000%, 11/15/2039 | | | | | 69,598 | | | | | | 0.0 | | |
90,884 | | | 5.000%, 04/15/2040 | | | | | 104,720 | | | | | | 0.0 | | |
686,663 | | | 5.000%, 09/15/2040 | | | | | 796,345 | | | | | | 0.1 | | |
603,648 | | | 5.000%, 07/20/2041 | | | | | 688,921 | | | | | | 0.1 | | |
278,620,000 (6) | | | 5.000%, 11/15/2051 | | | | | 287,141,852 | | | | | | 15.9 | | |
10,146 | | | 5.250%, 01/15/2024 | | | | | 10,511 | | | | | | 0.0 | | |
41,941 | | | 5.250%, 06/15/2028 | | | | | 46,598 | | | | | | 0.0 | | |
64,753 | | | 5.250%, 06/15/2029 | | | | | 72,250 | | | | | | 0.0 | | |
893,772 | | | 5.250%, 01/20/2036 | | | | | 999,796 | | | | | | 0.1 | | |
114,515 | | | 5.290%, 07/20/2037 | | | | | 125,555 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
131,356 | | | 5.290%, 08/20/2037 | | | | $ | 144,724 | | | | | | 0.0 | | |
164,168 | | | 5.290%, 08/20/2037 | | | | | 180,020 | | | | | | 0.0 | | |
99,229 | | | 5.290%, 09/20/2037 | | | | | 108,763 | | | | | | 0.0 | | |
367,291 | | | 5.290%, 09/20/2037 | | | | | 405,181 | | | | | | 0.0 | | |
115,090 | | | 5.290%, 01/20/2038 | | | | | 126,166 | | | | | | 0.0 | | |
5,869 | | | 5.350%, 01/15/2029 | | | | | 6,639 | | | | | | 0.0 | | |
10,949 | | | 5.350%, 01/20/2029 | | | | | 12,011 | | | | | | 0.0 | | |
30,612 | | | 5.350%, 04/20/2029 | | | | | 33,661 | | | | | | 0.0 | | |
29,926 | | | 5.350%, 06/20/2029 | | | | | 32,903 | | | | | | 0.0 | | |
36,989 | | | 5.350%, 10/20/2029 | | | | | 40,669 | | | | | | 0.0 | | |
79,933 | | | 5.350%, 07/20/2033 | | | | | 88,556 | | | | | | 0.0 | | |
13,957 | | | 5.350%, 08/20/2033 | | | | | 15,343 | | | | | | 0.0 | | |
147,165 | | | 5.390%, 08/20/2038 | | | | | 155,126 | | | | | | 0.0 | | |
73,449 | | | 5.390%, 09/15/2038 | | | | | 83,083 | | | | | | 0.0 | | |
26,054 | | | 5.490%, 08/20/2033 | | | | | 28,862 | | | | | | 0.0 | | |
46,528 | | | 5.490%, 09/20/2033 | | | | | 51,527 | | | | | | 0.0 | | |
55,331 | | | 5.490%, 09/20/2033 | | | | | 61,290 | | | | | | 0.0 | | |
45,031 | | | 5.490%, 09/20/2033 | | | | | 49,741 | | | | | | 0.0 | | |
228,450 | | | 5.490%, 09/20/2033 | | | | | 253,703 | | | | | | 0.0 | | |
207,396 | | | 5.490%, 10/20/2033 | | | | | 230,337 | | | | | | 0.0 | | |
295,794 | | | 5.490%, 10/20/2033 | | | | | 329,314 | | | | | | 0.0 | | |
293,637 | | | 5.490%, 11/20/2033 | | | | | 327,934 | | | | | | 0.0 | | |
262,768 | | | 5.490%, 11/20/2033 | | | | | 293,013 | | | | | | 0.0 | | |
172,262 | | | 5.490%, 12/20/2033 | | | | | 191,183 | | | | | | 0.0 | | |
145,765 | | | 5.490%, 12/20/2033 | | | | | 161,716 | | | | | | 0.0 | | |
229,564 | | | 5.490%, 12/20/2033 | | | | | 254,077 | | | | | | 0.0 | | |
46,545 | | | 5.490%, 01/20/2034 | | | | | 51,531 | | | | | | 0.0 | | |
39,576 | | | 5.490%, 03/20/2034 | | | | | 43,768 | | | | | | 0.0 | | |
132,214 | | | 5.490%, 03/20/2034 | | | | | 146,116 | | | | | | 0.0 | | |
39,889 | | | 5.490%, 06/20/2034 | | | | | 44,187 | | | | | | 0.0 | | |
24,807 | | | 5.500%, 08/15/2024 | | | | | 25,037 | | | | | | 0.0 | | |
15,547 | | | 5.500%, 08/20/2024 | | | | | 17,197 | | | | | | 0.0 | | |
541 | | | 5.500%, 04/20/2029 | | | | | 599 | | | | | | 0.0 | | |
191,479 | | | 5.500%, 09/15/2029 | | | | | 215,610 | | | | | | 0.0 | | |
139,220 | | | 5.500%, 10/15/2029 | | | | | 157,583 | | | | | | 0.0 | | |
30,302 | | | 5.500%, 12/20/2032 | | | | | 35,333 | | | | | | 0.0 | | |
100,076 | | | 5.500%, 08/20/2033 | | | | | 117,019 | | | | | | 0.0 | | |
61,235 | | | 5.500%, 11/20/2033 | | | | | 62,706 | | | | | | 0.0 | | |
28,053 | | | 5.500%, 12/20/2033 | | | | | 32,480 | | | | | | 0.0 | | |
63,674 | | | 5.500%, 03/20/2034 | | | | | 65,223 | | | | | | 0.0 | | |
165,030 | | | 5.500%, 04/20/2034 | | | | | 193,642 | | | | | | 0.0 | | |
115,341 | | | 5.500%, 04/20/2034 | | | | | 121,293 | | | | | | 0.0 | | |
83,031 | | | 5.500%, 06/20/2034 | | | | | 85,776 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
166,401 | | | 5.500%, 06/20/2034 | | | | $ | 184,720 | | | | | | 0.0 | | |
72,494 | | | 5.500%, 07/20/2034 | | | | | 80,337 | | | | | | 0.0 | | |
104,300 | | | 5.500%, 01/20/2035 | | | | | 109,745 | | | | | | 0.0 | | |
161,433 | | | 5.500%, 05/15/2035 | | | | | 180,259 | | | | | | 0.0 | | |
25,577 | | | 5.500%, 06/20/2035 | | | | | 28,348 | | | | | | 0.0 | | |
198,164 | | | 5.500%, 07/15/2035 | | | | | 221,552 | | | | | | 0.0 | | |
179,377 | | | 5.500%, 08/15/2035 | | | | | 200,355 | | | | | | 0.0 | | |
118,512 | | | 5.500%, 09/20/2035 | | | | | 131,556 | | | | | | 0.0 | | |
150,006 | | | 5.500%, 04/15/2036 | | | | | 167,446 | | | | | | 0.0 | | |
36,692 | | | 5.500%, 06/20/2036 | | | | | 43,139 | | | | | | 0.0 | | |
4,490 | | | 5.500%, 06/20/2038 | | | | | 5,014 | | | | | | 0.0 | | |
17,874 | | | 5.500%, 08/20/2038 | | | | | 19,974 | | | | | | 0.0 | | |
7,719 | | | 5.500%, 09/20/2038 | | | | | 8,612 | | | | | | 0.0 | | |
1,525 | | | 5.500%, 10/20/2038 | | | | | 1,673 | | | | | | 0.0 | | |
31,587 | | | 5.500%, 11/20/2038 | | | | | 35,322 | | | | | | 0.0 | | |
2,192 | | | 5.500%, 12/20/2038 | | | | | 2,446 | | | | | | 0.0 | | |
48,444 | | | 5.500%, 01/15/2039 | | | | | 54,010 | | | | | | 0.0 | | |
5,862 | | | 5.500%, 01/20/2039 | | | | | 6,421 | | | | | | 0.0 | | |
27,795 | | | 5.500%, 06/15/2039 | | | | | 30,952 | | | | | | 0.0 | | |
16,574 | | | 5.500%, 06/20/2039 | | | | | 18,214 | | | | | | 0.0 | | |
27,538 | | | 5.500%, 10/20/2039 | | | | | 32,241 | | | | | | 0.0 | | |
196,059 | | | 5.500%, 09/15/2040 | | | | | 219,233 | | | | | | 0.0 | | |
110,419 | | | 5.580%, 12/20/2033 | | | | | 122,331 | | | | | | 0.0 | | |
39,398 | | | 5.580%, 12/20/2033 | | | | | 44,051 | | | | | | 0.0 | | |
181,150 | | | 5.580%, 01/20/2034 | | | | | 201,140 | | | | | | 0.0 | | |
50,008 | | | 5.580%, 02/20/2034 | | | | | 55,381 | | | | | | 0.0 | | |
58,940 | | | 5.580%, 03/20/2034 | | | | | 65,294 | | | | | | 0.0 | | |
129,788 | | | 5.580%, 04/20/2034 | | | | | 144,010 | | | | | | 0.0 | | |
102,766 | | | 5.580%, 04/20/2034 | | | | | 115,259 | | | | | | 0.0 | | |
47,622 | | | 5.580%, 04/20/2034 | | | | | 53,224 | | | | | | 0.0 | | |
32,926 | | | 5.580%, 06/20/2034 | | | | | 36,819 | | | | | | 0.0 | | |
35,903 | | | 5.580%, 06/20/2034 | | | | | 40,240 | | | | | | 0.0 | | |
55,765 | | | 5.580%, 09/20/2034 | | | | | 62,361 | | | | | | 0.0 | | |
259,303 | | | 5.590%, 06/20/2033 | | | | | 290,706 | | | | | | 0.0 | | |
95,768 | | | 5.590%, 07/20/2033 | | | | | 106,179 | | | | | | 0.0 | | |
32,135 | | | 5.590%, 07/20/2033 | | | | | 36,008 | | | | | | 0.0 | | |
206,141 | | | 5.590%, 07/20/2033 | | | | | 229,519 | | | | | | 0.0 | | |
14,909 | | | 5.590%, 07/20/2033 | | | | | 16,529 | | | | | | 0.0 | | |
133,114 | | | 5.590%, 08/20/2033 | | | | | 147,759 | | | | | | 0.0 | | |
42,463 | | | 5.590%, 09/20/2033 | | | | | 47,560 | | | | | | 0.0 | | |
166,891 | | | 5.590%, 09/20/2033 | | | | | 185,053 | | | | | | 0.0 | | |
39,162 | | | 5.590%, 09/20/2033 | | | | | 43,883 | | | | | | 0.0 | | |
25,667 | | | 5.590%, 09/20/2033 | | | | | 28,707 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
64,797 | | | 5.590%, 10/20/2033 | | | | $ | 72,603 | | | | | | 0.0 | | |
49,396 | | | 5.590%, 11/20/2033 | | | | | 55,341 | | | | | | 0.0 | | |
26,905 | | | 5.590%, 11/20/2033 | | | | | 30,067 | | | | | | 0.0 | | |
50,095 | | | 5.590%, 11/20/2033 | | | | | 56,136 | | | | | | 0.0 | | |
35,069 | | | 5.590%, 11/20/2033 | | | | | 39,233 | | | | | | 0.0 | | |
78,026 | | | 5.590%, 12/20/2033 | | | | | 87,250 | | | | | | 0.0 | | |
125,338 | | | 5.740%, 08/20/2037 | | | | | 139,027 | | | | | | 0.0 | | |
144,207 | | | 5.740%, 09/20/2037 | | | | | 159,812 | | | | | | 0.0 | | |
81,427 | | | 5.740%, 09/20/2037 | | | | | 90,303 | | | | | | 0.0 | | |
248,520 | | | 5.740%, 09/20/2037 | | | | | 275,926 | | | | | | 0.0 | | |
270,960 | | | 5.740%, 10/20/2037 | | | | | 301,928 | | | | | | 0.0 | | |
90,654 | | | 5.740%, 04/20/2038 | | | | | 100,571 | | | | | | 0.0 | | |
37,901 | | | 5.750%, 11/15/2024 | | | | | 38,955 | | | | | | 0.0 | | |
525,856 | | | 5.750%, 07/15/2029 | | | | | 575,320 | | | | | | 0.0 | | |
346,672 | | | 5.750%, 08/15/2029 | | | | | 382,896 | | | | | | 0.0 | | |
66,756 | | | 5.750%, 11/15/2029 | | | | | 73,748 | | | | | | 0.0 | | |
473,019 | | | 5.750%, 11/15/2029 | | | | | 517,472 | | | | | | 0.0 | | |
40,990 | | | 5.770%, 03/20/2033 | | | | | 45,475 | | | | | | 0.0 | | |
147,087 | | | 5.770%, 03/20/2033 | | | | | 163,332 | | | | | | 0.0 | | |
104,958 | | | 5.770%, 04/20/2033 | | | | | 116,544 | | | | | | 0.0 | | |
36,662 | | | 5.770%, 04/20/2033 | | | | | 40,667 | | | | | | 0.0 | | |
41,207 | | | 5.770%, 04/20/2033 | | | | | 45,718 | | | | | | 0.0 | | |
134,976 | | | 5.770%, 05/20/2033 | | | | | 149,628 | | | | | | 0.0 | | |
30,536 | | | 5.770%, 05/20/2033 | | | | | 33,871 | | | | | | 0.0 | | |
35,423 | | | 5.770%, 05/20/2033 | | | | | 39,295 | | | | | | 0.0 | | |
82,742 | | | 5.770%, 05/20/2033 | | | | | 91,784 | | | | | | 0.0 | | |
38,587 | | | 5.770%, 06/20/2033 | | | | | 42,771 | | | | | | 0.0 | | |
77,729 | | | 5.770%, 07/20/2033 | | | | | 86,192 | | | | | | 0.0 | | |
63,206 | | | 5.770%, 07/20/2033 | | | | | 70,110 | | | | | | 0.0 | | |
1,423 | | | 5.770%, 11/20/2033 | | | | | 1,504 | | | | | | 0.0 | | |
30,792 | | | 5.900%, 05/20/2028 | | | | | 34,159 | | | | | | 0.0 | | |
28,357 | | | 5.900%, 09/20/2028 | | | | | 31,440 | | | | | | 0.0 | | |
1,205,715 | | | 5.970%, 11/15/2031 | | | | | 1,205,208 | | | | | | 0.1 | | |
6,902 | | | 6.000%, 01/20/2024 | | | | | 6,968 | | | | | | 0.0 | | |
24,565 | | | 6.000%, 10/15/2025 | | | | | 27,481 | | | | | | 0.0 | | |
125,300 | | | 6.000%, 04/15/2026 | | | | | 137,782 | | | | | | 0.0 | | |
33,853 | | | 6.000%, 10/20/2027 | | | | | 37,557 | | | | | | 0.0 | | |
97,817 | | | 6.000%, 05/15/2029 | | | | | 106,064 | | | | | | 0.0 | | |
92,880 | | | 6.000%, 07/15/2029 | | | | | 96,308 | | | | | | 0.0 | | |
51,964 | | | 6.000%, 10/20/2034 | | | | | 60,918 | | | | | | 0.0 | | |
123,774 | | | 6.000%, 03/15/2037 | | | | | 146,412 | | | | | | 0.0 | | |
65,214 | | | 6.000%, 08/20/2038 | | | | | 73,727 | | | | | | 0.0 | | |
12,184 | | | 6.000%, 09/20/2038 | | | | | 13,400 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
28,403 | | | 6.000%, 10/20/2038 | | | | $ | 32,436 | | | | | | 0.0 | | |
71,358 | | | 6.000%, 11/15/2038 | | | | | 80,023 | | | | | | 0.0 | | |
75,727 | | | 6.000%, 12/15/2038 | | | | | 84,903 | | | | | | 0.0 | | |
262,178 | | | 6.000%, 08/15/2039 | | | | | 298,075 | | | | | | 0.0 | | |
238,300 | | | 6.000%, 08/15/2039 | | | | | 268,729 | | | | | | 0.0 | | |
16,038 | | | 6.490%, 01/15/2028 | | | | | 17,964 | | | | | | 0.0 | | |
20,722 | | | 6.500%, 07/20/2029 | | | | | 23,558 | | | | | | 0.0 | | |
44,711 | | | 6.500%, 07/20/2032 | | | | | 46,138 | | | | | | 0.0 | | |
80,405 | | | 6.500%, 02/15/2034 | | | | | 86,766 | | | | | | 0.0 | | |
185 | | | 6.500%, 09/20/2034 | | | | | 189 | | | | | | 0.0 | | |
6,113 | | | 7.500%, 08/20/2027 | | | | | 6,907 | | | | | | 0.0 | | |
| | | | | | | | 1,144,487,837 | | | | | | 63.4 | | |
| | | Uniform Mortgage-Backed Securities: 1.7% | | ||||||||||||
14,000,000 (6) | | | 3.500%, 10/15/2051 | | | | | 14,814,024 | | | | | | 0.8 | | |
7,860,025 | | | 4.000%, 05/01/2042 | | | | | 8,707,995 | | | | | | 0.5 | | |
502,298 | | | 4.000%, 05/01/2045 | | | | | 550,288 | | | | | | 0.1 | | |
466,957 | | | 4.000%, 08/01/2046 | | | | | 511,016 | | | | | | 0.1 | | |
416,293 | | | 4.250%, 08/01/2035 | | | | | 456,573 | | | | | | 0.0 | | |
192,244 | | | 4.750%, 11/01/2034 | | | | | 209,904 | | | | | | 0.0 | | |
416,968 | | | 4.750%, 11/01/2034 | | | | | 466,491 | | | | | | 0.0 | | |
269,259 | | | 4.750%, 02/01/2035 | | | | | 296,246 | | | | | | 0.0 | | |
490,357 | | | 4.750%, 04/01/2035 | | | | | 547,825 | | | | | | 0.1 | | |
411,328 | | | 4.750%, 05/01/2035 | | | | | 459,572 | | | | | | 0.0 | | |
72,908 | | | 4.750%, 07/01/2035 | | | | | 79,547 | | | | | | 0.0 | | |
570,614 | | | 4.750%, 07/01/2035 | | | | | 639,482 | | | | | | 0.1 | | |
49,023 | | | 5.000%, 02/01/2033 | | | | | 53,931 | | | | | | 0.0 | | |
92,471 | | | 5.000%, 07/01/2033 | | | | | 101,745 | | | | | | 0.0 | | |
81,854 | | | 5.000%, 03/01/2036 | | | | | 90,057 | | | | | | 0.0 | | |
205,698 | | | 5.000%, 05/01/2036 | | | | | 227,201 | | | | | | 0.0 | | |
90,521 | | | 5.030%, 05/01/2037 | | | | | 99,709 | | | | | | 0.0 | | |
98,199 | | | 5.030%, 09/01/2037 | | | | | 108,176 | | | | | | 0.0 | | |
46,776 | | | 5.155%, 11/01/2036 | | | | | 51,746 | | | | | | 0.0 | | |
155,016 | | | 5.155%, 01/01/2037 | | | | | 171,531 | | | | | | 0.0 | | |
38,975 | | | 5.250%, 04/01/2032 | | | | | 43,242 | | | | | | 0.0 | | |
126,775 | | | 5.250%, 04/01/2032 | | | | | 140,914 | | | | | | 0.0 | | |
26,389 | | | 5.280%, 11/01/2036 | | | | | 29,315 | | | | | | 0.0 | | |
110,958 | | | 5.280%, 11/01/2036 | | | | | 123,244 | | | | | | 0.0 | | |
44,571 | | | 5.280%, 01/01/2037 | | | | | 49,513 | | | | | | 0.0 | | |
92,849 | | | 5.290%, 08/01/2037 | | | | | 103,121 | | | | | | 0.0 | | |
71,842 | | | 5.290%, 09/01/2037 | | | | | 79,790 | | | | | | 0.0 | | |
314,497 | | | 5.290%, 09/01/2037 | | | | | 351,618 | | | | | | 0.0 | | |
27,407 | | | 5.300%, 10/01/2036 | | | | | 30,450 | | | | | | 0.0 | | |
19,059 | | | 5.300%, 10/01/2036 | | | | | 21,172 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
116,224 | | | 5.300%, 12/01/2036 | | | | $ | 129,154 | | | | | | 0.0 | | |
80,521 | | | 5.300%, 12/01/2036 | | | | | 89,442 | | | | | | 0.0 | | |
65,388 | | | 5.300%, 02/01/2037 | | | | | 72,688 | | | | | | 0.0 | | |
50,997 | | | 5.300%, 05/01/2037 | | | | | 56,687 | | | | | | 0.0 | | |
240,265 | | | 5.300%, 08/01/2037 | | | | | 267,827 | | | | | | 0.0 | | |
122,289 | | | 5.390%, 12/01/2037 | | | | | 136,273 | | | | | | 0.0 | | |
168,254 | | | 5.405%, 11/01/2036 | | | | | 187,724 | | | | | | 0.0 | | |
220,494 | | | 5.405%, 02/01/2037 | | | | | 246,350 | | | | | | 0.0 | | |
83,790 | | | 5.740%, 07/01/2037 | | | | | 93,806 | | | | | | 0.0 | | |
12,049 | | | 7.500%, 05/01/2028 | | | | | 12,097 | | | | | | 0.0 | | |
| | | | | | | | 30,907,486 | | | | | | 1.7 | | |
| | | Total U.S. Government Agency Obligations (Cost $1,197,172,371) | | | | | 1,204,882,667 | | | | | | 66.8 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 3.6% | | |||||||||||||||
9,279,984 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K106 X1, 1.477%, 01/25/2030 | | | | | 909,586 | | | | | | 0.1 | | |
28,114,458 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K107 X1, 1.810%, 03/25/2030 | | | | | 3,497,877 | | | | | | 0.2 | | |
19,465,231 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K110 X1, 1.814%, 04/25/2030 | | | | | 2,394,276 | | | | | | 0.1 | | |
2,994,248 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K119 X1, 1.027%, 09/25/2030 | | | | | 215,740 | | | | | | 0.0 | | |
16,551,282 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.630%, 05/25/2035 | | | | | 2,701,778 | | | | | | 0.2 | | |
14,985,365 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.447%, 07/25/2035 | | | | | 2,151,704 | | | | | | 0.1 | | |
34,919,656 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1519 X1, 0.707%, 12/25/2035 | | | | | 2,301,027 | | | | | | 0.1 | | |
24,950,919 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates K740 X1, 0.845%, 09/25/2027 | | | | | 1,008,379 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
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 | | | | $ | 2,805,027 | | | | | | 0.2 | | |
34,881,936 (1)(2) | | | Freddie Mac Multifamily Structured Pass Through Certificates KLU3 X1, 2.080%, 01/25/2031 | | | | | 4,855,046 | | | | | | 0.3 | | |
284,850 (2) | | | Ginnie Mae 2004-23 Z, 5.728%, 03/16/2044 | | | | | 312,147 | | | | | | 0.0 | | |
4,693,964 (1)(2) | | | Ginnie Mae 2006-67 IO, 0.470%, 11/16/2046 | | | | | 13,316 | | | | | | 0.0 | | |
361,363 (2) | | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 361,263 | | | | | | 0.0 | | |
574,455 | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 590,096 | | | | | | 0.0 | | |
230,711 (1)(2) | | | Ginnie Mae 2008-45 IO, 0.855%, 02/16/2048 | | | | | 284 | | | | | | 0.0 | | |
181,232 (2) | | | Ginnie Mae 2009-115 D, 4.776%, 01/16/2050 | | | | | 187,392 | | | | | | 0.0 | | |
1,236,160 (1)(2) | | | Ginnie Mae 2010-122 IO, 0.241%, 02/16/2044 | | | | | 1,306 | | | | | | 0.0 | | |
60,655 (1)(2) | | | Ginnie Mae 2010-123 IA, 2.050%, 10/16/2052 | | | | | 693 | | | | | | 0.0 | | |
14,530,920 (1)(2) | | | Ginnie Mae 2011-47 IO, 0.157%, 01/16/2051 | | | | | 49,931 | | | | | | 0.0 | | |
127,395 (2) | | | Ginnie Mae 2011-53 B, 3.893%, 05/16/2051 | | | | | 130,352 | | | | | | 0.0 | | |
1,858,399 (2) | | | Ginnie Mae 2018-114 Z, 3.100%, 04/16/2060 | | | | | 1,982,809 | | | | | | 0.1 | | |
10,511,490 | | | Ginnie Mae 2018-116 Z, 3.000%, 06/16/2058 | | | | | 11,159,692 | | | | | | 0.6 | | |
1,876,413 | | | Ginnie Mae 2018-169 Z, 3.000%, 04/16/2061 | | | | | 1,990,601 | | | | | | 0.1 | | |
1,866,633 | | | Ginnie Mae 2019-17 Z, 3.000%, 12/16/2060 | | | | | 1,979,191 | | | | | | 0.1 | | |
2,465,357 (2) | | | Ginnie Mae 2019-19 Z, 3.200%, 11/16/2060 | | | | | 2,630,538 | | | | | | 0.2 | | |
2,177,714 | | | Ginnie Mae 2019-53 Z, 3.000%, 06/16/2061 | | | | | 2,283,228 | | | | | | 0.1 | | |
9,949,550 | | | Ginnie Mae 2021-60 GA, 3.100%, 05/16/2056 | | | | | 10,013,663 | | | | | | 0.6 | | |
5,029,231 | | | Ginnie Mae 2021-79, 1.750%, 08/16/2063 | | | | | 4,226,451 | | | | | | 0.2 | | |
2,512,523 | | | Ginnie Mae 2021-80 Z, 1.500%, 12/16/2062 | | | | | 2,094,464 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,333,712 | | | Ginnie Mae 2021-90 B, 1.750%, 05/16/2061 | | | | $ | 2,079,051 | | | | | | 0.1 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $65,001,874) | | | | | 64,926,908 | | | | | | 3.6 | | |
ASSET-BACKED SECURITIES: 0.1% | | |||||||||||||||
| | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
1,691,788 | | | Fannie Mae Grantor Trust 2001-T9 A1, 0.196%, (US0001M + 0.220%), 09/25/2031 | | | | | 1,669,557 | | | | | | 0.1 | | |
96,360 (2) | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.672%, 07/26/2033 | | | | | 98,444 | | | | | | 0.0 | | |
35,765 (2) | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.110%, 01/25/2032 | | | | | 38,275 | | | | | | 0.0 | | |
23,759 (2) | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | | 23,789 | | | | | | 0.0 | | |
21,685 (2) | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.000%, 05/25/2032 | | | | | 23,411 | | | | | | 0.0 | | |
| | | Total Asset-Backed Securities (Cost $1,848,004) | | | | | 1,853,476 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $2,121,622,775) | | | | | 2,141,610,739 | | | | | | 118.7 | | |
SHORT-TERM INVESTMENTS: 28.9% | | |||||||||||||||
| | | U.S. Treasury Bills: 28.9% | | ||||||||||||
8,800,000 (3) | | | United States Cash Management Bill, 0.040%, 01/25/2022 | | | | | 8,798,866 | | | | | | 0.5 | | |
512,840,000 | | | United States Treasury Bill, 0.050%, 03/31/2022 | | | | | 512,711,077 | | | | | | 28.4 | | |
| | | Total U.S. Treasury Bills | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $521,510,914) | | | | | 521,509,943 | | | | | | 28.9 | | |
| | | Total Investments in Securities (Cost $2,643,133,689) | | | | $ | 2,663,120,682 | | | | | | 147.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (858,663,581) | | | | | | (47.6) | | |
| | | Net Assets | | | | $ | 1,804,457,101 | | | | | | 100.0 | | |
|
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| US0001M | | | 1-month LIBOR | |
| Investment Type Allocation as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 66.8% | |
| Collateralized Mortgage Obligations | | | 48.2% | |
| Commercial Mortgage-Backed Securities | | | 3.6% | |
| Asset-Backed Securities | | | 0.1% | |
| Liabilities in Excess of Other Assets ,* | | | (18.7)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 869,947,688 | | | | | $ | — | | | | | $ | 869,947,688 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,204,882,667 | | | | | | — | | | | | | 1,204,882,667 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 64,926,908 | | | | | | — | | | | | | 64,926,908 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,853,476 | | | | | | — | | | | | | 1,853,476 | | |
Short-Term Investments | | | | | — | | | | | | 521,509,943 | | | | | | — | | | | | | 521,509,943 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 2,663,120,682 | | | | | $ | — | | | | | $ | 2,663,120,682 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 4,162,011 | | | | | | — | | | | | | — | | | | | | 4,162,011 | | |
Total Assets | | | | $ | 4,162,011 | | | | | $ | 2,663,120,682 | | | | | $ | — | | | | | $ | 2,667,282,693 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (261,477) | | | | | $ | — | | | | | $ | — | | | | | $ | (261,477) | | |
Total Liabilities | | | | $ | (261,477) | | | | | $ | — | | | | | $ | — | | | | | $ | (261,477) | | |
Voya GNMA Income Fund | as of September 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | 223 | | | | | | 12/21/21 | | | | | $ | 32,390,750 | | | | | $ | (256,176) | | |
U.S. Treasury Ultra Long Bond | | | | | 24 | | | | | | 12/21/21 | | | | | | 4,585,500 | | | | | | (5,301) | | |
| | | | | | | | | | | | | | | | $ | 36,976,250 | | | | | $ | (261,477) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (2,048) | | | | | | 12/21/21 | | | | | | (269,536,000) | | | | | | 2,921,168 | | |
U.S. Treasury 2-Year Note | | | | | (112) | | | | | | 12/31/21 | | | | | | (24,646,125) | | | | | | 12,917 | | |
U.S. Treasury 5-Year Note | | | | | (389) | | | | | | 12/31/21 | | | | | | (47,746,711) | | | | | | 248,456 | | |
U.S. Treasury Long Bond | | | | | (309) | | | | | | 12/21/21 | | | | | | (49,198,594) | | | | | | 979,470 | | |
| | | | | | | | | | | | | | | | $ | (391,127,430) | | | | | $ | 4,162,011 | | |
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* | | | | $ | 4,162,011 | | |
Total Asset Derivatives | | | | | | | $ | 4,162,011 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 261,477 | | |
Total Liability Derivatives | | | | | | | $ | 261,477 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 49,477 | | |
Total | | | | $ | 49,477 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (3,109,439) | | |
Total | | | | $ | (3,109,439) | | |
| Cost for federal income tax purposes was $2,653,495,350. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 20,914,119 | | |
| Gross Unrealized Depreciation | | | | | (7,388,253) | | |
| Net Unrealized Appreciation | | | | $ | 13,525,866 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 96.1% | | |||||||||||||||
| | | Basic Materials: 6.2% | | ||||||||||||
1,625,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | $ | 1,661,562 | | | | | | 0.2 | | |
1,350,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 1,395,562 | | | | | | 0.1 | | |
2,525,000 (1)(2) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 2,427,775 | | | | | | 0.2 | | |
1,900,000 (2) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 2,019,462 | | | | | | 0.2 | | |
2,025,000 (2) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 2,131,090 | | | | | | 0.2 | | |
2,325,000 (1)(2) | | | Diamond BC BV, 4.625%, 10/01/2029 | | | | | 2,362,816 | | | | | | 0.2 | | |
2,200,000 (2) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 2,224,750 | | | | | | 0.2 | | |
1,700,000 (2) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 1,800,028 | | | | | | 0.2 | | |
520,000 (1)(2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 537,992 | | | | | | 0.1 | | |
4,080,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 4,233,000 | | | | | | 0.4 | | |
235,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 249,100 | | | | | | 0.0 | | |
950,000 (1) | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 1,028,375 | | | | | | 0.1 | | |
2,250,000 (1)(2) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 2,230,313 | | | | | | 0.2 | | |
2,200,000 (2) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 2,428,393 | | | | | | 0.3 | | |
2,200,000 (2) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | | 2,224,750 | | | | | | 0.2 | | |
2,450,000 (2)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750)%, 02/15/2026 | | | | | 2,501,070 | | | | | | 0.3 | | |
1,501,000 (2) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 1,666,770 | | | | | | 0.2 | | |
2,375,000 (2) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 2,484,844 | | | | | | 0.3 | | |
2,500,000 (1)(2) | | | Novelis Corp., 3.875%, 08/15/2031 | | | | | 2,475,750 | | | | | | 0.3 | | |
500,000 (2) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 526,975 | | | | | | 0.1 | | |
1,576,000 (2) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 1,657,637 | | | | | | 0.2 | | |
650,000 (2) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 669,403 | | | | | | 0.1 | | |
1,350,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 1,404,000 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
2,550,000 (1) | | | Olin Corp., 5.000%, 02/01/2030 | | | | $ | 2,699,813 | | | | | | 0.3 | | |
2,725,000 (2) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 2,837,713 | | | | | | 0.3 | | |
765,000 (2) | | | SPCM SA, 3.125%, 03/15/2027 | | | | | 766,874 | | | | | | 0.1 | | |
1,530,000 (1)(2) | | | SPCM SA, 3.375%, 03/15/2030 | | | | | 1,530,727 | | | | | | 0.2 | | |
2,650,000 (1)(2) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 2,689,750 | | | | | | 0.3 | | |
2,325,000 (1)(2) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 2,316,281 | | | | | | 0.2 | | |
440,000 (2) | | | Unifrax Escrow Issuer Corp., 5.250%, 09/30/2028 | | | | | 446,050 | | | | | | 0.0 | | |
805,000 (1)(2) | | | Unifrax Escrow Issuer Corp., 7.500%, 09/30/2029 | | | | | 825,946 | | | | | | 0.1 | | |
2,625,000 (1)(2) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 2,484,536 | | | | | | 0.3 | | |
| | | | | | | | 58,939,107 | | | | | | 6.2 | | |
| | | Communications: 15.3% | | ||||||||||||
2,200,000 (1)(2) | | | Acuris Finance US, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | | | 2,192,025 | | | | | | 0.2 | | |
2,600,000 (1)(2) | | | Altice Financing SA, 5.750%, 08/15/2029 | | | | | 2,522,000 | | | | | | 0.3 | | |
2,450,000 (1)(2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 2,356,704 | | | | | | 0.2 | | |
3,000,000 (2) | | | Altice France SA/France, 5.500%, 10/15/2029 | | | | | 2,973,502 | | | | | | 0.3 | | |
2,125,000 (2) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 2,289,156 | | | | | | 0.2 | | |
2,675,000 (2) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 2,732,793 | | | | | | 0.3 | | |
4,275,000 | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 4,408,594 | | | | | | 0.5 | | |
3,825,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 3,987,792 | | | | | | 0.4 | | |
2,325,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 2,429,974 | | | | | | 0.3 | | |
3,150,000 (2) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | | | | | 3,124,406 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,550,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | $ | 1,613,937 | | | | | | 0.2 | | |
1,325,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | | 1,396,338 | | | | | | 0.1 | | |
275,000 (1)(2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 261,987 | | | | | | 0.0 | | |
3,032,000 (1)(2) | | | CommScope Technologies LLC, 6.000%, 06/15/2025 | | | | | 3,073,690 | | | | | | 0.3 | | |
1,175,000 (1)(2) | | | CommScope, Inc., 4.750%, 09/01/2029 | | | | | 1,175,000 | | | | | | 0.1 | | |
3,575,000 (2) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 3,745,027 | | | | | | 0.4 | | |
2,500,000 (2) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 2,373,200 | | | | | | 0.2 | | |
1,175,000 (1) | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 1,260,164 | | | | | | 0.1 | | |
1,870,000 (2) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 1,903,950 | | | | | | 0.2 | | |
1,025,000 (2) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 1,109,078 | | | | | | 0.1 | | |
1,850,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 1,223,312 | | | | | | 0.1 | | |
1,100,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 483,098 | | | | | | 0.0 | | |
3,350,000 (2) | | | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | | | | | 3,500,750 | | | | | | 0.4 | | |
1,900,000 | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 1,864,175 | | | | | | 0.2 | | |
1,825,000 (1) | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 1,937,858 | | | | | | 0.2 | | |
2,500,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | | 2,685,013 | | | | | | 0.3 | | |
535,000 (1)(2) | | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | | | 562,419 | | | | | | 0.1 | | |
2,425,000 (1)(2) | | | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | | | | | 2,558,969 | | | | | | 0.3 | | |
2,225,000 (2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 2,338,646 | | | | | | 0.2 | | |
2,625,000 (1) | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 2,987,978 | | | | | | 0.3 | | |
875,000 (2) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 910,271 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
3,375,000 (1) | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | $ | 3,611,250 | | | | | | 0.4 | | |
2,400,000 (2) | | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | | | 2,450,248 | | | | | | 0.3 | | |
1,400,000 (1)(2) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 1,443,680 | | | | | | 0.1 | | |
2,900,000 (2) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 3,077,625 | | | | | | 0.3 | | |
485,000 (2) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 494,094 | | | | | | 0.0 | | |
875,000 (1) | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | | | 952,656 | | | | | | 0.1 | | |
2,685,000 (2) | | | Mav Acquisition Corp., 8.000%, 08/01/2029 | | | | | 2,569,129 | | | | | | 0.3 | | |
2,548,000 | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 2,633,995 | | | | | | 0.3 | | |
2,325,000 (2) | | | Midas OpCo Holdings LLC, 5.625%, 08/15/2029 | | | | | 2,408,700 | | | | | | 0.2 | | |
1,900,000 (2) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 1,981,624 | | | | | | 0.2 | | |
650,000 (1)(2) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 766,188 | | | | | | 0.1 | | |
2,775,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 3,403,954 | | | | | | 0.4 | | |
3,475,000 (1)(2) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 3,548,253 | | | | | | 0.4 | | |
400,000 (1)(2) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 401,896 | | | | | | 0.0 | | |
650,000 (1)(2) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 640,006 | | | | | | 0.1 | | |
2,650,000 (1)(2) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 2,723,365 | | | | | | 0.3 | | |
2,675,000 (2) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 2,618,156 | | | | | | 0.3 | | |
2,225,000 (1)(2) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 2,327,906 | | | | | | 0.2 | | |
2,350,000 (1)(2) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 2,458,335 | | | | | | 0.3 | | |
5,495,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 6,261,278 | | | | | | 0.7 | | |
1,600,000 (1) | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 1,940,760 | | | | | | 0.2 | | |
500,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 511,800 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
850,000 (2) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | $ | 887,719 | | | | | | 0.1 | | |
2,400,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 2,475,120 | | | | | | 0.3 | | |
1,550,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 1,741,813 | | | | | | 0.2 | | |
1,775,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 2,067,786 | | | | | | 0.2 | | |
875,000 (1)(2) | | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | | | 890,313 | | | | | | 0.1 | | |
4,060,000 (1)(2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 4,415,250 | | | | | | 0.5 | | |
2,475,000 (1)(2) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 2,656,937 | | | | | | 0.3 | | |
1,575,000 (4) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | | 1,805,848 | | | | | | 0.2 | | |
2,250,000 (1)(2) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 2,283,035 | | | | | | 0.2 | | |
500,000 (2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 521,875 | | | | | | 0.1 | | |
1,160,000 (1)(2) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 1,223,185 | | | | | | 0.1 | | |
1,910,000 (1)(2) | | | Viavi Solutions, Inc., 3.750%, 10/01/2029 | | | | | 1,916,590 | | | | | | 0.2 | | |
3,800,000 (1)(2) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 3,930,036 | | | | | | 0.4 | | |
1,800,000 (2) | | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | | | 1,841,274 | | | | | | 0.2 | | |
| | | | | | | | 145,863,485 | | | | | | 15.3 | | |
| | | Consumer, Cyclical: 20.8% | | ||||||||||||
2,250,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 2,230,313 | | | | | | 0.2 | | |
2,475,000 (2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 2,676,094 | | | | | | 0.3 | | |
2,675,000 (2) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 2,797,181 | | | | | | 0.3 | | |
3,125,000 (1)(2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 3,203,187 | | | | | | 0.3 | | |
665,000 (2) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 719,031 | | | | | | 0.1 | | |
3,325,000 (1)(2) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 3,501,541 | | | | | | 0.4 | | |
2,625,000 (1)(2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 2,859,412 | | | | | | 0.3 | | |
902,168 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 880,616 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,825,000 (1)(2) | | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | | $ | 1,646,789 | | | | | | 0.2 | | |
3,225,000 (1)(2) | | | American Airlines, Inc./ AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 3,478,969 | | | | | | 0.4 | | |
1,375,000 (1) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | | 1,467,812 | | | | | | 0.2 | | |
1,375,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 1,412,812 | | | | | | 0.1 | | |
1,155,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 1,206,975 | | | | | | 0.1 | | |
525,000 (1)(2)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750)%, 04/01/2027 | | | | | 521,889 | | | | | | 0.1 | | |
1,800,000 (2) | | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | | | 1,858,500 | | | | | | 0.2 | | |
1,700,000 (1)(2) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 1,844,500 | | | | | | 0.2 | | |
1,520,000 (2) | | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | | | 1,571,300 | | | | | | 0.2 | | |
645,000 (1)(2) | | | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | | | | | 653,869 | | | | | | 0.1 | | |
2,325,000 (2) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 2,450,567 | | | | | | 0.3 | | |
3,275,000 (1)(2) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 3,323,634 | | | | | | 0.3 | | |
2,475,000 (2) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 2,645,156 | | | | | | 0.3 | | |
1,150,000 (1)(2) | | | Carnival Corp., 9.875%, 08/01/2027 | | | | | 1,328,665 | | | | | | 0.1 | | |
2,525,000 (2) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 2,660,719 | | | | | | 0.3 | | |
1,975,000 (2) | | | Century Communities, Inc., 3.875%, 08/15/2029 | | | | | 1,997,219 | | | | | | 0.2 | | |
2,325,000 (2) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 2,497,341 | | | | | | 0.3 | | |
1,175,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 1,310,851 | | | | | | 0.1 | | |
455,000 | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 536,276 | | | | | | 0.1 | | |
960,000 (2) | | | Foot Locker, Inc., 4.000%, 10/01/2029 | | | | | 963,600 | | | | | | 0.1 | | |
2,275,000 | | | Ford Motor Co., 9.000%, 04/22/2025 | | | | | 2,738,599 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
3,500,000 | | | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | | | | $ | 3,511,375 | | | | | | 0.4 | | |
2,100,000 | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | | | 2,115,750 | | | | | | 0.2 | | |
2,550,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 2,707,462 | | | | | | 0.3 | | |
2,875,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 3,103,792 | | | | | | 0.3 | | |
2,300,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 2,573,125 | | | | | | 0.3 | | |
3,000,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 3,228,270 | | | | | | 0.3 | | |
2,275,000 (2) | | | Gap, Inc./The, 3.875%, 10/01/2031 | | | | | 2,277,844 | | | | | | 0.2 | | |
1,795,000 (1)(2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 1,896,462 | | | | | | 0.2 | | |
1,975,000 (2) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 2,075,913 | | | | | | 0.2 | | |
2,550,000 (2) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | | 2,686,195 | | | | | | 0.3 | | |
1,375,000 (1)(2) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 1,414,531 | | | | | | 0.1 | | |
3,475,000 | | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | | | | 4,313,344 | | | | | | 0.5 | | |
308,000 (1)(2) | | | Bath & Body Works, Inc., 9.375%, 07/01/2025 | | | | | 391,157 | | | | | | 0.0 | | |
2,400,000 (1)(2) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 2,402,196 | | | | | | 0.3 | | |
2,975,000 (2) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 3,056,277 | | | | | | 0.3 | | |
2,400,000 (1)(2) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 2,484,048 | | | | | | 0.3 | | |
700,000 (2) | | | M/I Homes, Inc., 3.950%, 02/15/2030 | | | | | 702,895 | | | | | | 0.1 | | |
2,075,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 2,173,562 | | | | | | 0.2 | | |
1,025,000 | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 1,009,430 | | | | | | 0.1 | | |
1,475,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 1,750,478 | | | | | | 0.2 | | |
1,750,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 1,951,250 | | | | | | 0.2 | | |
3,100,000 (2) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 3,111,687 | | | | | | 0.3 | | |
600,000 (1) | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 651,750 | | | | | | 0.1 | | |
675,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 714,616 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,375,000 (2) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | $ | 2,422,500 | | | | | | 0.3 | | |
1,925,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 2,040,500 | | | | | | 0.2 | | |
450,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 471,011 | | | | | | 0.0 | | |
1,825,000 (1)(2) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 1,806,111 | | | | | | 0.2 | | |
1,650,000 (1)(2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,701,563 | | | | | | 0.2 | | |
3,600,000 (2) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 3,933,198 | | | | | | 0.4 | | |
1,965,000 (1)(2) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 2,080,228 | | | | | | 0.2 | | |
2,825,000 (2) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | | 2,934,709 | | | | | | 0.3 | | |
1,150,000 (1)(2) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 1,177,921 | | | | | | 0.1 | | |
655,000 (2) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 712,676 | | | | | | 0.1 | | |
1,357,000 (2) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | | 1,550,033 | | | | | | 0.2 | | |
2,300,000 (2) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 2,484,000 | | | | | | 0.3 | | |
1,000,000 (1)(2) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 1,062,500 | | | | | | 0.1 | | |
950,000 (2) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 1,029,975 | | | | | | 0.1 | | |
2,000,000 (1)(2) | | | Scotts Miracle-Gro Co/The, 4.375%, 02/01/2032 | | | | | 2,018,750 | | | | | | 0.2 | | |
2,425,000 (2) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 2,496,913 | | | | | | 0.3 | | |
2,250,000 (2) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 2,314,721 | | | | | | 0.2 | | |
2,925,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 3,044,618 | | | | | | 0.3 | | |
3,500,000 (2) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 3,679,375 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,200,000 (1)(2) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | $ | 2,247,795 | | | | | | 0.2 | | |
2,425,000 (1)(2) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 2,500,806 | | | | | | 0.3 | | |
3,900,000 (1)(2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 3,802,500 | | | | | | 0.4 | | |
775,000 (1)(2) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 788,253 | | | | | | 0.1 | | |
1,149,000 (2) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,167,286 | | | | | | 0.1 | | |
2,425,000 (2) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 2,546,250 | | | | | | 0.3 | | |
1,920,000 (1)(2) | | | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | | | | | 1,924,800 | | | | | | 0.2 | | |
850,000 (2) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | | 949,875 | | | | | | 0.1 | | |
1,975,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 2,150,281 | | | | | | 0.2 | | |
800,000 (2) | | | United Airlines, Inc., 4.375%, 04/15/2026 | | | | | 822,000 | | | | | | 0.1 | | |
1,800,000 (2) | | | United Airlines, Inc., 4.625%, 04/15/2029 | | | | | 1,862,460 | | | | | | 0.2 | | |
1,850,000 (1) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 1,898,563 | | | | | | 0.2 | | |
2,650,000 (1)(2) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 2,785,680 | | | | | | 0.3 | | |
3,016,619 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 3,178,305 | | | | | | 0.3 | | |
2,650,000 (1)(2) | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 2,704,259 | | | | | | 0.3 | | |
3,200,000 (2) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 3,101,856 | | | | | | 0.3 | | |
1,055,000 (1)(2) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 1,215,888 | | | | | | 0.1 | | |
450,000 (1)(2) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 444,620 | | | | | | 0.0 | | |
2,350,000 (1)(2) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 2,276,574 | | | | | | 0.2 | | |
2,300,000 (1)(2) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 2,429,559 | | | | | | 0.3 | | |
1,025,000 (2)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250)%, 03/15/2026 | | | | | 1,060,106 | | | | | | 0.1 | | |
2,075,000 (2) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 2,153,643 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,190,000 (2) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | $ | 1,241,188 | | | | | | 0.1 | | |
2,370,000 (2) | | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | | | 2,396,663 | | | | | | 0.2 | | |
1,800,000 (2) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 1,881,324 | | | | | | 0.2 | | |
| | | | | | | | 197,778,662 | | | | | | 20.8 | | |
| | | Consumer, Non-cyclical: 16.2% | | ||||||||||||
3,000,000 (1)(2) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 3,157,395 | | | | | | 0.3 | | |
1,825,000 (1)(2) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 1,834,764 | | | | | | 0.2 | | |
3,045,000 (1)(2) | | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | | | 3,030,203 | | | | | | 0.3 | | |
2,125,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 2,123,353 | | | | | | 0.2 | | |
925,000 (1)(2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 997,844 | | | | | | 0.1 | | |
2,250,000 (2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 2,399,062 | | | | | | 0.3 | | |
1,100,000 (1)(2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | | | 1,086,932 | | | | | | 0.1 | | |
1,000,000 (1)(2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 1,058,530 | | | | | | 0.1 | | |
2,800,000 (1)(2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 3,049,830 | | | | | | 0.3 | | |
2,875,000 (2) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 2,957,656 | | | | | | 0.3 | | |
700,000 (1)(2) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 722,288 | | | | | | 0.1 | | |
2,450,000 (1)(2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 2,544,937 | | | | | | 0.3 | | |
4,275,000 (2) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 4,559,074 | | | | | | 0.5 | | |
750,000 (2) | | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | | | 778,125 | | | | | | 0.1 | | |
4,130,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 3,857,503 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,950,000 (2) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | $ | 2,000,856 | | | | | | 0.2 | | |
1,300,000 (2) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 1,352,000 | | | | | | 0.1 | | |
1,375,000 | | | Centene Corp., 2.500%, 03/01/2031 | | | | | 1,357,812 | | | | | | 0.1 | | |
1,140,000 (1) | | | Centene Corp., 2.625%, 08/01/2031 | | | | | 1,133,719 | | | | | | 0.1 | | |
3,450,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 3,764,122 | | | | | | 0.4 | | |
2,800,000 (2) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 2,904,496 | | | | | | 0.3 | | |
820,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 847,675 | | | | | | 0.1 | | |
2,325,000 (2) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 2,422,069 | | | | | | 0.3 | | |
1,050,000 (1)(2) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 1,057,875 | | | | | | 0.1 | | |
1,525,000 (1)(2) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | | 1,598,779 | | | | | | 0.2 | | |
2,650,000 (1)(2) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 2,775,875 | | | | | | 0.3 | | |
3,375,000 (1)(2) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 3,387,606 | | | | | | 0.4 | | |
3,195,000 (2) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 3,179,025 | | | | | | 0.3 | | |
2,350,000 (2) | | | CPI Acquisition, Inc., 8.625%, 03/15/2026 | | | | | 2,552,687 | | | | | | 0.3 | | |
475,000 (2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 463,125 | | | | | | 0.0 | | |
1,225,000 (2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 1,261,579 | | | | | | 0.1 | | |
615,000 (1) | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | | 647,164 | | | | | | 0.1 | | |
829,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 594,211 | | | | | | 0.1 | | |
542,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 543,957 | | | | | | 0.1 | | |
2,085,000 (2) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 2,182,953 | | | | | | 0.2 | | |
5,000,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 5,593,750 | | | | | | 0.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,125,000 | | | HCA, Inc., 5.625%, 09/01/2028 | | | | $ | 1,339,819 | | | | | | 0.1 | | |
2,080,000 (2) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 2,241,554 | | | | | | 0.2 | | |
1,700,000 (1)(2) | | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | | | 1,763,835 | | | | | | 0.2 | | |
3,225,000 (2) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 3,499,157 | | | | | | 0.4 | | |
1,600,000 (1)(2) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 3.750%, 12/01/2031 | | | | | 1,666,848 | | | | | | 0.2 | | |
1,825,000 (1)(2) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 2,032,083 | | | | | | 0.2 | | |
1,957,000 (2) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 2,124,323 | | | | | | 0.2 | | |
1,150,000 | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | | | 1,310,836 | | | | | | 0.1 | | |
3,440,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 4,234,497 | | | | | | 0.4 | | |
1,200,000 (1) | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 1,586,164 | | | | | | 0.2 | | |
1,875,000 (1)(2) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 1,872,656 | | | | | | 0.2 | | |
900,000 (1)(2) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 876,856 | | | | | | 0.1 | | |
2,150,000 (1)(2) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 2,028,503 | | | | | | 0.2 | | |
2,525,000 (2) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 2,622,086 | | | | | | 0.3 | | |
1,450,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | | 1,692,099 | | | | | | 0.2 | | |
400,000 (1)(2) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 389,620 | | | | | | 0.0 | | |
2,075,000 (1)(2) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 2,187,299 | | | | | | 0.2 | | |
2,300,000 (1)(2) | | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | | | 2,418,680 | | | | | | 0.3 | | |
1,853,000 (2) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,890,190 | | | | | | 0.2 | | |
625,000 (2) | | | Pilgrim’s Pride Corp., 3.500%, 03/01/2032 | | | | | 636,328 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,250,000 (2) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | $ | 1,344,687 | | | | | | 0.1 | | |
2,375,000 (2) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 2,528,187 | | | | | | 0.3 | | |
1,175,000 (1)(2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 1,185,552 | | | | | | 0.1 | | |
2,850,000 (1)(2) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 2,997,773 | | | | | | 0.3 | | |
2,375,000 (2) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 2,371,687 | | | | | | 0.3 | | |
3,275,000 (1)(2) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 3,448,084 | | | | | | 0.4 | | |
2,350,000 (1)(2) | | | Simmons Foods, Inc./ Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 2,370,668 | | | | | | 0.2 | | |
1,100,000 (1)(2) | | | Spectrum Brands, Inc., 3.875%, 03/15/2031 | | | | | 1,112,820 | | | | | | 0.1 | | |
1,150,000 (1)(2) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 1,275,063 | | | | | | 0.1 | | |
525,000 (1)(2) | | | Square, Inc., 2.750%, 06/01/2026 | | | | | 532,849 | | | | | | 0.1 | | |
1,550,000 (1)(2) | | | Square, Inc., 3.500%, 06/01/2031 | | | | | 1,591,819 | | | | | | 0.2 | | |
1,375,000 (2) | | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | | | 1,397,344 | | | | | | 0.1 | | |
2,900,000 (1)(2) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 3,050,104 | | | | | | 0.3 | | |
3,500,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 3,777,375 | | | | | | 0.4 | | |
2,965,000 (2) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 3,016,888 | | | | | | 0.3 | | |
2,750,000 (2) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 2,980,313 | | | | | | 0.3 | | |
765,000 | | | United Rentals North America, Inc., 3.750%, 01/15/2032 | | | | | 774,563 | | | | | | 0.1 | | |
1,650,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 1,746,558 | | | | | | 0.2 | | |
450,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | | 493,313 | | | | | | 0.1 | | |
1,950,000 (2) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 2,042,810 | | | | | | 0.2 | | |
| | | | | | | | 154,230,721 | | | | | | 16.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy: 15.4% | | ||||||||||||
3,500,000 (2) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | $ | 3,784,375 | | | | | | 0.4 | | |
1,475,000 (2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | | | 1,521,094 | | | | | | 0.2 | | |
2,075,000 (1)(2) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 2,146,172 | | | | | | 0.2 | | |
2,325,000 (2) | | | Antero Resources Corp., 5.375%, 03/01/2030 | | | | | 2,451,480 | | | | | | 0.3 | | |
515,000 (1)(2) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 576,414 | | | | | | 0.1 | | |
2,850,000 | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 3,085,125 | | | | | | 0.3 | | |
1,225,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 1,373,507 | | | | | | 0.1 | | |
1,475,000 (1)(2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 1,527,495 | | | | | | 0.2 | | |
950,000 (2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 1,000,264 | | | | | | 0.1 | | |
1,900,000 (2) | | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | | | 1,966,025 | | | | | | 0.2 | | |
2,175,000 (2) | | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | | | 2,190,606 | | | | | | 0.2 | | |
2,425,000 (1)(2) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 2,507,717 | | | | | | 0.3 | | |
2,400,000 (2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 2,516,016 | | | | | | 0.3 | | |
1,050,000 (1)(2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | | | 1,136,625 | | | | | | 0.1 | | |
1,075,000 (1)(2) | | | CNX Midstream Partners L.P., 4.750%, 04/15/2030 | | | | | 1,092,979 | | | | | | 0.1 | | |
600,000 (1)(2) | | | CNX Resources Corp., 6.000%, 01/15/2029 | | | | | 635,250 | | | | | | 0.1 | | |
2,850,000 (2) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 3,037,957 | | | | | | 0.3 | | |
1,125,000 | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | | | 1,261,406 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
625,000 (1)(2) | | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | | $ | 756,250 | | | | | | 0.1 | | |
2,850,000 (1)(2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 2,986,011 | | | | | | 0.3 | | |
1,425,000 (1) | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 1,606,242 | | | | | | 0.2 | | |
955,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | | 1,056,469 | | | | | | 0.1 | | |
200,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | | 233,958 | | | | | | 0.0 | | |
2,225,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 2,533,719 | | | | | | 0.3 | | |
1,950,000 (1) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 2,002,894 | | | | | | 0.2 | | |
1,075,000 (1)(2) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | | | 1,146,874 | | | | | | 0.1 | | |
1,100,000 (2) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 1,116,841 | | | | | | 0.1 | | |
1,725,000 (2) | | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | | | 1,778,906 | | | | | | 0.2 | | |
2,400,000 (1)(2) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 2,457,060 | | | | | | 0.3 | | |
4,025,000 (1) | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 4,263,381 | | | | | | 0.4 | | |
2,650,000 (2) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 2,744,406 | | | | | | 0.3 | | |
975,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 1,072,373 | | | | | | 0.1 | | |
1,200,000 (1)(2) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 1,316,940 | | | | | | 0.1 | | |
275,000 (1)(2) | | | EQT Corp., 3.125%, 05/15/2026 | | | | | 282,252 | | | | | | 0.0 | | |
275,000 (1)(2) | | | EQT Corp., 3.625%, 05/15/2031 | | | | | 286,894 | | | | | | 0.0 | | |
500,000 | | | EQT Corp., 5.000%, 01/15/2029 | | | | | 563,600 | | | | | | 0.1 | | |
1,400,000 (2) | | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | | | 1,417,500 | | | | | | 0.2 | | |
1,475,000 (1)(2) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 1,542,555 | | | | | | 0.2 | | |
1,000,000 (1)(2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 1,028,750 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,550,000 (1)(2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | $ | 1,595,415 | | | | | | 0.2 | | |
2,925,000 (1)(2) | | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 3,016,435 | | | | | | 0.3 | | |
1,600,000 (1)(2) | | | Laredo Petroleum, Inc., 7.750%, 07/31/2029 | | | | | 1,606,000 | | | | | | 0.2 | | |
4,100,000 (1)(2) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 3,806,091 | | | | | | 0.4 | | |
1,550,000 | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | | 1,615,100 | | | | | | 0.2 | | |
1,775,000 (1) | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 1,879,281 | | | | | | 0.2 | | |
1,800,000 (2) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 1,708,506 | | | | | | 0.2 | | |
1,115,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 1,091,758 | | | | | | 0.1 | | |
2,425,000 (2) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | | 2,544,128 | | | | | | 0.3 | | |
5,000,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 4,796,375 | | | | | | 0.5 | | |
3,745,000 (1) | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 4,152,269 | | | | | | 0.4 | | |
4,975,000 (1) | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 6,137,906 | | | | | | 0.6 | | |
2,375,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 2,978,915 | | | | | | 0.3 | | |
3,550,000 (1) | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 4,015,937 | | | | | | 0.4 | | |
1,300,000 | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | | | 1,791,845 | | | | | | 0.2 | | |
2,100,000 (2) | | | Precision Drilling Corp., 6.875%, 01/15/2029 | | | | | 2,196,600 | | | | | | 0.2 | | |
2,210,000 (2) | | | Rockcliff Energy II LLC, 5.500%, 10/15/2029 | | | | | 2,245,912 | | | | | | 0.2 | | |
2,950,000 (2) | | | Southwestern Energy Co., 5.375%, 02/01/2029 | | | | | 3,159,627 | | | | | | 0.3 | | |
625,000 | | | Southwestern Energy Co., 5.375%, 03/15/2030 | | | | | 675,297 | | | | | | 0.1 | | |
2,584,000 (2) | | | Strathcona Resources Ltd., 6.875%, 08/01/2026 | | | | | 2,564,171 | | | | | | 0.3 | | |
2,285,000 (1)(2) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 2,279,288 | | | | | | 0.2 | | |
675,000 | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 685,475 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,200,000 (1) | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | | $ | 1,251,000 | | | | | | 0.1 | | |
1,125,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,153,783 | | | | | | 0.1 | | |
1,650,000 (2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 1,788,188 | | | | | | 0.2 | | |
3,575,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 3,861,000 | | | | | | 0.4 | | |
2,050,000 (2) | | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | | | 2,042,938 | | | | | | 0.2 | | |
3,350,000 (2) | | | Transocean, Inc., 7.500%, 01/15/2026 | | | | | 2,720,167 | | | | | | 0.3 | | |
1,225,000 (2) | | | Venture Global Calcasieu Pass LLC, 3.875%, 08/15/2029 | | | | | 1,263,343 | | | | | | 0.1 | | |
1,900,000 (2) | | | Venture Global Calcasieu Pass LLC, 4.125%, 08/15/2031 | | | | | 1,983,125 | | | | | | 0.2 | | |
2,425,000 (2) | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 2,620,528 | | | | | | 0.3 | | |
1,625,000 (2) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 1,697,516 | | | | | | 0.2 | | |
3,225,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 3,710,588 | | | | | | 0.4 | | |
| | | | | | | | 146,638,889 | | | | | | 15.4 | | |
| | | Financial: 7.5% | | ||||||||||||
1,825,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,087,790 | | | | | | 0.2 | | |
2,275,000 (1)(2) | | | AmWINS Group, Inc., 4.875%, 06/30/2029 | | | | | 2,309,807 | | | | | | 0.2 | | |
2,425,000 (2) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 2,501,424 | | | | | | 0.3 | | |
2,050,000 (2) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 2,065,713 | | | | | | 0.2 | | |
2,025,000 (2) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 2,020,150 | | | | | | 0.2 | | |
3,200,000 (2) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 3,476,000 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
950,000 (1)(2) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | $ | 925,062 | | | | | | 0.1 | | |
1,300,000 (1)(2) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | | 1,326,130 | | | | | | 0.1 | | |
1,958,000 (1)(2) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 2,000,146 | | | | | | 0.2 | | |
690,000 (2) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 720,049 | | | | | | 0.1 | | |
1,075,000 (1)(2) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 1,142,166 | | | | | | 0.1 | | |
920,000 (1)(2) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 987,850 | | | | | | 0.1 | | |
2,400,000 (2) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 2,386,080 | | | | | | 0.2 | | |
1,050,000 (2) | | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | | | 1,079,820 | | | | | | 0.1 | | |
575,000 (1)(2) | | | LPL Holdings, Inc., 4.375%, 05/15/2031 | | | | | 601,102 | | | | | | 0.1 | | |
2,075,000 (2) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 2,155,406 | | | | | | 0.2 | | |
1,285,000 (2) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 1,386,194 | | | | | | 0.1 | | |
1,775,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | | 1,932,531 | | | | | | 0.2 | | |
800,000 (2) | | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | | | 793,412 | | | | | | 0.1 | | |
2,300,000 (1)(2) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 2,405,616 | | | | | | 0.3 | | |
700,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 714,875 | | | | | | 0.1 | | |
2,350,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 2,479,250 | | | | | | 0.3 | | |
2,450,000 (2) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 2,458,575 | | | | | | 0.3 | | |
2,750,000 (1) | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 2,775,795 | | | | | | 0.3 | | |
1,625,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 1,675,781 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
900,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | $ | 982,593 | | | | | | 0.1 | | |
700,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 697,375 | | | | | | 0.1 | | |
3,525,000 (1) | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 3,824,978 | | | | | | 0.4 | | |
2,425,000 (2) | | | PRA Group, Inc., 5.000%, 10/01/2029 | | | | | 2,431,063 | | | | | | 0.3 | | |
2,850,000 (2) | | | Rocket Mortgage LLC, 5.250%, 01/15/2028 | | | | | 3,074,438 | | | | | | 0.3 | | |
3,050,000 (1)(2) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 3,167,822 | | | | | | 0.3 | | |
2,300,000 (2) | | | Rocket Mortgage LLC, 2.875%, 10/15/2026 | | | | | 2,250,435 | | | | | | 0.2 | | |
2,500,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 2,593,750 | | | | | | 0.3 | | |
1,475,000 (1) | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 1,404,163 | | | | | | 0.1 | | |
910,000 (2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | | | | | 904,313 | | | | | | 0.1 | | |
1,825,000 (2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | | 1,866,062 | | | | | | 0.2 | | |
1,875,000 (1)(2) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 1,931,250 | | | | | | 0.2 | | |
2,000,000 (1)(2) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 2,056,680 | | | | | | 0.2 | | |
| | | | | | | | 71,591,646 | | | | | | 7.5 | | |
| | | Industrial: 10.2% | | ||||||||||||
3,725,000 (2)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 3,961,910 | | | | | | 0.4 | | |
2,950,000 (2) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | | 3,079,063 | | | | | | 0.3 | | |
800,000 (2) | | | Builders FirstSource, Inc., 4.250%, 02/01/2032 | | | | | 819,000 | | | | | | 0.1 | | |
1,875,000 (1)(2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 2,000,400 | | | | | | 0.2 | | |
3,150,000 (1)(2) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 3,261,037 | | | | | | 0.3 | | |
3,425,000 (2) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 3,604,881 | | | | | | 0.4 | | |
1,570,000 (2) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 1,645,368 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
700,000 (2) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | $ | 727,125 | | | | | | 0.1 | | |
800,000 (2) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 878,644 | | | | | | 0.1 | | |
2,325,000 | | | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | | | | | 2,325,000 | | | | | | 0.2 | | |
1,500,000 (1)(2) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | | 1,505,812 | | | | | | 0.2 | | |
2,650,000 (1)(2) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 2,671,306 | | | | | | 0.3 | | |
2,310,000 (1)(2) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 2,295,562 | | | | | | 0.2 | | |
535,000 (2) | | | GFL Environmental, Inc., 4.375%, 08/15/2029 | | | | | 541,019 | | | | | | 0.1 | | |
1,650,000 (2) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 1,689,847 | | | | | | 0.2 | | |
2,375,000 (2) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 2,440,313 | | | | | | 0.3 | | |
2,825,000 (1)(2) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 3,003,258 | | | | | | 0.3 | | |
2,325,000 (1)(2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 2,548,805 | | | | | | 0.3 | | |
2,925,000 (1)(2) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 3,029,623 | | | | | | 0.3 | | |
1,025,000 (2)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000)%, 01/15/2026 | | | | | 1,082,779 | | | | | | 0.1 | | |
2,875,000 (2) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 3,017,313 | | | | | | 0.3 | | |
2,225,000 (2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 2,278,022 | | | | | | 0.2 | | |
670,000 (2) | | | LSB Industries, Inc., 6.250%, 10/15/2028 | | | | | 676,700 | | | | | | 0.1 | | |
4,035,000 | | | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | | | | | 4,035,000 | | | | | | 0.4 | | |
1,650,000 (1)(2) | | | Madison IAQ LLC, 5.875%, 06/30/2029 | | | | | 1,664,528 | | | | | | 0.2 | | |
2,100,000 | | | Mozart Debt Merger Sub Inc., 3.875%, 04/01/2029 | | | | | 2,100,000 | | | | | | 0.2 | | |
2,320,000 | | | Mozart Debt Merger Sub Inc., 5.250%, 10/01/2029 | | | | | 2,320,000 | | | | | | 0.2 | | |
2,850,000 (2) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 3,103,907 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
3,815,000 (1)(2) | | | PGT Innovations, Inc., 4.375%, 10/01/2029 | | | | $ | 3,848,400 | | | | | | 0.4 | | |
3,300,000 (2) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 3,363,938 | | | | | | 0.3 | | |
1,535,000 (2) | | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | | | | | 1,575,294 | | | | | | 0.2 | | |
2,400,000 (2) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 2,655,000 | | | | | | 0.3 | | |
2,225,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 2,288,969 | | | | | | 0.2 | | |
1,455,000 (2) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 1,578,675 | | | | | | 0.2 | | |
2,875,000 (2) | | | Standard Industries, Inc./ NJ, 3.375%, 01/15/2031 | | | | | 2,739,731 | | | | | | 0.3 | | |
2,415,000 (1)(2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 2,608,200 | | | | | | 0.3 | | |
1,800,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 1,892,250 | | | | | | 0.2 | | |
1,875,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 1,969,809 | | | | | | 0.2 | | |
1,729,000 (1)(2) | | | TK Elevator Holdco GmbH, 7.625%, 07/15/2028 | | | | | 1,850,030 | | | | | | 0.2 | | |
1,725,000 (1) | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 1,725,000 | | | | | | 0.2 | | |
1,640,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 1,687,248 | | | | | | 0.2 | | |
2,275,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 2,349,870 | | | | | | 0.2 | | |
2,325,000 (1)(2) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 2,420,906 | | | | | | 0.3 | | |
| | | | | | | | 96,859,542 | | | | | | 10.2 | | |
| | | Technology: 3.2% | | ||||||||||||
2,750,000 (2) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 2,798,125 | | | | | | 0.3 | | |
2,375,000 (2) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 2,396,078 | | | | | | 0.2 | | |
1,625,000 (2) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 1,667,851 | | | | | | 0.2 | | |
550,000 (1)(2) | | | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | | | | | 564,438 | | | | | | 0.1 | | |
2,300,000 (2) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 2,416,219 | | | | | | 0.3 | | |
1,905,000 (2) | | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | | | | | 1,981,676 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,175,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | $ | 2,235,976 | | | | | | 0.2 | | |
2,300,000 (1)(2) | | | NCR Corp., 5.125%, 04/15/2029 | | | | | 2,374,750 | | | | | | 0.2 | | |
375,000 (2) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 382,969 | | | | | | 0.0 | | |
2,150,000 (2) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 2,211,813 | | | | | | 0.2 | | |
2,400,000 (1)(2) | | | Playtika Holding Corp., 4.250%, 03/15/2029 | | | | | 2,410,656 | | | | | | 0.3 | | |
2,525,000 (1)(2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 2,484,625 | | | | | | 0.3 | | |
3,000,000 (1)(2) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 2,974,140 | | | | | | 0.3 | | |
2,515,000 (1)(2) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 2,618,744 | | | | | | 0.3 | | |
885,000 (1)(2) | | | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.875%, 02/01/2029 | | | | | 881,712 | | | | | | 0.1 | | |
| | | | | | | | 30,399,772 | | | | | | 3.2 | | |
| | | Utilities: 1.3% | | ||||||||||||
325,000 (2) | | | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | | | | | 324,594 | | | | | | 0.0 | | |
2,350,000 (1)(2) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 2,490,647 | | | | | | 0.3 | | |
2,300,000 (2) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 2,377,625 | | | | | | 0.3 | | |
2,875,000 (1)(2) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 2,876,351 | | | | | | 0.3 | | |
385,000 (2) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 380,449 | | | | | | 0.0 | | |
1,299,000 (1) | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 1,347,323 | | | | | | 0.1 | | |
800,000 (2) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 822,960 | | | | | | 0.1 | | |
1,750,000 (2) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,813,543 | | | | | | 0.2 | | |
| | | | | | | | 12,433,492 | | | | | | 1.3 | | |
| | | Total Corporate Bonds/ Notes (Cost $871,155,768) | | | | | 914,735,316 | | | | | | 96.1 | | |
|
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: 0.7% | | |||||||||||||||
| | | Consumer, Cyclical: 0.5% | | ||||||||||||
2,600,000 | | | AP Core Holdings II LLC TL B2 1L, 6.250%, 07/31/2027 | | | | $ | 2,610,561 | | | | | | 0.3 | | |
2,466,596 | | | Golden Nugget LLC TL B 1L,3.250%, (US0001M + 2.500)%, 10/04/2023 | | | | | 2,457,346 | | | | | | 0.2 | | |
| | | | | | | | 5,067,907 | | | | | | 0.5 | �� | |
| | | Health Care: 0.1% | | ||||||||||||
633,580 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.084%, (US0001M + 3.000)%, 06/02/2025 | | | | | 633,501 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Technology: 0.1% | | ||||||||||||
770,000 | | | BMC Software TL 2L, 5.583%, 03/30/2026 | | | | | 766,150 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $6,290,086) | | | | | 6,467,558 | | | | | | 0.7 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
625,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | | 651,250 | | | | | | 0.1 | | |
| | | Total Convertible Bonds/ Notes (Cost $619,800) | | | | | 651,250 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.2% | | |||||||||||||||
| | | Consumer Staples: 0.2% | | ||||||||||||
120,298 (5)(6) | | | Southeastern Grocers, Inc. | | | | | 2,496,184 | | | | | | 0.2 | | |
| | | Total Common Stock (Cost $848,084) | | | | | 2,496,184 | | | | | | 0.2 | | |
| | | Total Long-Term Investments (Cost $878,913,738) | | | | | 924,350,308 | | | | | | 97.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 27.2% | | |||||||||||||||
| | | Commercial Paper: 0.5% | | ||||||||||||
3,000,000 | | | AT&T, Inc., 0.190%, 01/19/2022 | | | | | 2,998,307 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
2,000,000 | | | Fiserv, Inc., 0.160%, 10/18/2021 | | | | $ | 1,999,845 | | | | | | 0.2 | | |
| | | Total Commercial Paper (Cost $4,997,943) | | | | | 4,998,152 | | | | | | 0.5 | | |
| | | | | | | | | | | | |||||
| | | Repurchase Agreements: 16.4% | | ||||||||||||
4,008,296 (7) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $4,008,303, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%- 6.034%, Market Value plus accrued interest $4,088,462, due 03/01/22-07/20/71) | | | | | 4,008,296 | | | | | | 0.4 | | |
5,594,384 (7) | | | Bethesda Securities LLC, Repurchase Agreement dated 09/30/21, 0.09%, due 10/01/21 (Repurchase Amount $5,594,398, collateralized by various U.S. Government Agency Obligations, 2.000%- 5.500%, Market Value plus accrued interest $5,706,272, due 01/01/25-09/01/51) | | | | | 5,594,384 | | | | | | 0.6 | | |
43,093,100 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $43,093,159, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.430%- 9.500%, Market Value plus accrued interest $43,954,962, due 11/01/21- 07/20/71) | | | | | 43,093,100 | | | | | | 4.5 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
9,606,900 (7) | | | CF Secured LLC, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $9,606,913, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 8.000%, Market Value plus accrued interest $9,799,039, due 11/15/21-01/20/69) | | | | $ | 9,606,900 | | | | | | 1.0 | | |
18,367,010 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $18,367,050, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $18,734,483, due 10/12/21- 08/15/51) | | | | | 18,367,010 | | | | | | 1.9 | | |
5,494,413 (7) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $5,494,421, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $5,604,302, due 10/07/21-05/01/50) | | | | | 5,494,413 | | | | | | 0.6 | | |
10,156,309 (7) | | | JVB Financial Group LLC, Repurchase Agreement dated 09/30/21, 0.07%, due 10/01/21 (Repurchase Amount $10,156,328, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%- 7.000%, Market Value plus accrued interest $10,359,437, due 06/01/22- 11/01/56) | | | | | 10,156,309 | | | | | | 1.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
14,723,788 (7) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $14,723,812, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%- 7.500%, Market Value plus accrued interest $15,018,289, due 08/01/23- 07/20/71) | | | | $ | 14,723,788 | | | | | | 1.6 | | |
8,367,247 (7) | | | Palafox Trading LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $8,367,265, collateralized by various U.S. Government Securities, 0.000%-3.125%, Market Value plus accrued interest $8,533,208, due 08/15/28- 08/15/44) | | | | | 8,367,247 | | | | | | 0.9 | | |
28,988,076 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $28,988,116, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $29,567,839, due 10/31/21- 05/01/58) | | | | | 28,988,076 | | | | | | 3.0 | | |
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
7,924,980 (7) | | | Stonex Financial Inc., Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $7,925,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $8,083,480, due 11/20/21-09/15/56) | | | | $ | 7,924,980 | | | | | | 0.8 | | |
| | | Total Repurchase Agreements (Cost $156,324,503) | | | | | 156,324,503 | | | | | | 16.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 4.7% | | ||||||||||||
33,399,000 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 33,399,000 | | | | | | 3.5 | | |
5,700,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 5,700,000 | | | | | | 0.6 | | |
5,706,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 5,706,000 | | | | | | 0.6 | | |
| | | Total Mutual Funds (Cost $44,805,000) | | | | | 44,805,000 | | | | | | 4.7 | | |
| | | | | ||||||||||||
| | | Time Deposits: 5.6% | | ||||||||||||
6,020,000 (7) | | | Barclays Bank PLC”“ | | | | | 6,020,000 | | | | | | 0.6 | | |
4,320,000 (7) | | | Canadian Imperial Bank Of Commerce.”“ | | | | | 4,320,000 | | | | | | 0.4 | | |
4,790,000 (7) | | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA”“ | | | | | 4,790,000 | | | | | | 0.5 | | |
6,350,000 (7) | | | Credit Agricole CIB”“ | | | | | 6,350,000 | | | | | | 0.7 | | |
6,090,000 (7) | | | Landesbank Baden-Wurttemberg”“ | | | | | 6,090,000 | | | | | | 0.6 | | |
6,410,000 (7) | | | Mizuho Bank LTD”“ | | | | | 6,410,000 | | | | | | 0.7 | | |
6,420,000 (7) | | | Royal Bank of Canada”“ | | | | | 6,420,000 | | | | | | 0.7 | | |
6,260,000 (7) | | | Societe Generale”“ | | | | | 6,260,000 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Time Deposits (continued) | | ||||||||||||
6,540,000 (7) | | | Svenska Handelsbanken AB”“ | | | | $ | 6,540,000 | | | | | | 0.7 | | |
| | | Total Time Deposits (Cost $53,200,000) | | | | | 53,200,000 | | | | | | 5.6 | | |
| | | Total Short-Term Investments (Cost $259,327,446) | | | | | 259,327,655 | | | | | | 27.2 | | |
| | | Total Investments in Securities (Cost $1,138,241,184) | | | | $ | 1,183,677,963 | | | | | | 124.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (231,688,440) | | | | | | (24.3) | | |
| | | Net Assets | | | | $ | 951,989,523 | | | | | | 100.0 | | |
|
Voya High Yield Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Consumer, Cyclical | | | 21.3% | |
| Consumer, Non-cyclical | | | 16.2% | |
| Energy | | | 15.4% | |
| Communications | | | 15.4% | |
| Industrials | | | 10.2% | |
| Financials | | | 7.5% | |
| Basic Materials | | | 6.2% | |
| Technology | | | 3.3% | |
| Utilities | | | 1.3% | |
| Consumer Staples | | | 0.2% | |
| Health Care | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Geographic Diversification as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 86.6% | |
| Canada | | | 3.1% | |
| United Kingdom | | | 1.6% | |
| Luxembourg | | | 1.1% | |
| Ireland | | | 1.0% | |
| France | | | 1.0% | |
| Netherlands | | | 0.8% | |
| Germany | | | 0.5% | |
| Panama | | | 0.4% | |
| Italy | | | 0.4% | |
| Countries between 0.1% – 0.3%^ | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| ^ Includes 3 countries, which each represents 0.1% – 0.3% of net assets. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 2,496,184 | | | | | $ | 2,496,184 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 2,496,184 | | | | | | 2,496,184 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 914,735,316 | | | | | | — | | | | | | 914,735,316 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 651,250 | | | | | | — | | | | | | 651,250 | | |
Bank Loans | | | | | — | | | | | | 6,467,558 | | | | | | — | | | | | | 6,467,558 | | |
Short-Term Investments | | | | | 44,805,000 | | | | | | 214,522,655 | | | | | | — | | | | | | 259,327,655 | | |
Total Investments, at fair value | | | | $ | 44,805,000 | | | | | $ | 1,136,376,779 | | | | | $ | 2,496,184 | | | | | $ | 1,183,677,963 | | |
| Cost for federal income tax purposes was $1,138,531,640. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 48,045,396 | | |
| Gross Unrealized Depreciation | | | | | (2,899,072) | | |
| Net Unrealized Appreciation | | | | $ | 45,146,324 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 38.3% | | |||||||||||||||
| | | Basic Materials: 1.5% | | ||||||||||||
1,700,000 (1)(2) | | | Alpek SAB de CV, 3.250%, 02/25/2031 | | | | $ | 1,720,154 | | | | | | 0.0 | | |
1,725,000 (2) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | | 1,716,053 | | | | | | 0.0 | | |
1,377,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,478,444 | | | | | | 0.0 | | |
671,000 (2) | | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | | 750,503 | | | | | | 0.0 | | |
1,846,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 2,229,189 | | | | | | 0.0 | | |
3,545,000 | | | Celanese US Holdings LLC, 1.400%, 08/05/2026 | | | | | 3,521,635 | | | | | | 0.0 | | |
4,505,000 | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | | | 4,840,555 | | | | | | 0.1 | | |
3,883,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 4,582,683 | | | | | | 0.1 | | |
2,092,000 | | | Dow Chemical Co/The, 4.250%, 10/01/2034 | | | | | 2,418,230 | | | | | | 0.0 | | |
4,695,000 (2) | | | Ecolab, Inc., 2.750%, 08/18/2055 | | | | | 4,518,001 | | | | | | 0.1 | | |
9,470,000 (1)(2) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 9,576,538 | | | | | | 0.1 | | |
5,000,000 (1)(2) | | | Equate Petrochemical BV, 2.625%, 04/28/2028 | | | | | 5,040,615 | | | | | | 0.1 | | |
2,215,000 (1)(2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 2,291,639 | | | | | | 0.0 | | |
5,795,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 6,142,700 | | | | | | 0.1 | | |
3,000,000 (1)(2) | | | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | | | | | 3,046,710 | | | | | | 0.0 | | |
3,750,000 (1)(2) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 3,704,412 | | | | | | 0.0 | | |
5,625,000 (1)(2) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 5,730,529 | | | | | | 0.1 | | |
6,617,000 (1)(2) | | | Glencore Funding LLC, 2.625%, 09/23/2031 | | | | | 6,483,300 | | | | | | 0.1 | | |
9,460,000 (2) | | | Ingevity Corp., 3.875%, 11/01/2028 | | | | | 9,448,175 | | | | | | 0.1 | | |
4,087,000 (1) | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | | | 4,515,113 | | | | | | 0.1 | | |
5,352,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 6,726,483 | | | | | | 0.1 | | |
1,748,000 (2) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 1,859,325 | | | | | | 0.0 | | |
1,400,000 (2) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 1,605,752 | | | | | | 0.0 | | |
2,217,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 2,207,039 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
87,000 | | | Newmont Corp., 3.700%, 03/15/2023 | | | | $ | 90,174 | | | | | | 0.0 | | |
8,795,000 (2) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 9,269,490 | | | | | | 0.1 | | |
8,851,000 (2) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 9,309,482 | | | | | | 0.1 | | |
1,325,000 (2) | | | OCP SA, 3.750%, 06/23/2031 | | | | | 1,324,281 | | | | | | 0.0 | | |
3,000,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 2,988,557 | | | | | | 0.0 | | |
1,000,000 | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | | | 1,025,500 | | | | | | 0.0 | | |
3,189,000 (1) | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 3,158,273 | | | | | | 0.0 | | |
2,139,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 2,227,398 | | | | | | 0.0 | | |
2,425,000 | | | Suzano Austria GmbH, 3.750%, 01/15/2031 | | | | | 2,494,113 | | | | | | 0.0 | | |
4,825,000 | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | | | 5,668,169 | | | | | | 0.1 | | |
1,750,000 | | | Teck Resources Ltd., 6.125%, 10/01/2035 | | | | | 2,272,119 | | | | | | 0.0 | | |
1,499,000 | | | Teck Resources Ltd., 6.000%, 08/15/2040 | | | | | 1,949,309 | | | | | | 0.0 | | |
9,600,000 (2) | | | Valvoline, Inc., 3.625%, 06/15/2031 | | | | | 9,492,000 | | | | | | 0.1 | | |
800,000 (1)(2) | | | Vedanta Resources Finance II PLC, 8.950%, 03/11/2025 | | | | | 800,000 | | | | | | 0.0 | | |
| | | | | | | | 148,222,642 | | | | | | 1.5 | | |
| | | Communications: 4.0% | | ||||||||||||
1,350,000 (1) | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 1,298,443 | | | | | | 0.0 | | |
2,550,000 | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | | | 2,346,766 | | | | | | 0.0 | | |
2,455,000 | | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | | | | | 2,631,126 | | | | | | 0.0 | | |
4,618,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 4,680,907 | | | | | | 0.1 | | |
4,500,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 4,647,573 | | | | | | 0.1 | | |
2,464,000 | | | Amazon.com, Inc., 3.100%, 05/12/2051 | | | | | 2,580,854 | | | | | | 0.0 | | |
530,000 | | | Amazon.com, Inc., 3.150%, 08/22/2027 | | | | | 583,056 | | | | | | 0.0 | | |
5,040,000 | | | Amazon.com, Inc., 3.250%, 05/12/2061 | | | | | 5,372,690 | | | | | | 0.1 | | |
9,485,000 (1)(2) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 9,449,431 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
6,145,000 (1) | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | $ | 6,222,628 | | | | | | 0.1 | | |
5,879,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 5,789,179 | | | | | | 0.1 | | |
7,317,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 7,027,933 | | | | | | 0.1 | | |
1,750,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 1,799,062 | | | | | | 0.0 | | |
6,715,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 6,635,490 | | | | | | 0.1 | | |
11,847,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 11,837,610 | | | | | | 0.1 | | |
3,058,000 (1) | | | AT&T, Inc., 3.800%, 12/01/2057 | | | | | 3,130,475 | | | | | | 0.0 | | |
2,219,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 2,600,301 | | | | | | 0.0 | | |
2,314,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | | | | 2,313,145 | | | | | | 0.0 | | |
3,235,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | | | | | 3,168,554 | | | | | | 0.0 | | |
4,515,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 4,315,678 | | | | | | 0.0 | | |
2,520,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 2,514,706 | | | | | | 0.0 | | |
4,725,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 4,845,614 | | | | | | 0.1 | | |
3,860,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 4,339,468 | | | | | | 0.1 | | |
5,882,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 6,617,835 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
5,000,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | $ | 5,219,304 | | | | | | 0.1 | | |
4,178,000 (1)(2) | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 4,014,541 | | | | | | 0.0 | | |
3,288,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 3,737,524 | | | | | | 0.0 | | |
6,289,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 6,979,533 | | | | | | 0.1 | | |
1,750,000 (1) | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 2,029,527 | | | | | | 0.0 | | |
4,440,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 5,086,493 | | | | | | 0.1 | | |
5,625,000 (1)(2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 5,358,825 | | | | | | 0.1 | | |
1,690,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 2,299,333 | | | | | | 0.0 | | |
9,000,000 (1)(2) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 9,163,395 | | | | | | 0.1 | | |
8,650,000 | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 9,064,354 | | | | | | 0.1 | | |
3,750,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 4,680,606 | | | | | | 0.1 | | |
4,750,000 (1) | | | Discovery Communications LLC, 5.300%, 05/15/2049 | | | | | 5,944,094 | | | | | | 0.1 | | |
4,655,000 (1) | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 4,567,230 | | | | | | 0.1 | | |
4,420,000 (1)(2) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 4,645,760 | | | | | | 0.1 | | |
8,700,000 (1)(2) | | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 9,341,625 | | | | | | 0.1 | | |
2,770,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 2,770,000 | | | | | | 0.0 | | |
1,350,000 (1)(2) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 1,407,375 | | | | | | 0.0 | | |
2,000,000 (2) | | | Millicom International Cellular SA, 4.500%, 04/27/2031 | | | | | 2,094,610 | | | | | | 0.0 | | |
2,160,000 (2) | | | NBN Co. Ltd., 1.450%, 05/05/2026 | | | | | 2,152,462 | | | | | | 0.0 | | |
2,705,000 (2) | | | NBN Co. Ltd., 1.625%, 01/08/2027 | | | | | 2,697,967 | | | | | | 0.0 | | |
3,125,000 (2)(3) | | | Network i2i Ltd., 3.975%, 12/31/2199 | | | | | 3,152,344 | | | | | | 0.0 | | |
2,375,000 (2) | | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | | | 2,424,804 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
9,500,000 (1)(2) | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | $ | 9,445,755 | | | | | | 0.1 | | |
8,700,000 (1)(2) | | | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | | | | | 9,417,750 | | | | | | 0.1 | | |
6,755,000 (1) | | | Sprint Nextel Corp., 6.875%, 11/15/2028 | | | | | 8,654,844 | | | | | | 0.1 | | |
3,135,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 3,208,986 | | | | | | 0.0 | | |
6,305,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 6,502,346 | | | | | | 0.1 | | |
7,000,000 | | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | | | | | 8,971,480 | | | | | | 0.1 | | |
4,400,000 (2) | | | Tencent Holdings Ltd., 2.390%, 06/03/2030 | | | | | 4,328,699 | | | | | | 0.0 | | |
900,000 (2) | | | Tencent Holdings Ltd., 2.880%, 04/22/2031 | | | | | 919,624 | | | | | | 0.0 | | |
3,420,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,511,727 | | | | | | 0.0 | | |
1,350,000 (2) | | | Tencent Holdings Ltd., 3.680%, 04/22/2041 | | | | | 1,402,294 | | | | | | 0.0 | | |
2,350,000 | | | Time Warner Cable LLC, 5.500%, 09/01/2041 | | | | | 2,884,617 | | | | | | 0.0 | | |
2,829,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 3,574,214 | | | | | | 0.0 | | |
2,569,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 2,591,129 | | | | | | 0.0 | | |
2,033,000 | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 1,969,952 | | | | | | 0.0 | | |
4,750,000 (1) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 4,679,876 | | | | | | 0.1 | | |
2,555,000 (2) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 2,517,280 | | | | | | 0.0 | | |
4,084,000 | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 4,502,167 | | | | | | 0.1 | | |
10,865,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 12,002,503 | | | | | | 0.1 | | |
1,048,000 (1) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 1,208,706 | | | | | | 0.0 | | |
2,459,000 | | | VeriSign, Inc., 2.700%, 06/15/2031 | | | | | 2,502,254 | | | | | | 0.0 | | |
5,080,000 | | | Verizon Communications, Inc., 2.100%, 03/22/2028 | | | | | 5,160,724 | | | | | | 0.1 | | |
18,653,000 (1)(2) | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 18,457,813 | | | | | | 0.2 | | |
1,518,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 1,405,094 | | | | | | 0.0 | | |
2,312,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 2,416,740 | | | | | | 0.0 | | |
13,320,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 14,095,659 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
3,610,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | $ | 3,974,581 | | | | | | 0.0 | | |
1,159,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 1,318,846 | | | | | | 0.0 | | |
2,816,000 (1) | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 3,355,901 | | | | | | 0.0 | | |
6,432,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 7,987,302 | | | | | | 0.1 | | |
8,990,000 (1)(2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 9,383,312 | | | | | | 0.1 | | |
9,400,000 (1)(2) | | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | | | 9,615,542 | | | | | | 0.1 | | |
7,365,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 8,568,803 | | | | | | 0.1 | | |
2,548,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 3,332,537 | | | | | | 0.0 | | |
1,093,000 (1) | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 1,103,547 | | | | | | 0.0 | | |
9,400,000 (1)(2) | | | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | | | | | 9,366,912 | | | | | | 0.1 | | |
| | | | | | | | 399,919,746 | | | | | | 4.0 | | |
| | | Consumer, Cyclical: 2.3% | | ||||||||||||
9,460,000 (2) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 9,377,225 | | | | | | 0.1 | | |
4,470,000 (1)(2) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 4,833,187 | | | | | | 0.1 | | |
4,081,818 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 4,555,897 | | | | | | 0.1 | | |
4,440,000 (1)(2) | | | Allison Transmission, Inc., 3.750%, 01/30/2031 | | | | | 4,323,450 | | | | | | 0.0 | | |
6,778,092 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 6,616,171 | | | | | | 0.1 | | |
496,190 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 515,136 | | | | | | 0.0 | | |
1,179,365 | | | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | | | | | 1,173,889 | | | | | | 0.0 | | |
768,899 | | | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | | | | | 750,665 | | | | | | 0.0 | | |
4,046,754 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 4,084,353 | | | | | | 0.0 | | |
2,344,915 (1) | | | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | | | | | 2,272,306 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,185,938 | | | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | | | | $ | 1,185,018 | | | | | | 0.0 | | |
2,236,478 | | | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | | | | | 2,205,230 | | | | | | 0.0 | | |
589,694 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 595,785 | | | | | | 0.0 | | |
6,428,000 (1) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 6,717,260 | | | | | | 0.1 | | |
1,462,672 (2) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 1,582,750 | | | | | | 0.0 | | |
8,250,000 (2) | | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | | | 8,292,637 | | | | | | 0.1 | | |
287,691 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 303,590 | | | | | | 0.0 | | |
4,640,000 (2) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 4,792,640 | | | | | | 0.1 | | |
5,000,000 (2) | | | Daimler Finance North America LLC, 2.550%, 08/15/2022 | | | | | 5,098,212 | | | | | | 0.1 | | |
2,690,000 (1) | | | Dana, Inc., 5.375%, 11/15/2027 | | | | | 2,837,950 | | | | | | 0.0 | | |
6,165,000 (1) | | | Dana, Inc., 5.625%, 06/15/2028 | | | | | 6,646,486 | | | | | | 0.1 | | |
1,313,420 | | | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | | | | | 1,411,360 | | | | | | 0.0 | | |
4,665,549 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 4,693,788 | | | | | | 0.1 | | |
1,470,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 1,573,333 | | | | | | 0.0 | | |
4,762,884 (1)(2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 5,313,559 | | | | | | 0.1 | | |
1,650,000 | | | Falabella SA, 3.750%, 10/30/2027 | | | | | 1,759,313 | | | | | | 0.0 | | |
5,215,000 (1) | | | Ford Motor Credit Co. LLC, 4.000%, 11/13/2030 | | | | | 5,430,119 | | | | | | 0.1 | | |
3,265,000 (1) | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 3,652,719 | | | | | | 0.0 | | |
4,946,000 (1) | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 6,143,544 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,333,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | $ | 2,734,513 | | | | | | 0.0 | | |
3,665,000 | | | General Motors Financial Co., Inc., 4.150%, 06/19/2023 | | | | | 3,874,502 | | | | | | 0.0 | | |
1,732,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 1,942,900 | | | | | | 0.0 | | |
1,000,000 (2) | | | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | | | | | 990,598 | | | | | | 0.0 | | |
9,550,000 (1)(2) | | | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | | | | | 9,524,692 | | | | | | 0.1 | | |
4,653,000 (1)(2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 4,942,797 | | | | | | 0.1 | | |
3,750,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 3,972,645 | | | | | | 0.0 | | |
5,725,000 (2) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 5,746,469 | | | | | | 0.1 | | |
3,405,000 | | | Lowe’s Cos, Inc., 1.700%, 10/15/2030 | | | | | 3,257,955 | | | | | | 0.0 | | |
1,780,000 | | | Lowe’s Cos, Inc., 2.800%, 09/15/2041 | | | | | 1,733,326 | | | | | | 0.0 | | |
2,795,000 | | | McDonald’s Corp., 3.500%, 07/01/2027 | | | | | 3,089,805 | | | | | | 0.0 | | |
4,305,000 (1) | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 4,676,306 | | | | | | 0.1 | | |
2,679,000 (1)(2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 2,916,654 | | | | | | 0.0 | | |
6,054,000 (1)(2) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 6,812,718 | | | | | | 0.1 | | |
9,750,000 (1)(2) | | | Scotts Miracle-Gro Co/The, 4.000%, 04/01/2031 | | | | | 9,743,857 | | | | | | 0.1 | | |
4,610,000 (1)(2) | | | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | | | | | 4,754,062 | | | | | | 0.1 | | |
4,414,000 (1) | | | Toyota Motor Credit Corp., 1.150%, 08/13/2027 | | | | | 4,352,358 | | | | | | 0.0 | | |
4,238,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 4,307,395 | | | | | | 0.0 | | |
3,188,876 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 3,371,321 | | | | | | 0.0 | | |
854,723 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 919,158 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,716,042 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | $ | 1,814,751 | | | | | | 0.0 | | |
3,006,634 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 3,142,213 | | | | | | 0.0 | | |
7,574,453 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 7,690,187 | | | | | | 0.1 | | |
186,422 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 208,995 | | | | | | 0.0 | | |
2,425,459 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 2,555,460 | | | | | | 0.0 | | |
612,932 | | | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | | | | | 615,431 | | | | | | 0.0 | | |
9,625,000 (2) | | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | | | 9,733,281 | | | | | | 0.1 | | |
9,120,000 (1)(2) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 9,532,042 | | | | | | 0.1 | | |
| | | | | | | | 227,693,963 | | | | | | 2.3 | | |
| | | Consumer, Non-cyclical: 5.9% | | ||||||||||||
2,740,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 2,797,016 | | | | | | 0.0 | | |
5,636,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 5,926,631 | | | | | | 0.1 | | |
3,442,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 3,535,830 | | | | | | 0.0 | | |
3,188,000 (1) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 3,416,554 | | | | | | 0.0 | | |
1,609,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,850,946 | | | | | | 0.0 | | |
10,195,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 11,966,996 | | | | | | 0.1 | | |
4,325,000 (1) | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 5,173,602 | | | | | | 0.1 | | |
2,526,000 | | | AbbVie, Inc., 4.450%, 05/14/2046 | | | | | 3,048,082 | | | | | | 0.0 | | |
7,965,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 9,531,306 | | | | | | 0.1 | | |
1,538,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 1,844,439 | | | | | | 0.0 | | |
2,298,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,785,732 | | | | | | 0.0 | | |
4,825,000 (2) | | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | | | 4,801,552 | | | | | | 0.1 | | |
6,638,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 7,956,065 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
3,398,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | $ | 4,915,064 | | | | | | 0.1 | | |
7,490,000 (1)(2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 7,484,195 | | | | | | 0.1 | | |
1,760,000 (1)(2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 1,876,600 | | | | | | 0.0 | | |
5,717,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 5,482,061 | | | | | | 0.1 | | |
4,971,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 4,689,429 | | | | | | 0.1 | | |
533,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 612,999 | | | | | | 0.0 | | |
1,325,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 1,631,213 | | | | | | 0.0 | | |
1,326,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 1,681,786 | | | | | | 0.0 | | |
8,000,000 | | | AmerisourceBergen Corp., 3.400%, 05/15/2024 | | | | | 8,481,477 | | | | | | 0.1 | | |
968,000 (1) | | | Amgen, Inc., 1.900%, 02/21/2025 | | | | | 996,380 | | | | | | 0.0 | | |
10,519,000 (1) | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 12,721,301 | | | | | | 0.1 | | |
10,000,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 12,310,933 | | | | | | 0.1 | | |
2,495,000 | | | Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043 | | | | | 2,754,900 | | | | | | 0.0 | | |
4,324,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 5,605,900 | | | | | | 0.1 | | |
4,196,000 (1) | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 4,419,300 | | | | | | 0.1 | | |
1,598,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 1,711,112 | | | | | | 0.0 | | |
3,564,000 | | | Archer-Daniels-Midland Co., 2.700%, 09/15/2051 | | | | | 3,489,295 | | | | | | 0.0 | | |
2,636,000 (1) | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 2,653,219 | | | | | | 0.0 | | |
2,684,000 (1) | | | AstraZeneca PLC, 0.700%, 04/08/2026 | | | | | 2,628,908 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,822,000 (1) | | | AstraZeneca PLC, 1.375%, 08/06/2030 | | | | $ | 2,687,482 | | | | | | 0.0 | | |
7,854,000 | | | AstraZeneca PLC, 3.375%, 11/16/2025 | | | | | 8,573,480 | | | | | | 0.1 | | |
14,471,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 14,372,495 | | | | | | 0.2 | | |
2,393,000 (1) | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 2,358,458 | | | | | | 0.0 | | |
1,005,000 | | | BAT Capital Corp., 3.215%, 09/06/2026 | | | | | 1,071,998 | | | | | | 0.0 | | |
2,393,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 2,312,557 | | | | | | 0.0 | | |
4,880,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 5,248,002 | | | | | | 0.1 | | |
9,050,000 (2) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 8,452,881 | | | | | | 0.1 | | |
1,233,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 1,311,427 | | | | | | 0.0 | | |
900,000 (1) | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | | 846,428 | | | | | | 0.0 | | |
3,421,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 4,112,349 | | | | | | 0.0 | | |
4,500,000 (2) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 5,398,215 | | | | | | 0.1 | | |
4,300,000 | | | Centene Corp., 3.375%, 02/15/2030 | | | | | 4,457,165 | | | | | | 0.1 | | |
4,420,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 4,822,441 | | | | | | 0.1 | | |
9,230,000 (1) | | | Central Garden & Pet Co., 4.125%, 10/15/2030 | | | | | 9,449,212 | | | | | | 0.1 | | |
3,471,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 3,718,819 | | | | | | 0.0 | | |
2,145,000 (1) | | | Cigna Corp., 3.400%, 03/15/2050 | | | | | 2,218,373 | | | | | | 0.0 | | |
1,882,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 2,305,150 | | | | | | 0.0 | | |
1,375,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 1,720,100 | | | | | | 0.0 | | |
4,165,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 5,331,556 | | | | | | 0.1 | | |
2,800,000 | | | Coca-Cola Co/The, 2.875%, 05/05/2041 | | | | | 2,890,826 | | | | | | 0.0 | | |
4,020,000 | | | CVS Health Corp., 2.125%, 09/15/2031 | | | | | 3,952,649 | | | | | | 0.0 | | |
4,475,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 4,276,865 | | | | | | 0.1 | | |
2,465,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 2,699,915 | | | | | | 0.0 | | |
3,492,000 (1) | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 4,007,113 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,326,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | $ | 2,854,757 | | | | | | 0.0 | | |
9,000,000 (1) | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 11,605,144 | | | | | | 0.1 | | |
7,379,000 (2) | | | Danone SA, 2.947%, 11/02/2026 | | | | | 7,874,601 | | | | | | 0.1 | | |
5,640,000 (1)(2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 5,499,000 | | | | | | 0.1 | | |
4,030,000 (1)(2) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 4,150,339 | | | | | | 0.0 | | |
1,975,000 | | | Dentsply Sirona, Inc., 3.250%, 06/01/2030 | | | | | 2,105,836 | | | | | | 0.0 | | |
4,189,000 (2) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 4,514,715 | | | | | | 0.1 | | |
5,638,000 | | | Equifax, Inc., 2.350%, 09/15/2031 | | | | | 5,555,059 | | | | | | 0.1 | | |
3,720,000 (1)(2) | | | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | | | | | 3,740,241 | | | | | | 0.0 | | |
4,340,000 | | | General Mills, Inc., 4.000%, 04/17/2025 | | | | | 4,768,866 | | | | | | 0.1 | | |
2,056,000 (1) | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 2,056,106 | | | | | | 0.0 | | |
1,540,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 1,657,797 | | | | | | 0.0 | | |
1,644,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 1,993,618 | | | | | | 0.0 | | |
4,928,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 4,880,395 | | | | | | 0.1 | | |
11,343,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 11,860,212 | | | | | | 0.1 | | |
1,843,000 (2) | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 1,831,205 | | | | | | 0.0 | | |
3,439,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 3,844,137 | | | | | | 0.0 | | |
3,076,000 (1) | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 3,464,691 | | | | | | 0.0 | | |
1,425,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 1,770,063 | | | | | | 0.0 | | |
1,449,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 1,643,257 | | | | | | 0.0 | | |
622,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 795,264 | | | | | | 0.0 | | |
1,820,000 | | | HCA, Inc., 5.500%, 06/15/2047 | | | | | 2,363,971 | | | | | | 0.0 | | |
2,509,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 2,547,189 | | | | | | 0.0 | | |
4,500,000 (1) | | | Hormel Foods Corp., 3.050%, 06/03/2051 | | | | | 4,695,328 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
3,305,000 | | | Humana, Inc., 1.350%, 02/03/2027 | | | | $ | 3,262,349 | | | | | | 0.0 | | |
4,605,000 | | | Humana, Inc., 2.150%, 02/03/2032 | | | | | 4,502,388 | | | | | | 0.1 | | |
5,172,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 5,518,016 | | | | | | 0.1 | | |
4,873,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 5,413,896 | | | | | | 0.1 | | |
3,350,000 (2) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 3,629,157 | | | | | | 0.0 | | |
4,490,000 | | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | | | | | 5,243,807 | | | | | | 0.1 | | |
3,255,000 | | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | | | | | 4,811,321 | | | | | | 0.1 | | |
1,400,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | | 1,492,138 | | | | | | 0.0 | | |
1,434,000 | | | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | | | | | 1,524,412 | | | | | | 0.0 | | |
3,585,000 (1)(2) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 3,513,350 | | | | | | 0.0 | | |
3,336,000 (2) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 4,152,539 | | | | | | 0.0 | | |
4,730,000 | | | McKesson Corp., 1.300%, 08/15/2026 | | | | | 4,694,004 | | | | | | 0.1 | | |
1,484,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 1,826,247 | | | | | | 0.0 | | |
4,946,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 6,099,187 | | | | | | 0.1 | | |
4,616,000 (1)(2) | | | Nestle Holdings, Inc., 1.500%, 09/14/2028 | | | | | 4,565,037 | | | | | | 0.1 | | |
5,876,000 (1)(2) | | | Nestle Holdings, Inc., 2.625%, 09/14/2051 | | | | | 5,756,300 | | | | | | 0.1 | | |
9,120,000 (1)(2) | | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | | | | | 9,313,800 | | | | | | 0.1 | | |
3,295,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | | 3,518,791 | | | | | | 0.0 | | |
712,000 (1) | | | PerkinElmer, Inc., 1.900%, 09/15/2028 | | | | | 707,245 | | | | | | 0.0 | | |
7,252,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 7,823,527 | | | | | | 0.1 | | |
1,689,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 1,835,274 | | | | | | 0.0 | | |
3,240,000 (2) | | | Pilgrim’s Pride Corp., 3.500%, 03/01/2032 | | | | | 3,298,725 | | | | | | 0.0 | | |
6,400,000 (1)(2) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 6,884,800 | | | | | | 0.1 | | |
1,330,000 (1)(2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 1,341,943 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
8,000,000 (2) | | | Post Holdings, Inc., 5.500%, 12/15/2029 | | | | $ | 8,490,720 | | | | | | 0.1 | | |
9,830,000 (2) | | | Prestige Brands, Inc., 3.750%, 04/01/2031 | | | | | 9,498,434 | | | | | | 0.1 | | |
9,540,000 (1)(2) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 9,526,692 | | | | | | 0.1 | | |
2,310,000 | | | Quanta Services, Inc., 2.350%, 01/15/2032 | | | | | 2,262,529 | | | | | | 0.0 | | |
6,783,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 8,151,242 | | | | | | 0.1 | | |
818,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 1,011,294 | | | | | | 0.0 | | |
1,626,000 | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 1,616,434 | | | | | | 0.0 | | |
2,055,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 2,047,910 | | | | | | 0.0 | | |
2,921,000 (1) | | | Royalty Pharma PLC, 2.200%, 09/02/2030 | | | | | 2,858,759 | | | | | | 0.0 | | |
9,019,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 9,005,220 | | | | | | 0.1 | | |
6,967,000 (1) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 6,857,793 | | | | | | 0.1 | | |
5,129,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 5,546,206 | | | | | | 0.1 | | |
3,420,000 | | | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | | | | | 3,368,925 | | | | | | 0.0 | | |
1,823,000 | | | Takeda Pharmaceutical Co. Ltd., 3.025%, 07/09/2040 | | | | | 1,853,527 | | | | | | 0.0 | | |
1,375,000 (1) | | | Takeda Pharmaceutical Co. Ltd., 3.375%, 07/09/2060 | | | | | 1,438,312 | | | | | | 0.0 | | |
9,250,000 (1)(2) | | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | | | 9,400,313 | | | | | | 0.1 | | |
2,461,000 (2) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 2,470,461 | | | | | | 0.0 | | |
2,636,000 (2) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 2,663,967 | | | | | | 0.0 | | |
3,440,000 | | | Unilever Capital Corp., 1.750%, 08/12/2031 | | | | | 3,355,791 | | | | | | 0.0 | | |
2,305,000 | | | Unilever Capital Corp., 2.625%, 08/12/2051 | | | | | 2,225,543 | | | | | | 0.0 | | |
4,190,000 (1) | | | United Rentals North America, Inc., 4.000%, 07/15/2030 | | | | | 4,352,363 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
4,025,000 (1) | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | $ | 4,260,543 | | | | | | 0.0 | | |
1,974,000 (1) | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | | 1,976,317 | | | | | | 0.0 | | |
5,425,000 (1) | | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | | | | 5,539,059 | | | | | | 0.1 | | |
2,218,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 2,294,630 | | | | | | 0.0 | | |
5,425,000 | | | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | | | | | 5,746,876 | | | | | | 0.1 | | |
2,117,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 2,339,576 | | | | | | 0.0 | | |
9,504,000 (1)(2) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 10,209,503 | | | | | | 0.1 | | |
3,130,000 (1)(2) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 3,333,607 | | | | | | 0.0 | | |
3,086,000 (1)(2) | | | Viterra Finance BV, 2.000%, 04/21/2026 | | | | | 3,109,786 | | | | | | 0.0 | | |
| | | | | | | | 594,989,155 | | | | | | 5.9 | | |
| | | Energy: 4.3% | | ||||||||||||
9,210,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 10,326,528 | | | | | | 0.1 | | |
2,621,000 (1) | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 2,549,866 | | | | | | 0.0 | | |
1,510,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 1,602,852 | | | | | | 0.0 | | |
4,250,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 4,238,991 | | | | | | 0.1 | | |
3,610,000 (1)(3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 3,977,354 | | | | | | 0.1 | | |
1,140,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 1,561,432 | | | | | | 0.0 | | |
1,220,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 1,701,391 | | | | | | 0.0 | | |
5,079,000 (1) | | | Cenovus Energy, Inc./CA, 3.750%, 02/15/2052 | | | | | 4,942,636 | | | | | | 0.1 | | |
4,975,000 | | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | | | | | 6,114,210 | | | | | | 0.1 | | |
3,000,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 3,257,392 | | | | | | 0.0 | | |
265,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 290,360 | | | | | | 0.0 | | |
3,250,000 (1) | | | Chevron USA, Inc., 4.200%, 10/15/2049 | | | | | 3,966,562 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
6,000,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | $ | 6,568,920 | | | | | | 0.1 | | |
4,600,000 (1)(2) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 4,683,042 | | | | | | 0.1 | | |
2,719,000 (2) | | | ConocoPhillips, 3.750%, 10/01/2027 | | | | | 3,038,372 | | | | | | 0.0 | | |
9,480,000 (1)(2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | | | | | 9,768,666 | | | | | | 0.1 | | |
3,662,000 (1) | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | | 3,846,421 | | | | | | 0.0 | | |
783,000 (1) | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 813,636 | | | | | | 0.0 | | |
4,245,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 4,548,056 | | | | | | 0.1 | | |
7,532,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 8,059,992 | | | | | | 0.1 | | |
54,000 (1) | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 61,358 | | | | | | 0.0 | | |
1,436,000 (1) | | | Diamondback Energy, Inc., 4.750%, 05/31/2025 | | | | | 1,604,878 | | | | | | 0.0 | | |
8,250,000 | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | | | 9,666,937 | | | | | | 0.1 | | |
7,100,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 7,458,761 | | | | | | 0.1 | | |
400,000 (2) | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 420,212 | | | | | | 0.0 | | |
5,373,000 (1)(3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 6,084,654 | | | | | | 0.1 | | |
1,263,000 | | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | | 1,344,437 | | | | | | 0.0 | | |
325,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 348,041 | | | | | | 0.0 | | |
645,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 740,855 | | | | | | 0.0 | | |
4,946,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 5,740,430 | | | | | | 0.1 | | |
7,500,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 8,801,279 | | | | | | 0.1 | | |
1,003,000 | | | Energy Transfer L.P., 5.350%, 05/15/2045 | | | | | 1,171,696 | | | | | | 0.0 | | |
3,075,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 3,768,116 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,389,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | $ | 1,507,800 | | | | | | 0.0 | | |
3,800,000 (3) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 3,743,669 | | | | | | 0.0 | | |
2,642,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 2,875,873 | | | | | | 0.0 | | |
1,850,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 2,198,223 | | | | | | 0.0 | | |
5,286,000 (2) | | | Flex Intermediate Holdco LLC, 3.363%, 06/30/2031 | | | | | 5,366,273 | | | | | | 0.1 | | |
825,000 (2) | | | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | | | | | 812,026 | | | | | | 0.0 | | |
1,000,000 (2) | | | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | | | | | 1,001,083 | | | | | | 0.0 | | |
1,800,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | | | 1,997,455 | | | | | | 0.0 | | |
3,450,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | | | 3,819,323 | | | | | | 0.0 | | |
3,250,000 (2) | | | Gazprom PJSC via Gaz Finance PLC, 2.950%, 01/27/2029 | | | | | 3,194,276 | | | | | | 0.0 | | |
9,050,000 (2) | | | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | | | | | 9,025,610 | | | | | | 0.1 | | |
9,800,000 (2)(3) | | | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | | | | | 10,229,426 | | | | | | 0.1 | | |
163,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 170,833 | | | | | | 0.0 | | |
136,000 (1) | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 149,015 | | | | | | 0.0 | | |
10,597,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 13,261,638 | | | | | | 0.1 | | |
9,750,000 (1)(2) | | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | | | 9,871,875 | | | | | | 0.1 | | |
5,775,000 | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | | | 6,469,386 | | | | | | 0.1 | | |
2,650,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 3,133,413 | | | | | | 0.0 | | |
1,575,000 (2) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 1,862,311 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,295,000 (1) | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | $ | 1,409,279 | | | | | | 0.0 | | |
2,332,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 2,975,320 | | | | | | 0.0 | | |
1,971,000 (2) | | | Lundin Energy Finance BV, 2.000%, 07/15/2026 | | | | | 1,983,830 | | | | | | 0.0 | | |
3,850,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 4,299,520 | | | | | | 0.1 | | |
4,062,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 4,759,373 | | | | | | 0.1 | | |
1,443,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 1,729,963 | | | | | | 0.0 | | |
2,897,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 2,916,740 | | | | | | 0.0 | | |
2,026,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 2,034,465 | | | | | | 0.0 | | |
1,095,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 1,266,650 | | | | | | 0.0 | | |
1,388,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 1,686,055 | | | | | | 0.0 | | |
2,671,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 3,251,295 | | | | | | 0.0 | | |
3,230,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 4,101,583 | | | | | | 0.1 | | |
2,015,000 (2) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 2,057,432 | | | | | | 0.0 | | |
2,187,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 2,815,882 | | | | | | 0.0 | | |
2,785,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 3,621,337 | | | | | | 0.0 | | |
1,910,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 1,953,577 | | | | | | 0.0 | | |
5,000,000 (2) | | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | | | 4,774,996 | | | | | | 0.1 | | |
6,075,000 (2) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | | 6,223,687 | | | | | | 0.1 | | |
750,000 | | | Pertamina Persero PT, 5.625%, 05/20/2043 | | | | | 891,915 | | | | | | 0.0 | | |
16,250,000 (1) | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | | | 17,659,688 | | | | | | 0.2 | | |
2,280,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 2,351,250 | | | | | | 0.0 | | |
4,000,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 4,125,000 | | | | | | 0.1 | | |
7,000,000 (1) | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 6,795,075 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
8,500,000 (1) | | | Petroleos Mexicanos, 6.500%, 03/13/2027 | | | | $ | 8,988,750 | | | | | | 0.1 | | |
2,225,000 | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | | | 2,290,448 | | | | | | 0.0 | | |
3,900,000 (1)(2) | | | Petroleos Mexicanos, 6.875%, 10/16/2025 | | | | | 4,275,375 | | | | | | 0.1 | | |
2,225,000 | | | Petroleos Mexicanos, 6.875%, 08/04/2026 | | | | | 2,422,691 | | | | | | 0.0 | | |
1,250,000 (2) | | | Petronas Capital Ltd., 2.480%, 01/28/2032 | | | | | 1,245,164 | | | | | | 0.0 | | |
4,200,000 (2) | | | Petronas Energy Canada Ltd., 2.112%, 03/23/2028 | | | | | 4,219,136 | | | | | | 0.1 | | |
1,425,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 1,425,393 | | | | | | 0.0 | | |
8,387,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 8,829,316 | | | | | | 0.1 | | |
3,962,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 4,432,451 | | | | | | 0.1 | | |
3,468,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 3,844,991 | | | | | | 0.0 | | |
4,825,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 5,208,757 | | | | | | 0.1 | | |
510,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | | | | | 575,119 | | | | | | 0.0 | | |
1,450,000 (1)(2) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 1,502,980 | | | | | | 0.0 | | |
950,000 (2) | | | Qatar Petroleum, 3.125%, 07/12/2041 | | | | | 951,359 | | | | | | 0.0 | | |
2,025,000 (2) | | | Qatar Petroleum, 3.300%, 07/12/2051 | | | | | 2,049,341 | | | | | | 0.0 | | |
2,550,000 (2) | | | SA Global Sukuk Ltd., 2.694%, 06/17/2031 | | | | | 2,576,563 | | | | | | 0.0 | | |
1,890,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 2,111,675 | | | | | | 0.0 | | |
2,203,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 2,534,006 | | | | | | 0.0 | | |
2,150,000 | | | Sabine Pass Liquefaction LLC, 5.625%, 03/01/2025 | | | | | 2,441,018 | | | | | | 0.0 | | |
3,104,000 (2) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 3,163,891 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
3,750,000 (2) | | | Saudi Arabian Oil Co., 2.250%, 11/24/2030 | | | | $ | 3,678,548 | | | | | | 0.0 | | |
1,750,000 (1)(2) | | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | | | 1,672,589 | | | | | | 0.0 | | |
2,675,000 (2) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 2,858,543 | | | | | | 0.0 | | |
3,000,000 (2) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 3,037,286 | | | | | | 0.0 | | |
4,235,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 4,576,796 | | | | | | 0.1 | | |
3,245,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 3,831,732 | | | | | | 0.0 | | |
9,065,000 (2) | | | Southwestern Energy Co., 5.375%, 02/01/2029 | | | | | 9,709,159 | | | | | | 0.1 | | |
3,000,000 (2) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | | 3,047,580 | | | | | | 0.0 | | |
4,282,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 4,359,037 | | | | | | 0.1 | | |
1,290,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 1,379,877 | | | | | | 0.0 | | |
4,932,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 5,196,206 | | | | | | 0.1 | | |
9,065,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 10,465,044 | | | | | | 0.1 | | |
10,875,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 11,923,414 | | | | | | 0.1 | | |
2,726,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 3,443,324 | | | | | | 0.0 | | |
1,846,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 1,862,808 | | | | | | 0.0 | | |
| | | | | | | | 435,572,120 | | | | | | 4.3 | | |
| | | Financial: 11.5% | | ||||||||||||
1,000,000 (3) | | | ABN AMRO Bank NV, 4.400%, 03/27/2028 | | | | | 1,046,274 | | | | | | 0.0 | | |
6,000,000 (2) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 6,661,644 | | | | | | 0.1 | | |
5,468,000 (1) | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 5,305,339 | | | | | | 0.1 | | |
2,537,000 | | | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | | | | | 2,516,030 | | | | | | 0.0 | | |
791,000 (1) | | | American Homes 4 Rent L.P., 3.375%, 07/15/2051 | | | | | 804,143 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,820,000 | | | American International Group, Inc., 3.400%, 06/30/2030 | | | | $ | 4,171,114 | | | | | | 0.1 | | |
3,163,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 3,577,677 | | | | | | 0.0 | | |
3,670,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 4,073,362 | | | | | | 0.0 | | |
1,147,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | | 1,409,027 | | | | | | 0.0 | | |
4,248,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 5,193,322 | | | | | | 0.1 | | |
2,202,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 2,797,239 | | | | | | 0.0 | | |
2,649,000 (2) | | | ANZ New Zealand Int’l Ltd./London, 1.250%, 06/22/2026 | | | | | 2,638,814 | | | | | | 0.0 | | |
2,150,000 | | | Arthur J Gallagher & Co., 3.500%, 05/20/2051 | | | | | 2,306,070 | | | | | | 0.0 | | |
6,521,000 (1) | | | Assurant, Inc., 2.650%, 01/15/2032 | | | | | 6,472,400 | | | | | | 0.1 | | |
3,819,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 4,151,788 | | | | | | 0.0 | | |
5,689,000 (2) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 5,904,033 | | | | | | 0.1 | | |
3,452,000 (1)(2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 3,683,401 | | | | | | 0.0 | | |
2,378,000 (2) | | | Aviation Capital Group LLC, 1.950%, 09/20/2026 | | | | | 2,353,786 | | | | | | 0.0 | | |
1,137,000 (1)(2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 1,186,725 | | | | | | 0.0 | | |
2,027,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 2,165,036 | | | | | | 0.0 | | |
4,559,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 5,111,312 | | | | | | 0.1 | | |
1,759,000 (2) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 1,741,827 | | | | | | 0.0 | | |
5,232,000 (1)(2) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 5,222,120 | | | | | | 0.1 | | |
1,151,000 (2) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 1,184,718 | | | | | | 0.0 | | |
4,600,000 (2) | | | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | | | | | 4,665,550 | | | | | | 0.1 | | |
4,250,000 (1) | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | | | 4,632,500 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,325,000 (2)(3) | | | Banco de Credito del Peru, 3.250%, 09/30/2031 | | | | $ | 3,259,364 | | | | | | 0.0 | | |
764,000 (1) | | | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | | | | | 845,584 | | | | | | 0.0 | | |
3,750,000 (2) | | | Banco Nacional de Panama, 2.500%, 08/11/2030 | | | | | 3,600,937 | | | | | | 0.0 | | |
4,200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 4,407,289 | | | | | | 0.1 | | |
1,600,000 (1) | | | Banco Santander SA, 2.958%, 03/25/2031 | | | | | 1,647,086 | | | | | | 0.0 | | |
3,600,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 3,729,115 | | | | | | 0.0 | | |
4,175,000 | | | Bancolombia SA, 3.000%, 01/29/2025 | | | | | 4,216,792 | | | | | | 0.1 | | |
7,100,000 (2)(3) | | | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | | | | 7,392,875 | | | | | | 0.1 | | |
8,000,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 8,013,455 | | | | | | 0.1 | | |
5,462,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 5,423,052 | | | | | | 0.1 | | |
4,500,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 4,521,504 | | | | | | 0.1 | | |
3,180,000 (1)(3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 3,068,422 | | | | | | 0.0 | | |
3,901,000 (3) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 3,755,631 | | | | | | 0.0 | | |
1,495,000 (1)(3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 1,534,347 | | | | | | 0.0 | | |
6,145,000 (3) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 6,138,915 | | | | | | 0.1 | | |
2,367,000 (3) | | | Bank of America Corp., 2.299%, 07/21/2032 | | | | | 2,334,822 | | | | | | 0.0 | | |
7,858,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 7,594,205 | | | | | | 0.1 | | |
7,450,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 7,590,412 | | | | | | 0.1 | | |
5,000,000 (1)(3) | | | Bank of America Corp., 2.884%, 10/22/2030 | | | | | 5,222,637 | | | | | | 0.1 | | |
3,625,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 3,858,949 | | | | | | 0.0 | | |
2,300,000 (3) | | | Bank of America Corp., 3.550%, 03/05/2024 | | | | | 2,398,205 | | | | | | 0.0 | | |
1,941,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 2,116,135 | | | | | | 0.0 | | |
1,718,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 1,911,954 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,645,000 (3) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | $ | 3,047,828 | | | | | | 0.0 | | |
2,000,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 2,369,476 | | | | | | 0.0 | | |
7,307,000 (1) | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 8,150,183 | | | | | | 0.1 | | |
4,495,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | | 5,063,300 | | | | | | 0.1 | | |
9,614,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 10,908,557 | | | | | | 0.1 | | |
5,594,000 (3) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 6,133,471 | | | | | | 0.1 | | |
1,750,000 (1) | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 1,816,827 | | | | | | 0.0 | | |
2,417,000 | | | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | | | | | 2,565,312 | | | | | | 0.0 | | |
4,740,000 (3) | | | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | | | | | 5,107,350 | | | | | | 0.1 | | |
4,952,000 (2) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 4,946,030 | | | | | | 0.1 | | |
2,828,000 (2) | | | Banque Federative du Credit Mutuel SA, 1.604%, 10/04/2026 | | | | | 2,832,971 | | | | | | 0.0 | | |
11,500,000 (2) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 11,990,984 | | | | | | 0.1 | | |
5,000,000 (3) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 5,024,462 | | | | | | 0.1 | | |
3,687,000 (3) | | | Barclays PLC, 3.564%, 09/23/2035 | | | | | 3,828,260 | | | | | | 0.0 | | |
1,687,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 1,664,801 | | | | | | 0.0 | | |
1,500,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 1,830,748 | | | | | | 0.0 | | |
2,362,000 (2) | | | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | | | | | 2,309,698 | | | | | | 0.0 | | |
6,340,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | | | | | 6,095,925 | | | | | | 0.1 | | |
4,915,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | | | | 4,683,438 | | | | | | 0.1 | | |
2,860,000 (1)(2) | | | Blackstone Secured Lending Fund, 2.850%, 09/30/2028 | | | | | 2,842,740 | | | | | | 0.0 | | |
5,406,000 (2)(3) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 5,317,332 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,185,000 (2)(3) | | | BNP Paribas SA, 2.159%, 09/15/2029 | | | | $ | 4,148,600 | | | | | | 0.0 | | |
5,150,000 (2)(3) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 5,287,913 | | | | | | 0.1 | | |
2,641,000 (2)(3) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 2,563,005 | | | | | | 0.0 | | |
8,000,000 (2)(3) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 8,381,615 | | | | | | 0.1 | | |
3,318,000 (2)(3) | | | BNP Paribas SA, 2.871%, 04/19/2032 | | | | | 3,390,555 | | | | | | 0.0 | | |
4,499,000 (2) | | | BNP Paribas SA, 3.375%, 01/09/2025 | | | | | 4,798,736 | | | | | | 0.1 | | |
3,062,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 3,255,424 | | | | | | 0.0 | | |
4,875,000 (1)(2)(3) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 4,738,078 | | | | | | 0.1 | | |
7,000,000 (1)(2) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 7,270,704 | | | | | | 0.1 | | |
2,094,000 (2) | | | BPCE SA, 5.150%, 07/21/2024 | | | | | 2,314,661 | | | | | | 0.0 | | |
7,020,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 7,698,771 | | | | | | 0.1 | | |
1,394,000 (1) | | | Camden Property Trust, 2.800%, 05/15/2030 | | | | | 1,472,088 | | | | | | 0.0 | | |
11,000,000 (1) | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 11,430,252 | | | | | | 0.1 | | |
1,127,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 1,249,107 | | | | | | 0.0 | | |
3,000,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 3,024,702 | | | | | | 0.0 | | |
1,971,000 | | | Charles Schwab Corp./ The, 2.000%, 03/20/2028 | | | | | 2,013,024 | | | | | | 0.0 | | |
3,329,000 (1)(3) | | | Charles Schwab Corp./ The, 5.375%, 12/31/2199 | | | | | 3,707,674 | | | | | | 0.0 | | |
3,161,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 3,404,406 | | | | | | 0.0 | | |
2,459,000 (3) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 2,445,968 | | | | | | 0.0 | | |
1,601,000 (3) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 1,617,915 | | | | | | 0.0 | | |
4,915,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 5,674,620 | | | | | | 0.1 | | |
1,147,000 (2) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,185,206 | | | | | | 0.0 | | |
4,660,000 | | | CNO Global Funding, 1.750%, 10/07/2026 | | | | | 4,661,652 | | | | | | 0.0 | | |
1,201,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 1,271,494 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
638,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | $ | 688,595 | | | | | | 0.0 | | |
2,977,000 (2) | | | Commonwealth Bank of Australia, 2.688%, 03/11/2031 | | | | | 2,969,733 | | | | | | 0.0 | | |
1,520,000 (2) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 1,646,511 | | | | | | 0.0 | | |
3,693,000 (1)(2)(3) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 3,644,707 | | | | | | 0.0 | | |
4,027,000 (2)(3) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 4,024,038 | | | | | | 0.0 | | |
6,000,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 6,229,595 | | | | | | 0.1 | | |
9,163,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 10,162,988 | | | | | | 0.1 | | |
1,500,000 | | | Cooperatieve Rabobank UA, 4.625%, 12/01/2023 | | | | | 1,625,846 | | | | | | 0.0 | | |
2,700,000 (2) | | | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | | | | | 2,683,570 | | | | | | 0.0 | | |
13,000,000 (2)(3) | | | Credit Agricole SA/ London, 1.907%, 06/16/2026 | | | | | 13,252,684 | | | | | | 0.1 | | |
3,611,000 | | | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | | | | | 3,645,261 | | | | | | 0.0 | | |
4,068,000 (2) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 4,461,270 | | | | | | 0.1 | | |
3,222,000 (2)(3) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 3,283,813 | | | | | | 0.0 | | |
6,870,000 (2)(3) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 7,057,275 | | | | | | 0.1 | | |
8,409,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 8,685,566 | | | | | | 0.1 | | |
1,732,000 (1) | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 1,696,218 | | | | | | 0.0 | | |
4,910,000 (1)(2)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 4,912,597 | | | | | | 0.1 | | |
2,005,000 (2) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 2,029,194 | | | | | | 0.0 | | |
2,407,000 (2)(3) | | | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | | | | | 2,458,931 | | | | | | 0.0 | | |
2,000,000 (2) | | | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | | | | | 2,014,460 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,897,000 | | | Discover Bank, 4.250%, 03/13/2026 | | | | $ | 3,232,409 | | | | | | 0.0 | | |
2,404,000 (3) | | | Discover Bank, 4.682%, 08/09/2028 | | | | | 2,558,154 | | | | | | 0.0 | | |
6,771,000 (1)(2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 6,653,985 | | | | | | 0.1 | | |
4,000,000 (1) | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 4,126,351 | | | | | | 0.0 | | |
10,350,000 | | | Essex Portfolio L.P., 3.375%, 04/15/2026 | | | | | 11,172,392 | | | | | | 0.1 | | |
2,620,000 | | | Everest Reinsurance Holdings, Inc., 3.125%, 10/15/2052 | | | | | 2,561,696 | | | | | | 0.0 | | |
3,215,000 | | | Extra Space Storage L.P., 2.350%, 03/15/2032 | | | | | 3,144,271 | | | | | | 0.0 | | |
7,000,000 (2) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 7,205,473 | | | | | | 0.1 | | |
750,000 | | | Fondo Mivivienda SA, 3.500%, 01/31/2023 | | | | | 771,484 | | | | | | 0.0 | | |
2,511,000 (1) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 2,910,984 | | | | | | 0.0 | | |
4,509,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 5,415,619 | | | | | | 0.1 | | |
4,913,000 (3) | | | Goldman Sachs Group, Inc./The, 1.542%, 09/10/2027 | | | | | 4,896,484 | | | | | | 0.1 | | |
2,464,000 (3) | | | Goldman Sachs Group, Inc./The, 2.908%, 07/21/2042 | | | | | 2,432,653 | | | | | | 0.0 | | |
95,000 (3) | | | Goldman Sachs Group, Inc./The, 3.210%, 04/22/2042 | | | | | 98,297 | | | | | | 0.0 | | |
5,493,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 6,086,034 | | | | | | 0.1 | | |
1,680,000 (1) | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 2,205,739 | | | | | | 0.0 | | |
792,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 1,135,545 | | | | | | 0.0 | | |
1,462,000 (2) | | | Hartford Financial Services Group, Inc./The, 2.250%, (US0003M + 2.125%), 02/12/2067 | | | | | 1,414,488 | | | | | | 0.0 | | |
4,267,000 | | | Hartford Financial Services Group, Inc./The, 2.900%, 09/15/2051 | | | | | 4,124,822 | | | | | | 0.0 | | |
1,171,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 1,596,657 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
8,475,000 (2) | | | HAT Holdings I LLC / HAT Holdings II LLC, 3.375%, 06/15/2026 | | | | $ | 8,612,719 | | | | | | 0.1 | | |
3,779,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 3,755,279 | | | | | | 0.0 | | |
2,569,000 (3) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 2,583,790 | | | | | | 0.0 | | |
5,105,000 (3) | | | HSBC Holdings PLC, 2.013%, 09/22/2028 | | | | | 5,108,048 | | | | | | 0.1 | | |
6,500,000 (3) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 6,644,768 | | | | | | 0.1 | | |
7,605,000 (3) | | | HSBC Holdings PLC, 2.206%, 08/17/2029 | | | | | 7,550,337 | | | | | | 0.1 | | |
4,759,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 4,965,496 | | | | | | 0.1 | | |
8,523,000 (3) | | | HSBC Holdings PLC, 3.262%, 03/13/2023 | | | | | 8,630,956 | | | | | | 0.1 | | |
2,924,000 (3) | | | HSBC Holdings PLC, 3.973%, 05/22/2030 | | | | | 3,228,739 | | | | | | 0.0 | | |
4,593,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 5,085,024 | | | | | | 0.1 | | |
4,085,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 4,550,254 | | | | | | 0.1 | | |
4,751,000 (1)(3) | | | HSBC Holdings PLC, 4.700%, 12/31/2199 | | | | | 4,828,204 | | | | | | 0.1 | | |
4,831,000 (3) | | | HSBC Holdings PLC, 6.000%, 12/31/2199 | | | | | 5,308,061 | | | | | | 0.1 | | |
6,599,000 (1) | | | ING Groep NV, 3.550%, 04/09/2024 | | | | | 7,070,583 | | | | | | 0.1 | | |
3,483,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 3,329,196 | | | | | | 0.0 | | |
2,500,000 (1)(2) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | | 2,531,250 | | | | | | 0.0 | | |
1,200,000 (1)(2)(3) | | | Itau Unibanco Holding SA/Cayman Island, 3.875%, 04/15/2031 | | | | | 1,164,930 | | | | | | 0.0 | | |
6,236,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 6,246,039 | | | | | | 0.1 | | |
3,479,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 3,414,554 | | | | | | 0.0 | | |
7,030,000 (1)(3) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 6,987,882 | | | | | | 0.1 | | |
8,225,000 (1)(3) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 7,940,474 | | | | | | 0.1 | | |
6,322,000 (3) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 6,340,106 | | | | | | 0.1 | | |
3,784,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 3,865,664 | | | | | | 0.0 | | |
5,000,000 (3) | | | JPMorgan Chase & Co., 2.301%, 10/15/2025 | | | | | 5,187,612 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,205,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | $ | 3,986,401 | | | | | | 0.0 | | |
5,318,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 5,395,707 | | | | | | 0.1 | | |
6,884,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 7,154,436 | | | | | | 0.1 | | |
3,766,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 3,952,155 | | | | | | 0.0 | | |
10,000 (1)(3) | | | JPMorgan Chase & Co., 3.559%, 04/23/2024 | | | | | 10,472 | | | | | | 0.0 | | |
4,270,000 (3) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 4,515,340 | | | | | | 0.1 | | |
3,700,000 | | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | | | | 4,024,426 | | | | | | 0.0 | | |
2,423,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 2,812,033 | | | | | | 0.0 | | |
2,825,000 (3) | | | JPMorgan Chase & Co., 4.452%, 12/05/2029 | | | | | 3,255,824 | | | | | | 0.0 | | |
2,200,000 (3) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 2,568,362 | | | | | | 0.0 | | |
3,310,000 | | | Kilroy Realty L.P., 2.650%, 11/15/2033 | | | | | 3,268,284 | | | | | | 0.0 | | |
2,990,000 | | | Kilroy Realty L.P., 3.450%, 12/15/2024 | | | | | 3,193,012 | | | | | | 0.0 | | |
2,641,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 2,848,019 | | | | | | 0.0 | | |
2,500,000 (2) | | | Kookmin Bank, 2.500%, 11/04/2030 | | | | | 2,478,788 | | | | | | 0.0 | | |
9,750,000 (1)(2) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 9,693,450 | | | | | | 0.1 | | |
2,631,000 (2) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 2,925,404 | | | | | | 0.0 | | |
4,356,000 | | | Life Storage L.P., 2.400%, 10/15/2031 | | | | | 4,317,379 | | | | | | 0.1 | | |
2,545,000 (3) | | | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | | | | | 2,641,392 | | | | | | 0.0 | | |
2,849,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 2,923,646 | | | | | | 0.0 | | |
4,164,000 (2) | | | LSEGA Financing PLC, 2.500%, 04/06/2031 | | | | | 4,243,063 | | | | | | 0.1 | | |
9,810,000 (1) | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 10,012,059 | | | | | | 0.1 | | |
4,310,000 (1) | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 4,669,712 | | | | | | 0.1 | | |
2,755,000 (1) | | | Mid-America Apartments L.P., 2.875%, 09/15/2051 | | | | | 2,668,843 | | | | | | 0.0 | | |
7,183,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 7,227,531 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,475,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 1.538%, 07/20/2027 | | | | $ | 3,473,249 | | | | | | 0.0 | | |
4,479,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | | | | | 4,634,673 | | | | | | 0.1 | | |
725,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | | | | | 766,723 | | | | | | 0.0 | | |
2,750,000 (2)(3) | | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | | | 2,791,250 | | | | | | 0.0 | | |
5,500,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,653,615 | | | | | | 0.1 | | |
5,774,000 (3) | | | Mizuho Financial Group, Inc., 1.241%, 07/10/2024 | | | | | 5,843,048 | | | | | | 0.1 | | |
3,417,000 (3) | | | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | | | | | 3,523,794 | | | | | | 0.0 | | |
2,726,000 (1)(3) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 2,854,230 | | | | | | 0.0 | | |
660,000 (2) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 718,341 | | | | | | 0.0 | | |
3,912,000 (3) | | | Morgan Stanley, 0.790%, 05/30/2025 | | | | | 3,901,320 | | | | | | 0.0 | | |
15,500,000 (3) | | | Morgan Stanley, 1.512%, 07/20/2027 | | | | | 15,433,416 | | | | | | 0.2 | | |
5,685,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 5,705,230 | | | | | | 0.1 | | |
4,939,000 (3) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 4,707,547 | | | | | | 0.1 | | |
5,414,000 (1)(3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 5,592,057 | | | | | | 0.1 | | |
21,937,000 (3) | | | Morgan Stanley, 2.239%, 07/21/2032 | | | | | 21,573,125 | | | | | | 0.2 | | |
1,890,000 (1)(3) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 2,084,161 | | | | | | 0.0 | | |
2,750,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 3,045,729 | | | | | | 0.0 | | |
3,524,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 3,884,102 | | | | | | 0.0 | | |
2,439,000 (3) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 2,952,632 | | | | | | 0.0 | | |
9,345,000 (1) | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 9,543,581 | | | | | | 0.1 | | |
5,050,000 (2) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 4,885,470 | | | | | | 0.1 | | |
3,590,000 (1)(2)(3) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 3,864,640 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
9,520,000 (1)(2)(3) | | | Nationwide Building Society, 4.363%, 08/01/2024 | | | | $ | 10,134,814 | | | | | | 0.1 | | |
3,595,000 (1)(3) | | | NatWest Group PLC, 3.032%, 11/28/2035 | | | | | 3,602,872 | | | | | | 0.0 | | |
2,910,000 (3) | | | NatWest Group PLC, 3.073%, 05/22/2028 | | | | | 3,091,611 | | | | | | 0.0 | | |
6,418,000 | | | NatWest Group PLC, 3.875%, 09/12/2023 | | | | | 6,807,031 | | | | | | 0.1 | | |
459,000 (1)(3) | | | NatWest Group PLC, 4.269%, 03/22/2025 | | | | | 495,437 | | | | | | 0.0 | | |
5,954,000 (1)(3) | | | NatWest Group PLC, 4.519%, 06/25/2024 | | | | | 6,339,062 | | | | | | 0.1 | | |
4,725,000 (1) | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 4,872,656 | | | | | | 0.1 | | |
1,000,000 (2)(3) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 1,034,944 | | | | | | 0.0 | | |
4,015,000 (1)(2)(3) | | | Nordea Bank Abp, 3.750%, 12/31/2199 | | | | | 3,959,794 | | | | | | 0.0 | | |
1,345,000 (1)(2)(3) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 1,472,028 | | | | | | 0.0 | | |
DKK 3 (4) | | | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | | | | | 0 | | | | | | 0.0 | | |
4,918,000 (2) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 4,939,302 | | | | | | 0.1 | | |
4,068,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 4,423,609 | | | | | | 0.1 | | |
4,066,000 | | | Oaktree Specialty Lending Corp., 2.700%, 01/15/2027 | | | | | 4,081,704 | | | | | | 0.0 | | |
3,600,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 3,896,866 | | | | | | 0.0 | | |
7,000,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 7,499,910 | | | | | | 0.1 | | |
2,000,000 (2)(3) | | | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | | | | | 1,996,860 | | | | | | 0.0 | | |
4,172,000 (1) | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 4,480,462 | | | | | | 0.1 | | |
5,456,000 (2) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 5,967,498 | | | | | | 0.1 | | |
2,500,000 (1)(2) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 2,511,892 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,412,000 (1) | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | $ | 3,512,783 | | | | | | 0.0 | | |
1,580,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,690,676 | | | | | | 0.0 | | |
4,000,000 | | | Public Storage, 0.875%, 02/15/2026 | | | | | 3,953,713 | | | | | | 0.0 | | |
4,555,000 (1)(2) | | | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 3.875%, 03/01/2031 | | | | | 4,600,550 | | | | | | 0.1 | | |
4,300,000 (2) | | | Rocket Mortgage LLC, 5.250%, 01/15/2028 | | | | | 4,638,625 | | | | | | 0.1 | | |
3,152,000 | | | Regency Centers L.P., 2.950%, 09/15/2029 | | | | | 3,310,938 | | | | | | 0.0 | | |
3,622,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 4,002,388 | | | | | | 0.0 | | |
1,250,000 | | | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | | | | | 1,347,429 | | | | | | 0.0 | | |
3,008,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | | 3,311,781 | | | | | | 0.0 | | |
805,000 | | | Rexford Industrial Realty L.P., 2.150%, 09/01/2031 | | | | | 776,735 | | | | | | 0.0 | | |
3,785,000 (2) | | | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 4.000%, 10/15/2033 | | | | | 3,761,344 | | | | | | 0.0 | | |
2,604,000 | | | Sabra Health Care L.P., 3.200%, 12/01/2031 | | | | | 2,553,519 | | | | | | 0.0 | | |
3,572,000 (2) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 3,876,017 | | | | | | 0.0 | | |
1,350,000 (2)(3) | | | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | | | | | 1,341,616 | | | | | | 0.0 | | |
2,250,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 2,234,564 | | | | | | 0.0 | | |
5,780,000 (1)(2) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | | 5,719,657 | | | | | | 0.1 | | |
6,383,000 (2)(3) | | | Societe Generale SA, 1.792%, 06/09/2027 | | | | | 6,351,155 | | | | | | 0.1 | | |
2,815,000 (2)(3) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 2,772,847 | | | | | | 0.0 | | |
6,104,000 (2)(3) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 6,061,700 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,225,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | | | $ | 3,372,237 | | | | | | 0.0 | | |
300,000 (1) | | | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | | | | | 321,889 | | | | | | 0.0 | | |
3,351,000 (2) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 3,322,917 | | | | | | 0.0 | | |
3,451,000 (2)(3) | | | Svenska Handelsbanken AB, 1.418%, 06/11/2027 | | | | | 3,436,668 | | | | | | 0.0 | | |
3,244,000 | | | Truist Financial Corp., 1.125%, 08/03/2027 | | | | | 3,173,028 | | | | | | 0.0 | | |
4,450,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 4,436,247 | | | | | | 0.1 | | |
4,000,000 (3) | | | Truist Financial Corp., 1.887%, 06/07/2029 | | | | | 3,999,723 | | | | | | 0.0 | | |
3,609,000 (1)(3) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 4,157,568 | | | | | | 0.0 | | |
500,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 494,055 | | | | | | 0.0 | | |
3,500,000 (2) | | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | | | 3,568,236 | | | | | | 0.0 | | |
3,180,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 3,482,323 | | | | | | 0.0 | | |
4,162,000 (2)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 4,190,240 | | | | | | 0.1 | | |
3,853,000 (2)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 3,818,804 | | | | | | 0.0 | | |
5,650,000 (2)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 5,500,562 | | | | | | 0.1 | | |
7,779,000 (2)(3) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 7,943,983 | | | | | | 0.1 | | |
3,135,000 | | | Unum Group, 4.125%, 06/15/2051 | | | | | 3,181,361 | | | | | | 0.0 | | |
2,255,000 | | | Ventas Realty L.P., 2.500%, 09/01/2031 | | | | | 2,228,695 | | | | | | 0.0 | | |
1,005,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 1,339,593 | | | | | | 0.0 | | |
5,928,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 6,004,051 | | | | | | 0.1 | | |
5,017,000 (3) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 5,178,799 | | | | | | 0.1 | | |
17,000,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 17,710,528 | | | | | | 0.2 | | |
2,500,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 2,571,403 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
6,670,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | $ | 7,132,099 | | | | | | 0.1 | | |
4,723,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 5,031,769 | | | | | | 0.1 | | |
1,556,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 1,950,943 | | | | | | 0.0 | | |
4,347,000 (1) | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | | 4,309,743 | | | | | | 0.1 | | |
6,067,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 6,730,195 | | | | | | 0.1 | | |
2,000,000 | | | XLIT Ltd., 5.250%, 12/15/2043 | | | | | 2,761,910 | | | | | | 0.0 | | |
2,296,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 3,170,730 | | | | | | 0.0 | | |
750,000 (2)(3) | | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | | | 773,629 | | | | | | 0.0 | | |
| | | | | | | | 1,157,877,143 | | | | | | 11.5 | | |
| | | Industrial: 2.3% | | ||||||||||||
975,000 (2) | | | ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par, 4.050%, 04/27/2026 | | | | | 978,656 | | | | | | 0.0 | | |
1,590,000 | | | Avnet, Inc., 3.000%, 05/15/2031 | | | | | 1,596,853 | | | | | | 0.0 | | |
3,482,000 (2) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 3,490,287 | | | | | | 0.0 | | |
4,500,000 (2) | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 4,448,970 | | | | | | 0.1 | | |
5,400,000 (1)(2) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 5,712,984 | | | | | | 0.1 | | |
3,395,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 3,588,451 | | | | | | 0.0 | | |
5,645,000 | | | Boeing Co/The, 3.250%, 02/01/2035 | | | | | 5,650,488 | | | | | | 0.1 | | |
1,709,000 (1) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 1,830,699 | | | | | | 0.0 | | |
1,269,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 1,300,492 | | | | | | 0.0 | | |
3,324,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 3,700,894 | | | | | | 0.1 | | |
5,400,000 (1) | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 6,341,189 | | | | | | 0.1 | | |
2,599,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 3,470,490 | | | | | | 0.0 | | |
3,195,000 (2) | | | Builders FirstSource, Inc., 4.250%, 02/01/2032 | | | | | 3,270,881 | | | | | | 0.0 | | |
6,360,000 (1)(2) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 6,785,357 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
2,000,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | $ | 2,334,209 | | | | | | 0.0 | | |
1,165,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | | | | | 1,455,972 | | | | | | 0.0 | | |
2,728,000 | | | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | | | | | 3,689,896 | | | | | | 0.0 | | |
4,300,000 (2) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 4,525,836 | | | | | | 0.1 | | |
2,375,000 (1)(2)(3) | | | Cemex SAB de CV, 5.125%, 12/31/2199 | | | | | 2,421,930 | | | | | | 0.0 | | |
4,350,000 (1)(2) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 4,677,555 | | | | | | 0.1 | | |
2,715,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 3,519,636 | | | | | | 0.0 | | |
890,000 | | | CSX Corp., 4.500%, 08/01/2054 | | | | | 1,123,818 | | | | | | 0.0 | | |
1,550,000 (1)(2) | | | ENA Master Trust, 4.000%, 05/19/2048 | | | | | 1,592,207 | | | | | | 0.0 | | |
2,846,208 | | | FedEx Corp. 2020-1 Class AA Pass Through Trust, 1.875%, 08/20/2035 | | | | | 2,823,198 | | | | | | 0.0 | | |
1,428,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 1,616,620 | | | | | | 0.0 | | |
4,000,000 | | | FedEx Corp., 4.050%, 02/15/2048 | | | �� | | 4,482,050 | | | | | | 0.1 | | |
2,096,000 (1) | | | FedEx Corp., 4.250%, 05/15/2030 | | | | | 2,407,387 | | | | | | 0.0 | | |
2,647,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 3,104,638 | | | | | | 0.0 | | |
4,000,000 | | | General Dynamics Corp., 3.500%, 04/01/2027 | | | | | 4,423,016 | | | | | | 0.1 | | |
2,518,000 (1) | | | General Electric Co., 3.625%, 05/01/2030 | | | | | 2,799,821 | | | | | | 0.0 | | |
7,770,000 (1)(2) | | | GFL Environmental, Inc., 3.500%, 09/01/2028 | | | | | 7,828,275 | | | | | | 0.1 | | |
1,635,000 (1)(2) | | | GFL Environmental, Inc., 3.750%, 08/01/2025 | | | | | 1,684,050 | | | | | | 0.0 | | |
2,000,000 (2) | | | Klabin Austria GmbH, 3.200%, 01/12/2031 | | | | | 1,910,020 | | | | | | 0.0 | | |
8,990,000 | | | Mozart Debt Merger Sub Inc., 3.875%, 04/01/2029 | | | | | 8,990,000 | | | | | | 0.1 | | |
3,379,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 3,677,136 | | | | | | 0.0 | | |
1,514,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 1,707,685 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
434,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | $ | 459,951 | | | | | | 0.0 | | |
3,618,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 3,577,636 | | | | | | 0.0 | | |
4,922,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 4,951,253 | | | | | | 0.1 | | |
2,335,000 (1) | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,474,937 | | | | | | 0.0 | | |
3,686,000 (1) | | | Raytheon Technologies Corp., 3.500%, 03/15/2027 | | | | | 4,050,784 | | | | | | 0.1 | | |
211,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 222,955 | | | | | | 0.0 | | |
3,933,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 4,766,607 | | | | | | 0.1 | | |
7,750,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 9,511,232 | | | | | | 0.1 | | |
534,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | | 697,300 | | | | | | 0.0 | | |
506,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 713,196 | | | | | | 0.0 | | |
3,147,000 (1) | | | Republic Services, Inc., 1.450%, 02/15/2031 | | | | | 2,951,455 | | | | | | 0.0 | | |
2,591,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 2,461,399 | | | | | | 0.0 | | |
3,235,000 (1)(2) | | | Sealed Air Corp., 1.573%, 10/15/2026 | | | | | 3,218,627 | | | | | | 0.0 | | |
3,070,000 (2) | | | Sealed Air Corp., 4.000%, 12/01/2027 | | | | | 3,275,153 | | | | | | 0.0 | | |
9,485,000 (1)(2) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 9,561,734 | | | | | | 0.1 | | |
9,073,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 9,333,849 | | | | | | 0.1 | | |
3,005,000 (1)(2) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 2,863,615 | | | | | | 0.0 | | |
6,625,000 (1)(2) | | | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | | | | | 6,765,781 | | | | | | 0.1 | | |
3,275,000 (2) | | | Summit Digitel Infrastructure Pvt Ltd., 2.875%, 08/12/2031 | | | | | 3,150,609 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
5,340,000 (2) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | $ | 5,613,675 | | | | | | 0.1 | | |
1,160,000 (1)(2) | | | SYNNEX Corp., 1.750%, 08/09/2026 | | | | | 1,148,270 | | | | | | 0.0 | | |
6,225,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 6,273,820 | | | | | | 0.1 | | |
5,745,000 (2) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 6,201,478 | | | | | | 0.1 | | |
2,500,000 | | | Union Pacific Corp., 3.550%, 05/20/2061 | | | | | 2,707,766 | | | | | | 0.0 | | |
2,283,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 2,146,567 | | | | | | 0.0 | | |
3,540,000 (1) | | | WRKCo, Inc., 3.000%, 06/15/2033 | | | | | 3,711,873 | | | | | | 0.1 | | |
| | | | | | | | 227,773,168 | | | | | | 2.3 | | |
| | | Technology: 2.4% | | ||||||||||||
5,027,000 | | | Analog Devices, Inc., 2.100%, 10/01/2031 | | | | | 5,041,986 | | | | | | 0.1 | | |
1,977,000 | | | Analog Devices, Inc., 2.800%, 10/01/2041 | | | | | 1,980,100 | | | | | | 0.0 | | |
2,520,000 | | | Analog Devices, Inc., 2.950%, 10/01/2051 | | | | | 2,524,100 | | | | | | 0.0 | | |
562,000 (1) | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 619,347 | | | | | | 0.0 | | |
4,971,000 (1) | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 4,840,961 | | | | | | 0.1 | | |
2,605,000 (1) | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 2,508,179 | | | | | | 0.0 | | |
8,500,000 (1) | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 8,143,612 | | | | | | 0.1 | | |
2,275,000 (1) | | | Apple, Inc., 2.700%, 08/05/2051 | | | | | 2,197,496 | | | | | | 0.0 | | |
10,661,000 (1) | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 10,198,941 | | | | | | 0.1 | | |
2,825,000 (1) | | | Apple, Inc., 2.850%, 08/05/2061 | | | | | 2,731,268 | | | | | | 0.0 | | |
3,900,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 4,515,215 | | | | | | 0.1 | | |
5,143,000 (1) | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 5,961,990 | | | | | | 0.1 | | |
963,000 | | | Apple, Inc., 4.450%, 05/06/2044 | | | | | 1,226,196 | | | | | | 0.0 | | |
1,385,000 | | | Apple, Inc., 4.500%, 02/23/2036 | | | | | 1,737,313 | | | | | | 0.0 | | |
4,750,000 (1) | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | | | 4,874,687 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,487,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | $ | 2,447,508 | | | | | | 0.0 | | |
2,143,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 2,550,905 | | | | | | 0.0 | | |
2,310,000 (1) | | | DXC Technology Co., 1.800%, 09/15/2026 | | | | | 2,307,998 | | | | | | 0.0 | | |
2,315,000 | | | DXC Technology Co., 2.375%, 09/15/2028 | | | | | 2,288,974 | | | | | | 0.0 | | |
2,695,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 2,838,855 | | | | | | 0.0 | | |
8,500,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | | 9,261,216 | | | | | | 0.1 | | |
3,690,000 (2) | | | HP, Inc., 2.650%, 06/17/2031 | | | | | 3,656,337 | | | | | | 0.0 | | |
2,895,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 2,994,609 | | | | | | 0.0 | | |
2,139,000 (2) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 2,162,417 | | | | | | 0.0 | | |
1,975,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 1,946,395 | | | | | | 0.0 | | |
4,751,000 | | | Intel Corp., 3.200%, 08/12/2061 | | | | | 4,784,846 | | | | | | 0.1 | | |
12,903,000 (1) | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 13,390,882 | | | | | | 0.1 | �� | |
1,250,000 (1) | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 1,754,955 | | | | | | 0.0 | | |
7,595,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 8,282,982 | | | | | | 0.1 | | |
4,000,000 | | | International Business Machines Corp., 3.500%, 05/15/2029 | | | | | 4,422,544 | | | | | | 0.1 | | |
8,980,000 (1)(2) | | | J2 Global, Inc., 4.625%, 10/15/2030 | | | | | 9,552,475 | | | | | | 0.1 | | |
5,223,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 5,416,885 | | | | | | 0.1 | | |
6,701,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 7,123,329 | | | | | | 0.1 | | |
9,677,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 10,023,958 | | | | | | 0.1 | | |
2,332,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 2,390,201 | | | | | | 0.0 | | |
7,006,000 (1) | | | NVIDIA Corp., 1.550%, 06/15/2028 | | | | | 6,981,984 | | | | | | 0.1 | | |
6,881,000 (1) | | | NVIDIA Corp., 2.000%, 06/15/2031 | | | | | 6,849,878 | | | | | | 0.1 | | |
4,533,000 (2) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 5,248,949 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,761,000 (1)(2) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | $ | 2,998,953 | | | | | | 0.0 | | |
9,130,000 (2) | | | ON Semiconductor Corp., 3.875%, 09/01/2028 | | | | | 9,438,137 | | | | | | 0.1 | | |
2,948,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 3,053,480 | | | | | | 0.0 | | |
370,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 402,423 | | | | | | 0.0 | | |
2,443,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 2,581,289 | | | | | | 0.0 | | |
6,590,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 7,049,848 | | | | | | 0.1 | | |
2,498,000 (1) | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | | 2,468,523 | | | | | | 0.0 | | |
4,724,000 (1) | | | salesforce.com, Inc., 1.950%, 07/15/2031 | | | | | 4,705,180 | | | | | | 0.1 | | |
3,601,000 | | | salesforce.com, Inc., 2.700%, 07/15/2041 | | | | | 3,594,666 | | | | | | 0.0 | | |
2,462,000 (1) | | | salesforce.com, Inc., 2.900%, 07/15/2051 | | | | | 2,460,166 | | | | | | 0.0 | | |
3,149,000 (1) | | | salesforce.com, Inc., 3.050%, 07/15/2061 | | | | | 3,192,499 | | | | | | 0.0 | | |
9,645,000 (1)(2) | | | Seagate HDD Cayman, 3.375%, 07/15/2031 | | | | | 9,415,931 | | | | | | 0.1 | | |
2,755,000 (1)(2) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | | 2,688,517 | | | | | | 0.0 | | |
2,915,000 (1)(2) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 2,797,615 | | | | | | 0.0 | | |
5,540,000 (1) | | | VMware, Inc., 1.400%, 08/15/2026 | | | | | 5,517,602 | | | | | | 0.1 | | |
2,395,000 | | | VMware, Inc., 1.800%, 08/15/2028 | | | | | 2,361,621 | | | | | | 0.0 | | |
| | | | | | | | 242,506,923 | | | | | | 2.4 | | |
| | | Utilities: 4.1% | | ||||||||||||
1,059,000 | | | AEP Texas, Inc., 3.450%, 01/15/2050 | | | | | 1,095,800 | | | | | | 0.0 | | |
3,671,000 (2) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 3,988,378 | | | | | | 0.1 | | |
2,530,000 | | | AEP Transmission Co. LLC, 2.750%, 08/15/2051 | | | | | 2,417,878 | | | | | | 0.0 | | |
2,870,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 2,834,203 | | | | | | 0.0 | | |
3,943,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 4,343,116 | | | | | | 0.1 | | |
2,480,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 2,684,111 | | | | | | 0.0 | | |
10,755,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 11,279,686 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
3,136,000 (1) | | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | | | | $ | 3,163,291 | | | | | | 0.0 | | |
4,130,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 5,323,068 | | | | | | 0.1 | | |
5,385,000 (2) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 5,452,657 | | | | | | 0.1 | | |
2,812,000 (1) | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 2,887,463 | | | | | | 0.0 | | |
2,011,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 2,194,629 | | | | | | 0.0 | | |
2,595,000 | | | Arizona Public Service Co., 4.200%, 08/15/2048 | | | | | 3,100,649 | | | | | | 0.0 | | |
2,445,000 | | | Atmos Energy Corp., 2.850%, 02/15/2052 | | | | | 2,340,899 | | | | | | 0.0 | | |
9,776,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 10,416,690 | | | | | | 0.1 | | |
3,422,000 (1) | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 3,440,099 | | | | | | 0.0 | | |
2,510,000 (1) | | | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | | | | | 2,618,767 | | | | | | 0.0 | | |
3,953,000 (1) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 3,790,421 | | | | | | 0.1 | | |
3,615,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 3,668,356 | | | | | | 0.0 | | |
3,250,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 3,450,564 | | | | | | 0.0 | | |
1,720,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 1,838,618 | | | | | | 0.0 | | |
2,750,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 3,178,952 | | | | | | 0.0 | | |
566,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 636,717 | | | | | | 0.0 | | |
4,000,000 (2) | | | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | | | | | 3,985,000 | | | | | | 0.1 | | |
2,166,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,325,819 | | | | | | 0.0 | | |
3,430,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 3,472,875 | | | | | | 0.0 | | |
7,338,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 8,272,935 | | | | | | 0.1 | | |
2,519,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 2,861,886 | | | | | | 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 | | | | $ | 2,092,682 | | | | | | 0.0 | | |
2,591,000 | | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | | | | | 3,207,713 | | | | | | 0.0 | | |
831,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 1,049,632 | | | | | | 0.0 | | |
4,865,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 5,224,037 | | | | | | 0.1 | | |
1,476,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 1,497,491 | | | | | | 0.0 | | |
5,500,000 (1) | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 5,458,980 | | | | | | 0.1 | | |
1,472,000 (1) | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 1,526,258 | | | | | | 0.0 | | |
2,322,000 | | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | | | | | 2,411,844 | | | | | | 0.0 | | |
2,340,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 2,605,550 | | | | | | 0.0 | | |
1,172,000 | | | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | | | | | 1,326,940 | | | | | | 0.0 | | |
2,185,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 2,501,446 | | | | | | 0.0 | | |
2,155,000 (1)(3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 2,308,544 | | | | | | 0.0 | | |
2,000,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 1,918,269 | | | | | | 0.0 | | |
1,890,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 1,878,619 | | | | | | 0.0 | | |
3,723,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 4,167,599 | | | | | | 0.1 | | |
2,505,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 2,968,946 | | | | | | 0.0 | | |
3,500,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 3,631,083 | | | | | | 0.0 | | |
1,200,000 | | | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | | | | | 1,336,597 | | | | | | 0.0 | | |
2,588,000 | | | Duke Energy Ohio, Inc., 3.700%, 06/15/2046 | | | | | 2,905,215 | | | | | | 0.0 | | |
4,000,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 4,633,720 | | | | | | 0.1 | | |
2,390,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 2,371,675 | | | | | | 0.0 | | |
4,699,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 4,388,481 | | | | | | 0.1 | | |
4,202,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 4,133,710 | | | | | | 0.1 | | |
3,955,000 (1) | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 3,923,090 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,869,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | $ | 1,930,005 | | | | | | 0.0 | | |
1,758,000 | | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | | | | | 1,718,801 | | | | | | 0.0 | | |
4,000,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 4,849,222 | | | | | | 0.1 | | |
2,172,000 (1) | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 2,435,471 | | | | | | 0.0 | | |
2,882,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 3,003,677 | | | | | | 0.0 | | |
2,520,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 2,543,237 | | | | | | 0.0 | | |
2,943,000 | | | Eversource Energy, 0.800%, 08/15/2025 | | | | | 2,899,468 | | | | | | 0.0 | | |
2,750,000 (1) | | | Eversource Energy, 1.400%, 08/15/2026 | | | | | 2,744,706 | | | | | | 0.0 | | |
2,871,000 (1) | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 3,012,976 | | | | | | 0.0 | | |
1,060,000 (1) | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 1,201,991 | | | | | | 0.0 | | |
1,585,000 (1) | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 2,005,652 | | | | | | 0.0 | | |
1,725,000 | | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | | | | | 1,851,844 | | | | | | 0.0 | | |
3,055,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 3,176,035 | | | | | | 0.0 | | |
2,124,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 2,292,485 | | | | | | 0.0 | | |
1,444,000 | | | Idaho Power Co., 4.200%, 03/01/2048 | | | | | 1,749,264 | | | | | | 0.0 | | |
4,000,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 4,141,204 | | | | | | 0.1 | | |
6,060,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 6,315,429 | | | | | | 0.1 | | |
2,870,000 | | | Interstate Power and Light Co., 2.300%, 06/01/2030 | | | | | 2,884,943 | | | | | | 0.0 | | |
4,400,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 4,701,614 | | | | | | 0.1 | | |
3,462,000 | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 3,889,246 | | | | | | 0.1 | | |
1,579,000 (1)(2) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 1,619,383 | | | | | | 0.0 | | |
3,199,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,524,702 | | | | | | 0.0 | | |
3,950,000 (2) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 4,126,565 | | | | | | 0.1 | | |
1,423,000 (1) | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 1,488,257 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,950,000 (2) | | | Metropolitan Edison Co., 3.500%, 03/15/2023 | | | | $ | 2,013,439 | | | | | | 0.0 | | |
4,552,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 5,365,145 | | | | | | 0.1 | | |
271,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 312,720 | | | | | | 0.0 | | |
2,460,000 (1)(2) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 2,695,196 | | | | | | 0.0 | | |
3,392,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 3,675,732 | | | | | | 0.1 | | |
5,417,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 5,542,236 | | | | | | 0.1 | | |
2,880,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 3,004,533 | | | | | | 0.0 | | |
2,635,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 2,638,318 | | | | | | 0.0 | | |
5,049,000 (1) | | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | | | | | 5,340,343 | | | | | | 0.1 | | |
4,000,000 | | | NiSource, Inc., 0.950%, 08/15/2025 | | | | | 3,954,042 | | | | | | 0.1 | | |
6,788,000 (1) | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 7,446,577 | | | | | | 0.1 | | |
1,453,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 2,012,630 | | | | | | 0.0 | | |
1,310,000 (1)(2) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 1,294,516 | | | | | | 0.0 | | |
3,375,000 (1)(2) | | | NRG Energy, Inc., 3.625%, 02/15/2031 | | | | | 3,319,312 | | | | | | 0.0 | | |
4,255,000 (1) | | | NSTAR Electric Co., 1.950%, 08/15/2031 | | | | | 4,201,004 | | | | | | 0.1 | | |
2,992,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 3,187,945 | | | | | | 0.0 | | |
7,408,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 7,408,397 | | | | | | 0.1 | | |
1,861,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 1,835,624 | | | | | | 0.0 | | |
4,188,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 4,141,305 | | | | | | 0.1 | | |
2,484,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 2,480,528 | | | | | | 0.0 | | |
1,138,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 1,357,430 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
750,000 (2) | | | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | | | | $ | 869,437 | | | | | | 0.0 | | |
2,675,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 3,113,031 | | | | | | 0.0 | | |
4,500,000 (2) | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 5,236,875 | | | | | | 0.1 | | |
2,035,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 2,084,361 | | | | | | 0.0 | | |
1,200,000 (2) | | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | | | 1,208,082 | | | | | | 0.0 | | |
2,889,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 2,841,984 | | | | | | 0.0 | | |
2,541,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 2,407,263 | | | | | | 0.0 | | |
3,937,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 4,361,928 | | | | | | 0.1 | | |
3,344,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 3,636,600 | | | | | | 0.0 | | |
5,750,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 6,078,364 | | | | | | 0.1 | | |
5,098,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 5,555,077 | | | | | | 0.1 | | |
1,570,000 | | | Southern California Edison Co., 3.650%, 02/01/2050 | | | | | 1,607,008 | | | | | | 0.0 | | |
813,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 877,905 | | | | | | 0.0 | | |
1,444,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 1,704,913 | | | | | | 0.0 | | |
1,680,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 2,313,310 | | | | | | 0.0 | | |
6,902,000 (3) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 7,049,013 | | | | | | 0.1 | | |
4,975,000 (3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 5,271,361 | | | | | | 0.1 | | |
4,444,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 4,477,908 | | | | | | 0.1 | | |
1,709,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 2,063,585 | | | | | | 0.0 | | |
1,710,000 | | | Tucson Electric Power Co., 4.850%, 12/01/2048 | | | | | 2,211,515 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
3,623,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | $ | 3,431,913 | | | | | | 0.0 | | |
2,260,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 2,572,592 | | | | | | 0.0 | | |
1,915,000 | | | Virginia Electric and Power Co., 3.450%, 09/01/2022 | | | | | 1,953,973 | | | | | | 0.0 | | |
5,165,000 | | | Virginia Electric and Power Co., 3.800%, 09/15/2047 | | | | | 5,849,132 | | | | | | 0.1 | | |
2,276,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 2,562,965 | | | | | | 0.0 | | |
4,673,000 (1) | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 4,597,447 | | | | | | 0.1 | | |
1,500,000 (1) | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 1,495,659 | | | | | | 0.0 | | |
3,590,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 4,046,983 | | | | | | 0.1 | | |
| | | | | | | | 411,344,981 | | | | | | 4.1 | | |
| | | Total Corporate Bonds/Notes (Cost $3,721,600,373) | | | | | 3,845,899,841 | | | | | | 38.3 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 14.9% | | |||||||||||||||
486,891 (2)(3) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.869%, 09/25/2044 | | | | | 487,705 | | | | | | 0.0 | | |
2,099,308 | | | Alternative Loan Trust 2004-J7 MI, 1.106%, (US0001M + 1.020%), 10/25/2034 | | | | | 2,084,848 | | | | | | 0.0 | | |
522,098 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 475,641 | | | | | | 0.0 | | |
652,464 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 631,489 | | | | | | 0.0 | | |
1,310,782 | | | Alternative Loan Trust 2005-J2 1A12, 0.486%, (US0001M + 0.400%), 04/25/2035 | | | | | 1,103,977 | | | | | | 0.0 | | |
665,183 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 439,671 | | | | | | 0.0 | | |
135,323 | | | Alternative Loan Trust 2006-18CB A10, 0.486%, (US0001M + 0.400%), 07/25/2036 | | | | | 64,968 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
821,987 | | | Alternative Loan Trust 2006-19CB A28, 0.686%, (US0001M + 0.600%), 08/25/2036 | | | | $ | 434,581 | | | | | | 0.0 | | |
954,366 | | | Alternative Loan Trust 2007-23CB A3, 0.586%, (US0001M + 0.500%), 09/25/2037 | | | | | 483,744 | | | | | | 0.0 | | |
2,234,634 | | | Alternative Loan Trust 2007-2CB 2A1, 0.686%, (US0001M + 0.600%), 03/25/2037 | | | | | 1,079,127 | | | | | | 0.0 | | |
924,030 | | | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | | | | | 595,413 | | | | | | 0.0 | | |
864,485 | | | Alternative Loan Trust 2007-8CB A3, 0.586%, (US0001M + 0.500%), 05/25/2037 | | | | | 474,536 | | | | | | 0.0 | | |
1,928,348 | | | American Home Mortgage Assets Trust 2007-4 A4, 0.666%, (US0001M + 0.290%), 08/25/2037 | | | | | 1,860,107 | | | | | | 0.0 | | |
1,423,327 (2)(3) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 1,442,888 | | | | | | 0.0 | | |
663,177 | | | Banc of America Funding 2007-2 1A16 Trust, 0.686%, (US0001M + 0.600%), 03/25/2037 | | | | | 521,301 | | | | | | 0.0 | | |
840,003 (5) | | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 81,394 | | | | | | 0.0 | | |
966,746 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.622%, 05/25/2035 | | | | | 976,966 | | | | | | 0.0 | | |
1,240,983 (3) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 2.628%, 09/25/2035 | | | | | 1,156,460 | | | | | | 0.0 | | |
2,668,538 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.276%, (US0001M + 0.190%), 01/25/2037 | | | | | 2,518,699 | | | | | | 0.0 | | |
2,000,000 (2) | | | Bellemeade Re 2019-1A M2 Ltd., 2.786%, (US0001M + 2.700%), 03/25/2029 | | | | | 2,014,026 | | | | | | 0.0 | | |
3,391,920 (2) | | | Bellemeade Re 2020-4 M2A Ltd., 2.686%, (US0001M + 2.600%), 06/25/2030 | | | | | 3,393,952 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,147,000 (2) | | | Bellemeade RE 2021-3 A M1C Ltd., 1.600%, (SOFR30A + 1.550%), 09/25/2031 | | | | $ | 13,174,753 | | | | | | 0.1 | | |
1,851,115 (2)(3) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.925%, 03/25/2050 | | | | | 1,864,074 | | | | | | 0.0 | | |
2,163,729 (2)(3) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.925%, 03/25/2050 | | | | | 2,222,591 | | | | | | 0.0 | | |
1,194,999 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.802%, 11/25/2034 | | | | | 1,217,190 | | | | | | 0.0 | | |
522,767 | | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | | | | | 374,983 | | | | | | 0.0 | | |
303,070 (2)(3) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 307,274 | | | | | | 0.0 | | |
451,862 (2)(3) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 460,228 | | | | | | 0.0 | | |
2,872,826 (2)(3) | | | CIM Trust 2019-J2 B2, 3.790%, 10/25/2049 | | | | | 2,939,199 | | | | | | 0.0 | | |
957,609 (2)(3) | | | CIM Trust 2019-J2 B3, 3.790%, 10/25/2049 | | | | | 975,017 | | | | | | 0.0 | | |
2,600,000 (2)(3) | | | CIM Trust 2019-R5 M2, 3.250%, 09/25/2059 | | | | | 2,703,193 | | | | | | 0.0 | | |
3,206,932 (2)(3) | | | CIM Trust 2020-J1 B3, 3.471%, 07/25/2050 | | | | | 3,216,116 | | | | | | 0.1 | | |
928,106 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 941,231 | | | | | | 0.0 | | |
924,480 (3) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 2.838%, 11/25/2036 | | | | | 859,698 | | | | | | 0.0 | | |
383,052 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.124%, 09/25/2037 | | | | | 382,469 | | | | | | 0.0 | | |
1,195,207 (2)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,246,022 | | | | | | 0.0 | | |
1,394,891 (2)(3) | | | Citigroup Mortgage Loan Trust 2021-J2 B2W, 2.779%, 07/25/2051 | | | | | 1,382,445 | | | | | | 0.0 | | |
1,567,763 (2)(3) | | | Citigroup Mortgage Loan Trust 2021-J2 B3W, 2.779%, 07/25/2051 | | | | | 1,534,138 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
579,327 (2)(3) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | $ | 579,837 | | | | | | 0.0 | | |
5,250,256 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.086%, (US0001M + 2.000%), 01/25/2040 | | | | | 5,279,003 | | | | | | 0.1 | | |
461,060 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.586%, (US0001M + 0.500%), 11/25/2035 | | | | | 255,471 | | | | | | 0.0 | | |
1,102,813 (2) | | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | | 1,061,886 | | | | | | 0.0 | | |
1,043,921 (2)(3) | | | CSMC Trust 2015-2 B3, 3.902%, 02/25/2045 | | | | | 1,052,364 | | | | | | 0.0 | | |
1,000,000 (2)(3) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 1,000,711 | | | | | | 0.0 | | |
3,500,000 (2)(3) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | | 3,494,662 | | | | | | 0.1 | | |
65,567,617 (3)(5) | | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.756%, 04/25/2037 | | | | | 2,426,185 | | | | | | 0.0 | | |
800,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.736%, (US0001M + 3.650%), 02/25/2040 | | | | | 835,690 | | | | | | 0.0 | | |
3,018,320 (5) | | | Fannie Mae 2008-12 SC, 6.264%, (-1.000*US0001M + 6.350%), 03/25/2038 | | | | | 627,757 | | | | | | 0.0 | | |
8,941,260 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 10,017,604 | | | | | | 0.1 | | |
612,109 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 645,954 | | | | | | 0.0 | | |
5,919,751 | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 6,826,018 | | | | | | 0.1 | | |
1,929,886 | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 2,049,022 | | | | | | 0.0 | | |
2,739,239 | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | | 3,003,752 | | | | | | 0.0 | | |
19,994,993 (5) | | | Fannie Mae 2016-82 SD, 5.964%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,102,459 | | | | | | 0.1 | | |
1,901,159 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 1,965,799 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
12,042,440 (5) | | | Fannie Mae 2018-86 US, 6.504%, (-1.000*US0001M + 6.590%), 09/25/2040 | | | | $ | 2,759,341 | | | | | | 0.0 | | |
3,132,518 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.086%, (US0001M + 4.000%), 05/25/2025 | | | | | 3,192,136 | | | | | | 0.0 | | |
27,606 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.086%, (US0001M + 4.000%), 05/25/2025 | | | | | 27,739 | | | | | | 0.0 | | |
7,002,629 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.636%, (US0001M + 5.550%), 04/25/2028 | | | | | 7,344,564 | | | | | | 0.1 | | |
1,377,672 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.386%, (US0001M + 4.300%), 02/25/2025 | | | | | 1,407,402 | | | | | | 0.0 | | |
374,997 | | | Fannie Mae Connecticut Avenue Securities 2016-C01 2M2, 7.036%, (US0001M + 6.950%), 08/25/2028 | | | | | 398,287 | | | | | | 0.0 | | |
2,438,562 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.636%, (US0001M + 3.550%), 07/25/2029 | | | | | 2,513,744 | | | | | | 0.0 | | |
12,031,686 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.736%, (US0001M + 3.650%), 09/25/2029 | | | | | 12,453,754 | | | | | | 0.1 | | |
4,559,640 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.086%, (US0001M + 3.000%), 10/25/2029 | | | | | 4,690,791 | | | | | | 0.1 | | |
10,597,908 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.936%, (US0001M + 2.850%), 11/25/2029 | | | | | 10,892,118 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,172,177 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.736%, (US0001M + 2.650%), 02/25/2030 | | | | $ | 8,318,560 | | | | | | 0.1 | | |
5,703,217 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.586%, (US0001M + 2.500%), 05/25/2030 | | | | | 5,796,247 | | | | | | 0.1 | | |
7,692,901 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.886%, (US0001M + 2.800%), 02/25/2030 | | | | | 7,875,358 | | | | | | 0.1 | | |
561,701 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.236%, (US0001M + 2.150%), 10/25/2030 | | | | | 569,714 | | | | | | 0.0 | | |
717,203 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.636%, (US0001M + 2.550%), 12/25/2030 | | | | | 730,637 | | | | | | 0.0 | | |
10,047,281 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.086%, (US0001M + 2.000%), 03/25/2031 | | | | | 10,156,675 | | | | | | 0.1 | | |
8,703,512 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.186%, (US0001M + 2.100%), 03/25/2031 | | | | | 8,805,436 | | | | | | 0.1 | | |
1,379,770 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.386%, (US0001M + 2.300%), 08/25/2031 | | | | | 1,389,961 | | | | | | 0.0 | | |
4,999,778 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.536%, (US0001M + 2.450%), 07/25/2031 | | | | | 5,031,621 | | | | | | 0.1 | | |
1,000,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.186%, (US0001M + 4.100%), 07/25/2039 | | | | | 1,017,047 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,072,712 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.136%, (US0001M + 2.050%), 01/25/2040 | | | | $ | 2,085,824 | | | | | | 0.0 | | |
500,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.736%, (US0001M + 3.650%), 02/25/2040 | | | | | 524,803 | | | | | | 0.0 | | |
5,484,493 | | | Fannie Mae Connecticut Avenue Securities, 5.786%, (US0001M + 5.700%), 04/25/2028 | | | | | 5,795,819 | | | | | | 0.1 | | |
10,057 | | | Fannie Mae Grantor Trust 1998-T2 A6, 0.633%, (US0001M + 0.550%), 01/25/2032 | | | | | 10,177 | | | | | | 0.0 | | |
166 (5) | | | Fannie Mae Interest Strip Series 104 2, 9.500%, 10/25/2021 | | | | | — | | | | | | 0.0 | | |
171,592 (5) | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 18,624 | | | | | | 0.0 | | |
769,600 (5) | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | | 43,696 | | | | | | 0.0 | | |
93,367 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 103,035 | | | | | | 0.0 | | |
51,129 (5) | | | Fannie Mae REMIC Trust 1999-6 SE, 7.601%, (-1.000*US0001M + 7.685%), 02/17/2029 | | | | | 2,333 | | | | | | 0.0 | | |
853,542 | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | | 978,914 | | | | | | 0.0 | | |
302,456 | | | Fannie Mae REMIC Trust 2003-45 FJ, 1.586%, (US0001M + 1.500%), 06/25/2033 | | | | | 317,187 | | | | | | 0.0 | | |
1,065,824 (5) | | | Fannie Mae REMIC Trust 2003-66 SA, 7.564%, (-1.000*US0001M + 7.650%), 07/25/2033 | | | | | 258,226 | | | | | | 0.0 | | |
199,622 (5) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 42,203 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
509,561 | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | $ | 573,015 | | | | | | 0.0 | | |
803,450 | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 909,873 | | | | | | 0.0 | | |
17,242 | | | Fannie Mae REMIC Trust 2004-56 FE, 0.536%, (US0001M + 0.450%), 10/25/2033 | | | | | 17,364 | | | | | | 0.0 | | |
409,492 | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 460,696 | | | | | | 0.0 | | |
801,461 | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 890,003 | | | | | | 0.0 | | |
2,237,535 | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 2,520,055 | | | | | | 0.0 | | |
103,322 | | | Fannie Mae REMIC Trust 2006-104 ES, 33.020%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 203,112 | | | | | | 0.0 | | |
1,839,231 (5) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.664%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 312,460 | | | | | | 0.0 | | |
670,501 (5) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.654%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 145,261 | | | | | | 0.0 | | |
126,560 (5) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.614%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 14,379 | | | | | | 0.0 | | |
17,130 | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 19,993 | | | | | | 0.0 | | |
3,216,349 (5) | | | Fannie Mae REMIC Trust 2007-91 AS, 6.314%, (-1.000*US0001M + 6.400%), 10/25/2037 | | | | | 733,747 | | | | | | 0.0 | | |
1,353,046 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,507,892 | | | | | | 0.0 | | |
6,389,003 (3) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.534%, 02/25/2049 | | | | | 7,301,923 | | | | | | 0.1 | | |
1,540,210 (5) | | | Fannie Mae REMIC Trust 2009-90 TS, 6.064%, (-1.000*US0001M + 6.150%), 11/25/2039 | | | | | 280,720 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,128,599 (5) | | | Fannie Mae REMIC Trust 2010-118 GS, 5.864%, (-1.000*US0001M + 5.950%), 10/25/2039 | | | | $ | 50,749 | | | | | | 0.0 | | |
3,693,920 (5) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.984%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 630,987 | | | | | | 0.0 | | |
4,604,138 (5) | | | Fannie Mae REMIC Trust 2010-41 SB, 6.314%, (-1.000*US0001M + 6.400%), 05/25/2040 | | | | | 872,125 | | | | | | 0.0 | | |
1,211,786 (5) | | | Fannie Mae REMIC Trust 2010-43 VS, 6.364%, (-1.000*US0001M + 6.450%), 05/25/2040 | | | | | 258,428 | | | | | | 0.0 | | |
7,222,084 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 8,175,320 | | | | | | 0.1 | | |
983,655 (5) | | | Fannie Mae REMIC Trust 2011-102 SA, 6.514%, (-1.000*US0001M + 6.600%), 10/25/2041 | | | | | 176,730 | | | | | | 0.0 | | |
2,463,628 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 2,609,101 | | | | | | 0.0 | | |
2,103,324 (5) | | | Fannie Mae REMIC Trust 2011-93 GS, 6.464%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 505,806 | | | | | | 0.0 | | |
4,217,639 (5) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.064%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 813,923 | | | | | | 0.0 | | |
2,367,135 (5) | | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | | 175,995 | | | | | | 0.0 | | |
5,340,850 (5) | | | Fannie Mae REMIC Trust 2012-133 AS, 6.114%, (-1.000*US0001M + 6.200%), 10/25/2042 | | | | | 998,227 | | | | | | 0.0 | | |
774,774 (5) | | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 69,587 | | | | | | 0.0 | | |
1,776,115 (5) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.534%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 83,325 | | | | | | 0.0 | | |
1,378,215 (5) | | | Fannie Mae REMIC Trust 2012-24 HS, 6.464%, (-1.000*US0001M + 6.550%), 09/25/2040 | | | | | 119,120 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,107,440 (5) | | | Fannie Mae REMIC Trust 2012-30 QS, 6.514%, (-1.000*US0001M + 6.600%), 04/25/2031 | | | | $ | 103,497 | | | | | | 0.0 | | |
821,282 (5) | | | Fannie Mae REMIC Trust 2012-68 YS, 6.614%, (-1.000*US0001M + 6.700%), 07/25/2042 | | | | | 131,246 | | | | | | 0.0 | | |
1,599,180 (5) | | | Fannie Mae REMIC Trust 2013-26 JS, 6.114%, (-1.000*US0001M + 6.200%), 10/25/2032 | | | | | 225,176 | | | | | | 0.0 | | |
5,885,204 (5) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.114%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,074,719 | | | | | | 0.0 | | |
5,747,964 (5) | | | Fannie Mae REMIC Trust 2013-9 SM, 6.164%, (-1.000*US0001M + 6.250%), 02/25/2033 | | | | | 1,001,372 | | | | | | 0.0 | | |
2,123,373 (5) | | | Fannie Mae REMIC Trust 2014-17 DS, 6.114%, (-1.000*US0001M + 6.200%), 02/25/2043 | | | | | 147,590 | | | | | | 0.0 | | |
1,471,463 (5) | | | Fannie Mae REMIC Trust 2014-28 BS, 6.114%, (-1.000*US0001M + 6.200%), 08/25/2043 | | | | | 183,824 | | | | | | 0.0 | | |
37,306,124 (5) | | | Fannie Mae REMIC Trust 2015-79 SA, 6.164%, (-1.000*US0001M + 6.250%), 11/25/2045 | | | | | 7,365,665 | | | | | | 0.1 | | |
15,054,064 (5) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 3,442,694 | | | | | | 0.1 | | |
25,579,123 (5) | | | Fannie Mae REMICS 16-60 SB, 6.014%, (-1.000*US0001M + 6.100%), 09/25/2046 | | | | | 5,055,519 | | | | | | 0.1 | | |
94,881 (5) | | | Fannie Mae REMICS 1997-18 SG, 8.016%, (-1.000*US0001M + 8.100%), 03/17/2027 | | | | | 9,061 | | | | | | 0.0 | | |
42,393 (5)(6) | | | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | | | | | 13 | | | | | | 0.0 | | |
43 (5) | | | Fannie Mae REMICS 1999-57 SC, 9.666%, (-1.000*US0001M + 9.750%), 11/17/2029 | | | | | 3 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
232,054 (5) | | | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | | | | $ | 8,218 | | | | | | 0.0 | | |
59,091 (5) | | | Fannie Mae REMICS 2001-8 SK, 8.663%, (-1.000*US0001M + 8.750%), 03/18/2031 | | | | | 6,630 | | | | | | 0.0 | | |
465,214 (5) | | | Fannie Mae REMICS 2003-49 SW, 6.914%, (-1.000*US0001M + 7.000%), 01/25/2033 | | | | | 94,246 | | | | | | 0.0 | | |
4,152,789 (5) | | | Fannie Mae REMICS 2004-54 SN, 6.964%, (-1.000*US0001M + 7.050%), 07/25/2034 | | | | | 848,811 | | | | | | 0.0 | | |
7,867,936 (5) | | | Fannie Mae REMICS 2005-75 ES, 5.964%, (-1.000*US0001M + 6.050%), 09/25/2035 | | | | | 1,514,240 | | | | | | 0.0 | | |
908,974 (5) | | | Fannie Mae REMICS 2005-75 SP, 6.664%, (-1.000*US0001M + 6.750%), 08/25/2035 | | | | | 155,814 | | | | | | 0.0 | | |
2,140,672 (5) | | | Fannie Mae REMICS 2006-56 SM, 6.664%, (-1.000*US0001M + 6.750%), 07/25/2036 | | | | | 397,731 | | | | | | 0.0 | | |
430,463 (5) | | | Fannie Mae REMICS 2007-21 SB, 6.314%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 42,151 | | | | | | 0.0 | | |
1,280,632 (5) | | | Fannie Mae REMICS 2007-52 NS, 6.364%, (-1.000*US0001M + 6.450%), 06/25/2037 | | | | | 223,125 | | | | | | 0.0 | | |
1,213,849 (5) | | | Fannie Mae REMICS 2007-85 SM, 6.374%, (-1.000*US0001M + 6.460%), 09/25/2037 | | | | | 232,898 | | | | | | 0.0 | | |
429,988 | | | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | | | | | 488,931 | | | | | | 0.0 | | |
6,880,141 (5) | | | Fannie Mae REMICS 2009-66 SP, 6.014%, (-1.000*US0001M + 6.100%), 09/25/2039 | | | | | 1,103,522 | | | | | | 0.0 | | |
4,278,268 (5) | | | Fannie Mae REMICS 2010-1 S, 6.164%, (-1.000*US0001M + 6.250%), 02/25/2040 | | | | | 875,867 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,570,059 (5) | | | Fannie Mae REMICS 2010-150 SJ, 6.394%, (-1.000*US0001M + 6.480%), 01/25/2041 | | | | $ | 1,474,294 | | | | | | 0.0 | | |
1,100,088 (5) | | | Fannie Mae REMICS 2010-35 CS, 6.364%, (-1.000*US0001M + 6.450%), 04/25/2050 | | | | | 189,709 | | | | | | 0.0 | | |
1,179,374 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,332,993 | | | | | | 0.0 | | |
6,166,562 | | | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | | | | | 6,806,999 | | | | | | 0.1 | | |
3,818,394 | | | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | | | | | 4,102,356 | | | | | | 0.1 | | |
92,253 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 96,830 | | | | | | 0.0 | | |
5,827,340 | | | Fannie Mae REMICS 2011-136 PZ, 4.000%, 01/25/2042 | | | | | 6,422,059 | | | | | | 0.1 | | |
8,305,443 (5) | | | Fannie Mae REMICS 2011-47 GS, 5.844%, (-1.000*US0001M + 5.930%), 06/25/2041 | | | | | 1,439,691 | | | | | | 0.0 | | |
2,659,936 | | | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | | | | | 2,835,636 | | | | | | 0.0 | | |
6,255,055 | | | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | | | | | 6,855,133 | | | | | | 0.1 | | |
6,530,310 | | | Fannie Mae REMICS 2011-87 GB, 4.500%, 09/25/2041 | | | | | 7,694,754 | | | | | | 0.1 | | |
2,521,514 (5) | | | Fannie Mae REMICS 2012-111 SL, 6.014%, (-1.000*US0001M + 6.100%), 05/25/2041 | | | | | 450,675 | | | | | | 0.0 | | |
5,190,917 | | | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | | | | | 5,557,394 | | | | | | 0.1 | | |
5,758,149 (5) | | | Fannie Mae REMICS 2012-120 WI, 3.000%, 11/25/2027 | | | | | 380,048 | | | | | | 0.0 | | |
722,258 | | | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | | | | | 733,709 | | | | | | 0.0 | | |
6,970,068 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 7,598,997 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,029,149 | | | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | | | | $ | 5,529,734 | | | | | | 0.1 | | |
1,217,127 | | | Fannie Mae REMICS 2012-30 AB, 4.000%, 04/25/2042 | | | | | 1,344,476 | | | | | | 0.0 | | |
1,703,696 | | | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | | | | | 1,813,127 | | | | | | 0.0 | | |
165,434 | | | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | | | | | 179,521 | | | | | | 0.0 | | |
2,545,261 | | | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | | | | | 2,673,922 | | | | | | 0.0 | | |
500,000 | | | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | | | | | 545,101 | | | | | | 0.0 | | |
10,132,136 | | | Fannie Mae REMICS 2012-94 LZ, 3.500%, 09/25/2042 | | | | | 10,805,902 | | | | | | 0.1 | | |
2,700,000 | | | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | | | | | 2,902,341 | | | | | | 0.0 | | |
1,403,000 | | | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | | | | | 1,682,069 | | | | | | 0.0 | | |
406,427 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 416,858 | | | | | | 0.0 | | |
6,209,275 (5) | | | Fannie Mae REMICS 2013-40 LS, 6.064%, (-1.000*US0001M + 6.150%), 05/25/2043 | | | | | 1,170,895 | | | | | | 0.0 | | |
6,875,620 (5) | | | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | | | | | 724,263 | | | | | | 0.0 | | |
8,657,740 (5) | | | Fannie Mae REMICS 2014-15 SB, 6.564%, (-1.000*US0001M + 6.650%), 04/25/2044 | | | | | 2,039,147 | | | | | | 0.0 | | |
274,799 (5) | | | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | | | | | 8 | | | | | | 0.0 | | |
970,000 | | | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | | | | | 1,065,845 | | | | | | 0.0 | | |
17,418,135 | | | Fannie Mae REMICS 2015-20 EZ, 3.500%, 04/25/2045 | | | | | 19,200,940 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,232,326 (5) | | | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | | | | $ | 1,236,895 | | | | | | 0.0 | | |
2,000,000 | | | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | | | | | 2,182,411 | | | | | | 0.0 | | |
5,000,000 | | | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | | | | | 5,154,552 | | | | | | 0.1 | | |
2,616,667 (5) | | | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | | | | | 466,284 | | | | | | 0.0 | | |
20,655,829 (5) | | | Fannie Mae REMICS 2015-86 BS, 5.614%, (-1.000*US0001M + 5.700%), 11/25/2045 | | | | | 3,478,212 | | | | | | 0.1 | | |
34,293,464 (5) | | | Fannie Mae REMICS 2015-88 IO, 6.500%, 12/25/2045 | | | | | 8,641,408 | | | | | | 0.1 | | |
4,960,330 (5) | | | Fannie Mae REMICS 2016-104 BI, 6.000%, 01/25/2047 | | | | | 1,080,107 | | | | | | 0.0 | | |
7,243,086 (5) | | | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | | | | | 1,090,761 | | | | | | 0.0 | | |
22,073,108 (5) | | | Fannie Mae REMICS 2016-81 CS, 6.014%, (-1.000*US0001M + 6.100%), 11/25/2046 | | | | | 4,002,214 | | | | | | 0.1 | | |
506,902 | | | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | | | | | 533,178 | | | | | | 0.0 | | |
29,333,380 (5) | | | Fannie Mae REMICS 2017-10 SA, 6.014%, (-1.000*US0001M + 6.100%), 03/25/2047 | | | | | 5,230,027 | | | | | | 0.1 | | |
6,993,834 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 7,354,076 | | | | | | 0.1 | | |
36,388,323 (5) | | | Fannie Mae REMICS 2018-15 SC, 6.214%, (-1.000*US0001M + 6.300%), 03/25/2048 | | | | | 7,375,535 | | | | | | 0.1 | | |
1,795,383 | | | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | | | | | 1,869,383 | | | | | | 0.0 | | |
16,778,124 | | | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | | | | | 17,679,015 | | | | | | 0.2 | | |
2,069,682 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 2,147,279 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
46,348,946 (5) | | | Fannie Mae REMICS 2018-82 SA, 6.114%, (-1.000*US0001M + 6.200%), 11/25/2048 | | | | $ | 9,088,676 | | | | | | 0.1 | | |
10,797,349 (5) | | | Fannie Mae REMICS 2018-86 AS, 6.114%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 1,997,706 | | | | | | 0.0 | | |
45,533,493 (5) | | | Fannie Mae REMICS 2018-86 SM, 6.114%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 8,499,801 | | | | | | 0.1 | | |
41,803,663 (5) | | | Fannie Mae REMICS 2018-91 SB, 6.014%, (-1.000*US0001M + 6.100%), 12/25/2058 | | | | | 9,192,320 | | | | | | 0.1 | | |
13,427,736 (5) | | | Fannie Mae REMICS 2019-21 AI, 5.000%, 05/25/2059 | | | | | 3,598,518 | | | | | | 0.1 | | |
13,740,728 (5) | | | Fannie Mae REMICS 2019-30 SB, 6.014%, (-1.000*US0001M + 6.100%), 07/25/2049 | | | | | 2,792,913 | | | | | | 0.0 | | |
11,984,262 (5) | | | Fannie Mae REMICS 2019-39 SA, 6.014%, (-1.000*US0001M + 6.100%), 08/25/2049 | | | | | 2,271,527 | | | | | | 0.0 | | |
73,735,826 (5) | | | Fannie Mae REMICS 2019-41 S, 5.914%, (-1.000*US0001M + 6.000%), 08/25/2059 | | | | | 14,320,522 | | | | | | 0.2 | | |
7,822,615 (5) | | | Fannie Mae REMICS 2019-47 SB, 6.014%, (-1.000*US0001M + 6.100%), 05/25/2040 | | | | | 1,716,637 | | | | | | 0.0 | | |
30,935,399 (5) | | | Fannie Mae REMICS 2020-35 IO, 5.000%, 06/25/2050 | | | | | 5,429,064 | | | | | | 0.1 | | |
26,442,889 (5) | | | Fannie Mae REMICS 2020-44 DI, 2.500%, 07/25/2050 | | | | | 3,667,367 | | | | | | 0.1 | | |
15,092,130 (5) | | | Fannie Mae REMICS 2020-44 EI, 3.500%, 09/25/2042 | | | | | 2,080,747 | | | | | | 0.0 | | |
120,565,869 (5) | | | Fannie Mae REMICS 2021-10 AI, 3.000%, 03/25/2041 | | | | | 12,096,554 | | | | | | 0.1 | | |
42,691,620 (5) | | | Fannie Mae REMICS 2021-22 BI, 4.000%, 04/25/2051 | | | | | 6,438,908 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
59,351,837 (5) | | | Fannie Mae REMICS 2021-41 MI, 5.000%, 06/25/2048 | | | | $ | 10,142,350 | | | | | | 0.1 | | |
42,089,919 (5) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 5,613,048 | | | | | | 0.1 | | |
2,471 | | | Fannie Mae REMICS G93-35 ZQ, 6.500%, 11/25/2023 | | | | | 2,573 | | | | | | 0.0 | | |
2,452,220 | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 2,613,243 | | | | | | 0.0 | | |
23,178,438 (5) | | | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | | | | | 2,453,428 | | | | | | 0.0 | | |
1,324,588 (5) | | | Fannie Mae Series 2013-72 YS, 6.064%, (-1.000*US0001M + 6.150%), 07/25/2033 | | | | | 254,428 | | | | | | 0.0 | | |
8,396,000 | | | Fannie Mae REMICS 2012-63 MW, 4.000%, 05/25/2034 | | | | | 9,066,647 | | | | | | 0.1 | | |
8,928,962 (5) | | | Fannie Mae REMICS 2014-70 IO, 5.500%, 10/25/2044 | | | | | 1,615,162 | | | | | | 0.0 | | |
7,357,026 (5) | | | Fannie Mae REMICS 2015-97 BI, 5.500%, 01/25/2046 | | | | | 1,334,548 | | | | | | 0.0 | | |
52,335,578 (5) | | | Fannie Mae REMICS 2021-55 SA, 3.100%, (-1.000*SOFR30A + 3.150%), 08/25/2061 | | | | | 4,852,461 | | | | | | 0.1 | | |
79,557 (5) | | | FHLMC-GNMA 20 S, 8.814%, (-1.000*US0001M + 8.900%), 10/25/2023 | | | | | 5,303 | | | | | | 0.0 | | |
567,004 | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | | | | | 344,307 | | | | | | 0.0 | | |
1,778,525 (2)(3) | | | First Republic Mortgage Trust 2020-1 B1, 2.882%, 04/25/2050 | | | | | 1,746,837 | | | | | | 0.0 | | |
1,089,035 (2)(3) | | | First Republic Mortgage Trust 2020-1 B2, 2.882%, 04/25/2050 | | | | | 1,022,447 | | | | | | 0.0 | | |
1,837,725 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 4.001%, 03/25/2048 | | | | | 1,861,426 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,396,393 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 4.001%, 03/25/2048 | | | | $ | 2,421,477 | | | | | | 0.0 | | |
1,227,527 (2)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.061%, 04/25/2048 | | | | | 1,227,930 | | | | | | 0.0 | | |
1,329,175 (2)(3) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,366,368 | | | | | | 0.0 | | |
932,266 (2)(3) | | | Flagstar Mortgage Trust 2018-4 B3, 4.265%, 07/25/2048 | | | | | 938,452 | | | | | | 0.0 | | |
1,763,680 (2)(3) | | | Flagstar Mortgage Trust 2018-5 B3, 4.503%, 09/25/2048 | | | | | 1,763,134 | | | | | | 0.0 | | |
2,943,078 (2)(3) | | | Flagstar Mortgage Trust 2018-6RR B3, 4.982%, 10/25/2048 | | | | | 3,033,674 | | | | | | 0.0 | | |
1,467,722 (2)(3) | | | Flagstar Mortgage Trust 2019-2 B1, 4.088%, 12/25/2049 | | | | | 1,475,474 | | | | | | 0.0 | | |
1,423,392 (2)(3) | | | Flagstar Mortgage Trust 2019-2 B2, 4.088%, 12/25/2049 | | | | | 1,427,041 | | | | | | 0.0 | | |
1,996,546 (2)(3) | | | Flagstar Mortgage Trust 2020-1NV B1A, 4.226%, 03/25/2050 | | | | | 2,060,568 | | | | | | 0.0 | | |
2,416,667 (2)(3) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.226%, 03/25/2050 | | | | | 2,486,003 | | | | | | 0.0 | | |
14,438,184 | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 15,304,673 | | | | | | 0.2 | | |
7,479,119 (5) | | | Freddie Mac 3510 AS, 6.326%, (-1.000*US0001M + 6.410%), 04/15/2037 | | | | | 1,617,755 | | | | | | 0.0 | | |
5,106,483 (5) | | | Freddie Mac 4191 SA, 6.116%, (-1.000*US0001M + 6.200%), 03/15/2043 | | | | | 853,684 | | | | | | 0.0 | | |
4,544,802 | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 5,111,918 | | | | | | 0.1 | | |
151,280 | | | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | | | | | 151,373 | | | | | | 0.0 | | |
611,968 | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 712,087 | | | | | | 0.0 | | |
266,227 | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | | 308,781 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
74,824 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | $ | 84,088 | | | | | | 0.0 | | |
69,363 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 77,412 | | | | | | 0.0 | | |
477,347 | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 543,752 | | | | | | 0.0 | | |
33,950 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 34,582 | | | | | | 0.0 | | |
217,922 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 249,262 | | | | | | 0.0 | | |
74,527 (5) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 15,046 | | | | | | 0.0 | | |
552,058 | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | | 623,310 | | | | | | 0.0 | | |
92,543 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 107,877 | | | | | | 0.0 | | |
153,115 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 172,864 | | | | | | 0.0 | | |
219,534 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 248,703 | | | | | | 0.0 | | |
4,834,459 (5) | | | Freddie Mac REMIC Trust 3045 DI, 6.646%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 986,062 | | | | | | 0.0 | | |
863,078 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 985,109 | | | | | | 0.0 | | |
909,512 (5) | | | Freddie Mac REMIC Trust 3171 PS, 6.401%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 149,793 | | | | | | 0.0 | | |
4,988,589 (5) | | | Freddie Mac REMIC Trust 3199 S, 6.366%, (-1.000*US0001M + 6.450%), 08/15/2036 | | | | | 1,075,630 | | | | | | 0.0 | | |
398,452 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 460,103 | | | | | | 0.0 | | |
139,453 | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 162,144 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
221,397 (3)(5) | | | Freddie Mac REMIC Trust 3524 LA, 5.195%, 03/15/2033 | | | | $ | 240,724 | | | | | | 0.0 | | |
19,595 | | | Freddie Mac REMIC Trust 3556 NT, 3.184%, (US0001M + 3.100%), 03/15/2038 | | | | | 19,857 | | | | | | 0.0 | | |
4,499,690 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 5,176,756 | | | | | | 0.1 | | |
399,367 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 462,581 | | | | | | 0.0 | | |
296,014 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 337,058 | | | | | | 0.0 | | |
171,726 | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | | 173,802 | | | | | | 0.0 | | |
1,036,012 (5) | | | Freddie Mac REMIC Trust 3856 KS, 6.466%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 189,245 | | | | | | 0.0 | | |
499,283 (5) | | | Freddie Mac REMIC Trust 3925 SD, 5.966%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 33,977 | | | | | | 0.0 | | |
3,012,909 (5) | | | Freddie Mac REMIC Trust 3925 SL, 5.966%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 198,613 | | | | | | 0.0 | | |
202,502 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 224,326 | | | | | | 0.0 | | |
384,249 (5) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 5,893 | | | | | | 0.0 | | |
972,758 (5) | | | Freddie Mac REMIC Trust 4088 CS, 5.916%, (-1.000*US0001M + 6.000%), 08/15/2042 | | | | | 197,488 | | | | | | 0.0 | | |
5,568,899 (5) | | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | | 603,294 | | | | | | 0.0 | | |
2,584,559 (5) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 368,067 | | | | | | 0.0 | | |
2,972,155 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 3,173,467 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,432,364 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | $ | 1,570,886 | | | | | | 0.0 | | |
1,172,483 (5) | | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 127,989 | | | | | | 0.0 | | |
5,287,715 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 5,878,431 | | | | | | 0.1 | | |
7,097,727 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 7,964,529 | | | | | | 0.1 | | |
1,579,051 | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,608,385 | | | | | | 0.0 | | |
3,581,580 (5) | | | Freddie Mac REMIC Trust 4386 LS, 6.016%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 638,255 | | | | | | 0.0 | | |
32,361,946 (5) | | | Freddie Mac REMIC Trust 5103 HI, 4.000%, 05/25/2051 | | | | | 5,292,256 | | | | | | 0.1 | | |
23,436 (5) | | | Freddie Mac REMICS 2074 S, 8.616%, (-1.000*US0001M + 8.700%), 07/17/2028 | | | | | 1,269 | | | | | | 0.0 | | |
11,551 (5) | | | Freddie Mac REMICS 2232 SA, 8.516%, (-1.000*US0001M + 8.600%), 05/17/2030 | | | | | 822 | | | | | | 0.0 | | |
13,000 (5) | | | Freddie Mac REMICS 2301 SP, 9.166%, (-1.000*US0001M + 9.250%), 04/15/2031 | | | | | 1,508 | | | | | | 0.0 | | |
590,881 (5) | | | Freddie Mac REMICS 2953 LS, 6.616%, (-1.000*US0001M + 6.700%), 12/15/2034 | | | | | 17,182 | | | | | | 0.0 | | |
934,157 (5) | | | Freddie Mac REMICS 2993 GS, 6.066%, (-1.000*US0001M + 6.150%), 06/15/2025 | | | | | 61,378 | | | | | | 0.0 | | |
775,459 (5) | | | Freddie Mac REMICS 3006 SI, 6.656%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 137,208 | | | | | | 0.0 | | |
714,495 (5) | | | Freddie Mac REMICS 3006 YI, 6.656%, (-1.000*US0001M + 6.740%), 07/15/2035 | | | | | 154,324 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,597,231 (5) | | | Freddie Mac REMICS 3213 JS, 7.116%, (-1.000*US0001M + 7.200%), 09/15/2036 | | | | $ | 1,140,802 | | | | | | 0.0 | | |
9,459,177 (5) | | | Freddie Mac REMICS 3346 SC, 6.466%, (-1.000*US0001M + 6.550%), 10/15/2033 | | | | | 1,788,899 | | | | | | 0.0 | | |
1,086,348 (5) | | | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | | | | | 26,889 | | | | | | 0.0 | | |
7,165,464 (5) | | | Freddie Mac REMICS 3629 CS, 6.266%, (-1.000*US0001M + 6.350%), 01/15/2040 | | | | | 1,509,034 | | | | | | 0.0 | | |
2,884,415 | | | Freddie Mac REMICS 3736 ZP, 4.000%, 10/15/2040 | | | | | 3,106,952 | | | | | | 0.0 | | |
2,357,654 | | | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | | | | | 2,539,133 | | | | | | 0.0 | | |
22,774,592 | | | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | | | | | 25,236,152 | | | | | | 0.3 | | |
5,120,770 | | | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | | | | | 5,403,889 | | | | | | 0.1 | | |
1,900,000 | | | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | | | | | 2,148,503 | | | | | | 0.0 | | |
764,614 | | | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | | | | | 918,546 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | | | | | 557,150 | | | | | | 0.0 | | |
2,650,000 | | | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | | | | | 3,119,379 | | | | | | 0.0 | | |
2,840,089 | | | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | | | | | 3,059,366 | | | | | | 0.0 | | |
5,637,199 | | | Freddie Mac REMICS 3919 BY, 4.000%, 09/15/2041 | | | | | 6,162,308 | | | | | | 0.1 | | |
9,920,929 | | | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | | | | | 10,810,476 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,790,000 | | | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | | | | $ | 4,157,177 | | | | | | 0.1 | | |
1,959,076 | | | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | | | | | 2,156,357 | | | | | | 0.0 | | |
420,000 | | | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | | | | | 484,334 | | | | | | 0.0 | | |
1,214,269 | | | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | | | | | 1,336,495 | | | | | | 0.0 | | |
4,247,168 (5) | | | Freddie Mac REMICS 4057 SN, 6.566%, (-1.000*US0001M + 6.650%), 12/15/2041 | | | | | 621,267 | | | | | | 0.0 | | |
3,315,961 | | | Freddie Mac REMICS 4057 ZB, 3.500%, 06/15/2042 | | | | | 3,566,733 | | | | | | 0.1 | | |
15,718,207 | | | Freddie Mac REMICS 4084 TZ, 4.000%, 07/15/2042 | | | | | 16,950,079 | | | | | | 0.2 | | |
2,070,767 (5) | | | Freddie Mac REMICS 4090 SN, 6.616%, (-1.000*US0001M + 6.700%), 08/15/2032 | | | | | 416,704 | | | | | | 0.0 | | |
965,086 | | | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | | | | | 1,020,268 | | | | | | 0.0 | | |
2,128,000 | | | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | | | | | 2,519,898 | | | | | | 0.0 | | |
310,000 | | | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | | | | | 334,512 | | | | | | 0.0 | | |
32,800,017 (5) | | | Freddie Mac REMICS 4301 SD, 6.016%, (-1.000*US0001M + 6.100%), 07/15/2037 | | | | | 5,886,642 | | | | | | 0.1 | | |
6,633,521 | | | Freddie Mac REMICS 4310 BZ, 4.000%, 02/15/2044 | | | | | 7,306,576 | | | | | | 0.1 | | |
3,102,000 | | | Freddie Mac REMICS 4401 BL, 3.500%, 10/15/2034 | | | | | 3,392,980 | | | | | | 0.1 | | |
13,572,509 (5) | | | Freddie Mac REMICS 4407 CS, 6.116%, (-1.000*US0001M + 6.200%), 06/15/2044 | | | | | 1,855,604 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
20,786,065 (5) | | | Freddie Mac REMICS 4407 PS, 5.516%, (-1.000*US0001M + 5.600%), 06/15/2044 | | | | $ | 2,928,000 | | | | | | 0.0 | | |
17,416,471 (5) | | | Freddie Mac REMICS 4461 AS, 5.516%, (-1.000*US0001M + 5.600%), 04/15/2045 | | | | | 3,174,450 | | | | | | 0.0 | | |
3,124,000 | | | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | | | | | 3,420,463 | | | | | | 0.1 | | |
256,104 | | | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | | | | | 259,773 | | | | | | 0.0 | | |
2,913,000 | | | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | | | | | 3,084,440 | | | | | | 0.0 | | |
16,394,731 (5) | | | Freddie Mac REMICS 4574 ST, 5.916%, (-1.000*US0001M + 6.000%), 04/15/2046 | | | | | 3,049,549 | | | | | | 0.0 | | |
86,026,569 (5) | | | Freddie Mac REMICS 4585 AS, 6.016%, (-1.000*US0001M + 6.100%), 05/15/2046 | | | | | 16,251,941 | | | | | | 0.2 | | |
7,283,132 | | | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | | | | | 7,675,988 | | | | | | 0.1 | | |
24,361,897 (5) | | | Freddie Mac REMICS 4611 BS, 6.016%, (-1.000*US0001M + 6.100%), 06/15/2041 | | | | | 4,581,640 | | | | | | 0.1 | | |
10,474,296 | | | Freddie Mac REMICS 4664 KZ, 3.500%, 02/15/2047 | | | | | 11,215,964 | | | | | | 0.1 | | |
6,693,122 | | | Freddie Mac REMICS 4682 HZ, 3.500%, 04/15/2047 | | | | | 7,160,248 | | | | | | 0.1 | | |
34,002,413 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 36,631,330 | | | | | | 0.4 | | |
2,457,000 | | | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | | | | | 2,598,637 | | | | | | 0.0 | | |
23,000,121 | | | Freddie Mac REMICS 4776 AZ, 4.000%, 07/15/2047 | | | | | 24,715,203 | | | | | | 0.3 | | |
685,109 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 726,743 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,474,764 | | | Freddie Mac REMICS 4795 D, 5.000%, 05/15/2048 | | | | $ | 15,067,098 | | | | | | 0.2 | | |
49,547,309 (5) | | | Freddie Mac REMICS 4879 DS, 6.016%, (-1.000*US0001M + 6.100%), 08/15/2034 | | | | | 8,652,858 | | | | | | 0.1 | | |
1,632,872 | | | Freddie Mac REMICS 4904 HB, 3.000%, 08/25/2049 | | | | | 1,737,598 | | | | | | 0.0 | | |
12,293,851 (5) | | | Freddie Mac REMICS 4906 SQ, 5.964%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | | | 2,176,655 | | | | | | 0.0 | | |
606,535 | | | Freddie Mac REMICS 4914 DB, 3.000%, 09/25/2049 | | | | | 640,804 | | | | | | 0.0 | | |
2,107,667 | | | Freddie Mac REMICS 4941 CZ, 3.000%, 11/25/2049 | | | | | 2,202,937 | | | | | | 0.0 | | |
72,276,483 (5) | | | Freddie Mac REMICS 5014 HI, 4.000%, 09/25/2050 | | | | | 12,065,453 | | | | | | 0.1 | | |
43,172,642 (5) | | | Freddie Mac REMICS 5019 HI, 3.500%, 10/25/2050 | | | | | 6,978,991 | | | | | | 0.1 | | |
32,563,874 (5) | | | Freddie Mac REMICS 5045 BS, 6.150%, (-1.000*SOFR30A + 6.200%), 11/25/2050 | | | | | 6,940,563 | | | | | | 0.1 | | |
61,540,563 (5) | | | Freddie Mac REMICS 5082 IQ, 3.000%, 03/25/2051 | | | | | 7,627,159 | | | | | | 0.1 | | |
32,922,908 (5) | | | Freddie Mac REMICS 5113 AI, 4.000%, 06/25/2041 | | | | | 4,280,449 | | | | | | 0.1 | | |
39,772,118 (5) | | | Freddie Mac REMICS 5128 IC, 5.500%, 09/25/2041 | | | | | 8,215,750 | | | | | | 0.1 | | |
12,368,769 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 13,619,102 | | | | | | 0.2 | | |
3,091,163 (2) | | | Freddie Mac STACR 2019-HQA3 M2, 1.936%, (US0001M + 1.850%), 09/25/2049 | | | | | 3,107,458 | | | | | | 0.0 | | |
8,282,712 (2) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.936%, (US0001M + 1.850%), 02/25/2050 | | | | | 8,356,647 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,279,011 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.086%, (US0001M + 3.000%), 06/25/2050 | | | | $ | 1,285,458 | | | | | | 0.0 | | |
5,315,463 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 1.986%, (US0001M + 1.900%), 01/25/2050 | | | | | 5,335,321 | | | | | | 0.1 | | |
6,322,173 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.186%, (US0001M + 3.100%), 03/25/2050 | | | | | 6,421,065 | | | | | | 0.1 | | |
5,901,119 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.686%, (US0001M + 3.600%), 07/25/2050 | | | | | 5,959,297 | | | | | | 0.1 | | |
3,390,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 2.300%, (SOFR30A + 2.250%), 08/25/2033 | | | | | 3,434,750 | | | | | | 0.1 | | |
5,000,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 2.150%, (SOFR30A + 2.100%), 09/25/2041 | | | | | 5,004,713 | | | | | | 0.1 | | |
8,900,000 (2) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.186%, (US0001M + 2.100%), 09/25/2048 | | | | | 9,041,118 | | | | | | 0.1 | | |
1,860,000 (2) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.386%, (US0001M + 2.300%), 10/25/2048 | | | | | 1,887,153 | | | | | | 0.0 | | |
11,487,597 (2) | | | Freddie Mac STACR Trust 2019-DNA3 M2, 2.136%, (US0001M + 2.050%), 07/25/2049 | | | | | 11,630,823 | | | | | | 0.1 | | |
6,153,320 (2) | | | Freddie Mac Stacr Trust 2019-HQA1 M2, 2.436%, (US0001M + 2.350%), 02/25/2049 | | | | | 6,226,658 | | | | | | 0.1 | | |
3,695,045 | | | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | | | | | 3,874,961 | | | | | | 0.1 | | |
4,405,076 (5) | | | Freddie Mac Strips 303 C17, 3.500%, 01/15/2043 | | | | | 673,267 | | | | | | 0.0 | | |
1,080,689 (3)(5) | | | Freddie Mac Strips 344 68, 3.000%, 02/15/2045 | | | | | 115,290 | | | | | | 0.0 | | |
391,087 (3)(5) | | | Freddie Mac Strips 344 89, 4.500%, 02/15/2045 | | | | | 71,031 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,182,961 (5) | | | Freddie Mac Strips 344 C13, 4.500%, 02/15/2045 | | | | $ | 838,730 | | | | | | 0.0 | | |
7,250,250 (5) | | | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | | | | | 1,091,607 | | | | | | 0.0 | | |
3,546,103 (3)(5) | | | Freddie Mac Strips 344 C18, 4.000%, 02/15/2045 | | | | | 542,869 | | | | | | 0.0 | | |
4,315,204 (3)(5) | | | Freddie Mac Strips 344 C19, 3.500%, 02/15/2045 | | | | | 609,328 | | | | | | 0.0 | | |
7,205,711 (5) | | | Freddie Mac Strips 344 C2, 4.000%, 02/15/2045 | | | | | 1,061,133 | | | | | | 0.0 | | |
5,939,630 (5) | | | Freddie Mac Strips 344 C4, 4.000%, 02/15/2045 | | | | | 855,368 | | | | | | 0.0 | | |
10,330,893 (5) | | | Freddie Mac Strips 344 C5, 3.500%, 02/15/2045 | | | | | 1,372,312 | | | | | | 0.0 | | |
10,900,174 (5) | | | Freddie Mac Strips 344 C6, 4.000%, 02/15/2045 | | | | | 1,514,917 | | | | | | 0.0 | | |
5,667,368 (5) | | | Freddie Mac Strips 344 C7, 4.000%, 02/15/2045 | | | | | 802,502 | | | | | | 0.0 | | |
5,578,520 (5) | | | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | | | | | 755,588 | | | | | | 0.0 | | |
4,835,083 (5) | | | Freddie Mac Strips 344 C9, 3.500%, 02/15/2045 | | | | | 625,447 | | | | | | 0.0 | | |
11,289,002 (5) | | | Freddie Mac Strips 347 C14, 3.500%, 02/15/2044 | | | | | 1,835,732 | | | | | | 0.0 | | |
7,350,179 (5) | | | Freddie Mac Strips 347 C22, 4.000%, 02/15/2044 | | | | | 1,125,246 | | | | | | 0.0 | | |
8,280,116 (5) | | | Freddie Mac Strips 347 C23, 4.000%, 02/15/2044 | | | | | 1,278,945 | | | | | | 0.0 | | |
8,005,965 (5) | | | Freddie Mac Strips 347 C24, 4.000%, 02/15/2044 | | | | | 1,222,932 | | | | | | 0.0 | | |
7,145,613 (5) | | | Freddie Mac Strips 347 C25, 4.000%, 02/15/2044 | | | | | 1,050,292 | | | | | | 0.0 | | |
9,230,632 (5) | | | Freddie Mac Strips 347 C26, 4.000%, 02/15/2044 | | | | | 1,409,698 | | | | | | 0.0 | | |
8,736,943 (5) | | | Freddie Mac Strips 347 C28, 4.500%, 02/15/2044 | | | | | 1,483,026 | | | | | | 0.0 | | |
12,129,457 (5) | | | Freddie Mac Strips 347 C5, 3.000%, 05/15/2043 | | | | | 1,763,761 | | | | | | 0.0 | | |
28,295,978 (5) | | | Freddie Mac Strips 365 C23, 3.500%, 10/15/2047 | | | | | 4,079,926 | | | | | | 0.1 | | |
36,361,321 (5) | | | Freddie Mac Strips Series 311 S1, 5.866%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 6,437,452 | | | | | | 0.1 | | |
2,055,274 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 3.986%, (US0001M + 3.900%), 12/25/2027 | | | | | 2,077,833 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,679,988 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA2 M3, 5.236%, (US0001M + 5.150%), 11/25/2028 | | | | $ | 5,871,028 | | | | | | 0.1 | | |
11,098,695 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.736%, (US0001M + 2.650%), 12/25/2029 | | | | | 11,357,031 | | | | | | 0.1 | | |
7,760,531 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.886%, (US0001M + 1.800%), 07/25/2030 | | | | | 7,829,621 | | | | | | 0.1 | | |
1,385,620 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.386%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,404,700 | | | | | | 0.0 | | |
9,354,622 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.736%, (US0001M + 2.650%), 01/25/2049 | | | | | 9,507,277 | | | | | | 0.1 | | |
8,508,068 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.136%, (US0001M + 2.050%), 04/25/2049 | | | | | 8,567,240 | | | | | | 0.1 | | |
6,000,000 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 2.350%, (SOFR30A + 2.300%), 08/25/2033 | | | | | 6,153,673 | | | | | | 0.1 | | |
890,956 (3) | | | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.659%, 07/25/2033 | | | | | 977,375 | | | | | | 0.0 | | |
2,554,244 | | | Freddie Mac REMICS 4834 AZ, 3.500%, 10/15/2048 | | | | | 2,748,653 | | | | | | 0.0 | | |
8,066,387 | | | Freddie Mac REMICS 4950 KE, 2.500%, 12/25/2049 | | | | | 8,401,031 | | | | | | 0.1 | | |
90,915,239 | | | Freddie Mac REMICS 5117 IO, 3.000%, 06/25/2051 | | | | | 12,437,114 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,195,145 (2)(3) | | | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | | | | $ | 2,239,594 | | | | | | 0.0 | | |
3,844,376 (2)(3) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 3,937,131 | | | | | | 0.1 | | |
1,416,219 (5) | | | Ginnie Mae 2005-37 SI, 6.063%, (-1.000*US0001M + 6.150%), 05/20/2035 | | | | | 269,147 | | | | | | 0.0 | | |
1,334,815 (5) | | | Ginnie Mae 2007-23 ST, 6.113%, (-1.000*US0001M + 6.200%), 04/20/2037 | | | | | 212,402 | | | | | | 0.0 | | |
1,587,163 (5) | | | Ginnie Mae 2007-40 SE, 6.663%, (-1.000*US0001M + 6.750%), 07/20/2037 | | | | | 339,895 | | | | | | 0.0 | | |
1,087,676 (5) | | | Ginnie Mae 2007-7 EI, 6.113%, (-1.000*US0001M + 6.200%), 02/20/2037 | | | | | 207,808 | | | | | | 0.0 | | |
3,825,989 (5) | | | Ginnie Mae 2010-11 SA, 6.335%, (-1.000*US0001M + 6.420%), 01/16/2040 | | | | | 783,377 | | | | | | 0.0 | | |
1,676,442 (5) | | | Ginnie Mae 2010-14 SB, 6.713%, (-1.000*US0001M + 6.800%), 11/20/2035 | | | | | 337,399 | | | | | | 0.0 | | |
1,343,032 (5) | | | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | | | | | 206,138 | | | | | | 0.0 | | |
554,175 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 551,819 | | | | | | 0.0 | | |
26,355,569 (5) | | | Ginnie Mae 2018-167 CS, 6.013%, (-1.000*US0001M + 6.100%), 12/20/2048 | | | | | 3,492,577 | | | | | | 0.1 | | |
435,654 (5) | | | Ginnie Mae Series 2005-7 AH, 6.685%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 79,496 | | | | | | 0.0 | | |
7,961,300 (5) | | | Ginnie Mae Series 2007-17 IC, 6.165%, (-1.000*US0001M + 6.250%), 04/16/2037 | | | | | 1,243,863 | | | | | | 0.0 | | |
8,602,323 (5) | | | Ginnie Mae Series 2007-41 SL, 6.613%, (-1.000*US0001M + 6.700%), 07/20/2037 | | | | | 1,850,562 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
926,069 (5) | | | Ginnie Mae Series 2008-2 SW, 6.463%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | $ | 193,177 | | | | | | 0.0 | | |
521,089 (5) | | | Ginnie Mae Series 2008-35 SN, 6.313%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 84,841 | | | | | | 0.0 | | |
291,344 (5) | | | Ginnie Mae Series 2008-40 PS, 6.415%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 52,972 | | | | | | 0.0 | | |
752,516 (5) | | | Ginnie Mae Series 2009-25 KS, 6.113%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 150,249 | | | | | | 0.0 | | |
561,231 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 629,443 | | | | | | 0.0 | | |
538,981 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 600,126 | | | | | | 0.0 | | |
11,475,974 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 12,357,990 | | | | | | 0.1 | | |
1,107,571 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 1,227,441 | | | | | | 0.0 | | |
1,451,446 | | | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | | | | | 1,529,553 | | | | | | 0.0 | | |
3,087,612 | | | Ginnie Mae Series 2010-108 WL, 4.000%, 04/16/2040 | | | | | 3,384,310 | | | | | | 0.1 | | |
1,460,225 (5) | | | Ginnie Mae Series 2010-116 NS, 6.565%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 252,269 | | | | | | 0.0 | | |
4,299,810 (5) | | | Ginnie Mae Series 2010-116 SK, 6.533%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 850,406 | | | | | | 0.0 | | |
5,390,773 (5) | | | Ginnie Mae Series 2010-149 HS, 6.015%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 531,886 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
462,885 | | | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | | | | $ | 515,559 | | | | | | 0.0 | | |
1,741,689 (5) | | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 283,489 | | | | | | 0.0 | | |
1,007,092 (5) | | | Ginnie Mae Series 2010-68 MS, 5.763%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 183,111 | | | | | | 0.0 | | |
1,764,557 | | | Ginnie Mae Series 2011-52 PA, 4.250%, 02/16/2041 | | | | | 1,878,269 | | | | | | 0.0 | | |
2,591,292 (5) | | | Ginnie Mae Series 2011-72 SA, 5.265%, (-1.000*US0001M + 5.350%), 05/16/2041 | | | | | 454,575 | | | | | | 0.0 | | |
2,104,403 (5) | | | Ginnie Mae Series 2011-73 LS, 6.603%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 100,584 | | | | | | 0.0 | | |
460,769 (5) | | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 39,239 | | | | | | 0.0 | | |
3,556,795 (5) | | | Ginnie Mae Series 2013-111 SA, 6.613%, (-1.000*US0001M + 6.700%), 07/20/2043 | | | | | 695,940 | | | | | | 0.0 | | |
1,326,975 | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | | 1,391,489 | | | | | | 0.0 | | |
5,204,203 (5) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 901,679 | | | | | | 0.0 | | |
241,522 | | | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | | | | | 249,939 | | | | | | 0.0 | | |
911,418 (5) | | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | | 45,560 | | | | | | 0.0 | | |
3,484,535 (5) | | | Ginnie Mae Series 2014-185 SB, 5.513%, (-1.000*US0001M + 5.600%), 12/20/2044 | | | | | 633,028 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,668,713 (5) | | | Ginnie Mae Series 2014-3 QS, 6.063%, (-1.000*US0001M + 6.150%), 03/20/2043 | | | | $ | 384,532 | | | | | | 0.0 | | |
5,866,907 (5) | | | Ginnie Mae Series 2014-3 SU, 5.963%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,053,975 | | | | | | 0.0 | | |
3,821,348 (5) | | | Ginnie Mae Series 2014-56 SP, 6.115%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 532,516 | | | | | | 0.0 | | |
8,336,555 (5) | | | Ginnie Mae Series 2014-58 SG, 5.515%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,345,837 | | | | | | 0.0 | | |
22,542,721 (5) | | | Ginnie Mae Series 2015-110 MS, 5.623%, (-1.000*US0001M + 5.710%), 08/20/2045 | | | | | 3,636,932 | | | | | | 0.1 | | |
1,770,600 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 1,834,354 | | | | | | 0.0 | | |
20,100,192 (5) | | | Ginnie Mae Series 2016-160 GS, 6.013%, (-1.000*US0001M + 6.100%), 11/20/2046 | | | | | 4,092,049 | | | | | | 0.1 | | |
641,299 | | | Ginnie Mae Series 2016-44 JA, 3.500%, 03/20/2046 | | | | | 686,635 | | | | | | 0.0 | | |
42,892,406 (5) | | | Ginnie Mae Series 2016-6 SB, 5.563%, (-1.000*US0001M + 5.650%), 01/20/2046 | | | | | 7,328,755 | | | | | | 0.1 | | |
11,434,602 (5) | | | Ginnie Mae Series 2017-101 SA, 6.113%, (-1.000*US0001M + 6.200%), 07/20/2047 | | | | | 1,847,291 | | | | | | 0.0 | | |
21,550,964 (5) | | | Ginnie Mae Series 2017-163 SH, 6.113%, (-1.000*US0001M + 6.200%), 11/20/2047 | | | | | 4,095,065 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
315,894 | | | Ginnie Mae Series 2018-104 HZ, 3.500%, 08/20/2048 | | | | $ | 338,330 | | | | | | 0.0 | | |
1,872,014 | | | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | | | | | 1,981,775 | | | | | | 0.0 | | |
189,020 | | | Ginnie Mae Series 2018-122 GZ, 3.500%, 09/20/2048 | | | | | 213,719 | | | | | | 0.0 | | |
2,494,546 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 2,664,346 | | | | | | 0.0 | | |
188,343 | | | Ginnie Mae Series 2018-147 KZ, 3.750%, 10/20/2048 | | | | | 214,118 | | | | | | 0.0 | | |
176,532 | | | Ginnie Mae Series 2019-100 JB, 3.000%, 08/20/2049 | | | | | 181,585 | | | | | | 0.0 | | |
532,322 | | | Ginnie Mae Series 2019-100 KB, 3.000%, 08/20/2049 | | | | | 546,594 | | | | | | 0.0 | | |
1,349,931 | | | Ginnie Mae Series 2019-100 MC, 3.000%, 08/20/2049 | | | | | 1,385,607 | | | | | | 0.0 | | |
28,848,204 (5) | | | Ginnie Mae Series 2019-159 SM, 5.963%, (-1.000*US0001M + 6.050%), 12/20/2049 | | | | | 5,748,890 | | | | | | 0.1 | | |
1,081,376 | | | Ginnie Mae Series 2019-23 NG, 3.500%, 02/20/2049 | | | | | 1,173,307 | | | | | | 0.0 | | |
71,326 | | | Ginnie Mae Series 2019-54 AB, 3.000%, 04/20/2049 | | | | | 74,159 | | | | | | 0.0 | | |
798,785 | | | Ginnie Mae Series 2019-78 MB, 3.000%, 06/20/2049 | | | | | 865,744 | | | | | | 0.0 | | |
416,445 | | | Ginnie Mae Series 2019-89 KB, 3.000%, 07/20/2049 | | | | | 450,801 | | | | | | 0.0 | | |
299,424 | | | Ginnie Mae Series 2019-89 WB, 3.000%, 07/20/2049 | | | | | 303,464 | | | | | | 0.0 | | |
28,626,310 (5) | | | Ginnie Mae Series 2020-188 PI, 3.500%, 06/20/2050 | | | | | 4,100,942 | | | | | | 0.1 | | |
29,964,299 (5) | | | Ginnie Mae Series 2020-32 SG, 6.013%, (-1.000*US0001M + 6.100%), 03/20/2050 | | | | | 6,040,039 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
54,316,495 (5) | | | Ginnie Mae Series 2020-46 BS, 3.263%, (-1.000*US0001M + 3.350%), 04/20/2050 | | | | $ | 4,478,938 | | | | | | 0.1 | | |
28,500,704 (5) | | | Ginnie Mae Series 2020-77 JS, 6.013%, (-1.000*US0001M + 6.100%), 10/20/2048 | | | | | 3,318,397 | | | | | | 0.1 | | |
27,840,000 | | | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | | | | | 29,427,634 | | | | | | 0.3 | | |
102,623,024 (5) | | | Ginnie Mae Series 2021-139 PI, 2.500%, 08/20/2051 | | | | | 14,963,535 | | | | | | 0.2 | | |
556,414 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | | | | | 562,434 | | | | | | 0.0 | | |
892,382 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | | | | | 901,404 | | | | | | 0.0 | | |
2,100,000 (2)(3) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | | | | | 2,120,622 | | | | | | 0.0 | | |
1,162,807 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 1,168,197 | | | | | | 0.0 | | |
2,907,792 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.423%, 11/25/2049 | | | | | 3,005,794 | | | | | | 0.0 | | |
1,135,386 (2)(3) | | �� | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.020%, 03/25/2050 | | | | | 1,163,684 | | | | | | 0.0 | | |
1,611,609 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B2A, 3.442%, 10/25/2050 | | | | | 1,643,238 | | | | | | 0.0 | | |
981,792 (2)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.442%, 10/25/2050 | | | | | 962,338 | | | | | | 0.0 | | |
2,055 | | | GSR Mortgage Loan Trust 2005-5F 8A1, 0.586%, (US0001M + 0.500%), 06/25/2035 | | | | | 2,016 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
146,241 | | | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | | | | $ | 125,307 | | | | | | 0.0 | | |
1,967,468 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.277%, (US0001M + 0.190%), 09/19/2037 | | | | | 1,941,029 | | | | | | 0.0 | | |
94,961 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.946%, (US0001M + 0.860%), 08/25/2029 | | | | | 94,194 | | | | | | 0.0 | | |
1,831,312 (2)(3) | | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | | | 1,835,653 | | | | | | 0.0 | | |
735,522 | | | Impac CMB Trust Series 2005-1 M1, 0.776%, (US0001M + 0.690%), 04/25/2035 | | | | | 723,620 | | | | | | 0.0 | | |
1,946,766 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.506%, (US0001M + 0.420%), 02/25/2046 | | | | | 1,577,813 | | | | | | 0.0 | | |
158,474 (2)(3) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 159,581 | | | | | | 0.0 | | |
339,250 | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | | 198,295 | | | | | | 0.0 | | |
2,232,569 (3) | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.508%, 07/25/2035 | | | | | 2,262,896 | | | | | | 0.0 | | |
1,060,615 (2)(3) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.480%, 01/25/2047 | | | | | 1,055,210 | | | | | | 0.0 | | |
1,891,789 (2)(3) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.746%, 08/25/2047 | | | | | 1,928,080 | | | | | | 0.0 | | |
1,381,670 (2)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.796%, 12/25/2048 | | | | | 1,405,880 | | | | | | 0.0 | | |
1,990,633 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.702%, 06/25/2048 | | | | | 2,017,636 | | | | | | 0.0 | | |
1,916,156 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.702%, 06/25/2048 | | | | | 1,937,522 | | | | | | 0.0 | | |
2,529,437 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.702%, 06/25/2048 | | | | | 2,569,642 | | | | | | 0.0 | | |
2,447,509 (2)(3) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.746%, 09/25/2048 | | | | | 2,501,826 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,110,372 (2)(3) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.744%, 10/25/2048 | | | | $ | 2,144,498 | | | | | | 0.0 | | |
2,845,067 (2)(3) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.339%, 02/25/2049 | | | | | 2,889,968 | | | | | | 0.0 | | |
445,008 (2)(3) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 452,272 | | | | | | 0.0 | | |
2,720,013 (2)(3) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.270%, 12/25/2049 | | | | | 2,764,432 | | | | | | 0.0 | | |
632,093 (2)(3) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 644,194 | | | | | | 0.0 | | |
1,404,658 (2)(3) | | | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | | | | | 1,423,141 | | | | | | 0.0 | | |
1,931,648 (2)(3) | | | JP Morgan Mortgage Trust 2019-9 B2A, 3.490%, 05/25/2050 | | | | | 1,964,530 | | | | | | 0.0 | | |
1,763,076 (2)(3) | | | JP Morgan Mortgage Trust 2019-INV1 B3, 5.014%, 10/25/2049 | | | | | 1,837,840 | | | | | | 0.0 | | |
577,960 (2)(3) | | | JP Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 580,514 | | | | | | 0.0 | | |
637,016 (2)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 641,102 | | | | | | 0.0 | | |
1,522,073 (2)(3) | | | JP Morgan Mortgage Trust 2020-1 A7, 3.500%, 06/25/2050 | | | | | 1,551,102 | | | | | | 0.0 | | |
1,262,810 (2)(3) | | | JP Morgan Mortgage Trust 2020-1 B1, 3.869%, 06/25/2050 | | | | | 1,302,175 | | | | | | 0.0 | | |
537,356 (2)(3) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 545,479 | | | | | | 0.0 | | |
535,858 (2)(3) | | | JP Morgan Mortgage Trust 2020-3 A15, 3.500%, 08/25/2050 | | | | | 544,741 | | | | | | 0.0 | | |
774,827 (2)(3) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.896%, 08/25/2050 | | | | | 801,578 | | | | | | 0.0 | | |
2,096,198 (2)(3) | | | JP Morgan Mortgage Trust 2020-5 B3, 3.642%, 12/25/2050 | | | | | 2,125,528 | | | | | | 0.0 | | |
977,404 (2)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.561%, 03/25/2051 | | | | | 994,454 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
445,187 (2)(3) | | | JP Morgan Mortgage Trust 2020-INV1 A3, 3.500%, 08/25/2050 | | | | $ | 457,079 | | | | | | 0.0 | | |
3,790,373,100 (2)(5)(6) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 3,690,686 | | | | | | 0.1 | | |
8,906,644 (5) | | | Lehman Mortgage Trust 2006-9 2A5, 6.534%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,988,244 | | | | | | 0.0 | | |
13,929,806 (5) | | | Lehman Mortgage Trust 2006-7 2A4, 6.464%, (-1.000*US0001M + 6.550%), 11/25/2036 | | | | | 3,828,458 | | | | | | 0.1 | | |
3,100,000 (2) | | | Mello Warehouse Securitization Trust 2020-1 B, 1.236%, (US0001M + 1.150%), 10/25/2053 | | | | | 3,104,100 | | | | | | 0.0 | | |
10,250,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 A, 0.784%, (US0001M + 0.700%), 02/25/2055 | | | | | 10,283,714 | | | | | | 0.1 | | |
6,150,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.184%, (US0001M + 1.100%), 02/25/2055 | | | | | 6,144,207 | | | | | | 0.1 | | |
703,926 (2)(3) | | | MFA 2020-NQM3 A3 Trust, 1.632%, 01/26/2065 | | | | | 706,259 | | | | | | 0.0 | | |
4,208,402 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 3,235,666 | | | | | | 0.1 | | |
1,000,000 (2)(3) | | | Morgan Stanley Residential Mortgage Loan Trust 2020-1 A5A, 2.500%, 12/25/2050 | | | | | 1,005,030 | | | | | | 0.0 | | |
10,200,000 (2) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 2.950%, (SOFR30A + 2.900%), 02/25/2034 | | | | | 10,298,135 | | | | | | 0.1 | | |
2,466,626 (2)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 2,613,759 | | | | | | 0.0 | | |
802,698 (2)(3) | | | New Residential Mortgage Loan Trust 2017-6A B2, 4.000%, 08/27/2057 | | | | | 861,366 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,000 (2) | | | Oaktown Re VI Ltd. 2021-1A M1C, 3.050%, (SOFR30A + 3.000%), 10/25/2033 | | | | $ | 1,021,953 | | | | | | 0.0 | | |
505,393 (2)(3) | | | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | | | | | 511,625 | | | | | | 0.0 | | |
660,732 (2)(3) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 672,388 | | | | | | 0.0 | | |
91,144 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 87,376 | | | | | | 0.0 | | |
1,244,417 (2)(3) | | | Provident Funding Mortgage Trust 2020-1 B3, 3.284%, 02/25/2050 | | | | | 1,260,061 | | | | | | 0.0 | | |
10,000,000 (2) | | | Radnor RE 2021-1 M1C Ltd., 2.750%, (SOFR30A + 2.700%), 12/27/2033 | | | | | 10,023,559 | | | | | | 0.1 | | |
1,354,269 (2)(3) | | | RCKT Mortgage Trust 2019-1 A13, 3.500%, 09/25/2049 | | | | | 1,377,277 | | | | | | 0.0 | | |
8,764,460 | | | Seasoned Credit Risk Transfer Trust Series 2018-2, 3.500%, 11/25/2057 | | | | | 9,550,946 | | | | | | 0.1 | | |
1,174,861 | | | Seasoned Credit Risk Transfer Trust Series 2019-3 MA, 3.500%, 10/25/2058 | | | | | 1,232,746 | | | | | | 0.0 | | |
286,827 | | | Seasoned Credit Risk Transfer Trust Series 2019-4 M55D, 4.000%, 02/25/2059 | | | | | 312,556 | | | | | | 0.0 | | |
889,710 (2)(3) | | | Sequoia Mortgage Trust 2014-3 B3, 3.991%, 10/25/2044 | | | | | 904,540 | | | | | | 0.0 | | |
1,207,480 (2)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.773%, 05/25/2045 | | | | | 1,223,710 | | | | | | 0.0 | | |
1,051,429 (2)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.721%, 07/25/2045 | | | | | 1,065,892 | | | | | | 0.0 | | |
724,797 (2)(3) | | | Sequoia Mortgage Trust 2017-5 B3, 3.820%, 08/25/2047 | | | | | 734,167 | | | | | | 0.0 | | |
431,588 (2)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 438,837 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,516,194 (2)(3) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.456%, 02/25/2048 | | | | $ | 2,563,727 | | | | | | 0.0 | | |
981,133 (2)(3) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 990,272 | | | | | | 0.0 | | |
151,285 (2)(3) | | | Sequoia Mortgage Trust 2019-CH1 A1, 4.500%, 03/25/2049 | | | | | 152,375 | | | | | | 0.0 | | |
843,961 (2)(3) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 852,802 | | | | | | 0.0 | | |
1,954,250 (2)(3) | | | Sequoia Mortgage Trust 2020-2 B2, 3.652%, 03/25/2050 | | | | | 2,002,031 | | | | | | 0.0 | | |
2,978,501 (2)(3) | | | Sequoia Mortgage Trust 2020-3 B2, 3.351%, 04/25/2050 | | | | | 3,022,209 | | | | | | 0.0 | | |
994,374 (2)(3) | | | Sequoia Mortgage Trust 2021-5 B3, 3.059%, 07/25/2051 | | | | | 985,730 | | | | | | 0.0 | | |
1,822,029 (2)(3) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.701%, 10/25/2047 | | | | | 1,843,085 | | | | | | 0.0 | | |
2,341,838 (2)(3) | | | TIAA Bank Mortgage Loan Trust 2018-2 B2, 3.779%, 07/25/2048 | | | | | 2,390,929 | | | | | | 0.0 | | |
552,257 (3) | | | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 2.352%, 10/20/2035 | | | | | 508,250 | | | | | | 0.0 | | |
221,415 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.490%, 10/25/2036 | | | | | 217,392 | | | | | | 0.0 | | |
3,117,200 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.619%, 06/25/2034 | | | | | 3,182,034 | | | | | | 0.0 | | |
1,761,915 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.106%, (US0001M + 0.510%), 08/25/2045 | | | | | 1,774,804 | | | | | | 0.0 | | |
63,929,794 (3)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.776%, 08/25/2045 | | | | | 2,713,903 | | | | | | 0.0 | | |
1,289,572 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.066%, (US0001M + 0.490%), 10/25/2045 | | | | | 1,287,545 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
293,085 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.029%, 10/25/2036 | | | | $ | 296,800 | | | | | | 0.0 | | |
617,487 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.605%, 11/25/2036 | | | | | 618,915 | | | | | | 0.0 | | |
831,292 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.448%, 12/25/2036 | | | | | 797,459 | | | | | | 0.0 | | |
1,921,857 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 2.448%, 12/25/2036 | | | | | 1,843,639 | | | | | | 0.0 | | |
967,025 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.824%, 08/25/2046 | | | | | 970,608 | | | | | | 0.0 | | |
1,417,086 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.993%, 12/25/2036 | | | | | 1,430,208 | | | | | | 0.0 | | |
364,892 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.819%, 03/25/2037 | | | | | 340,399 | | | | | | 0.0 | | |
1,236,867 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 0.986%, (US0001M + 0.900%), 11/25/2035 | | | | | 1,118,586 | | | | | | 0.0 | | |
1,126,304 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,084,677 | | | | | | 0.0 | | |
756,668 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 761,099 | | | | | | 0.0 | | |
299,262 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 302,528 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,669,215 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.052%, (12MTA + 0.960%), 08/25/2046 | | | | $ | 2,462,406 | | | | | | 0.0 | | |
577,859 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 0.316%, (US0001M + 0.230%), 01/25/2047 | | | | | 593,432 | | | | | | 0.0 | | |
1,197,149 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.406%, (US0001M + 0.320%), 01/25/2047 | | | | | 1,242,564 | | | | | | 0.0 | | |
600,711 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.516%, (US0001M + 0.430%), 06/25/2037 | | | | | 485,490 | | | | | | 0.0 | | |
699,601 | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 703,153 | | | | | | 0.0 | | |
204,306 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.800%, 04/25/2036 | | | | | 201,026 | | | | | | 0.0 | | |
1,975,989 (2)(3) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.545%, 09/25/2049 | | | | | 2,012,898 | | | | | | 0.0 | | |
756,899 (2)(3) | | | WinWater Mortgage Loan Trust 2015-5 B3, 3.763%, 08/20/2045 | | | | | 757,536 | | | | | | 0.0 | | |
1,234,746 (2)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.763%, 08/20/2045 | | | | | 1,227,907 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | ||||||||||
| | | (Cost $1,459,893,447) | | | | | 1,498,312,367 | | | | | | 14.9 | | |
U.S. TREASURY OBLIGATIONS: 12.2% | | |||||||||||||||
| | | U.S. Treasury Bonds: 4.3% | | ||||||||||||
58,000 | | | 1.250%, 05/15/2050 | | | | | 47,467 | | | | | | 0.0 | | |
2,699,000 | | | 1.375%, 11/15/2040 | | | | | 2,425,305 | | | | | | 0.0 | | |
268,000 (1) | | | 1.625%, 11/15/2050 | | | | | 240,854 | | | | | | 0.0 | | |
285,261,000 | | | 1.750%, 08/15/2041 | | | | | 272,780,831 | | | | | | 2.7 | | |
150,905,200 | | | 2.375%, 05/15/2051 | | | | | 161,091,301 | | | | | | 1.6 | | |
| | | | | | | | 436,585,758 | | | | | | 4.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes: 7.9% | | ||||||||||||
60,630,400 (1) | | | 0.125%, 08/31/2023 | | | | $ | 60,474,088 | | | | | | 0.6 | | |
100,000 | | | 0.125%, 10/15/2023 | | | | | 99,660 | | | | | | 0.0 | | |
231,488,500 | | | 0.250%, 09/30/2023 | | | | | 231,321,213 | | | | | | 2.3 | | |
170,305,600 (1) | | | 0.375%, 09/15/2024 | | | | | 169,587,123 | | | | | | 1.7 | | |
132,000 | | | 0.625%, 05/15/2030 | | | | | 123,237 | | | | | | 0.0 | | |
39,643,500 | | | 0.750%, 08/31/2026 | | | | | 39,225,385 | | | | | | 0.4 | | |
45,479,000 | | | 0.875%, 09/30/2026 | | | | | 45,237,393 | | | | | | 0.5 | | |
51,386,600 | | | 1.125%, 08/31/2028 | | | | | 50,788,428 | | | | | | 0.5 | | |
2,336,000 | | | 1.125%, 02/15/2031 | | | | | 2,263,000 | | | | | | 0.0 | | |
115,388,200 | | | 1.250%, 09/30/2028 | | | | | 114,910,421 | | | | | | 1.1 | | |
77,345,600 (1) | | | 1.250%, 08/15/2031 | | | | | 75,478,429 | | | | | | 0.8 | | |
| | | | | | | | 789,508,377 | | | | | | 7.9 | | |
| | | Total U.S. Treasury Obligations | | | | ||||||||||
| | | (Cost $1,242,753,221) | | | | | 1,226,094,135 | | | | | | 12.2 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.8% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.3%(7) | | ||||||||||||
3,178 | | | 2.047%, (US0012M + 1.773%), 05/01/2037 | | | | | 3,376 | | | | | | 0.0 | | |
358,886 | | | 2.500%, 05/01/2030 | | | | | 377,669 | | | | | | 0.0 | | |
645,728 | | | 2.500%, 05/01/2030 | | | | | 678,633 | | | | | | 0.0 | | |
796,485 | | | 2.500%, 06/01/2030 | | | | | 839,317 | | | | | | 0.0 | | |
980,029 | | | 3.000%, 11/01/2042 | | | | | 1,047,026 | | | | | | 0.0 | | |
1,074,507 | | | 3.000%, 02/01/2043 | | | | | 1,147,306 | | | | | | 0.0 | | |
1,381,926 | | | 3.000%, 03/01/2045 | | | | | 1,485,499 | | | | | | 0.0 | | |
1,036,000 | | | 3.000%, 03/01/2045 | | | | | 1,110,603 | | | | | | 0.0 | | |
2,986,326 | | | 3.000%, 04/01/2045 | | | | | 3,201,416 | | | | | | 0.0 | | |
3,273,983 | | | 3.000%, 04/01/2045 | | | | | 3,519,223 | | | | | | 0.0 | | |
1,444,613 | | | 3.000%, 10/01/2046 | | | | | 1,552,919 | | | | | | 0.0 | | |
12,484,617 | | | 3.000%, 10/01/2046 | | | | | 13,315,055 | | | | | | 0.1 | | |
4,560,835 | | | 3.000%, 03/01/2048 | | | | | 4,861,858 | | | | | | 0.1 | | |
5,695,415 | | | 3.000%, 03/01/2048 | | | | | 6,095,172 | | | | | | 0.1 | | |
13,797,665 | | | 3.000%, 08/01/2048 | | | | | 14,618,648 | | | | | | 0.2 | | |
5,000,204 | | | 3.500%, 01/01/2045 | | | | | 5,412,025 | | | | | | 0.1 | | |
1,551,401 | | | 3.500%, 03/01/2045 | | | | | 1,683,110 | | | | | | 0.0 | | |
13,099,824 | | | 3.500%, 12/01/2046 | | | | | 14,119,991 | | | | | | 0.1 | | |
7,309,776 | | | 3.500%, 12/01/2046 | | | | | 7,960,034 | | | | | | 0.1 | | |
5,470,922 | | | 3.500%, 04/01/2047 | | | | | 5,992,507 | | | | | | 0.1 | | |
4,403,880 | | | 3.500%, 07/01/2047 | | | | | 4,685,426 | | | | | | 0.1 | | |
4,046,757 | | | 3.500%, 10/01/2047 | | | | | 4,311,460 | | | | | | 0.0 | | |
15,259,610 | | | 3.500%, 01/01/2048 | | | | | 16,391,684 | | | | | | 0.2 | | |
2,031,955 | | | 3.500%, 03/01/2048 | | | | | 2,191,106 | | | | | | 0.0 | | |
36,079,140 | | | 3.500%, 03/01/2048 | | | | | 39,396,524 | | | | | | 0.4 | | |
23,619,118 | | | 3.500%, 11/01/2048 | | | | | 25,811,270 | | | | | | 0.3 | | |
501,638 | | | 4.000%, 10/01/2041 | | | | | 550,956 | | | | | | 0.0 | | |
829,328 | | | 4.000%, 12/01/2041 | | | | | 915,068 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
2,105,661 | | | 4.000%, 08/01/2044 | | | | $ | 2,329,745 | | | | | | 0.0 | | |
614,881 | | | 4.000%, 07/01/2045 | | | | | 673,571 | | | | | | 0.0 | | |
1,126,639 | | | 4.000%, 09/01/2045 | | | | | 1,230,257 | | | | | | 0.0 | | |
1,452,936 | | | 4.000%, 09/01/2045 | | | | | 1,593,349 | | | | | | 0.0 | | |
2,179,624 | | | 4.000%, 09/01/2045 | | | | | 2,379,210 | | | | | | 0.0 | | |
14,952,908 | | | 4.000%, 11/01/2045 | | | | | 16,334,033 | | | | | | 0.2 | | |
1,587,487 | | | 4.000%, 05/01/2046 | | | | | 1,727,425 | | | | | | 0.0 | | |
1,019,677 | | | 4.000%, 05/01/2047 | | | | | 1,103,959 | | | | | | 0.0 | | |
6,214,926 | | | 4.000%, 11/01/2047 | | | | | 6,691,153 | | | | | | 0.1 | | |
377,404 | | | 4.000%, 03/01/2048 | | | | | 406,299 | | | | | | 0.0 | | |
5,667,724 | | | 4.000%, 06/01/2048 | | | | | 6,313,508 | | | | | | 0.1 | | |
282,219 | | | 4.500%, 08/01/2041 | | | | | 317,429 | | | | | | 0.0 | | |
699,930 | | | 4.500%, 09/01/2041 | | | | | 782,529 | | | | | | 0.0 | | |
560,059 | | | 4.500%, 10/01/2041 | | | | | 626,058 | | | | | | 0.0 | | |
1,389,138 | | | 4.500%, 03/01/2044 | | | | | 1,558,841 | | | | | | 0.0 | | |
2,397,616 | | | 4.500%, 02/01/2048 | | | | | 2,607,879 | | | | | | 0.0 | | |
524,605 | | | 4.500%, 06/01/2048 | | | | | 569,448 | | | | | | 0.0 | | |
51,099 | | | 5.000%, 01/01/2041 | | | | | 57,545 | | | | | | 0.0 | | |
336,502 | | | 5.000%, 04/01/2041 | | | | | 378,921 | | | | | | 0.0 | | |
18,270 | | | 5.500%, 07/01/2037 | | | | | 21,171 | | | | | | 0.0 | | |
1,146,175 | | | 5.500%, 11/01/2038 | | | | | 1,315,547 | | | | | | 0.0 | | |
1,106 | | | 6.000%, 12/01/2028 | | | | | 1,242 | | | | | | 0.0 | | |
13,255 | | | 6.000%, 01/01/2029 | | | | | 14,889 | | | | | | 0.0 | | |
2,009 | | | 6.500%, 01/01/2024 | | | | | 2,258 | | | | | | 0.0 | | |
3,219 | | | 6.500%, 12/01/2031 | | | | | 3,651 | | | | | | 0.0 | | |
347,290 | | | 6.500%, 09/01/2034 | | | | | 395,810 | | | | | | 0.0 | | |
790 | | | 7.000%, 03/01/2032 | | | | | 837 | | | | | | 0.0 | | |
| | | | | | | | 232,711,445 | | | | | | 2.3 | | |
| | | Federal National Mortgage Association: 0.3%(7) | | ||||||||||||
25,973 | | | 1.637%, (US0012M + 1.486%), 07/01/2035 | | | | | 26,202 | | | | | | 0.0 | | |
3,401,610 | | | 3.500%, 01/01/2044 | | | | | 3,680,783 | | | | | | 0.1 | | |
4,881,020 | | | 4.000%, 12/01/2046 | | | | | 5,367,520 | | | | | | 0.1 | | |
1,724,876 | | | 4.500%, 09/01/2047 | | | | | 1,984,368 | | | | | | 0.0 | | |
11,387,808 | | | 5.000%, 08/01/2056 | | | | | 13,304,448 | | | | | | 0.1 | | |
78,013 | | | 6.000%, 05/01/2038 | | | | | 83,652 | | | | | | 0.0 | | |
| | | | | | | | 24,446,973 | | | | | | 0.3 | | |
| | | Government National Mortgage Association: 2.4% | | ||||||||||||
10,000,000 | | | 2.500%, 09/20/2051 | | | | | 10,341,388 | | | | | | 0.1 | | |
100,306,000 (8) | | | 2.500%, 11/15/2051 | | | | | 103,373,952 | | | | | | 1.0 | | |
9,401,967 | | | 3.000%, 10/20/2049 | | | | | 9,976,038 | | | | | | 0.1 | | |
6,151,079 | | | 3.000%, 11/20/2049 | | | | | 6,527,175 | | | | | | 0.1 | | |
19,120,000 (8) | | | 3.000%, 11/15/2051 | | | | | 19,943,803 | | | | | | 0.2 | | |
647,444 | | | 3.500%, 07/20/2046 | | | | | 684,508 | | | | | | 0.0 | | |
4,756,253 | | | 3.500%, 07/20/2046 | | | | | 5,064,251 | | | | | | 0.1 | | |
1,135,739 | | | 3.500%, 10/20/2046 | | | | | 1,233,765 | | | | | | 0.0 | | |
547,942 | | | 3.500%, 02/20/2047 | | | | | 578,367 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
399,966 | | | 3.500%, 03/20/2047 | | | | $ | 422,654 | | | | | | 0.0 | | |
478,280 | | | 3.500%, 07/20/2047 | | | | | 506,713 | | | | | | 0.0 | | |
871,120 | | | 3.500%, 08/20/2047 | | | | | 929,221 | | | | | | 0.0 | | |
1,250,006 | | | 3.500%, 09/20/2047 | | | | | 1,326,747 | | | | | | 0.0 | | |
9,192,109 | | | 3.500%, 12/20/2047 | | | | | 9,816,349 | | | | | | 0.1 | | |
5,401,375 | | | 3.500%, 01/20/2048 | | | | | 5,770,007 | | | | | | 0.1 | | |
8,716,273 | | | 3.500%, 02/20/2048 | | | | | 9,391,206 | | | | | | 0.1 | | |
4,589,874 | | | 3.500%, 02/20/2048 | | | | | 4,898,613 | | | | | | 0.0 | | |
861,634 | | | 3.500%, 03/20/2048 | | | | | 928,800 | | | | | | 0.0 | | |
21,093,550 | | | 3.500%, 03/20/2048 | | | | | 22,592,379 | | | | | | 0.2 | | |
161,482 | | | 4.000%, 11/20/2040 | | | | | 177,115 | | | | | | 0.0 | | |
1,011,260 | | | 4.000%, 03/20/2046 | | | | | 1,097,537 | | | | | | 0.0 | | |
13,952,977 | | | 4.000%, 09/20/2047 | | | | | 14,955,983 | | | | | | 0.2 | | |
7,433,273 | | | 4.000%, 02/20/2050 | | | | | 7,881,759 | | | | | | 0.1 | | |
234,895 | | | 4.500%, 10/15/2039 | | | | | 268,837 | | | | | | 0.0 | | |
146,286 | | | 4.500%, 11/15/2039 | | | | | 167,580 | | | | | | 0.0 | | |
168,406 | | | 4.500%, 11/15/2039 | | | | | 192,904 | | | | | | 0.0 | | |
51,488 | | | 4.500%, 12/15/2039 | | | | | 58,928 | | | | | | 0.0 | | |
46,622 | | | 4.500%, 08/20/2041 | | | | | 52,132 | | | | | | 0.0 | | |
1,460,437 | | | 4.500%, 09/15/2047 | | | | | 1,639,098 | | | | | | 0.0 | | |
10,737 (3) | | | 5.500%, 03/20/2060 | | | | | 11,752 | | | | | | 0.0 | | |
| | | | | | | | 240,809,561 | | | | | | 2.4 | | |
| | | Uniform Mortgage-Backed Securities: 4.8% | | ||||||||||||
741,000 (8) | | | 2.000%, 11/15/2036 | | | | | 762,188 | | | | | | 0.0 | | |
188,894,000 (8) | | | 2.000%, 11/15/2051 | | | | | 189,078,468 | | | | | | 1.9 | | |
1,034,813 | | | 2.500%, 05/01/2030 | | | | | 1,086,956 | | | | | | 0.0 | | |
1,587,555 | | | 2.500%, 06/01/2030 | | | | | 1,665,461 | | | | | | 0.0 | | |
2,160,349 | | | 2.500%, 06/01/2030 | | | | | 2,264,864 | | | | | | 0.0 | | |
926,012 | | | 2.500%, 07/01/2030 | | | | | 972,787 | | | | | | 0.0 | | |
32,270,000 (8) | | | 2.500%, 11/15/2051 | | | | | 33,211,628 | | | | | | 0.4 | | |
1,426,038 | | | 3.000%, 08/01/2030 | | | | | 1,513,506 | | | | | | 0.0 | | |
712,928 | | | 3.000%, 09/01/2030 | | | | | 756,494 | | | | | | 0.0 | | |
2,422,692 | | | 3.000%, 04/01/2043 | | | | | 2,586,434 | | | | | | 0.0 | | |
2,029,123 | | | 3.000%, 07/01/2043 | | | | | 2,165,972 | | | | | | 0.0 | | |
635,446 | | | 3.000%, 08/01/2043 | | | | | 686,855 | | | | | | 0.0 | | |
431,909 | | | 3.000%, 09/01/2043 | | | | | 460,706 | | | | | | 0.0 | | |
7,027,874 | | | 3.000%, 04/01/2045 | | | | | 7,552,008 | | | | | | 0.1 | | |
1,345,582 | | | 3.000%, 08/01/2046 | | | | | 1,446,004 | | | | | | 0.0 | | |
3,172,908 | | | 3.000%, 08/01/2046 | | | | | 3,400,382 | | | | | | 0.1 | | |
886,003 | | | 3.000%, 11/01/2046 | | | | | 956,117 | | | | | | 0.0 | | |
2,210,089 | | | 3.000%, 12/01/2046 | | | | | 2,348,501 | | | | | | 0.0 | | |
9,409,534 | | | 3.000%, 12/01/2046 | | | | | 10,075,149 | | | | | | 0.1 | | |
16,693,176 | | | 3.000%, 01/01/2047 | | | | | 17,648,088 | | | | | | 0.2 | | |
3,954,415 | | | 3.000%, 02/01/2047 | | | | | 4,190,699 | | | | | | 0.1 | | |
4,521,619 | | | 3.000%, 03/01/2047 | | | | | 4,789,892 | | | | | | 0.1 | | |
3,990,987 | | | 3.000%, 07/01/2047 | | | | | 4,213,365 | | | | | | 0.1 | | |
21,347,079 | | | 3.500%, 06/01/2034 | | | | | 22,963,620 | | | | | | 0.3 | | |
2,465,054 | | | 3.500%, 10/01/2042 | | | | | 2,670,247 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,163,272 | | | 3.500%, 04/01/2043 | | | | $ | 1,267,515 | | | | | | 0.0 | | |
3,510,764 | | | 3.500%, 08/01/2043 | | | | | 3,825,372 | | | | | | 0.1 | | |
2,192,599 | | | 3.500%, 03/01/2044 | | | | | 2,384,389 | | | | | | 0.0 | | |
253,041 | | | 3.500%, 01/01/2046 | | | | | 276,261 | | | | | | 0.0 | | |
387,606 | | | 3.500%, 02/01/2046 | | | | | 423,174 | | | | | | 0.0 | | |
175,549 | | | 3.500%, 02/01/2046 | | | | | 191,657 | | | | | | 0.0 | | |
15,355,906 | | | 3.500%, 08/01/2046 | | | | | 16,717,167 | | | | | | 0.2 | | |
1,099,289 | | | 3.500%, 08/01/2047 | | | | | 1,171,100 | | | | | | 0.0 | | |
1,573,131 | | | 3.500%, 09/01/2047 | | | | | 1,670,591 | | | | | | 0.0 | | |
17,955,248 | | | 3.500%, 11/01/2047 | | | | | 19,617,027 | | | | | | 0.2 | | |
593,912 | | | 3.500%, 12/01/2047 | | | | | 632,644 | | | | | | 0.0 | | |
1,049,028 | | | 3.500%, 02/01/2048 | | | | | 1,118,991 | | | | | | 0.0 | | |
1,225,425 | | | 3.500%, 05/01/2048 | | | | | 1,299,287 | | | | | | 0.0 | | |
10,850,455 | | | 3.500%, 07/01/2048 | | | | | 11,847,917 | | | | | | 0.1 | | |
2,573,307 | | | 3.500%, 10/01/2049 | | | | | 2,817,891 | | | | | | 0.0 | | |
186,708 | | | 4.000%, 03/01/2042 | | | | | 204,655 | | | | | | 0.0 | | |
1,242,046 | | | 4.000%, 07/01/2042 | | | | | 1,374,562 | | | | | | 0.0 | | |
225,927 | | | 4.000%, 07/01/2042 | | | | | 249,992 | | | | | | 0.0 | | |
324,033 | | | 4.000%, 07/01/2042 | | | | | 348,204 | | | | | | 0.0 | | |
573,039 | | | 4.000%, 09/01/2043 | | | | | 635,580 | | | | | | 0.0 | | |
11,374,897 | | | 4.000%, 01/01/2045 | | | | | 12,817,171 | | | | | | 0.1 | | |
1,774,034 | | | 4.000%, 01/01/2045 | | | | | 1,953,981 | | | | | | 0.0 | | |
1,228,199 | | | 4.000%, 03/01/2045 | | | | | 1,355,323 | | | | | | 0.0 | | |
4,961,681 | | | 4.000%, 05/01/2045 | | | | | 5,435,720 | | | | | | 0.1 | | |
1,104,192 | | | 4.000%, 06/01/2045 | | | | | 1,217,033 | | | | | | 0.0 | | |
1,257,654 | | | 4.000%, 11/01/2045 | | | | | 1,391,339 | | | | | | 0.0 | | |
3,729,933 | | | 4.000%, 02/01/2046 | | | | | 4,111,190 | | | | | | 0.1 | | |
6,712,947 | | | 4.000%, 07/01/2047 | | | | | 7,305,324 | | | | | | 0.1 | | |
695,857 | | | 4.000%, 08/01/2047 | | | | | 750,083 | | | | | | 0.0 | | |
2,167,556 | | | 4.000%, 08/01/2047 | | | | | 2,335,231 | | | | | | 0.0 | | |
288,438 | | | 4.000%, 03/01/2048 | | | | | 309,888 | | | | | | 0.0 | | |
897,872 | | | 4.000%, 03/01/2048 | | | | | 967,368 | | | | | | 0.0 | | |
5,113,792 | | | 4.000%, 09/01/2048 | | | | | 5,540,199 | | | | | | 0.1 | | |
13,188,986 | | | 4.000%, 04/01/2049 | | | | | 14,344,100 | | | | | | 0.2 | | |
1,459,818 | | | 4.250%, 11/01/2043 | | | | | 1,625,652 | | | | | | 0.0 | | |
264,082 | | | 4.500%, 11/01/2040 | | | | | 293,607 | | | | | | 0.0 | | |
1,920,031 | | | 4.500%, 11/01/2040 | | | | | 2,145,136 | | | | | | 0.0 | | |
131,395 | | | 4.500%, 11/01/2040 | | | | | 146,776 | | | | | | 0.0 | | |
3,141 | | | 4.500%, 12/01/2040 | | | | | 3,522 | | | | | | 0.0 | | |
4,871 | | | 4.500%, 12/01/2040 | | | | | 5,445 | | | | | | 0.0 | | |
5,247 | | | 4.500%, 01/01/2041 | | | | | 5,826 | | | | | | 0.0 | | |
3,481 | | | 4.500%, 01/01/2041 | | | | | 3,862 | | | | | | 0.0 | | |
248,315 | | | 4.500%, 10/01/2041 | | | | | 276,744 | | | | | | 0.0 | | |
264,758 | | | 4.500%, 10/01/2044 | | | | | 287,729 | | | | | | 0.0 | | |
580,250 | | | 4.500%, 12/01/2045 | | | | | 637,856 | | | | | | 0.0 | | |
820,743 | | | 4.500%, 04/01/2047 | | | | | 895,537 | | | | | | 0.0 | | |
3,255,995 | | | 4.500%, 04/01/2047 | | | | | 3,611,659 | | | | | | 0.1 | | |
194,739 | | | 4.500%, 04/01/2047 | | | | | 210,669 | | | | | | 0.0 | | |
2,131,515 | | | 4.500%, 04/01/2047 | | | | | 2,350,072 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
2,436,322 | | | 4.500%, 04/01/2047 | | | | $ | 2,675,547 | | | | | | 0.0 | | |
999,925 | | | 4.500%, 05/01/2047 | | | | | 1,099,531 | | | | | | 0.0 | | |
1,794,073 | | | 4.500%, 05/01/2047 | | | | | 1,956,414 | | | | | | 0.0 | | |
1,523,094 | | | 4.500%, 05/01/2047 | | | | | 1,706,555 | | | | | | 0.0 | | |
1,133,762 | | | 4.500%, 05/01/2047 | | | | | 1,263,791 | | | | | | 0.0 | | |
1,546,900 | | | 4.500%, 05/01/2047 | | | | | 1,706,443 | | | | | | 0.0 | | |
919,865 | | | 4.500%, 06/01/2047 | | | | | 1,003,394 | | | | | | 0.0 | | |
1,242,644 | | | 4.500%, 06/01/2047 | | | | | 1,354,874 | | | | | | 0.0 | | |
933,301 | | | 4.500%, 06/01/2047 | | | | | 1,039,740 | | | | | | 0.0 | | |
2,549,494 | | | 4.500%, 07/01/2047 | | | | | 2,781,502 | | | | | | 0.0 | | |
431,150 | | | 4.500%, 08/01/2047 | | | | | 470,754 | | | | | | 0.0 | | |
71,891 | | | 5.000%, 06/01/2033 | | | | | 81,818 | | | | | | 0.0 | | |
15,985 | | | 5.000%, 09/01/2033 | | | | | 17,885 | | | | | | 0.0 | | |
48,250 | | | 5.000%, 11/01/2033 | | | | | 54,958 | | | | | | 0.0 | | |
14,758 | | | 5.000%, 03/01/2034 | | | | | 16,501 | | | | | | 0.0 | | |
16,613 | | | 5.000%, 03/01/2034 | | | | | 18,897 | | | | | | 0.0 | | |
112,276 | | | 5.000%, 02/01/2035 | | | | | 127,995 | | | | | | 0.0 | | |
69,204 | | | 5.000%, 06/01/2035 | | | | | 78,841 | | | | | | 0.0 | | |
4,114 | | | 5.000%, 06/01/2035 | | | | | 4,690 | | | | | | 0.0 | | |
41,283 | | | 5.000%, 07/01/2035 | | | | | 47,065 | | | | | | 0.0 | | |
252,474 | | | 5.000%, 08/01/2035 | | | | | 288,073 | | | | | | 0.0 | | |
337,714 | | | 5.000%, 10/01/2035 | | | | | 385,051 | | | | | | 0.0 | | |
14,211 | | | 5.000%, 10/01/2035 | | | | | 16,153 | | | | | | 0.0 | | |
194,132 | | | 5.000%, 02/01/2036 | | | | | 221,681 | | | | | | 0.0 | | |
2,868 | | | 5.000%, 03/01/2036 | | | | | 3,274 | | | | | | 0.0 | | |
36,253 | | | 5.000%, 03/01/2036 | | | | | 41,366 | | | | | | 0.0 | | |
5,542 | | | 5.000%, 05/01/2036 | | | | | 6,299 | | | | | | 0.0 | | |
3,896 | | | 5.000%, 06/01/2036 | | | | | 4,444 | | | | | | 0.0 | | |
152,360 | | | 5.000%, 07/01/2036 | | | | | 173,464 | | | | | | 0.0 | | |
84,433 | | | 5.000%, 11/01/2040 | | | | | 95,122 | | | | | | 0.0 | | |
49,010 | | | 5.000%, 05/01/2041 | | | | | 56,036 | | | | | | 0.0 | | |
321,866 | | | 5.000%, 06/01/2041 | | | | | 365,662 | | | | | | 0.0 | | |
146,647 | | | 5.000%, 06/01/2041 | | | | | 166,188 | | | | | | 0.0 | | |
97,181 | | | 5.500%, 03/01/2037 | | | | | 111,134 | | | | | | 0.0 | | |
103,974 | | | 5.500%, 06/01/2039 | | | | | 121,170 | | | | | | 0.0 | | |
938,730 | | | 5.500%, 10/01/2039 | | | | | 1,088,541 | | | | | | 0.0 | | |
40,430 | | | 6.000%, 09/01/2036 | | | | | 45,395 | | | | | | 0.0 | | |
244 | | | 6.500%, 02/01/2028 | | | | | 275 | | | | | | 0.0 | | |
509 | | | 6.500%, 09/01/2031 | | | | | 572 | | | | | | 0.0 | | |
134 | | | 6.500%, 09/01/2031 | | | | | 151 | | | | | | 0.0 | | |
14,335 | | | 6.500%, 11/01/2031 | | | | | 16,375 | | | | | | 0.0 | | |
5,492 | | | 6.500%, 04/01/2032 | | | | | 6,177 | | | | | | 0.0 | | |
1,217 | | | 6.500%, 08/01/2032 | | | | | 1,387 | | | | | | 0.0 | | |
3,934 | | | 6.500%, 08/01/2032 | | | | | 4,424 | | | | | | 0.0 | | |
5,431 | | | 7.000%, 12/01/2027 | | | | | 5,503 | | | | | | 0.0 | | |
822 | | | 7.000%, 10/01/2031 | | | | | 839 | | | | | | 0.0 | | |
602 | | | 7.000%, 03/01/2032 | | | | | 623 | | | | | | 0.0 | | |
865 | | | 7.500%, 09/01/2030 | | | | | 997 | | | | | | 0.0 | | |
2,970 | | | 7.500%, 09/01/2031 | | | | | 3,491 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
13,096 | | | 7.500%, 02/01/2032 | | | | $ | 14,903 | | | | | | 0.0 | | |
| | | | | | | | 480,626,374 | | | | | | 4.8 | | |
| | | Total U.S. Government Agency Obligations | | | | | | | | | | | | | |
| | | (Cost $941,898,367) | | | | | 978,594,353 | | | | | | 9.8 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 6.9% | | |||||||||||||||
6,240,000 (2) | | | ACRE Commercial Mortgage 2021-FL4 C Ltd., 1.837%, (US0001M + 1.750)%, 12/18/2037 | | | | | 6,209,918 | | | | | | 0.1 | | |
5,310,000 (2)(6)(9) | | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | | | 5,135,182 | | | | | | 0.1 | | |
4,656,000 (2) | | | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | | | | | 4,442,921 | | | | | | 0.0 | | |
34,701,905 (3)(5) | | | BANK 2017-BNK4 XA, 1.545%, 05/15/2050 | | | | | 1,930,436 | | | | | | 0.0 | | |
167,655,000 (3)(5) | | | BANK 2017-BNK8 XB, 0.221%, 11/15/2050 | | | | | 1,750,469 | | | | | | 0.0 | | |
3,600,000 (2) | | | BANK 2017-BNK9 D, 2.800%, 11/15/2054 | | | | | 3,278,778 | | | | | | 0.0 | | |
201,119,945 (3)(5) | | | BANK 2018-BNK14 XA, 0.660%, 09/15/2060 | | | | | 5,499,504 | | | | | | 0.1 | | |
19,110,000 (2)(3)(5) | | | BANK 2018-BNK14 XD, 1.755%, 09/15/2060 | | | | | 1,910,388 | | | | | | 0.0 | | |
24,466,971 (3)(5) | | | BANK 2019-BNK16 XA, 1.118%, 02/15/2052 | | | | | 1,401,517 | | | | | | 0.0 | | |
5,210,000 (2) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 4,860,584 | | | | | | 0.1 | | |
99,969,399 (3)(5) | | | Bank 2019-BNK19 XA, 1.090%, 08/15/2061 | | | | | 6,447,366 | | | | | | 0.1 | | |
6,248,321 (3)(5) | | | BANK 2020-BNK30 XA, 1.440%, 12/15/2053 | | | | | 586,582 | | | | | | 0.0 | | |
92,840,000 (2)(3)(5) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 2,112,797 | | | | | | 0.0 | | |
8,200,000 (2) | | | BBCMS Trust 2021-AGW E, 3.234%, (US0001M + 3.150)%, 06/15/2036 | | | | | 8,217,507 | | | | | | 0.1 | | |
20,451,768 (3)(5) | | | BBCMS Trust 2021-C10 XA, 1.433%, 07/15/2054 | | | | | 2,036,078 | | | | | | 0.0 | | |
3,228,254 (2) | | | BCRR 2016-FRR3 E Trust, 2.025%, (US0001M + 18.348)%, 05/26/2026 | | | | | 2,963,343 | | | | | | 0.0 | | |
2,620,000 (2)(3) | | | Benchmark 2018-B3 D Mortgage Trust, 3.207%, 04/10/2051 | | | | | 2,457,263 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
54,205,233 (3)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.201%, 08/15/2052 | | | | $ | 3,239,635 | | | | | | 0.0 | | |
7,470,000 (2) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 7,173,602 | | | | | | 0.1 | | |
36,416,056 (3)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.207%, 03/15/2052 | | | | | 2,374,822 | | | | | | 0.0 | | |
92,627,140 (3)(5) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.541%, 03/15/2053 | | | | | 7,801,743 | | | | | | 0.1 | | |
8,640,000 (2) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | | | 8,821,520 | | | | | | 0.1 | | |
1,000,000 (2) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 1,013,839 | | | | | | 0.0 | | |
110,434,080 (3)(5) | | | Benchmark 2020-B19 XA Mortgage Trust, 1.890%, 09/15/2053 | | | | | 11,774,040 | | | | | | 0.1 | | |
60,266,494 (3)(5) | | | Benchmark 2020-B20 XA Mortgage Trust, 1.739%, 10/15/2053 | | | | | 6,446,490 | | | | | | 0.1 | | |
47,625,376 (3)(5) | | | Benchmark 2020-B21 xa Mortgage Trust, 1.569%, 12/17/2053 | | | | | 5,075,136 | | | | | | 0.1 | | |
10,000,000 (2)(3) | | | Benchmark 2021-B25 E Mortgage Trust, 2.000%, 04/15/2054 | | | | | 7,615,775 | | | | | | 0.1 | | |
4,978,947 (3)(5) | | | Benchmark 2021-B28 XA Mortgage Trust, 1.406%, 08/15/2054 | | | | | 493,336 | | | | | | 0.0 | | |
11,041,000 (2)(6)(9) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 8,499,981 | | | | | | 0.1 | | |
8,000,000 (2)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.210%, 05/25/2052 | | | | | 7,140,441 | | | | | | 0.1 | | |
5,414,000 (2)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.523%, 05/25/2052 | | | | | 4,981,595 | | | | | | 0.1 | | |
11,483,081 (2) | | | BX Commercial Mortgage Trust 2020-BXLP F, 2.084%, (US0001M + 2.000)%, 12/15/2036 | | | | | 11,511,515 | | | | | | 0.1 | | |
4,000,000 (2) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.434%, (US0001M + 2.350)%, 02/15/2038 | | | | | 4,027,753 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
6,000,000 (2) | | | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | | | | $ | 6,428,501 | | | | | | 0.1 | | |
6,300,000 (2)(3) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 6,513,016 | | | | | | 0.1 | | |
15,000,000 (2) | | | BX Trust 2021-SOAR E, 2.434%, (US0001M + 2.350)%, 06/15/2038 | | | | | 15,079,719 | | | | | | 0.2 | | |
3,340,000 (3) | | | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.538%, 11/15/2050 | | | | | 3,643,088 | | | | | | 0.0 | | |
92,785,665 (3)(5) | | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.148%, 11/15/2050 | | | | | 3,860,357 | | | | | | 0.0 | | |
22,439,185 (3)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.525%, 08/10/2049 | | | | | 1,225,431 | | | | | | 0.0 | | |
45,113,000 (2)(3)(5) | | | CD 2016-CD1 Mortgage Trust XB, 0.842%, 08/10/2049 | | | | | 1,434,625 | | | | | | 0.0 | | |
33,117,260 (3)(5) | | | CD 2017-CD4 Mortgage Trust XA, 1.434%, 05/10/2050 | | | | | 1,675,382 | | | | | | 0.0 | | |
7,745,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.581%, 08/10/2049 | | | | | 6,361,369 | | | | | | 0.1 | | |
37,329,390 (3)(5) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.057%, 07/10/2049 | | | | | 2,770,229 | | | | | | 0.0 | | |
78,936,146 (3)(5) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | | | | | 3,645,484 | | | | | | 0.0 | | |
39,679,944 (3)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.037%, 09/15/2050 | | | | | 1,763,174 | | | | | | 0.0 | | |
78,139,515 (3)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.692%, 06/10/2051 | | | | | 2,948,532 | | | | | | 0.0 | | |
5,000,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2020-420K E, 3.422%, 11/10/2042 | | | | | 4,669,520 | | | | | | 0.1 | | |
27,154,392 (3)(5) | | | COMM 2012-CR2 XA, 1.773%, 08/15/2045 | | | | | 202,928 | | | | | | 0.0 | | |
30,422,063 (3)(5) | | | COMM 2012-CR4 XA, 1.840%, 10/15/2045 | | | | | 368,025 | | | | | | 0.0 | | |
27,260,000 (2)(3)(5) | | | COMM 2012-CR4 XB, 0.768%, 10/15/2045 | | | | | 174,101 | | | | | | 0.0 | | |
25,195,619 (2)(3)(5) | | | COMM 2012-LC4 XA, 2.230%, 12/10/2044 | | | | | 1,401 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,640,000 (2)(3) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | $ | 4,595,636 | | | | | | 0.1 | | |
9,645,000 (2)(3) | | | COMM 2013-CR10 F Mortgage Trust, 5.064%, 08/10/2046 | | | | | 8,854,389 | | | | | | 0.1 | | |
107,425,887 (2)(3)(5) | | | COMM 2015-PC1 XA, 0.611%, 07/10/2050 | | | | | 1,189,967 | | | | | | 0.0 | | |
920,000 (3) | | | COMM 2016-COR1 C, 4.510%, 10/10/2049 | | | | | 987,387 | | | | | | 0.0 | | |
63,270,470 (3)(5) | | | COMM 2016-CR28 XA, 0.792%, 02/10/2049 | | | | | 1,496,714 | | | | | | 0.0 | | |
35,676,584 (3)(5) | | | COMM 2017-COR2 XA, 1.306%, 09/10/2050 | | | | | 2,046,609 | | | | | | 0.0 | | |
2,000,000 (2)(3) | | | COMM 2019-GC44 180B Mortgage Trust, 3.513%, 08/15/2057 | | | | | 1,941,797 | | | | | | 0.0 | | |
8,261,000 (2)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | | | 8,031,338 | | | | | | 0.1 | | |
4,100,000 (2)(3) | | | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | | | | | 4,317,463 | | | | | | 0.0 | | |
5,421,000 (3) | | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.327%, 06/15/2057 | | | | | 5,255,950 | | | | | | 0.1 | | |
4,340,000 (2)(3) | | | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.246%, 11/15/2050 | | | | | 4,009,143 | | | | | | 0.0 | | |
5,010,444 (2) | | | CSWF 2018-TOP E, 2.334%, (US0001M + 2.250)%, 08/15/2035 | | | | | 5,024,860 | | | | | | 0.1 | | |
3,900,000 (2) | | | CSWF 2021-SOP2 D, 2.401%, (US0001M + 2.317)%, 06/15/2034 | | | | | 3,900,456 | | | | | | 0.0 | | |
10,000,000 (2) | | | CSWF 2021-SOP2 E, 3.451%, (US0001M + 3.367)%, 06/15/2034 | | | | | 9,986,405 | | | | | | 0.1 | | |
11,513,955 (2)(4) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.736%, (US0001M + 3.650)%, 07/10/2044 | | | | | 9,326,304 | | | | | | 0.1 | | |
4,460,000 (2)(3) | | | DBJPM 16-C3 Mortgage Trust, 3.625%, 08/10/2049 | | | | | 3,809,205 | | | | | | 0.0 | | |
4,500,000 (2)(3) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | | | | | 4,578,530 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
15,845,808 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | $ | 2,967,907 | | | | | | 0.0 | | |
10,456,968 (2)(3)(5) | | | Freddie Mac Multifamily ML Certificates 2021-ML11 XUS, 0.769%, 03/25/2038 | | | | | 741,936 | | | | | | 0.0 | | |
42,047,111 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | | | | | 471,041 | | | | | | 0.0 | | |
31,879,545 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | | | | | 781,817 | | | | | | 0.0 | | |
9,778,908 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K106 X1, 1.477%, 01/25/2030 | | | | | 958,488 | | | | | | 0.0 | | |
23,395,388 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K107 X1, 1.810%, 03/25/2030 | | | | | 2,910,751 | | | | | | 0.0 | | |
68,802,242 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.699%, 04/25/2030 | | | | | 7,967,334 | | | | | | 0.1 | | |
110,810,410 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K118 X1, 1.054%, 09/25/2030 | | | | | 8,232,294 | | | | | | 0.1 | | |
101,405,201 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K119 X1, 1.027%, 09/25/2030 | | | | | 7,306,387 | | | | | | 0.1 | | |
41,066,156 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K123 X1, 0.866%, 12/25/2030 | | | | | 2,499,097 | | | | | | 0.0 | | |
13,360,674 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1516 X1, 1.630%, 05/25/2035 | | | | | 2,180,954 | | | | | | 0.0 | | |
223,355,545 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates KHG2 X, 0.406%, 02/25/2030 | | | | | 4,783,472 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
77,897,404 (3)(5) | | | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.537%, 04/25/2030 | | | | $ | 2,064,998 | | | | | | 0.0 | | |
7,149,289 (2) | | | FREMF 2018-KBF2 C Mortgage Trust, 4.583%, (US0001M + 4.500)%, 10/25/2025 | | | | | 7,170,361 | | | | | | 0.1 | | |
6,000,000 (2) | | | FREMF 2019-KBF3 C Mortgage Trust, 4.833%, (US0001M + 4.750)%, 01/25/2029 | | | | | 6,056,723 | | | | | | 0.1 | | |
81,442,526 (2)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,401 | | | | | | 0.0 | | |
62,235,237 (2)(6)(9) | | | FREMF 2016-K55 D Mortgage Trust, 0.000%, 04/25/2049 | | | | | 47,893,674 | | | | | | 0.5 | | |
5,000,000 (2)(3) | | | FRR Re-REMIC Trust 2018-C1 B725, 3.003%, 02/27/2050 | | | | | 5,022,470 | | | | | | 0.1 | | |
5,000,000 (2)(3)(6) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.000%, 02/27/2050 | | | | | 4,612,328 | | | | | | 0.1 | | |
8,971,340 (2)(3) | | | FRR Re-REMIC Trust 2018-C1 CK43, 3.530%, 02/27/2048 | | | | | 7,956,372 | | | | | | 0.1 | | |
12,584,000 (2)(6) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 0.000%, 07/28/2027 | | | | | 9,855,805 | | | | | | 0.1 | | |
15,763,000 (2)(6) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 0.000%, 12/29/2027 | | | | | 12,091,331 | | | | | | 0.1 | | |
4,400,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.184%, (US0001M + 2.100)%, 07/15/2035 | | | | | 4,085,394 | | | | | | 0.0 | | |
6,140,000 (2) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 3,559,419 | | | | | | 0.0 | | |
44,624,015 (3)(5) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.190%, 11/10/2046 | | | | | 775,659 | | | | | | 0.0 | | |
55,507,080 (3)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.104%, 06/10/2047 | | | | | 1,025,749 | | | | | | 0.0 | | |
6,607,522 | | | GS Mortgage Securities Trust 2014-GC24 A4, 3.666%, 09/10/2047 | | | | | 6,980,419 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
59,829,994 (3)(5) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.708%, 11/10/2049 | | | | $ | 1,364,614 | | | | | | 0.0 | | |
69,334,346 (3)(5) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.173%, 05/10/2050 | | | | | 3,615,550 | | | | | | 0.0 | | |
78,019,626 (3)(5) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.119%, 02/10/2052 | | | | | 4,702,165 | | | | | | 0.1 | | |
13,220,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 13,464,967 | | | | | | 0.1 | | |
10,120,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 10,180,673 | | | | | | 0.1 | | |
3,420,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 3,661,128 | | | | | | 0.0 | | |
8,876,823 (3)(5) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.814%, 04/15/2047 | | | | | 110,602 | | | | | | 0.0 | | |
930,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.534%, (US0001M + 2.450)%, 04/15/2038 | | | | | 933,617 | | | | | | 0.0 | | |
2,400,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.712%, 07/15/2046 | | | | | 2,467,627 | | | | | | 0.0 | | |
4,500,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,456,099 | | | | | | 0.0 | | |
29,977,401 (3)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.156%, 06/15/2045 | | | | | 84,692 | | | | | | 0.0 | | |
5,550,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 5,493,805 | | | | | | 0.1 | | |
7,345,454 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 E, 3.744%, 12/15/2046 | | | | | 7,016,458 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
16,556,586 (2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | $ | 17,024,796 | | | | | | 0.2 | | |
5,000,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 D, 4.723%, 07/15/2047 | | | | | 4,551,689 | | | | | | 0.0 | | |
87,063,080 (3)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.808%, 12/15/2049 | | | | | 2,009,851 | | | | | | 0.0 | | |
10,720,000 (2)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | | | 10,303,291 | | | | | | 0.1 | | |
6,363,797 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.362%, 11/15/2045 | | | | | 6,690,196 | | | | | | 0.1 | | |
7,840,000 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.049%, 01/15/2047 | | | | | 7,937,418 | | | | | | 0.1 | | |
6,470,000 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 5,235,113 | | | | | | 0.1 | | |
1,239,829 (3)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.104%, 10/15/2048 | | | | | 31,946 | | | | | | 0.0 | | |
2,000,000 (2) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.084%, (US0001M + 2.000)%, 05/15/2036 | | | | | 1,983,397 | | | | | | 0.0 | | |
1,597,548 (2)(3)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.525%, 11/15/2038 | | | | | 5,170 | | | | | | 0.0 | | |
600,000 (2) | | | Life 2021-BMR F Mortgage Trust, 2.434%, (US0001M + 2.350)%, 03/15/2038 | | | | | 602,931 | | | | | | 0.0 | | |
7,160,000 (2)(3) | | | LSTAR Commercial Mortgage Trust 2015-3 D, 3.317%, 04/20/2048 | | | | | 7,160,182 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
43,193,149 (2)(3)(5) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.095%, 03/10/2050 | | | | $ | 1,035,616 | | | | | | 0.0 | | |
6,472,490 (2) | | | MBRT 2019-MBR H1, 4.084%, (US0001M + 4.000)%, 11/15/2036 | | | | | 6,467,743 | | | | | | 0.1 | | |
3,206,315 (2) | | | Merit 2020-Hill E, 3.184%, (US0001M + 3.100)%, 08/15/2037 | | | | | 3,222,967 | | | | | | 0.0 | | |
8,541,000 (2) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.665%, (SOFR30A + 2.500)%, 07/15/2036 | | | | | 8,549,005 | | | | | | 0.1 | | |
3,000,000 (2)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.757%, 11/15/2045 | | | | | 2,859,937 | | | | | | 0.0 | | |
4,340,000 (2)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 5.061%, 11/15/2046 | | | | | 4,197,566 | | | | | | 0.0 | | |
69,158,251 (3)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.116%, 12/15/2047 | | | | | 1,754,268 | | | | | | 0.0 | | |
3,470,000 (2)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.062%, 04/15/2047 | | | | | 3,604,991 | | | | | | 0.0 | | |
2,330,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | | 2,155,653 | | | | | | 0.0 | | |
14,914,000 (2)(4) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 3,728,500 | | | | | | 0.0 | | |
7,455,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 8,168,624 | | | | | | 0.1 | | |
4,670,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 4,292,379 | | | | | | 0.0 | | |
46,173,726 (3)(5) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.922%, 12/15/2050 | | | | | 1,852,222 | | | | | | 0.0 | | |
31,878,558 (3)(5) | | | Morgan Stanley Capital I Trust 2021-L6 XA, 1.356%, 06/15/2054 | | | | | 2,785,010 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
6,130,000 (2) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | $ | 6,101,308 | | | | | | 0.1 | | |
2,210,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | | | 2,221,465 | | | | | | 0.0 | | |
110,000 (2) | | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | | | 110,101 | | | | | | 0.0 | | |
7,680,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 8,135,548 | | | | | | 0.1 | | |
5,280,000 (2)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.611%, 12/10/2045 | | | | | 4,653,479 | | | | | | 0.1 | | |
9,020,000 (2)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.611%, 12/10/2045 | | | | | 5,772,651 | | | | | | 0.1 | | |
2,000,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 C, 2.500%, 04/15/2054 | | | | | 1,683,028 | | | | | | 0.0 | | |
6,000,000 (2)(6)(9) | | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 5,607,838 | | | | | | 0.1 | | |
3,270,000 (2)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.965%, 11/15/2044 | | | | | 3,278,705 | | | | | | 0.0 | | |
12,517,000 (2)(3)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.935%, 08/15/2045 | | | | | 78,928 | | | | | | 0.0 | | |
12,946,000 (2)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.381%, 03/15/2045 | | | | | 10,471,736 | | | | | | 0.1 | | |
3,920,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 3,559,816 | | | | | | 0.0 | | |
74,520,581 (3)(5) | | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.944%, 11/15/2047 | | | | | 1,662,487 | | | | | | 0.0 | | |
8,852,025 (2)(3)(5) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.017%, 11/15/2045 | | | | | 110,060 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (2) | | | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | | | | $ | 1,787,459 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $701,923,852) | | | | | 693,299,539 | | | | | | 6.9 | | |
ASSET-BACKED SECURITIES: 15.8% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.8% | | ||||||||||||
5,950,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 6,172,228 | | | | | | 0.1 | | |
8,440,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 8,782,181 | | | | | | 0.1 | | |
5,750,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | | | | | 5,879,437 | | | | | | 0.1 | | |
5,050,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 5,191,326 | | | | | | 0.1 | | |
8,300,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 8,476,660 | | | | | | 0.1 | | |
750,000 | | | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | | | | | 752,967 | | | | | | 0.0 | | |
1,500,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 1,560,712 | | | | | | 0.0 | | |
550,000 | | | Drive Auto Receivables Trust 2021-2 D, 1.390%, 03/15/2029 | | | | | 548,807 | | | | | | 0.0 | | |
3,030,000 | | | Exeter Automobile Receivables Trust 2020-3A C, 1.320%, 07/15/2025 | | | | | 3,063,397 | | | | | | 0.0 | | |
307,939 | | | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | | | | | 310,561 | | | | | | 0.0 | | |
2,423,500 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 2,439,364 | | | | | | 0.0 | | |
7,550,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 7,710,495 | | | | | | 0.1 | | |
4,550,000 | | | Santander Drive Auto Receivables Trust 2020-2 D, 2.220%, 09/15/2026 | | | | | 4,641,479 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
4,150,000 | | | Santander Drive Auto Receivables Trust 2020-3 C, 1.120%, 01/15/2026 | | | | $ | 4,177,657 | | | | | | 0.0 | | |
10,900,000 | | | Santander Drive Auto Receivables Trust 2021-3 D, 1.330%, 09/15/2027 | | | | | 10,902,681 | | | | | | 0.1 | | |
6,050,000 (2) | | | Westlake Automobile Receivables Trust 2021-2A C, 0.890%, 07/15/2026 | | | | | 6,058,253 | | | | | | 0.1 | | |
| | | | | | | | 76,668,205 | | | | | | 0.8 | | |
| | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
600,000 | | | Synchrony Credit Card Master Note Trust 2017-2 C, 3.010%, 10/15/2025 | | | | | 615,474 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
3,193,175 (2)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 3,080,607 | | | | | | 0.1 | | |
5,615,437 | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 0.336%, (US0001M + 0.250)%, 05/25/2031 | | | | | 5,597,451 | | | | | | 0.1 | | |
3,076,324 (3) | | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | | | 1,724,936 | | | | | | 0.0 | | |
179,912 (3) | | | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.801%, 12/25/2036 | | | | | 148,148 | | | | | | 0.0 | | |
653,519 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 0.406%, (US0001M + 0.160)%, 02/25/2037 | | | | | 655,645 | | | | | | 0.0 | | |
792,813 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.546%, (US0001M + 0.230)%, 02/25/2037 | | | | | 785,925 | | | | | | 0.0 | | |
1,898,393 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 2,037,422 | | | | | | 0.0 | | |
| | | | | | | | 14,030,134 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: 13.5% | | ||||||||||||
9,500,000 (2) | | | AGL CLO 5 Ltd. 2020-5A A1R, 1.311%, (US0003M + 1.160)%, 07/20/2034 | | | | $ | 9,505,111 | | | | | | 0.1 | | |
6,750,000 (2) | | | AIG CLO 2021-1A C, 1.934%, (US0003M + 1.750)%, 04/22/2034 | | | | | 6,754,138 | | | | | | 0.1 | | |
8,850,000 (2) | | | Aimco CLO 11 Ltd. 2020-11A A2, 1.426%, (US0003M + 1.300)%, 10/15/2031 | | | | | 8,850,611 | | | | | | 0.1 | | |
10,000,000 (2) | | | Allegany Park CLO Ltd. 2019-1A A, 1.464%, (US0003M + 1.330)%, 01/20/2033 | | | | | 10,009,590 | | | | | | 0.1 | | |
1,056,413 (2)(3)(4)(5)(6) | | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | |
1,850,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.083%, (US0003M + 1.950)%, 04/14/2029 | | | | | 1,838,550 | | | | | | 0.0 | | |
9,975,646 (2) | | | AMMC CLO 15 Ltd. 2014-15A ARR, 1.386%, (US0003M + 1.260)%, 01/15/2032 | | | | | 9,976,504 | | | | | | 0.1 | | |
3,900,000 (2) | | | Apidos CLO XII 2013-12A AR, 1.206%, (US0003M + 1.080)%, 04/15/2031 | | | | | 3,899,992 | | | | | | 0.0 | | |
500,000 (2) | | | Apidos CLO XII 2013-12A CR, 1.926%, (US0003M + 1.800)%, 04/15/2031 | | | | | 500,035 | | | | | | 0.0 | | |
20,000,000 (2) | | | Apidos CLO XXXII 2019-32A A1, 1.454%, (US0003M + 1.320)%, 01/20/2033 | | | | | 20,011,120 | | | | | | 0.2 | | |
10,000,000 (2) | | | Apidos CLO XXXV 2021-35A C, 1.849%, (US0003M + 1.650)%, 04/20/2034 | | | | | 10,003,000 | | | | | | 0.1 | | |
4,405,500 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 4,501,945 | | | | | | 0.0 | | |
2,029,500 (2) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 2,140,076 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,277,494 (2) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | $ | 2,333,689 | | | | | | 0.0 | | |
4,376,628 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 4,414,571 | | | | | | 0.0 | | |
7,227,000 (2) | | | Arbys Funding LLC 2020-1A A2, 3.237%, 07/30/2050 | | | | | 7,533,847 | | | | | | 0.1 | | |
10,000,000 (2) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.356%, (US0003M + 1.230)%, 01/15/2030 | | | | | 9,960,580 | | | | | | 0.1 | | |
3,890,000 (2) | | | Babson CLO Ltd. 2017-1A A2, 1.484%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,890,066 | | | | | | 0.0 | | |
6,361,000 (2) | | | Babson CLO Ltd. 2018-3A A2, 1.434%, (US0003M + 1.300)%, 07/20/2029 | | | | | 6,361,127 | | | | | | 0.1 | | |
9,600,000 (2) | | | Bardot CLO Ltd. 2019-2A A2, 1.788%, (US0003M + 1.650)%, 10/22/2032 | | | | | 9,600,000 | | | | | | 0.1 | | |
3,750,000 (2) | | | Barings Clo Ltd. 2019-4A C, 2.926%, (US0003M + 2.800)%, 01/15/2033 | | | | | 3,755,779 | | | | | | 0.0 | | |
4,250,000 (2) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.464%, (US0003M + 1.330)%, 01/17/2033 | | | | | 4,255,040 | | | | | | 0.0 | | |
6,500,000 (2) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.284%, (US0003M + 2.150)%, 01/20/2032 | | | | | 6,488,163 | | | | | | 0.1 | | |
13,900,000 (2) | | | Benefit Street Partners CLO Ltd. 2021-23A A1, 1.293%, (US0003M + 1.080)%, 04/25/2034 | | | | | 13,908,660 | | | | | | 0.1 | | |
4,600,000 (2) | | | Benefit Street Partners CLO Ltd. 2021-23A C, 2.413%, (US0003M + 2.200)%, 04/25/2034 | | | | | 4,612,816 | | | | | | 0.1 | | |
15,250,000 (2) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.334%, (US0003M + 1.200)%, 01/20/2031 | | | | | 15,229,977 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
11,560,000 (2) | | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.284%, (US0003M + 2.150)%, 04/20/2034 | | | | $ | 11,559,931 | | | | | | 0.1 | | |
2,500,000 (2) | | | Benefit Street Partners Clo XII Ltd. 2017-12A A1, 1.376%, (US0003M + 1.250)%, 10/15/2030 | | | | | 2,500,830 | | | | | | 0.0 | | |
5,000,000 (2) | | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 1.284%, (US0003M + 1.150)%, 04/20/2031 | | | | | 4,972,645 | | | | | | 0.1 | | |
17,350,000 (2) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.476%, (US0003M + 1.350)%, 01/15/2033 | | | | | 17,361,590 | | | | | | 0.2 | | |
5,350,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 2.126%, (US0003M + 2.000)%, 04/15/2034 | | | | | 5,341,686 | | | | | | 0.1 | | |
6,500,000 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 6,762,911 | | | | | | 0.1 | | |
7,570,000 (2) | | | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 1.304%, (US0003M + 1.170)%, 07/20/2034 | | | | | 7,574,073 | | | | | | 0.1 | | |
4,400,000 (2) | | | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 2.134%, (US0003M + 2.000)%, 07/20/2034 | | | | | 4,403,120 | | | | | | 0.0 | | |
6,600,000 (2) | | | California Street CLO IX L.P. 2012-9A CR3, 2.619%, (US0003M + 2.500)%, 07/16/2032 | | | | | 6,600,686 | | | | | | 0.1 | | |
10,000,000 (2) | | | Carbone CLO Ltd. 2017-1A A1, 1.274%, (US0003M + 1.140)%, 01/20/2031 | | | | | 10,003,650 | | | | | | 0.1 | | |
689,945 (2) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.175%, (US0003M + 1.050)%, 05/15/2031 | | | | | 689,081 | | | | | | 0.0 | | |
27,000,000 (2) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 1.274%, (US0003M + 1.140)%, 04/20/2034 | | | | | 27,025,164 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,250,000 (2) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.264%, (US0003M + 1.130)%, 04/17/2031 | | | | $ | 3,250,237 | | | | | | 0.0 | | |
11,000,000 (2) | | | Carlyle US CLO 2017-3A BR Ltd., 2.134%, (US0003M + 2.000)%, 07/20/2029 | | | | | 11,000,000 | | | | | | 0.1 | | |
10,000,000 (2) | | | Cedar Funding IV CLO Ltd. 2014-4A CRR, 2.138%, (US0003M + 2.000)%, 07/23/2034 | | | | | 10,007,130 | | | | | | 0.1 | | |
21,700,000 (2) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.298%, (US0003M + 1.160)%, 07/23/2034 | | | | | 21,711,740 | | | | | | 0.2 | | |
12,400,000 (2) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1R, 1.239%, (US0003M + 1.150)%, 10/17/2034 | | | | | 12,427,206 | | | | | | 0.1 | | |
11,200,000 (2) | | | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 1.539%, (US0003M + 1.450)%, 10/17/2034 | | | | | 11,199,989 | | | | | | 0.1 | | |
37,149 | | | Chase Funding Trust Series 2003-5 2A2, 0.686%, (US0001M + 0.600)%, 07/25/2033 | | | | | 36,105 | | | | | | 0.0 | | |
2,150,000 (2) | | | CIFC Funding 2017-2A CR Ltd., 1.984%, (US0003M + 1.850)%, 04/20/2030 | | | | | 2,150,133 | | | | | | 0.0 | | |
3,000,000 (2) | | | CIFC Funding 2017-5A A1, 1.314%, (US0003M + 1.180)%, 11/16/2030 | | | | | 3,000,684 | | | | | | 0.0 | | |
11,380,000 (2) | | | CIFC Funding 2019-6A A1 Ltd., 1.456%, (US0003M + 1.330)%, 01/16/2033 | | | | | 11,386,908 | | | | | | 0.1 | | |
3,000,000 (2) | | | CIFC Funding 2019-6A A2 Ltd., 1.876%, (US0003M + 1.750)%, 01/16/2033 | | | | | 3,005,106 | | | | | | 0.0 | | |
6,000,000 (2) | | | CIFC Funding 2020-3A A2 Ltd., 1.734%, (US0003M + 1.600)%, 10/20/2031 | | | | | 6,001,548 | | | | | | 0.1 | | |
7,300,000 (2) | | | CIFC Funding 2021-IA A1 Ltd., 1.235%, (US0003M + 1.110)%, 04/25/2033 | | | | | 7,299,985 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,981,500 (2) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | $ | 3,005,751 | | | | | | 0.0 | | |
9,418,809 (2) | | | CLI Funding VIII LLC 2021-1A A, 1.640%, 02/18/2046 | | | | | 9,320,235 | | | | | | 0.1 | | |
4,655,000 (2) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 5,073,234 | | | | | | 0.1 | | |
2,401,000 (2) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 2,519,534 | | | | | | 0.0 | | |
4,200,000 (2) | | | Deer Creek Clo Ltd. 2017-1A A, 1.314%, (US0003M + 1.180)%, 10/20/2030 | | | | | 4,201,323 | | | | | | 0.0 | | |
7,000,000 (2) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.336%, (US0003M + 1.210)%, 10/15/2030 | | | | | 7,000,105 | | | | | | 0.1 | | |
2,577,125 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 2,794,706 | | | | | | 0.0 | | |
8,175,500 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 8,817,775 | | | | | | 0.1 | | |
12,169,500 (2) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 12,886,639 | | | | | | 0.1 | | |
5,703,750 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 6,130,641 | | | | | | 0.1 | | |
2,273,625 (2) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 2,416,998 | | | | | | 0.0 | | |
5,450,000 (2) | | | DRIVEN BRANDS FUNDING LLC 2021-1A A2, 2.791%, 10/20/2051 | | | | | 5,450,000 | | | | | | 0.1 | | |
6,400,000 (2) | | | Dryden 49 Senior Loan Fund 2017-49A CR, 2.184%, (US0003M + 2.050)%, 07/18/2030 | | | | | 6,401,766 | | | | | | 0.1 | | |
11,400,000 (2) | | | Dryden 75 CLO Ltd. 2019-75A CR2, 1.926%, (US0003M + 1.800)%, 04/15/2034 | | | | | 11,390,846 | | | | | | 0.1 | | |
8,850,000 (2) | | | Dryden 78 CLO Ltd. 2020-78A A, 1.314%, (US0003M + 1.180)%, 04/17/2033 | | | | | 8,857,319 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
5,900,000 (2) | | | Dryden Senior Loan Fund 2021-92A A, 1.269%, (US0003M + 1.150)%, 11/20/2034 | | | | $ | 5,900,289 | | | | | | 0.1 | | |
5,565,000 (2) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.325%, (US0003M + 1.200)%, 08/15/2030 | | | | | 5,566,402 | | | | | | 0.1 | | |
8,000,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.384%, (US0003M + 1.250)%, 01/20/2030 | | | | | 8,000,072 | | | | | | 0.1 | | |
16,000,000 (2) | | | Elevation CLO 2014-2A A1R Ltd., 1.356%, (US0003M + 1.230)%, 10/15/2029 | | | | | 16,000,560 | | | | | | 0.2 | | |
13,000,000 (2) | | | Elmwood CLO IX Ltd. 2021-2A A, 1.269%, (US0003M + 1.130)%, 07/20/2034 | | | | | 13,011,817 | | | | | | 0.1 | | |
4,228,050 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 4,429,780 | | | | | | 0.0 | | |
2,300,000 (2) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.316%, (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, 1.284%, (US0003M + 1.150)%, 11/28/2030 | | | | | 7,001,113 | | | | | | 0.1 | | |
3,717,308 (2) | | | Helios Issuer LLC 2021-A A4, 1.800%, 02/20/2048 | | | | | 3,718,739 | | | | | | 0.0 | | |
4,428,683 (2) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 4,767,921 | | | | | | 0.1 | | |
811,893 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 844,996 | | | | | | 0.0 | | |
752,782 (2) | | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 783,679 | | | | | | 0.0 | | |
1,973,498 (2) | | | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | | | | | 2,040,106 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,750,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 2.134%, (US0003M + 2.000)%, 10/20/2027 | | | | $ | 7,750,132 | | | | | | 0.1 | | |
3,835,919 (2) | | | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | | | | | 4,322,523 | | | | | | 0.0 | | |
2,745,020 (2) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 2,996,141 | | | | | | 0.0 | | |
20,900,000 (2) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.514%, (US0003M + 1.380)%, 01/20/2033 | | | | | 20,915,508 | | | | | | 0.2 | | |
6,000,000 (2) | | | Kayne CLO 6 Ltd. 2019-6A A2, 1.984%, (US0003M + 1.850)%, 01/20/2033 | | | | | 6,012,258 | | | | | | 0.1 | | |
4,250,000 (2) | | | Kayne CLO 7 Ltd. 2020-7A A1, 1.334%, (US0003M + 1.200)%, 04/17/2033 | | | | | 4,260,344 | | | | | | 0.0 | | |
7,130,000 (2) | | | Kayne CLO I Ltd. 2018-1A CR, 1.876%, (US0003M + 1.750)%, 07/15/2031 | | | | | 7,130,121 | | | | | | 0.1 | | |
6,000,000 (2) | | | LCM 26A A2 Ltd., 1.384%, (US0003M + 1.250)%, 01/20/2031 | | | | | 6,000,054 | | | | | | 0.1 | | |
5,000,000 (2) | | | LCM XVIII L.P. 18A A2R, 1.354%, (US0003M + 1.220)%, 04/20/2031 | | | | | 4,974,055 | | | | | | 0.1 | | |
11,900,000 (2) | | | LCM XXIV Ltd. 24A CR, 2.034%, (US0003M + 1.900)%, 03/20/2030 | | | | | 11,900,000 | | | | | | 0.1 | | |
7,502,719 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 7,781,568 | | | | | | 0.1 | | |
6,520,103 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 6,608,321 | | | | | | 0.1 | | |
10,065,320 (2) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 10,098,040 | | | | | | 0.1 | | |
6,150,000 (2) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.134%, (US0003M + 2.000)%, 04/19/2033 | | | | | 6,150,307 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,600,000 (2) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 2.976%, (US0003M + 2.850)%, 10/15/2032 | | | | $ | 3,600,572 | | | | | | 0.0 | | |
1,400,000 (2) | | | Madison Park Funding XXVII Ltd. 2018-27A B, 1.934%, (US0003M + 1.800)%, 04/20/2030 | | | | | 1,395,232 | | | | | | 0.0 | | |
7,000,000 (2) | | | Magnetite XXVI Ltd. 2020-26A A1R, 1.239%, (US0003M + 1.120)%, 07/25/2034 | | | | | 6,999,979 | | | | | | 0.1 | | |
8,800,000 (2) | | | Magnetite XXVII Ltd. 27A AR, 1.274%, (US0003M + 1.140)%, 10/20/2034 | | | | | 8,801,795 | | | | | | 0.1 | | |
3,488,000 (2) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 3,501,683 | | | | | | 0.0 | | |
500,000 (2) | | | Marlette Funding Trust 2019-2 A2A, 3.530%, 07/16/2029 | | | | | 503,412 | | | | | | 0.0 | | |
4,200,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 4,269,295 | | | | | | 0.0 | | |
3,000,000 (2) | | | MF1 2021-FL7 D Ltd., 2.645%, (US0001M + 2.550)%, 10/18/2036 | | | | | 2,999,997 | | | | | | 0.0 | | |
1,000,000 (2) | | | MF1 2021-FL7 E Ltd., 2.895%, (US0001M + 2.800)%, 10/18/2036 | | | | | 999,999 | | | | | | 0.0 | | |
896,299 (2) | | | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | | | | | 980,949 | | | | | | 0.0 | | |
4,534,312 (2) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 4,834,982 | | | | | | 0.1 | | |
1,100,000 (2)(3) | | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,145,962 | | | | | | 0.0 | | |
3,200,000 (2)(3) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 3,358,819 | | | | | | 0.0 | | |
2,482,000 (2)(3) | | | Mill City Mortgage Trust 2015-2 B2, 3.625%, 09/25/2057 | | | | | 2,671,586 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,490,482 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | $ | 3,749,824 | | | | | | 0.0 | | |
5,666,597 (2) | | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | | 6,143,071 | | | | | | 0.1 | | |
1,447,886 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,538,277 | | | | | | 0.0 | | |
3,910,340 (2) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | | 4,090,746 | | | | | | 0.0 | | |
5,474,133 (2) | | | Mosaic Solar Loan Trust 2020-1A B, 3.100%, 04/20/2046 | | | | | 5,717,604 | | | | | | 0.1 | | |
10,977,416 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 10,845,575 | | | | | | 0.1 | | |
4,673,755 (2) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 4,688,357 | | | | | | 0.1 | | |
2,112,524 (2) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,237,293 | | | | | | 0.0 | | |
3,250,000 (2) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.576%, (US0003M + 2.450)%, 10/16/2032 | | | | | 3,250,000 | | | | | | 0.0 | | |
12,250,000 (2) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.474%, (US0003M + 1.340)%, 01/19/2033 | | | | | 12,260,890 | | | | | | 0.1 | | |
2,200,000 (2) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.229%, (US0003M + 1.100)%, 12/21/2029 | | | | | 2,200,407 | | | | | | 0.0 | | |
14,050,000 (2) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.875%, (US0003M + 1.750)%, 07/25/2030 | | | | | 14,049,930 | | | | | | 0.1 | | |
5,750,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900)%, 01/18/2034 | | | | | 5,751,420 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
22,190,000 (2) | | | Oaktree CLO 2020-1A AR Ltd., 1.276%, (US0003M + 1.150)%, 07/15/2034 | | | | $ | 22,201,894 | | | | | | 0.2 | | |
19,800,000 (2) | | | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160)%, 07/15/2034 | | | | | 19,814,177 | | | | | | 0.2 | | |
12,050,000 (2) | | | OCP CLO 2020-19A AR Ltd., 1.284%, (US0003M + 1.150)%, 10/20/2034 | | | | | 12,085,186 | | | | | | 0.1 | | |
14,950,000 (2) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.084%, (US0003M + 1.950)%, 03/17/2030 | | | | | 14,942,510 | | | | | | 0.2 | | |
3,500,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.176%, (US0003M + 2.050)%, 07/15/2029 | | | | | 3,500,158 | | | | | | 0.0 | | |
2,300,000 (2) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.634%, (US0003M + 1.500)%, 10/20/2031 | | | | | 2,300,428 | | | | | | 0.0 | | |
25,350,000 (2) | | | Octagon Investment Partners XIV Ltd. 2012-1A BRR, 2.226%, (US0003M + 2.100)%, 07/15/2029 | | | | | 25,349,975 | | | | | | 0.3 | | |
4,060,000 (2) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.484%, (US0003M + 1.350)%, 07/19/2030 | | | | | 4,060,000 | | | | | | 0.0 | | |
6,000,000 (2) | | | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 1.875%, (US0003M + 1.750)%, 02/14/2031 | | | | | 5,988,828 | | | | | | 0.1 | | |
21,243,110 (2) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.305%, (US0003M + 1.180)%, 11/18/2031 | | | | | 21,247,380 | | | | | | 0.2 | | |
6,700,000 (2) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.084%, (US0003M + 1.900)%, 07/19/2035 | | | | | 6,710,499 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
10,700,000 (2) | | | OHA Credit Partners VII Ltd. 2012-7A CR3, 1.931%, (US0003M + 1.800)%, 02/20/2034 | | | | $ | 10,699,925 | | | | | | 0.1 | | |
17,700,000 (2) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.465%, (US0003M + 1.340)%, 11/15/2032 | | | | | 17,712,372 | | | | | | 0.2 | | |
3,850,000 (2) | | | Pagaya AI Debt Selection Trust 2021-3 A, 1.150%, 05/15/2029 | | | | | 3,852,332 | | | | | | 0.0 | | |
4,862,621 (2) | | | Pagaya AI Debt Selection Trust 2021-HG1 A, 1.220%, 01/16/2029 | | | | | 4,868,864 | | | | | | 0.1 | | |
3,550,000 (2) | | | Palmer Square CLO 2014-1A A1R2 Ltd., 1.264%, (US0003M + 1.130)%, 01/17/2031 | | | | | 3,551,044 | | | | | | 0.0 | | |
6,600,000 (2) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.234%, (US0003M + 1.100)%, 07/20/2030 | | | | | 6,599,987 | | | | | | 0.1 | | |
5,800,000 (2) | | | Palmer Square CLO 2021-1A B Ltd., 1.834%, (US0003M + 1.700)%, 04/20/2034 | | | | | 5,802,668 | | | | | | 0.1 | | |
25,000,000 (2) | | | Palmer Square CLO Ltd. 2021-2A A, 1.256%, (US0003M + 1.150)%, 07/15/2034 | | | | | 25,031,350 | | | | | | 0.3 | | |
391,691 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.633%, 01/25/2036 | | | | | 394,974 | | | | | | 0.0 | | |
4,961,625 (2) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 5,204,845 | | | | | | 0.1 | | |
14,500,000 (2) | | | Riserva Clo Ltd. 2016-3A ARR, 1.194%, (US0003M + 1.060)%, 01/18/2034 | | | | | 14,478,178 | | | | | | 0.1 | | |
9,150,000 (2) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900)%, 04/20/2034 | | | | | 9,158,418 | | | | | | 0.1 | | |
529,169 (2)(3) | | | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | | | | | 530,248 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
711,520 (2) | | | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | | | | $ | 716,511 | | | | | | 0.0 | | |
7,000,000 (2) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 7,121,120 | | | | | | 0.1 | | |
3,700,000 (2) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 3,778,355 | | | | | | 0.0 | | |
2,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 C Trust, 3.460%, 04/25/2028 | | | | | 2,037,374 | | | | | | 0.0 | | |
2,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 2,061,870 | | | | | | 0.0 | | |
4,100,000 (2) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 4,190,612 | | | | | | 0.0 | | |
1,300,000 (2) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 1,324,749 | | | | | | 0.0 | | |
2,350,000 | | | Sofi Consumer Loan Program 2021-1 C Trust, 1.610%, 09/25/2030 | | | | | 2,349,254 | | | | | | 0.0 | | |
7,220,917 (2) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 7,627,808 | | | | | | 0.1 | | |
4,000,000 (2) | | | Sonic Capital LLC 2021-1A A2II, 2.636%, 08/20/2051 | | | | | 4,003,440 | | | | | | 0.0 | | |
20,950,000 (2) | | | Sound Point Clo XVI Ltd. 2017-2A CR, 2.325%, (US0003M + 2.200)%, 07/25/2030 | | | | | 20,950,147 | | | | | | 0.2 | | |
17,500,000 (2) | | | Sound Point CLO XXIII 2019-2A AR, 1.318%, (US0003M + 1.170)%, 07/15/2034 | | | | | 17,515,645 | | | | | | 0.2 | | |
9,950,000 (2) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.440%, (US0003M + 2.300)%, 04/25/2034 | | | | | 9,974,606 | | | | | | 0.1 | | |
22,060,000 (2) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.526%, (US0003M + 1.400)%, 01/15/2033 | | | | | 22,073,390 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,851,102 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | $ | 7,999,140 | | | | | | 0.1 | | |
10,030,320 (2) | | | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | | | | | 10,030,196 | | | | | | 0.1 | | |
4,685,837 (2) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 5,201,169 | | | | | | 0.1 | | |
4,187,580 (2) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 4,483,794 | | | | | | 0.0 | | |
8,450,000 (2) | | | Symphony CLO XXVI Ltd. 2021-26A CR, 2.134%, (US0003M + 2.000)%, 04/20/2033 | | | | | 8,428,985 | | | | | | 0.1 | | |
5,980,875 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 6,628,753 | | | | | | 0.1 | | |
13,200,000 (2) | | | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | | | | | 13,242,557 | | | | | | 0.1 | | |
5,000,000 (2) | | | TCW CLO 2017-1A A2RR Ltd., 1.569%, (US0003M + 1.450)%, 10/29/2034 | | | | | 5,000,000 | | | | | | 0.0 | | |
13,150,000 (2) | | | TCW CLO 2021-1A C Ltd., 2.034%, (US0003M + 1.900)%, 03/18/2034 | | | | | 13,153,998 | | | | | | 0.1 | | |
7,200,000 (2) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 6,990,762 | | | | | | 0.1 | | |
6,854,000 (2) | | | Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 | | | | | 6,809,169 | | | | | | 0.1 | | |
5,863,230 (2) | | | Textainer Marine Containers VII Ltd. 2021-1A A, 1.680%, 02/20/2046 | | | | | 5,787,915 | | | | | | 0.1 | | |
12,250,000 (2) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.316%, (US0003M + 1.190)%, 11/01/2031 | | | | | 12,250,184 | | | | | | 0.1 | | |
12,900,000 (2) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160)%, 07/20/2034 | | | | | 12,909,262 | | | | | | 0.1 | | |
7,500,000 (2) | | | Tiaa Clo III Ltd. 2017-2A A, 1.276%, (US0003M + 1.150)%, 01/16/2031 | | | | | 7,465,568 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,400,000 (2)(3) | | | Towd Point Mortgage Trust 2015-2 1B1, 3.384%, 11/25/2060 | | | | $ | 1,468,789 | | | | | | 0.0 | | |
2,640,000 (2)(3) | | | Towd Point Mortgage Trust 2015-2 2B2, 3.990%, 11/25/2057 | | | | | 2,831,143 | | | | | | 0.0 | | |
4,346,000 (2)(3) | | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,516,029 | | | | | | 0.1 | | |
3,200,000 (2)(3) | | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,403,039 | | | | | | 0.0 | | |
2,200,000 (2)(3) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 2,316,671 | | | | | | 0.0 | | |
4,500,000 (2) | | | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | | | | | 4,492,211 | | | | | | 0.0 | | |
12,016,625 (2) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 11,939,562 | | | | | | 0.1 | | |
7,250,000 (2) | | | Venture XX CLO Ltd. 2015-20A CR, 2.026%, (US0003M + 1.900)%, 04/15/2027 | | | | | 7,251,457 | | | | | | 0.1 | | |
14,900,000 (2) | | | Wellman Park CLO Ltd. 2021-1A A, 1.228%, (US0003M + 1.100)%, 07/15/2034 | | | | | 14,905,319 | | | | | | 0.2 | | |
3,551,625 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 3,769,759 | | | | | | 0.0 | | |
8,578,500 (2) | | | Wendy’s Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | | | | | 8,761,503 | | | | | | 0.1 | | |
10,000,000 (2) | | | Wind River 2021-1A C CLO Ltd., 2.152%, (US0003M + 1.950)%, 04/20/2034 | | | | | 9,960,370 | | | | | | 0.1 | | |
15,850,000 (2) | | | ZAXBY’S FUNDING LLC 2021-1A A2, 3.238%, 07/30/2051 | | | | | 16,192,679 | | | | | | 0.2 | | |
| | | | | | | | 1,357,727,665 | | | | | | 13.5 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 1.3% | | ||||||||||||
407,407 (2) | | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | $ | 414,353 | | | | | | 0.0 | | |
1,175,215 (2) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,201,754 | | | | | | 0.0 | | |
1,698,590 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 1,762,200 | | | | | | 0.0 | | |
108,274 (2) | | | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | | | | | 109,207 | | | | | | 0.0 | | |
3,304,730 (2) | | | Commonbond Student Loan Trust 2018-CGS A2, 0.886%, (US0001M + 0.800)%, 02/25/2046 | | | | | 3,298,293 | | | | | | 0.0 | | |
5,443,584 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 5,531,196 | | | | | | 0.1 | | |
452,715 (2) | | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 459,221 | | | | | | 0.0 | | |
9,258,410 (2) | | | Laurel Road Prime Student Loan Trust 2020-A AFX, 1.400%, 11/25/2050 | | | | | 9,280,270 | | | | | | 0.1 | | |
5,530,751 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 5,660,760 | | | | | | 0.1 | | |
4,720,064 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 4,769,729 | | | | | | 0.1 | | |
5,669,419 (2) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 5,701,790 | | | | | | 0.1 | | |
1,850,000 (2) | | | Navient Private Education Refi Loan Trust 2021-F B, 2.120%, 02/18/2070 | | | | | 1,849,458 | | | | | | 0.0 | | |
2,700,000 (2) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 2,603,991 | | | | | | 0.0 | | |
1,450,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,501,695 | | | | | | 0.0 | | |
21,586,020 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 21,846,623 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
4,100,000 (2)(3) | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | $ | 4,235,942 | | | | | | 0.1 | | |
3,000,000 (2)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 3,100,868 | | | | | | 0.0 | | |
3,900,000 (2) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 4,063,190 | | | | | | 0.0 | | |
3,250,000 (2) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 3,385,860 | | | | | | 0.0 | | |
8,000,000 (2) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 8,325,160 | | | | | | 0.1 | | |
8,410,909 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 8,679,722 | | | | | | 0.1 | | |
5,800,000 (2) | | | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | | | | | 6,117,779 | | | | | | 0.1 | | |
3,905,340 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 4,007,724 | | | | | | 0.0 | | |
6,000,000 (2) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 6,266,119 | | | | | | 0.1 | | |
3,000,000 (2) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 3,107,803 | | | | | | 0.0 | | |
13,448,077 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 13,675,581 | | | | | | 0.1 | | |
| | | | | | | | 130,956,288 | | | | | | 1.3 | | |
| | | Total Asset-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $1,562,932,651) | | | | | 1,579,997,766 | | | | | | 15.8 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: 2.1% | | |||||||||||||||
8,471,964 (10) | | | Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 07/09/2023), 07/09/2030 | | | | $ | 3,128,019 | | | | | | 0.0 | | |
1,819,735 (10) | | | Argentine Republic Government International Bond, 1.125% (Step Rate @ 1.500% on 07/09/2022), 07/09/2035 | | | | | 599,712 | | | | | | 0.0 | | |
504,551 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 192,996 | | | | | | 0.0 | | |
7,775,000 (1) | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | | 7,551,080 | | | | | | 0.1 | | |
5,900,000 (1) | | | Brazilian Government International Bond, 4.625%, 01/13/2028 | | | | | 6,214,971 | | | | | | 0.1 | | |
700,000 (1) | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | | | 804,667 | | | | | | 0.0 | | |
1,000,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 937,780 | | | | | | 0.0 | | |
5,225,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 5,425,483 | | | | | | 0.1 | | |
2,500,000 | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | | | 2,678,265 | | | | | | 0.0 | | |
8,775,000 (2) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 8,950,588 | | | | | | 0.1 | | |
2,700,000 (2) | | | Dominican Republic International Bond, 4.875%, 09/23/2032 | | | | | 2,760,777 | | | | | | 0.0 | | |
1,100,000 (2) | | | Dominican Republic International Bond, 5.300%, 01/21/2041 | | | | | 1,090,661 | | | | | | 0.0 | | |
900,000 | | | Dominican Republic International Bond, 5.950%, 01/25/2027 | | | | | 1,014,759 | | | | | | 0.0 | | |
1,500,000 (1)(2) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 1,382,680 | | | | | | 0.0 | | |
1,300,000 | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | | | 1,308,805 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
7,500,000 | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | | $ | 7,947,488 | | | | | | 0.1 | | |
7,675,000 (2) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 7,673,665 | | | | | | 0.1 | | |
1,500,000 (1)(2) | | | Egypt Government International Bond, 8.750%, 09/30/2051 | | | | | 1,467,585 | | | | | | 0.0 | | |
1,240,000 (2) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 1,224,202 | | | | | | 0.0 | | |
12,725,000 (2) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 12,010,809 | | | | | | 0.1 | | |
EUR 2,800,000 (2) | | | Ivory Coast Government International Bond, 4.875%, 01/30/2032 | | | | | 3,167,483 | | | | | | 0.0 | | |
3,867,310 (1)(3) | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | | 3,881,812 | | | | | | 0.1 | | |
2,350,000 (2) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 2,444,529 | | | | | | 0.0 | | |
1,000,000 | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | | | 1,081,720 | | | | | | 0.0 | | |
1,200,000 (1)(2) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,299,869 | | | | | | 0.0 | | |
3,000,000 | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | | | 2,599,770 | | | | | | 0.0 | | |
1,750,000 | | | Mexico Government International Bond, 3.771%, 05/24/2061 | | | | | 1,557,211 | | | | | | 0.0 | | |
1,375,000 | | | Mexico Government International Bond, 4.280%, 08/14/2041 | | | | | 1,406,350 | | | | | | 0.0 | | |
5,675,000 (2) | | | Morocco Government International Bond, 2.375%, 12/15/2027 | | | | | 5,568,423 | | | | | | 0.1 | | |
5,850,000 (2) | | | Morocco Government International Bond, 3.000%, 12/15/2032 | | | | | 5,574,845 | | | | | | 0.1 | | |
1,450,000 (2) | | | Morocco Government International Bond, 4.000%, 12/15/2050 | | | | | 1,326,559 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
2,250,000 | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | $ | 2,330,548 | | | | | | 0.0 | | |
600,000 (2) | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 621,479 | | | | | | 0.0 | | |
850,000 | | | Namibia International Bonds, 5.500%, 11/03/2021 | | | | | 852,977 | | | | | | 0.0 | | |
3,400,000 | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | | | 3,584,732 | | | | | | 0.1 | | |
2,350,000 (2) | | | Oman Government International Bond, 6.750%, 10/28/2027 | | | | | 2,617,501 | | | | | | 0.0 | | |
5,250,000 (2) | | | Oman Government International Bond, 7.375%, 10/28/2032 | | | | | 5,993,122 | | | | | | 0.1 | | |
693,000 | | | Panama Government International Bond, 6.700%, 01/26/2036 | | | | | 924,036 | | | | | | 0.0 | | |
1,000,000 | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | | | 1,456,980 | | | | | | 0.0 | | |
600,000 (2) | | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | | 625,500 | | | | | | 0.0 | | |
3,600,000 (1)(2) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,717,900 | | | | | | 0.1 | | |
2,675,000 | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 2,991,747 | | | | | | 0.0 | | |
4,000,000 (2) | | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 4,560,840 | | | | | | 0.1 | | |
3,375,000 | | | Peruvian Government International Bond, 1.862%, 12/01/2032 | | | | | 3,073,781 | | | | | | 0.0 | | |
2,525,000 (1) | | | Peruvian Government International Bond, 2.780%, 12/01/2060 | | | | | 2,138,019 | | | | | | 0.0 | | |
4,450,000 | | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | | | 4,484,065 | | | | | | 0.1 | | |
12,300,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 12,673,760 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
EUR 2,050,000 (2) | | | Romanian Government International Bond, 2.625%, 12/02/2040 | | | | $ | 2,217,344 | | | | | | 0.0 | | |
3,600,000 | | | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | | | | | 4,016,120 | | | | | | 0.1 | | |
2,600,000 | | | Russian Foreign Bond - Eurobond, 4.750%, 05/27/2026 | | | | | 2,930,356 | | | | | | 0.0 | | |
5,200,000 (1)(2) | | | Saudi Government International Bond, 2.250%, 02/02/2033 | | | | | 5,066,126 | | | | | | 0.1 | | |
1,750,000 (2) | | | Saudi Government International Bond, 3.250%, 10/22/2030 | | | | | 1,877,159 | | | | | | 0.0 | | |
2,450,000 (1)(2) | | | Saudi Government International Bond, 3.450%, 02/02/2061 | | | | | 2,410,567 | | | | | | 0.0 | | |
554,000 (1) | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 650,102 | | | | | | 0.0 | | |
2,925,000 (2) | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 3,432,397 | | | | | | 0.1 | | |
1,200,000 | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | | | 770,016 | | | | | | 0.0 | | |
9,475,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 9,102,917 | | | | | | 0.1 | | |
1,000,000 | | | Turkey Government International Bond, 5.125%, 02/17/2028 | | | | | 950,850 | | | | | | 0.0 | | |
1,000,000 | | | Turkey Government International Bond, 6.125%, 10/24/2028 | | | | | 990,020 | | | | | | 0.0 | | |
1,700,000 | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | | | 1,749,096 | | | | | | 0.0 | | |
2,083,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 2,215,895 | | | | | | 0.0 | | |
2,250,000 (2) | | | Turkiye Ihracat Kredi Bankasi AS, 5.750%, 07/06/2026 | | | | | 2,208,287 | | | | | | 0.0 | | |
500,000 | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | | | 513,140 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
1,500,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | | $ | 1,606,875 | | | | | | 0.0 | | |
10,400,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | | 11,321,804 | | | | | | 0.1 | | |
1,890,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2026 | | | | | 2,054,912 | | | | | | 0.0 | | |
850,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2027 | | | | | 923,082 | | | | | | 0.0 | | |
389,000 | | | Ukraine Government International Bond, 9.750%, 11/01/2028 | | | | | 457,365 | | | | | | 0.0 | | |
| | | Total Sovereign Bonds | | | | | | | | | | | | | |
| | | (Cost $214,402,736) | | | | | 214,384,980 | | | | | | 2.1 | | |
PURCHASED OPTIONS(11): 0.0% | | |||||||||||||||
| | | Total Purchased Options | | | | | | | | | | | | | |
| | | (Cost $3,645,462) | | | | | 1,455,180 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $9,849,050,109) | | | | | 10,038,038,161 | | | | | | 100.0 | | |
SHORT-TERM INVESTMENTS: 10.2% | | |||||||||||||||
| | | Commercial Paper: 3.5% | | ||||||||||||
20,000,000 | | | American Honda Finance Corp., 0.150%, 11/16/2021 | | | | | 19,996,057 | | | | | | 0.2 | | |
2,000,000 (12) | | | ANZ Bank, 0.120%, 02/10/2022 | | | | | 1,999,364 | | | | | | 0.0 | | |
1,794,000 (12) | | | Caisse des Dépôts et Consignations, 0.120%, 01/26/2022 | | | | | 1,793,360 | | | | | | 0.0 | | |
1,900,000 (12) | | | Collateralized Commercial Paper FLEX Co., LLC, 0.150%, 03/08/2022 | | | | | 1,898,750 | | | | | | 0.0 | | |
1,320,000 (12) | | | Collateralized Commercial Paper V Co., LLC, 0.100%, 12/13/2021 | | | | | 1,319,689 | | | | | | 0.0 | | |
13,000,000 | | | Concord Mimutemen Capital Co. LLC, 0.090%, 10/20/2021 | | | | | 12,999,328 | | | | | | 0.2 | | |
34,735,000 | | | Consolidated Edison Company, 0.150%, 10/29/2021 | | | | | 34,730,831 | | | | | | 0.4 | | |
2,225,000 (12) | | | DBS Bank Ltd., 0.120%, 02/01/2022 | | | | | 2,223,850 | | | | | | 0.0 | | |
1,925,000 (12) | | | DNB Bank ASA, 0.140%, 03/16/2022 | | | | | 1,924,097 | | | | | | 0.0 | | |
1,575,000 (12) | | | DNB Bank ASA, 0.140%, 03/22/2022 | | | | | 1,574,205 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
19,750,000 | | | Dominion Resources, Inc., 0.190%, 12/07/2021 | | | | $ | 19,743,099 | | | | | | 0.2 | | |
8,550,000 | | | Dominion Resources, Inc., 0.190%, 12/08/2021 | | | | | 8,546,952 | | | | | | 0.1 | | |
3,000,000 | | | Duke Energy Corp., 0.110%, 10/05/2021 | | | | | 2,999,954 | | | | | | 0.1 | | |
20,000,000 | | | Duke Energy Corp., 0.120%, 10/27/2021 | | | | | 19,998,245 | | | | | | 0.3 | | |
3,000,000 | | | DuPont de Nemours, Inc., 0.080%, 10/18/2021 | | | | | 2,999,888 | | | | | | 0.1 | | |
18,050,000 | | | Enbridge (US) Inc., 0.130%, 10/04/2021 | | | | | 18,049,739 | | | | | | 0.2 | | |
17,000,000 | | | Entergy Corp., 0.110%, 10/01/2021 | | | | | 16,999,948 | | | | | | 0.2 | | |
38,000,000 | | | Fiserv, Inc., 0.150%, 10/06/2021 | | | | | 37,999,056 | | | | | | 0.4 | | |
25,700,000 | | | Fiserv, Inc., 0.150%, 10/07/2021 | | | | | 25,699,250 | | | | | | 0.3 | | |
4,701,000 | | | Fiserv, Inc., 0.150%, 10/08/2021 | | | | | 4,700,843 | | | | | | 0.1 | | |
3,450,000 | | | Fiserv, Inc., 0.160%, 10/22/2021 | | | | | 3,449,661 | | | | | | 0.1 | | |
1,925,000 (12) | | | HSBC Bank PLC, 0.140%, 03/03/2022 | | | | | 1,923,246 | | | | | | 0.0 | | |
50,000,000 | | | Keurig Dr Pepper, Inc., 0.170%, 11/19/2021 | | | | | 49,988,681 | | | | | | 0.5 | | |
1,800,000 (12) | | | Landesbank Baden-Wurttemberg, 0.130%, 12/07/2021 | | | | | 1,799,575 | | | | | | 0.0 | | |
850,000 (12) | | | Landesbank Baden-Wurttemberg, 0.140%, 01/07/2022 | | | | | 849,666 | | | | | | 0.0 | | |
1,950,000 (12) | | | Lloyds Bank PLC, 0.100%, 12/20/2021 | | | | | 1,949,544 | | | | | | 0.0 | | |
1,225,000 (12) | | | Lloyds Bank PLC, 0.150%, 03/14/2022 | | | | | 1,224,242 | | | | | | 0.0 | | |
1,050,000 (12) | | | Lloyds Bank PLC, 0.150%, 03/29/2022 | | | | | 1,049,265 | | | | | | 0.0 | | |
1,005,000 (12) | | | LMA-Americas LLC, 0.100%, 01/26/2022 | | | | | 1,004,575 | | | | | | 0.0 | | |
1,400,000 (12) | | | LMA-Americas LLC, 0.150%, 03/14/2022 | | | | | 1,399,069 | | | | | | 0.0 | | |
2,000,000 (12) | | | Matchpoint Finance PLC, 0.100%, 12/07/2021 | | | | | 1,999,574 | | | | | | 0.0 | | |
1,200,000 (12) | | | Matchpoint Finance PLC, 0.150%, 03/15/2022 | | | | | 1,199,197 | | | | | | 0.0 | | |
1,600,000 (12) | | | Mizuho Bank Ltd., 0.150%, 03/16/2022 | | | | | 1,598,694 | | | | | | 0.0 | | |
1,975,000 (12) | | | National Australia Bank Ltd., 0.120%, 02/18/2022 | | | | | 1,974,141 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
2,000,000 (12) | | | Nieuw Amsterdam Receivables Corporation B.V., 0.100%, 01/07/2022 | | | | $ | 1,999,378 | | | | | | 0.0 | | |
1,625,000 (12) | | | Nieuw Amsterdam Receivables Corporation B.V., 0.100%, 01/11/2022 | | | | | 1,624,470 | | | | | | 0.0 | | |
2,000,000 (12) | | | NRW.Bank, 0.130%, 03/21/2022 | | | | | 1,998,786 | | | | | | 0.0 | | |
2,225,000 (12) | | | Old Line Funding LLC, 0.130%, 03/10/2022 | | | | | 2,223,667 | | | | | | 0.0 | | |
1,450,000 (12) | | | Santander UK PLC, 0.110%, 12/01/2021 | | | | | 1,449,748 | | | | | | 0.0 | | |
1,150,000 (12) | | | Santander UK PLC, 0.130%, 02/01/2022 | | | | | 1,149,512 | | | | | | 0.0 | | |
2,000,000 (12) | | | Sheffield Receivables Company LLC, 0.100%, 12/16/2021 | | | | | 1,999,504 | | | | | | 0.0 | | |
7,000,000 | | | Sherwin-Williams Co., 0.170%, 10/05/2021 | | | | | 6,999,835 | | | | | | 0.1 | | |
2,000,000 (12) | | | Skandinaviska Enskilda Banken AB, 0.090%, 12/22/2021 | | | | | 1,999,562 | | | | | | 0.0 | | |
2,325,000 (12) | | | Skandinaviska Enskilda Banken AB, 0.140%, 04/04/2022 | | | | | 2,323,293 | | | | | | 0.0 | | |
4,000,000 (12) | | | Societe Generale, 0.170%, 03/31/2022 | | | | | 3,997,168 | | | | | | 0.0 | | |
2,000,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.150%, 03/07/2022 | | | | | 1,998,744 | | | | | | 0.0 | | |
2,000,000 (12) | | | Swedbank AB, 0.150%, 03/23/2022 | | | | | 1,998,704 | | | | | | 0.0 | | |
2,000,000 (12) | | | Swedbank AB, 0.150%, 03/24/2022 | | | | | 1,998,688 | | | | | | 0.0 | | |
2,225,000 (12) | | | Thunder Bay Funding LLC, 0.130%, 03/18/2022 | | | | | 2,223,476 | | | | | | 0.0 | | |
750,000 (12) | | | Victory Receivables Corporation, 0.120%, 01/06/2022 | | | | | 749,749 | | | | | | 0.0 | | |
2,000,000 (12) | | | Westpac Banking Corp., 0.130%, 03/25/2022 | | | | | 1,998,826 | | | | | | 0.0 | | |
| | | Total Commercial Paper | | | | | | | | | | | | | |
| | | (Cost $348,342,708) | | | | | 348,338,745 | | | | | | 3.5 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 0.2% | | ||||||||||||
1,850,000 (12) | | | Bank of Montreal, 0.120%, 01/05/2022 | | | | | 1,850,697 | | | | | | 0.0 | | |
1,775,000 (12) | | | Bank of Nova Scotia, 0.120%, 12/23/2021 | | | | | 1,775,616 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
1,325,000 (12) | | | Bank of Nova Scotia, 0.130%, 02/28/2022 | | | | $ | 1,325,461 | | | | | | 0.0 | | |
1,125,000 (12) | | | Barclays Bank PLC, 0.140%, 03/03/2022 | | | | | 1,124,936 | | | | | | 0.0 | | |
1,825,000 (12) | | | Barclays Bank PLC, 0.160%, 03/22/2022 | | | | | 1,825,037 | | | | | | 0.0 | | |
2,175,000 (12) | | | Canadian Imperial Bank of Commerce, 0.120%, 02/10/2022 | | | | | 2,175,165 | | | | | | 0.1 | | |
1,350,000 (12) | | | Cooperatieve Rabobank U.A./New York, 0.120%, 12/29/2021 | | | | | 1,349,974 | | | | | | 0.0 | | |
1,975,000 (12) | | | DBS Bank Ltd., 0.140%, 03/16/2022 | | | | | 1,974,749 | | | | | | 0.1 | | |
1,825,000 (12) | | | National Australia Bank Ltd., 0.130%, 03/10/2022 | | | | | 1,825,002 | | | | | | 0.0 | | |
500,000 (12) | | | Royal Bank of Canada, 0.120%, 12/14/2021 | | | | | 500,100 | | | | | | 0.0 | | |
1,100,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.150%, 03/14/2022 | | | | | 1,100,010 | | | | | | 0.0 | | |
1,800,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.160%, 03/08/2022 | | | | | 1,800,084 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes | | | | | | | | | | | | | |
| | | (Cost $18,626,831) | | | | | 18,626,831 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 4.8% | | ||||||||||||
9,371,498 (12) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $9,371,513, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-6.034%, Market Value plus accrued interest $9,558,928, due 03/01/22-07/20/71) | | | | | 9,371,498 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
13,079,805 (12) | | | Bethesda Securities LLC, Repurchase Agreement dated 09/30/21, 0.09%, due 10/01/21 (Repurchase Amount $13,079,837, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $13,341,401, due 01/01/25-09/01/51) | | | | $ | 13,079,805 | | | | | | 0.1 | | |
113,018,926 (12) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $113,019,081, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.430%-9.500%, Market Value plus accr. interest $115,279,304, due 11/01/21-07/20/71) | | | | | 113,018,926 | | | | | | 1.1 | | |
41,601,725 (12) | | | CF Secured LLC, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $41,601,782, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $42,433,763, due 11/15/21-01/20/69) | | | | | 41,601,725 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
48,170,585 (12) | | | Citadel Securities LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $48,170,691, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $49,134,344, due 10/12/21-08/15/51) | | | | $ | 48,170,585 | | | | | | 0.5 | | |
4,188,885 (12) | | | ED&F Man Capital Markets Inc., Repurchase Agreement dated 09/30/21, 0.07%, due 10/01/21 (Repurchase Amount $4,188,893, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $4,272,664, due 10/21/21-09/01/51) | | | | | 4,188,885 | | | | | | 0.1 | | |
12,846,071 (12) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $12,846,089, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $13,102,994, due 10/07/21-05/01/50) | | | | | 12,846,071 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
23,745,699 (12) | | | JVB Financial Group LLC, Repurchase Agreement dated 09/30/21, 0.07%, due 10/01/21 (Repurchase Amount $23,745,745, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $24,220,617, due 06/01/22-11/01/56) | | | | $ | 23,745,699 | | | | | | 0.2 | | |
38,615,615 (12) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/ 21, 0.06%, due 10/01/21 (Repurchase Amount $38,615,678, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-7.500%, Market Value plus accrued interest $39,387,994, due 08/01/23-07/20/71) | | | | | 38,615,615 | | | | | | 0.4 | | |
21,944,522 (12) | | | Palafox Trading LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $21,944,570, collateralized by various U.S. Government Securities, 0.000%-3.125%, Market Value plus accrued interest $22,379,783, due 08/15/28-08/15/44) | | | | | 21,944,522 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
68,962,514 (12) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/ 21, 0.05%, due 10/01/21 (Repurchase Amount $68,962,608, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $70,341,767, due 10/31/21-05/01/58) | | | | $ | 68,962,514 | | | | | | 0.7 | | |
68,892,004 (12) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $68,892,193, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $70,271,878, due 07/15/23-02/15/48) | | | | | 68,892,004 | | | | | | 0.7 | | |
18,528,799 (12) | | | Stonex Financial Inc., Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $18,528,850, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $18,899,375, due 11/20/21-09/15/56) | | | | | 18,528,799 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $482,966,648) | | | | | 482,966,648 | | | | | | 4.8 | | |
| | | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Certificates of Deposit: 0.3% | | ||||||||||||
1,500,000 (12) | | | Bank of Montreal, 0.130%, 02/28/2022 | | | | $ | 1,499,937 | | | | | | 0.0 | | |
1,730,000 (12) | | | BNP Paribas, 0.130%, 03/03/2022 | | | | | 1,730,052 | | | | | | 0.0 | | |
2,090,000 (12) | | | Credit Agricole, 0.100%, 12/01/2021 | | | | | 2,090,109 | | | | | | 0.1 | | |
1,100,000 (12) | | | Landesbank Baden-Wurttemberg, 0.160%, 02/07/2022 | | | | | 1,100,027 | | | | | | 0.0 | | |
1,225,000 (12) | | | Landesbank Baden-Wurttemberg, 0.160%, 03/21/2022 | | | | | 1,224,959 | | | | | | 0.0 | | |
775,000 (12) | | | Lloyds Bank PLC, 0.130%, 02/22/2022 | | | | | 775,358 | | | | | | 0.0 | | |
1,950,000 (12) | | | Mitsubishi UFJ Trust and Banking Corp., 0.130%, 01/26/2022 | | | | | 1,950,076 | | | | | | 0.0 | | |
1,150,000 (12) | | | Mitsubishi UFJ Trust and Banking Corp., 0.150%, 03/02/2022 | | | | | 1,149,995 | | | | | | 0.0 | | |
1,100,000 (12) | | | Mitsubishi UFJ Trust and Banking Corp., 0.150%, 03/03/2022 | | | | | 1,099,996 | | | | | | 0.0 | | |
1,400,000 (12) | | | Mizuho Bank Ltd., 0.150%, 03/07/2022 | | | | | 1,399,982 | | | | | | 0.0 | | |
1,950,000 (12) | | | Mizuho Bank Ltd., 0.150%, 03/14/2022 | | | | | 1,949,955 | | | | | | 0.0 | | |
1,975,000 (12) | | | Norinchukin Bank of New York, 0.110%, 01/27/2022 | | | | | 1,974,935 | | | | | | 0.1 | | |
1,150,000 (12) | | | Oversea-Chinese Banking Corp. Ltd., 0.140%, 02/24/2022 | | | | | 1,150,004 | | | | | | 0.0 | | |
1,950,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.100%, 12/01/2021 | | | | | 1,950,131 | | | | | | 0.0 | | |
1,950,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.110%, 12/14/2021 | | | | | 1,950,041 | | | | | | 0.0 | | |
975,000 (12) | | | Sumitomo Mitsui Trust Bank Ltd., 0.150%, 03/04/2022 | | | | | 974,991 | | | | | | 0.0 | | |
2,320,000 (12) | | | Svenska Handelsbanken AB, 0.110%, 02/10/2022 | | | | | 2,320,694 | | | | | | 0.1 | | |
1,450,000 (12) | | | Toronto-Dominion Bank, 0.150%, 03/03/2022 | | | | | 1,450,576 | | | | | | 0.0 | | |
| | | Total Certificates of Deposit | | | | | | | | | | | | | |
| | | (Cost $27,741,818) | | | | | 27,741,818 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.6% | | ||||||||||||
27,573,000 (12)(13) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | $ | 27,573,000 | | | | | | 0.2 | | |
19,033,000 (12)(13) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 19,033,000 | | | | | | 0.2 | | |
18,053,000 (12)(13) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 18,053,000 | | | | | | 0.2 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $64,659,000) | | | | | 64,659,000 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Time Deposits: 0.8% | | ||||||||||||
14,720,000 (12) | | | Barclays Bank PLC | | | | | 14,720,000 | | | | | | 0.1 | | |
6,190,000 (12) | | | Canadian Imperial Bank Of Commerce | | | | | 6,190,000 | | | | | | 0.1 | | |
11,680,000 (12) | | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA | | | | | 11,680,000 | | | | | | 0.1 | | |
14,860,000 (12) | | | Landesbank Baden-Wurttemberg | | | | | 14,860,000 | | | | | | 0.1 | | |
15,660,000 (12) | | | Mizuho Bank LTD | | | | | 15,660,000 | | | | | | 0.2 | | |
16,220,000 (12) | | | Societe Generale | | | | | 16,220,000 | | | | | | 0.2 | | |
| | | Total Time Deposits | | | | | | | | | | | | | |
| | | (Cost $79,330,000) | | | | | 79,330,000 | | | | | | 0.8 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $1,021,667,005) | | | | | 1,021,663,042 | | | | | | 10.2 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $10,870,717,114) | | | | | 11,059,701,203 | | | | | | 110.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,023,449,813) | | | | | | (10.2) | | |
| | | Net Assets | | | | $ | 10,036,251,390 | | | | | | 100.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 38.3% | |
| Asset-Backed Securities | | | 15.8% | |
| Collateralized Mortgage Obligations | | | 14.9% | |
| U.S. Treasury Obligations | | | 12.2% | |
| U.S. Government Agency Obligations | | | 9.8% | |
| Commercial Mortgage-Backed Securities | | | 6.9% | |
| Sovereign Bonds | | | 2.1% | |
| Purchased Options | | | 0.0%^ | |
| Liabilities in Excess of Other Assets,* | | | 0.0%^ | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 1,455,180 | | | | | $ | — | | | | | $ | 1,455,180 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 3,845,899,841 | | | | | | — | | | | | | 3,845,899,841 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,498,312,367 | | | | | | — | | | | | | 1,498,312,367 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,579,997,766 | | | | | | — | | | | | | 1,579,997,766 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 680,244,735 | | | | | | 13,054,804 | | | | | | 693,299,539 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 978,594,353 | | | | | | — | | | | | | 978,594,353 | | |
Sovereign Bonds | | | | | — | | | | | | 214,384,980 | | | | | | — | | | | | | 214,384,980 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,226,094,135 | | | | | | — | | | | | | 1,226,094,135 | | |
Short-Term Investments | | | | | 64,659,000 | | | | | | 957,004,042 | | | | | | — | | | | | | 1,021,663,042 | | |
Total Investments, at fair value | | | | $ | 64,659,000 | | | | | $ | 10,981,987,399 | | | | | $ | 13,054,804 | | | | | $ | 11,059,701,203 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 116,995 | | | | | | — | | | | | | 116,995 | | |
Futures | | | | | 2,969,717 | | | | | | — | | | | | | — | | | | | | 2,969,717 | | |
Total Assets | | | | $ | 67,628,717 | | | | | $ | 10,982,104,394 | | | | | $ | 13,054,804 | | | | | $ | 11,062,787,915 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (55,726) | | | | | $ | — | | | | | $ | (55,726) | | |
Futures | | | | | (19,396,025) | | | | | | — | | | | | | — | | | | | | (19,396,025) | | |
Total Liabilities | | | | $ | (19,396,025) | | | | | $ | (55,726) | | | | | $ | — | | | | | $ | (19,451,751) | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 100 | | | PHP 5,077 | | | Barclays Bank PLC | | | | | 10/01/21 | | | | | $ | — | | |
PHP 5,077 | | | USD 101 | | | Barclays Bank PLC | | | | | 10/01/21 | | | | | | (2) | | |
USD 9,175 | | | MYR 38,391 | | | Barclays Bank PLC | | | | | 12/03/21 | | | | | | 38 | | |
PHP 5,077 | | | USD 99 | | | Barclays Bank PLC | | | | | 12/03/21 | | | | | | — | | |
IDR 8,987,240,083 | | | USD 621,703 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 6,226 | | |
USD 221 | | | HUF 65,822 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 8 | | |
USD 376 | | | PLN 1,479 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 4 | | |
HUF 65,821 | | | USD 215 | | | BNP Paribas | | | | | 10/01/21 | | | | | | (3) | | |
USD 8,711 | | | RUB 633,021 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 14 | | |
USD 5,768,168 | | | EUR 4,905,799 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 84,349 | | |
COP 32,809,987 | | | USD 8,723 | | | BNP Paribas | | | | | 11/05/21 | | | | | | (127) | | |
USD 214 | | | HUF 65,822 | | | BNP Paribas | | | | | 12/03/21 | | | | | | 3 | | |
RUB 633,021 | | | USD 8,614 | | | BNP Paribas | | | | | 12/03/21 | | | | | | (3) | | |
PLN 1,479 | | | USD 376 | | | BNP Paribas | | | | | 12/03/21 | | | | | | (5) | | |
USD 630,515 | | | IDR 8,987,240,083 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | 2,586 | | |
USD 302 | | | CZK 6,471 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | 6 | | |
RUB 633,021 | | | USD 8,594 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | 103 | | |
PEN 292,662 | | | USD 71,787 | | | Citibank N.A. | | | | | 11/05/21 | | | | | | (1,059) | | |
IDR 8,987,240,083 | | | USD 626,105 | | | Citibank N.A. | | | | | 12/03/21 | | | | | | (2,894) | | |
TRY 1,549 | | | USD 175 | | | Credit Suisse International | | | | | 10/01/21 | | | | | | (1) | | |
USD 169 | | | TRY 1,549 | | | Credit Suisse International | | | | | 12/03/21 | | | | | | — | | |
RON 5,424,745 | | | USD 1,308,659 | | | Goldman Sachs International | | | | | 10/01/21 | | | | | | (38,896) | | |
USD 1,281,858 | | | RON 5,424,745 | | | Goldman Sachs International | | | | | 10/01/21 | | | | | | 12,095 | | |
USD 227,458 | | | BRL 1,183,486 | | | Goldman Sachs International | | | | | 11/05/21 | | | | | | 11,240 | | |
RON 5,424,745 | | | USD 1,277,628 | | | Goldman Sachs International | | | | | 12/03/21 | | | | | | (12,301) | | |
USD 520 | | | ILS 1,663 | | | HSBC Bank USA N.A. | | | | | 10/01/21 | | | | | | 4 | | |
PLN 1,479 | | | USD 386 | | | HSBC Bank USA N.A. | | | | | 10/01/21 | | | | | | (14) | | |
CLP 1,567,550 | | | USD 2,038 | | | HSBC Bank USA N.A. | | | | | 11/05/21 | | | | | | (111) | | |
ILS 1,663 | | | USD 520 | | | HSBC Bank USA N.A. | | | | | 12/03/21 | | | | | | (4) | | |
ZAR 1,187 | | | USD 82 | | | JPMorgan Chase Bank N.A. | | | | | 10/01/21 | | | | | | (3) | | |
USD 180 | | | TRY 1,549 | | | JPMorgan Chase Bank N.A. | | | | | 10/01/21 | | | | | | 6 | | |
MXN 201,960 | | | USD 10,036 | | | JPMorgan Chase Bank N.A. | | | | | 11/05/21 | | | | | | (299) | | |
ILS 1,663 | | | USD 518 | | | Morgan Stanley Capital Services LLC | | | | | 10/01/21 | | | | | | (2) | | |
CZK 6,471 | | | USD 298 | | | Morgan Stanley Capital Services LLC | | | | | 10/01/21 | | | | | | (2) | | |
USD 297 | | | CZK 6,471 | | | Morgan Stanley Capital Services LLC | | | | | 12/03/21 | | | | | | 2 | | |
CNY 1,332,393 | | | USD 205,283 | | | Morgan Stanley Capital Services LLC | | | | | 12/03/21 | | | | | | 311 | | |
USD 79 | | | ZAR 1,187 | | | Standard Chartered Bank | | | | | 10/01/21 | | | | | | — | | |
ZAR 1,187 | | | USD 78 | | | Standard Chartered Bank | | | | | 12/03/21 | | | | | | — | | |
| | | | | | | | | | | | | | | | $ | 61,269 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 462 | | | | | | 12/21/21 | | | | | $ | 60,803,531 | | | | | $ | (669,873) | | |
U.S. Treasury 2-Year Note | | | | | 199 | | | | | | 12/31/21 | | | | | | 43,790,883 | | | | | | (54,786) | | |
U.S. Treasury 5-Year Note | | | | | 1,711 | | | | | | 12/31/21 | | | | | | 210,011,884 | | | | | | (1,128,401) | | |
U.S. Treasury Long Bond | | | | | 1,867 | | | | | | 12/21/21 | | | | | | 297,261,406 | | | | | | (6,002,597) | | |
U.S. Treasury Ultra Long Bond | | | | | 2,183 | | | | | | 12/21/21 | | | | | | 417,089,438 | | | | | | (11,540,368) | | |
| | | | | | | | | | | | | | | | $ | 1,028,957,142 | | | | | $ | (19,396,025) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,354) | | | | | | 12/21/21 | | | | | | (196,668,500) | | | | | | 2,969,717 | | |
| | | | | | | | | | | | | | | | $ | (196,668,500) | | | | | $ | 2,969,717 | | |
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 36, Version 1 | | | 5.000% | | | | | Pay | | | | | | 107.000% | | | | | | 11/17/21 | | | | USD 318,059,000 | | | | $ | 3,645,462 | | | | | $ | 1,455,180 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 3,645,462 | | | | | $ | 1,455,180 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
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* | | | | $ | 1,455,180 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 116,995 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 2,969,717 | | |
Total Asset Derivatives | | | | | | | $ | 4,541,892 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 55,726 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 19,396,025 | | |
Total Liability Derivatives | | | | | | | $ | 19,451,751 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (3,426,619) | | | | | $ | — | | | | | $ | (3,426,619) | | |
Foreign exchange contracts | | | | | 535,818 | | | | | | 825,802 | | | | | | — | | | | | | — | | | | | | (3,326,075) | | | | | | (1,964,455) | | |
Interest rate contracts | | | | | (994,907) | | | | | | — | | | | | | 18,685,784 | | | | | | (2,183,825) | | | | | | 1,045,288 | | | | | | 16,552,340 | | |
Total | | | | $ | (459,089) | | | | | $ | 825,802 | | | | | $ | 18,685,784 | | | | | $ | (5,610,444) | | | | | $ | (2,280,787) | | | | | $ | 11,161,266 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | 2,037,764 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,037,764 | | |
Foreign exchange contracts | | | | | (990,342) | | | | | | (2,343,149) | | | | | | — | | | | | | — | | | | | | 2,338,825 | | | | | | (994,666) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 4,151,974 | | | | | | — | | | | | | 56,995 | | | | | | 4,208,969 | | |
Total | | | | $ | 1,047,422 | | | | | $ | (2,343,149) | | | | | $ | 4,151,974 | | | | | $ | — | | | | | $ | 2,395,820 | | | | | $ | 5,252,067 | | |
Voya Intermediate Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,455,180 | | | | | $ | — | | | | | $ | 1,455,180 | | |
Forward foreign currency contracts | | | | | 38 | | | | | | 90,604 | | | | | | 2,695 | | | | | | — | | | | | | 23,335 | | | | | | 4 | | | | | | 6 | | | | | | 313 | | | | | | 116,995 | | |
Total Assets | | | | $ | 38 | | | | | $ | 90,604 | | | | | $ | 2,695 | | | | | $ | — | | | | | $ | 23,335 | | | | | $ | 4 | | | | | $ | 1,455,186 | | | | | $ | 313 | | | | | $ | 1,572,175 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 2 | | | | | $ | 138 | | | | | $ | 3,953 | | | | | $ | 1 | | | | | $ | 51,197 | | | | | $ | 129 | | | | | $ | 302 | | | | | $ | 4 | | | | | $ | 55,726 | | |
Total Liabilities | | | | $ | 2 | | | | | $ | 138 | | | | | $ | 3,953 | | | | | $ | 1 | | | | | $ | 51,197 | | | | | $ | 129 | | | | | $ | 302 | | | | | $ | 4 | | | | | $ | 55,726 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 36 | | | | | $ | 90,466 | | | | | $ | (1,258) | | | | | $ | (1) | | | | | $ | (27,862) | | | | | $ | (125) | | | | | $ | 1,454,884 | | | | | $ | 309 | | | | | $ | 1,516,449 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,454,884) | | | | | $ | — | | | | | $ | (1,454,884) | | |
Net Exposure(1)(2) | | | | $ | 36 | | | | | $ | 90,466 | | | | | $ | (1,258) | | | | | $ | (1) | | | | | $ | (27,862) | | | | | $ | (125) | | | | | $ | — | | | | | $ | 309 | | | | | $ | 61,565 | | |
| Cost for federal income tax purposes was $10,864,935,890. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 292,630,581 | | |
| Gross Unrealized Depreciation | | | | | (114,245,560) | | |
| Net Unrealized Appreciation | | | | $ | 178,385,021 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 44.9% | | |||||||||||||||
| | | Basic Materials: 1.0% | | ||||||||||||
200,000 | | | CF Industries, Inc., 3.450%, 06/01/2023 | | | | $ | 209,000 | | | | | | 0.0 | | |
231,000 | | | Eastman Chemical Co., 3.500%, 12/01/2021 | | | | | 232,171 | | | | | | 0.1 | | |
600,000 | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 649,500 | | | | | | 0.1 | | |
300,000 | | | Freeport-McMoRan, Inc., 3.875%, 03/15/2023 | | | | | 309,885 | | | | | | 0.1 | | |
963,000 (1) | | | Georgia-Pacific LLC, 1.750%, 09/30/2025 | | | | | 986,362 | | | | | | 0.2 | | |
227,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 233,800 | | | | | | 0.1 | | |
1,007,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 1,028,009 | | | | | | 0.2 | | |
900,000 (1) | | | Tronox, Inc., 6.500%, 05/01/2025 | | | | | 945,828 | | | | | | 0.2 | | |
| | | | | | | | 4,594,555 | | | | | | 1.0 | | |
| | | Communications: 2.8% | | ||||||||||||
230,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 237,977 | | | | | | 0.1 | | |
160,000 | | | AMC Networks, Inc., 5.000%, 04/01/2024 | | | | | 162,278 | | | | | | 0.0 | | |
351,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 355,434 | | | | | | 0.1 | | |
423,000 | | | AT&T, Inc., 4.050%, 12/15/2023 | | | | | 455,463 | | | | | | 0.1 | | |
501,000 | | | Bell Canada, 0.750%, 03/17/2024 | | | | | 501,332 | | | | | | 0.1 | | |
759,000 | | | British Telecommunications PLC, 4.500%, 12/04/2023 | | | | | 819,515 | | | | | | 0.2 | | |
832,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 923,354 | | | | | | 0.2 | | |
200,000 | | | CSC Holdings LLC, 5.875%, 09/15/2022 | | | | | 207,125 | | | | | | 0.0 | | |
600,000 | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 645,918 | | | | | | 0.1 | | |
400,000 | | | Fox Corp., 3.050%, 04/07/2025 | | | | | 425,947 | | | | | | 0.1 | | |
626,000 | | | Fox Corp., 4.030%, 01/25/2024 | | | | | 671,802 | | | | | | 0.1 | | |
248,000 | | | Interpublic Group of Cos, Inc./ The, 3.750%, 10/01/2021 | | | | | 248,000 | | | | | | 0.1 | | |
700,000 | | | Motorola Solutions, Inc., 4.000%, 09/01/2024 | | | | | 762,504 | | | | | | 0.2 | | |
900,000 (1) | | | Netflix, Inc., 3.625%, 06/15/2025 | | | | | 957,375 | | | | | | 0.2 | | |
1,104,000 (1) | | | NTT Finance Corp., 0.583%, 03/01/2024 | | | | | 1,102,842 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
300,000 | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | $ | 315,816 | | | | | | 0.1 | | |
600,000 | | | T-Mobile USA, Inc., 2.625%, 04/15/2026 | | | | | 614,250 | | | | | | 0.1 | | |
413,000 | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 445,077 | | | | | | 0.1 | | |
250,000 | | | T-Mobile USA, Inc., 4.000%, 04/15/2022 | | | | | 253,230 | | | | | | 0.1 | | |
300,000 (1) | | | Univision Communications, Inc., 5.125%, 02/15/2025 | | | | | 304,755 | | | | | | 0.1 | | |
416,000 | | | Verizon Communications, Inc., 0.850%, 11/20/2025 | | | | | 411,707 | | | | | | 0.1 | | |
912,000 | | | Verizon Communications, Inc., 3.500%, 11/01/2024 | | | | | 982,532 | | | | | | 0.2 | | |
1,013,000 | | | Walt Disney Co/The, 4.000%, 10/01/2023 | | | | | 1,086,807 | | | | | | 0.2 | | |
| | | | | | | | 12,891,040 | | | | | | 2.8 | | |
| | | Consumer, Cyclical: 5.8% | | ||||||||||||
325,000 (1) | | | 7-Eleven, Inc., 0.950%, 02/10/2026 | | | | | 319,325 | | | | | | 0.1 | | |
739,482 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 721,817 | | | | | | 0.2 | | |
1,028,541 | | | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | | | | | 996,693 | | | | | | 0.2 | | |
544,000 (2) | | | American Axle & Manufacturing, Inc., 6.250%, 03/15/2026 | | | | | 559,640 | | | | | | 0.1 | | |
712,000 | | | American Honda Finance Corp., 0.875%, 07/07/2023 | | | | | 717,804 | | | | | | 0.2 | | |
160,000 | | | American Honda Finance Corp., 1.300%, 09/09/2026 | | | | | 159,857 | | | | | | 0.0 | | |
900,000 (1) | | | Avient Corp., 5.750%, 05/15/2025 | | | | | 949,500 | | | | | | 0.2 | | |
252,000 (1) | | | BMW US Capital LLC, 0.800%, 04/01/2024 | | | | | 253,123 | | | | | | 0.1 | | |
595,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 650,305 | | | | | | 0.1 | | |
900,000 (1) | | | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.500%, 05/01/2025 | | | | | 936,000 | | | | | | 0.2 | | |
449,673 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 474,524 | | | | | | 0.1 | | |
514,000 (1) | | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 520,227 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
400,000 (1) | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | | | | $ | 413,060 | | | | | | 0.1 | | |
337,213 | | | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | | | | | 350,608 | | | | | | 0.1 | | |
160,000 | | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | | | | | 164,361 | | | | | | 0.0 | | |
134,627 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 135,442 | | | | | | 0.0 | | |
624,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 667,864 | | | | | | 0.1 | | |
500,000 | | | Ford Motor Credit Co. LLC, 4.389%, 01/08/2026 | | | | | 533,750 | | | | | | 0.1 | | |
400,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 430,436 | | | | | | 0.1 | | |
487,000 | | | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | | | | | 489,232 | | | | | | 0.1 | | |
861,000 | | | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | | | | | 877,557 | | | | | | 0.2 | | |
900,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 | | | | | 941,625 | | | | | | 0.2 | | |
266,000 | | | Hyatt Hotels Corp., 1.300%, 10/01/2023 | | | | | 266,390 | | | | | | 0.1 | | |
266,000 | | | Hyatt Hotels Corp., 1.800%, 10/01/2024 | | | | | 266,602 | | | | | | 0.1 | | |
900,000 (1) | | | International Game Technology PLC, 4.125%, 04/15/2026 | | | | | 936,558 | | | | | | 0.2 | | |
300,000 | | | KB Home, 7.625%, 05/15/2023 | | | | | 320,729 | | | | | | 0.1 | | |
800,000 | | | Lennar Corp., 4.500%, 04/30/2024 | | | | | 865,984 | | | | | | 0.2 | | |
900,000 (1) | | | Mattel, Inc., 3.375%, 04/01/2026 | | | | | 929,115 | | | | | | 0.2 | | |
300,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 317,607 | | | | | | 0.1 | | |
500,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 544,355 | | | | | | 0.1 | | |
574,000 (1) | | | Panasonic Corp., 2.536%, 07/19/2022 | | | | | 582,461 | | | | | | 0.1 | | |
900,000 (2) | | | Penske Automotive Group, Inc., 3.500%, 09/01/2025 | | | | | 927,000 | | | | | | 0.2 | | |
1,002,000 | | | Ross Stores, Inc., 4.600%, 04/15/2025 | | | | | 1,118,859 | | | | | | 0.2 | | |
250,000 (1) | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 252,656 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
900,000 (1) | | | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | | | | $ | 972,162 | | | | | | 0.2 | | |
400,000 | | | Toll Brothers Finance Corp., 5.875%, 02/15/2022 | | | | | 402,218 | | | | | | 0.1 | | |
989,000 | | | Toyota Motor Corp., 0.681%, 03/25/2024 | | | | | 990,453 | | | | | | 0.2 | | |
400,000 | | | TRI Pointe Group, Inc. / TRI Pointe Homes, Inc., 5.875%, 06/15/2024 | | | | | 440,500 | | | | | | 0.1 | | |
466,865 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 502,061 | | | | | | 0.1 | | |
900,000 | | | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | | | | | 918,844 | | | | | | 0.2 | | |
182,457 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 192,236 | | | | | | 0.0 | | |
900,000 (1) | | | William Carter Co/The, 5.500%, 05/15/2025 | | | | | 946,755 | | | | | | 0.2 | | |
1,056,000 | | | WW Grainger, Inc., 1.850%, 02/15/2025 | | | | | 1,088,926 | | | | | | 0.2 | | |
900,000 (1) | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | | | | | 908,163 | | | | | | 0.2 | | |
| | | | | | | | 26,953,384 | | | | | | 5.8 | | |
| | | Consumer, Non-cyclical: 5.3% | | ||||||||||||
493,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 503,259 | | | | | | 0.1 | | |
939,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 987,421 | | | | | | 0.2 | | |
692,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 710,864 | | | | | | 0.2 | | |
241,000 | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 243,164 | | | | | | 0.1 | | |
300,000 | | | ADT Security Corp./The, 4.125%, 06/15/2023 | | | | | 314,256 | | | | | | 0.1 | | |
683,000 | | | Altria Group, Inc., 2.350%, 05/06/2025 | | | | | 708,422 | | | | | | 0.2 | | |
880,000 | | | AmerisourceBergen Corp., 0.737%, 03/15/2023 | | | | | 881,399 | | | | | | 0.2 | | |
1,000,000 | | | Anthem, Inc., 2.375%, 01/15/2025 | | | | | 1,042,250 | | | | | | 0.2 | | |
598,000 | | | BAT International Finance PLC, 1.668%, 03/25/2026 | | | | | 598,622 | | | | | | 0.1 | | |
244,000 (1) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 249,344 | | | | | | 0.1 | | |
363,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 372,561 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
447,000 | | | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | | | | $ | 443,128 | | | | | | 0.1 | | |
494,000 | | | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | | | | | 499,431 | | | | | | 0.1 | | |
800,000 | | | Cigna Corp., 1.250%, 03/15/2026 | | | | | 798,658 | | | | | | 0.2 | | |
891,000 | | | Constellation Brands, Inc., 3.200%, 02/15/2023 | | | | | 921,837 | | | | | | 0.2 | | |
986,000 | | | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | | | | | 1,005,026 | | | | | | 0.2 | | |
919,000 | | | Diageo Capital PLC, 1.375%, 09/29/2025 | | | | | 929,779 | | | | | | 0.2 | | |
566,000 (1) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 610,009 | | | | | | 0.1 | | |
936,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 936,048 | | | | | | 0.2 | | |
256,000 | | | Gilead Sciences, Inc., 2.500%, 09/01/2023 | | | | | 265,383 | | | | | | 0.1 | | |
829,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 820,992 | | | | | | 0.2 | | |
900,000 | | | HCA, Inc., 5.875%, 02/15/2026 | | | | | 1,032,750 | | | | | | 0.2 | | |
541,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 549,234 | | | | | | 0.1 | | |
366,000 | | | Humana, Inc., 0.650%, 08/03/2023 | | | | | 366,258 | | | | | | 0.1 | | |
1,047,000 | | | Illumina, Inc., 0.550%, 03/23/2023 | | | | | 1,047,290 | | | | | | 0.2 | | |
529,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 539,448 | | | | | | 0.1 | | |
592,000 | | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 625,805 | | | | | | 0.1 | | |
539,000 | | | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | | | | | 580,159 | | | | | | 0.1 | | |
300,000 | | | Molina Healthcare, Inc., 5.375%, 11/15/2022 | | | | | 309,660 | | | | | | 0.1 | | |
998,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 1,031,213 | | | | | | 0.2 | | |
203,000 | | | Mylan, Inc., 4.200%, 11/29/2023 | | | | | 216,406 | | | | | | 0.0 | | |
382,000 (1)(2) | | | Nestle Holdings, Inc., 1.150%, 01/14/2027 | | | | | 379,185 | | | | | | 0.1 | | |
535,000 | | | PerkinElmer, Inc., 0.850%, 09/15/2024 | | | | | 535,130 | | | | | | 0.1 | | |
200,000 (1) | | | PRA Health Sciences, Inc., 2.875%, 07/15/2026 | | | | | 202,250 | | | | | | 0.0 | | |
906,000 | | | Royalty Pharma PLC, 0.750%, 09/02/2023 | | | | | 909,122 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
300,000 | | | Teva Pharmaceutical Finance Co. BV, 3.650%, 11/10/2021 | | | | $ | 301,260 | | | | | | 0.1 | | |
1,049,000 (1) | | | Triton Container International Ltd., 1.150%, 06/07/2024 | | | | | 1,047,674 | | | | | | 0.2 | | |
404,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | | 404,474 | | | | | | 0.1 | | |
594,000 (1) | | | Viatris, Inc., 1.650%, 06/22/2025 | | | | | 600,254 | | | | | | 0.1 | | |
| | | | | | | | 24,519,425 | | | | | | 5.3 | | |
| | | Energy: 2.3% | | ||||||||||||
900,000 (2) | | | Antero Resources Corp., 5.000%, 03/01/2025 | | | | | 922,950 | | | | | | 0.2 | | |
900,000 | | | Apache Corp., 4.625%, 11/15/2025 | | | | | 968,625 | | | | | | 0.2 | | |
624,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 658,382 | | | | | | 0.1 | | |
571,000 | | | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | | | | | 584,947 | | | | | | 0.1 | | |
300,000 | | | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | | | | | 307,606 | | | | | | 0.1 | | |
477,000 | | | Diamondback Energy, Inc., 0.900%, 03/24/2023 | | | | | 476,965 | | | | | | 0.1 | | |
1,266,000 | | | Energy Transfer L.P., 4.250%, 03/15/2023 | | | | | 1,320,050 | | | | | | 0.3 | | |
900,000 | | | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | | | | | 929,236 | | | | | | 0.2 | | |
243,000 | | | Equinor ASA, 2.875%, 04/06/2025 | | | | | 258,092 | | | | | | 0.1 | | |
234,000 | | | Exxon Mobil Corp., 2.992%, 03/19/2025 | | | | | 249,714 | | | | | | 0.1 | | |
252,000 | | | MPLX L.P., 3.500%, 12/01/2022 | | | | | 260,015 | | | | | | 0.1 | | |
900,000 | | | Occidental Petroleum Corp., 3.500%, 06/15/2025 | | | | | 937,111 | | | | | | 0.2 | | |
497,000 | | | Phillips 66, 3.850%, 04/09/2025 | | | | | 541,819 | | | | | | 0.1 | | |
209,000 | | | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | | | | | 209,267 | | | | | | 0.0 | | |
449,000 | | | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | | | | | 443,452 | | | | | | 0.1 | | |
202,000 (1) | | | Southern Natural Gas Co. LLC, 0.625%, 04/28/2023 | | | | | 201,968 | | | | | | 0.0 | | |
419,000 | | | Valero Energy Corp., 1.200%, 03/15/2024 | | | | | 423,804 | | | | | | 0.1 | | |
138,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 145,393 | | | | | | 0.0 | | |
801,000 | | | Williams Cos, Inc./The, 4.550%, 06/24/2024 | | | | | 874,158 | | | | | | 0.2 | | |
| | | | | | | | 10,713,554 | | | | | | 2.3 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial: 18.4% | | ||||||||||||
604,000 | | | Ally Financial, Inc., 3.875%, 05/21/2024 | | | | $ | 649,908 | | | | | | 0.1 | | |
329,000 | | | American Express Co., 2.500%, 07/30/2024 | | | | | 345,953 | | | | | | 0.1 | | |
209,000 | | | American Express Co., 3.700%, 11/05/2021 | | | | | 209,020 | | | | | | 0.0 | | |
1,000,000 | | | American Express Co., 3.700%, 08/03/2023 | | | | | 1,057,850 | | | | | | 0.2 | | |
1,233,000 | | | American International Group, Inc., 3.750%, 07/10/2025 | | | | | 1,342,778 | | | | | | 0.3 | | |
354,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 368,586 | | | | | | 0.1 | | |
766,000 | | | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | | | | | 814,104 | | | | | | 0.2 | | |
513,000 | | | Assurant, Inc., 4.200%, 09/27/2023 | | | | | 546,517 | | | | | | 0.1 | | |
229,000 (1) | | | Athene Global Funding, 2.550%, 06/29/2025 | | | | | 238,585 | | | | | | 0.1 | | |
237,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 265,712 | | | | | | 0.1 | | |
1,000,000 | | | Banco Santander SA, 3.500%, 04/11/2022 | | | | | 1,016,515 | | | | | | 0.2 | | |
1,556,000 (3) | | | Bank of America Corp., 0.810%, 10/24/2024 | | | | | 1,561,697 | | | | | | 0.3 | | |
906,000 (3) | | | Bank of America Corp., 0.976%, 04/22/2025 | | | | | 911,124 | | | | | | 0.2 | | |
1,372,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 1,374,307 | | | | | | 0.3 | | |
360,000 (3) | | | Bank of America Corp., 1.319%, 06/19/2026 | | | | | 360,045 | | | | | | 0.1 | | |
329,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 337,659 | | | | | | 0.1 | | |
4,386,000 (3) | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 4,521,092 | | | | | | 1.0 | | |
419,000 | | | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | | | | | 420,199 | | | | | | 0.1 | | |
1,000,000 | | | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | | | | | 1,000,293 | | | | | | 0.2 | | |
1,400,000 (3) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 1,406,849 | | | | | | 0.3 | | |
595,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 652,531 | | | | | | 0.1 | | |
1,010,000 | | | Brookfield Finance, Inc., 4.000%, 04/01/2024 | | | | | 1,084,069 | | | | | | 0.2 | | |
507,000 | | | Canadian Imperial Bank of Commerce, 0.500%, 12/14/2023 | | | | | 506,538 | | | | | | 0.1 | | |
604,000 | | | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | | | | | 609,187 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
342,000 (3) | | | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | | | | $ | 348,085 | | | | | | 0.1 | | |
1,500,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 1,553,311 | | | | | | 0.3 | | |
278,000 | | | Charles Schwab Corp./The, 0.750%, 03/18/2024 | | | | | 279,383 | | | | | | 0.1 | | |
695,000 | | | Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | | | | | 711,117 | | | | | | 0.2 | | |
300,000 | | | CIT Group, Inc., 5.000%, 08/15/2022 | | | | | 310,875 | | | | | | 0.1 | | |
456,000 (3) | | | Citigroup, Inc., 0.981%, 05/01/2025 | | | | | 457,587 | | | | | | 0.1 | | |
366,000 (3) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 373,234 | | | | | | 0.1 | | |
71,000 (3) | | | Citigroup, Inc., 3.106%, 04/08/2026 | | | | | 75,409 | | | | | | 0.0 | | |
503,000 | | | Citizens Bank NA/Providence RI, 3.700%, 03/29/2023 | | | | | 525,799 | | | | | | 0.1 | | |
550,000 (1)(3) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 549,595 | | | | | | 0.1 | | |
1,548,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 1,607,235 | | | | | | 0.4 | | |
500,000 (1)(3) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 509,719 | | | | | | 0.1 | | |
121,000 | | | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | | | | | 128,310 | | | | | | 0.0 | | |
1,500,000 | | | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | | | | | 1,617,434 | | | | | | 0.4 | | |
535,000 (1)(3) | | | Danske Bank A/S, 0.976%, 09/10/2025 | | | | | 534,266 | | | | | | 0.1 | | |
805,000 (1) | | | Danske Bank A/S, 1.226%, 06/22/2024 | | | | | 813,200 | | | | | | 0.2 | | |
801,000 (3) | | | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | | | | | 821,231 | | | | | | 0.2 | | |
853,000 | | | Discover Financial Services, 3.950%, 11/06/2024 | | | | | 924,333 | | | | | | 0.2 | | |
469,000 | | | Equinix, Inc., 1.250%, 07/15/2025 | | | | | 467,358 | | | | | | 0.1 | | |
859,000 | | | Federal Realty Investment Trust, 3.950%, 01/15/2024 | | | | | 916,420 | | | | | | 0.2 | | |
1,430,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 1,471,975 | | | | | | 0.3 | | |
1,000,000 (3) | | | Goldman Sachs Group, Inc./The, 0.673%, 03/08/2024 | | | | | 1,001,413 | | | | | | 0.2 | | |
300,000 (1) | | | HAT Holdings I LLC / HAT Holdings II LLC, 3.375%, 06/15/2026 | | | | | 304,875 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
620,000 (3) | | | HSBC Holdings PLC, 0.732%, 08/17/2024 | | | | $ | 620,599 | | | | | | 0.1 | | |
1,000,000 (3) | | | HSBC Holdings PLC, 1.645%, 04/18/2026 | | | | | 1,005,757 | | | | | | 0.2 | | |
900,000 | | | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.750%, 09/15/2024 | | | | | 937,125 | | | | | | 0.2 | | |
550,000 | | | Intercontinental Exchange, Inc., 0.700%, 06/15/2023 | | | | | 552,182 | | | | | | 0.1 | | |
510,000 | | | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | | | | | 537,584 | | | | | | 0.1 | | |
1,840,000 (3) | | | JPMorgan Chase & Co., 0.824%, 06/01/2025 | | | | | 1,840,131 | | | | | | 0.4 | | |
1,120,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 1,121,803 | | | | | | 0.2 | | |
578,000 (3) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 574,537 | | | | | | 0.1 | | |
1,411,000 (3) | | | JPMorgan Chase & Co., 1.514%, 06/01/2024 | | | | | 1,434,916 | | | | | | 0.3 | | |
273,000 (3) | | | JPMorgan Chase & Co., 1.578%, 04/22/2027 | | | | | 273,719 | | | | | | 0.1 | | |
236,000 (3) | | | JPMorgan Chase & Co., 2.083%, 04/22/2026 | | | | | 242,829 | | | | | | 0.1 | | |
1,721,000 (3) | | | JPMorgan Chase & Co., 2.776%, 04/25/2023 | | | | | 1,744,270 | | | | | | 0.4 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 1,057,457 | | | | | | 0.2 | | |
664,000 (3) | | | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | | | | | 665,886 | | | | | | 0.1 | | |
491,000 (3) | | | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | | | | | 529,533 | | | | | | 0.1 | | |
1,047,000 (1) | | | LSEGA Financing PLC, 0.650%, 04/06/2024 | | | | | 1,044,728 | | | | | | 0.2 | | |
1,024,000 | | | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | | | | | 1,089,914 | | | | | | 0.2 | | |
700,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 755,125 | | | | | | 0.2 | | |
200,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | | 217,750 | | | | | | 0.1 | | |
406,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | | | | | 407,906 | | | | | | 0.1 | | |
400,000 | | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | | | | | 402,480 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,037,000 | | | Mizuho Financial Group, Inc., 0.759%, (US0003M + 0.630%), 05/25/2024 | | | | $ | 1,044,007 | | | | | | 0.2 | | |
400,000 (3) | | | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | | | | | 401,433 | | | | | | 0.1 | | |
200,000 (3) | | | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | | | | | 209,408 | | | | | | 0.0 | | |
1,246,000 (3) | | | Morgan Stanley, 0.791%, 01/22/2025 | | | | | 1,246,196 | | | | | | 0.3 | | |
1,463,000 (3) | | | Morgan Stanley, 0.790%, 05/30/2025 | | | | | 1,459,006 | | | | | | 0.3 | | |
3,214,000 | | | Morgan Stanley, 3.750%, 02/25/2023 | | | | | 3,361,545 | | | | | | 0.7 | | |
329,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 362,619 | | | | | | 0.1 | | |
487,000 | | | National Bank of Canada, 0.750%, 08/06/2024 | | | | | 485,879 | | | | | | 0.1 | | |
1,062,000 (1) | | | National Securities Clearing Corp., 0.750%, 12/07/2025 | | | | | 1,047,236 | | | | | | 0.2 | | |
1,200,000 (3) | | | NatWest Group PLC, 2.359%, 05/22/2024 | | | | | 1,231,703 | | | | | | 0.3 | | |
403,000 | | | NatWest Group PLC, 3.875%, 09/12/2023 | | | | | 427,428 | | | | | | 0.1 | | |
900,000 | | | Navient Corp., 6.750%, 06/25/2025 | | | | | 984,375 | | | | | | 0.2 | | |
403,000 (1) | | | Nordea Bank Abp, 0.625%, 05/24/2024 | | | | | 402,440 | | | | | | 0.1 | | |
804,000 | | | Old Republic International Corp., 4.875%, 10/01/2024 | | | | | 893,632 | | | | | | 0.2 | | |
300,000 | | | OneMain Finance Corp., 6.125%, 05/15/2022 | | | | | 308,250 | | | | | | 0.1 | | |
600,000 | | | OneMain Finance Corp., 6.875%, 03/15/2025 | | | | | 675,000 | | | | | | 0.1 | | |
309,000 (1) | | | Owl Rock Technology Finance Corp., 6.750%, 06/30/2025 | | | | | 354,505 | | | | | | 0.1 | | |
453,000 (1) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 455,155 | | | | | | 0.1 | | |
210,000 | | | Royal Bank of Canada, 0.791%, (US0003M + 0.660%), 10/05/2023 | | | | | 212,476 | | | | | | 0.0 | | |
600,000 | | | Royal Bank of Canada, 1.150%, 06/10/2025 | | | | | 601,386 | | | | | | 0.1 | | |
275,000 | | | Royal Bank of Canada, 1.150%, 07/14/2026 | | | | | 273,099 | | | | | | 0.1 | | |
391,000 | | | Royal Bank of Canada, 3.700%, 10/05/2023 | | | | | 416,007 | | | | | | 0.1 | | |
795,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 862,663 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
506,000 | | | Sixth Street Specialty Lending, Inc., 3.875%, 11/01/2024 | | | | $ | 538,925 | | | | | | 0.1 | | |
810,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.650%, 09/09/2024 | | | | | 807,327 | | | | | | 0.2 | | |
1,000,000 (1)(3) | | | Standard Chartered PLC, 0.991%, 01/12/2025 | | | | | 997,215 | | | | | | 0.2 | | |
950,000 (1) | | | Starwood Property Trust, Inc., 3.625%, 07/15/2026 | | | | | 958,313 | | | | | | 0.2 | | |
440,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | | | | | 457,039 | | | | | | 0.1 | | |
750,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | | | | | 788,001 | | | | | | 0.2 | | |
535,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 0.800%, 09/16/2024 | | | | | 533,988 | | | | | | 0.1 | | |
1,000,000 (1) | | | Swedbank AB, 0.600%, 09/25/2023 | | | | | 1,002,310 | | | | | | 0.2 | | |
535,000 | | | Toronto-Dominion Bank/The, 0.700%, 09/10/2024 | | | | | 534,117 | | | | | | 0.1 | | |
515,000 (1) | | | UBS AG/London, 0.700%, 08/09/2024 | | | | | 514,517 | | | | | | 0.1 | | |
1,000,000 (1)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 1,006,785 | | | | | | 0.2 | | |
715,000 (1)(3) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 730,164 | | | | | | 0.2 | | |
900,000 (1) | | | VICI Properties L.P. / VICI Note Co., Inc., 3.500%, 02/15/2025 | | | | | 919,125 | | | | | | 0.2 | | |
1,600,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 1,666,873 | | | | | | 0.4 | | |
183,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 194,964 | | | | | | 0.0 | | |
828,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 918,510 | | | | | | 0.2 | | |
| | | | | | | | 85,243,134 | | | | | | 18.4 | | |
| | | Industrial: 3.2% | | ||||||||||||
613,000 | | | 3M Co., 2.000%, 02/14/2025 | | | | | 634,418 | | | | | | 0.1 | | |
300,000 | | | Ball Corp., 4.000%, 11/15/2023 | | | | | 316,500 | | | | | | 0.1 | | |
600,000 | | | Ball Corp., 4.875%, 03/15/2026 | | | | | 662,250 | | | | | | 0.1 | | |
830,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 924,110 | | | | | | 0.2 | | |
900,000 (1) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | | 939,375 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
533,000 | | | Caterpillar Financial Services Corp., 2.850%, 05/17/2024 | | | | $ | 564,316 | | | | | | 0.1 | | |
250,000 | | | Crown Americas LLC / Crown Americas Capital Corp. IV, 4.500%, 01/15/2023 | | | | | 262,562 | | | | | | 0.1 | | |
505,000 | | | General Dynamics Corp., 3.250%, 04/01/2025 | | | | | 542,222 | | | | | | 0.1 | | |
433,000 (1) | | | Graphic Packaging International LLC, 0.821%, 04/15/2024 | | | | | 430,807 | | | | | | 0.1 | | |
363,000 | | | Honeywell International, Inc., 1.350%, 06/01/2025 | | | | | 369,092 | | | | | | 0.1 | | |
665,000 (1) | | | Huntington Ingalls Industries, Inc., 0.670%, 08/16/2023 | | | | | 664,985 | | | | | | 0.1 | | |
900,000 (1) | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 953,343 | | | | | | 0.2 | | |
705,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 747,251 | | | | | | 0.2 | | |
669,000 | | | Raytheon Technologies Corp., 3.700%, 12/15/2023 | | | | | 710,144 | | | | | | 0.1 | | |
700,000 | | | Republic Services, Inc., 2.500%, 08/15/2024 | | | | | 733,266 | | | | | | 0.2 | | |
300,000 (1) | | | Sealed Air Corp., 5.250%, 04/01/2023 | | | | | 313,875 | | | | | | 0.1 | | |
600,000 (1) | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 670,479 | | | | | | 0.1 | | |
515,000 (1) | | | Siemens Financieringsmaatschappij NV, 0.650%, 03/11/2024 | | | | | 516,358 | | | | | | 0.1 | | |
300,000 | | | Silgan Holdings, Inc., 4.750%, 03/15/2025 | | | | | 304,500 | | | | | | 0.1 | | |
487,000 (1) | | | SYNNEX Corp., 1.250%, 08/09/2024 | | | | | 487,212 | | | | | | 0.1 | | |
829,000 | | | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | | | | | 830,512 | | | | | | 0.2 | | |
900,000 (1) | | | TransDigm, Inc., 8.000%, 12/15/2025 | | | | | 960,750 | | | | | | 0.2 | | |
900,000 (1) | | | WESCO Distribution, Inc., 7.125%, 06/15/2025 | | | | | 961,542 | | | | | | 0.2 | | |
503,000 | | | WestRock RKT LLC, 4.000%, 03/01/2023 | | | | | 522,881 | | | | | | 0.1 | | |
| | | | | | | | 15,022,750 | | | | | | 3.2 | | |
| | | Technology: 2.7% | | ||||||||||||
716,000 | | | Analog Devices, Inc., 2.950%, 04/01/2025 | | | | | 764,128 | | | | | | 0.2 | | |
765,000 | | | Apple, Inc., 2.750%, 01/13/2025 | | | | | 810,518 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
900,000 | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | $ | 992,250 | | | | | | 0.2 | | |
332,000 (1) | | | CGI, Inc., 1.450%, 09/14/2026 | | | | | 328,703 | | | | | | 0.1 | | |
992,000 | | | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | | | | | 990,839 | | | | | | 0.2 | | |
941,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 991,229 | | | | | | 0.2 | | |
954,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | | 984,915 | | | | | | 0.2 | | |
738,000 | | | Intel Corp., 3.700%, 07/29/2025 | | | | | 808,081 | | | | | | 0.2 | | |
900,000 | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 941,296 | | | | | | 0.2 | | |
909,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 931,686 | | | | | | 0.2 | | |
832,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | | | | | 869,490 | | | | | | 0.2 | | |
447,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | | 453,539 | | | | | | 0.1 | | |
282,000 | | | Oracle Corp., 2.500%, 04/01/2025 | | | | | 295,159 | | | | | | 0.1 | | |
614,000 | | | Roper Technologies, Inc., 3.125%, 11/15/2022 | | | | | 628,744 | | | | | | 0.1 | | |
703,000 | | | VMware, Inc., 1.000%, 08/15/2024 | | | | | 705,449 | | | | | | 0.1 | | |
401,000 | | | VMware, Inc., 2.950%, 08/21/2022 | | | | | 409,349 | | | | | | 0.1 | | |
395,000 | | | VMware, Inc., 4.500%, 05/15/2025 | | | | | 440,179 | | | | | | 0.1 | | |
| | | | | | | | 12,345,554 | | | | | | 2.7 | | |
| | | Utilities: 3.4% | | ||||||||||||
467,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 507,375 | | | | | | 0.1 | | |
360,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 355,510 | | | | | | 0.1 | | |
269,000 (1) | | | AES Corp./The, 3.300%, 07/15/2025 | | | | | 286,096 | | | | | | 0.1 | | |
497,000 | | | American Electric Power Co., Inc., 0.750%, 11/01/2023 | | | | | 497,040 | | | | | | 0.1 | | |
152,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 161,596 | | | | | | 0.0 | | |
602,000 | | | Atmos Energy Corp., 0.625%, 03/09/2023 | | | | | 602,023 | | | | | | 0.1 | | |
282,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 300,481 | | | | | | 0.1 | | |
363,000 | | | Black Hills Corp., 1.037%, 08/23/2024 | | | | | 363,057 | | | | | | 0.1 | | |
282,000 | | | Connecticut Light and Power Co/The, 0.750%, 12/01/2025 | | | | | 278,247 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
955,000 (1) | | | Dominion Energy, Inc., 2.450%, 01/15/2023 | | | | $ | 979,665 | | | | | | 0.2 | | |
242,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 254,783 | | | | | | 0.0 | | |
930,000 (1) | | | East Ohio Gas Co/The, 1.300%, 06/15/2025 | | | | | 932,697 | | | | | | 0.2 | | |
463,000 | | | Entergy Arkansas LLC, 3.050%, 06/01/2023 | | | | | 478,721 | | | | | | 0.1 | | |
835,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 821,430 | | | | | | 0.2 | | |
640,000 | | | Entergy Louisiana LLC, 0.950%, 10/01/2024 | | | | | 640,246 | | | | | | 0.1 | | |
145,000 | | | Entergy Louisiana LLC, 3.300%, 12/01/2022 | | | | | 148,743 | | | | | | 0.0 | | |
160,000 | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 169,233 | | | | | | 0.0 | | |
245,000 | | | FirstEnergy Corp., 4.750%, 03/15/2023 | | | | | 255,138 | | | | | | 0.0 | | |
478,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 510,766 | | | | | | 0.1 | | |
317,000 | | | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | | | | | 338,769 | | | | | | 0.1 | | |
273,000 | | | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | | | | | 288,033 | | | | | | 0.1 | | |
772,000 | | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | | | | | 816,547 | | | | | | 0.2 | | |
443,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | | 453,770 | | | | | | 0.1 | | |
883,000 | | | OGE Energy Corp., 0.703%, 05/26/2023 | | | | | 883,093 | | | | | | 0.2 | | |
260,000 | | | Oncor Electric Delivery Co. LLC, 2.750%, 06/01/2024 | | | | | 274,105 | | | | | | 0.1 | | |
105,000 | | | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | | | | | 106,645 | | | | | | 0.0 | | |
199,000 | | | ONE Gas, Inc., 0.850%, 03/11/2023 | | | | | 199,037 | | | | | | 0.0 | | |
180,000 | | | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | | | | | 191,432 | | | | | | 0.0 | | |
282,000 | | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | | | | | 277,411 | | | | | | 0.1 | | |
199,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 199,684 | | | | | | 0.0 | | |
740,000 | | | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | | | | | 766,603 | | | | | | 0.2 | | |
255,000 | | | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | | | | | 273,822 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,378,000 | | | Southern Co/The, 0.600%, 02/26/2024 | | | | $ | 1,375,625 | | | | | | 0.3 | | |
826,000 | | | WEC Energy Group, Inc., 0.550%, 09/15/2023 | | | | | 826,092 | | | | | | 0.2 | | |
150,000 | | | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | | | | | 152,346 | | | | | | 0.0 | | |
| | | | | | | | 15,965,861 | | | | | | 3.4 | | |
| | | Total Corporate Bonds/Notes (Cost $207,319,631) | | | | | 208,249,257 | | | | | | 44.9 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.4% | | |||||||||||||||
238,443 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.536%, (US0001M + 4.450%), 01/25/2029 | | | | | 247,517 | | | | | | 0.1 | | |
324,165 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.436%, (US0001M + 4.350%), 05/25/2029 | | | | | 338,118 | | | | | | 0.1 | | |
529,370 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.086%, (US0001M + 3.000%), 10/25/2029 | | | | | 544,596 | | | | | | 0.1 | | |
411,628 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.486%, (US0001M + 2.400%), 05/25/2030 | | | | | 418,027 | | | | | | 0.1 | | |
424,275 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.286%, (US0001M + 2.200%), 08/25/2030 | | | | | 430,141 | | | | | | 0.1 | | |
1,369,211 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.236%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,388,743 | | | | | | 0.3 | | |
645,483 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.636%, (US0001M + 2.550%), 12/25/2030 | | | | | 657,574 | | | | | | 0.1 | | |
202,491 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.186%, (US0001M + 2.100%), 03/25/2031 | | | | | 204,863 | | | | | | 0.1 | | |
958,522 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.186%, (US0001M + 2.100%), 09/25/2039 | | | | | 962,007 | | | | | | 0.2 | | |
105,330 | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 109,406 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | |||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | | |||||||||||||||||
18,111 | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | $ | 18,597 | | | | | | 0.0 | | | | ||
95,712 | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 97,881 | | | | | | 0.0 | | | | ||
640,162 | | | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | | | | | 663,716 | | | | | | 0.1 | | | | ||
1,346,102 | | | Freddie Mac 3049 XF, 0.434%, (US0001M + 0.350%), 05/15/2033 | | | | | 1,355,229 | | | | | | 0.3 | | | | ||
194,312 | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | | | | | 220,512 | | | | | | 0.1 | | | | ||
606,486 | | | Freddie Mac REMICS 3255 FA, 0.364%, (US0001M + 0.280%), 12/15/2036 | | | | | 610,100 | | | | | | 0.1 | | | | ||
48,731 | | | Freddie Mac REMICS 3747 FA, 0.584%, (US0001M + 0.500%), 10/15/2040 | | | | | 49,116 | | | | | | 0.0 | | | | ||
96,547 | | | Freddie Mac REMICS 3878 FA, 0.434%, (US0001M + 0.350%), 04/15/2041 | | | | | 96,606 | | | | | | 0.0 | | | | ||
1,418,453 (1) | ��� | | Freddie Mac STACR 2019-HQA3 M2, 1.936%, (US0001M + 1.850%), 09/25/2049 | | | | | 1,425,930 | | | | | | 0.3 | | | | ||
88,739 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.686%, (US0001M + 3.600%), 07/25/2050 | | | | | 89,613 | | | | | | 0.0 | | | | ||
1,400,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-HQA1 M2, 2.300%, (SOFR30A + 2.250%), 08/25/2033 | | | | | 1,418,481 | | | | | | 0.3 | | | | ||
100,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.386%, (US0001M + 2.300%), 10/25/2048 | | | | | 101,460 | | | | | | 0.0 | | | | | |
264,279 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.886%, (US0001M + 3.800%), 03/25/2029 | | | | | 273,716 | | | | | | 0.1 | | | | ||
400,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 2.650%, (SOFR30A + 2.600%), 11/25/2050 | | | | | 406,040 | | | | | | 0.1 | | | | ||
99,999 | | | Ginnie Mae Series 2010-H03 FA, 0.638%, (US0001M + 0.550%), 03/20/2060 | | | | | 100,475 | | | | | | 0.0 | | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
47,075 | | | Ginnie Mae Series 2010-H10 FC, 1.088%, (US0001M + 1.000%), 05/20/2060 | | | | $ | 47,740 | | | | | | 0.0 | | |
2,499,537 | | | Ginnie Mae Series 2010-H11 FA, 1.088%, (US0001M + 1.000%), 06/20/2060 | | | | | 2,540,534 | | | | | | 0.6 | | |
105,656 | | | Ginnie Mae Series 2011-H03 FA, 0.590%, (US0001M + 0.500%), 01/20/2061 | | | | | 106,114 | | | | | | 0.0 | | |
108,618 | | | Ginnie Mae Series 2011-H05 FA, 0.590%, (US0001M + 0.500%), 12/20/2060 | | | | | 109,052 | | | | | | 0.0 | | |
125,351 | | | Ginnie Mae Series 2011-H05 FB, 0.590%, (US0001M + 0.500%), 12/20/2060 | | | | | 125,958 | | | | | | 0.0 | | |
697,512 | | | Ginnie Mae Series 2011-H06 FA, 0.540%, (US0001M + 0.450%), 02/20/2061 | | | | | 699,880 | | | | | | 0.2 | | |
108,409 | | | Ginnie Mae Series 2011-H07 FA, 0.590%, (US0001M + 0.500%), 02/20/2061 | | | | | 108,769 | | | | | | 0.0 | | |
165,999 | | | Ginnie Mae Series 2011-H08 FD, 0.590%, (US0001M + 0.500%), 02/20/2061 | | | | | 166,733 | | | | | | 0.0 | | |
469,428 | | | Ginnie Mae Series 2011-H08 FG, 0.570%, (US0001M + 0.480%), 03/20/2061 | | | | | 471,341 | | | | | | 0.1 | | |
924,321 | | | Ginnie Mae Series 2011-H09 AF, 0.590%, (US0001M + 0.500%), 03/20/2061 | | | | | 927,949 | | | | | | 0.2 | | |
70,419 | | | Ginnie Mae Series 2011-H11 FB, 0.590%, (US0001M + 0.500%), 04/20/2061 | | | | | 70,702 | | | | | | 0.0 | | |
243,739 | | | Ginnie Mae Series 2012-H18 NA, 0.610%, (US0001M + 0.520%), 08/20/2062 | | | | | 244,893 | | | | | | 0.1 | | |
1,534,440 | | | Ginnie Mae Series 2012-H23 SA, 0.620%, (US0001M + 0.530%), 10/20/2062 | | | | | 1,551,364 | | | | | | 0.3 | | |
1,350,249 | | | Ginnie Mae Series 2012-H23 WA, 0.610%, (US0001M + 0.520%), 10/20/2062 | | | | | 1,356,050 | | | | | | 0.3 | | |
484,451 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 508,375 | | | | | | 0.1 | | |
313,722 (3) | | | Ginnie Mae Series 2014-53 JM, 7.058%, 04/20/2039 | | | | | 365,773 | | | | | | 0.1 | | |
1,676,136 | | | Ginnie Mae Series 2017-H06 FE, 0.640%, (US0001M + 0.550%), 02/20/2067 | | | | | 1,688,162 | | | | | | 0.4 | | |
991,308 | | | Ginnie Mae Series 2017-H07 FG, 0.550%, (US0001M + 0.460%), 02/20/2067 | | | | | 994,694 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
450,000 (1) | | | Mello Warehouse Securitization Trust 2020-1 A, 0.986%, (US0001M + 0.900%), 10/25/2053 | | | | $ | 451,568 | | | | | | 0.1 | | |
250,000 (1) | | | Mello Warehouse Securitization Trust 2020-2 A, 0.886%, (US0001M + 0.800%), 11/25/2053 | | | | | 250,854 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $24,903,619) | | | | | 25,014,969 | | | | | | 5.4 | | |
U.S. TREASURY OBLIGATIONS: 10.4% | | |||||||||||||||
| | | U.S. Treasury Notes: 10.4% | | ||||||||||||
14,936,000 | | | 0.125%, 11/30/2022 | | | | | 14,936,583 | | | | | | 3.2 | | |
4,753,300 (2) | | | 0.125%, 08/31/2023 | | | | | 4,741,046 | | | | | | 1.0 | | |
4,886,200 | | | 0.250%, 09/30/2023 | | | | | 4,882,669 | | | | | | 1.1 | | |
20,737,400 (2) | | | 0.375%, 09/15/2024 | | | | | 20,649,914 | | | | | | 4.4 | | |
2,404,200 | | | 0.750%, 08/31/2026 | | | | | 2,378,843 | | | | | | 0.5 | | |
732,000 | | | 0.875%, 09/30/2026 | | | | | 728,111 | | | | | | 0.2 | | |
| | | Total U.S. Treasury Obligations (Cost $48,332,329) | | | | | 48,317,166 | | | | | | 10.4 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 16.8% | | |||||||||||||||
604,500 (1) | | | AREIT 2019-CRE3 C Trust, 2.065%, (SOFR30A + 2.014%), 09/14/2036 | | | | | 601,192 | | | | | | 0.1 | | |
5,000,000 (1) | | | Atrium Hotel Portfolio Trust 2018-ATRM D, 2.384%, (US0001M + 2.300%), 06/15/2035 | | | | | 5,001,286 | | | | | | 1.1 | | |
4,000,000 (1) | | | BBCMS Trust 2021-AGW E, 3.234%, (US0001M + 3.150%), 06/15/2036 | | | | | 4,008,540 | | | | | | 0.9 | | |
1,000,000 (1) | | | BDS 2018-FL8 E, 2.335%, (US0001M + 2.250%), 01/18/2036 | | | | | 999,999 | | | | | | 0.2 | | |
968,000 (1) | | | Benchmark 2020-B20 D Mortgage Trust, 2.000%, 10/15/2053 | | | | | 821,889 | | | | | | 0.2 | | |
670,000 | | | Benchmark 2021-B25 A5 Mortgage Trust, 2.577%, 04/15/2054 | | | | | 696,346 | | | | | | 0.2 | | |
2,917,000 (1) | | | BHMS 2018-ATLS C, 1.984%, (US0001M + 1.900%), 07/15/2035 | | | | | 2,922,323 | | | | | | 0.6 | | |
2,000,000 (1)(3) | | | BX Commercial Mortgage Trust 2020-VIVA D, 3.667%, 03/11/2044 | | | | | 2,054,731 | | | | | | 0.4 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
340,990 (1) | | | BX Commercial Mortgage Trust 2020-BXLP C, 1.204%, (US0001M + 1.120%), 12/15/2036 | | | | $ | 341,281 | | | | | | 0.1 | | |
1,126,000 (1) | | | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | | | | | 1,206,415 | | | | | | 0.3 | | |
3,000,000 (1) | | | BX Trust 2019-OC11 B, 3.605%, 12/09/2041 | | | | | 3,263,293 | | | | | | 0.7 | | |
2,500,000 (1) | | | BX Trust 2021-VIEW E, 3.684%, (US0001M + 3.600%), 06/15/2023 | | | | | 2,509,297 | | | | | | 0.5 | | |
733,000 (1)(3) | | | Century Plaza Towers 2019-CPT B, 3.097%, 11/13/2039 | | | | | 771,330 | | | | | | 0.2 | | |
500,000 (1)(3) | | | Century Plaza Towers 2019-CPT C, 3.097%, 11/13/2039 | | | | | 519,892 | | | | | | 0.1 | | |
225,000 (1)(3) | | | Century Plaza Towers 2019-CPT D, 3.097%, 11/13/2039 | | | | | 229,392 | | | | | | 0.0 | | |
360,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.634%, (US0001M + 2.550%), 11/15/2036 | | | | | 356,693 | | | | | | 0.1 | | |
2,000,000 (3) | | | Citigroup Commercial Mortgage Trust 2016-P5 C, 4.440%, 10/10/2049 | | | | | 2,144,510 | | | | | | 0.5 | | |
2,508,000 (1) | | | CLNY Trust 2019-IKPR C, 1.760%, (US0001M + 1.676%), 11/15/2038 | | | | | 2,510,650 | | | | | | 0.5 | | |
185,882 (1) | | | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | | | | | 186,875 | | | | | | 0.0 | | |
540,000 | | | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | | | | | 552,181 | | | | | | 0.1 | | |
2,000,000 (1)(3) | | | COMM 2013-CCRE11 C Mortgage Trust, 5.285%, 08/10/2050 | | | | | 2,120,986 | | | | | | 0.5 | | |
990,000 (1)(3) | | | COMM 2013-CR10 D Mortgage Trust, 5.064%, 08/10/2046 | | | | | 1,019,457 | | | | | | 0.2 | | |
120,000 (1)(3) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | | 118,853 | | | | | | 0.0 | | |
380,000 (1)(3) | | | COMM 2013-SFS A2 Mortgage Trust, 3.086%, 04/12/2035 | | | | | 388,830 | | | | | | 0.1 | | |
1,000,000 (1) | | | CSWF 2021-SOP2 D, 2.401%, (US0001M + 2.317%), 06/15/2034 | | | | | 1,000,117 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (1) | | | DOLP Trust 2021-NYC C, 3.530%, 05/10/2041 | | | | $ | 2,120,367 | | | | | | 0.5 | | |
2,200,000 (1)(4)(5) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 1,358,372 | | | | | | 0.3 | | |
548,000 (1)(4) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 0.000%, 07/28/2027 | | | | | 429,194 | | | | | | 0.1 | | |
710,000 (1)(4) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 0.000%, 12/29/2027 | | | | | 544,620 | | | | | | 0.1 | | |
28,027 (3) | | | Ginnie Mae 2011-53 B, 3.893%, 05/16/2051 | | | | | 28,677 | | | | | | 0.0 | | |
27,358 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 27,606 | | | | | | 0.0 | | |
14,933 (3) | | | Ginnie Mae 2015-21 AF, 2.156%, 07/16/2048 | | | | | 15,136 | | | | | | 0.0 | | |
75,053 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 76,180 | | | | | | 0.0 | | |
5,161 | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 5,179 | | | | | | 0.0 | | |
174,079 | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 177,432 | | | | | | 0.0 | | |
63,528 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 64,542 | | | | | | 0.0 | | |
26,428 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 26,855 | | | | | | 0.0 | | |
39,312 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 39,940 | | | | | | 0.0 | | |
258,276 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 263,416 | | | | | | 0.1 | | |
205,248 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 208,390 | | | | | | 0.0 | | |
63,900 | | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | | | | | 65,050 | | | | | | 0.0 | | |
600,000 (1) | | | Great Wolf Trust 2019-WOLF C, 1.717%, (US0001M + 1.633%), 12/15/2036 | | | | | 599,012 | | | | | | 0.1 | | |
3,557,250 (1) | | | Great Wolf Trust 2019-WOLF E, 2.816%, (US0001M + 2.732%), 12/15/2036 | | | | | 3,499,117 | | | | | | 0.8 | | |
330,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | | 325,183 | | | | | | 0.1 | | |
1,039,000 (1)(3) | | | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.744%, 10/10/2032 | | | | | 1,037,634 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | |||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | | |||||||||||||||||
1,070,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P C, 1.584%, (US0001M + 1.500%), 10/15/2036 | | | | $ | 1,060,771 | | | | | | 0.2 | | | | ||
390,000 (1)(3) | | | GS Mortgage Securities Trust 2012-GC6 C, 6.047%, 01/10/2045 | | | | | 392,170 | | | | | | 0.1 | | | | ||
190,000 (1) | | | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | | | | | 198,223 | | | | | | 0.0 | | | | ||
330,000 (1) | | | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | | | | | 341,864 | | | | | | 0.1 | | | | ||
5,000,000 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 A3, 3.393%, 12/15/2049 | | | | | 5,387,827 | | | | | | 1.2 | | | | ||
269,149 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | | | | | 273,084 | | | | | | 0.1 | | | | ||
442,447 (1)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.872%, 11/15/2043 | | | | | 438,732 | | | | | | 0.1 | | | | ||
384,770 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | | | | | 390,213 | | | | | | 0.1 | | | | ||
210,000 (3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.239%, 12/15/2047 | | | | | 214,255 | | | | | | 0.0 | | | | ||
900,000 (1)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 890,887 | | | | | | 0.2 | | | | ||
269,944 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 277,578 | | | | | | 0.1 | | | | ||
360,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX, 4.950%, 07/05/2033 | | | | | 378,074 | | | | | | 0.1 | | | | ||
100,000 (1)(3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | | | 96,113 | | | | | | 0.0 | | | | ||
1,100,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.362%, 11/15/2045 | | | | | 1,156,419 | | | | | | 0.2 | | | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
820,000 (3) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.811%, 04/15/2047 | | | | $ | 870,151 | | | | | | 0.2 | | |
900,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.811%, 04/15/2047 | | | | | 917,268 | | | | | | 0.2 | | |
430,000 (1) | | | JPMBB Commercial Mortgage Securities Trust 2014-C24 A4A2, 3.373%, 11/15/2047 | | | | | 453,007 | | | | | | 0.1 | | |
1,000,000 (1)(3) | | | LSTAR Commercial Mortgage Trust 2016-4 F, 4.739%, 03/10/2049 | | | | | 823,649 | | | | | | 0.2 | | |
610,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | | | | | 617,002 | | | | | | 0.1 | | |
2,300,000 (1)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.757%, 11/15/2045 | | | | | 2,192,618 | | | | | | 0.5 | | |
720,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | | | | | 736,328 | | | | | | 0.2 | | |
400,000 (1)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 E, 4.156%, 12/15/2048 | | | | | 367,503 | | | | | | 0.1 | | |
500,665 (1)(6) | | | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | | | | | 462,865 | | | | | | 0.1 | | |
290,000 (1)(6) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 72,500 | | | | | | 0.0 | | |
305,578 | | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | | | | | 319,609 | | | | | | 0.1 | | |
910,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 947,703 | | | | | | 0.2 | | |
1,069,936 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.236%, (US0001M + 2.150%), 02/25/2035 | | | | | 1,074,365 | | | | | | 0.2 | | |
160,000 | | | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | | | | | 165,052 | | | | | | 0.0 | | |
5,000,000 (1)(3) | | | UBS-Barclays Commercial Mortgage Trust 2013-C6 C, 4.170%, 04/10/2046 | | | | | 4,932,586 | | | | | | 1.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,025,793 (1) | | | VMC Finance 2019-FL3 A LLC, 1.184%, (US0001M + 1.100%), 09/15/2036 | | | | $ | 1,024,164 | | | | | | 0.2 | | |
1,642,500 (1)(3) | | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | | | | | 1,690,679 | | | | | | 0.4 | | |
58,924 | | | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | | | | | 59,347 | | | | | | 0.0 | | |
465,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2012-C6 D, 5.978%, 04/15/2045 | | | | | 469,436 | | | | | | 0.1 | | |
544,104 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 547,457 | | | | | | 0.1 | | |
500,000 (3) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 505,658 | | | | | | 0.1 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $78,424,560) | | | | | 78,003,417 | | | | | | 16.8 | | |
ASSET-BACKED SECURITIES: 20.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 6.4% | | ||||||||||||
200,000 | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | | 201,307 | | | | | | 0.0 | | |
100,000 | | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | | | | | 102,324 | | | | | | 0.0 | | |
350,000 | | | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | | | | | 354,479 | | | | | | 0.1 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | | | | | 405,625 | | | | | | 0.1 | | |
606,462 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 608,725 | | | | | | 0.1 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | | | | | 406,915 | | | | | | 0.1 | | |
400,000 | | | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | | | | | 402,849 | | | | | | 0.1 | | |
350,000 | | | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | | | | | 350,775 | | | | | | 0.1 | | |
350,000 | | | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | | | | | 357,119 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
100,000 | | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | | | | $ | 103,162 | | | | | | 0.0 | | |
2,700,000 | | | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | | | | | 2,784,033 | | | | | | 0.6 | | |
550,000 | | | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | | | | | 567,641 | | | | | | 0.1 | | |
450,000 | | | Carmax Auto Owner Trust 2021-1 A3, 0.340%, 12/15/2025 | | | | | 449,927 | | | | | | 0.1 | | |
150,000 | | | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | | | | | 149,650 | | | | | | 0.0 | | |
2,750,000 | | | CarMax Auto Owner Trust 2021-3 A3, 0.550%, 06/15/2026 | | | | | 2,750,205 | | | | | | 0.6 | | |
249,455 | | | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | | | | | 249,692 | | | | | | 0.0 | | |
650,000 | | | Drive Auto Receivables Trust 2021-1 B, 0.650%, 07/15/2025 | | | | | 652,005 | | | | | | 0.1 | | |
2,750,000 | | | Drive Auto Receivables Trust 2021-2 B, 0.580%, 12/15/2025 | | | | | 2,752,012 | | | | | | 0.6 | | |
1,500,000 | | | Exeter Automobile Receivables Trust 2021-3A B, 0.690%, 01/15/2026 | | | | | 1,503,559 | | | | | | 0.3 | | |
250,000 | | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | | | | | 248,377 | | | | | | 0.0 | | |
300,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | | 305,948 | | | | | | 0.1 | | |
550,000 | | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | | | | | 552,133 | | | | | | 0.1 | | |
2,600,000 | | | GM Financial Consumer Automobile Receivables Trust 2020-1 A4, 1.900%, 03/17/2025 | | | | | 2,659,950 | | | | | | 0.6 | | |
750,000 | | | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | | | | | 746,413 | | | | | | 0.2 | | |
200,000 | | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | | | | | 203,295 | | | | | | 0.0 | | |
500,000 | | | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | | | | | 502,631 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | |||||||||||
ASSET-BACKED SECURITIES: (continued) | | | |||||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | | ||||||||||||||
400,000 | | | Honda Auto Receivables 2021-1 A3 Owner Trust, 0.270%, 04/21/2025 | | | | $ | 399,853 | | | | | | 0.1 | | | | ||
750,000 (1) | | | JPMorgan Chase Bank NA - CACLN 2021-3 B, 0.760%, 02/26/2029 | | | | | 749,953 | | | | | | 0.2 | | | | ||
200,000 | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | | 203,136 | | | | | | 0.0 | | | | ||
250,000 | | | Nissan Auto Lease Trust 2020-A A4, 1.880%, 04/15/2025 | | | | | 252,909 | | | | | | 0.1 | | | | ||
350,000 | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 358,746 | | | | | | 0.1 | | | | ||
1,350,000 (1) | | | Oscar US Funding XIII LLC 2021-2A A3, 0.860%, 09/10/2025 | | | | | 1,347,326 | | | | | | 0.3 | | | | | |
750,000 | | | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | | | | | 752,337 | | | | | | 0.2 | | | | ||
500,000 | | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | | | | | 501,223 | | | | | | 0.1 | | | | ||
350,000 | | | Santander Drive Auto Receivables Trust 2021-2 B, 0.590%, 09/15/2025 | | | | | 350,621 | | | | | | 0.1 | | | | ||
2,700,000 | | | Santander Drive Auto Receivables Trust 2021-3 B, 0.600%, 12/15/2025 | | | | | 2,704,262 | | | | | | 0.6 | | | | ||
300,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 303,056 | | | | | | 0.1 | | | | ||
900,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 911,450 | | | | | | 0.2 | | | | ||
350,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 357,291 | | | | | | 0.1 | | | | | |
| | | | | | | | 29,562,914 | | | | | | 6.4 | | | | ||
| | | Credit Card Asset-Backed Securities: 0.2% | | | ||||||||||||||
800,000 (1) | | | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | | | | | 800,240 | | | | | | 0.2 | | | | ||
| | | | | | | | ||||||||||||
| | | Other Asset-Backed Securities: 13.2% | | | ||||||||||||||
2,750,000 (1) | | | AIG CLO 2021-2A A Ltd., 1.260%, (US0003M + 1.170%), 07/20/2034 | | | | | 2,750,484 | | | | | | 0.6 | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A A1, 1.506%, (US0003M + 1.380%), 10/15/2031 | | | | $ | 500,130 | | | | | | 0.1 | | |
600,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.464%, (US0003M + 1.330%), 01/20/2033 | | | | | 600,575 | | | | | | 0.1 | | |
700,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.454%, (US0003M + 1.320%), 01/20/2033 | | | | | 700,389 | | | | | | 0.1 | | |
400,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.356%, (US0003M + 1.230%), 01/15/2030 | | | | | 398,423 | | | | | | 0.1 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.484%, (US0003M + 1.350%), 07/18/2029 | | | | | 250,004 | | | | | | 0.0 | | |
1,900,000 (1) | | | Ballyrock CLO 17 Ltd. 2021-17A A1B, 1.536%, (US0003M + 1.400%), 10/20/2034 | | | | | 1,900,190 | | | | | | 0.4 | | |
500,000 (1) | | | Barings Clo Ltd. 2019-4A A1, 1.456%, (US0003M + 1.330%), 01/15/2033 | | | | | 500,257 | | | | | | 0.1 | | |
4,000,000 (1) | | | BDS 2020-FL5 A Ltd., 1.315%, (SOFR30A + 1.150%), 02/16/2037 | | | | | 4,001,258 | | | | | | 0.9 | | |
600,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.464%, (US0003M + 1.330%), 01/17/2033 | | | | | 600,712 | | | | | | 0.1 | | |
250,000 (1) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.334%, (US0003M + 1.200%), 01/20/2031 | | | | | 249,672 | | | | | | 0.0 | | |
2,000,000 (1) | | | Benefit Street Partners CLO XX Ltd. 2020-20A AR, 1.313%, (US0003M + 1.170%), 07/15/2034 | | | | | 2,000,348 | | | | | | 0.4 | | |
4,000,000 (1) | | | BlueMountain CLO XXXII Ltd. 2021-32A A, 1.253%, (US0003M + 1.170%), 10/15/2034 | | | | | 4,001,360 | | | | | | 0.9 | | |
4,000,000 (1) | | | BRSP 2021-FL1 B Ltd., 1.987%, (US0001M + 1.900%), 08/19/2038 | | | | | 3,999,997 | | | | | | 0.9 | | |
450,000 (1) | | | Carlyle US Clo 2017-2A CR Ltd., 1.534%, (US0003M + 1.400%), 07/20/2031 | | | | | 450,124 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
800,000 (1) | | | Carlyle US Clo 2021-4A A2 Ltd., 1.534%, (US0003M + 1.400%), 04/20/2034 | | | | $ | 800,493 | | | | | | 0.2 | | |
500,000 (1) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.298%, (US0003M + 1.160%), 07/23/2034 | | | | | 500,271 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2015-IA ARR Ltd., 1.248%, (US0003M + 1.110%), 01/22/2031 | | | | | 250,082 | | | | | | 0.1 | | |
600,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.456%, (US0003M + 1.330%), 01/16/2033 | | | | | 600,364 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2019-6A A2 Ltd., 1.876%, (US0003M + 1.750%), 01/16/2033 | | | | | 250,426 | | | | | | 0.1 | | |
500,000 (1) | | | CIFC Funding 2020-2A AR Ltd., 1.289%, (US0003M + 1.170%), 10/20/2034 | | | | | 500,051 | | | | | | 0.1 | | |
500,000 (1) | | | CIFC Funding 2020-3A A2 Ltd., 1.734%, (US0003M + 1.600%), 10/20/2031 | | | | | 500,129 | | | | | | 0.1 | | |
2,750,000 (1) | | | CIFC Funding 2020-IA A1R Ltd., 1.261%, (US0003M + 1.150%), 07/15/2036 | | | | | 2,750,982 | | | | | | 0.6 | | |
2,650,000 | | | CNH Equipment Trust 2021-B A3, 0.440%, 08/17/2026 | | | | | 2,646,668 | | | | | | 0.6 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 1.314%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,079 | | | | | | 0.0 | | |
360,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.325%, (US0003M + 1.200%), 08/15/2030 | | | | | 360,091 | | | | | | 0.1 | | |
250,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.384%, (US0003M + 1.250%), 01/20/2030 | | | | | 250,002 | | | | | | 0.0 | | |
350,000 (1) | | | Elevation CLO 2014-2A A1R Ltd., 1.356%, (US0003M + 1.230%), 10/15/2029 | | | | | 350,012 | | | | | | 0.1 | | |
250,000 (1) | | | Elmwood CLO IX Ltd. 2021-2A A, 1.269%, (US0003M + 1.130%), 07/20/2034 | | | | | 250,227 | | | | | | 0.1 | | |
2,500,000 | | | John Deere Owner Trust 2021-B A3, 0.520%, 03/16/ 2026 | | | | | 2,499,211 | | | | | | 0.5 | | |
750,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.514%, (US0003M + 1.380%), 01/20/2033 | | | | | 750,557 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 1.334%, (US0003M + 1.200%), 04/17/2033 | | | | $ | 501,217 | | | | | | 0.1 | | |
2,600,000 (1) | | | Kubota Credit Owner Trust 2021-2A A3, 0.560%, 11/17/2025 | | | | | 2,593,007 | | | | | | 0.6 | | |
116,946 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 1.214%, (US0001M + 1.130%), 05/15/2036 | | | | | 116,946 | | | | | | 0.0 | | |
2,750,000 (1) | | | Magnetite XXVI Ltd. 2020-26A A2R, 1.519%, (US0003M + 1.400%), 07/25/2034 | | | | | 2,749,989 | | | | | | 0.6 | | |
500,000 (1) | | | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.414%, (US0003M + 1.280%), 01/20/2032 | | | | | 500,233 | | | | | | 0.1 | | |
749,039 (1) | | | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | | | | | 753,395 | | | | | | 0.2 | | |
600,000 (1) | | | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | | | | | 601,413 | | | | | | 0.1 | | |
1,575,000 (1) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL6 C, 1.935%, (US0001M + 1.850%), 07/16/2036 | | | | | 1,574,998 | | | | | | 0.3 | | |
340,000 (1) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.474%, (US0003M + 1.340%), 01/19/2033 | | | | | 340,302 | | | | | | 0.1 | | |
400,000 (1) | | | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | | | | | 400,286 | | | | | | 0.1 | | |
1,550,000 (1) | | | OCP CLO 2020-19A AR Ltd., 1.284%, (US0003M + 1.150%), 10/20/2034 | | | | | 1,554,526 | | | | | | 0.3 | | |
500,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.634%, (US0003M + 1.500%), 10/20/2031 | | | | | 500,093 | | | | | | 0.1 | | |
250,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.484%, (US0003M + 1.350%), 07/19/2030 | | | | | 250,000 | | | | | | 0.1 | | |
600,000 (1) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.305%, (US0003M + 1.180%), 11/18/2031 | | | | | 600,121 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
400,000 (1) | | | OHA Credit Funding 4 Ltd. 2019-4A A1, 1.468%, (US0003M + 1.330%), 10/22/2032 | | | | $ | 400,109 | | | | | | 0.1 | | |
3,700,000 (1) | | | OHA Credit Partners XIII Ltd. 2016-13A AR, 1.317%, (US0003M + 1.170%), 10/25/2034 | | | | | 3,700,736 | | | | | | 0.8 | | |
3,000,000 (1) | | | OHA Credit Partners XVI 2021-16A A, 1.314%, (US0003M + 1.150%), 10/18/2034 | | | | | 3,001,224 | | | | | | 0.6 | | |
500,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.465%, (US0003M + 1.340%), 11/15/2032 | | | | | 500,350 | | | | | | 0.1 | | |
500,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.234%, (US0003M + 1.100%), 07/20/2030 | | | | | 499,999 | | | | | | 0.1 | | |
350,000 (1) | | | PFS Financing Corp. 2021-B A, 0.775%, 08/15/2026 | | | | | 349,164 | | | | | | 0.1 | | |
8,546 (1) | | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | | 8,558 | | | | | | 0.0 | | |
99,512 (1) | | | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | | | | | 100,146 | | | | | | 0.0 | | |
590,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.526%, (US0003M + 1.400%), 01/15/2033 | | | | | 590,358 | | | | | | 0.1 | | |
500,000 (1) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | | | | | 500,359 | | | | | | 0.1 | | |
400,000 (1) | | | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.776%, (US0003M + 1.650%), 01/15/2033 | | | | | 400,328 | | | | | | 0.1 | | |
1,650,000 (1) | | | Trafigura Securitisation Finance PLC 2021-1A A2, 1.080%, 01/15/2025 | | | | | 1,647,144 | | | | | | 0.4 | | |
26,187 | | | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | | | | | 26,285 | | | | | | 0.0 | | |
300,000 (1) | | | Wellman Park CLO Ltd. 2021-1A A, 1.228%, (US0003M + 1.100%), 07/15/2034 | | | | | 300,107 | | | | | | 0.1 | | |
| | | | | | | | 61,474,961 | | | | | | 13.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.9% | | ||||||||||||
34,182 (1) | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | $ | 34,540 | | | | | | 0.0 | | |
120,456 (1) | | | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | | | | | 122,363 | | | | | | 0.0 | | |
300,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.684%, (US0001M + 1.600%), 10/15/2031 | | | | | 305,751 | | | | | | 0.1 | | |
335,623 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | | 343,079 | | | | | | 0.1 | | |
104,795 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 105,394 | | | | | | 0.0 | | |
181,587 (1) | | | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | | | | | 181,473 | | | | | | 0.0 | | |
500,000 (1) | | | Navient Private Education Refi Loan Trust 2021-F A, 1.110%, 02/18/2070 | | | | | 498,178 | | | | | | 0.1 | | |
2,210,255 (1) | | | Navient Private Education Refi Loan Trust 2021-EA A, 0.970%, 12/16/2069 | | | | | 2,204,457 | | | | | | 0.5 | | |
600,000 (1) | | | SoFi Professional Loan Program 2021-B AFX Trust, 1.140%, 02/15/2047 | | | | | 599,340 | | | | | | 0.1 | | |
| | | | | | | | 4,394,575 | | | | | | 0.9 | | |
| | | Total Asset-Backed Securities (Cost $96,093,187) | | | | | 96,232,690 | | | | | | 20.7 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.1%(7) | | ||||||||||||
24,015 | | | 5.500%, 01/01/2037 | | | | | 26,888 | | | | | | 0.0 | | |
19,241 | | | 5.500%, 08/01/2038 | | | | | 21,540 | | | | | | 0.0 | | |
7,687 | | | 5.500%, 10/01/2038 | | | | | 8,609 | | | | | | 0.0 | | |
4,211 | | | 5.500%, 10/01/2038 | | | | | 4,714 | | | | | | 0.0 | | |
169,917 | | | 5.500%, 11/01/2038 | | | | | 195,026 | | | | | | 0.1 | | |
103,249 | | | 5.500%, 02/01/2039 | | | | | 115,654 | | | | | | 0.0 | | |
| | | | | | | | 372,431 | | | | | | 0.1 | | |
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
36,031 | | | 5.000%, 03/01/2027 | | | | | 37,595 | | | | | | 0.0 | | |
85,493 | | | 5.000%, 07/01/2034 | | | | | 97,114 | | | | | | 0.0 | | |
| | | | | | | | 134,709 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (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 $480,586) | | | | $ | 507,140 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $455,553,912) | | | | | 456,324,639 | | | | | | 98.3 | | |
SHORT-TERM INVESTMENTS: 4.2% | | |||||||||||||||
| | | Commercial Paper: 1.4% | | ||||||||||||
2,000,000 | | | Fiserv, Inc., 0.160%, 10/18/2021 | | | | | 1,999,845 | | | | | | 0.4 | | |
4,500,000 | | | Sherwin-Williams Co., 0.180%, 10/18/2021 | | | | | 4,499,591 | | | | | | 1.0 | | |
| | | Total Commercial Paper (Cost $6,499,591) | | | | | 6,499,436 | | | | | | 1.4 | | |
| | | | | | | | | | | | |||||
| | | Repurchase Agreements: 1.4% | | ||||||||||||
1,482,116 (8) | | | Bank of America Inc., Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $1,482,118, collateralized by various U.S. Government Agency Obligations, 1.500%-5.000%, Market Value plus accrued interest $1,511,758, due 09/01/31-07/01/60) | | | | | 1,482,116 | | | | | | 0.3 | | |
439,372 (8) | | | Citigroup, Inc., Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $439,373, collateralized by various U.S. Government Securities, 0.125%-2.750%, Market Value plus accrued interest $448,159, due 06/30/22-02/15/28) | | | | | 439,372 | | | | | | 0.1 | | |
1,482,116 (8) | | | Daiwa Capital Markets, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $1,482,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,511,758, due 11/15/21-10/01/51) | | | | | 1,482,116 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,482,116 (8) | | | HSBC Securities USA, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/ 21 (Repurchase Amount $1,482,118, collateralized by various U.S. Government Agency Obligations, 2.500%-4.000%, Market Value plus accrued interest $1,511,758, due 05/20/43-03/20/51) | | | | $ | 1,482,116 | | | | | | 0.4 | | |
1,482,116 (8) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $1,482,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,511,758, due 10/31/21-05/01/58) | | | | | 1,482,116 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,367,836) | | | | | 6,367,836 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||
| | | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | | 6,444,000 (9 | ) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $6,444,000) | | | | | 6,444,000 | | | | | | 1.4 | | | |
| | | | | | | Total Short-Term Investments (Cost $19,311,427) | | | | | 19,311,272 | | | | | | 4.2 | | |
| | | | | | | Total Investments in Securities (Cost $474,865,339) | | | | $ | 475,635,911 | | | | | | 102.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,740,914) | | | | | | (2.5) | | |
| | | | | | | Net Assets | | | | $ | 463,894,997 | | | | | | 100.0 | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 44.9% | |
| Asset-Backed Securities | | | 20.7% | |
| Commercial Mortgage-Backed Securities | | | 16.8% | |
| U.S. Treasury Obligations | | | 10.4% | |
| Collateralized Mortgage Obligations | | | 5.4% | |
| U.S. Government Agency Obligations | | | 0.1% | |
| Assets in Excess of Other Liabilities ,* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 208,249,257 | | | | | $ | — | | | | | $ | 208,249,257 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 25,014,969 | | | | | | — | | | | | | 25,014,969 | | |
Asset-Backed Securities | | | | | — | | | | | | 96,232,690 | | | | | | — | | | | | | 96,232,690 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 77,468,052 | | | | | | 535,365 | | | | | | 78,003,417 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 507,140 | | | | | | — | | | | | | 507,140 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 48,317,166 | | | | | | — | | | | | | 48,317,166 | | |
Short-Term Investments | | | | | 6,444,000 | | | | | | 12,867,272 | | | | | | — | �� | | | | | 19,311,272 | | |
Total Investments, at fair value | | | | $ | 6,444,000 | | | | | $ | 468,656,546 | | | | | $ | 535,365 | | | | | $ | 475,635,911 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 359,127 | | | | | | — | | | | | | — | | | | | | 359,127 | | |
Total Assets | | | | $ | 6,803,127 | | | | | $ | 468,656,546 | | | | | $ | 535,365 | | | | | $ | 475,995,038 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (90,314) | | | | | $ | — | | | | | $ | — | | | | | $ | (90,314) | | |
Total Liabilities | | | | $ | (90,314) | | | | | $ | — | | | | | $ | — | | | | | $ | (90,314) | | |
Voya Short Term Bond Fund | as of September 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | 628 | | | 12/31/21 | | | | $ | 138,194,344 | | | | | $ | (90,314) | | |
| | | | | | | | | | $ | 138,194,344 | | | | | $ | (90,314) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | (69) | | | 12/21/21 | | | | | (9,081,047) | | | | | | 126,001 | | |
U.S. Treasury 5-Year Note | | | (365) | | | 12/31/21 | | | | | (44,800,898) | | | | | | 233,126 | | |
| | | | | | | | | | $ | (53,881,945) | | | | | $ | 359,127 | | |
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* | | | | $ | 359,127 | | |
Total Asset Derivatives | | | | | | | $ | 359,127 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | $ | 90,314 | | |
Total Liability Derivatives | | | | | | | $ | 90,314 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (317,495) | | |
Total | | | | $ | (317,495) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 177,844 | | |
Total | | | | $ | 177,844 | | |
| Cost for federal income tax purposes was $474,956,702. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,020,556 | | |
| Gross Unrealized Depreciation | | | | | (1,072,533) | | |
| Net Unrealized Appreciation | | | | $ | 948,023 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 16.3% | | |||||||||||||||
| | | Basic Materials: 1.4% | | ||||||||||||
1,250,000 (1) | | | Alpek SAB de CV, 4.250%, 09/18/2029 | | | | $ | 1,341,437 | | | | | | 0.1 | | |
1,350,000 | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | | | 1,450,555 | | | | | | 0.1 | | |
1,500,000 (1) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 1,615,800 | | | | | | 0.1 | | |
425,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | | | 434,562 | | | | | | 0.0 | | |
350,000 (1)(2) | | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | | | 361,812 | | | | | | 0.0 | | |
625,000 (1)(2) | | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | | | 600,934 | | | | | | 0.0 | | |
450,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 478,294 | | | | | | 0.0 | | |
625,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 657,744 | | | | | | 0.0 | | |
610,000 (1)(2) | | | Diamond BC BV, 4.625%, 10/01/2029 | | | | | 619,922 | | | | | | 0.0 | | |
525,000 (1) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 530,906 | | | | | | 0.0 | | |
1,000,000 (1) | | | Equate Petrochemical BV, 2.625%, 04/28/2028 | | | | | 1,008,123 | | | | | | 0.1 | | |
1,250,000 (1) | | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 1,341,081 | | | | | | 0.1 | | |
400,000 (1) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 423,536 | | | | | | 0.0 | | |
145,000 (1)(2) | | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | | | 150,017 | | | | | | 0.0 | | |
1,450,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 1,504,375 | | | | | | 0.1 | | |
85,000 | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | | | 90,100 | | | | | | 0.0 | | |
275,000 (2) | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | | | 297,687 | | | | | | 0.0 | | |
750,000 (1) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | | 809,186 | | | | | | 0.1 | | |
575,000 (1)(2) | | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | | | 569,969 | | | | | | 0.0 | | |
560,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 618,136 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
600,000 (1) | | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | | $ | 606,750 | | | | | | 0.0 | | |
2,000,000 (1) | | | Inversiones CMPC SA, 3.850%, 01/13/2030 | | | | | 2,117,500 | | | | | | 0.1 | | |
400,000 | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | | | 441,900 | | | | | | 0.0 | | |
675,000 (1)(3) | | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750)%, 02/15/2026 | | | | | 689,070 | | | | | | 0.0 | | |
386,000 (1) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 428,630 | | | | | | 0.0 | | |
595,000 (1)(2) | | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | | | 622,519 | | | | | | 0.0 | | |
650,000 (1)(2) | | | Novelis Corp., 3.875%, 08/15/2031 | | | | | 643,695 | | | | | | 0.0 | | |
220,000 (1) | | | OCI NV, 4.625%, 10/15/2025 | | | | | 231,396 | | | | | | 0.0 | | |
500,000 (1) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 514,925 | | | | | | 0.0 | | |
325,000 (1) | | | OCP SA, 3.750%, 06/23/2031 | | | | | 324,824 | | | | | | 0.0 | | |
475,000 | | | Olin Corp., 5.125%, 09/15/2027 | | | | | 494,000 | | | | | | 0.0 | | |
650,000 | | | Olin Corp., 5.000%, 02/01/2030 | | | | | 688,188 | | | | | | 0.0 | | |
400,000 | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | | | 410,200 | | | | | | 0.0 | | |
775,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 807,056 | | | | | | 0.1 | | |
2,500,000 (1) | | | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | | | | | 2,603,058 | | | | | | 0.1 | | |
2,425,000 (1) | | | Sibur Securities DAC, 2.950%, 07/08/2025 | | | | | 2,477,239 | | | | | | 0.1 | | |
350,000 (2) | | | Southern Copper Corp., 5.875%, 04/23/2045 | | | | | 473,638 | | | | | | 0.0 | | |
200,000 (1) | | | SPCM SA, 3.125%, 03/15/2027 | | | | | 200,490 | | | | | | 0.0 | | |
400,000 (1) | | | SPCM SA, 3.375%, 03/15/2030 | | | | | 400,190 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,350,000 | | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | | $ | 1,498,163 | | | | | | 0.1 | | |
200,000 | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | | | 234,950 | | | | | | 0.0 | | |
700,000 (1) | | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | | | 710,500 | | | | | | 0.1 | | |
600,000 (1)(2) | | | Tronox, Inc., 4.625%, 03/15/2029 | | | | | 597,750 | | | | | | 0.0 | | |
115,000 (1)(2) | | | Unifrax Escrow Issuer Corp., 5.250%, 09/30/2028 | | | | | 116,581 | | | | | | 0.0 | | |
210,000 (1)(2) | | | Unifrax Escrow Issuer Corp., 7.500%, 09/30/2029 | | | | | 215,464 | | | | | | 0.0 | | |
2,600,000 (2) | | | Vale Overseas Ltd., 3.750%, 07/08/2030 | | | | | 2,696,720 | | | | | | 0.1 | | |
650,000 (1)(2) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 615,219 | | | | | | 0.0 | | |
| | | | | | | | 36,764,791 | | | | | | 1.4 | | |
| | | Communications: 1.7% | | ||||||||||||
500,000 (1)(2) | | | Acuris Finance US, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | | | 498,187 | | | | | | 0.0 | | |
600,000 (2) | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 577,086 | | | | | | 0.0 | | |
600,000 | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | | | 552,180 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Altice Financing SA, 5.750%, 08/15/2029 | | | | | 582,000 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 577,152 | | | | | | 0.0 | | |
800,000 (1) | | | Altice France SA/France, 5.500%, 10/15/2029 | | | | | 792,934 | | | | | | 0.0 | | |
575,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 619,419 | | | | | | 0.0 | | |
675,000 (1) | | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | | | 689,583 | | | | | | 0.0 | | |
1,265,000 | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 1,304,531 | | | | | | 0.1 | | |
1,275,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,329,264 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
625,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 653,219 | | | | | | 0.0 | | |
850,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | | | | | 843,094 | | | | | | 0.1 | | |
400,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | | | 416,500 | | | | | | 0.0 | | |
350,000 (1)(2) | | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | | | 368,844 | | | | | | 0.0 | | |
100,000 (1)(2) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 95,268 | | | | | | 0.0 | | |
859,000 (1)(2) | | | CommScope Technologies LLC, 6.000%, 06/15/2025 | | | | | 870,811 | | | | | | 0.1 | | |
325,000 (1)(2) | | | CommScope, Inc., 4.750%, 09/01/2029 | | | | | 325,000 | | | | | | 0.0 | | |
825,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 864,237 | | | | | | 0.1 | | |
600,000 (1)(2) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 569,568 | | | | | | 0.0 | | |
325,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 348,556 | | | | | | 0.0 | | |
600,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 610,893 | | | | | | 0.0 | | |
400,000 (1)(2) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 432,811 | | | | | | 0.0 | | |
550,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 363,687 | | | | | | 0.0 | | |
350,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 153,713 | | | | | | 0.0 | | |
875,000 (1)(2) | | | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | | | | | 914,375 | | | | | | 0.1 | | |
500,000 | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | | | 490,572 | | | | | | 0.0 | | |
525,000 (2) | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 557,466 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
700,000 | | | Embarq Corp., 7.995%, 06/01/2036 | | | | $ | 751,804 | | | | | | 0.0 | | |
150,000 (1)(2) | | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | | | 157,688 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | | | | | 633,147 | | | | | | 0.0 | | |
575,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 604,369 | | | | | | 0.0 | | |
575,000 | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | | | 654,509 | | | | | | 0.0 | | |
275,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 286,085 | | | | | | 0.0 | | |
875,000 (2) | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 936,250 | | | | | | 0.1 | | |
600,000 (1) | | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | | | 612,562 | | | | | | 0.0 | | |
200,000 (1)(2) | | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | | | 206,240 | | | | | | 0.0 | | |
800,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 849,000 | | | | | | 0.1 | | |
115,000 (1) | | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | | | 117,156 | | | | | | 0.0 | | |
270,000 (2) | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | | | 293,962 | | | | | | 0.0 | | |
655,000 (1) | | | Mav Acquisition Corp., 8.000%, 08/01/2029 | | | | | 626,733 | | | | | | 0.0 | | |
743,000 | | | Meredith Corp., 6.875%, 02/01/2026 | | | | | 768,076 | | | | | | 0.0 | | |
650,000 (1) | | | Midas OpCo Holdings LLC, 5.625%, 08/15/2029 | | | | | 673,400 | | | | | | 0.0 | | |
525,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 547,554 | | | | | | 0.0 | | |
175,000 (1)(2) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 206,281 | | | | | | 0.0 | | |
750,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 919,988 | | | | | | 0.1 | | |
800,000 (1)(4) | | | Network i2i Ltd., 3.975%, 12/31/2199 | | | | | 807,000 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,000,000 (1) | | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | | $ | 1,020,970 | | | | | | 0.1 | | |
875,000 (1)(2) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 893,445 | | | | | | 0.1 | | |
125,000 (1)(2) | | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | | | 125,593 | | | | | | 0.0 | | |
150,000 (1)(2) | | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | | | 147,694 | | | | | | 0.0 | | |
675,000 (1) | | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | | | 693,687 | | | | | | 0.0 | | |
775,000 (1)(2) | | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | | | 758,531 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 627,750 | | | | | | 0.0 | | |
625,000 (1) | | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | | | 653,813 | | | | | | 0.0 | | |
1,450,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 1,652,203 | | | | | | 0.1 | | |
450,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 545,839 | | | | | | 0.0 | | |
135,000 (2) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 138,186 | | | | | | 0.0 | | |
225,000 (1)(2) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 234,984 | | | | | | 0.0 | | |
625,000 (2) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 644,563 | | | | | | 0.0 | | |
175,000 | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | | | 196,656 | | | | | | 0.0 | | |
775,000 | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | | | 902,836 | | | | | | 0.1 | | |
300,000 (1) | | | Tencent Holdings Ltd., 2.880%, 04/22/2031 | | | | | 306,541 | | | | | | 0.0 | | |
300,000 (1) | | | Tencent Holdings Ltd., 3.680%, 04/22/2041 | | | | | 311,621 | | | | | | 0.0 | | |
2,000,000 | | | Tencent Holdings Ltd., 3.975%, 04/11/2029 | | | | | 2,194,736 | | | | | | 0.1 | | |
225,000 (1)(2) | | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | | | 228,938 | | | | | | 0.0 | | |
1,125,000 (1)(2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 1,223,438 | | | | | | 0.1 | | |
500,000 (1) | | | Urban One, Inc., 7.375%, 02/01/2028 | | | | | 536,755 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
475,000 (4) | | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | | $ | 544,621 | | | | | | 0.0 | | |
600,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 608,809 | | | | | | 0.0 | | |
140,000 (1) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 146,125 | | | | | | 0.0 | | |
325,000 (1)(2) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 342,703 | | | | | | 0.0 | | |
500,000 (1)(2) | | | Viavi Solutions, Inc., 3.750%, 10/01/2029 | | | | | 501,725 | | | | | | 0.0 | | |
1,100,000 (1)(2) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 1,137,642 | | | | | | 0.1 | | |
500,000 (1) | | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | | | 511,465 | | | | | | 0.0 | | |
200,000 (1) | | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | | | 212,486 | | | | | | 0.0 | | |
| | | | | | | | 45,097,109 | | | | | | 1.7 | | |
| | | Consumer, Cyclical: 2.4% | | ||||||||||||
575,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 569,969 | | | | | | 0.0 | | |
660,000 (1) | | | Academy Ltd., 6.000%, 11/15/2027 | | | | | 713,625 | | | | | | 0.0 | | |
710,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 742,429 | | | | | | 0.0 | | |
900,000 (1)(2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 922,518 | | | | | | 0.1 | | |
175,000 (1) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 189,219 | | | | | | 0.0 | | |
975,000 (1)(2) | | | Affinity Gaming, 6.875%, 12/15/2027 | | | | | 1,026,768 | | | | | | 0.1 | | |
800,000 (1)(2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 871,440 | | | | | | 0.1 | | |
277,306 | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | | | 270,681 | | | | | | 0.0 | | |
500,000 (1)(2) | | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | | | 451,175 | | | | | | 0.0 | | |
925,000 (1) | | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | | | 997,844 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
375,000 (2) | | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | | $ | 400,312 | | | | | | 0.0 | | |
400,000 | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 411,000 | | | | | | 0.0 | | |
290,000 | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 303,050 | | | | | | 0.0 | | |
150,000 (1)(3) | | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750)%, 04/01/2027 | | | | | 149,111 | | | | | | 0.0 | | |
550,000 (1) | | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | | | 567,875 | | | | | | 0.0 | | |
425,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 461,125 | | | | | | 0.0 | | |
420,000 (1) | | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | | | 434,175 | | | | | | 0.0 | | |
170,000 (1)(2) | | | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | | | | | 172,337 | | | | | | 0.0 | | |
580,000 (1) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 611,324 | | | | | | 0.0 | | |
850,000 (1)(2) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 862,622 | | | | | | 0.1 | | |
625,000 (1) | | | Carnival Corp., 7.625%, 03/01/2026 | | | | | 667,969 | | | | | | 0.0 | | |
650,000 (1) | | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | | | 684,937 | | | | | | 0.0 | | |
525,000 (1) | | | Century Communities, Inc., 3.875%, 08/15/2029 | | | | | 530,906 | | | | | | 0.0 | | |
600,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 644,475 | | | | | | 0.0 | | |
2,475,000 (1) | | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | | | 2,487,791 | | | | | | 0.1 | | |
674,782 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 752,799 | | | | | | 0.0 | | |
90,000 (2) | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | | | 106,077 | | | | | | 0.0 | | |
600,000 | | | Falabella SA, 3.750%, 10/30/2027 | | | | | 639,750 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
250,000 (1) | | | Foot Locker, Inc., 4.000%, 10/01/2029 | | | | $ | 250,937 | | | | | | 0.0 | | |
650,000 | | | Ford Motor Co., 9.000%, 04/22/2025 | | | | | 782,457 | | | | | | 0.1 | | |
1,000,000 | | | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | | | | | 1,003,250 | | | | | | 0.1 | | |
500,000 | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | | | 503,750 | | | | | | 0.0 | | |
750,000 | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | | | 796,312 | | | | | | 0.1 | | |
875,000 | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | | | 944,632 | | | | | | 0.1 | | |
875,000 | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | | | 978,906 | | | | | | 0.1 | | |
1,100,000 | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | | | 1,183,699 | | | | | | 0.1 | | |
650,000 (1) | | | Gap, Inc./The, 3.875%, 10/01/2031 | | | | | 650,812 | | | | | | 0.0 | | |
300,000 (1) | | | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | | | | | 297,179 | | | | | | 0.0 | | |
495,000 (1) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 522,980 | | | | | | 0.0 | | |
3,000,000 (1) | | | InRetail Consumer, 3.250%, 03/22/2028 | | | | | 3,011,250 | | | | | | 0.1 | | |
475,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 499,270 | | | | | | 0.0 | | |
725,000 (1) | | | Interface, Inc., 5.500%, 12/01/2028 | | | | | 763,722 | | | | | | 0.1 | | |
250,000 (1) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 257,187 | | | | | | 0.0 | | |
75,000 (1) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 79,723 | | | | | | 0.0 | | |
1,175,000 | | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | | | | 1,458,469 | | | | | | 0.1 | | |
615,000 (1) | | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | | | 615,563 | | | | | | 0.0 | | |
850,000 (1) | | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | | | 873,222 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
75,000 | | | LCM Investments Holdings LLC, 4.875%, 05/01/2029 | | | | $ | 76,500 | | | | | | 0.0 | | |
625,000 (1)(2) | | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | | | 646,887 | | | | | | 0.0 | | |
200,000 (1) | | | M/I Homes, Inc., 3.950%, 02/15/2030 | | | | | 200,827 | | | | | | 0.0 | | |
550,000 | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | | | 576,125 | | | | | | 0.0 | | |
305,000 (2) | | | Macy’s Retail Holdings LLC, 4.500%, 12/15/2034 | | | | | 300,367 | | | | | | 0.0 | | |
400,000 | | | Mattel, Inc., 5.450%, 11/01/2041 | | | | | 474,706 | | | | | | 0.0 | | |
525,000 | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | | | 585,375 | | | | | | 0.0 | | |
475,000 | | | Meritage Homes Corp., 6.000%, 06/01/2025 | | | | | 537,344 | | | | | | 0.0 | | |
975,000 (1) | | | Meritor, Inc., 4.500%, 12/15/2028 | | | | | 978,676 | | | | | | 0.1 | | |
130,000 (2) | | | MGM Resorts International, 5.500%, 04/15/2027 | | | | | 141,213 | | | | | | 0.0 | | |
300,000 | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 317,607 | | | | | | 0.0 | | |
625,000 (1) | | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | | | 637,500 | | | | | | 0.0 | | |
150,000 (1) | | | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | | | | | 151,125 | | | | | | 0.0 | | |
450,000 | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | | | 477,000 | | | | | | 0.0 | | |
165,000 | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | | | 172,704 | | | | | | 0.0 | | |
500,000 (1)(2) | | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | | | 494,825 | | | | | | 0.0 | | |
450,000 (1)(2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 464,063 | | | | | | 0.0 | | |
1,000,000 (1) | | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | | | 1,092,555 | | | | | | 0.1 | | |
568,000 (1)(2) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 601,308 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
925,000 (1)(2) | | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | | $ | 960,922 | | | | | | 0.1 | | |
310,000 (1)(2) | | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | | | 317,526 | | | | | | 0.0 | | |
145,000 (1) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 157,768 | | | | | | 0.0 | | |
500,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 540,000 | | | | | | 0.0 | | |
300,000 (1) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 318,750 | | | | | | 0.0 | | |
325,000 (1) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 352,360 | | | | | | 0.0 | | |
550,000 (1)(2) | | | Scotts Miracle-Gro Co/The, 4.375%, 02/01/2032 | | | | | 555,156 | | | | | | 0.0 | | |
625,000 (1) | | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | | | 643,534 | | | | | | 0.0 | | |
575,000 (1) | | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | | | 591,540 | | | | | | 0.0 | | |
725,000 | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | | | 754,649 | | | | | | 0.0 | | |
850,000 (1) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 893,563 | | | | | | 0.1 | | |
505,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 515,971 | | | | | | 0.0 | | |
625,000 (1)(2) | | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | | | 644,538 | | | | | | 0.0 | | |
950,000 (1)(2) | | | Staples, Inc., 10.750%, 04/15/2027 | | | | | 926,250 | | | | | | 0.1 | | |
200,000 (1)(2) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 203,420 | | | | | | 0.0 | | |
303,000 (1) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 307,822 | | | | | | 0.0 | | |
700,000 (1) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 735,000 | | | | | | 0.0 | | |
500,000 (1)(2) | | | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | | | | | 501,250 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
250,000 (1) | | | Tenneco, Inc., 7.875%, 01/15/2029 | | | | $ | 279,375 | | | | | | 0.0 | | |
525,000 | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | | | 571,594 | | | | | | 0.0 | | |
225,000 (1) | | | United Airlines, Inc., 4.375%, 04/15/2026 | | | | | 231,188 | | | | | | 0.0 | | |
500,000 (1) | | | United Airlines, Inc., 4.625%, 04/15/2029 | | | | | 517,350 | | | | | | 0.0 | | |
475,000 (2) | | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | | | 487,469 | | | | | | 0.0 | | |
850,000 (1)(2) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 893,520 | | | | | | 0.1 | | |
827,137 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 871,471 | | | | | | 0.1 | | |
700,000 (1) | | | Victoria’s Secret & Co., 4.625%, 07/15/2029 | | | | | 714,333 | | | | | | 0.0 | | |
875,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 848,164 | | | | | | 0.1 | | |
255,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 293,888 | | | | | | 0.0 | | |
150,000 (1)(2) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 148,207 | | | | | | 0.0 | | |
625,000 (1) | | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | | | 605,472 | | | | | | 0.0 | | |
600,000 (1)(2) | | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | | | 633,798 | | | | | | 0.0 | | |
300,000 (1)(3) | | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250)%, 03/15/2026 | | | | | 310,275 | | | | | | 0.0 | | |
550,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 570,845 | | | | | | 0.0 | | |
275,000 (1) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 286,829 | | | | | | 0.0 | | |
625,000 (1) | | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | | | 632,031 | | | | | | 0.0 | | |
475,000 (1) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 496,461 | | | | | | 0.0 | | |
| | | | | | | | 61,355,619 | | | | | | 2.4 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical: 1.9% | | ||||||||||||
750,000 (1)(2) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | $ | 789,349 | | | | | | 0.0 | | |
500,000 (1)(2) | | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | | | 502,675 | | | | | | 0.0 | | |
875,000 (1) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 921,113 | | | | | | 0.1 | | |
805,000 (1) | | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | | | 801,088 | | | | | | 0.0 | | |
525,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 524,593 | | | | | | 0.0 | | |
275,000 (1)(2) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 296,656 | | | | | | 0.0 | | |
675,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 719,719 | | | | | | 0.0 | | |
300,000 (1)(2) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | | | 296,436 | | | | | | 0.0 | | |
400,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 423,412 | | | | | | 0.0 | | |
750,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 816,919 | | | | | | 0.0 | | |
825,000 (1) | | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | | | 848,719 | | | | | | 0.1 | | |
125,000 (1) | | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | | | 128,980 | | | | | | 0.0 | | |
750,000 (1)(2) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 779,062 | | | | | | 0.0 | | |
1,500,000 (1) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 1,599,675 | | | | | | 0.1 | | |
225,000 (1)(2) | | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | | | 233,437 | | | | | | 0.0 | | |
1,040,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 971,381 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
450,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | $ | 461,736 | | | | | | 0.0 | | |
515,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 535,600 | | | | | | 0.0 | | |
350,000 | | | Centene Corp., 2.500%, 03/01/2031 | | | | | 345,625 | | | | | | 0.0 | | |
300,000 (2) | | | Centene Corp., 2.625%, 08/01/2031 | | | | | 298,347 | | | | | | 0.0 | | |
975,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 1,063,774 | | | | | | 0.1 | | |
600,000 (1) | | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | | | 622,392 | | | | | | 0.0 | | |
225,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | | | 232,594 | | | | | | 0.0 | | |
750,000 (1)(2) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 781,312 | | | | | | 0.0 | | |
250,000 (1)(2) | | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | | | 251,875 | | | | | | 0.0 | | |
325,000 (1)(2) | | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | | | 340,723 | | | | | | 0.0 | | |
800,000 (1)(2) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 838,000 | | | | | | 0.1 | | |
825,000 (1)(2) | | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | | | 828,081 | | | | | | 0.1 | | |
835,000 (1) | | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | | | 830,825 | | | | | | 0.1 | | |
650,000 (1) | | | CPI Acquisition, Inc., 8.625%, 03/15/2026 | | | | | 706,062 | | | | | | 0.0 | | |
275,000 (1)(2) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 268,125 | | | | | | 0.0 | | |
275,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 283,212 | | | | | | 0.0 | | |
1,325,000 (1) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | | 1,419,498 | | | | | | 0.1 | | |
1,050,000 | | | DP World Crescent Ltd., 3.875%, 07/18/2029 | | | | | 1,136,489 | | | | | | 0.1 | | |
145,000 | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | | | 152,583 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
329,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | $ | 235,821 | | | | | | 0.0 | | |
140,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 140,505 | | | | | | 0.0 | | |
575,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 602,013 | | | | | | 0.0 | | |
1,425,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 1,594,219 | | | | | | 0.1 | | |
325,000 | | | HCA, Inc., 5.625%, 09/01/2028 | | | | | 387,059 | | | | | | 0.0 | | |
1,225,000 (1) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 1,327,080 | | | | | | 0.1 | | |
625,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 673,544 | | | | | | 0.0 | | |
400,000 (1) | | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | | | 415,020 | | | | | | 0.0 | | |
850,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 922,258 | | | | | | 0.1 | | |
440,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 3.750%, 12/01/2031 | | | | | 458,383 | | | | | | 0.0 | | |
550,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 612,408 | | | | | | 0.0 | | |
599,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 650,214 | | | | | | 0.0 | | |
300,000 | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | | | 341,957 | | | | | | 0.0 | | |
1,175,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 1,446,376 | | | | | | 0.1 | | |
325,000 | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 429,586 | | | | | | 0.0 | | |
545,000 (1)(2) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 544,319 | | | | | | 0.0 | | |
235,000 (1) | | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | | | 228,957 | | | | | | 0.0 | | |
555,000 (1) | | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | | | 523,637 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,500,000 (1)(2) | | | Natura Cosmeticos SA, 4.125%, 05/03/2028 | | | | $ | 1,520,250 | | | | | | 0.1 | | |
700,000 (1) | | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | | | 726,915 | | | | | | 0.0 | | |
400,000 | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | | | 466,786 | | | | | | 0.0 | | |
100,000 (1)(2) | | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | | | 97,405 | | | | | | 0.0 | | |
550,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 579,766 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | | | 630,960 | | | | | | 0.0 | | |
480,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 489,634 | | | | | | 0.0 | | |
175,000 (1) | | | Pilgrim’s Pride Corp., 3.500%, 03/01/2032 | | | | | 178,172 | | | | | | 0.0 | | |
300,000 (1) | | | Pilgrim’s Pride Corp., 4.250%, 04/15/2031 | | | | | 322,725 | | | | | | 0.0 | | |
675,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 718,538 | | | | | | 0.0 | | |
225,000 (1)(2) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 227,021 | | | | | | 0.0 | | |
1,000,000 (1)(2) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,051,850 | | | | | | 0.1 | | |
625,000 (1) | | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | | | 624,128 | | | | | | 0.0 | | |
895,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 942,301 | | | | | | 0.1 | | |
625,000 (1)(2) | | | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | | | 630,497 | | | | | | 0.0 | | |
250,000 (1)(2) | | | Spectrum Brands, Inc., 3.875%, 03/15/2031 | | | | | 252,914 | | | | | | 0.0 | | |
325,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 360,344 | | | | | | 0.0 | | |
150,000 (1)(2) | | | Square, Inc., 2.750%, 06/01/2026 | | | | | 152,243 | | | | | | 0.0 | | |
380,000 (1)(2) | | | Square, Inc., 3.500%, 06/01/2031 | | | | | 390,252 | | | | | | 0.0 | | |
350,000 (1) | | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | | | 355,688 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
725,000 (1)(2) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | $ | 762,526 | | | | | | 0.0 | | |
1,175,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 1,268,119 | | | | | | 0.1 | | |
820,000 (1) | | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | | | 834,350 | | | | | | 0.1 | | |
675,000 (1) | | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | | | 731,531 | | | | | | 0.0 | | |
200,000 | | | United Rentals North America, Inc., 3.750%, 01/15/2032 | | | | | 202,500 | | | | | | 0.0 | | |
525,000 | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | | | 555,723 | | | | | | 0.0 | | |
200,000 | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | | | 219,250 | | | | | | 0.0 | | |
525,000 (1) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 549,987 | | | | | | 0.0 | | |
| | | | | | | | 49,425,798 | | | | | | 1.9 | | |
| | | Energy: 3.8% | | ||||||||||||
950,000 (1) | | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | | | 1,027,187 | | | | | | 0.1 | | |
350,000 (1) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | | | 360,937 | | | | | | 0.0 | | |
525,000 (1) | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | | | 543,007 | | | | | | 0.0 | | |
550,000 (1) | | | Antero Resources Corp., 5.375%, 03/01/2030 | | | | | 579,920 | | | | | | 0.0 | | |
150,000 (1)(2) | | | Antero Resources Corp., 7.625%, 02/01/2029 | | | | | 167,887 | | | | | | 0.0 | | |
700,000 | | | Apache Corp., 4.375%, 10/15/2028 | | | | | 757,750 | | | | | | 0.0 | | |
350,000 | | | Apache Corp., 5.100%, 09/01/2040 | | | | | 392,430 | | | | | | 0.0 | | |
375,000 (1)(2) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 388,346 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
250,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | $ | 263,227 | | | | | | 0.0 | | |
600,000 (1) | | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | | | 620,850 | | | | | | 0.0 | | |
600,000 (1) | | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | | | 604,305 | | | | | | 0.0 | | |
675,000 (1) | | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | | | 698,024 | | | | | | 0.0 | | |
650,000 (1) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 681,421 | | | | | | 0.0 | | |
250,000 (1)(2) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | | | 270,625 | | | | | | 0.0 | | |
825,000 | | | Cenovus Energy, Inc., 5.250%, 06/15/2037 | | | | | 984,949 | | | | | | 0.1 | | |
280,000 (1)(2) | | | CNX Midstream Partners L.P., 4.750%, 04/15/2030 | | | | | 284,683 | | | | | | 0.0 | | |
900,000 (1) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 959,355 | | | | | | 0.1 | | |
250,000 | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | | | 280,312 | | | | | | 0.0 | | |
175,000 (1)(2) | | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | | | 211,750 | | | | | | 0.0 | | |
175,000 (2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | | | 178,937 | | | | | | 0.0 | | |
775,000 (1)(2) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | | | 811,985 | | | | | | 0.0 | | |
340,000 | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | | | 383,244 | | | | | | 0.0 | | |
190,000 | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | | | 210,188 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
50,000 | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | | $ | 58,490 | | | | | | 0.0 | | |
650,000 | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | | | 740,188 | | | | | | 0.0 | | |
600,000 | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 616,275 | | | | | | 0.0 | | |
300,000 (1)(2) | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | | | 320,058 | | | | | | 0.0 | | |
162,000 (1) | | | Devon Energy Corp., 4.500%, 01/15/2030 | | | | | 176,640 | | | | | | 0.0 | | |
275,000 (1) | | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | | | 279,210 | | | | | | 0.0 | | |
425,000 (1) | | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | | | 438,281 | | | | | | 0.0 | | |
1,800,000 (2) | | | Ecopetrol SA, 5.375%, 06/26/2026 | | | | | 1,958,580 | | | | | | 0.1 | | |
2,500,000 | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | | | 2,929,375 | | | | | | 0.1 | | |
500,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 525,265 | | | | | | 0.0 | | |
1,200,000 | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | | 1,341,873 | | | | | | 0.1 | | |
340,000 (1) | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | | 380,197 | | | | | | 0.0 | | |
625,000 (1)(2) | | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | | | 639,859 | | | | | | 0.0 | | |
5,725,000 (4) | | | Energy Transfer L.P., 7.125%, 12/31/2199 | | | | | 6,018,406 | | | | | | 0.2 | | |
1,075,000 | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 1,138,667 | | | | | | 0.1 | | |
700,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 724,938 | | | | | | 0.0 | | |
285,000 | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | | | 313,463 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
355,000 (1)(2) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | $ | 389,595 | | | | | | 0.0 | | |
75,000 (1)(2) | | | EQT Corp., 3.125%, 05/15/2026 | | | | | 76,978 | | | | | | 0.0 | | |
75,000 (1)(2) | | | EQT Corp., 3.625%, 05/15/2031 | | | | | 78,244 | | | | | | 0.0 | | |
100,000 | | | EQT Corp., 5.000%, 01/15/2029 | | | | | 112,720 | | | | | | 0.0 | | |
3,600,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | | | 3,994,909 | | | | | | 0.2 | | |
750,000 | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | | | 830,288 | | | | | | 0.0 | | |
2,700,000 (1) | | | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | | | | | 2,692,724 | | | | | | 0.1 | | |
2,300,000 (1)(4) | | | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | | | | | 2,400,784 | | | | | | 0.1 | | |
400,000 (1) | | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | | | 405,000 | | | | | | 0.0 | | |
375,000 (1)(2) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 392,175 | | | | | | 0.0 | | |
250,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | | | 257,188 | | | | | | 0.0 | | |
450,000 (1)(2) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | | | 463,185 | | | | | | 0.0 | | |
800,000 (1) | | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | | | 825,008 | | | | | | 0.0 | | |
2,625,000 | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | | | 2,940,630 | | | | | | 0.1 | | |
2,550,000 | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 3,015,171 | | | | | | 0.1 | | |
300,000 (1) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 354,726 | | | | | | 0.0 | | |
425,000 (1)(2) | | | Laredo Petroleum, Inc., 7.750%, 07/31/2029 | | | | | 426,594 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,150,000 (1) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | $ | 1,067,562 | | | | | | 0.1 | | |
425,000 | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | | | 442,850 | | | | | | 0.0 | | |
500,000 | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | | | 529,375 | | | | | | 0.0 | | |
475,000 (1) | | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | | | 450,856 | | | | | | 0.0 | | |
255,000 | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | | | 249,685 | | | | | | 0.0 | | |
625,000 (1)(2) | | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | | | 655,703 | | | | | | 0.0 | | |
1,580,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 1,515,655 | | | | | | 0.1 | | |
1,005,000 | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | | | 1,114,294 | | | | | | 0.1 | | |
1,300,000 (2) | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | | | 1,603,875 | | | | | | 0.1 | | |
575,000 | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | | | 721,211 | | | | | | 0.0 | | |
1,000,000 (1) | | | Oleoducto Central SA, 4.000%, 07/14/2027 | | | | | 1,031,250 | | | | | | 0.1 | | |
925,000 | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | | | 1,046,406 | | | | | | 0.1 | | |
325,000 | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | | | 447,961 | | | | | | 0.0 | | |
2,100,000 (1) | | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | | | 2,005,498 | | | | | | 0.1 | | |
1,375,000 (1) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | | 1,408,653 | | | | | | 0.1 | | |
750,000 (1) | | | Pertamina Persero PT, 3.100%, 08/27/2030 | | | | | 767,404 | | | | | | 0.0 | | |
4,125,000 | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | | | 4,482,844 | | | | | | 0.2 | | |
1,000,000 | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 1,031,250 | | | | | | 0.1 | | |
7,450,000 (2) | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 7,231,901 | | | | | | 0.3 | | |
575,000 | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | | | 591,914 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,000,000 (1) | | | Petroleos Mexicanos, 6.875%, 10/16/2025 | | | | $ | 1,096,250 | | | | | | 0.1 | | |
1,000,000 (1) | | | Petronas Capital Ltd., 2.480%, 01/28/2032 | | | | | 996,131 | | | | | | 0.1 | | |
2,000,000 | | | Petronas Capital Ltd., 3.500%, 04/21/2030 | | | | | 2,168,129 | | | | | | 0.1 | | |
525,000 (1) | | | Precision Drilling Corp., 6.875%, 01/15/2029 | | | | | 549,150 | | | | | | 0.0 | | |
2,000,000 (1) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 2,073,076 | | | | | | 0.1 | | |
975,000 (1) | | | Qatar Petroleum, 3.125%, 07/12/2041 | | | | | 976,394 | | | | | | 0.1 | | |
585,000 (1) | | | Rockcliff Energy II LLC, 5.500%, 10/15/2029 | | | | | 594,506 | | | | | | 0.0 | | |
2,200,000 (1) | | | SA Global Sukuk Ltd., 2.694%, 06/17/2031 | | | | | 2,222,917 | | | | | | 0.1 | | |
750,000 (1) | | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | | | 716,824 | | | | | | 0.0 | | |
825,000 (1) | | | Southwestern Energy Co., 5.375%, 02/01/2029 | | | | | 883,625 | | | | | | 0.0 | | |
175,000 (2) | | | Southwestern Energy Co., 5.375%, 03/15/2030 | | | | | 189,083 | | | | | | 0.0 | | |
642,000 (1) | | | Strathcona Resources Ltd., 6.875%, 08/01/2026 | | | | | 637,073 | | | | | | 0.0 | | |
625,000 (1) | | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | | | 623,438 | | | | | | 0.0 | | |
135,000 | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | | | 137,095 | | | | | | 0.0 | | |
425,000 | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | | | 443,063 | | | | | | 0.0 | | |
350,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 358,955 | | | | | | 0.0 | | |
390,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 422,663 | | | | | | 0.0 | | |
850,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 918,000 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
950,000 (1) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | $ | 965,067 | | | | | | 0.1 | | |
525,000 (1) | | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | | | 523,191 | | | | | | 0.0 | | |
825,000 (1) | | | Transocean, Inc., 7.500%, 01/15/2026 | | | | | 669,892 | | | | | | 0.0 | | |
350,000 (1) | | | Venture Global Calcasieu Pass LLC, 3.875%, 08/15/2029 | | | | | 360,955 | | | | | | 0.0 | | |
490,000 (1) | | | Venture Global Calcasieu Pass LLC, 4.125%, 08/15/2031 | | | | | 511,438 | | | | | | 0.0 | | |
625,000 (1) | | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | | | 675,394 | | | | | | 0.0 | | |
325,000 (1) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 339,503 | | | | | | 0.0 | | |
975,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 1,121,806 | | | | | | 0.1 | | |
| | | | | | | | 99,486,768 | | | | | | 3.8 | | |
| | | Financial: 1.8% | | ||||||||||||
1,950,000 (1) | | | Akbank TAS, 6.800%, 02/06/2026 | | | | | 2,036,170 | | | | | | 0.1 | | |
500,000 | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 571,997 | | | | | | 0.0 | | |
600,000 (1)(2) | | | AmWINS Group, Inc., 4.875%, 06/30/2029 | | | | | 609,180 | | | | | | 0.0 | | |
625,000 (1) | | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | | | 644,697 | | | | | | 0.0 | | |
475,000 (1) | | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | | | 478,641 | | | | | | 0.0 | | |
1,600,000 (1) | | | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | | | | | 1,622,800 | | | | | | 0.1 | | |
1,550,000 | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | | | 1,689,500 | | | | | | 0.1 | | |
2,275,000 (1)(4) | | | Banco de Credito del Peru, 3.125%, 07/01/2030 | | | | | 2,255,094 | | | | | | 0.1 | | |
1,475,000 (1)(4) | | | Banco de Credito del Peru, 3.250%, 09/30/2031 | | | | | 1,445,883 | | | | | | 0.1 | | |
1,550,000 (1) | | | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | | | | 1,590,300 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,500,000 | | | Bancolombia SA, 3.000%, 01/29/2025 | | | | $ | 1,515,015 | | | | | | 0.1 | | |
3,325,000 (1)(4) | | | Bangkok Bank PCL/ Hong Kong, 5.000%, 12/31/2199 | | | | | 3,462,156 | | | | | | 0.2 | | |
750,000 (1) | | | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | | | | | 755,025 | | | | | | 0.0 | | |
550,000 (1) | | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | | | 548,683 | | | | | | 0.0 | | |
2,250,000 (1) | | | Credit Bank of Moscow Via CBOM Finance PLC, 3.875%, 09/21/2026 | | | | | 2,225,806 | | | | | | 0.1 | | |
875,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 950,469 | | | | | | 0.1 | | |
1,000,000 (1) | | | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | | | | | 1,007,230 | | | | | | 0.1 | | |
255,000 (1) | | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | | | 248,306 | | | | | | 0.0 | | |
375,000 (1)(2) | | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | | | 382,537 | | | | | | 0.0 | | |
527,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 538,344 | | | | | | 0.0 | | |
200,000 (1) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 208,710 | | | | | | 0.0 | | |
310,000 (1)(2) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 329,369 | | | | | | 0.0 | | |
255,000 (1)(2) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 273,806 | | | | | | 0.0 | | |
1,500,000 (1) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | | 1,518,750 | | | | | | 0.1 | | |
1,050,000 (1)(2)(4) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 1,109,845 | | | | | | 0.1 | | |
625,000 (1) | | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | | | 621,375 | | | | | | 0.0 | | |
300,000 (1)(2) | | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | | | 308,520 | | | | | | 0.0 | | |
150,000 (1) | | | LPL Holdings, Inc., 4.375%, 05/15/2031 | | | | | 156,809 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
515,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | $ | 534,956 | | | | | | 0.0 | | |
150,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | | | 159,937 | | | | | | 0.0 | | |
215,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 231,931 | | | | | | 0.0 | | |
575,000 | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | | | 626,031 | | | | | | 0.0 | | |
200,000 (1) | | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | | | 198,353 | | | | | | 0.0 | | |
515,000 (1) | | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | | | 538,649 | | | | | | 0.0 | | |
550,000 (1)(4) | | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | | | 558,250 | | | | | | 0.0 | | |
290,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | | | 296,162 | | | | | | 0.0 | | |
675,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | | | 712,125 | | | | | | 0.0 | | |
625,000 (1) | | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | | | 627,188 | | | | | | 0.0 | | |
825,000 | | | Navient Corp., 4.875%, 03/15/2028 | | | | | 832,739 | | | | | | 0.0 | | |
410,000 | | | Navient Corp., 5.000%, 03/15/2027 | | | | | 422,813 | | | | | | 0.0 | | |
275,000 | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 300,237 | | | | | | 0.0 | | |
1,100,000 (1)(4) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 1,138,438 | | | | | | 0.1 | | |
150,000 | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | | | 149,438 | | | | | | 0.0 | | |
1,050,000 (2) | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 1,139,355 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
700,000 (1)(2) | | | PRA Group, Inc., 5.000%, 10/01/2029 | | | | $ | 701,750 | | | | | | 0.0 | | |
800,000 (1) | | | Rocket Mortgage LLC, 5.250%, 01/15/2028 | | | | | 863,000 | | | | | | 0.1 | | |
800,000 (1)(2) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | | | 830,904 | | | | | | 0.0 | | |
600,000 (1) | | | Rocket Mortgage LLC, 2.875%, 10/15/2026 | | | | | 587,070 | | | | | | 0.0 | | |
850,000 | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 881,875 | | | | | | 0.1 | | |
490,000 | | | Service Properties Trust, 4.375%, 02/15/2030 | | | | | 466,468 | | | | | | 0.0 | | |
500,000 (1)(4) | | | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | | | | | 496,895 | | | | | | 0.0 | | |
500,000 (1) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 494,055 | | | | | | 0.0 | | |
750,000 (1) | | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | | | 764,622 | | | | | | 0.0 | | |
325,000 (1) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | | | | | 322,969 | | | | | | 0.0 | | |
650,000 (1)(2) | | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | | | 664,625 | | | | | | 0.0 | | |
500,000 (1)(2) | | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | | | 515,000 | | | | | | 0.0 | | |
500,000 (1)(2) | | | XHR L.P., 4.875%, 06/01/2029 | | | | | 514,170 | | | | | | 0.0 | | |
200,000 (1)(4) | | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | | | 206,301 | | | | | | 0.0 | | |
| | | | | | | | 45,881,323 | | | | | | 1.8 | | |
| | | Industrial: 1.3% | | ||||||||||||
1,025,000 (1)(3) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | | | | | 1,090,190 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
775,000 (1) | | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | | $ | 808,906 | | | | | | 0.1 | | |
200,000 (1) | | | Builders FirstSource, Inc., 4.250%, 02/01/2032 | | | | | 204,750 | | | | | | 0.0 | | |
475,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 506,768 | | | | | | 0.0 | | |
650,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 672,912 | | | | | | 0.0 | | |
1,025,000 (1) | | | Cascades, Inc./ Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 1,078,833 | | | | | | 0.1 | | |
575,000 (1)(2)(4) | | | Cemex SAB de CV, 5.125%, 12/31/2199 | | | | | 586,362 | | | | | | 0.0 | | |
1,275,000 (1) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 1,371,007 | | | | | | 0.1 | | |
430,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 450,642 | | | | | | 0.0 | | |
300,000 (1) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 311,625 | | | | | | 0.0 | | |
225,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 247,119 | | | | | | 0.0 | | |
600,000 | | | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | | | | | 600,000 | | | | | | 0.0 | | |
395,000 (1)(2) | | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | | | 396,531 | | | | | | 0.0 | | |
500,000 (1)(2) | | | Empresa de Transporte de Pasajeros Metro SA, 3.693%, 09/13/2061 | | | | | 489,375 | | | | | | 0.0 | | |
775,000 (1) | | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | | | 781,231 | | | | | | 0.1 | | |
600,000 (1)(2) | | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | | | 596,250 | | | | | | 0.0 | | |
175,000 (1)(2) | | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | | | 180,687 | | | | | | 0.0 | | |
165,000 (1) | | | GFL Environmental, Inc., 4.375%, 08/15/2029 | | | | | 166,856 | | | | | | 0.0 | | |
425,000 (1) | | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | | | 435,264 | | | | | | 0.0 | | |
625,000 (1) | | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | | | 642,187 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
775,000 (1) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | $ | 823,902 | | | | | | 0.1 | | |
600,000 (1)(2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 657,756 | | | | | | 0.0 | | |
775,000 (1) | | | Imola Merger Corp., 4.750%, 05/15/2029 | | | | | 802,721 | | | | | | 0.1 | | |
2,775,000 (1) | | | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | | | | | 2,801,802 | | | | | | 0.1 | | |
325,000 (1)(3) | | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | | | | | 343,320 | | | | | | 0.0 | | |
725,000 (1) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 760,888 | | | | | | 0.0 | | |
1,550,000 (1) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 1,735,303 | | | | | | 0.1 | | |
725,000 (1) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 742,277 | | | | | | 0.0 | | |
175,000 (1) | | | LSB Industries, Inc., 6.250%, 10/15/2028 | | | | | 176,750 | | | | | | 0.0 | | |
1,080,000 | | | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | | | | | 1,080,000 | | | | | | 0.0 | | |
375,000 (1)(2) | | | Madison IAQ LLC, 5.875%, 06/30/2029 | | | | | 378,302 | | | | | | 0.0 | | |
555,000 | | | Mozart Debt Merger Sub Inc., 3.875%, 04/01/2029 | | | | | 555,000 | | | | | | 0.0 | | |
600,000 | | | Mozart Debt Merger Sub Inc., 5.250%, 10/01/2029 | | | | | 600,000 | | | | | | 0.0 | | |
800,000 (1) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 871,272 | | | | | | 0.1 | | |
1,005,000 (1)(2) | | | PGT Innovations, Inc., 4.375%, 10/01/2029 | | | | | 1,013,799 | | | | | | 0.1 | | |
955,000 (1) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 973,503 | | | | | | 0.1 | | |
400,000 (1) | | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | | | | | 410,500 | | | | | | 0.0 | | |
600,000 (1) | | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | | | 663,750 | | | | | | 0.0 | | |
590,000 | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 606,963 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
367,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | $ | 398,195 | | | | | | 0.0 | | |
725,000 (1) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 690,889 | | | | | | 0.0 | | |
675,000 (1)(2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 729,000 | | | | | | 0.0 | | |
1,475,000 (1) | | | Summit Digitel Infrastructure Pvt Ltd., 2.875%, 08/12/2031 | | | | | 1,418,976 | | | | | | 0.1 | | |
475,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 499,344 | | | | | | 0.0 | | |
490,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 514,777 | | | | | | 0.0 | | |
394,000 (1)(2) | | | TK Elevator Holdco GmbH, 7.625%, 07/15/2028 | | | | | 421,580 | | | | | | 0.0 | | |
425,000 (2) | | | TransDigm, Inc., 4.625%, 01/15/2029 | | | | | 425,000 | | | | | | 0.0 | | |
500,000 | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | | | 514,405 | | | | | | 0.0 | | |
575,000 | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | | | 593,923 | | | | | | 0.0 | | |
575,000 (1)(2) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 598,719 | | | | | | 0.0 | | |
| | | | | | | | 34,420,111 | | | | | | 1.3 | | |
| | | Technology: 0.3% | | ||||||||||||
925,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 941,187 | | | | | | 0.1 | | |
625,000 (1) | | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | | | 630,547 | | | | | | 0.0 | | |
550,000 (1) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 564,503 | | | | | | 0.0 | | |
150,000 (1)(2) | | | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | | | | | 153,938 | | | | | | 0.0 | | |
575,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 604,055 | | | | | | 0.0 | | |
505,000 (1) | | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | | | | | 525,326 | | | | | | 0.0 | | |
550,000 | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | | | 565,419 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
590,000 (1)(2) | | | NCR Corp., 5.125%, 04/15/2029 | | | | $ | 609,175 | | | | | | 0.0 | | |
175,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 178,719 | | | | | | 0.0 | | |
575,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 591,531 | | | | | | 0.0 | | |
600,000 (1)(2) | | | Playtika Holding Corp., 4.250%, 03/15/2029 | | | | | 602,664 | | | | | | 0.0 | | |
665,000 (1)(2) | | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | | | 654,367 | | | | | | 0.0 | | |
790,000 (1)(2) | | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | | | 783,190 | | | | | | 0.1 | | |
810,000 (1)(2) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 843,413 | | | | | | 0.1 | | |
235,000 (1)(2) | | | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.875%, 02/01/2029 | | | | | 234,127 | | | | | | 0.0 | | |
| | | | | | | | 8,482,161 | | | | | | 0.3 | | |
| | | Utilities: 1.7% | | ||||||||||||
1,325,000 (1) | | | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | | | | 1,367,731 | | | | | | 0.1 | | |
1,625,000 (1)(2) | | | Alfa Desarrollo SpA, 4.550%, 09/27/2051 | | | | | 1,587,219 | | | | | | 0.1 | | |
85,000 (1) | | | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | | | | | 84,894 | | | | | | 0.0 | | |
600,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 635,910 | | | | | | 0.0 | | |
1,850,000 (1)(2) | | | Colbun SA, 3.150%, 03/06/2030 | | | | | 1,906,175 | | | | | | 0.1 | | |
5,670,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 6,088,446 | | | | | | 0.3 | | |
600,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 620,250 | | | | | | 0.0 | | |
3,935,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 4,215,369 | | | | | | 0.2 | | |
3,175,000 | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | | | 3,308,826 | | | | | | 0.1 | | |
500,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 561,687 | | | | | | 0.0 | | |
2,500,000 | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 2,611,750 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
575,000 (1) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | $ | 600,702 | | | | | | 0.0 | | |
800,000 (1) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 800,376 | | | | | | 0.0 | | |
2,875,000 (4) | | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | | | 3,375,652 | | | | | | 0.1 | | |
245,000 (1) | | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | | | 242,104 | | | | | | 0.0 | | |
390,000 | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | | | 404,508 | | | | | | 0.0 | | |
2,325,000 (1) | | | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | | | | 2,464,384 | | | | | | 0.1 | | |
2,950,000 | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 3,433,063 | | | | | | 0.1 | | |
300,000 (1) | | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | | | 302,021 | | | | | | 0.0 | | |
3,704,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 4,036,094 | | | | | | 0.2 | | |
3,625,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 3,840,941 | | | | | | 0.2 | | |
400,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 411,480 | | | | | | 0.0 | | |
450,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 466,340 | | | | | | 0.0 | | |
| | | | | | | | 43,365,922 | | | | | | 1.7 | | |
| | | Total Corporate Bonds/ Notes (Cost $407,616,666) | | | | | 424,279,602 | | | | | | 16.3 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 21.8% | | |||||||||||||||
256,168 (4) | | | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.165%, 05/25/2036 | | | | | 251,101 | | | | | | 0.0 | | |
472,813 (1)(4) | | | Agate Bay Mortgage Trust 2014-1 B4, 3.821%, 07/25/2044 | | | | | 474,045 | | | | | | 0.0 | | |
2,214,756 (1)(4) | | | Agate Bay Mortgage Trust 2014-2 B2, 3.869%, 09/25/2044 | | | | | 2,222,388 | | | | | | 0.1 | | |
908,533 (1)(4) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.869%, 09/25/2044 | | | | | 910,052 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,584,931 (1)(4) | | | Agate Bay Mortgage Trust 2015-2 B3, 3.661%, 03/25/2045 | | | | $ | 1,594,088 | | | | | | 0.1 | | |
659,492 (1)(4) | | | Agate Bay Mortgage Trust 2015-4 B3, 3.543%, 06/25/2045 | | | | | 669,883 | | | | | | 0.0 | | |
1,995,152 (1)(4) | | | Agate Bay Mortgage Trust 2016-1 B3, 3.697%, 12/25/2045 | | | | | 2,007,088 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | Agate Bay Mortgage Trust 2016-1 B4, 3.697%, 12/25/2045 | | | | | 995,622 | | | | | | 0.0 | | |
1,137,085 (1)(4) | | | Agate Bay Mortgage Trust 2016-2 B4, 3.779%, 03/25/2046 | | | | | 1,152,881 | | | | | | 0.1 | | |
541,757 | | | Alternative Loan Trust 2004-J7 MI, 1.106%, (US0001M + 1.020%), 10/25/2034 | | | | | 538,025 | | | | | | 0.0 | | |
413,677 | | | Alternative Loan Trust 2005-10CB 1A2, 0.536%, (US0001M + 0.450%), 05/25/2035 | | | | | 353,443 | | | | | | 0.0 | | |
412,467 | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 397,212 | | | | | | 0.0 | | |
45,127 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 43,677 | | | | | | 0.0 | | |
228,835 | | | Alternative Loan Trust 2005-J2 1A12, 0.486%, (US0001M + 0.400%), 04/25/2035 | | | | | 192,731 | | | | | | 0.0 | | |
32,448 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 21,447 | | | | | | 0.0 | | |
541,290 | | | Alternative Loan Trust 2006-18CB A10, 0.486%, (US0001M + 0.400%), 07/25/2036 | | | | | 259,872 | | | | | | 0.0 | | |
130,590 | | | Alternative Loan Trust 2006-19CB A12, 0.486%, (US0001M + 0.400%), 08/25/2036 | | | | | 67,430 | | | | | | 0.0 | | |
553,019 | | | Alternative Loan Trust 2006-19CB A28, 0.686%, (US0001M + 0.600%), 08/25/2036 | | | | | 292,379 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
917,217 | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | | $ | 710,793 | | | | | | 0.0 | | |
334,685 | | | Alternative Loan Trust 2006-HY11 A1, 0.326%, (US0001M + 0.120%), 06/25/2036 | | | | | 332,379 | | | | | | 0.0 | | |
984,000 | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | | | 794,665 | | | | | | 0.0 | | |
139,741 | | | Alternative Loan Trust 2007-2CB 2A1, 0.686%, (US0001M + 0.600%), 03/25/2037 | | | | | 67,482 | | | | | | 0.0 | | |
234,189 | | | Alternative Loan Trust 2007-HY8C A1, 0.246%, (US0001M + 0.160%), 09/25/2047 | | | | | 229,467 | | | | | | 0.0 | | |
702,287 | | | Alternative Loan Trust 2007-OA4 A1, 0.256%, (US0001M + 0.170%), 05/25/2047 | | | | | 674,257 | | | | | | 0.0 | | |
948,884 (1)(4) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 961,925 | | | | | | 0.0 | | |
351,855 | | | Banc of America Funding 2007-2 1A16 Trust, 0.686%, (US0001M + 0.600%), 03/25/2037 | | | | | 276,581 | | | | | | 0.0 | | |
1,928,067 | | | Banc of America Funding 2007-C 7A1 Trust, 0.507%, (US0001M + 0.210%), 05/20/2047 | | | | | 1,938,227 | | | | | | 0.1 | | |
246,676 (4) | | | Bear Stearns ALT-A Trust 2005-3 4A3, 2.483%, 04/25/2035 | | | | | 252,930 | | | | | | 0.0 | | |
490,943 (4) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.081%, 11/25/2036 | | | | | 371,534 | | | | | | 0.0 | | |
661,410 (4) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 2.973%, 11/25/2036 | | | | | 444,172 | | | | | | 0.0 | | |
128,351 (4) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.708%, 01/26/2036 | | | | | 107,770 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,300,000 (1) | | | Bellemeade Re 2019-1A M2 Ltd., 2.786%, (US0001M + 2.700%), 03/25/2029 | | | | $ | 1,309,117 | | | | | | 0.1 | | |
1,500,000 (1) | | | Bellemeade Re 2019-4 M1B Ltd., 2.086%, (US0001M + 2.000%), 10/25/2029 | | | | | 1,501,586 | | | | | | 0.1 | | |
1,161,616 (1) | | | Bellemeade Re 2020-4 M2A Ltd., 2.686%, (US0001M + 2.600%), 06/25/2030 | | | | | 1,162,312 | | | | | | 0.1 | | |
2,100,000 (1) | | | Bellemeade RE 2021-3 A M1C Ltd., 1.600%, (SOFR30A + 1.550%), 09/25/2031 | | | | | 2,104,433 | | | | | | 0.1 | | |
226,648 (1)(4) | | | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | | | | | 231,501 | | | | | | 0.0 | | |
963,621 (1)(4) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.925%, 03/25/2050 | | | | | 970,367 | | | | | | 0.0 | | |
1,253,497 (1)(4) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.925%, 03/25/2050 | | | | | 1,287,597 | | | | | | 0.1 | | |
382,221 (4) | | | Chase Mortgage Finance Trust Series 2006-A1 2A3, 2.817%, 09/25/2036 | | | | | 356,271 | | | | | | 0.0 | | |
49,913 (4) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.802%, 11/25/2034 | | | | | 50,840 | | | | | | 0.0 | | |
384,719 | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 1.987%, (US0012M + 1.750%), 02/20/2036 | | | | | 374,070 | | | | | | 0.0 | | |
413,277 (1)(4) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 419,010 | | | | | | 0.0 | | |
364,774 (1)(4) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 372,585 | | | | | | 0.0 | | |
301,242 (1)(4) | | | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | | | | | 306,462 | | | | | | 0.0 | | |
451,862 (1)(4) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 460,228 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,706,764 (1)(4) | | | CIM Trust 2019-J1 B3, 3.986%, 08/25/2049 | | | | $ | 1,745,788 | | | | | | 0.1 | | |
3,114,143 (1)(4) | | | CIM Trust 2019-J2 B2, 3.790%, 10/25/2049 | | | | | 3,186,092 | | | | | | 0.1 | | |
1,955,437 (1)(4) | | | CIM Trust 2019-J2 B3, 3.790%, 10/25/2049 | | | | | 1,990,985 | | | | | | 0.1 | | |
600,640 (1)(4) | | | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | | | | | 609,760 | | | | | | 0.0 | | |
1,275,026 (1)(4) | | | CIM Trust 2020-J2 B3, 2.779%, 01/25/2051 | | | | | 1,208,257 | | | | | | 0.1 | | |
3,651 (1)(4) | | | CIM Trust 2021-J3 A31, 2.500%, 06/25/2051 | | | | | 3,662 | | | | | | 0.0 | | |
1,904,278 (1)(4) | | | CIM Trust 2021-J3 B3, 2.623%, 06/25/2051 | | | | | 1,843,400 | | | | | | 0.1 | | |
495,796 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 502,807 | | | | | | 0.0 | | |
91,709 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.807%, 03/25/2036 | | | | | 81,301 | | | | | | 0.0 | | |
47,337 (4) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 2.838%, 11/25/2036 | | | | | 44,019 | | | | | | 0.0 | | |
265,602 (1)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 276,894 | | | | | | 0.0 | | |
146,513 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 2.662%, 08/25/2035 | | | | | 155,308 | | | | | | 0.0 | | |
405,294 | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | | | 414,258 | | | | | | 0.0 | | |
1,245,328 (1)(4) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | | 1,246,425 | | | | | | 0.1 | | |
1,931,660 (1) | | | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.186%, (US0001M + 2.100%), 10/25/2039 | | | | | 1,942,654 | | | | | | 0.1 | | |
3,991,585 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.086%, (US0001M + 2.000%), 01/25/2040 | | | | | 4,013,441 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
22,360 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.586%, (US0001M + 0.500%), 11/25/2035 | | | | $ | 12,390 | | | | | | 0.0 | | |
475,710 (1)(4) | | | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | | | | | 484,843 | | | | | | 0.0 | | |
3,634,641 (1)(5) | | | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/25/2023), 07/25/2049 | | | | | 3,659,497 | | | | | | 0.1 | | |
2,969,575 (1)(4) | | | CSMC 2021-AFC1 M1 Trust, 2.193%, 03/25/ 2056 | | | | | 2,942,330 | | | | | | 0.1 | | |
332,083 | | | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | | | | | 239,589 | | | | | | 0.0 | | |
600,500 (1)(4) | | | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | | | | | 607,973 | | | | | | 0.0 | | |
2,000,000 (1)(4) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 2,001,423 | | | | | | 0.1 | | |
2,000,000 (1)(4) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | | 1,996,950 | | | | | | 0.1 | | |
469,247 | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.386%, (US0001M + 0.300%), 04/25/2037 | | | | | 336,145 | | | | | | 0.0 | | |
108,465 (1)(4) | | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.076%, 06/27/2037 | | | | | 109,955 | | | | | | 0.0 | | |
1,700,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.736%, (US0001M + 3.650%), 02/25/2040 | | | | | 1,775,840 | | | | | | 0.1 | | |
534,446 (6) | | | Fannie Mae 2007-18 BS, 6.514%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | | | 105,207 | | | | | | 0.0 | | |
1,725,056 (6) | | | Fannie Mae 2008-94 SI, 5.414%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | | | 400,617 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
211,671 | | | Fannie Mae 2010-15 FD, 0.826%, (US0001M + 0.740%), 03/25/2040 | | | | $ | 216,177 | | | | | | 0.0 | | |
554,638 | | | Fannie Mae 2011-47 GF, 0.656%, (US0001M + 0.570%), 06/25/2041 | | | | | 563,939 | | | | | | 0.0 | | |
62,924 | | | Fannie Mae 2012-10 UF, 0.636%, (US0001M + 0.550%), 02/25/2042 | | | | | 63,991 | | | | | | 0.0 | | |
216,570 (6) | | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | | | 43,463 | | | | | | 0.0 | | |
617,624 (6) | | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 36,213 | | | | | | 0.0 | | |
4,023,641 (6) | | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | | | 244,299 | | | | | | 0.0 | | |
322,306 (6) | | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 2,492 | | | | | | 0.0 | | |
25,471,075 (6) | | | Fannie Mae 2018-86 US, 6.114%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | | | 4,714,426 | | | | | | 0.2 | | |
61,433 | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 4.986%, (US0001M + 4.900%), 11/25/2024 | | | | | 63,789 | | | | | | 0.0 | | |
905,025 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.086%, (US0001M + 4.000%), 05/25/2025 | | | | | 922,249 | | | | | | 0.0 | | |
1,441,304 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.636%, (US0001M + 5.550%), 04/25/2028 | | | | | 1,511,682 | | | | | | 0.1 | | |
1,968,103 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.386%, (US0001M + 4.300%), 02/25/2025 | | | | | 2,010,575 | | | | | | 0.1 | | |
3,303,374 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.336%, (US0001M + 4.250%), 01/25/2029 | | | | | 3,427,536 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,693,446 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.636%, (US0001M + 3.550%), 07/25/2029 | | | | $ | 1,745,656 | | | | | | 0.1 | | |
3,576,514 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.736%, (US0001M + 3.650%), 09/25/2029 | | | | | 3,701,977 | | | | | | 0.1 | | |
7,499,408 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.086%, (US0001M + 3.000%), 10/25/2029 | | | | | 7,715,116 | | | | | | 0.3 | | |
1,177,545 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.936%, (US0001M + 2.850%), 11/25/2029 | | | | | 1,210,235 | | | | | | 0.1 | | |
3,726,137 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.736%, (US0001M + 2.650%), 02/25/2030 | | | | | 3,792,881 | | | | | | 0.2 | | |
3,835,786 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.586%, (US0001M + 2.500%), 05/25/2030 | | | | | 3,898,355 | | | | | | 0.2 | | |
3,634,442 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.886%, (US0001M + 2.800%), 02/25/2030 | | | | | 3,720,641 | | | | | | 0.2 | | |
5,231,219 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.086%, (US0001M + 2.000%), 03/25/2031 | | | | | 5,288,176 | | | | | | 0.2 | | |
2,969,872 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.186%, (US0001M + 2.100%), 03/25/2031 | | | | | 3,004,651 | | | | | | 0.1 | | |
6,064,267 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.336%, (US0001M + 2.250%), 07/25/2030 | | | | | 6,149,745 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,815,786 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.386%, (US0001M + 2.300%), 08/25/2031 | | | | $ | 1,829,197 | | | | | | 0.1 | | |
849,031 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.236%, (US0001M + 2.150%), 09/25/2031 | | | | | 854,620 | | | | | | 0.0 | | |
1,954,820 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.536%, (US0001M + 2.450%), 07/25/2031 | | | | | 1,967,270 | | | | | | 0.1 | | |
1,000,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.186%, (US0001M + 4.100%), 07/25/2039 | | | | | 1,017,047 | | | | | | 0.0 | | |
2,732,211 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.136%, (US0001M + 2.050%), 01/25/2040 | | | | | 2,749,495 | | | | | | 0.1 | | |
3,898,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.736%, (US0001M + 3.650%), 02/25/2040 | | | | | 4,091,361 | | | | | | 0.2 | | |
41 | | | Fannie Mae Connecticut Avenue Securities, 5.786%, (US0001M + 5.700%), 04/25/2028 | | | | | 43 | | | | | | 0.0 | | |
609,243 (6) | | | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | | | | | 101,586 | | | | | | 0.0 | | |
105,172 (6) | | | Fannie Mae REMIC Trust 2000-26 SP, 8.414%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | | | 15,028 | | | | | | 0.0 | | |
140,089 (6) | | | Fannie Mae REMIC Trust 2002-13 SR, 6.514%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | | | 20,862 | | | | | | 0.0 | | |
87,033 (6) | | | Fannie Mae REMIC Trust 2004-64 SW, 6.964%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | | | 17,106 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
59,434 (6) | | | Fannie Mae REMIC Trust 2004-66 SE, 6.414%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | | $ | 10,718 | | | | | | 0.0 | | |
340,868 (6) | | | Fannie Mae REMIC Trust 2009-25 SN, 6.464%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | | | 72,749 | | | | | | 0.0 | | |
22,430 (6) | | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 130 | | | | | | 0.0 | | |
12,023,645 (6) | | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | | | 23,927 | | | | | | 0.0 | | |
414,396 (6) | | | Fannie Mae REMIC Trust 2013-116 SC, 6.114%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | | | 32,246 | | | | | | 0.0 | | |
1,439,118 (6) | | | Fannie Mae REMICS 2004-53 UC, 7.464%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | | | 334,800 | | | | | | 0.0 | | |
1,240,983 (6) | | | Fannie Mae REMICS 2005-59 NS, 6.664%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | | | 148,170 | | | | | | 0.0 | | |
142,933 | | | Fannie Mae REMICS 2006-46 SP, 23.885%, (-3.667*US0001M + 24.200%), 06/25/2036 | | | | | 284,121 | | | | | | 0.0 | | |
5,062,689 (6) | | | Fannie Mae REMICS 2007-22 SD, 6.314%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | | | 1,066,769 | | | | | | 0.0 | | |
4,017,376 (6) | | | Fannie Mae REMICS 2007-30 IE, 6.654%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | | | 1,008,229 | | | | | | 0.0 | | |
2,557,183 (6) | | | Fannie Mae REMICS 2007-55 S, 6.674%, (-1.000*US0001M + 6.760%), 06/25/2037 | | | | | 528,381 | | | | | | 0.0 | | |
9,519 (6) | | | Fannie Mae REMICS 2010-102 DI, 4.000%, 06/25/2029 | | | | | 0 | | | | | | – | | |
2,161,092 (6) | | | Fannie Mae REMICS 2011-123 SD, 6.514%, (-1.000*US0001M + 6.600%), 08/25/2039 | | | | | 74,761 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
15,109,514 (6) | | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | | $ | 957,439 | | | | | | 0.0 | | |
1,224,776 (6) | | | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | | | | | 70,636 | | | | | | 0.0 | | |
12,305,122 (6) | | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | | | 753,412 | | | | | | 0.0 | | |
2,894,928 (6) | | | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | | | | | 213,534 | | | | | | 0.0 | | |
4,772,132 (6) | | | Fannie Mae REMICS 2012-150 PS, 6.064%, (-1.000*US0001M + 6.150%), 01/25/2043 | | | | | 849,260 | | | | | | 0.0 | | |
12,359,841 (6) | | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | | | 632,755 | | | | | | 0.0 | | |
1,898,559 (6) | | | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | | | | | 332,750 | | | | | | 0.0 | | |
12,149,001 (6) | | | Fannie Mae REMICS 2013-19 JS, 6.114%, (-1.000*US0001M + 6.200%), 10/25/2041 | | | | | 1,311,002 | | | | | | 0.1 | | |
1,622,338 (6) | | | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | | | | | 211,264 | | | | | | 0.0 | | |
4,787,221 (6) | | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | | | 308,604 | | | | | | 0.0 | | |
5,365,673 (6) | | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | | | 517,770 | | | | | | 0.0 | | |
1,740,182 (6) | | | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | | | | | 127,170 | | | | | | 0.0 | | |
1,808,828 (6) | | | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | | | | | 162,447 | | | | | | 0.0 | | |
4,036,289 (6) | | | Fannie Mae REMICS 2013-97 JS, 6.064%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | | | 651,948 | | | | | | 0.0 | | |
8,618,150 (6) | | | Fannie Mae REMICS 2016-19 SB, 6.014%, (-1.000*US0001M + 6.100%), 04/25/2046 | | | | | 1,615,035 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,799,287 (6) | | | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | | | | $ | 499,317 | | | | | | 0.0 | | |
1,924,087 (6) | | | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | | | | | 334,589 | | | | | | 0.0 | | |
11,340,094 (6) | | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | | | 3,057,005 | | | | | | 0.1 | | |
20,323,594 (6) | | | Fannie Mae REMICS 2019-17 SA, 6.014%, (-1.000*US0001M + 6.100%), 04/25/2049 | | | | | 3,913,190 | | | | | | 0.2 | | |
18,240,463 (6) | | | Fannie Mae REMICS 2019-8 SB, 6.014%, (-1.000*US0001M + 6.100%), 03/25/2049 | | | | | 3,754,730 | | | | | | 0.2 | | |
435,429 | | | Fannie Mae Series 2006-11 FA, 0.386%, (US0001M + 0.300%), 03/25/2036 | | | | | 438,667 | | | | | | 0.0 | | |
23,516,025 (6) | | | Fannie Mae REMICS 2020-49 SB, 6.014%, (-1.000*US0001M + 6.100%), 07/25/2050 | | | | | 5,725,802 | | | | | | 0.2 | | |
30,482,604 (6) | | | Fannie Mae REMICS 2020-65 CI, 4.000%, 09/25/2050 | | | | | 5,489,490 | | | | | | 0.2 | | |
54,622,583 (6) | | | Fannie Mae REMICS 2021-65 KI, 3.500%, 10/25/2051 | | | | | 8,008,026 | | | | | | 0.3 | | |
68,709 | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | | | | | 41,723 | | | | | | 0.0 | | |
405,265 (1)(4) | | | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | | | | | 410,514 | | | | | | 0.0 | | |
643,204 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.001%, 03/25/2048 | | | | | 649,936 | | | | | | 0.0 | | |
4,642,687 (1)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.061%, 04/25/2048 | | | | | 4,644,213 | | | | | | 0.2 | | |
1,355,194 (1)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,393,115 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,729,064 (1)(4) | | | Flagstar Mortgage Trust 2018-4 B3, 4.265%, 07/25/2048 | | | | $ | 3,753,808 | | | | | | 0.2 | | |
939,127 (1)(4) | | | Flagstar Mortgage Trust 2018-5 B3, 4.503%, 09/25/2048 | | | | | 938,836 | | | | | | 0.0 | | |
458,124 (1)(4) | | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | | | 465,982 | | | | | | 0.0 | | |
3,553,160 (1)(4) | | | Flagstar Mortgage Trust 2018-6RR B1, 4.982%, 10/25/2048 | | | | | 3,657,978 | | | | | | 0.1 | | |
1,445,557 (1)(4) | | | Flagstar Mortgage Trust 2019-2 B1, 4.088%, 12/25/2049 | | | | | 1,453,192 | | | | | | 0.1 | | |
2,023,780 (1)(4) | | | Flagstar Mortgage Trust 2019-2 B2, 4.088%, 12/25/2049 | | | | | 2,028,968 | | | | | | 0.1 | | |
3,403,756 (1)(4) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.226%, 03/25/2050 | | | | | 3,501,413 | | | | | | 0.1 | | |
2,917,505 (1)(4) | | | Flagstar Mortgage Trust 2020-1NV B3, 4.226%, 03/25/2050 | | | | | 2,981,638 | | | | | | 0.1 | | |
3,834,180 (1)(4) | | | Flagstar Mortgage Trust 2021-2 B3, 2.810%, 04/25/2051 | | | | | 3,758,877 | | | | | | 0.2 | | |
1,255,680 (6) | | | Freddie Mac 2009-70 PS, 6.664%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | | | 281,550 | | | | | | 0.0 | | |
130,218 (6) | | | Freddie Mac 2524 SH, 7.416%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | | | 7,723 | | | | | | 0.0 | | |
317,448 (6) | | | Freddie Mac 2525 SM, 7.916%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | | | 73,475 | | | | | | 0.0 | | |
299,877 (6) | | | Freddie Mac 2981 CS, 6.636%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | | | 54,796 | | | | | | 0.0 | | |
236,955 (6) | | | Freddie Mac 2989 HS, 7.066%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | | | 89,820 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
152,765 (6) | | | Freddie Mac 3018 SM, 7.116%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | | $ | 36,631 | | | | | | 0.0 | | |
1,650,630 (6) | | | Freddie Mac 3222 SN, 6.516%, (-1.000*US0001M + 6.600%), 09/15/2036 | | | | | 333,230 | | | | | | 0.0 | | |
297,915 (4)(6) | | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | | | 67,218 | | | | | | 0.0 | | |
572,050 (6) | | | Freddie Mac 3523 SA, 5.916%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | | | 109,689 | | | | | | 0.0 | | |
503,252 (6) | | | Freddie Mac 3582 MS, 6.066%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | | | 96,363 | | | | | | 0.0 | | |
726,897 (6) | | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 136,937 | | | | | | 0.0 | | |
3,030,418 (6) | | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 312,016 | | | | | | 0.0 | | |
110,158 (6) | | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | | 20,242 | | | | | | 0.0 | | |
6,099,932 (6) | | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | | | 1,329,659 | | | | | | 0.1 | | |
57,359 (6) | | | Freddie Mac REMIC Trust 2266 S, 8.466%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | | | 9,586 | | | | | | 0.0 | | |
152,208 (6) | | | Freddie Mac REMIC Trust 2374 S, 8.016%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | | | 33,563 | | | | | | 0.0 | | |
84,886 (6) | | | Freddie Mac REMIC Trust 2417 SY, 8.316%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | | | 21,107 | | | | | | 0.0 | | |
149,321 (6) | | | Freddie Mac REMIC Trust 2577 SA, 7.366%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | | | 34,206 | | | | | | 0.0 | | |
80,615 (6) | | | Freddie Mac REMIC Trust 2981 SU, 7.716%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | | | 15,613 | | | | | | 0.0 | | |
145,463 | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | | | 160,187 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
551,446 (6) | | | Freddie Mac REMIC Trust 3049 PI, 6.566%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | | $ | 120,056 | | | | | | 0.0 | | |
50,042 | | | Freddie Mac REMIC Trust 3085 SK, 64.995%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | | | 149,555 | | | | | | 0.0 | | |
65,488(7),(8) | | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | | | 59,854 | | | | | | 0.0 | | |
174,565 (6) | | | Freddie Mac REMIC Trust 3624 TS, 4.716%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | | | 20,991 | | | | | | 0.0 | | |
205,547 (6) | | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 26,068 | | | | | | 0.0 | | |
637,688 (6) | | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | | 71,706 | | | | | | 0.0 | | |
1,536,049 (6) | | | Freddie Mac REMICS 2781 SB, 7.066%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | | | 325,359 | | | | | | 0.0 | | |
391,199 | | | Freddie Mac REMICS 2921 PF, 0.434%, (US0001M + 0.350%), 01/15/2035 | | | | | 392,607 | | | | | | 0.0 | | |
3,785,837 (6) | | | Freddie Mac REMICS 3128 JI, 6.546%, (-1.000*US0001M + 6.630%), 03/15/2036 | | | | | 831,714 | | | | | | 0.0 | | |
1,578,369 (6) | | | Freddie Mac REMICS 3298 S, 6.026%, (-1.000*US0001M + 6.110%), 04/15/2037 | | | | | 323,083 | | | | | | 0.0 | | |
12,385 (6) | | | Freddie Mac REMICS 3763 AI, 3.500%, 06/15/2025 | | | | | 4 | | | | | | 0.0 | | |
3,771,506 (6) | | | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | | | | | 179,205 | | | | | | 0.0 | | |
1,120,741 (6) | | | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | | | | | 146,644 | | | | | | 0.0 | | |
12,323,268 (6) | | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | | | 598,722 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,730,472 (6) | | | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | | | | $ | 108,369 | | | | | | 0.0 | | |
1,132,317 (6) | | | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | | | | | 85,442 | | | | | | 0.0 | | |
1,037,710 (6) | | | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | | | | | 43,250 | | | | | | 0.0 | | |
2,200,569 (6) | | | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | | | | | 338,581 | | | | | | 0.0 | | |
1,549,135 (6) | | | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | | | | | 68,767 | | | | | | 0.0 | | |
5,944,888 (6) | | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | | | 383,395 | | | | | | 0.0 | | |
956,179 (6) | | | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | | | | | 35,299 | | | | | | 0.0 | | |
32,928,608 (6) | | | Freddie Mac REMICS 4273 PS, 6.016%, (-1.000*US0001M + 6.100%), 11/15/2043 | | | | | 6,225,766 | | | | | | 0.2 | | |
2,409,048 (6) | | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | | | 404,170 | | | | | | 0.0 | | |
1,046,048 | | | Freddie Mac REMICS 4385 LS, 9.133%, (-2.333*US0001M + 9.333%), 07/15/2037 | | | | | 1,223,009 | | | | | | 0.1 | | |
2,843,463 (6) | | | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | | | | | 318,450 | | | | | | 0.0 | | |
8,218,889 (6) | | | Freddie Mac REMICS 4618 SA, 5.916%, (-1.000*US0001M + 6.000%), 09/15/2046 | | | | | 1,747,903 | | | | | | 0.1 | | |
2,214,270 | | | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | | | | | 292,214 | | | | | | 0.0 | | |
2,669,151 (6) | | | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | | | | | 405,480 | | | | | | 0.0 | | |
30,982,973 (6) | | | Freddie Mac REMICS 4903 NS, 6.014%, (-1.000*US0001M + 6.100%), 08/25/2049 | | | | | 5,570,540 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
15,053,019 (6) | | | Freddie Mac REMICS 4909 SJ, 5.964%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | | $ | 3,097,216 | | | | | | 0.1 | | |
5,697,906 (6) | | | Freddie Mac REMICS 4910 SD, 5.966%, (-1.000*US0001M + 6.050%), 06/15/2049 | | | | | 1,305,305 | | | | | | 0.1 | | |
19,956,855 (6) | | | Freddie Mac REMICS 4910 SH, 5.964%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | | | 3,921,845 | | | | | | 0.2 | | |
23,952,212 (6) | | | Freddie Mac REMICS 4924 SY, 5.964%, (-1.000*US0001M + 6.050%), 10/25/2049 | | | | | 5,283,125 | | | | | | 0.2 | | |
565,025 | | | Freddie Mac REMICS Trust 3740 FB, 0.584%, (US0001M + 0.500%), 10/15/2040 | | | | | 572,268 | | | | | | 0.0 | | |
1,771,703 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.936%, (US0001M + 1.850%), 02/25/2050 | | | | | 1,787,518 | | | | | | 0.1 | | |
710,562 (1) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.086%, (US0001M + 3.000%), 06/25/2050 | | | | | 714,144 | | | | | | 0.0 | | |
3,309,628 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 1.986%, (US0001M + 1.900%), 01/25/2050 | | | | | 3,321,992 | | | | | | 0.1 | | |
2,500,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 2.150%, (SOFR30A + 2.100%), 09/25/2041 | | | | | 2,502,356 | | | | | | 0.1 | | |
4,000,000 (1) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.186%, (US0001M + 2.100%), 09/25/2048 | | | | | 4,063,424 | | | | | | 0.2 | | |
1,752,765 (6) | | | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | | | | | 112,302 | | | | | | 0.0 | | |
1,010,960 (6) | | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 226,145 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
503,848 (6) | | | Freddie Mac Strips Series 237 S23, 7.016%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | | $ | 118,760 | | | | | | 0.0 | | |
634,164 (6) | | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | | 98,090 | | | | | | 0.0 | | |
419,856 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.086%, (US0001M + 4.000%), 08/25/2024 | | | | | 430,496 | | | | | | 0.0 | | |
5,007,948 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.736%, (US0001M + 2.650%), 12/25/2029 | | | | | 5,124,514 | | | | | | 0.2 | | |
843,536 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.886%, (US0001M + 1.800%), 07/25/2030 | | | | | 851,046 | | | | | | 0.0 | | |
2,540,304 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.386%, (US0001M + 2.300%), 09/25/2030 | | | | | 2,575,284 | | | | | | 0.1 | | |
4,788,148 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.736%, (US0001M + 2.650%), 01/25/2049 | | | | | 4,866,284 | | | | | | 0.2 | | |
7,693,750 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.136%, (US0001M + 2.050%), 04/25/2049 | | | | | 7,747,258 | | | | | | 0.3 | | |
3,000,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 2.350%, (SOFR30A + 2.300%), 08/25/2033 | | | | | 3,076,837 | | | | | | 0.1 | | |
18,690,241 (6) | | | Freddie Mac REMICS 4967 IQ, 4.000%, 02/25/2050 | | | | | 3,343,817 | | | | | | 0.1 | | |
48,507,723 (6) | | | Freddie Mac REMICS 4974 I, 4.000%, 04/25/2050 | | | | | 8,912,266 | | | | | | 0.3 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
41,497,835 (6) | | | Freddie Mac REMICS 5010 MI, 3.000%, 09/25/2050 | | | | $ | 6,071,619 | | | | | | 0.2 | | |
12,347,676 (6) | | | Freddie Mac REMICS 5142 LI, 2.500%, 09/25/2051 | | | | | 1,914,783 | | | | | | 0.1 | | |
1,611,274 (1)(4) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 1,650,150 | | | | | | 0.1 | | |
2,414,614 (1)(4) | | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | | | 2,477,293 | | | | | | 0.1 | | |
1,936,109 (1)(4) | | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | | | 1,977,705 | | | | | | 0.1 | | |
4,238,300 (6) | | | Ginnie Mae 2007-59 SC, 6.413%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | | | 863,892 | | | | | | 0.0 | | |
149,214 (6) | | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | | | 36,414 | | | | | | 0.0 | | |
25,275,013 (6) | | | Ginnie Mae 2013-130 SB, 4.964%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | | | 3,614,994 | | | | | | 0.1 | | |
381,244 (6) | | | Ginnie Mae Series 2008-40 SA, 6.315%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | | | 67,835 | | | | | | 0.0 | | |
652,737 (6) | | | Ginnie Mae Series 2009-116 SJ, 6.395%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | | | 126,565 | | | | | | 0.0 | | |
953,799 (6) | | | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | | | | | 60,327 | | | | | | 0.0 | | |
1,544,431 (6) | | | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | | | | | 132,330 | | | | | | 0.0 | | |
610,220 (6) | | | Ginnie Mae Series 2010-4 SL, 6.315%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | | | 127,100 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
85,650 (6) | | | Ginnie Mae Series 2010-98 QS, 6.513%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | | $ | 4,786 | | | | | | 0.0 | | |
1,769,766 (6) | | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | | | 40,232 | | | | | | 0.0 | | |
2,420,415 (6) | | | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | | | | | 154,442 | | | | | | 0.0 | | |
5,097,675 (6) | | | Ginnie Mae Series 2011-25 AS, 5.973%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | | | 940,956 | | | | | | 0.0 | | |
2,604,455 (6) | | | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | | | | | 147,713 | | | | | | 0.0 | | |
22,944 (6) | | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | | | 2,033 | | | | | | 0.0 | | |
2,587,143 (6) | | | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | | | | | 302,599 | | | | | | 0.0 | | |
2,170,775 (6) | | | Ginnie Mae Series 2013-103 DS, 6.063%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | | | 385,310 | | | | | | 0.0 | | |
92,810 (6) | | | Ginnie Mae Series 2013-134 DS, 6.013%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | | | 16,801 | | | | | | 0.0 | | |
237,489 (6) | | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | | | 32,879 | | | | | | 0.0 | | |
1,148,734 (6) | | | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | | | | | 93,271 | | | | | | 0.0 | | |
3,005,611 (6) | | | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | | | | | 296,032 | | | | | | 0.0 | | |
2,787,800 (6) | | | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | | | | | 295,512 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
20,867,715 (6) | | | Ginnie Mae Series 2015-144 SA, 6.113%, (-1.000*US0001M + 6.200%), 10/20/2045 | | | | $ | 4,440,898 | | | | | | 0.2 | | |
3,804,470 (6) | | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | | | 26,709 | | | | | | 0.0 | | |
241,135 (6) | | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | | | 31,438 | | | | | | 0.0 | | |
626,711 (6) | | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 69,326 | | | | | | 0.0 | | |
7,603,331 (6) | | | Ginnie Mae Series 2018-153 SQ, 6.113%, (-1.000*US0001M + 6.200%), 11/20/2048 | | | | | 1,470,930 | | | | | | 0.1 | | |
20,404,337 (6) | | | Ginnie Mae Series 2018-93 SJ, 6.113%, (-1.000*US0001M + 6.200%), 07/20/2048 | | | | | 3,625,867 | | | | | | 0.1 | | |
388,597 (6) | | | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | | | | | 49,055 | | | | | | 0.0 | | |
133,988 (6) | | | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | | | | | 24,510 | | | | | | 0.0 | | |
704,238 (6) | | | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | | | | | 108,468 | | | | | | 0.0 | | |
15,601,520 (6) | | | Ginnie Mae Series 2019-89 SC, 6.013%, (-1.000*US0001M + 6.100%), 07/20/2049 | | | | | 3,063,355 | | | | | | 0.1 | | |
8,434,703 (6) | | | Ginnie Mae Series 2016-66 ES, 5.963%, (-1.000*US0001M + 6.050%), 05/20/2046 | | | | | 1,502,495 | | | | | | 0.1 | | |
450,430 (1)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | | | | | 455,304 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
715,389 (1)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | | | | $ | 722,622 | | | | | | 0.0 | | |
1,700,000 (1)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | | | | | 1,716,694 | | | | | | 0.1 | | |
2,411,213 (1)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 B2, 3.718%, 05/25/2050 | | | | | 2,454,706 | | | | | | 0.1 | | |
3,696,207 (1)(4) | | | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.718%, 05/25/2050 | | | | | 3,784,368 | | | | | | 0.2 | | |
1,759,290 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.274%, 08/25/2049 | | | | | 1,781,408 | | | | | | 0.1 | | |
232,562 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 233,639 | | | | | | 0.0 | | |
3,870,137 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.423%, 11/25/2049 | | | | | 3,941,463 | | | | | | 0.2 | | |
3,877,056 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.423%, 11/25/2049 | | | | | 4,007,726 | | | | | | 0.2 | | |
473,078 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.020%, 03/25/2050 | | | | | 484,869 | | | | | | 0.0 | | |
480,690 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.020%, 03/25/2050 | | | | | 491,304 | | | | | | 0.0 | | |
1,814,351 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.442%, 10/25/2050 | | | | | 1,778,400 | | | | | | 0.1 | | |
1,731,849 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 B3, 2.658%, 08/25/2051 | | | | | 1,641,669 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,959,114 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 B3, 2.627%, 09/25/2051 | | | | $ | 3,815,802 | | | | | | 0.2 | | |
5,127,562 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ5 B3, 2.599%, 10/25/2051 | | | | | 4,922,695 | | | | | | 0.2 | | |
2,907,000 (1)(4) | | | GS Mortgage-Backed Securities Trust 2021-PJ9 A4, 2.500%, 02/26/2052 | | | | | 2,929,397 | | | | | | 0.1 | | |
394,687 | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.237%, (US0001M + 0.150%), 01/25/2047 | | | | | 376,759 | | | | | | 0.0 | | |
437,215 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.277%, (US0001M + 0.190%), 09/19/2037 | | | | | 431,340 | | | | | | 0.0 | | |
4,769,000 (1) | | | Home RE 2019-1 M2 Ltd., 3.336%, (US0001M + 3.250%), 05/25/2029 | | | | | 4,840,171 | | | | | | 0.2 | | |
1,768 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.946%, (US0001M + 0.860%), 08/25/2029 | | | | | 1,753 | | | | | | 0.0 | | |
64,583 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.506%, (US0001M + 0.420%), 04/25/2046 | | | | | 62,284 | | | | | | 0.0 | | |
1,060,569 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B5, 3.796%, 12/25/2048 | | | | | 1,045,085 | | | | | | 0.0 | | |
1,754,210 (1)(4) | | | JP Morgan Mortgage Trust 2020-4 B2, 3.712%, 11/25/2050 | | | | | 1,781,448 | | | | | | 0.1 | | |
216,101 (1)(4) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 217,610 | | | | | | 0.0 | | |
1,081,660 (1)(4) | | | J.P. Morgan Mortgage Trust 2019-2 B1, 4.561%, 08/25/2049 | | | | | 1,088,686 | | | | | | 0.0 | | |
2,620,763 (1)(4) | | | J.P. Morgan Mortgage Trust 2019-2 B2, 4.561%, 08/25/2049 | | | | | 2,692,366 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,814,528 (1)(4) | | | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.813%, 06/25/2049 | | | | $ | 1,834,481 | | | | | | 0.1 | | |
1,888,307 (4) | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.508%, 07/25/2035 | | | | | 1,913,958 | | | | | | 0.1 | | |
78,732 | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | | 54,401 | | | | | | 0.0 | | |
173,499 | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 127,192 | | | | | | 0.0 | | |
421,794 | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 238,558 | | | | | | 0.0 | | |
784,352 (1)(4) | | | JP Morgan Mortgage Trust 2014-5 B3, 2.888%, 10/25/2029 | | | | | 791,749 | | | | | | 0.0 | | |
570,955 (1)(4) | | | JP Morgan Mortgage Trust 2016-1 B3, 3.847%, 05/25/2046 | | | | | 579,904 | | | | | | 0.0 | | |
2,095,000 (1)(4) | | | JP Morgan Mortgage Trust 2016-1 B4, 3.847%, 05/25/2046 | | | | | 2,126,041 | | | | | | 0.1 | | |
563,661 (1)(4) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 572,859 | | | | | | 0.0 | | |
893,526 (1)(4) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.480%, 01/25/2047 | | | | | 888,972 | | | | | | 0.0 | | |
1,442,211 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 B1, 3.746%, 08/25/2047 | | | | | 1,473,192 | | | | | | 0.1 | | |
1,068,304 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.746%, 08/25/2047 | | | | | 1,088,798 | | | | | | 0.0 | | |
1,908,503 (1)(4) | | | JP Morgan Mortgage Trust 2017-5 B1, 3.090%, 10/26/2048 | | | | | 1,990,666 | | | | | | 0.1 | | |
552,668 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.796%, 12/25/2048 | | | | | 562,352 | | | | | | 0.0 | | |
1,553,918 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B4, 3.796%, 12/25/2048 | | | | | 1,575,213 | | | | | | 0.1 | | |
2,268,310 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.702%, 06/25/2048 | | | | | 2,293,602 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,694,353 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.746%, 09/25/2048 | | | | $ | 3,776,341 | | | | | | 0.2 | | |
2,308,971 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B3, 3.746%, 09/25/2048 | | | | | 2,363,329 | | | | | | 0.1 | | |
463,614 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.744%, 10/25/2048 | | | | | 472,319 | | | | | | 0.0 | | |
463,614 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.744%, 10/25/2048 | | | | | 471,111 | | | | | | 0.0 | | |
1,872,219 (1)(4) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 1,915,708 | | | | | | 0.1 | | |
195,833 (1)(4) | | | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | | | | | 198,294 | | | | | | 0.0 | | |
426,102 (1)(4) | | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | | | 430,423 | | | | | | 0.0 | | |
8,061,631 (1)(4) | | | JP Morgan Mortgage Trust 2018-8 B1, 4.056%, 01/25/2049 | | | | | 8,306,738 | | | | | | 0.3 | | |
3,757,022 (1)(4) | | | JP Morgan Mortgage Trust 2018-8 B2, 4.056%, 01/25/2049 | | | | | 3,849,624 | | | | | | 0.2 | | |
952,054 (1)(4) | | | JP Morgan Mortgage Trust 2018-9 B2, 4.339%, 02/25/2049 | | | | | 968,999 | | | | | | 0.0 | | |
1,881,658 (1)(4) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.339%, 02/25/2049 | | | | | 1,911,354 | | | | | | 0.1 | | |
1,484,113 (1)(4) | | | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.621%, 04/25/2049 | | | | | 1,514,945 | | | | | | 0.1 | | |
483,705 (1)(4) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 491,600 | | | | | | 0.0 | | |
252,656 (1)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 254,780 | | | | | | 0.0 | | |
1,203,884 (1)(4) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 1,221,763 | | | | | | 0.1 | | |
2,870,477 (1)(4) | | | JP Morgan Mortgage Trust 2019-5 B1, 4.528%, 11/25/2049 | | | | | 2,924,805 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,789,713 (1)(4) | | | JP Morgan Mortgage Trust 2019-5 B2, 4.528%, 11/25/2049 | | | | $ | 4,871,635 | | | | | | 0.2 | | |
297,612 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 301,961 | | | | | | 0.0 | | |
2,880,353 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.270%, 12/25/2049 | | | | | 2,927,390 | | | | | | 0.1 | | |
6,240,765 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 B2, 4.270%, 12/25/2049 | | | | | 6,372,410 | | | | | | 0.3 | | |
1,720,859 (1)(4) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.089%, 02/25/2050 | | | | | 1,714,344 | | | | | | 0.1 | | |
956,033 (1)(4) | | | JP Morgan Mortgage Trust 2019-7 B3A, 3.339%, 02/25/2050 | | | | | 959,573 | | | | | | 0.0 | | |
983,257 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 1,002,080 | | | | | | 0.0 | | |
3,078,890 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 B2A, 3.224%, 03/25/2050 | | | | | 3,118,021 | | | | | | 0.1 | | |
962,153 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.474%, 03/25/2050 | | | | | 975,482 | | | | | | 0.0 | | |
3,836,944 (1)(4) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.014%, 10/25/2049 | | | | | 4,045,795 | | | | | | 0.2 | | |
576,100 (1)(4) | | | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | | | | | 586,132 | | | | | | 0.0 | | |
4,073,886 (1)(4) | | | JP Morgan Mortgage Trust 2019-INV3 B3, 4.440%, 05/25/2050 | | | | | 4,180,281 | | | | | | 0.2 | | |
300,239 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 301,566 | | | | | | 0.0 | | |
711,334 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 715,897 | | | | | | 0.0 | | |
1,895,572 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.777%, 12/25/2049 | | | | | 1,934,022 | | | | | | 0.1 | | |
1,921,513 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.777%, 12/25/2049 | | | | | 1,958,527 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,702,793 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.501%, 03/25/2050 | | | | $ | 2,744,316 | | | | | | 0.1 | | |
6,291,192 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.501%, 03/25/2050 | | | | | 6,378,126 | | | | | | 0.3 | | |
537,356 (1)(4) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 545,479 | | | | | | 0.0 | | |
3,028,604 (1)(4) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.896%, 08/25/2050 | | | | | 3,133,168 | | | | | | 0.1 | | |
4,872,806 (1)(4) | | | JP Morgan Mortgage Trust 2020-4 B1, 3.712%, 11/25/2050 | | | | | 4,964,986 | | | | | | 0.2 | | |
975,287 (1)(4) | | | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | | | | | 990,685 | | | | | | 0.0 | | |
4,900,000 (1)(4) | | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | | | 4,947,369 | | | | | | 0.2 | | |
784,535 (1)(4) | | | JP Morgan Trust 2015-3 B3, 3.583%, 05/25/2045 | | | | | 794,837 | | | | | | 0.0 | | |
1,378,304 (1)(4) | | | JP Morgan Trust 2015-3 B4, 3.583%, 05/25/2045 | | | | | 1,415,419 | | | | | | 0.1 | | |
2,738,226,804 (1)(6)(7) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 2,666,211 | | | | | | 0.1 | | |
74,310 | | | Lehman XS Trust Series 2005-5N 1A2, 0.446%, (US0001M + 0.360%), 11/25/2035 | | | | | 72,169 | | | | | | 0.0 | | |
1,889,296 (1)(4) | | | Mello Mortgage Capital Acceptance 2021-MTG3 B3, 2.945%, 07/01/2051 | | | | | 1,850,392 | | | | | | 0.1 | | |
655,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.886%, (US0001M + 1.800%), 09/25/2035 | | | | | 660,599 | | | | | | 0.0 | | |
1,110,183 | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.386%, (US0001M + 0.150%), 08/25/2036 | | | | | 427,833 | | | | | | 0.0 | | |
6,000,000 (1) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 2.950%, (SOFR30A + 2.900%), 02/25/2034 | | | | | 6,057,727 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
385,410 (1)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | $ | 408,400 | | | | | | 0.0 | | |
514,425 (1)(4) | | | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | | | | | 522,227 | | | | | | 0.0 | | |
755,122 (1)(4) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 768,444 | | | | | | 0.0 | | |
495,882 (1)(4) | | | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | | | | | 503,543 | | | | | | 0.0 | | |
2,289,322 (1)(4) | | | Oceanview Mortgage Trust 2021-1 B3, 2.736%, 05/25/2051 | | | | | 2,177,793 | | | | | | 0.1 | | |
22,135 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 21,220 | | | | | | 0.0 | | |
468,008 (1)(4) | | | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | | | | | 470,246 | | | | | | 0.0 | | |
3,500,000 (1) | | | Radnor RE 2021-1 M1C Ltd., 2.750%, (SOFR30A + 2.700%), 12/27/2033 | | | | | 3,508,246 | | | | | | 0.1 | | |
3,700,581 (1)(4) | | | RCKT Mortgage Trust 2019-1 B1A, 3.867%, 09/25/2049 | | | | | 3,797,287 | | | | | | 0.2 | | |
2,402,688 (1)(4) | | | RCKT Mortgage Trust 2019-1 B2A, 3.867%, 09/25/2049 | | | | | 2,464,833 | | | | | | 0.1 | | |
1,616,019 (1)(4) | | | RCKT Mortgage Trust 2020-1 B2A, 3.515%, 02/25/2050 | | | | | 1,647,211 | | | | | | 0.1 | | |
2,093,523 (1)(4) | | | RCKT Mortgage Trust 2021-1 A13, 2.500%, 03/25/2051 | | | | | 2,110,172 | | | | | | 0.1 | | |
3,000,000 (1)(4) | | | RCKT Mortgage Trust 2021-4 A21, 2.500%, 09/25/2051 | | | | | 2,997,891 | | | | | | 0.1 | | |
1,197,822 (1) | | | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | | | | | 1,209,470 | | | | | | 0.1 | | |
800,043 (1)(4) | | | Sequoia Mortgage Trust 2015-1 B1, 3.915%, 01/25/2045 | | | | | 805,396 | | | | | | 0.0 | | |
1,529,500 (1)(4) | | | Sequoia Mortgage Trust 2017-1 B2, 3.619%, 02/25/2047 | | | | | 1,559,352 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,160,389 (1)(4) | | | Sequoia Mortgage Trust 2018-6 B1, 4.179%, 07/25/2048 | | | | $ | 1,191,840 | | | | | | 0.1 | | |
557,091 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.456%, 02/25/2048 | | | | | 567,615 | | | | | | 0.0 | | |
1,705,316 (1)(4) | | | Sequoia Mortgage Trust 2019-2 B2, 4.261%, 06/25/2049 | | | | | 1,757,475 | | | | | | 0.1 | | |
1,612,528 (1)(4) | | | Sequoia Mortgage Trust 2019-2 B3, 4.261%, 06/25/2049 | | | | | 1,648,445 | | | | | | 0.1 | | |
2,083,884 (1)(4) | | | Sequoia Mortgage Trust 2019-5 B2, 3.764%, 12/25/2049 | | | | | 2,139,198 | | | | | | 0.1 | | |
2,084,841 (1)(4) | | | Sequoia Mortgage Trust 2019-5 B3, 3.764%, 12/25/2049 | | | | | 2,132,947 | | | | | | 0.1 | | |
956,300 (1)(4) | | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.113%, 03/25/2049 | | | | | 968,375 | | | | | | 0.0 | | |
594,339 (1)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 600,565 | | | | | | 0.0 | | |
568,033 (1)(4) | | | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | | | | | 574,555 | | | | | | 0.0 | | |
1,928,344 (1)(4) | | | Sequoia Mortgage Trust 2019-CH3 B1B, 4.529%, 09/25/2049 | | | | | 1,967,281 | | | | | | 0.1 | | |
291,974 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | | | | | 297,666 | | | | | | 0.0 | | |
1,468,882 (1)(4) | | | Sequoia Mortgage Trust 2020-2 B3, 3.652%, 03/25/2050 | | | | | 1,495,172 | | | | | | 0.1 | | |
574,098 (1)(4) | | | Sequoia Mortgage Trust 2021-3 B3, 2.664%, 05/25/2051 | | | | | 568,361 | | | | | | 0.0 | | |
1,247,940 (1)(4) | | | Sequoia Mortgage Trust 2021-5 B3, 3.059%, 07/25/2051 | | | | | 1,237,092 | | | | | | 0.1 | | |
2,302,134 (1)(4) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.701%, 10/25/2047 | | | | | 2,328,738 | | | | | | 0.1 | | |
3,051,899 (1)(4) | | | Shellpoint Co-Originator Trust 2017-2 B3, 3.701%, 10/25/2047 | | | | | 3,083,853 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
45,057 (4) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 2.457%, 03/25/2035 | | | | $ | 45,050 | | | | | | 0.0 | | |
74,014 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.490%, 10/25/2036 | | | | | 72,669 | | | | | | 0.0 | | |
175,842 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.619%, 06/25/2034 | | | | | 179,500 | | | | | | 0.0 | | |
1,071,158 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.557%, 07/25/2034 | | | | | 1,100,823 | | | | | | 0.1 | | |
86,323,573 (4)(6) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 1.700%, 01/25/2045 | | | | | 1,629,401 | | | | | | 0.1 | | |
174,239 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 2.910%, 09/25/2035 | | | | | 176,464 | | | | | | 0.0 | | |
32,674,700 (4)(6) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 1.895%, 01/25/2045 | | | | | 1,524,069 | | | | | | 0.1 | | |
14,448 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.029%, 10/25/2036 | | | | | 14,631 | | | | | | 0.0 | | |
91,628 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 2.605%, 11/25/2036 | | | | | 91,840 | | | | | | 0.0 | | |
352,135 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.605%, 11/25/2036 | | | | | 352,949 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
47,993 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.824%, 08/25/2046 | | | | $ | 48,171 | | | | | | 0.0 | | |
87,144 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.993%, 12/25/2036 | | | | | 87,951 | | | | | | 0.0 | | |
420,763 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.819%, 03/25/2037 | | | | | 392,520 | | | | | | 0.0 | | |
9,763 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.707%, 04/25/2037 | | | | | 9,812 | | | | | | 0.0 | | |
56,903 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.924%, 07/25/2037 | | | | | 57,722 | | | | | | 0.0 | | |
534,102 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 0.986%, (US0001M + 0.900%), 11/25/2035 | | | | | 483,026 | | | | | | 0.0 | | |
566,351 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | | | 586,613 | | | | | | 0.0 | | |
517,405 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 498,282 | | | | | | 0.0 | | |
666,512 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 670,415 | | | | | | 0.0 | | |
115,476 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 116,736 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
707,472 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.686%, (US0001M + 0.600%), 07/25/2036 | | | | $ | 406,312 | | | | | | 0.0 | | |
1,805,552 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.032%, (12MTA + 0.940%), 07/25/2046 | | | | | 1,256,517 | | | | | | 0.1 | | |
781,912 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.052%, (12MTA + 0.960%), 08/25/2046 | | | | | 524,740 | | | | | | 0.0 | | |
29,665 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.516%, (US0001M + 0.430%), 06/25/2037 | | | | | 23,975 | | | | | | 0.0 | | |
593,187 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.244%, 09/25/2036 | | | | | 578,224 | | | | | | 0.0 | | |
125,850 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.769%, 12/28/2037 | | | | | 126,227 | | | | | | 0.0 | | |
1,391,321 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.687%, 07/25/2047 | | | | | 1,415,787 | | | | | | 0.1 | | |
1,549,795 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.545%, 09/25/2049 | | | | | 1,578,743 | | | | | | 0.1 | | |
1,971,015 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.390%, 12/25/2049 | | | | | 2,010,415 | | | | | | 0.1 | | |
2,919,054 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.203%, 07/25/2050 | | | | | 2,958,916 | | | | | | 0.1 | | |
2,013,025 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2021-1 B3 Trust, 2.734%, 12/25/2050 | | | | | 1,882,501 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
493,899 (1)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.763%, 08/20/2045 | | | | $ | 491,163 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $557,399,855) | | | | | 567,802,524 | | | | | | 21.8 | | |
U.S. TREASURY OBLIGATIONS: 5.8% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.2% | | ||||||||||||
1,000 | | | 1.250%, 05/15/2050 | | | | | 818 | | | | | | 0.0 | | |
7,900 | | | 1.625%, 11/15/2050 | | | | | 7,100 | | | | | | 0.0 | | |
4,048,500 | | | 2.375%, 05/15/2051 | | | | | 4,321,774 | | | | | | 0.2 | | |
| | | | | | | | 4,329,692 | | | | | | 0.2 | | |
| | | U.S. Treasury Notes: 5.6% | | ||||||||||||
1,558,000 | | | 0.125%, 05/31/2023 | | | | | 1,555,626 | | | | | | 0.1 | | |
135,000,000 | | | 0.250%, 09/30/2023 | | | | | 134,902,441 | | | | | | 5.2 | | |
3,600,000 | | | 0.250%, 06/15/2024 | | | | | 3,580,313 | | | | | | 0.1 | | |
858,000 | | | 0.375%, 09/30/2027 | | | | | 818,904 | | | | | | 0.0 | | |
5,928,200 | | | 0.750%, 08/31/2026 | | | | | 5,865,676 | | | | | | 0.2 | | |
735,700 | | | 1.125%, 08/31/2028 | | | | | 727,136 | | | | | | 0.0 | | |
7,000 | | | 1.125%, 02/15/2031 | | | | | 6,781 | | | | | | 0.0 | | |
| | | | | | | | 147,456,877 | | | | | | 5.6 | | |
| | | Total U.S. Treasury Obligations (Cost $152,005,717) | | | | | 151,786,569 | | | | | | 5.8 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 17.0% | | |||||||||||||||
3,500,000 (1) | | | AREIT 2021-CRE5 D Trust, 2.750%, (US0001M + 2.650%), 08/17/2026 | | | | | 3,500,000 | | | | | | 0.1 | | |
1,290,000 (1)(7)(8) | | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | | | 1,247,530 | | | | | | 0.1 | | |
6,700,000 (1) | | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | | 5,179,704 | | | | | | 0.2 | | |
5,320,000 (1)(4)(6) | | | BANK 2017-BNK4 XE, 1.623%, 05/15/2050 | | | | | 372,045 | | | | | | 0.0 | | |
4,380,000 (1) | | | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | | | | | 4,010,566 | | | | | | 0.2 | | |
1,600,000 (1)(4) | | | BANK 2017-BNK6 E, 2.784%, 07/15/2060 | | | | | 941,971 | | | | | | 0.0 | | |
16,600,000 (1)(4)(6) | | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | | | 1,244,899 | | | | | | 0.1 | | |
50,773,553 (4)(6) | | | BANK 2019-BN17 XA, 1.182%, 04/15/2052 | | | | | 3,418,081 | | | | | | 0.1 | | |
10,184,722 (4)(6) | | | BANK 2019-BNK16 XA, 1.118%, 02/15/2052 | | | | | 583,401 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
29,181,992 (4)(6) | | | Bank 2019-BNK19 XA, 1.090%, 08/15/2061 | | | | $ | 1,882,046 | | | | | | 0.1 | | |
58,363,740 (4)(6) | | | BANK 2019-BNK22 XA, 0.715%, 11/15/2062 | | | | | 2,525,218 | | | | | | 0.1 | | |
4,590,000 (1) | | | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | | | | | 4,136,289 | | | | | | 0.2 | | |
10,795,377 (4)(6) | | | BBCMS Trust 2021-C10 XA, 1.433%, 07/15/2054 | | | | | 1,074,735 | | | | | | 0.0 | | |
103,770,133 (4)(6) | | | Benchmark 2018-B7 XA Mortgage Trust, 0.594%, 05/15/2053 | | | | | 2,554,945 | | | | | | 0.1 | | |
53,015,296 (4)(6) | | | Benchmark 2019-B10 XA Mortgage Trust, 1.389%, 03/15/2062 | | | | | 3,840,073 | | | | | | 0.2 | | |
42,285,000 (1)(4)(6) | | | BENCHMARK 2019-B10 XB Mortgage Trust, 1.062%, 03/15/2062 | | | | | 2,698,688 | | | | | | 0.1 | | |
43,700,112 (4)(6) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.201%, 08/15/2052 | | | | | 2,611,785 | | | | | | 0.1 | | |
3,090,000 (1) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 2,967,394 | | | | | | 0.1 | | |
7,330,000 (1)(4)(6) | | | Benchmark 2019-B9 XD Mortgage Trust, 2.168%, 03/15/2052 | | | | | 958,769 | | | | | | 0.0 | | |
2,440,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | | | 2,491,263 | | | | | | 0.1 | | |
1,741,000 (1) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 1,765,093 | | | | | | 0.1 | | |
17,488,023 (4)(6) | | | Benchmark 2021-B24 XA Mortgage Trust, 1.274%, 03/15/2054 | | | | | 1,478,500 | | | | | | 0.1 | | |
9,958,894 (4)(6) | | | Benchmark 2021-B28 XA Mortgage Trust, 1.406%, 08/15/2054 | | | | | 986,770 | | | | | | 0.0 | | |
2,653,000 (1)(7)(8) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 2,042,428 | | | | | | 0.1 | | |
8,069,000 (1)(4) | | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.210%, 05/25/2052 | | | | | 7,202,027 | | | | | | 0.3 | | |
3,002,000 (1)(4) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.523%, 05/25/2052 | | | | | 2,762,237 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,500,000 (1) | | | BPR Trust 2021-WILL D, 5.084%, (US0001M + 5.000%), 06/15/2038 | | | | $ | 4,522,162 | | | | | | 0.2 | | |
3,710,000 (1)(4) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 3,835,443 | | | | | | 0.2 | | |
91,928,177 (4)(6) | | | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.252%, 05/15/2052 | | | | | 6,136,941 | | | | | | 0.2 | | |
40,239,854 (4)(6) | | | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.366%, 11/15/2052 | | | | | 3,025,329 | | | | | | 0.1 | | |
7,338,492 (4)(6) | | | CD 2016-CD1 Mortgage Trust XA, 1.525%, 08/10/2049 | | | | | 400,764 | | | | | | 0.0 | | |
14,660,000 (1)(4)(6) | | | CD 2016-CD1 Mortgage Trust XB, 0.842%, 08/10/2049 | | | | | 466,198 | | | | | | 0.0 | | |
4,640,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.634%, (US0001M + 2.550%), 11/15/2036 | | | | | 4,597,381 | | | | | | 0.2 | | |
1,000,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.260%, 11/10/2046 | | | | | 933,653 | | | | | | 0.0 | | |
4,126,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.760%, 03/10/2047 | | | | | 4,198,985 | | | | | | 0.2 | | |
6,030,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | | | 3,966,489 | | | | | | 0.2 | | |
2,130,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.581%, 08/10/2049 | | | | | 1,749,479 | | | | | | 0.1 | | |
12,040,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.851%, 07/10/2049 | | | | | 8,622,202 | | | | | | 0.3 | | |
5,790,000 (1)(4) | | | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.851%, 07/10/2049 | | | | | 3,396,786 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,080,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | | $ | 2,637,045 | | | | | | 0.1 | | |
26,380,198 (4)(6) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | | | | | 1,218,309 | | | | | | 0.1 | | |
33,870,968 (4)(6) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.002%, 12/15/2072 | | | | | 2,029,172 | | | | | | 0.1 | | |
40,824,228 (4)(6) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.185%, 08/10/2056 | | | | | 2,660,539 | | | | | | 0.1 | | |
3,000,000 (4) | | | COMM 2012-CCRE2 C Mortgage Trust, 4.992%, 08/15/2045 | | | | | 3,000,484 | | | | | | 0.1 | | |
10,591,640 (4)(6) | | | COMM 2012-CR3 XA, 1.994%, 10/15/2045 | | | | | 91,076 | | | | | | 0.0 | | |
845,255 (4)(6) | | | COMM 2012-CR4 XA, 1.840%, 10/15/2045 | | | | | 10,225 | | | | | | 0.0 | | |
6,534,664 (1)(4)(6) | | | COMM 2012-LTRT XA, 0.991%, 10/05/2030 | | | | | 27,828 | | | | | | 0.0 | | |
1,670,000 (1)(4) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | | 1,654,033 | | | | | | 0.1 | | |
3,460,000 (1)(4) | | | COMM 2013-CR10 F Mortgage Trust, 5.064%, 08/10/2046 | | | | | 3,176,380 | | | | | | 0.1 | | |
5,070,000 (1)(4) | | | COMM 2013-GAM F, 3.531%, 02/10/2028 | | | | | 4,676,245 | | | | | | 0.2 | | |
2,200,000 (1)(4) | | | COMM 2013-LC6 D Mortgage Trust, 4.438%, 01/10/2046 | | | | | 2,185,120 | | | | | | 0.1 | | |
10,576,523 (4)(6) | | | COMM 2016-COR1 XA, 1.532%, 10/10/2049 | | | | | 563,358 | | | | | | 0.0 | | |
2,584,465 (4)(6) | | | COMM 2016-CR28 XA, 0.792%, 02/10/2049 | | | | | 61,138 | | | | | | 0.0 | | |
21,163,744 (4)(6) | | | COMM 2017-COR2 XA, 1.306%, 09/10/2050 | | | | | 1,214,071 | | | | | | 0.0 | | |
3,500,000 (1)(4) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | | | 3,402,697 | | | | | | 0.1 | | |
1,430,000 (4) | | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.327%, 06/15/2057 | | | | | 1,386,461 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,792,000 (1) | | | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | | | | $ | 2,473,117 | | | | | | 0.1 | | |
710,000 (1) | | | CSWF 2021-SOP2 D, 2.401%, (US0001M + 2.317%), 06/15/2034 | | | | | 710,083 | | | | | | 0.0 | | |
1,790,000 (1) | | | CSWF 2021-SOP2 E, 3.451%, (US0001M + 3.367%), 06/15/2034 | | | | | 1,787,566 | | | | | | 0.1 | | |
4,800,000 (1)(4) | | | DBJPM 16-C3 F Mortgage Trust, 4.375%, 08/10/2049 | | | | | 3,188,034 | | | | | | 0.1 | | |
558,845 (1)(4) | | | DBUBS 2011-LC1A F Mortgage Trust, 6.116%, 11/10/2046 | | | | | 557,902 | | | | | | 0.0 | | |
4,138,733 (1)(9) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.736%, (US0001M + 3.650%), 07/10/2044 | | | | | 3,352,374 | | | | | | 0.2 | | |
1,570,000 (1)(4) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | | | | | 1,597,398 | | | | | | 0.1 | | |
20,152,579 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.699%, 04/25/2030 | | | | | 2,333,679 | | | | | | 0.1 | | |
2,450,000 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1521 X1, 0.981%, 08/25/2036 | | | | | 268,165 | | | | | | 0.0 | | |
1,417,259 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 3.954%, 02/25/2041 | | | | | 24,858 | | | | | | 0.0 | | |
1,740,203 (1) | | | FREMF 2018-KBF2 C Mortgage Trust, 4.583%, (US0001M + 4.500%), 10/25/2025 | | | | | 1,745,332 | | | | | | 0.1 | | |
3,300,000 (1) | | | FREMF 2019-KBF3 C Mortgage Trust, 4.833%, (US0001M + 4.750%), 01/25/2029 | | | | | 3,331,198 | | | | | | 0.1 | | |
14,878,000 (1)(7)(8) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 9,186,298 | | | | | | 0.4 | | |
189,869,010 (1)(6) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 848,411 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
21,120,000 (1)(6) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | $ | 114,439 | | | | | | 0.0 | | |
272,562 (1)(6) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 5 | | | | | | 0.0 | | |
33,780,000 (1)(7)(8) | | | FREMF 2016-K55 D Mortgage Trust, 0.000%, 04/25/2049 | | | | | 25,995,696 | | | | | | 1.0 | | |
2,000,000 (1)(4) | | | FRR Re-REMIC Trust 2018-C1 B725, 3.003%, 02/27/2050 | | | | | 2,008,988 | | | | | | 0.1 | | |
1,268,740 (1)(4)(7) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.000%, 02/27/2050 | | | | | 1,170,369 | | | | | | 0.0 | | |
1,000,000 (1) | | | Great Wolf Trust 2019-WOLF E, 2.816%, (US0001M + 2.732%), 12/15/2036 | | | | | 983,658 | | | | | | 0.0 | | |
2,350,000 (1)(4) | | | GS Mortgage Securities Trust 2012-GC6 C, 6.047%, 01/10/2045 | | | | | 2,363,076 | | | | | | 0.1 | | |
2,000,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.184%, (US0001M + 2.100%), 07/15/2035 | | | | | 1,856,997 | | | | | | 0.1 | | |
15,518,000 (1)(4) | | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | | | 13,024,299 | | | | | | 0.5 | | |
1,330,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 771,014 | | | | | | 0.0 | | |
15,347,895 (4)(6) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.119%, 02/10/2052 | | | | | 925,002 | | | | | | 0.0 | | |
40,892,307 (4)(6) | | | GS Mortgage Securities Trust 2019-GC40 XA, 1.225%, 07/10/2052 | | | | | 2,715,041 | | | | | | 0.1 | | |
84,429,649 (4)(6) | | | GS Mortgage Securities Trust 2019-GSA1 XA, 0.955%, 11/10/2052 | | | | | 4,876,665 | | | | | | 0.2 | | |
4,460,000 (1)(4) | | | GS Mortgage Securities Trust 2020-GC45 SWC, 3.326%, 12/13/2039 | | | | | 4,368,089 | | | | | | 0.2 | | |
180,000 (1)(4) | | | IMT Trust 2017-APTS EFX, 3.613%, 06/15/2034 | | | | | 182,268 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,405,000 (4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.798%, 08/15/2047 | | | | $ | 1,478,148 | | | | | | 0.1 | | |
46,049,722 (4)(6) | | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.290%, 02/15/2048 | | | | | 1,438,400 | | | | | | 0.1 | | |
5,910,000 (1)(4) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | | | 6,045,643 | | | | | | 0.2 | | |
5,440,000 (1) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.244%, (US0001M + 2.160%), 07/15/2036 | | | | | 5,384,342 | | | | | | 0.2 | | |
6,150,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | | | 6,136,193 | | | | | | 0.2 | | |
5,000,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,951,221 | | | | | | 0.2 | | |
1,184,163 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.752%, 08/15/2046 | | | | | 1,176,299 | | | | | | 0.0 | | |
2,136,116 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.156%, 06/15/2045 | | | | | 6,035 | | | | | | 0.0 | | |
2,000,000 (4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.239%, 12/15/2047 | | | | | 2,013,065 | | | | | | 0.1 | | |
5,500,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 4,825,847 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,630,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | $ | 3,593,245 | | | | | | 0.1 | | |
7,470,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 5,972,983 | | | | | | 0.2 | | |
3,810,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | | | 3,661,897 | | | | | | 0.1 | | |
3,640,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.990%, 12/05/2038 | | | | | 3,361,032 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.362%, 11/15/2045 | | | | | 1,051,290 | | | | | | 0.0 | | |
2,549,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.049%, 01/15/2047 | | | | | 2,580,673 | | | | | | 0.1 | | |
9,560,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | | | | | 8,244,543 | | | | | | 0.3 | | |
2,200,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 1,780,100 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.811%, 04/15/2047 | | | | | 1,019,187 | | | | | | 0.0 | | |
49,152,986 (4)(6) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.104%, 10/15/2048 | | | | | 1,266,505 | | | | | | 0.1 | | |
11,873,953 (1)(4)(6) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.095%, 03/10/2050 | | | | | 284,695 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,472,490 (1) | | | MBRT 2019-MBR H1, 4.084%, (US0001M + 4.000%), 11/15/2036 | | | | $ | 4,469,210 | | | | | | 0.2 | | |
2,817,000 (1)(4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.757%, 11/15/2045 | | | | | 2,685,481 | | | | | | 0.1 | | |
6,737,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | | | 5,035,773 | | | | | | 0.2 | | |
10,957,327 (4)(6) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.110%, 11/15/2046 | | | | | 169,234 | | | | | | 0.0 | | |
12,965,328 (4)(6) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.116%, 12/15/2047 | | | | | 328,878 | | | | | | 0.0 | | |
5,649,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | | 5,226,302 | | | | | | 0.2 | | |
1,000,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.600%, 02/15/2048 | | | | | 1,044,967 | | | | | | 0.0 | | |
5,390,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | | | | | 5,288,438 | | | | | | 0.2 | | |
560,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | | | 546,935 | | | | | | 0.0 | | |
15,376,652 (4)(6) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.920%, 11/15/2052 | | | | | 598,917 | | | | | | 0.0 | | |
5,970,000 (1)(9) | | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | | | 298,500 | | | | | | 0.0 | | |
4,268,000 (1)(9) | | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | | | 85,360 | | | | | | 0.0 | | |
2,021,315 (1)(9) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 20,213 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,841,000 (1)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | $ | 4,285,584 | | | | | | 0.2 | | |
25,660,000 (1)(4)(6) | | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.954%, 10/15/2051 | | | | | 2,938,501 | | | | | | 0.1 | | |
910,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 836,416 | | | | | | 0.0 | | |
38,129,509 (4)(6) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.922%, 12/15/2050 | | | | | 1,529,535 | | | | | | 0.1 | | |
22,531,484 (4)(6) | | | Morgan Stanley Capital I Trust 2021-L6 XA, 1.356%, 06/15/2054 | | | | | 1,968,420 | | | | | | 0.1 | | |
13,000,000 (1) | | | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | | | | | 12,410,635 | | | | | | 0.5 | | |
790,000 (1) | | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | | | 794,098 | | | | | | 0.0 | | |
10,151,000 (1) | | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | | | 10,160,344 | | | | | | 0.4 | | |
5,310,000 (1)(4) | | | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.254%, 02/27/2051 | | | | | 5,615,106 | | | | | | 0.2 | | |
1,000,000 (1)(4) | | | UBS Commercial Mortgage Trust 2017-C5, 4.455%, 11/15/2050 | | | | | 965,529 | | | | | | 0.0 | | |
26,107,441 (4)(6) | | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.720%, 04/15/2052 | | | | | 2,341,668 | | | | | | 0.1 | | |
1,900,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.611%, 12/10/2045 | | | | | 1,674,547 | | | | | | 0.1 | | |
3,240,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.611%, 12/10/2045 | | | | | 2,073,547 | | | | | | 0.1 | | |
3,596,000 (1)(4) | | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | | | | | 3,701,480 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,940,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | | | | $ | 5,856,968 | | | | | | 0.2 | | |
78,780,000 (4)(6) | | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.625%, 11/15/2049 | | | | | 2,107,058 | | | | | | 0.1 | | |
20,289,303 (4)(6) | | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.080%, 10/15/2050 | | | | | 865,745 | | | | | | 0.0 | | |
38,539,093 (4)(6) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.741%, 08/15/2052 | | | | | 3,767,902 | | | | | | 0.1 | | |
2,500,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 C, 2.500%, 04/15/2054 | | | | | 2,103,784 | | | | | | 0.1 | | |
19,386,931 (4)(6) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.686%, 04/15/2054 | | | | | 2,240,046 | | | | | | 0.1 | | |
351,738 (1)(4)(6) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.935%, 08/15/2045 | | | | | 2,218 | | | | | | 0.0 | | |
9,230,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.381%, 03/15/2045 | | | | | 8,424,018 | | | | | | 0.3 | | |
960,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.381%, 03/15/2045 | | | | | 776,523 | | | | | | 0.0 | | |
10,350,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 9,276,610 | | | | | | 0.4 | | |
5,950,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | | | | | 5,136,010 | | | | | | 0.2 | | |
3,429,336 (1)(4)(6) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.244%, 03/15/2048 | | | | | 40,614 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
9,000,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.200%, 12/15/2046 | | | | $ | 9,113,265 | | | | | | 0.4 | | |
760,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 690,168 | | | | | | 0.0 | | |
3,000,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | | | 2,357,162 | | | | | | 0.1 | | |
7,735,000 (1)(4) | | | West Town Mall Trust 2017-KNOX E, 4.491%, 07/05/2030 | | | | | 7,481,986 | | | | | | 0.3 | | |
1,500,000 (1)(4) | | | WFLD 2014-MONT D Mortgage Trust, 3.880%, 08/10/2031 | | | | | 1,167,613 | | | | | | 0.0 | | |
2,665,640 (1)(4)(6) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.017%, 11/15/2045 | | | | | 33,143 | | | | | | 0.0 | | |
25,303,678 (4)(6) | | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.118%, 03/15/2046 | | | | | 421,686 | | | | | | 0.0 | | |
2,000,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 2,022,633 | | | | | | 0.1 | | |
1,900,000 (1) | | | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | | | | | 1,698,086 | | | | | | 0.1 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $455,736,254) | | | | | 442,030,670 | | | | | | 17.0 | | |
ASSET-BACKED SECURITIES: 15.9% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.1% | | ||||||||||||
2,450,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 2,518,564 | | | | | | 0.1 | | |
4,400,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 4,493,651 | | | | | | 0.2 | �� | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
3,000,000 | | | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | | | | $ | 3,112,966 | | | | | | 0.1 | | |
2,500,000 (1) | | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | | | 2,542,482 | | | | | | 0.1 | | |
4,450,000 | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | | | 4,572,921 | | | | | | 0.2 | | |
6,000,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 6,127,546 | | | | | | 0.2 | | |
2,650,000 | | | Santander Drive Auto Receivables Trust 2021-3 D, 1.330%, 09/15/2027 | | | | | 2,650,652 | | | | | | 0.1 | | |
3,800,000 (1) | | | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | | | | | 3,877,494 | | | | | | 0.1 | | |
| | | | | | | | 29,896,276 | | | | | | 1.1 | | |
| | | Home Equity Asset-Backed Securities: 0.5% | | ||||||||||||
2,483,581 (1)(4) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 2,396,028 | | | | | | 0.1 | | |
2,961,138 (1)(5) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A3, 7.250%, 02/25/2038 | | | | | 2,854,761 | | | | | | 0.1 | | |
367,733 | | | GSAA Home Equity Trust 2006-3 A3, 0.686%, (US0001M + 0.300%), 03/25/2036 | | | | | 246,873 | | | | | | 0.0 | | |
2,326,014 (4) | | | GSAA Home Equity Trust 2006-4 4A3, 3.068%, 03/25/2036 | | | | | 1,829,047 | | | | | | 0.1 | | |
932,297 | | | GSAA Home Equity Trust 2007-1 1A1, 0.246%, (US0001M + 0.080%), 02/25/2037 | | | | | 377,092 | | | | | | 0.0 | | |
951,232 (4) | | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | | | 533,368 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
887,377 (4) | | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | | $ | 559,137 | | | | | | 0.0 | | |
481,709 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.546%, (US0001M + 0.230%), 02/25/2037 | | | | | 477,524 | | | | | | 0.0 | | |
3,792,554 (4) | | | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.818%, 02/25/2035 | | | | | 3,742,559 | | | | | | 0.2 | | |
| | | | | | | | 13,016,389 | | | | | | 0.5 | | |
| | | Other Asset-Backed Securities: 13.4% | | ||||||||||||
5,850,000 (1) | | | AIG CLO 2021-2A C Ltd., 2.090%, (US0003M + 2.000%), 07/20/2034 | | | | | 5,850,977 | | | | | | 0.2 | | |
3,089,000 (1) | | | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | | | | | 3,119,178 | | | | | | 0.1 | | |
4,234,000 (1) | | | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 07/25/2059 | | | | | 4,250,724 | | | | | | 0.2 | | |
2,500,000 (1) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.083%, (US0003M + 1.950%), 04/14/2029 | | | | | 2,484,527 | | | | | | 0.1 | | |
2,000,000 (1) | | | AMMC CLO XI Ltd. 2012-11A CR2, 2.029%, (US0003M + 1.900%), 04/30/2031 | | | | | 1,990,904 | | | | | | 0.1 | | |
9,000,000 (1) | | | Apidos CLO XXII 2015-22A BR, 2.084%, (US0003M + 1.950%), 04/20/2031 | | | | | 9,001,107 | | | | | | 0.3 | | |
2,700,000 (1) | | | Apidos CLO XXIV 2016-24A BRR, 2.184%, (US0003M + 2.050%), 10/20/2030 | | �� | | | 2,700,000 | | | | | | 0.1 | | |
2,900,000 (1) | | | Apidos CLO XXXIII 2020-33A CR, 2.019%, (US0003M + 1.900%), 10/24/2034 | | | | | 2,900,307 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,633,500 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | $ | 1,669,261 | | | | | | 0.1 | | |
742,500 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 782,955 | | | | | | 0.0 | | |
1,118,043 (1) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | | 1,145,629 | | | | | | 0.0 | | |
1,100,000 (1) | | | Ares XLII Clo Ltd. 2017-42A C, 2.338%, (US0003M + 2.200%), 01/22/2028 | | | | | 1,100,046 | | | | | | 0.0 | | |
750,000 (1) | | | Atrium CDO Corp. 12A CR, 1.788%, (US0003M + 1.650%), 04/22/2027 | | | | | 750,015 | | | | | | 0.0 | | |
2,500,000 (1) | | | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | | | | | 2,501,015 | | | | | | 0.1 | | |
2,000,000 (1) | | | Babson CLO Ltd. 2018-3A C, 2.034%, (US0003M + 1.900%), 07/20/2029 | | | | | 1,987,384 | | | | | | 0.1 | | |
6,000,000 (1) | | | Barings Clo Ltd. 2019-4A C, 2.926%, (US0003M + 2.800%), 01/15/2033 | | | | | 6,009,246 | | | | | | 0.2 | | |
2,000,000 (1) | | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.284%, (US0003M + 2.150%), 04/20/2031 | | | | | 1,991,018 | | | | | | 0.1 | | |
2,760,000 (1) | | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.284%, (US0003M + 2.150%), 04/20/2034 | | | | | 2,759,983 | | | | | | 0.1 | | |
1,000,000 (1) | | | BlueMountain CLO 2013-2A CR, 2.088%, (US0003M + 1.950%), 10/22/2030 | | | | | 994,279 | | | | | | 0.0 | | |
1,000,000 (1) | | | BlueMountain CLO 2015-4 CR Ltd., 2.034%, (US0003M + 1.900%), 04/20/2030 | | | | | 991,011 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,250,000 (1) | | | BlueMountain CLO Ltd. 2021-28A C, 2.126%, (US0003M + 2.000%), 04/15/2034 | | | | $ | 1,248,057 | | | | | | 0.1 | | |
3,750,000 (1) | | | BlueMountain CLO XXV Ltd. 2019-25A CR, 2.376%, (US0003M + 2.250%), 07/15/2036 | | | | | 3,753,971 | | | | | | 0.1 | | |
2,000,000 (1) | | | BlueMountain CLO XXIX Ltd. 2020-29A CR, 2.219%, (US0003M + 2.100%), 07/25/2034 | | | | | 2,001,066 | | | | | | 0.1 | | |
7,000,000 (1) | | | BlueMountain CLO XXXII Ltd. 2021-32A C, 2.083%, (US0003M + 6.600%), 10/15/2034 | | | | | 7,002,338 | | | | | | 0.3 | | |
4,000,000 (1) | | | Bristol Park CLO Ltd. 2016-1A CR, 2.076%, (US0003M + 1.950%), 04/15/2029 | | | | | 4,000,620 | | | | | | 0.2 | | |
750,000 (1) | | | Buttermilk Park CLO Ltd. 2018-1A C, 2.226%, (US0003M + 2.100%), 10/15/2031 | | | | | 750,078 | | | | | | 0.0 | | |
1,550,000 (1) | | | California Street CLO IX L.P. 2012-9A CR3, 2.619%, (US0003M + 2.500%), 07/16/2032 | | | | | 1,550,161 | | | | | | 0.1 | | |
1,500,000 (1) | | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 2.982%, (US0003M + 2.850%), 07/28/2028 | | | | | 1,497,496 | | | | | | 0.1 | | |
1,500,000 (1) | | | Carlyle US CLO 2016-4A BR Ltd., 2.234%, (US0003M + 2.100%), 10/20/2027 | | | | | 1,500,082 | | | | | | 0.1 | | |
1,000,000 (1) | | | Cent CLO C17A BR Ltd., 1.979%, (US0003M + 1.850%), 04/30/2031 | | | | | 1,000,065 | | | | | | 0.0 | | |
1,500,000 (1) | | | CIFC Funding 2013-IA BR Ltd., 2.526%, (US0003M + 2.400%), 07/16/2030 | | | | | 1,500,261 | | | | | | 0.1 | | |
2,000,000 (1) | | | CIFC Funding 2014-4RA B Ltd., 2.334%, (US0003M + 2.200%), 10/17/2030 | | | | | 2,000,400 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
5,900,000 (1) | | | CIFC Funding 2015-4A BR2 Ltd., 2.034%, (US0003M + 1.900%), 04/20/2034 | | | | $ | 5,901,794 | | | | | | 0.2 | | |
7,500,000 (1) | | | CIFC Funding 2017-2A CR Ltd., 1.984%, (US0003M + 1.850%), 04/20/2030 | | | | | 7,500,465 | | | | | | 0.3 | | |
5,500,000 (1) | | | CIFC Funding 2019-2A CR Ltd., 2.234%, (US0003M + 2.100%), 04/17/2034 | | | | | 5,505,038 | | | | | | 0.2 | | |
1,100,000 | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.791%, (US0001M + 0.705%), 09/25/2035 | | | | | 1,095,199 | | | | | | 0.0 | | |
1,750,000 (1) | | | Cumberland Park CLO Ltd. 2015-2A CR, 1.934%, (US0003M + 1.800%), 07/20/2028 | | | | | 1,750,695 | | | | | | 0.1 | | |
833,000 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 907,842 | | | | | | 0.0 | | |
441,000 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 462,771 | | | | | | 0.0 | | |
571,500 (1) | | | Domino’s Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | | | 592,962 | | | | | | 0.0 | | |
1,061,500 (1) | | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,144,027 | | | | | | 0.0 | | |
2,295,100 (1) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 2,387,406 | | | | | | 0.1 | | |
3,496,750 (1) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 3,771,458 | | | | | | 0.1 | | |
2,145,000 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 2,305,540 | | | | | | 0.1 | | |
1,209,375 (1) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 1,285,637 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,750,000 (1) | | | Dryden 30 Senior Loan Fund 2013-30A DR, 2.725%, (US0003M + 2.600%), 11/15/2028 | | | | $ | 2,669,774 | | | | | | 0.1 | | |
1,750,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A C, 2.026%, (US0003M + 1.900%), 04/15/2031 | | | | | 1,750,138 | | | | | | 0.1 | | |
5,000,000 (1) | | | Dryden 75 CLO Ltd. 2019-75A CR2, 1.926%, (US0003M + 1.800%), 04/15/2034 | | | | | 4,995,985 | | | | | | 0.2 | | |
6,000,000 (1) | | | Dryden 86 CLO Ltd. 2020-86A DR, 3.334%, (US0003M + 3.200%), 07/17/2034 | | | | | 6,003,090 | | | | | | 0.2 | | |
1,150,000 (1) | | | Dryden XXV Senior Loan Fund 2012-25A DRR, 3.126%, (US0003M + 3.000%), 10/15/2027 | | | | | 1,149,085 | | | | | | 0.0 | | |
3,061,863 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,207,951 | | | | | | 0.1 | | |
885,737 (1) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 953,584 | | | | | | 0.0 | | |
3,912,530 (1) | | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | | | 4,066,830 | | | | | | 0.2 | | |
4,500,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.134%, (US0003M + 2.000%), 10/20/2027 | | | | | 4,500,076 | | | | | | 0.2 | | |
1,000,000 (1) | | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | | | 1,153,832 | | | | | | 0.0 | | |
1,600,000 (1) | | | Kayne CLO 10 Ltd. 2021-10A C, 1.944%, (US0003M + 1.750%), 04/23/2034 | | | | | 1,592,398 | | | | | | 0.1 | | |
1,710,000 (1) | | | Kayne CLO I Ltd. 2018-1A CR, 1.876%, (US0003M + 1.750%), 07/15/2031 | | | | | 1,710,029 | | | | | | 0.1 | | |
1,350,000 (1) | | | LCM XVIII L.P. 18A CR, 1.984%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,340,927 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,000,000 (1) | | | LCM XX L.P. 20A-CR, 2.084%, (US0003M + 1.950%), 10/20/2027 | | | | $ | 1,000,140 | | | | | | 0.0 | | |
2,800,000 (1) | | | LCM XXIV Ltd. 24A CR, 2.034%, (US0003M + 1.900%), 03/20/2030 | | | | | 2,800,000 | | | | | | 0.1 | | |
880,338 (1) | | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | | | 908,836 | | | | | | 0.0 | | |
1,000,000 (1) | | | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.034%, (US0003M + 1.900%), 04/19/2030 | | | | | 1,000,032 | | | | | | 0.0 | | |
2,500,000 (1) | | | Madison Park Funding XIX Ltd. 2015-19A B1R2, 1.988%, (US0003M + 1.850%), 01/22/2028 | | | | | 2,500,463 | | | | | | 0.1 | | |
6,000,000 (1) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 2.976%, (US0003M + 2.850%), 10/15/2032 | | | | | 6,000,954 | | | | | | 0.2 | | |
1,000,000 (1) | | | Magnetite VIII Ltd. 2014-8A CR2, 1.976%, (US0003M + 1.850%), 04/15/2031 | | | | | 1,000,511 | | | | | | 0.0 | | |
1,700,000 (1) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 1,706,669 | | | | | | 0.1 | | |
1,139,570 (1) | | | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | | | | | 1,146,214 | | | | | | 0.0 | | |
2,000,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 2,032,998 | | | | | | 0.1 | | |
4,050,000 (1) | | | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | | | | | 4,120,984 | | | | | | 0.2 | | |
1,950,000 (1) | | | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | | | | | 1,972,955 | | | | | | 0.1 | | |
1,600,000 (1) | | | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | | | | | 1,625,071 | | | | | | 0.1 | | |
1,993,811 (1) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 2,126,020 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
715,360 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | $ | 768,512 | | | | | | 0.0 | | |
1,735,242 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,843,573 | | | | | | 0.1 | | |
1,597,895 (1) | | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | | | 1,740,956 | | | | | | 0.1 | | |
651,723 (1) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | | 681,791 | | | | | | 0.0 | | |
1,267,515 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 1,342,376 | | | | | | 0.1 | | |
12,500,000 (1) | | | Neuberger Berman CLO XX Ltd. 2015-20A ARR, 1.298%, (US0003M + 1.160%), 07/15/2034 | | | | | 12,513,425 | | | | | | 0.5 | | |
3,500,000 (1) | | | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.084%, (US0003M + 1.950%), 04/19/2030 | | | | | 3,500,669 | | | | | | 0.1 | | |
7,700,000 (1) | | | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 1.884%, (US0003M + 1.750%), 01/20/2031 | | | | | 7,700,208 | | | | | | 0.3 | | |
2,300,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.576%, (US0003M + 2.450%), 10/16/2032 | | | | | 2,300,000 | | | | | | 0.1 | | |
2,300,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A CR, 2.019%, (US0003M + 1.900%), 10/16/2033 | | | | | 2,300,242 | | | | | | 0.1 | | |
4,750,000 (1) | | | Neuberger Berman Loan Advisers Clo 44 Ltd. 2021-44A C, 1.980%, (US0003M + 1.900%), 10/16/2034 | | | | | 4,749,991 | | | | | | 0.2 | | |
2,500,000 (1) | | | Oaktree CLO Ltd. 2021-1A D, 3.396%, (US0003M + 3.250%), 07/15/2034 | | | | | 2,500,850 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
6,000,000 (1) | | | Oaktree CLO Ltd. 2021-1A C, 2.096%, (US0003M + 1.950%), 07/15/2034 | | | | $ | 6,004,242 | | | | | | 0.2 | | |
3,550,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.084%, (US0003M + 1.950%), 03/17/2030 | | | | | 3,548,221 | | | | | | 0.1 | | |
7,470,000 (1) | | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.184%, (US0003M + 2.050%), 07/20/2030 | | | | | 7,470,164 | | | | | | 0.3 | | |
4,500,000 (1) | | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.176%, (US0003M + 2.050%), 07/15/2029 | | | | | 4,500,203 | | | | | | 0.2 | | |
600,000 (1) | | | Octagon Investment Partners 33 Ltd. 2017-1A B, 1.984%, (US0003M + 1.850%), 01/20/2031 | | | | | 600,010 | | | | | | 0.0 | | |
1,500,000 (1) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.084%, (US0003M + 1.900%), 07/19/2035 | | | | | 1,502,351 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square Loan Funding 2018-4 D Ltd., 4.375%, (US0003M + 4.250%), 11/15/2026 | | | | | 3,000,021 | | | | | | 0.1 | | |
4,250,000 (1) | | | Palmer Square Loan Funding 2021-2A C Ltd., 2.531%, (US0003M + 2.400%), 05/20/2029 | | | | | 4,251,037 | | | | | | 0.2 | | |
376,626 (4) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.633%, 01/25/2036 | | | | | 379,783 | | | | | | 0.0 | | |
2,407,125 (1) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 2,525,123 | | | | | | 0.1 | | |
1,100,000 (1) | | | Recette Clo Ltd. 2015-1A CRR, 1.884%, (US0003M + 1.750%), 04/20/2034 | | | | | 1,099,996 | | | | | | 0.0 | | |
2,050,000 (1) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | | | 2,051,886 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,270,000 (1) | | | Shackleton 2019-15A CR CLO Ltd., 2.276%, (US0003M + 2.150%), 01/15/2032 | | | | $ | 3,264,134 | | | | | | 0.1 | | |
1,985,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 2,019,346 | | | | | | 0.1 | | |
2,050,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 2,093,413 | | | | | | 0.1 | | |
3,000,000 (1) | | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | | | 3,091,613 | | | | | | 0.1 | | |
2,750,000 (1) | | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | | | 2,821,367 | | | | | | 0.1 | | |
3,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 3,092,804 | | | | | | 0.1 | | |
4,000,000 (1) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 4,107,415 | | | | | | 0.2 | | |
2,000,000 (1) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 2,044,201 | | | | | | 0.1 | | |
600,000 (1) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 611,423 | | | | | | 0.0 | | |
2,100,000 (1) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 2,140,759 | | | | | | 0.1 | | |
1,200,000 (1) | | | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | | | | | 1,226,290 | | | | | | 0.0 | | |
1,928,875 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 2,037,565 | | | | | | 0.1 | | |
2,450,000 (1) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.440%, (US0003M + 2.300%), 04/25/2034 | | | | | 2,456,059 | | | | | | 0.1 | | |
5,700,000 (1) | | | Sound Point Clo XIV Ltd. 2016-3A CR, 2.188%, (US0003M + 2.050%), 01/23/2029 | | | | | 5,696,170 | | | | | | 0.2 | | |
4,956,524 (1) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 5,157,317 | | | | | | 0.2 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,874,335 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | $ | 2,080,468 | | | | | | 0.1 | | |
3,678,295 (1) | | | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 02/01/2055 | | | | | 3,917,827 | | | | | | 0.2 | | |
1,069,750 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,185,631 | | | | | | 0.0 | | |
1,000,000 (1) | | | TCI-Flatiron Clo 2017-1A C Ltd., 1.974%, (US0003M + 1.850%), 11/18/2030 | | | | | 1,000,073 | | | | | | 0.0 | | |
2,250,000 (1) | | | TCI-Flatiron Clo 2018-1A CR Ltd., 1.880%, (US0003M + 1.750%), 01/29/2032 | | | | | 2,251,298 | | | | | | 0.1 | | |
4,100,000 (1) | | | TCW CLO 2020-1A DRR Ltd., 3.546%, (US0003M + 3.400%), 04/20/2034 | | | | | 4,100,558 | | | | | | 0.2 | | |
3,000,000 (1) | | | TCW CLO 2021-2A D Ltd., 3.375%, (US0003M + 3.250%), 07/25/2034 | | | | | 3,000,864 | | | | | | 0.1 | | |
3,100,000 (1) | | | TCW CLO 2021-1A C Ltd., 2.034%, (US0003M + 1.900%), 03/18/2034 | | | | | 3,100,942 | | | | | | 0.1 | | |
4,000,000 (1) | | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | | | 3,958,376 | | | | | | 0.2 | | |
3,450,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 3,349,740 | | | | | | 0.1 | | |
2,000,000 (1) | | | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.084%, (US0003M + 1.950%), 07/18/2031 | | | | | 1,990,576 | | | | | | 0.1 | | |
1,000,000 (1) | | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.226%, (US0003M + 2.100%), 07/15/2028 | | | | | 1,000,083 | | | | | | 0.0 | | |
2,000,000 (1)(4) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 2,099,987 | | | | | | 0.1 | | |
1,500,000 (1) | | | Upland CLO Ltd. 2016-1A BR, 1.984%, (US0003M + 1.850%), 04/20/2031 | | | | | 1,500,102 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,795,000 (1) | | | Venture XX CLO Ltd. 2015-20A CR, 2.026%, (US0003M + 1.900%), 04/15/2027 | | | | $ | 1,795,361 | | | | | | 0.1 | | |
4,000,000 (1) | | | Venture XXVII CLO Ltd. 2017-27A CR, 2.434%, (US0003M + 2.300%), 07/20/2030 | | | | | 3,995,948 | | | | | | 0.2 | | |
962,500 (1) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,021,615 | | | | | | 0.0 | | |
3,170,500 (1) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 3,366,367 | | | | | | 0.1 | | |
| | | | | | | | 347,881,863 | | | | | | 13.4 | | |
| | | Student Loan Asset-Backed Securities: 0.9% | | ||||||||||||
103,911 (1) | | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | | | 106,591 | | | | | | 0.0 | | |
86,800 (1) | | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 86,935 | | | | | | 0.0 | | |
455,516 (1) | | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | | | 464,582 | | | | | | 0.0 | | |
1,215,337 (1)(4) | | | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | | | | | 1,237,034 | | | | | | 0.1 | | |
1,092,294 (1) | | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | | | 1,118,074 | | | | | | 0.1 | | |
4,000,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 3,857,765 | | | | | | 0.2 | | |
1,000,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,035,652 | | | | | | 0.0 | | |
2,250,000 (1)(4) | | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | | | 2,320,717 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 1,043,637 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
1,000,000 (1)(4) | | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | $ | 1,042,067 | | | | | | 0.0 | | |
1,000,000 (1) | | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | | 1,043,409 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,044,353 | | | | | | 0.0 | | |
2,000,000 (1) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 2,071,869 | | | | | | 0.1 | | |
3,000,000 (1) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | | 3,052,680 | | | | | | 0.1 | | |
4,400,000 (1) | | | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | | | | | 4,337,504 | | | | | | 0.2 | | |
| | | | | | | | 23,862,869 | | | | | | 0.9 | | |
| | | Total Asset-Backed Securities (Cost $409,921,541) | | | | | 414,657,397 | | | | | | 15.9 | | |
SOVEREIGN BONDS: 3.0% | | |||||||||||||||
368,192 (5) | | | Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 0), 07/09/2030 | | | | | 135,944 | | | | | | 0.0 | | |
674,557 (5) | | | Argentine Republic Government International Bond, 1.125% (Step Rate @ 1.500% on 0), 07/09/2035 | | | | | 222,307 | | | | | | 0.0 | | |
44,281 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 16,938 | | | | | | 0.0 | | |
1,700,000 (2) | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | | | 1,651,040 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
475,000 (2) | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | | $ | 546,024 | | | | | | 0.0 | | |
2,425,000 (2) | | | Colombia Government International Bond, 3.250%, 04/22/2032 | | | | | 2,267,424 | | | | | | 0.1 | | |
2,700,000 | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | | | 2,803,599 | | | | | | 0.1 | | |
EUR 1,875,000 | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | | | 2,242,357 | | | | | | 0.1 | | |
800,000 | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | | | 857,045 | | | | | | 0.0 | | |
2,825,000 (1) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 2,881,528 | | | | | | 0.1 | | |
500,000 | | | Dominican Republic International Bond, 6.000%, 07/19/2028 | | | | | 566,255 | | | | | | 0.0 | | |
700,000 (1)(2) | | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | | | 645,251 | | | | | | 0.0 | | |
1,900,000 | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | | | 1,912,869 | | | | | | 0.1 | | |
2,650,000 | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | | | 2,808,112 | | | | | | 0.1 | | |
3,200,000 (1) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 3,199,443 | | | | | | 0.1 | | |
400,000 (1) | | | Egypt Government International Bond, 8.750%, 09/30/2051 | | | | | 391,356 | | | | | | 0.0 | | |
1,400,000 (1) | | | Export-Import Bank of India, 3.250%, 01/15/2030 | | | | | 1,423,638 | | | | | | 0.1 | | |
440,000 (1) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 434,394 | | | | | | 0.0 | | |
4,525,000 (1) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 4,271,034 | | | | | | 0.2 | | |
2,100,000 | | | Indonesia Government International Bond, 2.850%, 02/14/2030 | | | | | 2,173,364 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
1,039,966 | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | | $ | 1,043,866 | | | | | | 0.1 | | |
1,275,000 (1) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 1,326,287 | | | | | | 0.1 | | |
650,000 | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | | | 703,118 | | | | | | 0.0 | | |
1,350,000 (1) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,462,352 | | | | | | 0.1 | | |
500,000 (1) | | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 548,135 | | | | | | 0.0 | | |
750,000 (1) | | | Malaysia Wakala Sukuk Bhd, 2.070%, 04/28/2031 | | | | | 745,799 | | | | | | 0.0 | | |
1,200,000 (2) | | | Mexico Government International Bond, 3.250%, 04/16/2030 | | | | | 1,231,764 | | | | | | 0.1 | | |
700,000 | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | | | 606,613 | | | | | | 0.0 | | |
1,600,000 | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | | | 1,799,704 | | | | | | 0.1 | | |
450,000 | | | Nigeria Government International Bond, 6.500%, 11/28/2027 | | | | | 467,721 | | | | | | 0.0 | | |
600,000 | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | | | 632,600 | | | | | | 0.0 | | |
500,000 (1) | | | Oman Government International Bond, 6.750%, 10/28/2027 | | | | | 556,915 | | | | | | 0.0 | | |
1,300,000 (1) | | | Oman Government International Bond, 7.375%, 10/28/2032 | | | | | 1,484,011 | | | | | | 0.1 | | |
600,000 | | | Panama Government International Bond, 3.160%, 01/23/2030 | | | | | 619,176 | | | | | | 0.0 | | |
500,000 | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | | | 728,490 | | | | | | 0.0 | | |
3,000,000 (1)(2) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,098,250 | | | | | | 0.1 | | |
750,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 838,808 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
1,800,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | | $ | 2,074,500 | | | | | | 0.1 | | |
700,000 | | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | | | 705,359 | | | | | | 0.0 | | |
5,750,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | | 5,924,725 | | | | | | 0.2 | | |
1,360,000 (1) | | | Romanian Government International Bond, 3.000%, 02/14/2031 | | | | | 1,390,377 | | | | | | 0.1 | | |
800,000 | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | | | 907,430 | | | | | | 0.0 | | |
500,000 | | | Saudi Government International Bond, 3.625%, 03/04/2028 | | | | | 549,930 | | | | | | 0.0 | | |
2,000,000 | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 2,346,938 | | | | | | 0.1 | | |
1,300,000 | | | South Africa Government International Bond, 5.875%, 09/16/2025 | | | | | 1,459,206 | | | | | | 0.1 | | |
950,000 (2) | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | | | 609,596 | | | | | | 0.0 | | |
3,075,000 | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | | | 2,954,245 | | | | | | 0.1 | | |
1,100,000 | | | Turkey Government International Bond, 5.600%, 11/14/2024 | | | | | 1,116,577 | | | | | | 0.1 | | |
500,000 | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | | | 514,440 | | | | | | 0.0 | | |
550,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 585,090 | | | | | | 0.0 | | |
350,000 (1) | | | Turkiye Ihracat Kredi Bankasi AS, 5.750%, 07/06/2026 | | | | | 343,511 | | | | | | 0.0 | | |
450,000 | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | | | 461,826 | | | | | | 0.0 | | |
975,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | | | 1,044,469 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
4,550,000 | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | | $ | 4,953,289 | | | | | | 0.2 | | |
| | | Total Sovereign Bonds (Cost $75,910,425) | | | | | 77,285,039 | | | | | | 3.0 | | |
BANK LOANS: 14.0% | | |||||||||||||||
| | | Aerospace & Defense: 0.4% | | ||||||||||||
1,160,000 | | | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/20/2028 | | | | | 1,200,352 | | | | | | 0.1 | | |
557,938 | | | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 03/19/2026 | | | | | 561,425 | | | | | | 0.0 | | |
1,130,785 | | | Amentum Government Services Holdings LLC Term Loan B, 3.584%, (US0001M + 3.500%), 01/29/2027 | | | | | 1,131,727 | | | | | | 0.0 | | |
1,790,412 | | | American Airlines, Inc. 2018 Term Loan B, 1.836%, (US0001M + 1.750%), 06/27/2025 | | | | | 1,718,046 | | | | | | 0.1 | | |
797,911 | | | Geo Group, Inc. (The) 2018 Term Loan B, 2.750%, 03/22/2024 | | | | | 742,342 | | | | | | 0.0 | | |
995,654 | | | KBR, Inc. 2020 Term Loan B, 2.834%, (US0001M + 2.750%), 02/05/2027 | | | | | 996,069 | | | | | | 0.0 | | |
1,169,340 | | | Maxar Technologies Ltd. Term Loan B, 2.840%, (US0001M + 2.750%), 10/04/2024 | | | | | 1,161,509 | | | | | | 0.1 | | |
3,084,525 | | | Peraton Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/01/2028 | | | | | 3,091,135 | | | | | | 0.1 | | |
480,000 | | | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 | | | | | 510,990 | | | | | | 0.0 | | |
| | | | | | | | 11,113,595 | | | | | | 0.4 | | |
| | | Air Transport: 0.0% | | ||||||||||||
1,147,125 | | | United Airlines, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 04/21/2028 | | | | | 1,157,605 | | | | | | 0.0 | | |
| | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Auto Components: 0.1% | | ||||||||||||
1,747,848 | | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.084%, (US0001M + 3.000%), 01/27/2027 | | | | $ | 1,729,005 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Automotive: 0.5% | | ||||||||||||
875,000 | | | Autokiniton US Holdings, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.500%), 04/06/2028 | | | | | 876,750 | | | | | | 0.0 | | |
1,066,529 | | | Clarios Global LP 2021 USD Term Loan B, 3.337%, (US0001M + 3.250%), 04/30/2026 | | | | | 1,062,863 | | | | | | 0.0 | | |
1,417,833 | | | Dealer Tire, LLC 2020 Term Loan B, 4.334%, (US0001M + 4.250%), 12/12/2025 | | | | | 1,421,820 | | | | | | 0.1 | | |
1,903,704 | | | Gates Global LLC 2021 Term Loan B3, 3.250%, (US0001M + 2.500%), 03/31/2027 | | | | | 1,903,407 | | | | | | 0.1 | | |
277,670 | | | Hertz Corporation, (The) 2021 Term Loan B, 3.619%, (US0003M + 3.500%), 06/30/2028 | | | | | 278,169 | | | | | | 0.0 | | |
52,330 | | | Hertz Corporation, (The) 2021 Term Loan C, 3.619%, (US0003M + 3.500%), 06/30/2028 | | | | | 52,424 | | | | | | 0.0 | | |
1,208,925 | | | Les Schwab Tire Centers Term Loan B, 4.000%, (US0003M + 3.250%), 11/02/2027 | | | | | 1,211,192 | | | | | | 0.1 | | |
743,073 | | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.082%, (US0001M + 3.000%), 05/14/2026 | | | | | 741,614 | | | | | | 0.0 | | |
285,000 | | | Rough Country, LLC 2021 2nd Lien Term Loan, 7.500%, 07/26/2029 | | | | | 285,000 | | | | | | 0.0 | | |
330,000 | | | Rough Country, LLC 2021 Term Loan, 4.250%, 07/26/2028 | | | | | 330,000 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Automotive (continued) | | ||||||||||||
1,000,000 | | | TI Group Automotive Systems, L.L.C. 2021 USD Term Loan, 3.369%, 12/16/2026 | | | | $ | 1,003,125 | | | | | | 0.0 | | |
1,124,350 | | | Truck Hero, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.250%), 01/31/2028 | | | | | 1,123,295 | | | | | | 0.1 | | |
1,236,259 | | | Wand NewCo 3, Inc. 2020 Term Loan, 3.084%, (US0001M + 3.000%), 02/05/2026 | | | | | 1,225,925 | | | | | | 0.1 | | |
870,000 | | | Wheel Pros, LLC 2021 Term Loan, 5.250%, (US0001M + 4.500%), 05/11/2028 | | | | | 870,890 | | | | | | 0.0 | | |
| | | | | | | | 12,386,474 | | | | | | 0.5 | | |
| | | Beverage & Tobacco: 0.1% | | ||||||||||||
835,000 | | | City Brewing Company, LLC Closing Date Term Loan, 4.250%, (US0003M + 3.500%), 04/05/2028 | | | | | 828,216 | | | | | | 0.0 | | |
1,678,470 | | | Sunshine Investments B.V. USD Term Loan B3, 2.874%, (US0003M + 2.750%), 03/28/2025 | | | | | 1,667,980 | | | | | | 0.1 | | |
1,190,000 | | | Triton Water Holdings, Inc Term Loan, 4.000%, (US0003M + 3.500%), 03/31/2028 | | | | | 1,189,814 | | | | | | 0.0 | | |
| | | | | | | | 3,686,010 | | | | | | 0.1 | | |
| | | Brokers: 0.0% | | ||||||||||||
299,250 | | | Park River Holdings Inc Term Loan, 4.000%, (US0003M + 3.250%), 12/28/2027 | | | | | 298,253 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Brokers, Dealers & Investment Houses: 0.0% | | ||||||||||||
489,982 | | | Forest City Enterprises, L.P. 2019 Term Loan B, 3.584%, (US0001M + 3.500%), 12/08/2025 | | | | | 484,776 | | | | | | 0.0 | | |
| | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Building & Development: 0.5% | | ||||||||||||
250,000 | | | Aegion Corporation Term Loan, 5.500%, (US0003M + 4.750%), 05/17/2028 | | | | $ | 252,734 | | | | | | 0.0 | | |
500,000 | | | American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.119%, 01/15/2027 | | | | | 497,428 | | | | | | 0.0 | | |
1,608,703 | | | Core & Main LP 2021 Term Loan B, 2.586%, 07/27/2028 | | | | | 1,605,015 | | | | | | 0.1 | | |
750,000 | | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 04/12/2028 | | | | | 749,922 | | | | | | 0.0 | | |
225,000 | | | CP Atlas Buyer, Inc. 2021 Term Loan B, 3.869%, (US0003M + 3.750%), 11/23/2027 | | | | | 224,736 | | | | | | 0.0 | | |
670,000 | | | Empire Today, LLC 2021 Term Loan, 5.750%, (US0001M + 5.000%), 04/03/2028 | | | | | 666,371 | | | | | | 0.0 | | |
563,588 | | | Foundation Building Materials Holding Company LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 02/03/2028 | | | | | 560,594 | | | | | | 0.0 | | |
80,000 | | | IPS Corporation 2021 Delayed Draw Term Loan, 3.869%, 09/21/2028 | | | | | 80,100 | | | | | | 0.0 | | |
400,000 | | | IPS Corporation 2021 Term Loan, 3.869%, 09/21/2028 | | | | | 400,500 | | | | | | 0.0 | | |
378,100 | | | Kodiak Building Partners Inc. Term Loan B, 4.000%, (US0003M + 3.250%), 03/12/2028 | | | | | 378,573 | | | | | | 0.0 | | |
16,667 | | | LBM Acquisition LLC 2021 Incremental Delayed Draw Term Loan B2, 3.869%, (US0003M + 3.750%), 12/17/2027 | | | | | 16,515 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Building & Development (continued) | | ||||||||||||
33,333 | | | LBM Acquisition LLC 2021 Incremental Term Loan B2, 3.869%, (US0003M + 3.750%), 12/17/2027 | | | | $ | 33,029 | | | | | | 0.0 | | |
953,047 | | | LBM Acquisition LLC Term Loan B, 4.500%, (US0003M + 3.750%), 12/17/2027 | | | | | 945,899 | | | | | | 0.1 | | |
645,125 | | | LEB Holdings (USA), Inc Term Loan B, 4.500%, (US0003M + 3.750%), 11/02/2027 | | | | | 647,645 | | | | | | 0.0 | | |
250,000 | | | MX Holdings US, Inc. 2018 USD Term Loan B1C, 3.250%, (US0001M + 2.500%), 07/31/2025 | | | | | 249,969 | | | | | | 0.0 | | |
632,906 | | | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0001M + 5.500%), 11/12/2026 | | | | | 636,071 | | | | | | 0.0 | | |
1,015,000 | | | SRS Distribution Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 06/02/2028 | | | | | 1,015,888 | | | | | | 0.1 | | |
1,070,000 | | | Standard Industries Inc. 2021 Term Loan B, 2.619%, 09/22/2028 | | | | | 1,071,932 | | | | | | 0.1 | | |
883,536 | | | Werner FinCo LP 2017 Term Loan, 4.132%, (US0003M + 4.000%), 07/24/2024 | | | | | 885,745 | | | | | | 0.0 | | |
1,816,275 | | | White Cap Buyer LLC Term Loan B, 4.500%, (US0001M + 4.000%), 10/19/2027 | | | | | 1,822,581 | | | | | | 0.1 | | |
401,923 | | | Wilsonart LLC 2021 Term Loan E, 4.500%, (US0003M + 3.500%), 12/19/2026 | | | | | 402,550 | | | | | | 0.0 | | |
| | | | | | | | 13,143,797 | | | | | | 0.5 | | |
| | | Business Equipment & Services: 1.5% | | ||||||||||||
405,000 | | | 24-7 Intouch Inc 2018 Term Loan, 4.834%, 08/25/2025 | | | | | 402,469 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
500,000 | | | AEA International Holdings (Lux) S.a.r.l. Term Loan B, 4.250%, 08/05/2028 | | | | $ | 500,625 | | | | | | 0.0 | | |
1,472,600 | | | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/2028 | | | | | 1,469,930 | | | | | | 0.1 | | |
385,000 | | | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 4.250%, (US0003M + 3.750%), 05/12/2028 | | | | | 385,746 | | | | | | 0.0 | | |
255,000 | | | Anticimex International AB 2021 USD Term Loan B1, 3.619%, 07/21/2028 | | | | | 254,920 | | | | | | 0.0 | | |
420,000 | | | APX Group, Inc. 2021 Term Loan B, 4.000%, 07/10/2028 | | | | | 419,388 | | | | | | 0.0 | | |
138,600 | | | Ascend Learning, LLC 2020 Incremental Term Loan, 4.750%, (US0001M + 3.750%), 07/12/2024 | | | | | 138,964 | | | | | | 0.0 | | |
432,113 | | | Atlas CC Acquisition Corp Term Loan B, 5.000%, (US0003M + 4.250%), 05/25/2028 | | | | | 434,597 | | | | | | 0.0 | | |
87,887 | | | Atlas CC Acquisition Corp Term Loan C, 5.000%, (US0003M + 4.250%), 05/25/2028 | | | | | 88,393 | | | | | | 0.0 | | |
442,735 | | | Belfor Holdings Inc. Term Loan B, 4.085%, (US0001M + 4.000%), 04/06/2026 | | | | | 444,396 | | | | | | 0.0 | | |
709,638 | | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/2026 | | | | | 712,446 | | | | | | 0.0 | | |
464,031 | | | Castle US Holding Corporation 2021 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 01/29/2027 | | | | | 460,805 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
499,740 | | | Castle US Holding Corporation USD Term Loan B, 3.882%, (US0003M + 3.750%), 01/29/2027 | | | | $ | 496,265 | | | | | | 0.0 | | |
433,913 | | | Cimpress Public Limited Company USD Term Loan B, 4.000%, (US0001M + 3.500%), 05/17/2028 | | | | | 434,816 | | | | | | 0.0 | | |
160,000 | | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 7.500%, (US0001M + 6.750%), 03/30/2029 | | | | | 161,200 | | | | | | 0.0 | | |
228,571 | | | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0001M + 3.750%), 03/31/2028 | | | | | 229,592 | | | | | | 0.0 | | |
1,089,734 | | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 03/31/2028 | | | | | 1,094,598 | | | | | | 0.1 | | |
1,490,000 | | | Endure Digital Inc. Term Loan, 4.250%, (US0006M + 3.500%), 02/10/2028 | | | | | 1,483,481 | | | | | | 0.1 | | |
860,000 | | | Ensono, LP 2021 Term Loan, 4.750%, (US0001M + 4.000%), 05/19/2028 | | | | | 863,046 | | | | | | 0.0 | | |
487,660 | | | EVO Payments International LLC 2018 1st Lien Term Loan, 3.340%, (US0001M + 3.250%), 12/22/2023 | | | | | 487,660 | | | | | | 0.0 | | |
2,065,925 | | | Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (US0006M + 3.500%), 06/13/2024 | | | | | 2,051,604 | | | | | | 0.1 | | |
220,984 | | | First Advantage Holdings, LLC 2021 Term Loan B, 2.834%, (US0001M + 2.750%), 01/31/2027 | | | | | 221,039 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
250,000 | | | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4, 1.869%, 04/28/2028 | | | | $ | 249,687 | | | | | | 0.0 | | |
1,050,710 | | | Gainwell Acquisition Corp. Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/2027 | | | | | 1,054,650 | | | | | | 0.1 | | |
624,044 | | | GreenSky Holdings, LLC 2018 Term Loan B, 3.375%, (US0001M + 3.250%), 03/31/2025 | | | | | 622,484 | | | | | | 0.0 | | |
1,285,275 | | | Intrado Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/2024 | | | | | 1,268,292 | | | | | | 0.1 | | |
560,000 | | | ION Trading Finance Limited 2021 USD Term Loan, 4.917%, (US0003M + 4.750%), 04/01/2028 | | | | | 561,800 | | | | | | 0.0 | | |
1,739,116 | | | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/2025 | | | | | 1,725,166 | | | | | | 0.1 | | |
400,000 | | | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 | | | | | 425,167 | | | | | | 0.0 | | |
1,150,874 | | | Nielsen Consumer Inc. 2021 USD Term Loan B, 4.084%, (US0001M + 4.000%), 03/06/2028 | | | | | 1,155,477 | | | | | | 0.1 | | |
560,000 | | | Paysafe Group Holdings II Limited USD Term Loan B1, 3.250%, (US0003M + 2.750%), 06/28/2028 | | | | | 554,575 | | | | | | 0.0 | | |
1,260,000 | | | Polaris Newco LLC USD Term Loan B, 4.500%, (US0006M + 4.000%), 06/02/2028 | | | | | 1,264,252 | | | | | | 0.1 | | |
866,758 | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.335%, (US0001M + 3.250%), 05/01/2025 | | | | | 865,132 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
496,250 | | | Pre-Paid Legal Services, Inc. 2020 Incremental Term Loan, 4.750%, (US0001M + 4.000%), 05/01/2025 | | | | $ | 498,421 | | | | | | 0.0 | | |
802,988 | | | Protective Industrial Products, Inc 2021 Term Loan, 4.750%, (US0001M + 4.000%), 01/20/2028 | | | | | 802,987 | | | | | | 0.0 | | |
498,715 | | | Red Ventures, LLC 2020 Term Loan B2, 2.584%, (US0001M + 2.500%), 11/08/2024 | | | | | 494,974 | | | | | | 0.0 | | |
35,555 | | | Refficiency Holdings LLC 2020 Delayed Draw Term Loan, 4.119%, (US0003M + 4.000%), 12/16/2027 | | | | | 35,607 | | | | | | 0.0 | | |
183,501 | | | Refficiency Holdings LLC 2020 Term Loan, 4.750%, (US0001M + 4.000%), 12/16/2027 | | | | | 183,769 | | | | | | 0.0 | | |
1,146,974 | | | Renaissance Holding Corp. 2018 1st Lien Term Loan, 3.334%, (US0001M + 3.250%), 05/30/2025 | | | | | 1,138,969 | | | | | | 0.1 | | |
625,000 | | | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.084%, (US0001M + 7.000%), 05/29/2026 | | | | | 628,594 | | | | | | 0.0 | | |
882,641 | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/2024 | | | | | 873,483 | | | | | | 0.1 | | |
105,970 | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.750%, (US0002M + 4.000%), 10/29/2027 | | | | | 106,235 | | | | | | 0.0 | | |
62,478 | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.750%, (US0002M + 4.000%), 10/29/2027 | | | | | 62,634 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
684,836 | | | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | | $ | 686,548 | | | | | | 0.0 | | |
405,000 | | | SITEL Worldwide Corporation 2021 USD Term Loan, 3.869%, 08/28/2028 | | | | | 406,013 | | | | | | 0.0 | | |
1,160,000 | | | Skopima Merger Sub Inc. Term Loan B, 4.500%, (US0001M + 4.000%), 05/12/2028 | | | | | 1,155,650 | | | | | | 0.1 | | |
500,000 | | | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 4.382%, 07/30/2025 | | | | | 487,344 | | | | | | 0.0 | | |
787,444 | | | Staples, Inc. 7 Year Term Loan, 5.126%, (US0003M + 5.000%), 04/16/2026 | | | | | 753,092 | | | | | | 0.0 | | |
358,883 | | | SurveyMonkey Inc. 2018 Term Loan B, 3.830%, (US0001W + 3.750%), 10/10/2025 | | | | | 357,985 | | | | | | 0.0 | | |
655,050 | | | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/2027 | | | | | 656,442 | | | | | | 0.0 | | |
1,277,835 | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.129%, (US0003M + 4.000%), 08/20/2025 | | | | | 1,255,313 | | | | | | 0.1 | | |
1,742,304 | | | Verscend Holding Corp. 2021 Term Loan B, 4.084%, (US0001M + 4.000%), 08/27/2025 | | | | | 1,747,095 | | | | | | 0.1 | | |
782,322 | | | Virtusa Corporation Term Loan B, 4.500%, (US0001M + 3.750%), 02/11/2028 | | | | | 784,864 | | | | | | 0.0 | | |
250,000 | | | VM Consolidated, Inc. 2021 Term Loan B, 3.382%, (US0003M + 3.250%), 03/19/2028 | | | | | 250,078 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
852,981 | | | VS Buyer, LLC Term Loan B, 3.084%, (US0001M + 3.000%), 02/28/2027 | | | | $ | 851,702 | | | | | | 0.0 | | |
23,830 | | | VT Topco, Inc. 2021 Delayed Draw Term Loan, 3.869%, 08/01/2025 | | | | | 23,825 | | | | | | 0.0 | | |
136,170 | | | VT Topco, Inc. 2021 Incremental Term Loan, 4.500%, 08/01/2025 | | | | | 136,142 | | | | | | 0.0 | | |
384,172 | | | West Corporation 2018 Term Loan B1, 4.500%, (US0003M + 3.500%), 10/10/2024 | | | | | 376,809 | | | | | | 0.0 | | |
342,472 | | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.121%, (US0003M + 5.000%), 07/11/2025 | | | | | 274,834 | | | | | | 0.0 | | |
208,333 | | | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.129%, 07/10/2026 | | | | | 148,437 | | | | | | 0.0 | | |
| | | | | | | | 38,160,508 | | | | | | 1.5 | | |
| | | Cable & Satellite Television: 0.2% | | ||||||||||||
585,000 | | | Atlantic Broadband Finance, LLC 2021 Term Loan, 3.000%, 09/01/2028 | | | | | 582,806 | | | | | | 0.0 | | |
219,782 | | | CSC Holdings, LLC 2019 Term Loan B5, 2.584%, (US0001M + 2.500%), 04/15/2027 | | | | | 217,584 | | | | | | 0.0 | | |
1,785,000 | | | DirecTV Financing, LLC Term Loan, 5.750%, 07/22/2027 | | | | | 1,788,533 | | | | | | 0.1 | | |
1,413,801 | | | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/2026 | | | | | 1,414,481 | | | | | | 0.0 | | |
1,647,551 | | | Telesat Canada Term Loan B5, 2.860%, (US0002M + 2.750%), 12/07/2026 | | | | | 1,496,464 | | | | | | 0.1 | | |
750,000 | | | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0003M + 3.250%), 08/18/2023 | | | | | 750,625 | | | | | | 0.0 | | |
| | | | | | | | 6,250,493 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Chemicals & Plastics: 0.4% | | ||||||||||||
494,997 | | | Ascend Performance Materials Operations LLC 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 08/27/2026 | | | | $ | 501,803 | | | | | | 0.0 | | |
500,000 | | | Axalta Coating Systems US Holdings Inc. USD Term Loan B3, 1.869%, 06/01/2024 | | | | | 499,180 | | | | | | 0.0 | | |
231,509 | | | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0001M + 4.250%), 08/01/2025 | | | | | 231,835 | | | | | | 0.0 | | |
115,000 | | | CPC Acquisition Corp Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/2028 | | | | | 115,575 | | | | | | 0.0 | | |
726,350 | | | CPC Acquisition Corp Term Loan, 4.500%, (US0003M + 3.750%), 12/29/2027 | | | | | 724,988 | | | | | | 0.0 | | |
1,400,000 | | | Diamond (BC) B.V. 2021 Term Loan B, 3.119%, 09/14/2028 | | | | | 1,402,800 | | | | | | 0.1 | | |
1,039,190 | | | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0003M + 3.250%), 11/07/2024 | | | | | 1,041,464 | | | | | | 0.1 | | |
475,000 | | | GEON Performance Solutions, LLC 2021 Term Loan, 5.500%, 08/18/2028 | | | | | 479,156 | | | | | | 0.0 | | |
678,300 | | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 01/29/2026 | | | | | 679,402 | | | | | | 0.0 | | |
290,000 | | | Lonza Group AG USD Term Loan B, 4.750%, (US0003M + 4.000%), 07/03/2028 | | | | | 291,042 | | | | | | 0.0 | | |
608,836 | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.874%, (US0003M + 4.750%), 10/15/2025 | | | | | 608,836 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Chemicals & Plastics (continued) | | ||||||||||||
658,350 | | | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/2027 | | | | $ | 659,584 | | | | | | 0.0 | | |
1,349,125 | | | PQ Corporation 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 06/09/2028 | | | | | 1,351,970 | | | | | | 0.1 | | |
765,000 | | | Solenis Holdings LLC 2021 USD Term Loan B, 3.869%, 09/21/2028 | | | | | 765,410 | | | | | | 0.0 | | |
525,000 | | | Sparta U.S. HoldCo LLC 2021 Term Loan, 4.250%, (US0003M + 3.500%), 08/02/2028 | | | | | 526,641 | | | | | | 0.0 | | |
1,316,259 | | | Starfruit Finco B.V 2018 USD Term Loan B, 2.832%, (US0001M + 2.750%), 10/01/2025 | | | | | 1,309,091 | | | | | | 0.1 | | |
645,000 | | | W.R. Grace & Co.-Conn. 2021 Term Loan B, 3.869%, 09/22/2028 | | | | | 648,024 | | | | | | 0.0 | | |
| | | | | | | | 11,836,801 | | | | | | 0.4 | | |
| | | Clothing/Textiles: 0.0% | | ||||||||||||
339,150 | | | Birkenstock GmbH & Co. KG USD Term Loan B, 4.250%, (US0003M + 3.750%), 04/27/2028 | | | | | 339,432 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Communications: 0.0% | | ||||||||||||
497,484 | | | iHeartCommunications, Inc. 2020 Incremental Term Loan, 3.750%, 05/01/2026 | | | | | 498,231 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Consumer, Cyclical: 0.0% | | ||||||||||||
331,768 | | | 24 Hour Fitness Worldwide TL 1L, 14.119%, 09/30/2026 | | | | | 298,591 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Containers & Glass Products: 0.5% | | ||||||||||||
148,843 | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.000%, (US0003M + 3.000%), 04/22/2024 | | | | | 144,378 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
1,395,500 | | | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 02/03/2028 | | | | $ | 1,388,414 | | | | | | 0.1 | | |
1,012,900 | | | BWAY Holding Company 2017 Term Loan B, 3.334%, (US0001M + 3.250%), 04/03/2024 | | | | | 993,830 | | | | | | 0.0 | | |
1,313,113 | | | Charter NEX US, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 12/01/2027 | | | | | 1,317,672 | | | | | | 0.1 | | |
1,162,181 | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.145%, (US0003M + 3.000%), 06/29/2025 | | | | | 1,157,097 | | | | | | 0.1 | | |
745,693 | | | Graham Packaging Company Inc. 2021 Term Loan, 3.750%, (US0001M + 3.000%), 08/04/2027 | | | | | 746,043 | | | | | | 0.0 | | |
491,816 | | | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/2026 | | | | | 492,021 | | | | | | 0.0 | | |
445,000 | | | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan, 4.152%, 09/22/2028 | | | | | 446,205 | | | | | | 0.0 | | |
205,000 | | | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 6.902%, 09/22/2029 | | | | | 206,025 | | | | | | 0.0 | | |
131,285 | | | Pro Mach Group, Inc. 2021 Delayed Draw Term Loan, 4.119%, 08/31/2028 | | | | | 131,941 | | | | | | 0.0 | | |
808,715 | | | Pro Mach Group, Inc. 2021 Term Loan B, 5.000%, 08/31/2028 | | | | | 812,759 | | | | | | 0.0 | | |
1,821,688 | | | Proampac PG Borrower LLC 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/03/2025 | | | | | 1,828,063 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
500,000 | | | Reynolds Consumer Products LLC Term Loan, 1.833%, 02/04/2027 | | | | $ | 499,167 | | | | | | 0.0 | | |
540,913 | | | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.334%, (US0001M + 3.250%), 02/05/2026 | | | | | 537,870 | | | | | | 0.0 | | |
1,105,000 | | | Reynolds Group Holdings Inc. 2021 Term Loan B, 3.583%, 09/20/2028 | | | | | 1,104,223 | | | | | | 0.1 | | |
655,050 | | | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/2027 | | | | | 656,073 | | | | | | 0.0 | | |
97,765 | | | TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan, 3.567%, (US0001M + 3.250%), 03/03/2028 | | | | | 97,344 | | | | | | 0.0 | | |
435,668 | | | TricorBraun Holdings, Inc. 2021 Term Loan, 3.750%, (US0001M + 3.250%), 03/03/2028 | | | | | 433,789 | | | | | | 0.0 | | |
57,143 | | | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, 4.119%, 09/15/2028 | | | | | 57,270 | | | | | | 0.0 | | |
652,857 | | | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 4.119%, 09/15/2028 | | | | | 654,314 | | | | | | 0.0 | | |
| | | | | | | | 13,704,498 | | | | | | 0.5 | | |
| | | Cosmetics/Toiletries: 0.1% | | ||||||||||||
500,369 | | | Anastasia Parent, LLC 2018 Term Loan B, 3.882%, (US0003M + 3.750%), 08/11/2025 | | | | | 423,437 | | | | | | 0.0 | | |
1,163,959 | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.084%, (US0001M + 4.000%), 06/30/2024 | | | | | 1,163,232 | | | | | | 0.1 | | |
| | | | | | | | 1,586,669 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Drugs: 0.2% | | ||||||||||||
493,750 | | | Alvogen Pharma US, Inc. 2020 Extended Term Loan, 6.250%, 12/31/2023 | | | | $ | 477,703 | | | | | | 0.0 | | |
748,056 | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 3.586%, 05/04/2025 | | | | | 739,485 | | | | | | 0.0 | | |
305,000 | | | ANI Pharmaceuticals, Inc Term Loan B, 6.119%, (US0003M + 6.000%), 04/27/2028 | | | | | 306,906 | | | | | | 0.0 | | |
1,221,938 | | | Jazz Financing Lux S.a.r.l. USD Term Loan, 4.000%, (US0001M + 3.500%), 05/05/2028 | | | | | 1,224,992 | | | | | | 0.1 | | |
1,650,000 | | | Organon & Co USD Term Loan, 3.500%, (US0003M + 3.000%), 06/02/2028 | | | | | 1,656,059 | | | | | | 0.1 | | |
| | | | | | | | 4,405,145 | | | | | | 0.2 | | |
| | | Ecological Services & Equipment: 0.1% | | ||||||||||||
540,000 | | | Clean Harbors Inc. 2021 Incremental Term Loan B, 2.119%, 09/21/2028 | | | | | 541,182 | | | | | | 0.0 | | |
663,338 | | | Denali Water Solutions Term Loan B, 5.000%, (US0003M + 4.250%), 03/25/2028 | | | | | 663,337 | | | | | | 0.0 | | |
1,031,208 | | | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0003M + 3.000%), 05/30/2025 | | | | | 1,034,591 | | | | | | 0.1 | | |
| | | | | | | | 2,239,110 | | | | | | 0.1 | | |
| | | Electronics/Electrical: 2.5% | | ||||||||||||
1,175,000 | | | AP Core Holdings, II LLC Amortization Term Loan B1, 6.250%, 09/01/2027 | | | | | 1,179,040 | | | | | | 0.1 | | |
940,000 | | | AP Core Holdings, II LLC High-Yield Term Loan B2, 6.250%, 09/01/2027 | | | | | 943,818 | | | | | | 0.0 | | |
329,175 | | | Atlas Purchaser, Inc. 2021 Term Loan, 6.000%, (US0003M + 5.250%), 05/08/2028 | | | | | 325,060 | | | | | | 0.0 | | |
375,000 | | | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan, 5.619%, 03/23/2026 | | | | | 379,571 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
2,261,516 | | | Banff Merger Sub Inc 2021 USD Term Loan, 3.882%, (US0003M + 3.750%), 10/02/2025 | | | | $ | 2,251,622 | | | | | | 0.1 | | |
1,262,846 | | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/12/2025 | | | | | 1,268,371 | | | | | | 0.1 | | |
100,000 | | | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/2028 | | | | | 101,417 | | | | | | 0.0 | | |
880,930 | | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.084%, (US0001M + 4.000%), 04/18/2025 | | | | | 881,939 | | | | | | 0.0 | | |
385,922 | | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.882%, (US0003M + 3.750%), 08/29/2025 | | | | | 359,149 | | | | | | 0.0 | | |
1,435,000 | | | Cloudera, Inc. 2021 Term Loan, 3.869%, 08/10/2028 | | | | | 1,435,448 | | | | | | 0.1 | | |
143,351 | | | Cohu, Inc. 2018 Term Loan B, 3.172%, (US0003M + 3.000%), 10/01/2025 | | | | | 142,903 | | | | | | 0.0 | | |
174,125 | | | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0003M + 4.000%), 12/29/2027 | | | | | 174,669 | | | | | | 0.0 | | |
300,000 | | | ConnectWise, LLC 2021 Term Loan B, 3.619%, 09/24/2028 | | | | | 299,700 | | | | | | 0.0 | | |
700,000 | | | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/2028 | | | | | 700,729 | | | | | | 0.0 | | |
175,000 | | | CoreLogic, Inc. 2nd Lien Term Loan, 7.000%, (US0001M + 6.500%), 06/04/2029 | | | | | 179,375 | | | | | | 0.0 | | |
1,315,000 | | | CoreLogic, Inc. Term Loan, 4.000%, (US0001M + 3.500%), 06/02/2028 | | | | | 1,313,521 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,345,000 | | | Cornerstone OnDemand, Inc. 2021 Term Loan, 3.869%, 09/21/2028 | | | | $ | 1,344,720 | | | | | | 0.1 | | |
976,657 | | | Cornerstone OnDemand, Inc. 2021 Term Loan B, 3.334%, (US0001M + 3.250%), 04/22/2027 | | | | | 976,962 | | | | | | 0.0 | | |
485,000 | | | Creation Holdings Inc 2021 Term Loan, 5.619%, 09/14/2028 | | | | | 483,181 | | | | | | 0.0 | | |
728,175 | | | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/2027 | | | | | 730,071 | | | | | | 0.0 | | |
750,000 | | | EagleView Technology Corporation 2018 Add On Term Loan B, 3.587%, 08/14/2025 | | | | | 742,734 | | | | | | 0.0 | | |
490,750 | | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.349%, (US0003M + 4.250%), 06/26/2025 | | | | | 488,194 | | | | | | 0.0 | | |
1,326,600 | | | Epicor Software Corporation 2020 Term Loan, 4.000%, (US0001M + 3.250%), 07/30/2027 | | | | | 1,327,620 | | | | | | 0.1 | | |
1,303,450 | | | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4, 4.750%, (US0001M + 4.000%), 12/01/2027 | | | | | 1,309,458 | | | | | | 0.1 | | |
538,571 | | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.869%, (US0003M + 3.750%), 03/11/2028 | | | | | 538,739 | | | | | | 0.0 | | |
1,800,123 | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/2024 | | | | | 1,804,810 | | | | | | 0.1 | | |
1,441,336 | | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/2026 | | | | | 1,445,968 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,540,322 | | | Informatica LLC, 2020 USD Term Loan B, 3.334%, (US0001M + 3.250%), 02/25/2027 | | | | $ | 1,537,048 | | | | | | 0.1 | | |
960,000 | | | Ingram Micro Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.500%), 06/30/2028 | | | | | 963,772 | | | | | | 0.0 | | |
1,534,170 | | | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 12/01/2027 | | | | | 1,540,499 | | | | | | 0.1 | | |
84,575 | | | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/2027 | | | | | 84,919 | | | | | | 0.0 | | |
1,519,875 | | | LogMeIn, Inc. Term Loan B, 4.833%, (US0001M + 4.750%), 08/31/2027 | | | | | 1,520,943 | | | | | | 0.1 | | |
149,599 | | | MA FinanceCo., LLC USD Term Loan B3, 2.837%, (US0001M + 2.750%), 06/21/2024 | | | | | 148,500 | | | | | | 0.0 | | |
1,690,000 | | | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 5.750%, (US0003M + 5.000%), 07/27/2028 | | | | | 1,692,113 | | | | | | 0.1 | | |
375,000 | | | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 8.369%, 05/03/2029 | | | | | 374,531 | | | | | | 0.0 | | |
2,008,009 | | | McAfee, LLC 2018 USD Term Loan B, 3.837%, (US0001M + 3.750%), 09/30/2024 | | | | | 2,011,565 | | | | | | 0.1 | | |
2,089,983 | | | MH Sub I, LLC 2017 1st Lien Term Loan, 3.585%, (US0001M + 3.500%), 09/13/2024 | | | | | 2,087,044 | | | | | | 0.1 | | |
405,000 | | | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.336%, (US0001M + 6.250%), 02/12/2029 | | | | | 412,003 | | | | | | 0.0 | | |
498,728 | | | ON Semiconductor Corporation 2019 Term Loan B, 2.084%, 09/19/2026 | | | | | 498,772 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,305,000 | | | Panther Commercial Holdings L.P Term Loan, 4.750%, (US0003M + 4.250%), 01/07/2028 | | | | $ | 1,311,525 | | | | | | 0.1 | | |
655,050 | | | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | | | 657,814 | | | | | | 0.0 | | |
498,708 | | | Project Accelerate Parrent LLC 1st Lien Term Loan, 5.250%, 01/02/2025 | | | | | 489,981 | | | | | | 0.0 | | |
1,241,370 | | | Project Boost Purchaser, LLC 2019 Term Loan B, 3.584%, (US0001M + 3.500%), 06/01/2026 | | | | | 1,236,870 | | | | | | 0.1 | | |
1,201,082 | | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/2024 | | | | | 1,207,237 | | | | | | 0.1 | | |
790,000 | | | Proofpoint, Inc. 1st Lien Term Loan, 3.750%, (US0003M + 3.250%), 08/31/2028 | | | | | 786,489 | | | | | | 0.0 | | |
2,764,132 | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.379%, (US0003M + 4.250%), 05/16/2025 | | | | | 2,764,627 | | | | | | 0.1 | | |
1,650,863 | | | Rackspace Technology Global, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/2028 | | | | | 1,640,076 | | | | | | 0.1 | | |
1,115,000 | | | RealPage, Inc 1st Lien Term Loan, 3.750%, (US0001M + 3.250%), 04/24/2028 | | | | | 1,112,593 | | | | | | 0.0 | | |
1,460,000 | | | Redstone Buyer LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/27/2028 | | | | | 1,441,141 | | | | | | 0.1 | | |
342,705 | | | Riverbed Technology, Inc. 2020 Term Loan B, 7.000%, (US0003M + 6.000%), 12/31/2025 | | | | | 307,292 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
1,551,079 | | | Rocket Software, Inc. 2018 Term Loan, 4.334%, (US0001M + 4.250%), 11/28/2025 | | | | $ | 1,541,062 | | | | | | 0.1 | | |
239,400 | | | Rocket Software, Inc. 2021 USD Incremental Term Loan B, 4.750%, (US0001M + 4.250%), 11/28/2025 | | | | | 238,839 | | | | | | 0.0 | | |
265,992 | | | Sabre GLBL Inc. 2021 Term Loan B1, 3.619%, 12/17/2027 | | | | | 264,371 | | | | | | 0.0 | | |
421,877 | | | Sabre GLBL Inc. 2021 Term Loan B2, 3.619%, 12/17/2027 | | | | | 419,306 | | | | | | 0.0 | | |
1,010,276 | | | Seattle Spinco, Inc. USD Term Loan B3, 2.834%, (US0001M + 2.750%), 06/21/2024 | | | | | 1,002,857 | | | | | | 0.0 | | |
310,000 | | | SkillSoft Corporation 2021 Term Loan B, 5.500%, 06/30/2028 | | | | | 311,744 | | | | | | 0.0 | | |
2,447,124 | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.834%, (US0001M + 2.750%), 02/05/2024 | | | | | 2,425,560 | | | | | | 0.1 | | |
378,641 | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.628%, (US0003M + 3.500%), 05/16/2025 | | | | | 376,653 | | | | | | 0.0 | | |
80,257 | | | Sovos Compliance, LLC 2021 Delayed Draw Term Loan, 4.619%, 08/11/2028 | | | | | 80,846 | | | | | | 0.0 | | |
464,743 | | | Sovos Compliance, LLC 2021 Term Loan, 5.000%, 08/11/2028 | | | | | 468,156 | | | | | | 0.0 | | |
1,131,340 | | | Surf Holdings, LLC USD Term Loan, 3.616%, (US0003M + 3.500%), 03/05/2027 | | | | | 1,127,097 | | | | | | 0.0 | | |
235,000 | | | Tenable Holdings, Inc. Term Loan B, 3.250%, (US0003M + 2.750%), 07/07/2028 | | | | | 235,294 | | | | | | 0.0 | | |
450,000 | | | Trader Interactive, LLC 2021 Term Loan B, 4.500%, 07/28/2028 | | | | | 450,563 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
221,819 | | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 3.500%, 02/28/2025 | | | | $ | 230,183 | | | | | | 0.0 | | |
339,663 | | | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 6.882%, 05/29/2026 | | | | | 293,384 | | | | | | 0.0 | | |
591,430 | | | TTM Technologies, Inc. 2017 Term Loan, 2.586%, (US0001M + 2.500%), 09/28/2024 | | | | | 593,031 | | | | | | 0.0 | | |
600,470 | | | Ultimate Software Group Inc(The) 2021 Incremental Term Loan, 4.000%, (US0003M + 3.250%), 05/04/2026 | | | | | 602,422 | | | | | | 0.0 | | |
2,589,253 | | | Ultimate Software Group Inc(The) Term Loan B, 3.834%, (US0001M + 3.750%), 05/04/2026 | | | | | 2,598,315 | | | | | | 0.1 | | |
148,765 | | | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.834%, (US0001M + 3.750%), 08/27/2025 | | | | | 149,230 | | | | | | 0.0 | | |
853,488 | | | Watlow Electric Manufacturing Company Term Loan B, 4.132%, (US0003M + 4.000%), 03/02/2028 | | | | | 857,044 | | | | | | 0.0 | | |
283,575 | | | Weld North Education, LLC 2021 Term Loan B, 4.250%, 12/21/2027 | | | | | 284,240 | | | | | | 0.0 | | |
799,690 | | | Xperi Corporation 2020 Term Loan B, 3.584%, (US0001M + 3.500%), 06/02/2025 | | | | | 798,441 | | | | | | 0.0 | | |
| | | | | | | | 64,304,781 | | | | | | 2.5 | | |
| | | Equipment Leasing: 0.0% | | ||||||||||||
448,872 | | | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 3.750%, 02/17/2028 | | | | | 451,117 | | | | | | 0.0 | | |
264,338 | | | Rent-A-Center, Inc. 2021 Term Loan B, 4.750%, (US0001M + 4.000%), 02/17/2028 | | | | | 265,791 | | | | | | 0.0 | | |
| | | | | | | | 716,908 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Financial: 0.0% | | ||||||||||||
470,000 | | | Paysafe Holdings - TL B 1L, 2.833%, 06/24/2028 | | | | $ | 465,447 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Financial Intermediaries: 0.5% | | ||||||||||||
781,572 | | | Advisor Group, Inc. 2021 Term Loan, 4.584%, (US0001M + 4.500%), 07/31/2026 | | | | | 783,748 | | | | | | 0.0 | | |
325,000 | | | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 7.000%, (US0003M + 6.500%), 08/02/2029 | | | | | 324,756 | | | | | | 0.0 | | |
540,000 | | | AqGen Island Holdings, Inc. Term Loan, 4.000%, (US0003M + 3.500%), 08/02/2028 | | | | | 539,595 | | | | | | 0.0 | | |
1,357,459 | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.084%, (US0001M + 3.000%), 06/15/2025 | | | | | 1,348,975 | | | | | | 0.1 | | |
388,050 | | | Blackstone Mortgage Trust, Inc. 2021 Term Loan B2, 3.250%, (US0001M + 2.750%), 04/23/2026 | | | | | 388,535 | | | | | | 0.0 | | |
925,430 | | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/2024 | | | | | 928,900 | | | | | | 0.1 | | |
500,000 | | | Citadel Securities LP 2021 Term Loan B, 2.619%, (US0003M + 2.500%), 02/02/2028 | | | | | 496,172 | | | | | | 0.0 | | |
680,244 | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.834%, (US0001M + 2.750%), 08/21/2025 | | | | | 675,397 | | | | | | 0.0 | | |
1,011,041 | | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/2027 | | | | | 1,015,283 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Financial Intermediaries (continued) | | ||||||||||||
2,116,766 | | | Edelman Financial Center, LLC 2021 Term Loan B, 4.250%, (US0001M + 3.500%), 04/07/2028 | | | | $ | 2,115,255 | | | | | | 0.1 | | |
214,688 | | | Focus Financial Partners, LLC 2021 Delayed Draw Term Loan, 2.619%, (US0003M + 2.500%), 06/24/2028 | | | | | 213,856 | | | | | | 0.0 | | |
927,987 | | | Focus Financial Partners, LLC 2021 Term Loan, 3.000%, (US0001M + 2.500%), 07/01/2028 | | | | | 924,391 | | | | | | 0.1 | | |
128,000 | | | HighTower Holdings LLC 2021 Delayed Draw Term Loan, 4.119%, (US0003M + 4.000%), 04/21/2028 | | | | | 128,272 | | | | | | 0.0 | | |
512,000 | | | HighTower Holdings LLC 2021 Term Loan B, 4.750%, (US0003M + 4.000%), 04/21/2028 | | | | | 513,088 | | | | | | 0.0 | | |
574,183 | | | Jane Street Group, LLC 2021 Term Loan, 2.834%, 01/26/2028 | | | | | 569,219 | | | | | | 0.0 | | |
249,365 | | | LPL Holdings, Inc. 2019 Term Loan B1, 1.834%, 11/12/2026 | | | | | 248,364 | | | | | | 0.0 | | |
498,556 | | | Trans Union, LLC 2019 Term Loan B5, 1.833%, 11/16/2026 | | | | | 495,939 | | | | | | 0.0 | | |
483,081 | | | VFH Parent LLC 2019 Term Loan B, 3.082%, (US0001M + 3.000%), 03/01/2026 | | | | | 483,020 | | | | | | 0.0 | | |
| | | | | | | | 12,192,765 | | | | | | 0.5 | | |
| | | Food Products: 0.3% | | ||||||||||||
493,671 | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.836%, (US0001M + 3.750%), 10/01/2025 | | | | | 487,500 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food Products (continued) | | ||||||||||||
690,000 | | | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan, 5.500%, 10/01/2025 | | | | $ | 683,100 | | | | | | 0.0 | | |
873,106 | | | CHG PPC Parent LLC 2018 Term Loan B, 2.834%, (US0001M + 2.750%), 03/31/2025 | | | | | 869,832 | | | | | | 0.0 | | |
108,158 | | | Dessert Holdings Inc. Delayed Draw Term Loan, 4.119%, (US0003M + 4.000%), 06/07/2028 | | | | | 108,226 | | | | | | 0.0 | | |
576,842 | | | Dessert Holdings Inc. Term Loan, 4.750%, (US0003M + 4.000%), 06/07/2028 | | | | | 577,203 | | | | | | 0.0 | | |
1,156,263 | | | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/2027 | | | | | 1,159,876 | | | | | | 0.1 | | |
1,025,671 | | | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750%), 02/05/2025 | | | | | 1,025,671 | | | | | | 0.1 | | |
498,721 | | | JBS USA Lux S.A. 2019 Term Loan B, 2.084%, 05/01/2026 | | | | | 497,266 | | | | | | 0.0 | | |
1,023,979 | | | Sigma Bidco B.V. 2018 USD Term Loan B2, 3.160%, (US0006M + 3.000%), 07/02/2025 | | | | | 1,007,658 | | | | | | 0.1 | | |
348,468 | | | Simply Good Foods USA, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/2024 | | | | | 350,023 | | | | | | 0.0 | | |
208,950 | | | WOOF Holdings, Inc 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 12/21/2027 | | | | | 209,668 | | | | | | 0.0 | | |
| | | | | | | | 6,976,023 | | | | | | 0.3 | | |
| | | Food Service: 0.2% | | ||||||||||||
748,096 | | | 1011778 B.C. Unlimited Liability Company Term Loan B4, 1.833%, 11/19/2026 | | | | | 739,480 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food Service (continued) | | ||||||||||||
500,000 | | | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, 04/07/2025 | | | | $ | 492,916 | | | | | | 0.0 | | |
1,135,587 | | | H Food Holdings LLC 2018 Term Loan B, 3.772%, (US0001M + 3.688%), 05/23/2025 | | | | | 1,133,762 | | | | | | 0.1 | | |
320,000 | | | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 6.877%, (US0003M + 6.750%), 07/30/2029 | | | | | 322,800 | | | | | | 0.0 | | |
225,000 | | | K-Mac Holdings Corp 2021 Term Loan, 4.000%, (US0003M + 3.500%), 07/21/2028 | | | | | 224,237 | | | | | | 0.0 | | |
1,237,179 | | | Tacala, LLC 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 02/05/2027 | | | | | 1,235,343 | | | | | | 0.1 | | |
1,000,000 | | | Welbilt, Inc. 2018 Term Loan B, 2.584%, (US0001M + 2.500%), 10/23/2025 | | | | | 999,062 | | | | | | 0.0 | | |
515,000 | | | Whatabrands LLC 2021 Term Loan B, 3.750%, 08/03/2028 | | | | | 515,129 | | | | | | 0.0 | | |
| | | | | | | | 5,662,729 | | | | | | 0.2 | | |
| | | Food/Drug Retailers: 0.1% | | ||||||||||||
1,123,051 | | | EG America LLC 2018 USD Term Loan, 4.145%, (US0003M + 4.000%), 02/07/2025 | | | | | 1,121,179 | | | | | | 0.1 | | |
184,694 | | | EG Group Limited 2021 Term Loan, 4.750%, (US0003M + 4.250%), 03/31/2026 | | | | | 184,751 | | | | | | 0.0 | | |
42,483 (3) | | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0001M + 10.750%) (PIK Rate 0.000%, Cash Rate 0.000%), 10/01/2024 | | | | | 37,173 | | | | | | 0.0 | | |
32,040 (3) | | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0001M + 7.000%) (PIK Rate 0.000%, Cash Rate 0.000%), 04/01/2024 | | | | | 32,681 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food/Drug Retailers (continued) | | ||||||||||||
219,269 | | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0001M + 5.500%), 09/06/2024 | | | | $ | 220,125 | | | | | | 0.0 | | |
900,098 | | | United Natural Foods, Inc. Term Loan B, 3.584%, (US0001M + 3.500%), 10/22/2025 | | | | | 900,704 | | | | | | 0.0 | | |
| | | | | | | | 2,496,613 | | | | | | 0.1 | | |
| | | Forest Products: 0.1% | | ||||||||||||
313,389 | | | Blount International Inc. 2018 Term Loan B, 4.750%, (US0001M + 3.750%), 04/12/2023 | | | | | 314,270 | | | | | | 0.0 | | |
1,054,725 | | | LABL, Inc. 2021 USD Term Loan B, 4.084%, (US0001M + 4.000%), 07/01/2026 | | | | | 1,054,725 | | | | | | 0.0 | | |
355,000 | | | Osmose Utilities Services, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 06/23/2028 | | | | | 354,112 | | | | | | 0.1 | | |
344,138 | | | Spa Holdings 3 Oy USD Term Loan B, 4.750%, (US0003M + 4.000%), 02/04/2028 | | | | | 345,285 | | | | | | 0.0 | | |
| | | | | | | | 2,068,392 | | | | | | 0.1 | | |
| | | Health Care: 1.5% | | ||||||||||||
636,801 | | | Accelerated Health Systems, LLC Term Loan B, 3.586%, (US0001M + 3.500%), 10/31/2025 | | | | | 634,811 | | | | | | 0.0 | | |
475,000 | | | ADMI Corp. 2021 Incremental Term Loan B3, 4.000%, (US0001M + 3.500%), 12/23/2027 | | | | | 474,915 | | | | | | 0.0 | | |
761,175 | | | ADMI Corp. 2021 Term Loan B2, 3.625%, (US0001M + 3.125%), 12/23/2027 | | | | | 755,466 | | | | | | 0.0 | | |
297,557 | | | Agiliti Health, Inc Term Loan, 2.875%, (US0001M + 2.750%), 01/04/2026 | | | | | 296,442 | | | | | | 0.0 | | |
632,754 | | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/2024 | | | | | 628,122 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
754,300 | | | ASP Navigate Acquisition Corp Term Loan, 5.500%, (US0003M + 4.500%), 10/06/2027 | | | | $ | 749,821 | | | | | | 0.0 | | |
1,064,650 | | | Athenahealth, Inc. 2021 Term Loan B1, 4.377%, (US0003M + 4.250%), 02/11/2026 | | | | | 1,068,909 | | | | | | 0.1 | | |
1,475,360 | | | Bausch Health Companies Inc. 2018 Term Loan B, 3.084%, (US0001M + 3.000%), 06/02/2025 | | | | | 1,475,176 | | | | | | 0.1 | | |
250,000 | | | Bright Horizons Family Solutions, LLC 2017 Term Loan B, 1.869%, 11/07/2023 | | | | | 249,688 | | | | | | 0.0 | | |
349,406 | | | Cano Health LLC Term Loan, 5.250%, (US0003M + 4.500%), 11/19/2027 | | | | | 350,170 | | | | | | 0.0 | | |
997,403 | | | Carestream Dental Equipment, Inc 2017 1st Lien Term Loan, 3.369%, 09/01/2024 | | | | | 998,233 | | | | | | 0.1 | | |
219,450 | | | CBI Buyer, Inc. Term Loan, 3.750%, (US0003M + 3.250%), 01/06/2028 | | | | | 219,267 | | | | | | 0.0 | | |
319,200 | | | CCRR Parent, Inc Term Loan B, 4.500%, (US0003M + 3.750%), 03/06/2028 | | | | | 320,696 | | | | | | 0.0 | | |
1,500,000 | | | Change Healthcare Holdings LLC 2017 Term Loan B, 2.619%, (US0003M + 2.500%), 03/01/2024 | | | | | 1,499,907 | | | | | | 0.1 | | |
730,000 | | | CHG Healthcare Services Inc. 2021 Term Loan, 3.619%, 09/22/2028 | | | | | 730,000 | | | | | | 0.0 | | |
1,246,134 | | | Curia Global, Inc. 2021 Term Loan, 4.500%, 08/30/2026 | | | | | 1,248,938 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
820,780 | | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0001M + 4.000%), 01/08/2027 | | | | $ | 824,884 | | | | | | 0.0 | | |
1,207,546 | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.834%, (US0001M + 3.750%), 10/10/2025 | | | | | 1,077,735 | | | | | | 0.1 | | |
651,700 | | | eResearchTechnology, Inc. 2020 1st Lien Term Loan, 5.500%, (US0001M + 4.500%), 02/04/2027 | | | | | 655,773 | | | | | | 0.0 | | |
286,257 | | | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0006M + 4.250%), 03/14/2025 | | | | | 287,407 | | | | | | 0.0 | | |
957,700 | | | Global Medical Response, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 10/02/2025 | | | | | 961,805 | | | | | | 0.1 | | |
589,428 | | | GoodRx, Inc. 1st Lien Term Loan, 2.834%, (US0001M + 2.750%), 10/10/2025 | | | | | 589,534 | | | | | | 0.0 | | |
249,349 | | | Greenway Health, LLC 2017 1st Lien Term Loan, 3.882%, 02/16/2024 | | | | | 240,076 | | | | | | 0.0 | | |
435,000 | | | Heartland Dental, LLC 2021 Incremental Term Loan, 4.085%, (US0001M + 4.000%), 04/30/2025 | | | | | 434,524 | | | | | | 0.0 | | |
1,090,000 | | | Hunter Holdco 3 Limited USD Term Loan B, 4.750%, 08/19/2028 | | | | | 1,096,131 | | | | | | 0.1 | | |
819,464 | | | Inovalon Holdings, Inc. 2020 Term Loan B1, 2.875%, (US0001M + 2.750%), 04/02/2025 | | | | | 819,858 | | | | | | 0.0 | | |
978,502 | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.146%, (US0003M + 6.000%), 10/01/2024 | | | | | 971,673 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
174,563 | | | MedAssets Software Intermediate Holdings, Inc. 2021 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 01/28/2028 | | | | $ | 174,808 | | | | | | 0.0 | | |
1,002,041 | | | Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0001M + 4.500%), 06/14/2024 | | | | | 1,004,128 | | | | | | 0.1 | | |
425,000 | | | MedRisk, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/10/2028 | | | | | 425,177 | | | | | | 0.0 | | |
1,940,000 | | | MPH Acquisition Holdings LLC 2021 Term Loan B, 4.750%, 08/17/2028 | | | | | 1,921,543 | | | | | | 0.1 | | |
150,000 | | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.250%, (US0003M + 7.250%), 03/02/2029 | | | | | 152,813 | | | | | | 0.0 | | |
139,884 | | | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 3.869%, (US0003M + 3.750%), 03/02/2028 | | | | | 140,079 | | | | | | 0.0 | | |
1,266,915 | | | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 02/18/2028 | | | | | 1,268,675 | | | | | | 0.1 | | |
42,389 | | | National Mentor Holdings, Inc. 2021 Term Loan C, 4.500%, (US0003M + 3.750%), 03/02/2028 | | | | | 42,448 | | | | | | 0.0 | | |
776,616 | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.083%, (US0001M + 3.000%), 06/30/2025 | | | | | 776,761 | | | | | | 0.0 | | |
430,000 | | | Pacific Dental Services,LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 05/05/2028 | | | | | 431,814 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,363,150 | | | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan, 4.250%, (US0003M + 3.500%), 11/30/2027 | | | | $ | 1,366,558 | | | | | | 0.1 | | |
825,000 | | | Parexel International Corporation 2021 1st Lien Term Loan, 3.619%, 08/11/2028 | | | | | 826,146 | | | | | | 0.0 | | |
548,920 | | | Pathway Vet Alliance LLC 2021 Term Loan, 3.835%, (US0001M + 3.750%), 03/31/2027 | | | | | 548,440 | | | | | | 0.0 | | |
859,113 | | | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 | | | | | 861,082 | | | | | | 0.0 | | |
1,027,838 | | | Phoenix Guarantor Inc 2020 Term Loan B, 3.336%, (US0001M + 3.250%), 03/05/2026 | | | | | 1,023,020 | | | | | | 0.1 | | |
334,163 | | | Phoenix Guarantor Inc 2021 Term Loan B3, 3.585%, (US0001M + 3.500%), 03/05/2026 | | | | | 332,596 | | | | | | 0.0 | | |
205,000 | | | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 4.121%, (US0003M + 4.000%), 06/22/2026 | | | | | 204,936 | | | | | | 0.0 | | |
270,000 | | | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 | | | | | 271,237 | | | | | | 0.0 | | |
278,600 | | | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0001M + 3.250%), 03/03/2028 | | | | | 278,448 | | | | | | 0.0 | | |
1,535,765 | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.835%, (US0001M + 3.750%), 11/16/2025 | | | | | 1,535,092 | | | | | | 0.1 | | |
250,000 | | | Resonetics, LLC 2021 Term Loan, 4.750%, (US0003M + 4.250%), 04/28/2028 | | | | | 250,625 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
583,575 | | | RxBenefits, Inc. 2020 Term Loan, 6.000%, (US0003M + 5.250%), 12/17/2027 | | | | $ | 587,222 | | | | | | 0.0 | | |
500,000 | | | Select Medical Corporation 2017 Term Loan B, 2.340%, (US0001M + 2.250%), 03/06/2025 | | | | | 497,812 | | | | | | 0.0 | | |
635,000 | | | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0001M + 2.750%), 12/11/2026 | | | | | 632,619 | | | | | | 0.0 | | |
820,875 | | | Surgery Center Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 08/31/2026 | | | | | 823,212 | | | | | | 0.0 | | |
620,394 | | | Unified Physician Management, LLC 2020 Term Loan, 4.369%, (US0003M + 4.250%), 12/16/2027 | | | | | 622,074 | | | | | | 0.0 | | |
870,000 | | | US Anesthesia Partners Inc 2021 Term Loan, 4.369%, 09/22/2028 | | | | | 872,296 | | | | | | 0.0 | | |
515,000 | | | Virgin Pulse, Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/30/2028 | | | | | 515,644 | | | | | | 0.0 | | |
| | | | | | | | 38,047,266 | | | | | | 1.5 | | |
| | | Home Furnishings: 0.1% | | ||||||||||||
530,000 | | | Conair Holdings, LLC Term Loan B, 4.250%, (US0003M + 3.750%), 05/17/2028 | | | | | 531,049 | | | | | | 0.0 | | |
250,000 | | | Illuminate Merger Sub Corp. Term Loan, 4.000%, 07/21/2028 | | | | | 250,286 | | | | | | 0.0 | | |
994,686 | | | Prime Security Services Borrower, LLC 2021 Term Loan, 3.500%, (US0006M + 2.750%), 09/23/2026 | | | | | 994,686 | | | | | | 0.1 | | |
| | | | | | | | 1,776,021 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Industrial Equipment: 0.3% | | ||||||||||||
981,786 | | | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/2027 | | | | $ | 983,934 | | | | | | 0.1 | | |
113,532 | | | CMBF LLC Delayed Draw Term Loan, 6.119%, 06/08/2028 | | | | | 113,674 | | | | | | 0.0 | | |
381,468 | | | CMBF LLC Term Loan, 6.500%, 06/08/2028 | | | | | 381,945 | | | | | | 0.0 | | |
249,359 | | | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.586%, 11/17/2025 | | | | | 248,424 | | | | | | 0.0 | | |
424,726 | | | Crown Subsea Communications Holding,Inc. 2021 Term Loan, 5.750%, (US0001M + 5.000%), 04/20/2027 | | | | | 428,973 | | | | | | 0.0 | | |
943,625 | | | Filtration Group Corporation 2018 1st Lien Term Loan, 3.084%, (US0001M + 3.000%), 03/29/2025 | | | | | 939,496 | | | | | | 0.0 | | |
434,905 | | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.132%, (US0003M + 4.000%), 09/30/2026 | | | | | 435,109 | | | | | | 0.0 | | |
159,115 | | | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0001W + 4.000%), 02/16/2028 | | | | | 159,893 | | | | | | 0.0 | | |
948,470 | | | Kenan Advantage Group, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 03/24/2026 | | | | | 948,997 | | | | | | 0.1 | | |
1,235,000 | | | Madison IAQ LLC Term Loan, 3.750%, (US0003M + 3.250%), 06/21/2028 | | | | | 1,234,711 | | | | | | 0.1 | | |
674,441 | | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/2027 | | | | | 676,970 | | | | | | 0.0 | | |
665,436 | | | Vertical US Newco Inc Term Loan B, 4.000%, 07/29/2027 | | | | | 667,515 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Industrial Equipment (continued) | | ||||||||||||
570,000 | | | Waterlogic Holdings Limited 2021 USD Term Loan B, 4.890%, 08/04/2028 | | | | $ | 571,425 | | | | | | 0.0 | | |
| | | | | | | | 7,791,066 | | | | | | 0.3 | | |
| | | Insurance: 0.6% | | ||||||||||||
1,429,963 | | | Acrisure, LLC 2020 Term Loan B, 3.632%, (US0003M + 3.500%), 02/15/2027 | | | | | 1,417,451 | | | | | | 0.1 | | |
170,000 | | | Acrisure, LLC 2021 Incremental Term Loan B, 3.882%, 02/15/2027 | | | | | 169,203 | | | | | | 0.0 | | |
1,276,591 | | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.334%, (US0001M + 3.250%), 05/09/2025 | | | | | 1,268,830 | | | | | | 0.0 | | |
658,677 | | | Alliant Holdings Intermediate, LLC 2020 Term Loan B3, 4.250%, (US0001M + 3.750%), 11/05/2027 | | | | | 660,186 | | | | | | 0.0 | | |
750,000 | | | AmWINS Group, Inc. 2021 Term Loan B, 2.369%, (US0003M + 2.250%), 02/19/2028 | | | | | 746,016 | | | | | | 0.0 | | |
1,191,098 | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 3.754%, (US0003M + 3.250%), 09/19/2024 | | | | | 1,192,215 | | | | | | 0.0 | | |
173,110 | | | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 | | | | | 175,887 | | | | | | 0.0 | | |
392,980 | | | Aretec Group, Inc. 2018 Term Loan, 4.334%, (US0001M + 4.250%), 10/01/2025 | | | | | 392,488 | | | | | | 0.0 | | |
1,066,954 | | | AssuredPartners, Inc. 2020 Term Loan B, 3.584%, (US0001M + 3.500%), 02/12/2027 | | | | | 1,061,546 | | | | | | 0.0 | | |
761,841 | | | AssuredPartners, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.500%), 02/12/2027 | | | | | 761,920 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Insurance (continued) | | ||||||||||||
1,918,511 | | | Hub International Limited 2018 Term Loan B, 2.875%, (US0003M + 2.750%), 04/25/2025 | | | | $ | 1,902,524 | | | | | | 0.1 | | |
1,808,725 | | | NFP Corp. 2020 Term Loan, 3.334%, (US0001M + 3.250%), 02/15/2027 | | | | | 1,793,275 | | | | | | 0.1 | | |
45,663 | | | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 4.619%, (US0003M + 4.500%), 11/16/2027 | | | | | 45,910 | | | | | | 0.0 | | |
1,411,941 | | | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/2027 | | | | | 1,419,589 | | | | | | 0.1 | | |
2,077,660 | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.334%, (US0001M + 3.250%), 12/31/2025 | | | | | 2,063,538 | | | | | | 0.1 | | |
249,362 | | | Sedgwick Claims Management Services, Inc. 2019 Term Loan B, 3.834%, 09/03/2026 | | | | | 249,144 | | | | | | 0.0 | | |
1,595,357 | | | USI, Inc. 2017 Repriced Term Loan, 3.132%, (US0003M + 3.000%), 05/16/2024 | | | | | 1,586,811 | | | | | | 0.1 | | |
| | | | | | | | 16,906,533 | | | | | | 0.6 | | |
| | | Leisure Good/Activities/Movies: 0.5% | | ||||||||||||
123,987 | | | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 5.132%, (US0003M + 5.000%), 12/29/2025 | | | | | 108,179 | | | | | | 0.0 | | |
299,406 | | | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 15.000%, (US0003M + 14.000%), 08/26/2022 | | | | | 299,406 | | | | | | 0.0 | | |
1,471,528 | | | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 4.000%, 08/17/2028 | | | | | 1,469,688 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
924,343 | | | AMC Entertainment Holdings, Inc. 2019 Term Loan B, 3.083%, (US0001M + 3.000%), 04/22/2026 | | | | $ | 860,547 | | | | | | 0.0 | | |
500,000 | | | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.119%, (US0003M + 2.000%), 05/24/2027 | | | | | 496,562 | | | | | | 0.0 | | |
1,335,000 | | | City Football Group Limited Term Loan, 4.000%, 07/21/2028 | | | | | 1,333,331 | | | | | | 0.1 | | |
780,138 | | | ClubCorp Holdings, Inc. 2017 Term Loan B, 2.882%, (US0003M + 2.750%), 09/18/2024 | | | | | 735,280 | | | | | | 0.0 | | |
6,305 | | | Crown Finance US, Inc. 2020 Term Loan B1, 7.132%, 05/23/2024 | | | | | 7,823 | | | | | | 0.0 | | |
1,534,170 | | | CWGS Group, LLC 2021 Term Loan B, 3.250%, (US0001M + 2.500%), 06/03/2028 | | | | | 1,527,339 | | | | | | 0.1 | | |
503,941 | | | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250%), 04/18/2025 | | | | | 469,835 | | | | | | 0.0 | | |
299,250 | | | Hayward Industries, Inc. 2021 Term Loan, 3.000%, (US0001M + 2.500%), 05/12/2028 | | | | | 298,903 | | | | | | 0.0 | | |
840,000 | | | MajorDrive Holdings IV LLC Term Loan B, 4.500%, (US0003M + 4.000%), 05/12/2028 | | | | | 842,756 | | | | | | 0.0 | | |
454,212 | | | National CineMedia, LLC 2021 Incremental Term Loan, 9.000%, (US0001M + 8.000%), 12/20/2024 | | | | | 456,483 | | | | | | 0.0 | | |
498,747 | | | Playtika Holding Corp 2021 Term Loan, 2.834%, 03/13/2028 | | | | | 499,136 | | | | | | 0.0 | | |
575,000 | | | PUG LLC 2021 Incremental Term Loan B, 4.750%, 02/12/2027 | | | | | 575,719 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
727,597 | | | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 02/08/2028 | | | | $ | 727,597 | | | | | | 0.0 | | |
369,075 | | | Samsonite International S.A. 2020 Incremental Term Loan B2, 3.750%, (US0001M + 3.000%), 04/25/2025 | | | | | 367,230 | | | | | | 0.0 | | |
1,450,001 | | | Thor Industries, Inc. 2021 USD Term Loan, 3.125%, (US0001M + 3.000%), 02/01/2026 | | | | | 1,454,078 | | | | | | 0.1 | | |
887,084 | | | WeddingWire, Inc. 1st Lien Term Loan, 4.629%, (US0003M + 4.500%), 12/19/2025 | | | | | 889,302 | | | | | | 0.1 | | |
250,000 | | | WMG Acquisition Corp. 2021 Term Loan G, 2.208%, 01/20/2028 | | | | | 248,945 | | | | | | 0.0 | | |
500,000 | | | Wyndham Hotels & Resorts, Inc. Term Loan B, 1.869%, 05/30/2025 | | | | | 496,842 | | | | | | 0.0 | | |
| | | | | | | | 14,164,981 | | | | | | 0.5 | | |
| | | Lodging & Casinos: 0.4% | | ||||||||||||
674,275 | | | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 3.834%, (US0001M + 3.750%), 02/02/2026 | | | | | 663,318 | | | | | | 0.0 | | |
739,413 | | | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/2027 | | | | | 736,486 | | | | | | 0.0 | | |
1,499,781 | | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/2024 | | | | | 1,509,467 | | | | | | 0.1 | | |
2,639,591 | | | Caesars Resort Collection, LLC 2020 Term Loan B1, 3.583%, (US0003M + 3.500%), 07/21/2025 | | | | | 2,644,265 | | | | | | 0.1 | | |
770,216 | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/2024 | | | | | 769,575 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Lodging & Casinos (continued) | | ||||||||||||
500,000 | | | Hilton Worldwide Finance, LLC 2019 Term Loan B2, 1.833%, 06/22/2026 | | | | $ | 496,312 | | | | | | 0.0 | | |
375,000 | | | J&J Ventures Gaming, LLC Term Loan, 4.750%, (US0001M + 4.000%), 04/07/2028 | | | | | 377,344 | | | | | | 0.0 | | |
250,000 | | | PCI Gaming Authority Term Loan, 2.583%, (US0001M + 2.500%), 05/29/2026 | | | | | 249,375 | | | | | | 0.0 | | |
1,545,093 | | | Scientific Games International, Inc. 2018 Term Loan B5, 2.834%, (US0001M + 2.750%), 08/14/2024 | | | | | 1,539,589 | | | | | | 0.1 | | |
492,355 | | | Stars Group Holdings B.V. TL B 1L, 2.382%, (US0003M + 2.250%), 07/21/2026 | | | | | 491,330 | | | | | | 0.0 | | |
500,000 | | | Station Casinos LLC 2020 Term Loan B, 2.333%, 02/08/2027 | | | | | 495,217 | | | | | | 0.0 | | |
497,250 | | | The Enterprise Development Authority Term Loan B, 5.000%, (US0001M + 4.250%), 02/18/2028 | | | | | 499,102 | | | | | | 0.0 | | |
830,000 | | | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 3.369%, 08/06/2028 | | | | | 830,843 | | | | | | 0.1 | | |
| | | | | | | | 11,302,223 | | | | | | 0.4 | | |
| | | Mortgage REITs: 0.0% | | ||||||||||||
51,020 | | | BIFM CA Buyer Inc. 2021 Delayed Draw Term Loan, 3.869%, (US0003M + 3.750%), 06/01/2026 | | | | | 50,829 | | | | | | 0.0 | | |
447,837 | | | BIFM CA Buyer Inc. Term Loan B, 3.837%, (US0001M + 3.750%), 06/01/2026 | | | | | 446,158 | | | | | | 0.0 | | |
| | | | | | | | 496,987 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (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 | | | | $ | 534,617 | | | | | | 0.0 | | |
1,280,149 | | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/2025 | | | | | 1,255,346 | | | | | | 0.1 | | |
| | | | | | | | 1,789,963 | | | | | | 0.1 | | |
| | | Oil & Gas: 0.2% | | ||||||||||||
250,000 | | | BCP Renaissance Parent LLC 2017 Term Loan B, 4.500%, 10/31/2024 | | | | | 248,281 | | | | | | 0.0 | | |
750,000 | | | Brazos Delaware II, LLC Term Loan B, 4.084%, 05/21/2025 | | | | | 739,922 | | | | | | 0.1 | | |
580,000 | | | ITT Holdings LLC 2021 Term Loan, 3.250%, (US0001M + 2.750%), 07/10/2028 | | | | | 580,725 | | | | | | 0.0 | | |
498,708 | | | Lucid Energy Group II Borrower, LLC 2018 1st Lien Term Loan, 4.000%, 02/17/2025 | | | | | 493,970 | | | | | | 0.0 | | |
388,990 | | | Navitas Midstream Midland Basin, LLC Term Loan B, 4.750%, 12/13/2024 | | | | | 389,152 | | | | | | 0.0 | | |
684,131 | | | Oryx Midstream Holdings LLC Term Loan B, 4.085%, (US0001M + 4.000%), 05/22/2026 | | | | | 684,487 | | | | | | 0.0 | | |
1,500,000 | | | Waterbridge Midstream Operating LLC Term Loan B, 6.750%, 06/22/2026 | | | | | 1,467,188 | | | | | | 0.1 | | |
| | | | | | | | 4,603,725 | | | | | | 0.2 | | |
| | | Publishing: 0.1% | | ||||||||||||
653,412 | | | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/2028 | | | | | 655,046 | | | | | | 0.1 | | |
645,000 | | | McGraw-Hill Global Education Holdings, LLC 2021 First Lien Term Loan B, 5.250%, 07/28/2028 | | | | | 647,764 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Publishing (continued) | | ||||||||||||
494,987 | | | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/2025 | | | | $ | 506,383 | | | | | | 0.0 | | |
| | | | | | | | 1,809,193 | | | | | | 0.1 | | |
| | | Radio & Television: 0.4% | | ||||||||||||
1,362,904 | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.629%, (US0003M + 3.500%), 08/21/2026 | | | | | 1,336,730 | | | | | | 0.1 | | |
1,063,133 | | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0001M + 3.750%), 03/31/2026 | | | | | 1,063,703 | | | | | | 0.0 | | |
1,622,486 | | | Diamond Sports Group, LLC Term Loan, 3.340%, (US0001M + 3.250%), 08/24/2026 | | | | | 1,018,787 | | | | | | 0.0 | | |
752,363 | | | iHeartCommunications, Inc. 2020 Term Loan, 3.084%, (US0001M + 3.000%), 05/01/2026 | | | | | 747,895 | | | | | | 0.0 | | |
1,051,974 | | | NASCAR Holdings, Inc Term Loan B, 2.584%, (US0001M + 2.500%), 10/19/2026 | | | | | 1,052,631 | | | | | | 0.0 | | |
2,492,896 | | | Sinclair Television Group Inc. Term Loan B2B, 2.587%, (US0001M + 2.500%), 09/30/2026 | | | | | 2,454,256 | | | | | | 0.1 | | |
1,512,153 | | | Terrier Media Buyer, Inc. 2021 Term Loan, 3.584%, (US0001M + 3.500%), 12/17/2026 | | | | | 1,510,788 | | | | | | 0.1 | | |
2,048,237 | | | Univision Communications Inc. 2021 First Lien Term Loan B, 4.000%, 03/15/2026 | | | | | 2,047,917 | | | | | | 0.1 | | |
538,671 | | | Univision Communications Inc. Term Loan C5, 2.834%, (US0001M + 2.750%), 03/15/2024 | | | | | 538,768 | | | | | | 0.0 | | |
| | | | | | | | 11,771,475 | | | | | | 0.4 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Rail Industries: 0.0% | | ||||||||||||
748,101 | | | Genesee & Wyoming Inc. (New) Term Loan, 2.119%, 12/30/2026 | | | | $ | 744,400 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Retailers (Except Food & Drug): 0.3% | | ||||||||||||
28,889 | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Delayed Draw Term Loan, 4.119%, (US0003M + 4.000%), 07/31/2028 | | | | | 29,004 | | | | | | 0.0 | | |
231,111 | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 4.500%, (US0001M + 4.000%), 07/31/2028 | | | | | 232,036 | | | | | | 0.0 | | |
555,978 | | | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/08/2027 | | | | | 557,021 | | | | | | 0.0 | | |
452,572 | | | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 03/10/2026 | | | | | 455,966 | | | | | | 0.0 | | |
1,156,263 | | | Great Outdoors Group, LLC 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 03/06/2028 | | | | | 1,163,369 | | | | | | 0.1 | | |
750,000 | | | Harbor Freight Tools USA, Inc. 2021 Term Loan B, 2.833%, 10/19/2027 | | | | | 750,503 | | | | | | 0.0 | | |
240,000 | | | Jo-Ann Stores, Inc. 2021 Term Loan B1, 5.500%, 07/07/2028 | | | | | 234,150 | | | | | | 0.0 | | |
185,000 | | | Lakeshore Intermediate LLC Term Loan, 3.619%, 09/29/2028 | | | | | 184,075 | | | | | | 0.0 | | |
816,456 | | | Leslies Poolmart, Inc. 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 03/04/2028 | | | | | 814,584 | | | | | | 0.1 | | |
368,381 | | | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0001M + 8.000%), 12/01/2025 | | | | | 315,887 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
124,441 | | | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0001M + 11.000%), 06/01/2025 | | | | $ | 123,196 | | | | | | 0.0 | | |
768,075 | | | Michaels Companies, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 04/15/2028 | | | | | 769,935 | | | | | | 0.0 | | |
562,175 | | | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 03/03/2028 | | | | | 562,576 | | | | | | 0.0 | | |
835,000 | | | Pilot Travel Centers LLC 2021 Term Loan B, 2.084%, 07/28/2028 | | | | | 833,211 | | | | | | 0.1 | | |
345,000 | | | Victorias Secret & Co. Term Loan B, 3.750%, (US0003M + 3.250%), 06/30/2028 | | | | | 344,569 | | | | | | 0.0 | | |
| | | | | | | | 7,370,082 | | | | | | 0.3 | | |
| | | Surface Transport: 0.2% | | ||||||||||||
788,025 | | | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 03/03/2028 | | | | | 785,234 | | | | | | 0.1 | | |
422,449 | | | ENC Holding Corporation 2021 Term Loan, 5.000%, 08/04/2028 | | | | | 421,525 | | | | | | 0.0 | | |
37,551 | | | ENC Holding Corporation Delayed Draw Term Loan, 4.369%, 08/04/2028 | | | | | 37,469 | | | | | | 0.0 | | |
490,000 | | | LaserShip, Inc. 2021 Term Loan, 5.250%, (US0003M + 4.500%), 05/07/2028 | | | | | 491,685 | | | | | | 0.0 | | |
500,000 | | | PODS, LLC 2021 Term Loan B, 3.750%, (US0001M + 3.000%), 03/31/2028 | | | | | 500,759 | | | | | | 0.0 | | |
565,000 | | | Savage Enterprises LLC 2021 Term Loan B, 3.750%, 09/15/2028 | | | | | 567,048 | | | | | | 0.0 | | |
850,000 | | | Worldwide Express Operations, LLC 2021 1st Lien Term Loan, 5.000%, 07/26/2028 | | | | | 853,482 | | | | | | 0.1 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Surface Transport (continued) | | ||||||||||||
170,000 | | | Worldwide Express Operations, LLC 2021 2nd Lien Term Loan, 7.750%, 07/26/2029 | | | | $ | 170,000 | | | | | | 0.0 | | |
500,000 | | | XPO Logistics, Inc. 2018 Term Loan B, 1.833%, 02/24/2025 | | | | | 498,096 | | | | | | 0.0 | | |
| | | | | | | | 4,325,298 | | | | | | 0.2 | | |
| | | Technology: 0.1% | | ||||||||||||
1,524,309 | | | Veritas US Inc. 2021 USD Term Loan B, 6.000%, (US0003M + 5.000%), 09/01/2025 | | | | | 1,533,836 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Telecommunications: 0.8% | | ||||||||||||
1,764,546 | | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.900%, (US0003M + 2.750%), 01/31/2026 | | | | | 1,739,181 | | | | | | 0.1 | | |
985,994 | | | Asurion LLC 2018 Term Loan B6, 3.209%, (US0001M + 3.125%), 11/03/2023 | | | | | 981,945 | | | | | | 0.1 | | |
994,859 | | | Asurion LLC 2018 Term Loan B7, 3.084%, (US0001M + 3.000%), 11/03/2024 | | | | | 985,532 | | | | | | 0.1 | | |
330,000 | | | Asurion LLC 2021 2nd Lien Term Loan B3, 5.334%, (US0001M + 5.250%), 01/31/2028 | | | | | 329,450 | | | | | | 0.0 | | |
810,000 | | | Asurion LLC 2021 Second Lien Term Loan B4, 5.334%, 01/20/2029 | | | | | 808,143 | | | | | | 0.0 | | |
499,116 | | | Asurion LLC 2021 Term Loan B9, 3.334%, 07/31/2027 | | | | | 492,378 | | | | | | 0.0 | | |
1,747,925 | | | Avaya, Inc. 2020 Term Loan B, 4.334%, (US0001M + 4.250%), 12/15/2027 | | | | | 1,754,034 | | | | | | 0.1 | | |
250,000 | | | Avaya, Inc. 2021 Term Loan B2, 4.084%, (US0001M + 4.000%), 12/15/2027 | | | | | 250,624 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
649,537 | | | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0001M + 3.250%), 11/30/2027 | | | | $ | 650,836 | | | | | | 0.0 | | |
746,250 | | | CCI Buyer, Inc. Term Loan, 4.750%, (US0003M + 3.750%), 12/17/2027 | | | | | 749,048 | | | | | | 0.0 | | |
344,138 | | | Cologix, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/01/2028 | | | | | 344,998 | | | | | | 0.0 | | |
1,281,338 | | | CommScope, Inc. 2019 Term Loan B, 3.336%, (US0001M + 3.250%), 04/06/2026 | | | | | 1,276,733 | | | | | | 0.1 | | |
962,862 | | | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/2026 | | | | | 964,593 | | | | | | 0.1 | | |
497,413 | | | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 3.647%, (US0001M + 3.500%), 08/01/2024 | | | | | 464,304 | | | | | | 0.0 | | |
415,046 | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.334%, (US0001M + 4.250%), 11/29/2025 | | | | | 394,138 | | | | | | 0.0 | | |
78,042 | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.334%, (US0001M + 8.250%), 11/29/2026 | | | | | 72,969 | | | | | | 0.0 | | |
255,000 | | | GOGO Intermediate Holdings LLC Term Loan B, 4.500%, (US0003M + 3.750%), 04/30/2028 | | | | | 254,681 | | | | | | 0.0 | | |
513,477 | | | GTT Communications, Inc. 2018 USD Term Loan B, 2.882%, (US0003M + 2.750%), 05/31/2025 | | | | | 437,482 | | | | | | 0.0 | | |
960,509 | | | Iridium Satellite LLC 2021 Term Loan B2, 3.250%, 11/04/2026 | | | | | 962,310 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | | | |||||||||||||||||||
BANK LOANS: (continued) | | | | | | | |||||||||||||||||||||||||
| | | Telecommunications (continued) | | | | | | | ||||||||||||||||||||||
500,000 | | | Level 3 Financing Inc. 2019 Term Loan B, 1.833%, 03/01/2027 | | | | $ | 494,598 | | | | | | 0.0 | | | | | | | | ||||||||||
720,000 | | | MTN Infrastructure TopCo Inc 2021 Term Loan, 4.619%, 08/23/2028 | | | | | 701,550 | | | | | | 0.0 | | | | | | | | ||||||||||
2,698,224 | | | Numericable Group SA USD Term Loan B11, 2.879%, (US0003M + 2.750%), 07/31/2025 | | | | | 2,661,965 | | | | | | 0.1 | | | | | | | | ||||||||||
225,000 | | | Orbcomm Inc. Term Loan B, 5.000%, (US0003M + 4.250%), 09/01/2028 | | | | | 225,141 | | | | | | 0.0 | | | | | | | | ||||||||||
748,067 | | | SBA Senior Finance II LLC 2018 Term Loan B, 1.833%, 04/11/2025 | | | | | 741,755 | | | | | | 0.0 | | | | | | | | ||||||||||
1,260,597 | | | Zayo Group Holdings, Inc. USD Term Loan, 3.084%, (US0001M + 3.000%), 03/09/2027 | | | | | 1,251,082 | | | | | | 0.1 | | | | | | | | ||||||||||
| | | | | | | | 19,989,470 | | | | | | 0.8 | | | | | | | | ||||||||||
| | | Utilities: 0.1% | | | | | | | ||||||||||||||||||||||
490,928 | | | Edgewater Generation, L.L.C. Term Loan, 3.869%, 12/13/2025 | | | | | 470,217 | | | | | | 0.1 | | | | | | | | ||||||||||
377,143 | | | Generation Bridge Acquisition, LLC Term Loan B, 5.119%, 08/05/2028 | | | | | 379,029 | | | | | | 0.0 | | | | | | | | ||||||||||
7,857 | | | Generation Bridge Acquisition, LLC Term Loan C, 5.119%, 08/05/2028 | | | | | 7,896 | | | | | | 0.0 | | | | | | | | ||||||||||
431,106 | | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/2024 | | | | | 398,612 | | | | | | 0.0 | | | | | | | | ||||||||||
340,000 | | | Tiger Acquisition, LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 06/01/2028 | | | | | 339,575 | | | | 0.0 | | ||||||||||||||||||
| | | | | | | | 1,595,329 | | | | | | 0.1 | | | | | | | | ||||||||||
| | | Total Bank Loans (Cost $363,961,585) | | | | | 364,220,499 | | | | | | 14.0 | | | | | | | | ||||||||||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | Communications: 0.0% | | ||||||||||||
210,000 | | | DISH Network Corp., 3.375%, 08/15/2026 | | | | $ | 218,820 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $205,803) | | | | | 218,820 | | | | | | 0.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
4,287 | | | 5.500%, 10/01/2039 | | | | | 4,972 | | | | | | 0.0 | | |
| | | Total U.S. Government Agency Obligations (Cost $4,610) | | | | | 4,972 | | | | | | 0.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
142,000 (10) | | | 24 Hour Fitness Worldwide, Inc. | | | | | 284,000 | | | | | | 0.0 | | |
6,832 (10) | | | Mens Wearhouse, Inc. | | | | | 9,736 | | | | | | 0.0 | | |
| | | | | | | | 293,736 | | | | | | 0.0 | | |
| | | Consumer Staples: 0.0% | | ||||||||||||
2,038 (9)(10) | | | Save-A-Lot, Inc. / Moran Foods | | | | | — | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Materials: 0.0% | | ||||||||||||
53,269 (10) | | | Covia Specialty Minerals, Inc. | | | | | 579,300 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $692,331) | | | | | 873,036 | | | | | | 0.0 | | |
PREFERRED STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
189,193 (10) | | | 24 Hour Fitness Worldwide, Inc. | | | | | 520,281 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $227,212) | | | | | 520,281 | | | | | | 0.0 | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Consumer, Cyclical: 0.0% | | ||||||||||||
26,686 (10) | | | Cineworld Group PLC | | | | | 13,232 | | | | | | 0.0 | | |
| | | Total Warrants (Cost $ – ) | | | | | 13,232 | | | | | | 0.0 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS (12): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $2,185,215) | | | | $ | 742,307 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $2,425,867,214) | | | | | 2,444,434,948 | | | | | | 93.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 11.0% | | |||||||||||||||
| | | Repurchase Agreements: 2.5% | | ||||||||||||
14,857,513 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $14,857,533, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.430%-9.500%, Market Value plus accrued interest $15,154,663, due 11/01/21-07/20/71) | | | | | 14,857,513 | | | | | | 0.6 | | |
5,468,979 (13) | | | CF Secured LLC, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $5,468,986, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $5,578,359, due 11/15/21-01/20/69) | | | | | 5,468,979 | | | | | | 0.2 | | |
6,332,524 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $6,332,538, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,459,220, due 10/12/21-08/15/51) | | | | | 6,332,524 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued): 2.5% | | ||||||||||||
3,121,619 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 09/30/21, 0.07%, due 10/01/21 (Repurchase Amount $3,121,625, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,184,052, due 06/01/22-11/01/56) | | | | $ | 3,121,619 | | | | | | 0.1 | | |
5,076,424 (13) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $5,076,432, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-7.500%, Market Value plus accrued interest $5,177,961, due 08/01/23-07/20/71) | | | | | 5,076,424 | | | | | | 0.2 | | |
2,884,834 (13) | | | Palafox Trading LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $2,884,840, collateralized by various U.S. Government Securities, 0.000%-3.125%, Market Value plus accrued interest $2,942,054, due 08/15/28-08/15/44) | | | | | 2,884,834 | | | | | | 0.1 | | |
13,951,422 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $13,951,441, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $14,230,451, due 10/31/21-05/01/58) | | | | | 13,951,422 | | | | | | 0.5 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued): 2.5% | | ||||||||||||
9,056,569 (13) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $9,056,594, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,237,968, due 07/15/23-02/15/48) | | | | $ | 9,056,569 | | | | | | 0.4 | | |
2,435,804 (13) | | | Stonex Financial Inc., Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $2,435,811, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,484,520, due 11/20/21-09/15/56) | | | | | 2,435,804 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $63,185,688) | | | | | 63,185,688 | | | | | | 2.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 7.7% | | ||||||||||||
197,508,523 (13)(14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 197,508,523 | | | | | | 7.6 | | |
1,800,000 (13)(14) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | | | | | 1,800,000 | | | | | | 0.0 | | |
1,900,000 (13)(14) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,900,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $201,208,523) | | | | | 201,208,523 | | | | | | 7.7 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Time Deposits: 0.8% | | ||||||||||||
2,370,000 (13) | | | Barclays Bank PLC | | | | $ | 2,370,000 | | | | | | 0.1 | | |
1,700,000 (13) | | | Canadian Imperial Bank Of Commerce . | | | | | 1,700,000 | | | | | | 0.0 | | |
1,880,000 (13) | | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA | | | | | 1,880,000 | | | | | | 0.1 | | |
2,500,000 (13) | | | Credit Agricole CIB | | | | | 2,500,000 | | | | | | 0.1 | | |
2,400,000 (13) | | | Landesbank Baden-Wurttemberg | | | | | 2,400,000 | | | | | | 0.1 | | |
2,520,000 (13) | | | Mizuho Bank LTD | | | | | 2,520,000 | | | | | | 0.1 | | |
2,530,000 (13) | | | Royal Bank of Canada | | | | | 2,530,000 | | | | | | 0.1 | | |
2,460,000 (13) | | | Societe Generale | | | | | 2,460,000 | | | | | | 0.1 | | |
2,580,000 (13) | | | Svenska Handelsbanken AB | | | | | 2,580,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $20,940,000) | | | | | 20,940,000 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $285,334,211) | | | | | 285,334,211 | | | | | | 11.0 | | |
| | | Total Investments in Securities (Cost $2,711,201,425) | | | | $ | 2,729,769,159 | | | | | | 104.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (124,924,023) | | | | | | (4.8) | | |
| | | Net Assets | | | | $ | 2,604,845,136 | | | | | | 100.0 | | |
|
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| Collateralized Mortgage Obligations | | | 21.8% | |
| Commercial Mortgage-Backed Securities | | | 17.0% | |
| Corporate Bonds/Notes | | | 16.3% | |
| Asset-Backed Securities | | | 15.9% | |
| Bank Loans | | | 14.0% | |
| U.S. Treasury Obligations | | | 5.8% | |
| Sovereign Bonds | | | 3.0% | |
| Common Stock | | | 0.0%^ | |
| Purchased Options | | | 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* | | | 6.2% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | — | | | | | $ | 293,736 | | | | | $ | — | | | | | $ | 293,736 | | |
Consumer Staples | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Materials | | | | | — | | | | | | 579,300 | | | | | | — | | | | | | 579,300 | | |
Total Common Stock | | | | | — | | | | | | 873,036 | | | | | | — | | | | | | 873,036 | | |
Preferred Stock | | | | | — | | | | | | 520,281 | | | | | | — | | | | | | 520,281 | | |
Warrants | | | | | — | | | | | | 13,232 | | | | | | — | | | | | | 13,232 | | |
Purchased Options | | | | | — | | | | | | 742,307 | | | | | | — | | | | | | 742,307 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 424,279,602 | | | | | | — | | | | | | 424,279,602 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 567,802,524 | | | | | | — | | | | | | 567,802,524 | | |
Asset-Backed Securities | | | | | — | | | | | | 414,657,397 | | | | | | — | | | | | | 414,657,397 | | |
Sovereign Bonds | | | | | — | | | | | | 77,285,039 | | | | | | — | | | | | | 77,285,039 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 438,274,223 | | | | | | 3,756,447 | | | | | | 442,030,670 | | |
Bank Loans | | | | | — | | | | | | 364,220,499 | | | | | | — | | | | | | 364,220,499 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 218,820 | | | | | | — | | | | | | 218,820 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 4,972 | | | | | | — | | | | | | 4,972 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 151,786,569 | | | | | | — | | | | | | 151,786,569 | | |
Short-Term Investments | | | | | 201,208,523 | | | | | | 84,125,688 | | | | | | — | | | | | | 285,334,211 | | |
Total Investments, at fair value | | | | $ | 201,208,523 | | | | | $ | 2,524,804,189 | | | | | $ | 3,756,447 | | | | | $ | 2,729,769,159 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (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 September 30, 2021 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 13,485,420 | | | | | | — | | | | | | 13,485,420 | | |
Futures | | | | | 4,999,770 | | | | | | — | | | | | | — | | | | | | 4,999,770 | | |
Total Assets | | | | $ | 206,208,293 | | | | | $ | 2,538,289,609 | | | | | $ | 3,756,447 | | | | | $ | 2,748,254,349 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (51,275) | | | | | $ | — | | | | | $ | (51,275) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (15,259,811) | | | | | | — | | | | | | (15,259,811) | | |
Futures | | | | | (1,401,565) | | | | | | — | | | | | | — | | | | | | (1,401,565) | | |
Written Options | | | | | — | | | | | | (431,448) | | | | | | — | | | | | | (431,448) | | |
Total Liabilities | | | | $ | (1,401,565) | | | | | $ | (15,742,534) | | | | | $ | — | | | | | $ | (17,144,099) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
PHP 20,502 | | | USD 402 | | | Barclays Bank PLC | | | | | 10/01/21 | | | | | $ | — | | |
USD 409 | | | PHP 20,502 | | | Barclays Bank PLC | | | | | 10/01/21 | | | | | | 7 | | |
SEK 64,630,378 | | | USD 7,439,432 | | | Barclays Bank PLC | | | | | 10/15/21 | | | | | | (56,226) | | |
CHF 8,589,683 | | | USD 9,297,608 | | | Barclays Bank PLC | | | | | 10/15/21 | | | | | | (78,185) | | |
EUR 23,275,997 | | | USD 27,311,109 | | | Barclays Bank PLC | | | | | 10/15/21 | | | | | | (343,726) | | |
SEK 89,155,089 | | | USD 10,271,014 | | | Barclays Bank PLC | | | | | 10/15/21 | | | | | | (86,170) | | |
USD 399 | | | PHP 20,502 | | | Barclays Bank PLC | | | | | 12/03/21 | | | | | | 1 | | |
MYR 131,109 | | | USD 31,334 | | | Barclays Bank PLC | | | | | 12/03/21 | | | | | | (129) | | |
PLN 716,080 | | | USD 182,247 | | | BNP Paribas | | | | | 10/01/21 | | | | | | (2,203) | | |
USD 2,141 | | | HUF 655,795 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 27 | | |
HUF 655,795 | | | USD 2,198 | | | BNP Paribas | | | | | 10/01/21 | | | | | | (84) | | |
USD 362,857 | | | RUB 26,369,171 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 599 | | |
IDR 9,821,549,302 | | | USD 679,417 | | | BNP Paribas | | | | | 10/01/21 | | | | | | 6,804 | | |
GBP 3,477,349 | | | USD 4,778,291 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (92,841) | | |
USD 50,585,621 | | | GBP 36,879,314 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 893,690 | | |
CHF 5,804,597 | | | USD 6,213,215 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 16,937 | | |
AUD 30,871,202 | | | USD 22,343,464 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (25,105) | | |
USD 18,801,251 | | | CAD 23,857,472 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (34,286) | | |
JPY 4,061,326,608 | | | USD 36,593,143 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (98,830) | | |
USD 12,148,610 | | | SEK 105,661,320 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 78,137 | | |
AUD 47,820,126 | | | USD 34,705,695 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (132,448) | | |
USD 31,706,338 | | | CHF 29,539,210 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 1,508 | | |
JPY 3,764,941,868 | | | USD 33,619,755 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 211,301 | | |
CAD 13,563,280 | | | USD 10,718,539 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (10,123) | | |
GBP 16,882,130 | | | USD 22,845,067 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (97,745) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
SEK 335,221,505 | | | USD 38,898,147 | | | BNP Paribas | | �� | | | 10/15/21 | | | | | | (603,317) | | |
USD 22,200,360 | | | NZD 32,338,942 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (124,837) | | |
USD 37,946,513 | | | EUR 32,380,886 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 430,277 | | |
USD 27,287,679 | | | CHF 25,259,113 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 176,734 | | |
CAD 42,197,333 | | | USD 33,448,932 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (134,025) | | |
AUD 126,848,946 | | | USD 92,018,509 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (308,586) | | |
EUR 49,223,157 | | | USD 57,926,796 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (897,239) | | |
AUD 80,913,238 | | | USD 58,846,741 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (347,660) | | |
USD 56,575,832 | | | AUD 78,023,254 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 166,166 | | |
USD 52,296,898 | | | CAD 67,065,280 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (651,320) | | |
USD 32,776,428 | | | GBP 23,973,572 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 473,954 | | |
EUR 28,741,454 | | | USD 33,731,257 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (431,639) | | |
USD 18,755,469 | | | NZD 26,754,275 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 286,816 | | |
USD 22,745,440 | | | CHF 20,987,673 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 219,090 | | |
SEK 68,923,606 | | | USD 8,025,571 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (151,918) | | |
USD 94,012,457 | | | EUR 80,129,261 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 1,175,335 | | |
USD 19,222,535 | | | GBP 14,031,385 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 316,363 | | |
USD 41,999,397 | | | JPY 4,676,737,821 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (21,699) | | |
USD 36,323,321 | | | CHF 33,408,738 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 465,275 | | |
JPY 8,053,524,231 | | | USD 73,308,491 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (941,045) | | |
USD 46,759,050 | | | EUR 39,548,892 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 938,020 | | |
USD 64,566,724 | | | EUR 54,339,489 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 1,609,427 | | |
USD 70,902,325 | | | JPY 7,795,994,271 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 848,994 | | |
EUR 10,737,781 | | | USD 12,632,355 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (191,648) | | |
JPY 3,795,812,031 | | | USD 34,511,775 | | | BNP Paribas | | | | | 10/15/21 | | | | | | (403,325) | | |
USD 58,854,854 | | | AUD 80,637,448 | | | BNP Paribas | | | | | 10/15/21 | | | | | | 555,165 | | |
COP 17,635,054 | | | USD 4,689 | | | BNP Paribas | | | | | 11/05/21 | | | | | | (68) | | |
USD 182,247 | | | PLN 716,080 | | | BNP Paribas | | | | | 12/03/21 | | | | | | 2,244 | | |
HUF 655,795 | | | USD 2,136 | | | BNP Paribas | | | | | 12/03/21 | | | | | | (27) | | |
RUB 26,369,171 | | | USD 358,814 | | | BNP Paribas | | | | | 12/03/21 | | | | | | (134) | | |
USD 7,674,465 | | | SEK 67,198,395 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (1,492) | | |
NOK 76,544,610 | | | USD 8,931,176 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (175,698) | | |
CHF 28,826,942 | | | USD 31,177,070 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (236,726) | | |
NOK 87,619,040 | | | USD 10,129,575 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (107,359) | | |
USD 32,583,019 | | | JPY 3,564,803,908 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 550,365 | | |
USD 10,161,018 | | | SEK 88,786,099 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 18,325 | | |
CAD 26,096,089 | | | USD 20,469,206 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 133,725 | | |
AUD 17,623,221 | | | USD 12,773,275 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (31,946) | | |
NOK 229,329,073 | | | USD 26,439,618 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (208,042) | | |
CAD 42,506,208 | | | USD 33,190,447 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 368,318 | | |
CAD 4,400,157 | | | USD 3,468,697 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 5,238 | | |
USD 18,857,293 | | | NZD 26,508,194 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 558,512 | | |
USD 15,408,178 | | | SEK 132,856,966 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 230,945 | | |
USD 6,141,355 | | | CAD 7,830,393 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (40,762) | | |
NOK 129,751,157 | | | USD 14,998,017 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (156,561) | | |
USD 16,236,968 | | | NZD 23,366,175 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 107,143 | | |
GBP 29,975,969 | | | USD 41,472,412 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (1,082,187) | | |
USD 7,928,347 | | | GBP 5,748,378 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 182,867 | | |
SEK 271,559,970 | | | USD 31,493,397 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | (471,094) | | |
USD 27,314,558 | | | NOK 235,710,019 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 353,104 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 35,736,622 | | | SEK 310,067,946 | | | Brown Brothers Harriman & Co. | | | | | 10/15/21 | | | | | | 315,270 | | |
USD 689,048 | | | IDR 9,821,549,302 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | 2,826 | | |
CZK 42,445 | | | USD 1,980 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | (39) | | |
RUB 26,369,171 | | | USD 357,982 | | | Citibank N.A. | | | | | 10/01/21 | | | | | | 4,275 | | |
CHF 39,982,876 | | | USD 43,103,574 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (189,418) | | |
USD 36,474,447 | | | NOK 322,580,014 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (423,544) | | |
GBP 27,370,201 | | | USD 37,641,963 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (762,803) | | |
NOK 322,108,295 | | | USD 37,247,211 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (403,177) | | |
NZD 33,273,278 | | | USD 23,133,413 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (164,649) | | |
NOK 45,196,463 | | | USD 5,193,869 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (24,117) | | |
NZD 47,603,293 | | | USD 33,364,625 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (503,757) | | |
USD 33,421,811 | | | JPY 3,725,469,162 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (54,550) | | |
GBP 29,005,122 | | | USD 40,163,219 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (1,081,133) | | |
CHF 30,789,559 | | | USD 33,712,353 | | | Citibank N.A. | | | | | 10/15/21 | | | | | | (665,506) | | |
PEN 2,236,668 | | | USD 548,633 | | | Citibank N.A. | | | | | 11/05/21 | | | | | | (8,094) | | |
IDR 9,821,549,302 | | | USD 684,228 | | | Citibank N.A. | | | | | 12/03/21 | | | | | | (3,162) | | |
TRY 3,018,928 | | | USD 341,091 | | | Credit Suisse International | | | | | 10/01/21 | | | | | | (1,619) | | |
USD 329,269 | | | TRY 3,018,928 | | | Credit Suisse International | | | | | 12/03/21 | | | | | | 349 | | |
RON 2,123,064 | | | USD 512,166 | | | Goldman Sachs International | | | | | 10/01/21 | | | | | | (15,223) | | |
USD 501,676 | | | RON 2,123,064 | | | Goldman Sachs International | | | | | 10/01/21 | | | | | | 4,734 | | |
USD 137,288 | | | BRL 714,325 | | | Goldman Sachs International | | | | | 11/05/21 | | | | | | 6,784 | | |
RON 2,123,064 | | | USD 500,021 | | | Goldman Sachs International | | | | | 12/03/21 | | | | | | (4,814) | | |
USD 186,960 | | | PLN 716,080 | | | HSBC Bank USA N.A. | | | | | 10/01/21 | | | | | | 6,916 | | |
ILS 1,277 | | | USD 399 | | | HSBC Bank USA N.A. | | | | | 10/01/21 | | | | | | (3) | | |
CLP 32,943,291 | | | USD 42,830 | | | HSBC Bank USA N.A. | | | | | 11/05/21 | | | | | | (2,332) | | |
USD 399 | | | ILS 1,277 | | | HSBC Bank USA N.A. | | | | | 12/03/21 | | | | | | 3 | | |
ZAR 532,456 | | | USD 36,799 | | | JPMorgan Chase Bank N.A. | | | | | 10/01/21 | | | | | | (1,440) | | |
USD 350,982 | | | TRY 3,018,928 | | | JPMorgan Chase Bank N.A. | | | | | 10/01/21 | | | | | | 11,510 | | |
USD 8,656 | | | MXN 174,180 | | | JPMorgan Chase Bank N.A. | | | | | 11/05/21 | | | | | | 258 | | |
USD 1,951 | | | CZK 42,445 | | | Morgan Stanley Capital Services LLC | | | | | 10/01/21 | | | | | | 11 | | |
USD 397 | | | ILS 1,277 | | | Morgan Stanley Capital Services LLC | | | | | 10/01/21 | | | | | | 1 | | |
JPY 872,320,422 | | | USD 7,954,365 | | | Morgan Stanley Capital Services LLC | | | | | 10/15/21 | | | | | | (115,859) | | |
USD 24,132,954 | | | SEK 208,956,627 | | | Morgan Stanley Capital Services LLC | | | | | 10/15/21 | | | | | | 262,294 | | |
CHF 5,704,651 | | | USD 6,164,043 | | | Morgan Stanley Capital Services LLC | | | | | 10/15/21 | | | | | | (41,164) | | |
CZK 42,445 | | | USD 1,947 | | | Morgan Stanley Capital Services LLC | | | | | 12/03/21 | | | | | | (11) | | |
THB 122,156 | | | USD 3,700 | | | Standard Chartered Bank | | | | | 10/01/21 | | | | | | (90) | | |
USD 35,328 | | | ZAR 532,456 | | | Standard Chartered Bank | | | | | 10/01/21 | | | | | | (31) | | |
USD 3,650 | | | THB 122,156 | | | Standard Chartered Bank | | | | | 10/01/21 | | | | | | 39 | | |
USD 21,608,901 | | | SEK 187,928,203 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 140,473 | | |
USD 8,019,316 | | | AUD 11,081,262 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 7,726 | | |
USD 12,052,315 | | | EUR 10,299,456 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 119,448 | | |
USD 46,535,105 | | | NOK 411,697,932 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | (556,550) | | |
USD 6,260,259 | | | AUD 8,571,347 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 63,301 | | |
USD 22,289,913 | | | NZD 32,099,298 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 131,556 | | |
USD 6,491,839 | | | CAD 8,217,457 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 4,134 | | |
USD 16,325,256 | | | GBP 12,108,354 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | 10,457 | | |
USD 6,029,951 | | | CAD 7,690,938 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | (42,064) | | |
EUR 35,476,681 | | | USD 41,714,155 | | | Standard Chartered Bank | | | | | 10/15/21 | | | | | | (611,156) | | |
ZAR 532,456 | | | USD 35,022 | | | Standard Chartered Bank | | | | | 12/03/21 | | | | | | 37 | | |
THB 122,156 | | | USD 3,645 | | | Standard Chartered Bank | | | | | 12/03/21 | | | | | | (36) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
GBP 9,841,873 | | | USD 13,446,021 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | (184,883) | | |
SEK 145,702,128 | | | USD 17,009,228 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | (364,597) | | |
USD 9,449,240 | | | SEK 82,003,896 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 81,329 | | |
USD 12,095,070 | | | AUD 16,837,519 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | (78,209) | | |
USD 7,118,590 | | | SEK 62,677,482 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | (41,521) | | |
USD 3,512,493 | | | CAD 4,408,946 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 31,618 | | |
USD 11,548,166 | | | AUD 15,599,913 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 269,659 | | |
USD 6,611,674 | | | NZD 9,349,551 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 157,617 | | |
USD 12,606,462 | | | CAD 15,958,826 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 6,926 | | |
GBP 8,774,729 | | | USD 11,959,052 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | (135,805) | | |
USD 23,214,423 | | | CHF 21,495,137 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 143,404 | | |
USD 10,259,344 | | | GBP 7,472,887 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 190,226 | | |
USD 11,877,219 | | | EUR 10,148,404 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 119,359 | | |
USD 540,526 | | | CHF 492,921 | | | State Street Bank and Trust Co. | | | | | 10/15/21 | | | | | | 11,467 | | |
| | | | | | | | | | | | | | | | $ | (1,774,391) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 624 | | | | | | 12/31/21 | | | | | $ | 137,314,125 | | | | | $ | (78,986) | | |
U.S. Treasury 5-Year Note | | | | | 2,018 | | | | | | 12/31/21 | | | | | | 247,693,736 | | | | | | (1,322,579) | | |
| | | | | | | | | | | | | | | | $ | 385,007,861 | | | | | $ | (1,401,565) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (917) | | | | | | 12/21/21 | | | | | | (120,685,797) | | | | | | 1,307,965 | | |
U.S. Treasury Long Bond | | | | | (34) | | | | | | 12/21/21 | | | | | | (5,413,437) | | | | | | 107,773 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,958) | | | | | | 12/21/21 | | | | | | (284,399,500) | | | | | | 3,376,537 | | |
U.S. Treasury Ultra Long Bond | | | | | (39) | | | | | | 12/21/21 | | | | | | (7,451,437) | | | | | | 207,495 | | |
| | | | | | | | | | | | | | | | $ | (417,950,171) | | | | | $ | 4,999,770 | | |
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 | | | | | | USD 15,120,000 | | | | | $ | (339,332) | | | | | $ | (51,275) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (339,332) | | | | | $ | (51,275) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (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 36, Version 1 | | | 5.000% | | | Pay | | | | | 107.000% | | | | | | 11/17/21 | | | | | | USD 161,971,000 | | | | | $ | 1,856,445 | | | | | $ | 741,048 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,856,445 | | | | | $ | 741,048 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Put USD vs. Call AUD | | | Citibank N.A. | | | | | 10/27/21 | | | | 0.738 USD | | | 47,339,000 | | | | $ | 328,769 | | | | | $ | 1,259 | | |
| | | | | | | | | | | | | | | | | | | $ | 328,769 | | | | | $ | 1,259 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Put USD vs. Call AUD | | | Citibank N.A. | | | | | 10/27/21 | | | | 0.758 USD | | | 47,339,000 | | | | $ | 77,399 | | | | | $ | (110) | | |
| | | | | | | | | | | | | | | | | | | $ | 77,399 | | | | | $ | (110) | | |
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 | | | Citibank N.A. | | | | | Pay | | | | 0.181% | | | 6-month EUR-EURIBOR | | | | | 10/29/21 | | | | | | EUR 18,839,000 | | | | | $ | 115,111 | | | | | $ | (115,111) | | |
Call on 30-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | | | Pay | | | | 1.830% | | | 3-month USD-LIBOR | | | | | 10/28/21 | | | | | | USD 2,647,000 | | | | | | 55,323 | | | | | | (45,037) | | |
Call on 30-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | | | Pay | | | | 1.840% | | | 3-month USD-LIBOR | | | | | 10/29/21 | | | | | | USD 2,647,000 | | | | | | 54,859 | | | | | | (48,935) | | |
Put on 10-Year Interest Rate Swap(3) | | | Citibank N.A. | | | | | Receive | | | | 0.181% | | | 6-month EUR-EURIBOR | | | | | 10/29/21 | | | | | | EUR 18,839,000 | | | | | | 115,111 | | | | | | (115,111) | | |
Put on 30-Year Interest Rate Swap(4) | | | Morgan Stanley Capital Services LLC | | | | | Receive | | | | 1.830% | | | 3-month USD-LIBOR | | | | | 10/28/21 | | | | | | USD 2,647,000 | | | | | | 55,323 | | | | | | (54,758) | | |
Put on 30-Year Interest Rate Swap(4) | | | Morgan Stanley Capital Services LLC | | | | | Receive | | | | 1.840% | | | 3-month USD-LIBOR | | | | | 10/29/21 | | | | | | USD 2,647,000 | | | | | | 54,859 | | | | | | (52,386) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 450,586 | | | | | $ | (431,338) | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (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* | | | | $ | 1,259 | | |
Credit contracts | | | Investments in securities at value* | | | | | 741,048 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 13,485,420 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 4,999,770 | | |
Total Asset Derivatives | | | | | | | $ | 19,227,497 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 15,259,811 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 1,401,565 | | |
Credit contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 51,275 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 431,338 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 110 | | |
Total Liability Derivatives | | | | | | | $ | 17,144,099 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,739,301) | | | | | $ | — | | | | | $ | (1,739,301) | | |
Foreign exchange contracts | | | | | 279,079 | | | | | | (4,596,498) | | | | | | — | | | | | | — | | | | | | (1,675,213) | | | | | | (5,992,632) | | |
Interest rate contracts | | | | | (473,199) | | | | | | — | | | | | | (11,042,791) | | | | | | (6,408,160) | | | | | | 7,626,557 | | | | | | (10,297,593) | | |
Total | | | | $ | (194,120) | | | | | $ | (4,596,498) | | | | | $ | (11,042,791) | | | | | $ | (8,147,461) | | | | | $ | 5,951,344 | | | | | $ | (18,029,526) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (838,308) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,979) | | | | | $ | — | | | | | $ | (842,287) | | |
Foreign exchange contracts | | | | | (816,128) | | | | | | (2,966,376) | | | | | | — | | | | | | — | | | | | | 1,225,657 | | | | | | (2,556,847) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (11,388,013) | | | | | | (45,890) | | | | | | (124,045) | | | | | | (11,557,948) | | |
Total | | | | $ | (1,654,436) | | | | | $ | (2,966,376) | | | | | $ | (11,388,013) | | | | | $ | (49,869) | | | | | $ | 1,101,612 | | | | | $ | (14,957,082) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Brown Brothers Harriman & Co. | | | Citibank N.A. | | | Credit Suisse International | | | 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 | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,259 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 741,048 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 742,307 | | |
Forward foreign currency contracts | | | | | 8 | | | | | | 8,872,863 | | | | | | 2,823,812 | | | | | | 7,101 | | | | | | 349 | | | | | | 11,518 | | | | | | 6,919 | | | | | | 11,768 | | | | | | 262,306 | | | | | | 477,171 | | | | | | 1,011,605 | | | | | | 13,485,420 | | |
Total Assets | | | | $ | 8 | | | | | $ | 8,872,863 | | | | | $ | 2,823,812 | | | | | $ | 8,360 | | | | | $ | 349 | | | | | $ | 11,518 | | | | | $ | 6,919 | | | | | $ | 752,816 | | | | | $ | 262,306 | | | | | $ | 477,171 | | | | | $ | 1,011,605 | | | | | $ | 14,227,727 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 564,436 | | | | | $ | 5,702,152 | | | | | $ | 2,511,867 | | | | | $ | 4,283,949 | | | | | $ | 1,619 | | | | | $ | 20,037 | | | | | $ | 2,335 | | | | | $ | 1,440 | | | | | $ | 157,034 | | | | | $ | 1,209,927 | | | | | $ | 805,015 | | | | | $ | 15,259,811 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | 230,332 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 201,116 | | | | | | — | | | | | | — | | | | | | 431,448 | | |
Total Liabilities | | | | $ | 564,436 | | | | | $ | 5,702,152 | | | | | $ | 2,511,867 | | | | | $ | 4,514,281 | | | | | $ | 1,619 | | | | | $ | 20,037 | | | | | $ | 2,335 | | | | | $ | 1,440 | | | | | $ | 358,150 | | | | | $ | 1,209,927 | | | | | $ | 805,015 | | | | | $ | 15,691,259 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (564,428) | | | | | $ | 3,170,711 | | | | | $ | 311,945 | | | | | $ | (4,505,921) | | | | | $ | (1,270) | | | | | $ | (8,519) | | | | | $ | 4,584 | | | | | $ | 751,376 | | | | | $ | (95,844) | | | | | $ | (732,756) | | | | | $ | 206,590 | | | | | $ | (1,463,532) | | |
Total cash collateral pledged by the Fund/(Received from counterparty) | | | | $ | 560,000 | | | | | $ | (2,540,000) | | | | | $ | — | | | | | $ | 4,505,921 | | | | | $ | — | | | | | $ | 8,519 | | | | | $ | — | | | | | $ | (650,000) | | | | | $ | — | | | | | $ | 360,000 | | | | | $ | — | | | | | $ | 2,244,440 | | |
Net Exposure(1)(2) | | | | $ | (4,428) | | | | | $ | 630,711 | | | | | $ | 311,945 | | | | | $ | — | | | | | $ | (1,270) | | | | | $ | — | | | | | $ | 4,584 | | | | | $ | 101,376 | | | | | $ | (95,844) | | | | | $ | (372,756) | | | | | $ | 206,590 | | | | | $ | 780,908 | | |
Voya Strategic Income | PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2021 (Unaudited) (continued) |
| Cost for federal income tax purposes was $2,729,098,249. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 66,289,311 | | |
| Gross Unrealized Depreciation | | | | | (64,151,258) | | |
| Net Unrealized Appreciation | | | | $ | 2,138,053 | | |
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
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 semi-annual report, are not 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 | |
| | | | | 1 | | | |
| | | | | 2 | | | |
| | | | | 3 | | | |
| | | | | 5 | | | |
| | | | | 6 | | | |
| | | | | 7 | | | |
| | | | | 8 | | | |
| | | | | 14 | | |
| | | | Go Paperless with E-Delivery! | | | | | ||
| | Sign up now for on-line prospectuses, fund reports, and proxy statements. | | | ||||||
| | 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. | | |
President
Voya Family of Funds
October 26, 2021
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended September 30, 2021** | | | Beginning Account Value April 1, 2021 | | | Ending Account Value September 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended September 30, 2021** | | ||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,000.90 | | | | | | 0.03% | | | | | $ | 0.15 | | | | | $ | 1,000.00 | | | | | $ | 1,024.92 | | | | | | 0.03% | | | | | $ | 0.15 | | |
Class C | | | | | 1,000.00 | | | | | | 1,000.90 | | | | | | 0.03 | | | | | | 0.15 | | | | | | 1,000.00 | | | | | | 1,024.92 | | | | | | 0.03 | | | | | | 0.15 | | |
Class I | | | | | 1,000.00 | | | | | | 1,000.90 | | | | | | 0.03 | | | | | | 0.15 | | | | | | 1,000.00 | | | | | | 1,024.92 | | | | | | 0.03 | | | | | | 0.15 | | |
Class W | | | | | 1,000.00 | | | | | | 1,000.90 | | | | | | 0.03 | | | | | | 0.15 | | | | | | 1,000.00 | | | | | | 1,024.92 | | | | | | 0.03 | | | | | | 0.15 | | |
| ASSETS: | | | | | | | |
| Short-term investments at amortized cost | | | | $ | 97,463,592 | | |
| Repurchase agreements | | | | | 107,848,000 | | |
| Cash | | | | | 565 | | |
| Receivables: | | | | | | | |
| Investment securities sold | | | | | 15,501,497 | | |
| Fund shares sold | | | | | 269,180 | | |
| Interest | | | | | 22,211 | | |
| Prepaid expenses | | | | | 28,392 | | |
| Reimbursement due from Investment Adviser | | | | | 36,257 | | |
| Other assets | | | | | 26,355 | | |
| Total assets | | | | | 221,196,049 | | |
| LIABILITIES: | | | | | | | |
| Payable for investment securities purchased | | | | | 12,497,934 | | |
| Payable for fund shares redeemed | | | | | 6,920,099 | | |
| Payable for investment management fees | | | | | 166 | | |
| Payable to trustees under the deferred compensation plan (Note 5) | | | | | 26,355 | | |
| Payable for trustee fees | | | | | 5,372 | | |
| Other accrued expenses and liabilities | | | | | 174,256 | | |
| Total liabilities | | | | | 19,624,182 | | |
| NET ASSETS | | | | $ | 201,571,867 | | |
| NET ASSETS WERE COMPRISED OF: | | | | | | | |
| Paid-in capital | | | | $ | 201,587,162 | | |
| Total distributable loss | | | | | (15,295) | | |
| NET ASSETS | | | | $ | 201,571,867 | | |
| Class A | | | | | | | |
| Net assets | | | | $ | 153,165,617 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 153,156,010 | | |
| Net asset value and redemption price per share† | | | | $ | 1.00 | | |
| Class C | | | | | | | |
| Net assets | | | | $ | 2,288,849 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 2,288,789 | | |
| Net asset value and redemption price per share† | | | | $ | 1.00 | | |
| Class I | | | | | | | |
| Net assets | | | | $ | 45,784,632 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 45,783,385 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| Class W | | | | | | | |
| Net assets | | | | $ | 332,769 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 332,760 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| INVESTMENT INCOME: | | | | | | | |
| Dividends | | | | $ | 1,152 | | |
| Interest | | | | | 33,935 | | |
| Total investment income | | | | | 35,087 | | |
| EXPENSES: | | | | | | | |
| Investment management fees | | | | | 367,946 | | |
| Distribution and shareholder service fees: | | | | | | | |
| Class C | | | | | 11,684 | | |
| Transfer agent fees: | | | | | | | |
| Class A | | | | | 180,713 | | |
| Class C | | | | | 2,624 | | |
| Class I | | | | | 20,167 | | |
| Class W | | | | | 405 | | |
| Shareholder reporting expense | | | | | 9,510 | | |
| Registration fees | | | | | 40,528 | | |
| Professional fees | | | | | 11,553 | | |
| Custody and accounting expense | | | | | 8,020 | | |
| Trustee fees | | | | | 2,590 | | |
| Miscellaneous expense | | | | | 6,572 | | |
| Total expenses | | | | | 662,312 | | |
| Waived and reimbursed fees | | | | | (627,225) | | |
| Net expenses | | | | | 35,087 | | |
| Net investment income | | | | | — | | |
| REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
| Net realized gain on investments | | | | | 184,283 | | |
| Increase in net assets resulting from operations | | | | $ | 184,283 | | |
| | | Six Months Ended September 30, 2021 (Unaudited) | | | Year Ended March 31, 2021 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | — | | | | | $ | 19,428 | | |
Net realized gain | | | | | 184,283 | | | | | | 56,235 | | |
Increase in net assets resulting from operations | | | | | 184,283 | | | | | | 75,663 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (141,354) | | | | | | (61,749) | | |
Class C | | | | | (2,033) | | | | | | (892) | | |
Class I | | | | | (40,602) | | | | | | (15,624) | | |
Class W | | | | | (298) | | | | | | (118) | | |
Total distributions | | | | | (184,287) | | | | | | (78,383) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 488,302,568 | | | | | | 984,320,378 | | |
Reinvestment of distributions | | | | | 183,763 | | | | | | 77,989 | | |
| | | | | 488,486,331 | | | | | | 984,398,367 | | |
Cost of shares redeemed | | | | | (491,689,190) | | | | | | (988,549,408) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (3,202,859) | | | | | | (4,151,041) | | |
Net decrease in net assets | | | | | (3,202,863) | | | | | | (4,153,761) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 204,774,730 | | | | | | 208,928,491 | | |
End of year or period | | | | $ | 201,571,867 | | | | | $ | 204,774,730 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.65 | | | | | | 0.03(4) | | | | | | 0.03 | | | | | | 0.00 | | | | | | 153,166 | | | | | | — | | |
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(5) | | | | | | 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(6) | | | | | | 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(7) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 138,169 | | | | | | — | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 1.65 | | | | | | 0.03(4) | | | | | | 0.03 | | | | | | 0.00 | | | | | | 2,289 | | | | | | — | | |
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(5) | | | | | | 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(6) | | | | | | 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(8) | | | | | | 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(7) | | | | | | 0.46 | | | | | | (0.00) * | | | | | | 2,410 | | | | | | — | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.51 | | | | | | 0.03(4) | | | | | | 0.03 | | | | | | 0.00 | | | | | | 45,785 | | | | | | — | | |
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(5) | | | | | | 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(6) | | | | | | 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(7) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 39,955 | | | | | | — | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-21+ | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.65 | | | | | | 0.03(4) | | | | | | 0.03 | | | | | | 0.00 | | | | | | 333 | | | | | | — | | |
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(5) | | | | | | 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(6) | | | | | | 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(7) | | | | | | 0.46 | | | | | | (0.00) * | | | | | | 99 | | | | | | — | | |
| | | Distribution Fee | | | Shareholder Servicing Fee | | ||||||
Class C | | | | $ | 8,763 | | | | | $ | 2,921 | | |
| | | Class C | | |||
Contingent Deferred Sales Charges: | | | | $ | 58 | | |
Subsidiary | | | Percentage | | |||
Voya Institutional Trust Company | | | | | 17.79% | | |
Voya Investments Distributor, LLC | | | | | 13.99 | | |
Voya Retirement Insurance and Annuity Company | | | | | 33.61 | | |
Class A | | | Class C | | | Class I | | | Class W | |
0.40% | | | 1.40% | | | 0.40% | | | 0.40% | |
| September 30, | | | |||||||||||||||||
| 2022 | | | 2023 | | | 2024 | | | Total | | |||||||||
| $ — | | | | $ | 306,952 | | | | | $ | 751,757 | | | | | $ | 1,058,709 | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Class A | | | | $ | — | | | | | $ | 99,629 | | | | | $ | 232,576 | | | | | $ | 332,205 | | |
Class C | | | | | — | | | | | | 1,608 | | | | | | 3,406 | | | | | | 5,014 | | |
Class W | | | | | — | | | | | | 183 | | | | | | 499 | | | | | | 682 | | |
| | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 481,721,289 | | | | | | — | | | | | | 140,912 | | | | | | (485,506,067) | | | | | | — | | | | | | (3,643,866) | | | | | | 481,721,289 | | | | | | — | | | | | | 140,912 | | | | | | (485,506,067) | | | | | | — | | | | | | (3,643,866) | | |
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) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 330,292 | | | | | | — | | | | | | 1,996 | | | | | | (364,191) | | | | | | — | | | | | | (31,903) | | | | | | 330,292 | | | | | | — | | | | | | 1,996 | | | | | | (364,191) | | | | | | — | | | | | | (31,903) | | |
3/31/2021 | | | | | 1,862,404 | | | | | | — | | | | | | 881 | | | | | | (2,413,640) | | | | | | — | | | | | | (550,355) | | | | | | 1,862,404 | | | | | | — | | | | | | 881 | | | | | | (2,413,640) | | | | | | — | | | | | | (550,355) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 6,166,527 | | | | | | — | | | | | | 40,558 | | | | | | (5,681,269) | | | | | | — | | | | | | 525,816 | | | | | | 6,166,527 | | | | | | — | | | | | | 40,558 | | | | | | (5,681,269) | | | | | | — | | | | | | 525,816 | | |
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 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2021 | | | | | 84,460 | | | | | | — | | | | | | 297 | | | | | | (137,663) | | | | | | — | | | | | | (52,906) | | | | | | 84,460 | | | | | | — | | | | | | 297 | | | | | | (137,663) | | | | | | — | | | | | | (52,906) | | |
3/31/2021 | | | | | 240,790 | | | | | | — | | | | | | 118 | | | | | | (91,555) | | | | | | — | | | | | | 149,353 | | | | | | 240,790 | | | | | | — | | | | | | 118 | | | | | | (91,555) | | | | | | — | | | | | | 149,353 | | |
| 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) | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | |
All Classes | | | STCG | | | 0.0000* | | | November 1, 2021 | | | October 28, 2021 | |
Voya Government Money Market Fund | as of September 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 53.5% | | |||||||||||||||
| | | Repurchase Agreement: 53.5% | | ||||||||||||
49,000,000 | | | Deutsche Bank Repurchase Agreement dated 9/30/2021, 0.020%, due 10/1/2021, $49,000,027 to be received upon repurchase (Collateralized by $50,198,600, USTR, 0.250%, Market Value plus accrued interest $49,980,010 due 5/15/2024) | | | | $ | 49,000,000 | | | | | | 24.3 | | |
58,848,000 | | | Deutsche Bank Repurchase Agreement dated 9/30/2021, 0.020%, due 10/1/2021, $58,848,033 to be received upon repurchase (Collateralized by $60,426,200, USTR, 0.875%, Market Value plus accrued interest $60,024,970 due 9/30/2026) | | | | | 58,848,000 | | | | | | 29.2 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $107,848,000) | | | | | 107,848,000 | | | | | | 53.5 | | |
U.S. TREASURY DEBT: 24.8% | | |||||||||||||||
12,500,000 | | | United States Cash Management Bill, 0.050%, 02/01/2022 | | | | | 12,497,897 | | | | | | 6.2 | | |
37,500,000 | | | United States Treasury Bill, 0.050%, 03/31/2022 | | | | | 37,490,680 | | | | | | 18.6 | | |
| | | Total U.S. Treasury Debt (Cost $49,988,577) | | | | | 49,988,577 | | | | | | 24.8 | | |
U.S. GOVERNMENT AGENCY DEBT: 23.6% | | |||||||||||||||
5,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.060%, (PRIME + (3.190)%), 05/25/2022 | | | | | 4,999,671 | | | | | | 2.5 | | |
2,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.120%, 09/22/2022 | | | | | 2,000,000 | | | | | | 1.0 | | |
2,475,000 | | | Federal Farm Credit Banks Funding Corp., 0.185%, (US0001M + 0.105%), 11/02/2021 | | | | | 2,475,344 | | | | | | 1.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | |||||||||||||||
16,000,000 | | | Federal Home Loan Banks, 0.060%, (SOFRRATE + 0.010%), 09/06/2022 | | | | $ | 16,000,000 | | | | | | 8.0 | | |
3,500,000 | | | Federal Home Loan Banks, 0.060%, (SOFRRATE + 0.010%), 10/07/2022 | | | | | 3,500,000 | | | | | | 1.7 | | |
3,500,000 | | | Federal Home Loan Banks, 0.060%, (SOFRRATE + 0.010%), 10/07/2022 | | | | | 3,500,000 | | | | | | 1.7 | | |
15,000,000 | | | Federal Home Loan Banks, 0.085%, (SOFRRATE + 0.035%), 12/10/2021 | | | | | 15,000,000 | | | | | | 7.5 | | |
| | | Total U.S. Government Agency Debt (Cost $47,475,015) | | | | | 47,475,015 | | | | | | 23.6 | | |
| | | Total Investments in Securities (Cost $205,311,592) | | | | $ | 205,311,592 | | | | | | 101.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (3,739,725) | | | | | | (1.9) | | |
| | | Net Assets | | | | $ | 201,571,867 | | | | | | 100.0 | | |
|
| Investment Type Allocation as of September 30, 2021 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Repurchase Agreement | | | 53.5% | |
| U.S. Treasury Debt | | | 24.8 | |
| U.S. Government Agency Debt | | | 23.6 | |
| Liabilities in Excess of Other Assets | | | (1.9) | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Government Money Market Fund | as of September 30, 2021 (Unaudited) (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 September 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 47,475,015 | | | | | $ | — | | | | | $ | 47,475,015 | | |
U.S. Treasury Debt | | | | | — | | | | | | 49,988,577 | | | | | | — | | | | | | 49,988,577 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 107,848,000 | | | | | | — | | | | | | 107,848,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 205,311,592 | | | | | $ | — | | | | | $ | 205,311,592 | | |
Counterparty | | | U.S. Treasury Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $107,848,000 | | | | $ | (107,848,000) | | | | | $ | — | | |
Totals | | | $107,848,000 | | | | $ | (107,848,000) | | | | | $ | — | | |
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
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 semi-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. |
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. |
INVESTMENT MANAGEMENT voyainvestments.com | ||
1 | |||
2 | |||
3 | |||
5 | |||
6 | |||
7 | |||
8 | |||
16 |
Go Paperless with E-Delivery! | ||
Sign up now for on-line prospectuses, fund reports, and proxy statements. | ||
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. |
Markets Falter as Investor Sentiment Steps Back
Dina Santoro
President
Voya Family of Funds
October 26, 2021
Actual Fund Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||
Beginning Account Value April 1, 2021 | Ending Account Value September 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2021* | Beginning Account Value April 1, 2021 | Ending Account Value September 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2021* | ||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,022.80 | 1.04 | % | $ | 5.27 | $ | 1,000.00 | $ | 1,019.85 | 1.04 | % | $ | 5.27 | |||||||||||||||||
Class C | 1,000.00 | 1,018.90 | 1.79 | 9.06 | 1,000.00 | 1,016.09 | 1.79 | 9.05 | |||||||||||||||||||||||||
Class I | 1,000.00 | 1,024.10 | 0.79 | 4.01 | 1,000.00 | 1,021.11 | 0.79 | 4.00 | |||||||||||||||||||||||||
Class P | 1,000.00 | 1,026.50 | 0.22 | 1.12 | 1,000.00 | 1,023.97 | 0.22 | 1.12 | |||||||||||||||||||||||||
Class R | 1,000.00 | 1,020.40 | 1.29 | 6.53 | 1,000.00 | 1,018.60 | 1.29 | 6.53 | |||||||||||||||||||||||||
Class W | 1,000.00 | 1,022.90 | 0.79 | 4.01 | 1,000.00 | 1,021.11 | 0.79 | 4.00 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||
Investments in securities at fair value (Cost $502,084,259) | $ | 501,362,017 | ||
Short-term investments at fair value (Cost $62,500,237) | 62,499,987 | |||
Cash | 5,958,844 | |||
Receivables: | ||||
Investment securities sold | 10,268,293 | |||
Fund shares sold | 5,665,547 | |||
Interest | 1,322,787 | |||
Dividend | 1,685 | |||
Prepaid structuring fee (Note 7) | 107,974 | |||
Prepaid expenses | 45,542 | |||
Reimbursement due from investment adviser | 43,471 | |||
Other assets | 46,427 | |||
Total assets | 587,322,574 | |||
LIABILITIES: | ||||
Payable for investment securities purchased | 46,401,575 | |||
Payable for fund shares redeemed | 796,272 | |||
Income distribution payable | 47,954 | |||
Payable for investment management fees | 209,496 | |||
Payable for distribution and shareholder service fees | 59,469 | |||
Payable for trustees fees | 54,673 | |||
Payable to trustees under the deferred compensation plan (Note 8) | 46,427 | |||
Payable for commitment fees on line of credit (Note 7) | 62,969 | |||
Unfunded loan commitments (Note 9) | 1,695,185 | |||
Other accrued expenses and liabilities | 824,002 | |||
Total liabilities | 50,198,022 | |||
NET ASSETS | $ | 537,124,552 | ||
NET ASSETS WERE COMPRISED OF: | ||||
Paid-in capital | 719,880,638 | |||
Total distributable loss | (182,756,086 | ) | ||
NET ASSETS | $ | 537,124,552 |
Class A: | ||||
Net assets | $ | 51,246,109 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 5,632,397 | |||
Net asset value and redemption price per share(2) | $ | 9.10 | ||
Maximum offering price per share (2.50%)(1) | $ | 9.33 | ||
Class C: | ||||
Net assets | $ | 12,994,039 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 1,428,299 | |||
Net asset value and redemption price per share(2) | $ | 9.10 | ||
Class I: | ||||
Net assets | $ | 236,706,454 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 26,013,997 | |||
Net asset value and redemption price per share | $ | 9.10 | ||
Class P: | ||||
Net assets | $ | 128,656,905 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 14,188,153 | |||
Net asset value and redemption price per share | $ | 9.07 | ||
Class R: | ||||
Net assets | $ | 95,538,217 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 10,518,873 | |||
Net asset value and redemption price per share | $ | 9.08 | ||
Class W: | ||||
Net assets | $ | 11,982,828 | ||
Shares authorized | unlimited | |||
Par value | $ | 0.001 | ||
Shares outstanding | 1,314,894 | |||
Net asset value and redemption price per share | $ | 9.11 |
(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 | $ | 10,536,251 | ||
Dividend | 10,463 | |||
Other | 184,488 | |||
Total investment income | 10,731,202 | |||
EXPENSES: | ||||
Investment management fees | 1,596,930 | |||
Distribution and service fees: | ||||
Class A | 55,979 | |||
Class C | 68,019 | |||
Class R | 235,352 | |||
Transfer agent fees: | ||||
Class A | 31,544 | |||
Class C | 9,523 | |||
Class I | 40,355 | |||
Class P | 366 | |||
Class R | 66,109 | |||
Class W | 8,042 | |||
Shareholder reporting expense | 16,180 | |||
Custody and accounting expense | 123,950 | |||
Registration fees | 61,242 | |||
Professional fees | 37,794 | |||
Trustees fees | 14,140 | |||
Structuring fee (Note 7) | 103,105 | |||
Commitment fee (Note 7) | 99,583 | |||
Miscellaneous expense | 96,997 | |||
Total expenses | 2,665,210 | |||
Waived and reimbursed fees | (627,356 | ) | ||
Net expenses | 2,037,854 | |||
Net investment income | 8,693,348 | |||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||
Net realized gain on investments | 75,905 | |||
Net change in unrealized appreciation (depreciation) on investments | 2,859,735 | |||
Net realized and unrealized gain | 2,935,640 | |||
Increase in net assets resulting from operations | 11,628,988 |
Six Months Ended September 30, 2021 (Unaudited) | Year Ended March 31, 2021 | |||||||||
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 8,693,348 | $ | 20,582,073 | ||||||
Net realized gain (loss) | 75,905 | (69,403,189 | ) | |||||||
Net change in unrealized appreciation (depreciation) | 2,859,735 | 146,713,774 | ||||||||
Net increase in net assets resulting from operations | 11,628,988 | 97,892,658 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Net investment income: | ||||||||||
Class A | (712,881 | ) | (1,468,080 | ) | ||||||
Class C | (164,484 | ) | (468,126 | ) | ||||||
Class I | (3,987,075 | ) | (10,499,471 | ) | ||||||
Class P | (2,108,805 | ) | (4,171,498 | ) | ||||||
Class P3(1) | — | (11,866 | ) | |||||||
Class R | (1,381,553 | ) | (2,932,507 | ) | ||||||
Class W | (195,925 | ) | (596,512 | ) | ||||||
Total distributions | (8,550,723 | ) | (20,148,060 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 104,661,482 | 191,534,218 | ||||||||
Reinvestment of distributions | 8,186,558 | 19,198,707 | ||||||||
112,848,040 | 210,732,925 | |||||||||
Cost of shares redeemed | (68,384,409 | ) | (558,987,147 | ) | ||||||
Net increase (decrease) in net assets resulting from capital share transactions | 44,463,631 | (348,254,222 | ) | |||||||
Net increase (decrease) in net assets | 47,541,896 | (270,509,624 | ) | |||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 489,582,656 | 760,092,280 | ||||||||
End of year or period | $ | 537,124,552 | $ | 489,582,656 |
(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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.04 | 0.15 | * | 0.05 | 0.20 | 0.14 | — | — | 0.14 | 9.10 | 2.28 | 1.25 | 1.04 | 1.04 | 3.27 | 51,246 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.04 | 0.11 | * | 0.06 | 0.17 | 0.11 | — | — | 0.11 | 9.10 | 1.89 | 2.00 | 1.79 | 1.79 | 2.50 | 12,994 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.04 | 0.16 | * | 0.06 | 0.22 | 0.16 | — | — | 0.16 | 9.10 | 2.41 | 0.90 | 0.79 | 0.79 | 3.50 | 236,706 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.02 | 0.19 | * | 0.05 | 0.24 | 0.19 | — | — | 0.19 | 9.07 | 2.65 | 0.86 | 0.22 | 0.22 | 4.09 | 128,657 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.03 | 0.14 | * | 0.04 | 0.18 | 0.13 | — | — | 0.13 | 9.08 | 2.04 | 1.50 | 1.29 | 1.29 | 3.01 | 95,538 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-21+ | 9.06 | 0.16 | * | 0.05 | 0.21 | 0.16 | — | — | 0.16 | 9.11 | 2.29 | 1.00 | 0.79 | 0.79 | 3.51 | 11,983 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
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 |
(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. |
+ | Unaudited |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED)
Voya Funds Trust (the “Trust”) is a Delaware statutory trust and is registered as an open-end management investment company under the Investment Company Act of 1940, as amended (“1940 Act”). The Trust was organized on August 6, 1998 and was established under a Trust Instrument dated July 30, 1998. It consists of seven separately managed series. This report is for Voya Floating Rate Fund (“Floating Rate” or the “Fund”), a diversified series of the Trust.
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
(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. |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
Each share class of the Fund (except Class I, Class P, and Class W) has a distribution and/or distribution and service plan (the “Plan”), whereby the Distributor is compensated by the Fund for expenses incurred in the distribution and/or shareholder servicing of the Fund’s shares (“Distribution and/or Service Fees”). Pursuant to the Plan, the Distributor is entitled to payment each month for expenses incurred in the distribution and promotion of the Fund’s shares, including expenses incurred in printing prospectuses and reports used for sales purposes, expenses incurred in preparing and printing sales literature and other such distribution related expenses, including any Distribution and/or Service Fees paid to securities dealers who have executed a distribution agreement with the Distributor. In addition, the Fund has a shareholder service plan for Class A and Class C shares (together with the Plan referenced above, the “Plans”). Under the Plans, each class of shares of the Fund pays the Distributor a Distribution and/or Service Fee based on average daily net assets at the following annual rates:
Class A | Class C | Class R | ||
---|---|---|---|---|
0.25% | 1.00% | 0.50% |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
Class A | Class C | |||||||
---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 1,394 | $ | — | ||||
Contingent Deferred Sales Charges | — | 67 |
(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). | Pursuant to a 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. |
Unless otherwise specified above and with the exception of the non-recoupable Class P management fee waiver for the Fund, the Investment Adviser may at a later date recoup from the Fund for fees waived and/or other expenses assumed by the Investment Adviser during the previous 36 months, but only if, after such recoupment, the Fund’s expense ratio does not exceed the percentage described above. Waived and reimbursed fees net of any recoupment by the Investment Adviser of such waived and reimbursed fees are reflected on the accompanying Statement of Operations. Amounts payable by the Investment Adviser are reflected on the accompanying Statement of Assets and Liabilities.
As of September 30, 2021, the amounts of waived and/or reimbursed fees possible that are subject to recoupment by the Investment Adviser and the related expiration dates are as follows:
September 30, | ||||||
2022 | 2023 | 2024 | Total | |||
---|---|---|---|---|---|---|
$190,046 | $488,283 | $241,148 | $919,477 |
September 30, | |||||||||||||||||
2022 | 2023 | 2024 | Total | ||||||||||||||
Class A | $ | 29,635 | $ | 39,953 | $ | 9,231 | $ | 78,819 | |||||||||
Class C | 21,581 | 18,022 | 4,208 | 43,811 | |||||||||||||
Class R | 72,375 | 84,449 | 21,704 | 178,528 | |||||||||||||
Class W | 47,966 | 22,539 | 3,064 | 73,569 |
Subsidiary/Affiliated Investment Company | Percentage | ||||
---|---|---|---|---|---|
Voya Balanced Income Portfolio | 5.27 | % | |||
Voya Institutional Trust Company | 18.11 | ||||
Voya Investment Management Co. LLC | 15.88 |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
Unfunded Loan Commitment | |||||
---|---|---|---|---|---|
BIFM CA Buyer Inc. 2021 Delayed Draw Term Loan | $ | 76,020 | |||
CMBF LLC Delayed Draw Term Loan | 169,725 | ||||
Dessert Holdings Inc. Delayed Draw Term Loan | 101,053 | ||||
DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan | 15,366 | ||||
ENC Holding Corporation Delayed Draw Term Loan | 55,918 | ||||
Focus Financial Partners, LLC 2021 Delayed Draw Term Loan | 319,688 | ||||
HighTower Holdings LLC 2021 Delayed Draw Term Loan | 167,000 | ||||
National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan | 106,789 | ||||
OneDigital Borrower LLC 2020 Delayed Draw Term Loan | 58,906 | ||||
Pro Mach Group, Inc. 2021 Delayed Draw Term Loan | 145,251 | ||||
Refficiency Holdings LLC 2020 Delayed Draw Term Loan | 40,322 | ||||
RVR Dealership Holdings, LLC Delayed Draw Term Loan | 36,667 | ||||
Service Logic Acquisition, Inc Delayed Draw Term Loan | 197,977 | ||||
Sovos Compliance, LLC 2021 Delayed Draw Term Loan | 64,795 | ||||
TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan | 103,963 | ||||
VT Topco, Inc. 2021 Delayed Draw Term Loan | 35,745 | ||||
$ | 1,695,185 |
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 | ||||||||||||||||||||||||||||||||
09-30-21 | 2,004,497 | 73,675 | (817,344 | ) | 1,260,828 | 18,223,358 | 668,814 | (7,413,566 | ) | 11,478,606 | ||||||||||||||||||||||
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 | ) | ||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||
09-30-21 | 136,936 | 16,814 | (375,198 | ) | (221,448 | ) | 1,244,403 | 152,630 | (3,408,197 | ) | (2,011,164 | ) | ||||||||||||||||||||
03-31-21 | 44,477 | 47,917 | (997,888 | ) | (905,494 | ) | 389,139 | 417,671 | (8,782,845 | ) | (7,976,035 | ) | ||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||
09-30-21 | 4,275,772 | 405,576 | (4,748,624 | ) | (67,276 | ) | 38,803,552 | 3,681,876 | (43,061,454 | ) | (576,026 | ) | ||||||||||||||||||||
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 | ) | ||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||
09-30-21 | 3,999,336 | 233,013 | (690,215 | ) | 3,542,134 | 36,200,003 | 2,108,805 | (6,242,731 | ) | 32,066,077 | ||||||||||||||||||||||
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 | ) | ||||||||||||||||||||
Class P3(1) | ||||||||||||||||||||||||||||||||
09-30-21 | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
03-31-21 | 7,394 | — | (356,813 | ) | (349,419 | ) | 61,269 | — | (2,939,936 | ) | (2,878,667 | ) | ||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||
09-30-21 | 887,876 | 152,396 | (707,674 | ) | 332,598 | 8,052,420 | 1,381,438 | (6,412,335 | ) | 3,021,523 | ||||||||||||||||||||||
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 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
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 W | ||||||||||||||||||||||||||||||||
09-30-21 | 234,982 | 21,221 | (203,073 | ) | 53,130 | 2,137,746 | 192,995 | (1,846,126 | ) | 484,615 | ||||||||||||||||||||||
03-31-21 | 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. |
Year Ended March 31, 2021 | Year Ended March 31, 2020 | |
Ordinary | Ordinary | |
Income | 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 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2021 (UNAUDITED) (CONTINUED)
Per Share Amount | Payable Date | Record Date | ||||||
---|---|---|---|---|---|---|---|---|
Class A | $0.0250 | November 1, 2021 | Daily | |||||
Class C | $0.0192 | November 1, 2021 | Daily | |||||
Class I | $0.0270 | November 1, 2021 | Daily | |||||
Class P | $0.0322 | November 1, 2021 | Daily | |||||
Class R | $0.0231 | November 1, 2021 | Daily | |||||
Class W | $0.0270 | November 1, 2021 | Daily |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) |
as of September 30, 2021
BB or above | 11.84 | % | |
B | 79.84 | % | |
CCC or below | 6.67 | % | |
Not rated* | 1.65 | % | |
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. |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 91.3% | ||||||||||||||
Aerospace & Defense: 2.4% | ||||||||||||||
1,855,000 | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/20/28 | $ | 1,919,528 | 0.4 | ||||||||||
814,125 | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 03/19/26 | 819,213 | 0.2 | |||||||||||
1,278,813 | Amentum Government Services Holdings LLC Term Loan B, 3.584%, (US0001M + 3.500%), 01/29/27 | 1,279,878 | 0.2 | |||||||||||
986,741 | American Airlines, Inc. 2018 Term Loan B, 1.836%, (US0001M + 1.750%), 06/27/25 | 946,858 | 0.2 | |||||||||||
2,393,734 | Geo Group, Inc. (The) 2018 Term Loan B, 2.750%, (US0001M + 2.000%), 03/22/24 | 2,227,027 | 0.4 | |||||||||||
460,764 | KBR, Inc. 2020 Term Loan B, 2.834%, (US0001M + 2.750%), 02/05/27 | 460,956 | 0.1 | |||||||||||
746,428 | Maxar Technologies Ltd. Term Loan B, 2.840%, (US0001M + 2.750%), 10/04/24 | 741,430 | 0.1 | |||||||||||
3,353,521 | Peraton Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/01/28 | 3,360,707 | 0.6 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Aerospace & Defense: (continued) | ||||||||||||||
1,010,000 | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/27 | $ | 1,075,208 | 0.2 | ||||||||||
12,830,805 | 2.4 | |||||||||||||
Air Transport: 0.3% | ||||||||||||||
1,716,375 | United Airlines, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 04/21/28 | 1,732,056 | 0.3 | |||||||||||
Auto Components: 0.3% | ||||||||||||||
1,539,767 | Broadstreet Partners, Inc. 2020 Term Loan B, 3.084%, (US0001M + 3.000%), 01/27/27 | 1,523,166 | 0.3 | |||||||||||
Automotive: 2.6% | ||||||||||||||
1,055,000 | Autokiniton US Holdings, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.500%), 04/06/28 | 1,057,110 | 0.2 | |||||||||||
1,455,259 | Clarios Global LP 2021 USD Term Loan B, 3.337%, (US0001M + 3.250%), 04/30/26 | 1,450,256 | 0.3 | |||||||||||
1,088,231 | Dealer Tire, LLC 2020 Term Loan B, 4.334%, (US0001M + 4.250%), 12/12/25 | 1,091,291 | 0.2 | |||||||||||
2,042,619 | Gates Global LLC 2021 Term Loan B3, 3.250%, (US0001M + 2.500%), 03/31/27 | 2,042,300 | 0.4 | |||||||||||
411,267 | Hertz Corporation, (The) 2021 Term Loan B, 3.646%, (US0003M + 3.500%), 06/30/28 | 412,006 | 0.1 | |||||||||||
77,702 | Hertz Corporation, (The) 2021 Term Loan C, 3.646%, (US0003M + 3.500%), 06/30/28 | 77,842 | 0.0 | |||||||||||
1,412,402 | Holley Purchaser, Inc. Term Loan B, 5.129%, (US0003M + 5.000%), 10/24/25 | 1,417,258 | 0.2 | |||||||||||
1,880,788 | Les Schwab Tire Centers Term Loan B, 4.000%, (US0003M + 3.250%), 11/02/27 | 1,884,314 | 0.3 | |||||||||||
734,943 | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.082%, (US0001M + 3.000%), 05/14/26 | 733,500 | 0.1 | |||||||||||
425,000 | Rough Country, LLC 2021 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 07/26/29 | 425,000 | 0.1 | |||||||||||
495,000 | Rough Country, LLC 2021 Term Loan, 4.250%, (US0003M + 3.500%), 07/26/28 | 495,000 | 0.1 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Automotive: (continued) | ||||||||||||||
1,014,900 | Truck Hero, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.250%), 01/31/28 | $ | 1,013,948 | 0.2 | ||||||||||
984,962 | Wand NewCo 3, Inc. 2020 Term Loan, 3.084%, (US0001M + 3.000%), 02/05/26 | 976,729 | 0.2 | |||||||||||
930,000 | Wheel Pros, LLC 2021 Term Loan, 5.250%, (US0001M + 4.500%), 05/11/28 | 930,952 | 0.2 | |||||||||||
14,007,506 | 2.6 | |||||||||||||
Beverage & Tobacco: 0.5% | ||||||||||||||
495,000 | City Brewing Company, LLC Closing Date Term Loan, 4.250%, (US0003M + 3.500%), 04/05/28 | 490,978 | 0.1 | |||||||||||
1,326,926 | Sunshine Investments B.V. USD Term Loan B3, 2.874%, (US0003M + 2.750%), 03/28/25 | 1,318,632 | 0.2 | |||||||||||
970,000 | Triton Water Holdings, Inc Term Loan, 4.000%, (US0003M + 3.500%), 03/31/28 | 969,849 | 0.2 | |||||||||||
2,779,459 | 0.5 | |||||||||||||
Brokers: 0.1% | ||||||||||||||
488,775 | Park River Holdings Inc Term Loan, 4.000%, (US0003M + 3.250%), 12/28/27 | 487,146 | 0.1 | |||||||||||
Brokers, Dealers & Investment Houses: 0.2% | ||||||||||||||
1,000,000 | Forest City Enterprises, L.P. 2019 Term Loan B, 3.584%, (US0001M + 3.500%), 12/08/25 | 989,375 | 0.2 | |||||||||||
Building & Development: 4.0% | ||||||||||||||
498,750 | ACProducts, Inc. 2021 Term Loan B, 4.750%, (US0003M + 4.250%), 05/17/28 | 498,839 | 0.1 | |||||||||||
370,000 | Aegion Corporation Term Loan, 5.500%, (US0003M + 4.750%), 05/17/28 | 374,047 | 0.1 | |||||||||||
2,689,675 | Applecaramel Buyer, LLC Term Loan B, 4.500%, (US0001M + 4.000%), 10/19/27 | 2,699,014 | 0.5 | |||||||||||
2,379,507 | Core & Main LP 2021 Term Loan B, 2.586%, (US0001M + 2.500%), 07/27/28 | 2,374,053 | 0.4 | |||||||||||
2,427,800 | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 04/12/28 | 2,427,548 | 0.5 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Building & Development: (continued) | ||||||||||||||
303,473 | CP Atlas Buyer, Inc. 2021 Term Loan B, 3.880%, (US0003M + 3.750%), 11/23/27 | $ | 303,118 | 0.1 | ||||||||||
902,938 | Empire Today, LLC 2021 Term Loan B, 5.750%, (US0001M + 5.000%), 04/03/28 | 898,046 | 0.2 | |||||||||||
862,838 | Foundation Building Materials Holding Company LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 02/03/28 | 858,254 | 0.2 | |||||||||||
106,667 | IPS Corporation 2021 Delayed Draw Term Loan, 3.880%, 09/21/28 | 106,800 | 0.0 | |||||||||||
533,333 | IPS Corporation 2021 Term Loan, 3.880%, 09/21/28 | 534,000 | 0.1 | |||||||||||
562,175 | Kodiak Building Partners Inc. Term Loan B, 4.000%, (US0003M + 3.250%), 03/12/28 | 562,878 | 0.1 | |||||||||||
1,796,805 | LBM Acquisition LLC Term Loan B, 4.500%, (US0003M + 3.750%), 12/17/27 | 1,783,329 | 0.3 | |||||||||||
426,775 | LEB Holdings (USA), Inc Term Loan B, 4.500%, (US0003M + 3.750%), 11/02/27 | 428,442 | 0.1 | |||||||||||
2,283,890 | MX Holdings US, Inc. Term Loan B1B, 3.250%, (US0001M + 2.500%), 07/31/25 | 2,283,604 | 0.4 | |||||||||||
760,469 | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0001M + 5.500%), 11/12/26 | 764,271 | 0.1 | |||||||||||
1,245,000 | SRS Distribution Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 06/02/28 | 1,246,089 | 0.2 | |||||||||||
1,595,000 | Standard Industries Inc. 2021 Term Loan B, 2.620%, (US0003M + 2.500%), 09/22/28 | 1,597,881 | 0.3 | |||||||||||
1,003,101 | Werner FinCo LP 2017 Term Loan, 4.132%, (US0003M + 4.000%), 07/24/24 | 1,005,608 | 0.2 | |||||||||||
595,441 | Wilsonart LLC 2021 Term Loan E, 4.500%, (US0003M + 3.500%), 12/19/26 | 596,371 | 0.1 | |||||||||||
21,342,192 | 4.0 | |||||||||||||
Business Equipment & Services: 10.7% | ||||||||||||||
530,573 | 24-7 Intouch Inc 2018 Term Loan, 4.834%, (US0001M + 4.750%), 08/25/25 | 527,257 | 0.1 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
745,000 | AEA International Holdings (Lux) S.a.r.l. Term Loan B, 4.250%, (US0003M + 3.750%), 08/05/28 | $ | 745,931 | 0.1 | ||||||||||
2,378,050 | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/28 | 2,373,739 | 0.4 | |||||||||||
550,000 | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 4.250%, (US0003M + 3.750%), 05/12/28 | 551,065 | 0.1 | |||||||||||
380,000 | Anticimex International AB 2021 USD Term Loan B1, 3.620%, (US0003M + 3.500%), 07/21/28 | 379,881 | 0.1 | |||||||||||
625,000 | APX Group, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.500%), 07/10/28 | 624,089 | 0.1 | |||||||||||
1,012,454 | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/24 | 1,013,562 | 0.2 | |||||||||||
634,115 | Atlas CC Acquisition Corp Term Loan B, 5.000%, (US0003M + 4.250%), 05/25/28 | 637,761 | 0.1 | |||||||||||
128,973 | Atlas CC Acquisition Corp Term Loan C, 5.000%, (US0003M + 4.250%), 05/25/28 | 129,714 | 0.0 | |||||||||||
656,641 | Belfor Holdings Inc. Term Loan B, 4.085%, (US0001M + 4.000%), 04/06/26 | 659,104 | 0.1 | |||||||||||
952,800 | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/26 | 956,571 | 0.2 | |||||||||||
1,396,039 | Castle US Holding Corporation USD Term Loan B, 3.882%, (US0003M + 3.750%), 01/29/27 | 1,386,333 | 0.3 | |||||||||||
633,413 | Cimpress Public Limited Company USD Term Loan B, 4.000%, (US0001M + 3.500%), 05/17/28 | 634,732 | 0.1 | |||||||||||
225,000 | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 7.500%, (US0001M + 6.750%), 03/30/29 | 226,687 | 0.0 | |||||||||||
287,446 | (1) | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0001M + 3.750%), 03/31/28 | 288,729 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
1,369,123 | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 03/31/28 | $ | 1,375,234 | 0.3 | ||||||||||
2,420,000 | Endure Digital Inc. Term Loan, 4.250%, (US0006M + 3.500%), 02/10/28 | 2,409,412 | 0.4 | |||||||||||
880,000 | Ensono, LP 2021 Term Loan, 4.750%, (US0001M + 4.000%), 05/19/28 | 883,117 | 0.2 | |||||||||||
1,913,294 | EVO Payments International LLC 2018 1st Lien Term Loan, 3.340%, (US0001M + 3.250%), 12/22/23 | 1,913,294 | 0.4 | |||||||||||
93,434 | First Advantage Holdings, LLC 2021 Term Loan B, 2.834%, (US0001M + 2.750%), 01/31/27 | 93,458 | 0.0 | |||||||||||
1,394,076 | Flexential Intermediate Corporation 2nd Lien Term Loan, 7.333%, (US0001M + 7.250%), 08/01/25 | 1,282,224 | 0.2 | |||||||||||
1,861,254 | GreenSky Holdings, LLC 2018 Term Loan B, 3.375%, (US0001M + 3.250%), 03/31/25 | 1,856,601 | 0.3 | |||||||||||
1,156,661 | Intrado Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/24 | 1,141,377 | 0.2 | |||||||||||
822,938 | ION Trading Finance Limited 2021 USD Term Loan, 4.917%, (US0003M + 4.750%), 04/01/28 | 825,582 | 0.2 | |||||||||||
1,553,447 | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 12/01/27 | 1,559,855 | 0.3 | |||||||||||
2,106,323 | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/25 | 2,089,429 | 0.4 | |||||||||||
1,593,497 | Milano Acquisition Corp Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/27 | 1,599,473 | 0.3 | |||||||||||
709,909 | NeuStar, Inc. 2018 Term Loan B4, 4.500%, (US0001M + 3.500%), 08/08/24 | 710,796 | 0.1 | |||||||||||
1,994,975 | Nielsen Consumer Inc. 2021 USD Term Loan B, 4.084%, (US0001M + 4.000%), 03/06/28 | 2,002,955 | 0.4 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
1,377,938 | Paysafe Group Holdings II Limited USD Term Loan B1, 3.250%, (US0003M + 2.750%), 06/28/28 | $ | 1,364,588 | 0.3 | ||||||||||
1,855,000 | Polaris Newco LLC USD Term Loan B, 4.500%, (US0006M + 4.000%), 06/02/28 | 1,861,261 | 0.3 | |||||||||||
1,766,725 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.335%, (US0001M + 3.250%), 05/01/25 | 1,763,412 | 0.3 | |||||||||||
1,441,388 | Protective Industrial Products, Inc 2021 Term Loan, 4.750%, (US0001M + 4.000%), 01/20/28 | 1,441,387 | 0.3 | |||||||||||
48,438 | (1) | Refficiency Holdings LLC 2020 Delayed Draw Term Loan, 4.238%, (US0003M + 4.000%), 12/16/27 | 48,509 | 0.0 | ||||||||||
249,989 | Refficiency Holdings LLC 2020 Term Loan, 4.750%, (US0001M + 4.000%), 12/16/27 | 250,354 | 0.0 | |||||||||||
715,000 | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.084%, (US0001M + 7.000%), 05/29/26 | 719,111 | 0.1 | |||||||||||
1,263,991 | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.334%, (US0001M + 3.250%), 05/30/25 | 1,255,170 | 0.2 | |||||||||||
1,950,970 | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/24 | 1,930,729 | 0.4 | |||||||||||
815,999 | Rockwood Service Corporation 2020 Term Loan, 4.084%, (US0001M + 4.000%), 01/23/27 | 819,229 | 0.2 | |||||||||||
235,433 | (1) | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.750%, (US0002M + 4.000%), 10/29/27 | 236,611 | 0.0 | ||||||||||
954,700 | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/27 | 957,086 | 0.2 | |||||||||||
605,000 | SITEL Worldwide Corporation 2021 USD Term Loan, 3.870%, (US0003M + 3.750%), 08/28/28 | 606,512 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Business Equipment & Services: (continued) | ||||||||||||||
1,635,000 | Skopima Merger Sub Inc. Term Loan B, 4.500%, (US0001M + 4.000%), 05/12/28 | $ | 1,628,869 | 0.3 | ||||||||||
932,686 | Staples, Inc. 7 Year Term Loan, 5.126%, (US0003M + 5.000%), 04/16/26 | 891,997 | 0.2 | |||||||||||
1,761,617 | SurveyMonkey Inc. 2018 Term Loan B, 3.830%, (US0001W + 3.750%), 10/10/25 | 1,757,213 | 0.3 | |||||||||||
307,675 | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/27 | 308,329 | 0.1 | |||||||||||
300,174 | Turing Midco LLC 2021 Term Loan B, 3.500%, (US0001M + 3.000%), 03/23/28 | 300,456 | 0.1 | |||||||||||
1,708,088 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.129%, (US0003M + 4.000%), 08/20/25 | 1,677,983 | 0.3 | |||||||||||
1,924,420 | Verscend Holding Corp. 2021 Term Loan B, 4.084%, (US0001M + 4.000%), 08/27/25 | 1,929,713 | 0.4 | |||||||||||
502,475 | Virtusa Corporation Term Loan B, 4.500%, (US0001M + 3.750%), 02/11/28 | 504,108 | 0.1 | |||||||||||
1,075,275 | VM Consolidated, Inc. 2021 Term Loan B, 3.382%, (US0003M + 3.250%), 03/19/28 | 1,075,610 | 0.2 | |||||||||||
498,734 | VS Buyer, LLC Term Loan B, 3.084%, (US0001M + 3.000%), 02/28/27 | 497,986 | 0.1 | |||||||||||
35,745 | (1) | VT Topco, Inc. 2021 Delayed Draw Term Loan, 3.870%, (US0003M + 3.750%), 08/01/25 | 35,737 | 0.0 | ||||||||||
204,255 | VT Topco, Inc. 2021 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/01/25 | 204,213 | 0.0 | |||||||||||
2,395,403 | Yak Access, LLC 2018 1st Lien Term Loan B, 5.121%, (US0003M + 5.000%), 07/11/25 | 1,922,311 | 0.4 | |||||||||||
970,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.129%, (US0003M + 10.000%), 07/10/26 | 691,125 | 0.1 | |||||||||||
57,557,571 | 10.7 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Cable & Satellite Television: 1.6% | ||||||||||||||
870,000 | Cogeco Financing 2 LP 2021 Incremental Term Loan B, 3.000%, (US0001M + 2.500%), 09/01/28 | $ | 866,737 | 0.2 | ||||||||||
1,910,000 | DirecTV Financing, LLC Term Loan, 5.750%, (US0003M + 5.000%), 07/22/27 | 1,913,780 | 0.4 | |||||||||||
2,861,303 | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/26 | 2,862,680 | 0.5 | |||||||||||
1,679,765 | Telesat Canada Term Loan B5, 2.860%, (US0002M + 2.750%), 12/07/26 | 1,525,724 | 0.3 | |||||||||||
1,352,289 | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0003M + 3.250%), 08/18/23 | 1,353,415 | 0.2 | |||||||||||
8,522,336 | 1.6 | |||||||||||||
Chemicals & Plastics: 2.5% | ||||||||||||||
1,185,913 | Ascend Performance Materials Operations LLC 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 08/27/26 | 1,202,220 | 0.2 | |||||||||||
1,363,306 | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0001M + 4.250%), 08/01/25 | 1,365,223 | 0.3 | |||||||||||
1,084,550 | CPC Acquisition Corp Term Loan, 4.500%, (US0003M + 3.750%), 12/29/27 | 1,082,516 | 0.2 | |||||||||||
190,000 | NIC Acquisition Corp. Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/28 | 190,950 | 0.0 | |||||||||||
915,000 | Diamond (BC) B.V. 2021 Term Loan B, 3.130%, 09/14/28 | 916,830 | 0.2 | |||||||||||
1,029,208 | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0003M + 3.250%), 11/07/24 | 1,031,459 | 0.2 | |||||||||||
710,000 | GEON Performance Solutions, LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 08/18/28 | 716,213 | 0.1 | |||||||||||
1,102,238 | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 01/29/26 | 1,104,029 | 0.2 | |||||||||||
420,000 | Lonza Group AG USD Term Loan B, 4.750%, (US0003M + 4.000%), 07/03/28 | 421,509 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Chemicals & Plastics: (continued) | ||||||||||||||
1,110,910 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.874%, (US0003M + 4.750%), 10/15/25 | $ | 1,110,910 | 0.2 | ||||||||||
308,450 | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/27 | 309,028 | 0.1 | |||||||||||
503,738 | PQ Corporation 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 06/09/28 | 504,800 | 0.1 | |||||||||||
1,025,000 | Solenis Holdings LLC 2021 USD Term Loan B, 3.880%, 09/21/28 | 1,025,549 | 0.2 | |||||||||||
770,000 | Sparta U.S. HoldCo LLC 2021 Term Loan, 4.250%, (US0003M + 3.500%), 08/02/28 | 772,406 | 0.1 | |||||||||||
673,992 | Starfruit Finco B.V 2018 USD Term Loan B, 2.832%, (US0001M + 2.750%), 10/01/25 | 670,322 | 0.1 | |||||||||||
840,000 | W.R. Grace & Co.-Conn. 2021 Term Loan B, 3.870%, (US0003M + 3.750%), 09/22/28 | 843,938 | 0.2 | |||||||||||
13,267,902 | 2.5 | |||||||||||||
Clothing/Textiles: 0.1% | ||||||||||||||
503,738 | Birkenstock GmbH & Co. KG USD Term Loan B, 4.250%, (US0003M + 3.750%), 04/27/28 | 504,157 | 0.1 | |||||||||||
Communications: 0.1% | ||||||||||||||
280,000 | iHeartCommunications, Inc. 2020 Incremental Term Loan, 3.750%, (US0001M + 3.250%), 05/01/26 | 280,420 | 0.1 | |||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||||
845,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/27 | 898,165 | 0.1 | |||||||||||
383,075 | WellPet — TL B 1L, 4.500%, (US0003M + 3.750%), 12/21/27 | 384,392 | 0.1 | |||||||||||
1,282,557 | 0.2 | |||||||||||||
Consumer, Non-cyclical: 0.7% | ||||||||||||||
1,955,000 | CoreLogic, Inc. TL B 1L, 4.000%, (US0001M + 3.500%), 06/02/28 | 1,952,801 | 0.4 | |||||||||||
1,856,885 | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.146%, (US0003M + 6.000%), 10/01/24 | 1,843,925 | 0.3 | |||||||||||
3,796,726 | 0.7 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Containers & Glass Products: 3.1% | ||||||||||||||
1,442,750 | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 02/03/28 | $ | 1,435,424 | 0.3 | ||||||||||
1,902,935 | BWAY Holding Company 2017 Term Loan B, 3.334%, (US0001M + 3.250%), 04/03/24 | 1,867,106 | 0.3 | |||||||||||
1,952,588 | Charter NEX US, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 12/01/27 | 1,959,367 | 0.4 | |||||||||||
1,645,257 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.145%, (US0003M + 3.000%), 06/29/25 | 1,638,059 | 0.3 | |||||||||||
250,000 | Flex Acquisition Company, Inc. 2021 Term Loan, 3.630%, (US0003M + 3.500%), 02/23/28 | 249,766 | 0.0 | |||||||||||
498,747 | Graham Packaging Company Inc. 2021 Term Loan, 3.750%, (US0001M + 3.000%), 08/04/27 | 498,981 | 0.1 | |||||||||||
727,986 | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/26 | 728,290 | 0.1 | |||||||||||
595,000 | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan, 4.159%, 09/22/28 | 596,611 | 0.1 | |||||||||||
280,000 | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 6.909%, 09/22/29 | 281,400 | 0.1 | |||||||||||
145,251 | (1) | Pro Mach Group, Inc. 2021 Delayed Draw Term Loan, 4.130%, (US0003M + 4.000%), 08/31/28 | 145,978 | 0.0 | ||||||||||
894,749 | Pro Mach Group, Inc. 2021 Term Loan B, 5.000%, (US0001M + 4.000%), 08/31/28 | 899,222 | 0.2 | |||||||||||
1,910,400 | Proampac PG Borrower LLC 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/03/25 | 1,917,086 | 0.4 | |||||||||||
2,183,500 | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.334%, (US0001M + 3.250%), 02/05/26 | 2,171,218 | 0.4 | |||||||||||
135,000 | Reynolds Group Holdings Inc. 2021 Term Loan B, 3.580%, (US0001M + 3.500%), 09/20/28 | 134,905 | 0.0 | |||||||||||
342,413 | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/27 | 342,947 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Containers & Glass Products: (continued) | ||||||||||||||
157,919 | (1) | TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan, 3.567%, (US0001M + 3.250%), 03/03/28 | $ | 157,238 | 0.0 | |||||||||
700,326 | TricorBraun Holdings, Inc. 2021 Term Loan, 3.750%, (US0001M + 3.250%), 03/03/28 | 697,305 | 0.1 | |||||||||||
85,093 | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, 4.120%, (US0003M + 4.000%), 09/15/28 | 85,283 | 0.0 | |||||||||||
849,907 | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 4.130%, (US0003M + 4.000%), 09/15/28 | 851,804 | 0.2 | |||||||||||
16,657,990 | 3.1 | |||||||||||||
Cosmetics/Toiletries: 0.4% | ||||||||||||||
1,168,258 | Anastasia Parent, LLC 2018 Term Loan B, 3.882%, (US0003M + 3.750%), 08/11/25 | 988,639 | 0.2 | |||||||||||
1,302,994 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.084%, (US0001M + 4.000%), 06/30/24 | 1,302,180 | 0.2 | |||||||||||
2,290,819 | 0.4 | |||||||||||||
Drugs: 0.9% | ||||||||||||||
994,830 | Amneal Pharmaceuticals LLC 2018 Term Loan B, 3.586%, (US0001M + 3.500%), 05/04/25 | 983,431 | 0.2 | |||||||||||
445,000 | ANI Pharmaceuticals, Inc Term Loan B, 5.631%, (US0003M + 6.000%), 04/27/28 | 447,781 | 0.1 | |||||||||||
1,820,438 | Jazz Financing Lux S.a.r.l. USD Term Loan, 4.000%, (US0001M + 3.500%), 05/05/28 | 1,824,989 | 0.3 | |||||||||||
1,496,250 | Organon & Co USD Term Loan, 3.500%, (US0003M + 3.000%), 06/02/28 | 1,501,744 | 0.3 | |||||||||||
4,757,945 | 0.9 | |||||||||||||
Ecological Services & Equipment: 0.3% | ||||||||||||||
720,000 | Clean Harbors Inc. 2021 Incremental Term Loan B, 2.130%, 09/21/28 | 721,575 | 0.1 | |||||||||||
743,138 | Denali Water Solutions Term Loan B, 5.000%, (US0003M + 4.250%), 03/25/28 | 743,138 | 0.2 | |||||||||||
1,464,713 | 0.3 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: 15.6% | ||||||||||||||
1,755,000 | AP Core Holdings, II LLC Amortization Term Loan B1, 6.250%, (US0001M + 5.500%), 09/01/27 | $ | 1,761,034 | 0.3 | ||||||||||
1,400,000 | AP Core Holdings, II LLC High-Yield Term Loan B2, 6.250%, (US0001M + 5.500%), 09/01/27 | 1,405,687 | 0.3 | |||||||||||
483,788 | Atlas Purchaser, Inc. 2021 Term Loan, 6.000%, (US0003M + 5.250%), 05/08/28 | 477,740 | 0.1 | |||||||||||
505,000 | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan, 5.630%, 03/23/26 | 511,155 | 0.1 | |||||||||||
2,872,233 | Banff Merger Sub Inc 2021 USD Term Loan, 3.882%, (US0003M + 3.750%), 10/02/25 | 2,859,667 | 0.5 | |||||||||||
1,960,097 | Barracuda Networks, Inc. 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/12/25 | 1,968,672 | 0.4 | |||||||||||
275,000 | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/28 | 278,896 | 0.0 | |||||||||||
1,197,784 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.084%, (US0001M + 4.000%), 04/18/25 | 1,199,157 | 0.2 | |||||||||||
1,390,000 | Cloudera, Inc. 2021 Term Loan, 3.870%, (US0003M + 3.750%), 08/10/28 | 1,390,434 | 0.3 | |||||||||||
312,638 | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0003M + 4.000%), 12/29/27 | 313,614 | 0.1 | |||||||||||
405,000 | ConnectWise, LLC 2021 Term Loan B, 3.630%, 09/24/28 | 404,595 | 0.1 | |||||||||||
998,029 | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/28 | 999,069 | 0.2 | |||||||||||
260,000 | CoreLogic, Inc. 2nd Lien Term Loan, 7.000%, (US0001M + 6.500%), 06/04/29 | 266,500 | 0.0 | |||||||||||
1,378,781 | Cornerstone OnDemand, Inc. 2021 Term Loan B, 3.334%, (US0001M + 3.250%), 04/22/27 | 1,379,211 | 0.3 | |||||||||||
1,805,000 | Cornerstone OnDemand, Inc. 2021 Term Loan, 3.880%, 09/21/28 | 1,804,625 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
650,000 | Creation Holdings Inc 2021 Term Loan, 5.630%, 09/14/28 | $ | 647,562 | 0.1 | ||||||||||
992,513 | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/27 | 995,097 | 0.2 | |||||||||||
1,451,448 | EagleView Technology Corporation 2018 Add On Term Loan B, 3.587%, (US0001M + 3.500%), 08/14/25 | 1,437,387 | 0.3 | |||||||||||
1,028,735 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.349%, (US0003M + 4.250%), 06/26/25 | 1,023,377 | 0.2 | |||||||||||
1,786,950 | Epicor Software Corporation 2020 Term Loan, 4.000%, (US0001M + 3.250%), 07/30/27 | 1,788,324 | 0.3 | |||||||||||
498,747 | Grab Holdings Inc Term Loan B, 4.630%, (US0003M + 4.500%), 01/29/26 | 503,734 | 0.1 | |||||||||||
1,661,650 | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 4.000%), 12/01/27 | 1,669,309 | 0.3 | |||||||||||
795,429 | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.917%, (US0003M + 3.750%), 03/11/28 | 795,677 | 0.1 | |||||||||||
1,892,574 | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/24 | 1,897,503 | 0.3 | |||||||||||
1,979,389 | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/26 | 1,985,750 | 0.4 | |||||||||||
1,368,871 | Imperva, Inc. 2nd Lien Term Loan, 8.750%, (US0003M + 7.750%), 01/10/27 | 1,371,951 | 0.3 | |||||||||||
2,332,000 | Informatica LLC, 2020 USD Term Loan B, 3.334%, (US0001M + 3.250%), 02/25/27 | 2,327,044 | 0.4 | |||||||||||
1,416,450 | Ingram Micro Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.500%), 06/30/28 | 1,422,015 | 0.3 | |||||||||||
258,700 | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/27 | 259,751 | 0.0 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
1,592,000 | LogMeIn, Inc. Term Loan B, 4.833%, (US0001M + 4.750%), 08/31/27 | $ | 1,593,119 | 0.3 | ||||||||||
123,002 | MA FinanceCo., LLC USD Term Loan B3, 2.837%, (US0001M + 2.750%), 06/21/24 | 122,099 | 0.0 | |||||||||||
2,140,000 | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 5.750%, (US0003M + 5.000%), 07/27/28 | 2,143,210 | 0.4 | |||||||||||
560,000 | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 8.370%, (US0003M + 8.250%), 05/03/29 | 559,300 | 0.1 | |||||||||||
2,253,198 | McAfee, LLC 2018 USD Term Loan B, 3.837%, (US0001M + 3.750%), 09/30/24 | 2,257,189 | 0.4 | |||||||||||
1,202,618 | MH Sub I, LLC 2017 1st Lien Term Loan, 3.585%, (US0001M + 3.500%), 09/13/24 | 1,200,927 | 0.2 | |||||||||||
1,677,261 | MH Sub I, LLC 2020 Incremental Term Loan, 4.750%, (US0001M + 3.750%), 09/13/24 | 1,683,402 | 0.3 | |||||||||||
615,000 | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.336%, (US0001M + 6.250%), 02/12/29 | 625,635 | 0.1 | |||||||||||
994,872 | NAVEX TopCo, Inc. 2018 1st Lien Term Loan, 3.334%, (US0001M + 3.250%), 09/05/25 | 988,654 | 0.2 | |||||||||||
1,062,338 | Panther Commercial Holdings L.P Term Loan, 4.750%, (US0003M + 4.250%), 01/07/28 | 1,067,649 | 0.2 | |||||||||||
1,156,263 | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/27 | 1,161,141 | 0.2 | |||||||||||
2,188,212 | Project Boost Purchaser, LLC 2019 Term Loan B, 3.584%, (US0001M + 3.500%), 06/01/26 | 2,180,280 | 0.4 | |||||||||||
2,271,138 | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/24 | 2,282,777 | 0.4 | |||||||||||
2,170,000 | Proofpoint, Inc. 1st Lien Term Loan, 3.750%, (US0003M + 3.250%), 08/31/28 | 2,160,356 | 0.4 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
2,089,485 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.379%, (US0003M + 4.250%), 05/16/25 | $ | 2,089,859 | 0.4 | ||||||||||
2,000,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 8.379%, (US0003M + 8.250%), 05/18/26 | 1,999,000 | 0.4 | |||||||||||
2,608,463 | Rackspace Technology Global, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/28 | 2,591,419 | 0.5 | |||||||||||
1,440,000 | Redstone Buyer LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/27/28 | 1,421,400 | 0.3 | |||||||||||
977,865 | Riverbed Technology, Inc. 2020 Term Loan B, 7.000%, (US0003M + 6.000%), 12/31/25 | 876,819 | 0.2 | |||||||||||
1,546,178 | Rocket Software, Inc. 2018 Term Loan, 4.334%, (US0001M + 4.250%), 11/28/25 | 1,536,193 | 0.3 | |||||||||||
1,820,438 | Rocket Software, Inc. 2021 USD Incremental Term Loan B, 4.750%, (US0001M + 4.250%), 11/28/25 | 1,816,170 | 0.3 | |||||||||||
395,068 | Sabre GLBL Inc. 2021 Term Loan B1, 3.620%, (US0003M + 3.500%), 12/17/27 | 392,661 | 0.1 | |||||||||||
629,758 | Sabre GLBL Inc. 2021 Term Loan B2, 3.620%, (US0003M + 3.500%), 12/17/27 | 625,921 | 0.1 | |||||||||||
830,013 | Seattle Spinco, Inc. USD Term Loan B3, 2.834%, (US0001M + 2.750%), 06/21/24 | 823,918 | 0.2 | |||||||||||
460,000 | SkillSoft Corporation 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 06/30/28 | 462,587 | 0.1 | |||||||||||
1,101,146 | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.834%, (US0001M + 2.750%), 02/05/24 | 1,091,442 | 0.2 | |||||||||||
1,884,016 | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.628%, (US0003M + 3.500%), 05/16/25 | 1,874,125 | 0.3 | |||||||||||
64,795 | (1) | Sovos Compliance, LLC 2021 Delayed Draw Term Loan, 4.620%, (US0003M + 4.500%), 08/11/28 | 65,270 | 0.0 | ||||||||||
375,205 | Sovos Compliance, LLC 2021 Term Loan, 5.000%, (US0003M + 4.500%), 08/11/28 | 377,961 | 0.1 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Electronics/Electrical: (continued) | ||||||||||||||
1,686,846 | Surf Holdings, LLC USD Term Loan, 3.616%, (US0003M + 3.500%), 03/05/27 | $ | 1,680,521 | 0.3 | ||||||||||
355,000 | Tenable Holdings, Inc. Term Loan B, 3.250%, (US0003M + 2.750%), 07/07/28 | 355,444 | 0.1 | |||||||||||
550,000 | Trader Interactive, LLC 2021 Term Loan B, 4.500%, (US0003M + 4.000%), 07/28/28 | 550,687 | 0.1 | |||||||||||
872,208 | (2) | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 3.500% (PIK Rate 6.500%, Cash Rate 2.500%), 02/28/25 | 905,097 | 0.2 | ||||||||||
466,340 | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 6.882%, (US0003M + 6.750%), 05/29/26 | 402,801 | 0.1 | |||||||||||
2,675,425 | Ultimate Software Group Inc(The) Term Loan B, 3.834%, (US0001M + 3.750%), 05/04/26 | 2,684,789 | 0.5 | |||||||||||
1,120,162 | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.834%, (US0001M + 3.750%), 08/27/25 | 1,123,662 | 0.2 | |||||||||||
1,095,750 | Watlow Electric Manufacturing Company Term Loan B, 4.132%, (US0003M + 4.000%), 03/02/28 | 1,100,316 | 0.2 | |||||||||||
516,100 | Weld North Education, LLC 2021 Term Loan B, 4.250%, 12/21/27 | 517,310 | 0.1 | |||||||||||
1,343,600 | Xperi Corporation 2020 Term Loan B, 3.584%, (US0001M + 3.500%), 06/02/25 | 1,341,920 | 0.2 | |||||||||||
83,877,567 | 15.6 | |||||||||||||
Energy: 0.1% | ||||||||||||||
578,497 | Navitas Midstream Midland Basin, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/13/24 | 578,739 | 0.1 | |||||||||||
Equipment Leasing: 0.2% | ||||||||||||||
588,521 | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 3.750%, (US0001M + 3.250%), 02/17/28 | 591,464 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Equipment Leasing: (continued) | ||||||||||||||
418,950 | Rent-A-Center, Inc. 2021 Term Loan B, 4.750%, (US0001M + 4.000%), 02/17/28 | $ | 421,254 | 0.1 | ||||||||||
1,012,718 | 0.2 | |||||||||||||
Financial: 0.5% | ||||||||||||||
645,000 | Acrisure, LLC 2021 Incremental Term Loan B, 3.882%, (US0003M + 3.750%), 02/15/27 | 641,976 | 0.1 | |||||||||||
1,309,485 | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/24 | 1,314,396 | 0.3 | |||||||||||
598,747 | HUB International Ltd. — TL B3 1L, 4.000%, (US0003M + 3.250%), 04/25/25 | 599,842 | 0.1 | |||||||||||
2,556,214 | 0.5 | |||||||||||||
Financial Intermediaries: 2.4% | ||||||||||||||
446,591 | Advisor Group, Inc. 2021 Term Loan, 4.584%, (US0001M + 4.500%), 07/31/26 | 447,834 | 0.1 | |||||||||||
470,000 | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 7.000%, (US0003M + 6.500%), 08/02/29 | 471,175 | 0.1 | |||||||||||
775,000 | AqGen Island Holdings, Inc. Term Loan, 4.000%, (US0003M + 3.500%), 08/02/28 | 774,419 | 0.1 | |||||||||||
1,350,639 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.084%, (US0001M + 3.000%), 06/15/25 | 1,342,197 | 0.2 | |||||||||||
498,747 | Citadel Securities LP 2021 Term Loan B, 2.585%, (US0003M + 2.500%), 02/02/28 | 494,928 | 0.1 | |||||||||||
913,362 | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.834%, (US0001M + 2.750%), 08/21/25 | 906,855 | 0.2 | |||||||||||
1,787,375 | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/27 | 1,794,875 | 0.3 | |||||||||||
2,395,450 | Edelman Financial Center, LLC 2021 Term Loan B, 4.250%, (US0001M + 3.500%), 04/07/28 | 2,393,739 | 0.4 | |||||||||||
319,688 | (1) | Focus Financial Partners, LLC 2021 Delayed Draw Term Loan, 2.620%, (US0003M + 2.500%), 06/24/28 | 318,449 | 0.1 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Financial Intermediaries: (continued) | ||||||||||||||
1,381,849 | Focus Financial Partners, LLC 2021 Term Loan, 3.000%, (US0001M + 2.500%), 07/01/28 | $ | 1,376,495 | 0.3 | ||||||||||
167,000 | (1) | HighTower Holdings LLC 2021 Delayed Draw Term Loan, 4.130%, 04/21/28 | 167,355 | 0.0 | ||||||||||
668,000 | HighTower Holdings LLC 2021 Term Loan B, 4.750%, 04/21/28 | 669,419 | 0.1 | |||||||||||
483,781 | Jane Street Group, LLC 2021 Term Loan, 2.834%, (US0001M + 2.750%), 01/26/28 | 479,599 | 0.1 | |||||||||||
846,781 | VFH Parent LLC 2019 Term Loan B, 3.082%, (US0001M + 3.000%), 03/01/26 | 846,675 | 0.2 | |||||||||||
610,000 | Zebra Buyer LLC Term Loan B, 3.381%, (US0003M + 3.250%), 04/21/28 | 612,745 | 0.1 | |||||||||||
13,096,759 | 2.4 | |||||||||||||
Food Products: 1.4% | ||||||||||||||
992,367 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.836%, (US0001M + 3.750%), 10/01/25 | 979,962 | 0.2 | |||||||||||
50,000 | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan, 5.500%, (US0001M + 4.750%), 10/01/25 | 49,500 | 0.0 | |||||||||||
1,001,851 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/24 | 1,006,323 | 0.2 | |||||||||||
101,053 | (1) | Dessert Holdings Inc. Delayed Draw Term Loan, 4.146%, (US0003M + 4.000%), 06/07/28 | 101,116 | 0.0 | ||||||||||
538,947 | Dessert Holdings Inc. Term Loan, 4.750%, (US0003M + 4.000%), 06/07/28 | 539,284 | 0.1 | |||||||||||
2,694,638 | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/27 | 2,703,058 | 0.5 | |||||||||||
614,914 | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750%), 02/05/25 | 614,914 | 0.1 | |||||||||||
970,000 | NPC International, Inc. 2nd Lien Term Loan, 3.880%, (US0003M + 7.500%), 04/18/25 | 19,400 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Food Products: (continued) | ||||||||||||||
1,089,628 | Sigma Bidco B.V. 2018 USD Term Loan B, 3.160%, (US0006M + 3.000%), 07/02/25 | $ | 1,072,261 | 0.2 | ||||||||||
506,488 | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/27 | 508,282 | 0.1 | |||||||||||
7,594,100 | 1.4 | |||||||||||||
Food Service: 1.0% | ||||||||||||||
997,462 | 1011778 B.C. Unlimited Liability Company Term Loan B4, 1.897%, (US0001M + 1.750%), 11/19/26 | 985,973 | 0.2 | |||||||||||
400,571 | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, (US0003M + 4.250%), 04/07/25 | 394,897 | 0.1 | |||||||||||
1,633,905 | H Food Holdings LLC 2018 Term Loan B, 3.772%, (US0001M + 3.688%), 05/23/25 | 1,631,279 | 0.3 | |||||||||||
480,000 | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 6.877%, (US0003M + 6.750%), 07/30/29 | 484,200 | 0.1 | |||||||||||
330,000 | K-Mac Holdings Corp 2021 Term Loan, 4.000%, (US0003M + 3.500%), 07/21/28 | 328,881 | 0.0 | |||||||||||
984,795 | Tacala, LLC 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 02/05/27 | 983,411 | 0.2 | |||||||||||
765,000 | Whatabrands LLC 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 08/03/28 | 765,191 | 0.1 | |||||||||||
5,573,832 | 1.0 | |||||||||||||
Food/Drug Retailers: 1.5% | ||||||||||||||
2,156,613 | EG Finco Limited 2018 USD Term Loan, 4.145%, (US0003M + 4.000%), 02/07/25 | 2,153,018 | 0.4 | |||||||||||
1,849,474 | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0001M + 10.750%), 10/01/24 | 1,618,289 | 0.3 | |||||||||||
1,394,839 | (2) | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0001M + 7.000%) (PIK Rate 0.000%, Cash Rate 0.000%), 04/01/24 | 1,422,736 | 0.3 | ||||||||||
1,509,200 | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0001M + 5.500%), 09/06/24 | 1,515,095 | 0.3 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Food/Drug Retailers: (continued) | ||||||||||||||
1,087,734 | United Natural Foods, Inc. Term Loan B, 3.584%, (US0001M + 3.500%), 10/22/25 | $ | 1,088,466 | 0.2 | ||||||||||
7,797,604 | 1.5 | |||||||||||||
Forest Products: 0.6% | ||||||||||||||
467,596 | Blount International Inc. 2018 Term Loan B, 4.750%, (US0001M + 3.750%), 04/12/23 | 468,911 | 0.1 | |||||||||||
1,749,300 | LABL, Inc. 2021 USD Term Loan B, 4.084%, (US0001M + 4.000%), 07/01/26 | 1,749,300 | 0.3 | |||||||||||
530,000 | Osmose Utilities Services, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 06/23/28 | 528,675 | 0.1 | |||||||||||
487,553 | Spa Holdings 3 Oy USD Term Loan B, 4.750%, (US0003M + 4.000%), 02/04/28 | 489,178 | 0.1 | |||||||||||
3,236,064 | 0.6 | |||||||||||||
Health Care: 9.5% | ||||||||||||||
1,492,788 | Accelerated Health Systems, LLC Term Loan B, 3.586%, (US0001M + 3.500%), 10/31/25 | 1,488,123 | 0.3 | |||||||||||
2,373,075 | ADMI Corp. 2021 Term Loan B2, 3.625%, (US0001M + 3.125%), 12/23/27 | 2,355,277 | 0.4 | |||||||||||
410,000 | Agiliti Health, Inc 2020 Incremental Term Loan, 2.830%, (US0001M + 2.750%), 01/04/26 | 409,487 | 0.1 | |||||||||||
1,185,061 | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/24 | 1,176,385 | 0.2 | |||||||||||
526,025 | ASP Navigate Acquisition Corp Term Loan, 5.500%, (US0003M + 4.500%), 10/06/27 | 522,901 | 0.1 | |||||||||||
1,721,350 | Athenahealth, Inc. 2021 Term Loan B1, 4.377%, (US0003M + 4.250%), 02/11/26 | 1,728,235 | 0.3 | |||||||||||
1,506,745 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.084%, (US0001M + 3.000%), 06/02/25 | 1,506,557 | 0.3 | |||||||||||
467,404 | Cano Health LLC Term Loan, 5.250%, (US0003M + 4.500%), 11/19/27 | 468,427 | 0.1 | |||||||||||
354,113 | CBI Buyer, Inc. Term Loan, 3.750%, (US0003M + 3.250%), 01/06/28 | 353,817 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
472,625 | CCRR Parent, Inc Term Loan B, 4.500%, (US0003M + 3.750%), 03/06/28 | $ | 474,841 | 0.1 | ||||||||||
975,000 | CHG Healthcare Services Inc. 2021 Term Loan, 3.630%, 09/22/28 | 975,000 | 0.2 | |||||||||||
1,237,915 | Curia Global, Inc. 2021 Term Loan, 4.500%, (US0003M + 3.750%), 08/30/26 | 1,240,701 | 0.2 | |||||||||||
1,185,000 | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0001M + 4.000%), 01/08/27 | 1,190,925 | 0.2 | |||||||||||
1,970,068 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.834%, (US0001M + 3.750%), 10/10/25 | 1,758,285 | 0.3 | |||||||||||
752,453 | eResearchTechnology, Inc. 2020 1st Lien Term Loan, 5.500%, (US0001M + 4.500%), 02/04/27 | 757,156 | 0.1 | |||||||||||
2,066,978 | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0001M + 3.250%), 07/27/23 | 2,069,922 | 0.4 | |||||||||||
2,817,466 | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0006M + 4.250%), 03/14/25 | 2,828,787 | 0.5 | |||||||||||
881,594 | GoodRx, Inc. 1st Lien Term Loan, 2.834%, (US0001M + 2.750%), 10/10/25 | 881,752 | 0.2 | |||||||||||
498,698 | Greenway Health, LLC 2017 1st Lien Term Loan, 3.882%, (US0003M + 3.750%), 02/16/24 | 480,152 | 0.1 | |||||||||||
638,400 | Heartland Dental, LLC 2021 Incremental Term Loan, 4.085%, (US0001M + 4.000%), 04/30/25 | 637,702 | 0.1 | |||||||||||
1,625,000 | Hunter Holdco 3 Limited USD Term Loan B, 4.750%, (US0003M + 4.250%), 08/19/28 | 1,634,141 | 0.3 | |||||||||||
527,600 | Inovalon Holdings, Inc. 2020 Term Loan B1, 2.875%, (US0001M + 2.750%), 04/02/25 | 527,718 | 0.1 | |||||||||||
635,000 | MedRisk, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/10/28 | 635,265 | 0.1 | |||||||||||
1,435,000 | MPH Acquisition Holdings LLC 2021 Term Loan B, 4.750%, (US0003M + 4.250%), 08/17/28 | 1,421,347 | 0.3 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
150,000 | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.250%, (US0003M + 7.250%), 03/02/29 | $ | 152,812 | 0.0 | ||||||||||
260,614 | (1) | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0003M + 3.750%), 03/02/28 | 260,976 | 0.1 | ||||||||||
87,058 | National Mentor Holdings, Inc. 2021 Term Loan C, 4.500%, (US0003M + 3.750%), 03/02/28 | 87,179 | 0.0 | |||||||||||
2,620,163 | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 02/18/28 | 2,623,803 | 0.5 | |||||||||||
289,275 | nThrive, Inc. 2021 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 01/28/28 | 289,682 | 0.1 | |||||||||||
1,355,529 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.083%, (US0001M + 3.000%), 06/30/25 | 1,355,782 | 0.3 | |||||||||||
643,388 | Pacific Dental Services,LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 05/05/28 | 646,102 | 0.1 | |||||||||||
1,761,150 | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan, 4.250%, (US0003M + 3.500%), 11/30/27 | 1,765,553 | 0.3 | |||||||||||
1,230,000 | Parexel International Corporation 2021 1st Lien Term Loan, 3.620%, (US0003M + 3.500%), 08/11/28 | 1,231,708 | 0.2 | |||||||||||
794,083 | Pathway Vet Alliance LLC 2021 Term Loan, 3.835%, (US0001M + 3.750%), 03/31/27 | 793,388 | 0.2 | |||||||||||
654,987 | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/25 | 656,489 | 0.1 | |||||||||||
1,835,073 | Phoenix Guarantor Inc 2020 Term Loan B, 3.336%, (US0001M + 3.250%), 03/05/26 | 1,826,470 | 0.3 | |||||||||||
189,525 | Phoenix Guarantor Inc 2021 Term Loan B3, 3.585%, (US0001M + 3.500%), 03/05/26 | 189,087 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
309,225 | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 4.121%, (US0003M + 4.000%), 06/22/26 | $ | 309,129 | 0.1 | ||||||||||
248,750 | PointClickCare Technologies, Inc. Term Loan B, 3.750%, (US0003M + 3.000%), 12/29/27 | 249,061 | 0.0 | |||||||||||
394,013 | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/26 | 395,818 | 0.1 | |||||||||||
1,407,925 | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0001M + 3.250%), 03/03/28 | 1,407,155 | 0.3 | |||||||||||
1,882,803 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.835%, (US0001M + 3.750%), 11/16/25 | 1,881,978 | 0.4 | |||||||||||
375,000 | Resonetics, LLC 2021 Term Loan, 4.750%, (US0003M + 4.250%), 04/28/28 | 375,937 | 0.1 | |||||||||||
761,144 | RxBenefits, Inc. 2020 Term Loan, 6.000%, (US0003M + 5.250%), 12/17/27 | 765,901 | 0.1 | |||||||||||
1,035,000 | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0001M + 2.750%), 12/11/26 | 1,031,119 | 0.2 | |||||||||||
2,193,975 | Surgery Center Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 08/31/26 | 2,200,221 | 0.4 | |||||||||||
928,606 | Unified Physician Management, LLC 2020 Term Loan, 5.000%, (US0003M + 4.250%), 12/16/27 | 931,121 | 0.2 | |||||||||||
1,165,000 | US Anesthesia Partners Inc 2021 Term Loan, 4.380%, 09/22/28 | 1,168,074 | 0.2 | |||||||||||
760,000 | Virgin Pulse, Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/30/28 | 760,950 | 0.1 | |||||||||||
50,878,398 | 9.5 | |||||||||||||
Home Furnishings: 0.2% | ||||||||||||||
765,000 | Conair Holdings, LLC Term Loan B, 4.250%, (US0003M + 3.750%), 05/17/28 | 766,514 | 0.1 | |||||||||||
370,000 | Illuminate Merger Sub Corp. Term Loan, 4.000%, (US0003M + 3.500%), 07/21/28 | 370,424 | 0.1 | |||||||||||
1,136,938 | 0.2 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Industrial Equipment: 2.9% | ||||||||||||||
1,997,934 | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/27 | $ | 2,002,306 | 0.4 | ||||||||||
169,725 | (1) | CMBF LLC Delayed Draw Term Loan, 6.120%, (US0003M + 6.000%), 06/08/28 | 169,937 | 0.0 | ||||||||||
570,275 | CMBF LLC Term Loan, 6.500%, (US0001M + 6.000%), 06/08/28 | 570,988 | 0.1 | |||||||||||
1,384,340 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.586%, (US0001M + 3.500%), 11/17/25 | 1,379,148 | 0.3 | |||||||||||
629,075 | Crown Subsea Communications Holding,Inc. 2021 Term Loan, 5.750%, (US0001M + 5.000%), 04/20/27 | 635,366 | 0.1 | |||||||||||
1,939,633 | Filtration Group Corporation 2018 1st Lien Term Loan, 3.084%, (US0001M + 3.000%), 03/29/25 | 1,931,147 | 0.4 | |||||||||||
1,827,826 | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.132%, (US0003M + 4.000%), 09/30/26 | 1,828,683 | 0.3 | |||||||||||
250,521 | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0001W + 4.000%), 02/16/28 | 251,748 | 0.0 | |||||||||||
1,360,684 | Kenan Advantage Group, Inc. 2021 Term Loan B1, 4.500%, (US0001M + 3.750%), 03/24/26 | 1,361,960 | 0.3 | |||||||||||
1,835,400 | Madison IAQ LLC Term Loan, 3.750%, (US0003M + 3.250%), 06/21/28 | 1,834,971 | 0.3 | |||||||||||
1,036,875 | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/27 | 1,040,763 | 0.2 | |||||||||||
1,705,910 | Vertical US Newco Inc Term Loan B, 4.000%, (US0003M + 3.500%), 07/29/27 | 1,711,241 | 0.3 | |||||||||||
850,000 | Waterlogic Holdings Limited 2021 USD Term Loan B, 4.890%, (US0003M + 4.750%), 08/04/28 | 852,125 | 0.2 | |||||||||||
�� | 15,570,383 | 2.9 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Insurance: 4.0% | ||||||||||||||
1,736,088 | Acrisure, LLC 2020 Term Loan B, 3.632%, (US0003M + 3.500%), 02/15/27 | $ | 1,720,898 | 0.3 | ||||||||||
1,098,327 | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.334%, (US0001M + 3.250%), 05/09/25 | 1,091,650 | 0.2 | |||||||||||
363,315 | Alliant Holdings Intermediate, LLC 2020 Term Loan B3, 4.250%, (US0001M + 3.750%), 11/05/27 | 364,148 | 0.1 | |||||||||||
1,368,277 | Alliant Holdings Intermediate, LLC Term Loan B, 3.334%, (US0001M + 3.250%), 05/09/25 | 1,359,810 | 0.3 | |||||||||||
1,759,464 | Applied Systems, Inc. 2017 1st Lien Term Loan, 3.754%, (US0003M + 3.250%), 09/19/24 | 1,761,114 | 0.3 | |||||||||||
252,246 | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/25 | 256,293 | 0.1 | |||||||||||
1,774,813 | Aretec Group, Inc. 2018 Term Loan, 4.334%, (US0001M + 4.250%), 10/01/25 | 1,772,594 | 0.3 | |||||||||||
2,797,573 | AssuredPartners, Inc. 2020 Term Loan B, 3.584%, (US0001M + 3.500%), 02/12/27 | 2,783,392 | 0.5 | |||||||||||
1,183,053 | Hub International Limited 2018 Term Loan B, 2.875%, (US0003M + 2.750%), 04/25/25 | 1,173,194 | 0.2 | |||||||||||
1,717,788 | NFP Corp. 2020 Term Loan, 3.334%, (US0001M + 3.250%), 02/15/27 | 1,703,115 | 0.3 | |||||||||||
58,906 | (1) | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 4.631%, (US0003M + 4.500%), 11/16/27 | 59,225 | 0.0 | ||||||||||
1,816,963 | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/27 | 1,826,806 | 0.4 | |||||||||||
498,741 | Ryan Specialty Group, LLC Term Loan, 3.750%, (US0001M + 3.000%), 09/01/27 | 499,779 | 0.1 | |||||||||||
1,723,807 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.334%, (US0001M + 3.250%), 12/31/25 | 1,712,090 | 0.3 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Insurance: (continued) | ||||||||||||||
992,386 | Sedgwick Claims Management Services, Inc. 2019 Term Loan B, 3.834%, (US0001M + 3.750%), 09/03/26 | $ | 991,517 | 0.2 | ||||||||||
1,252,823 | USI, Inc. 2017 Repriced Term Loan, 3.132%, (US0003M + 3.000%), 05/16/24 | 1,246,111 | 0.2 | |||||||||||
953,037 | USI, Inc. 2019 Incremental Term Loan B, 3.382%, (US0003M + 3.250%), 12/02/26 | 948,391 | 0.2 | |||||||||||
21,270,127 | 4.0 | |||||||||||||
Leisure Good/Activities/Movies: 3.1% | ||||||||||||||
356,738 | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 5.132%, (US0003M + 5.000%), 12/29/25 | 311,254 | 0.1 | |||||||||||
561,574 | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 15.000%, (US0003M + 14.000%), 08/26/22 | 561,574 | 0.1 | |||||||||||
1,114,669 | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 4.000%, (US0001M + 3.500%), 08/17/28 | 1,113,275 | 0.2 | |||||||||||
713,174 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 3.083%, (US0001M + 3.000%), 04/22/26 | 663,952 | 0.1 | |||||||||||
1,990,000 | City Football Group Limited Term Loan, 4.000%, (US0003M + 3.500%), 07/21/28 | 1,987,512 | 0.4 | |||||||||||
1,728,121 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 2.882%, (US0003M + 2.750%), 09/18/24 | 1,628,754 | 0.3 | |||||||||||
14,726 | (2) | Crown Finance US, Inc. 2020 Term Loan B1, 7.132% (PIK Rate 8.250%, Cash Rate 7.000%), 05/23/24 | 18,273 | 0.0 | ||||||||||
1,129,325 | CWGS Group, LLC 2021 Term Loan B, 3.250%, (US0001M + 2.500%), 06/03/28 | 1,124,296 | 0.2 | |||||||||||
500,000 | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan, 4.103%, (US0001M + 2.500%), 02/01/24 | 499,531 | 0.1 | |||||||||||
1,058,485 | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250%), 04/18/25 | 986,848 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Leisure Good/Activities/Movies: (continued) | ||||||||||||||
428,925 | Hayward Industries, Inc. 2021 Term Loan, 3.000%, (US0001M + 2.500%), 05/12/28 | $ | 428,427 | 0.1 | ||||||||||
488,775 | MajorDrive Holdings IV LLC Term Loan B, 4.500%, (US0003M + 4.000%), 05/12/28 | 490,379 | 0.1 | |||||||||||
698,787 | National CineMedia, LLC 2021 Incremental Term Loan, 9.000%, (US0001M + 8.000%), 12/20/24 | 702,281 | 0.1 | |||||||||||
355,000 | PUG LLC 2021 Incremental Term Loan B, 4.750%, (US0001M + 4.250%), 02/12/27 | 355,444 | 0.1 | |||||||||||
497,468 | PUG LLC USD Term Loan, 3.584%, (US0001M + 3.500%), 02/12/27 | 487,208 | 0.1 | |||||||||||
496,162 | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 02/08/28 | 496,162 | 0.1 | |||||||||||
36,667 | (1) | RVR Dealership Holdings, LLC Delayed Draw Term Loan, 4.120%, (US0003M + 4.000%), 02/08/28 | 36,667 | 0.0 | ||||||||||
553,613 | Samsonite International S.A. 2020 Incremental Term Loan B2, 3.750%, (US0001M + 3.000%), 04/25/25 | 550,696 | 0.1 | |||||||||||
1,770,577 | Thor Industries, Inc. 2021 USD Term Loan, 3.125%, (US0001M + 3.000%), 02/01/26 | 1,775,556 | 0.3 | |||||||||||
1,604,625 | WeddingWire, Inc. 1st Lien Term Loan, 4.629%, (US0003M + 4.500%), 12/19/25 | 1,608,636 | 0.3 | |||||||||||
600,000 | WeddingWire, Inc. 2nd Lien Term Loan, 8.379%, (US0003M + 8.250%), 12/21/26 | 591,000 | 0.1 | |||||||||||
16,417,725 | 3.1 | |||||||||||||
Lodging & Casinos: 2.3% | ||||||||||||||
995,000 | Aimbridge Acquisition Co., Inc. 2020 Incremental Term Loan B, 5.500%, (US0001M + 4.750%), 02/02/26 | 990,647 | 0.2 | |||||||||||
745,921 | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/27 | 742,969 | 0.1 | |||||||||||
1,110,938 | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/24 | 1,118,112 | 0.2 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Lodging & Casinos: (continued) | ||||||||||||||
2,552,339 | Caesars Resort Collection, LLC 2020 Term Loan B1, 3.583%, (US0003M + 3.500%), 07/21/25 | $ | 2,558,429 | 0.5 | ||||||||||
1,776,028 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/24 | 1,774,549 | 0.3 | |||||||||||
905,000 | Hilton Grand Vacations Borrower LLC 2021 Term Loan B, 3.500%, (US0001M + 3.000%), 08/02/28 | 908,167 | 0.2 | |||||||||||
500,000 | Hilton Worldwide Finance, LLC 2019 Term Loan B2, 1.842%, (US0001M + 1.750%), 06/22/26 | 496,312 | 0.1 | |||||||||||
500,000 | J&J Ventures Gaming, LLC Term Loan, 4.750%, (US0001M + 4.000%), 04/07/28 | 503,125 | 0.1 | |||||||||||
632,842 | Scientific Games International, Inc. 2018 Term Loan B5, 2.834%, (US0001M + 2.750%), 08/14/24 | 630,588 | 0.1 | |||||||||||
670,682 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 2.382%, (US0003M + 2.250%), 07/21/26 | 669,285 | 0.1 | |||||||||||
745,875 | The Enterprise Development Authority Term Loan B, 5.000%, (US0001M + 4.250%), 02/18/28 | 748,653 | 0.2 | |||||||||||
1,240,000 | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 3.370%, (US0003M + 3.250%), 08/06/28 | 1,241,260 | 0.2 | |||||||||||
12,382,096 | 2.3 | |||||||||||||
Mortgage REITs: 0.1% | ||||||||||||||
76,020 | (1) | BIFM CA Buyer Inc. 2021 Delayed Draw Term Loan, 3.896%, (US0003M + 3.750%), 06/01/26 | 75,735 | 0.0 | ||||||||||
667,277 | BIFM CA Buyer Inc. Term Loan B, 3.837%, (US0001M + 3.750%), 06/01/26 | 664,775 | 0.1 | |||||||||||
740,510 | 0.1 | |||||||||||||
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 | 1,330,973 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Nonferrous Metals/Minerals: (continued) | ||||||||||||||
2,446,530 | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/25 | $ | 2,399,128 | 0.4 | ||||||||||
3,730,101 | 0.7 | |||||||||||||
Oil & Gas: 1.6% | ||||||||||||||
472,210 | BCP Renaissance Parent LLC 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 10/31/24 | 468,964 | 0.1 | |||||||||||
1,339,253 | Brazos Delaware II, LLC Term Loan B, 4.084%, (US0001M + 4.000%), 05/21/25 | 1,321,256 | 0.2 | |||||||||||
1,847,698 | (3),(4) | Glass Mountain Pipeline Holdings, LLC Term Loan B, 4.630%, (US0003M + 4.500%), 12/23/24 | 662,862 | 0.1 | ||||||||||
939,816 | HGIM Corp. 2018 Exit Term Loan, 7.000%, (US0003M + 6.000%), 07/02/23 | 700,163 | 0.1 | |||||||||||
865,000 | ITT Holdings LLC 2021 Term Loan, 3.250%, (US0001M + 2.750%), 07/10/28 | 866,081 | 0.2 | |||||||||||
498,708 | Lucid Energy Group II Borrower, LLC 2018 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 02/17/25 | 493,970 | 0.1 | |||||||||||
1,506,656 | Oryx Midstream Holdings LLC Term Loan B, 4.085%, (US0001M + 4.000%), 05/22/26 | 1,507,441 | 0.3 | |||||||||||
981,160 | Traverse Midstream Partners LLC 2017 Term Loan, 6.500%, (US0001M + 5.500%), 09/27/24 | 983,437 | 0.2 | |||||||||||
1,493,652 | WaterBridge Midstream Operating LLC Term Loan B, 6.750%, (US0006M + 5.750%), 06/22/26 | 1,460,978 | 0.3 | |||||||||||
8,465,152 | 1.6 | |||||||||||||
Publishing: 0.6% | ||||||||||||||
826,666 | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/28 | 828,732 | 0.1 | |||||||||||
960,000 | McGraw-Hill Global Education Holdings, LLC 2021 Term Loan, 5.250%, (US0001M + 4.750%), 07/28/28 | 964,115 | 0.2 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Publishing: (continued) | ||||||||||||||
1,481,250 | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/25 | $ | 1,515,350 | 0.3 | ||||||||||
3,308,197 | 0.6 | |||||||||||||
Radio & Television: 2.2% | ||||||||||||||
1,643,795 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.629%, (US0003M + 3.500%), 08/21/26 | 1,612,226 | 0.3 | |||||||||||
817,655 | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0001M + 3.750%), 03/31/26 | 818,093 | 0.2 | |||||||||||
2,797,875 | Diamond Sports Group, LLC Term Loan, 3.340%, (US0001M + 3.250%), 08/24/26 | 1,756,834 | 0.3 | |||||||||||
1,533,849 | iHeartCommunications, Inc. 2020 Term Loan, 3.084%, (US0001M + 3.000%), 05/01/26 | 1,524,741 | 0.3 | |||||||||||
750,393 | NASCAR Holdings, Inc Term Loan B, 2.584%, (US0001M + 2.500%), 10/19/26 | 750,861 | 0.1 | |||||||||||
160,805 | Sinclair Television Group Inc. Term Loan B2B, 2.587%, (US0001M + 2.500%), 09/30/26 | 158,313 | 0.0 | |||||||||||
2,670,689 | Terrier Media Buyer, Inc. 2021 Term Loan, 3.584%, (US0001M + 3.500%), 12/17/26 | 2,668,277 | 0.5 | |||||||||||
1,353,258 | Univision Communications Inc. 2021 First Lien Term Loan B, 4.000%, (US0001M + 3.250%), 03/15/26 | 1,353,047 | 0.3 | |||||||||||
1,302,214 | Univision Communications Inc. Term Loan C5, 2.834%, (US0001M + 2.750%), 03/15/24 | 1,302,447 | 0.2 | |||||||||||
11,944,839 | 2.2 | |||||||||||||
Retailers (Except Food & Drug): 1.8% | ||||||||||||||
42,778 | AI Aqua Merger Sub, Inc. 2021 1st Lien Delayed Draw Term Loan, 4.646%, (US0003M + 4.000%), 07/31/28 | 42,949 | 0.0 | |||||||||||
342,222 | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 4.500%, (US0001M + 4.000%), 07/31/28 | 343,591 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Retailers (Except Food & Drug): (continued) | ||||||||||||||
157,461 | Belk, Inc. 2021 FLFO Term Loan, 8.500%, (US0003M + 7.500%), 07/31/25 | $ | 158,117 | 0.0 | ||||||||||
24,630 | Belk, Inc. 2021 FLSO Term Loan, 13.000%, (US0003M + 13.000%), 07/31/25 | 19,211 | 0.0 | |||||||||||
609,431 | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/08/27 | 610,574 | 0.1 | |||||||||||
672,742 | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 03/10/26 | 677,788 | 0.1 | |||||||||||
1,717,025 | Great Outdoors Group, LLC 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 03/06/28 | 1,727,578 | 0.3 | |||||||||||
1,000,000 | Harbor Freight Tools USA, Inc. 2021 Term Loan B, 2.830%, (US0001M + 2.750%), 10/19/27 | 1,000,739 | 0.2 | |||||||||||
355,000 | Jo-Ann Stores, Inc. 2021 Term Loan B1, 5.500%, (US0003M + 4.750%), 07/07/28 | 346,347 | 0.1 | |||||||||||
250,000 | Lakeshore Intermediate LLC Term Loan, 3.630%, 09/29/28 | 250,000 | 0.1 | |||||||||||
642,484 | Leslies Poolmart, Inc. 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 03/04/28 | 641,012 | 0.1 | |||||||||||
623,993 | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0001M + 8.000%), 12/01/25 | 535,074 | 0.1 | |||||||||||
205,704 | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0001M + 11.000%), 06/01/25 | 203,647 | 0.0 | |||||||||||
773,063 | Michaels Companies, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 04/15/28 | 774,935 | 0.1 | |||||||||||
835,800 | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 03/03/28 | 836,397 | 0.2 | |||||||||||
1,250,000 | Pilot Travel Centers LLC 2021 Term Loan B, 2.084%, (US0001M + 2.000%), 07/28/28 | 1,247,321 | �� | 0.2 | ||||||||||
510,000 | Victorias Secret & Co. Term Loan B, 3.750%, (US0003M + 3.250%), 06/30/28 | 509,362 | 0.1 | |||||||||||
9,924,642 | 1.8 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Surface Transport: 1.3% | ||||||||||||||
1,172,063 | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 03/03/28 | $ | 1,167,911 | 0.2 | ||||||||||
629,082 | ENC Holding Corporation 2021 Term Loan, 5.000%, (US0003M + 4.250%), 08/04/28 | 627,705 | 0.1 | |||||||||||
55,918 | (1) | ENC Holding Corporation Delayed Draw Term Loan, 4.370%, (US0003M + 4.250%), 08/04/28 | 55,796 | 0.0 | ||||||||||
1,583,511 | LaserShip, Inc. 2021 Term Loan, 5.250%, (US0003M + 4.500%), 05/07/28 | 1,588,955 | 0.3 | |||||||||||
1,492,500 | PODS, LLC 2021 Term Loan B, 3.750%, (US0001M + 3.000%), 03/31/28 | 1,494,766 | 0.3 | |||||||||||
845,000 | Savage Enterprises LLC 2021 Term Loan B, 3.750%, (US0003M + 3.250%), 09/15/28 | 848,063 | 0.2 | |||||||||||
890,000 | Worldwide Express Operations, LLC 2021 1st Lien Term Loan, 5.000%, (US0002M + 4.250%), 07/26/28 | 893,646 | 0.2 | |||||||||||
250,000 | Worldwide Express Operations, LLC 2021 2nd Lien Term Loan, 7.750%, (US0006M + 7.000%), 07/26/29 | 250,000 | 0.0 | |||||||||||
6,926,842 | 1.3 | |||||||||||||
Technology: 1.5% | ||||||||||||||
2,236,665 | Misys (Finastra) — TL B 1L, 4.500%, (US0006M + 3.500%), 06/13/24 | 2,221,160 | 0.4 | |||||||||||
3,180,000 | RealPage, Inc. Term Loan B 1L, 3.750%, (US0001M + 3.250%), 04/24/28 | 3,173,134 | 0.6 | |||||||||||
861,316 | UKG, Inc. — TL 1L, 4.000%, (US0003M + 3.250%), 05/04/26 | 864,116 | 0.1 | |||||||||||
2,044,293 | Veritas US Inc. 2021 USD Term Loan B, 6.000%, (US0003M + 5.000%), 09/01/25 | 2,057,070 | 0.4 | |||||||||||
8,315,480 | 1.5 | |||||||||||||
Telecommunications: 4.6% | ||||||||||||||
900,654 | Altice Financing SA 2017 USD Term Loan B, 2.876%, (US0001M + 2.750%), 07/15/25 | 888,045 | 0.2 | |||||||||||
901,293 | Altice Financing SA USD 2017 1st Lien Term Loan, 2.900%, (US0003M + 2.750%), 01/31/26 | 888,337 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Telecommunications: (continued) | ||||||||||||||
632,945 | Altice France S.A. USD Term Loan B11, 2.879%, (US0003M + 2.750%), 07/31/25 | $ | 624,439 | 0.1 | ||||||||||
1,989,975 | Asurion LLC 2020 Term Loan B8, 3.334%, (US0001M + 3.250%), 12/23/26 | 1,962,820 | 0.4 | |||||||||||
530,000 | Asurion LLC 2021 2nd Lien Term Loan B3, 5.334%, (US0001M + 5.250%), 01/31/28 | 529,116 | 0.1 | |||||||||||
1,170,000 | Asurion LLC 2021 Second Lien Term Loan B4, 5.334%, (US0001M + 5.250%), 01/20/29 | 1,167,318 | 0.2 | |||||||||||
1,496,100 | Asurion LLC 2021 Term Loan B9, 3.334%, (US0001M + 3.250%), 07/31/27 | 1,475,903 | 0.3 | |||||||||||
2,047,235 | Avaya, Inc. 2020 Term Loan B, 4.334%, (US0001M + 4.250%), 12/15/27 | 2,054,390 | 0.4 | |||||||||||
818,262 | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0001M + 3.250%), 11/30/27 | 819,898 | 0.1 | |||||||||||
1,353,200 | CCI Buyer, Inc. Term Loan, 4.750%, (US0003M + 3.750%), 12/17/27 | 1,358,274 | 0.3 | |||||||||||
508,725 | Cologix, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/01/28 | 509,997 | 0.1 | |||||||||||
1,790,721 | CommScope, Inc. 2019 Term Loan B, 3.336%, (US0001M + 3.250%), 04/06/26 | 1,784,285 | 0.3 | |||||||||||
2,398,475 | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/26 | 2,402,785 | 0.4 | |||||||||||
1,747,784 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.334%, (US0001M + 4.250%), 11/29/25 | 1,659,739 | 0.3 | |||||||||||
1,447,028 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.334%, (US0001M + 8.250%), 11/29/26 | 1,352,971 | 0.2 | |||||||||||
385,000 | GOGO Intermediate Holdings LLC Term Loan B, 4.500%, (US0003M + 3.750%), 04/30/28 | 384,519 | 0.1 | |||||||||||
264,029 | GTT Communications, Inc. 2018 USD Term Loan B, 2.882%, (US0003M + 2.750%), 05/31/25 | 224,953 | 0.0 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||||
Telecommunications: (continued) | ||||||||||||||
750,000 | Level 3 Financing Inc. 2019 Term Loan B, 1.865%, (US0001M + 1.750%), 03/01/27 | $ | 741,897 | 0.1 | ||||||||||
1,090,000 | MTN Infrastructure TopCo Inc 2021 Term Loan, 4.620%, (US0003M + 4.500%), 08/23/28 | 1,062,074 | 0.2 | |||||||||||
340,000 | Orbcomm Inc. Term Loan B, 5.000%, (US0003M + 4.250%), 09/01/28 | 340,213 | 0.1 | |||||||||||
997,423 | Syniverse Holdings, Inc. 2018 1st Lien Term Loan, 6.000%, (US0003M + 5.000%), 03/09/23 | 998,633 | 0.2 | |||||||||||
1,477,299 | Zayo Group Holdings, Inc. USD Term Loan, 3.084%, (US0001M + 3.000%), 03/09/27 | 1,466,148 | 0.3 | |||||||||||
24,696,754 | 4.6 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
563,265 | Generation Bridge Acquisition, LLC Term Loan B, 5.120%, (US0003M + 5.000%), 08/05/28 | 566,082 | 0.1 | |||||||||||
11,735 | Generation Bridge Acquisition, LLC Term Loan C, 5.120%, (US0003M + 5.000%), 08/05/28 | 11,793 | 0.0 | |||||||||||
2,080,944 | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/24 | 1,924,093 | 0.4 | |||||||||||
495,000 | Tiger Acquisition, LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 06/01/28 | 494,381 | 0.1 | |||||||||||
2,996,349 | 0.6 | |||||||||||||
Total Loans (Cost $491,121,925) | 490,102,971 | 91.3 | ||||||||||||
CORPORATE BONDS/NOTES: 1.2% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
325,000 | # | Diamond BC BV, 4.625%, 10/01/29 | 330,286 | 0.1 | ||||||||||
Communications: 0.1% | ||||||||||||||
835,000 | # | Match Group Holdings II LLC, 3.625%, 10/01/31 | 825,272 | 0.1 | ||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||||
835,000 | # | Tempur Sealy International, Inc., 3.875%, 10/15/31 | 837,088 | 0.2 | ||||||||||
Financial: 0.2% | ||||||||||||||
1,000,000 | # | Rocket Mortgage LLC, 2.875%, 10/15/26 | 993,750 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 0.6% | ||||||||||||||
500,000 | # | GFL Environmental, Inc., 4.000%, 08/01/28 | $ | 496,875 | 0.1 | |||||||||
2,000,000 | LSF11 A5 Holdco LLC, 6.625%, 10/15/29 | 2,000,000 | 0.4 | |||||||||||
715,000 | Mozart Debt Merger Sub Inc., 5.250%, 10/01/29 | 715,000 | 0.1 | |||||||||||
3,211,875 | 0.6 | |||||||||||||
Total Corporate Bonds/Notes (Cost $6,210,000) | 6,198,271 | 1.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.9% | ||||||||||||||
408,271 | (5) | 24 Hour Fitness Worldwide, Inc. | 816,542 | 0.1 | ||||||||||
544,388 | (5) | 24 Hour Fitness Worldwide, Inc. — Preferred | 1,497,067 | 0.3 | ||||||||||
50,201 | Cineworld Group PLC — Warrants | 24,892 | 0.0 | |||||||||||
132,618 | (5) | Covia Specialty Minerals, Inc. | 1,442,221 | 0.3 | ||||||||||
69,381 | (5) | Cumulus Media, Inc. Class-A | 849,917 | 0.2 | ||||||||||
7,543 | (5) | Harvey Gulf International Marine LLC | 26,401 | 0.0 | ||||||||||
4,783 | (5) | Harvey Gulf International Marine LLC — Warrants | 16,740 | 0.0 | ||||||||||
7,471 | (5) | iQor | 88,255 | 0.0 | ||||||||||
102,480 | (5) | Longview Power LLC | 281,820 | 0.0 | ||||||||||
11,573 | (5) | Mens Wearhouse, Inc. | 16,491 | 0.0 | ||||||||||
88,701 | (5),(6) | Save-A-Lot, Inc. / Moran Foods | — | 0.0 | ||||||||||
42,856 | (5) | The Oneida Group (formerly EveryWare Global, Inc.) | 429 | 0.0 | ||||||||||
Total Equities and Other Assets (Cost $4,752,334) | 5,060,775 | 0.9 | ||||||||||||
Total Long-Term Investments (Cost $502,084,259) | 501,362,017 | 93.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 11.6% | ||||||||||||||
Mutual Funds: 11.6% | ||||||||||||||
62,487,490 | (7) | State Street Institutional Liquid Reserves Fund — Premier Class, 0.040% (Cost $62,500,237) | 62,499,987 | 11.6 | ||||||||||
Total Short-Term Investments (Cost $62,500,237) | 62,499,987 | 11.6 | ||||||||||||
Total Investments (Cost $564,584,496) | $ | 563,862,004 | 105.0 | |||||||||||
Liabilities in Excess of Other Assets | (26,737,452 | ) | (5.0 | ) | ||||||||||
Net Assets | $ | 537,124,552 | 100.0 |
Voya Floating Rate Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2021 (Unaudited) (continued) |
* | 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. | |
# | Securities with purchases pursuant to Rule 144A or section 4(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
(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) | Senior Loan is on non-accrual status at September 30, 2021. | |
(5) | Non-income producing security. | |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(7) | Rate shown is the 7-day yield as of September 30, 2021. |
Reference Rate Abbreviations: | ||
US0001M | 1-month LIBOR | |
US0001W | 1-week LIBOR | |
US0002M | 2-month LIBOR | |
US0003M | 3-month LIBOR | |
US0006M | 6-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 September 30, 2021 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Loans | $ | — | $ | 490,102,971 | $ | — | $ | 490,102,971 | |||||||||||||
Equities and Other Assets | 849,917 | 4,210,858 | — | 5,060,775 | |||||||||||||||||
Corporate Bonds/Notes | — | 6,198,271 | — | 6,198,271 | |||||||||||||||||
Short-Term Investments | 62,499,987 | — | — | 62,499,987 | |||||||||||||||||
Total Investments, at fair value | $ | 63,349,904 | $ | 500,512,100 | $ | — | $ | 563,862,004 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Cost for federal income tax purposes was $564,936,608. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 5,836,212 | ||
Gross Unrealized Depreciation | (6,910,816 | ) | ||
Net Unrealized Depreciation | $ | (1,074,604 | ) |
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
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 |
voyainvestments.com | 163315 (0921-111821) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
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 is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(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: December 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: December 7, 2021 |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: December 7, 2021 |